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Put Option Certificates


Certificate Aim Definition
Dry Season Certificate (Cumulative Index in mm) Payout when there is below average rainfall (mm) during the period. Under this Certificate, the Client will receive a fixed amount of [Payout] for every mm that the cumulative rainfall is below [Strike] mm up to a maximum of [Maximum Payout] during the period from [Start Date] until [End Date] . The cumulative daily rainfall is defined as the rainfall measured by the independent national meteorological station.
HDD Put Certificate (Daily Average Temperature Index) Payout when there are below average HDD during the period. (Payout for warm periods.) Under this Certificate, the Client will receive a fixed amount of [Payout] for every Heating Degree Day (HDD) below [Strike] up to a maximum of [Maximum Payout] during the period from [Start Date] until [End Date] . HDD are calculated by adding up daily HDD measured by the independent national meteorological station. The daily HDD values are calculated as the difference between the [Threshold] °C and the daily average temperature where the daily average temperature is below the [Threshold] °C.
CAT Put Certificate (Cumulative Daily Average Temperature Index) Payout when there are below average CAT during the period. (Payout for cold periods.) Under this Certificate, the Client will receive a fixed amount of [Payout] for every CAT that the CAT Index is below [Strike] CAT up to a maximum of [Maximum Payout] during the period from [Start Date] until [End Date] . The CAT Index is defined as the sum of the daily average temperatures measured by the independent national meteorological station.
Low Snow Season Certificate (Cumulative Index in cm) Payout when there is below average snowfall (cm) during the period. Under this Certificate, the Client will receive a fixed amount of [Payout] for every cm that the cumulative snowfall is below [Strike] cm up to a maximum of [Maximum Payout] during the period from [Start Date] until [End Date] . The cumulative daily snowfall is defined as the snowfall measured by the independent national meteorological station.
Low Snow Season Certificate U.S. (Cumulative Index in inch) Payout when there is below average snowfall (inch) during the period. Under this Certificate, the Client will receive a fixed amount of [Payout] for every inch that the cumulative snowfall is below [Strike] inch up to a maximum of [Maximum Payout] during the period from [Start Date] until [End Date] . The cumulative daily snowfall is defined as the snowfall measured by the independent national meteorological station.
Low Sunhours Season Certificate (Cumulative Index in h) Payout when there is below average sunshine (h) during the period. Under this Certificate, the Client will receive a fixed amount of [Payout] for every h that the cumulative sunshine is below [Strike] h up to a maximum of [Maximum Payout] during the period from [Start Date] until [End Date]. The cumulative daily sunshine is defined as the sunhours measured by the independent national meteorological station.
Low Global Radiation Certificate (Cumulative Index in KWh/m²) Payout when there is below average radiation (KWh/m²) during the period. Under this Certificate, the Client will receive a fixed amount of [Payout] for every KWh/m² that the cumulative radiation is below [Strike] KWh/m² up to a maximum of [Maximum Payout] during the period from [Start Date] until [End Date]. The cumulative daily radiation is defined as the radiation measured by the independent national meteorological station.
 

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