List of Supported Financial Instruments

Interest Rate Instruments

Coupon Paying Bonds

• (Multi Callable and/or Putable) Fixed Rate Bonds
• (Multi Callable and/or Putable) Step Up / Step Down Bonds
• (Multi Callable and/or Putable) Money Market Floater with Cap / Floor
• (Multi Callable and/or Putable) Constant Maturity Floater with Cap / Floor
• (Multi Callable and/or Putable) Reverse Floater with Cap / Floor
• (Multi Callable and/or Putable) Fixed-to-Floating Rate Notes
• (Multi Callable and/or Putable) CMS Spreads (Steepener)
• (Multi Callable and/or Putable) Snowball Floater (Memory / Cliquet Inverse Floater)
• (Multi Callable and/or Putable) Ratchet Floater
• (Multi Callable and/or Putable) Quantos
• (Multi Callable and/or Putable) Quanto Spreads
• (Multi Callable and/or Putable) Volatility Bonds (Start / End and Max / Min)
• (Multi Callable and/or Putable) Switchable Fixed Rate Zeros
• (Multi Callable and/or Putable) Snowball Steepener
• Callable Multitranche Zeros
• Autocallable Money Market Floater with Cap / Floor
• Autocallable Constant Maturity Floater with Cap / Floor
• Autocallable Reverse Floater with Cap / Floor
• Autocallable Fixed-to-Floating Rate Notes
• Autocallable CMS Spreads (Steepener)
• Target Redemption Notes
• Target Redemption Quantos
• Target Redemption CMS Spreads (Steepener)
• Target Redemption Snowball Floater (Memory / Cliquet Inverse Floater)

Zero Bonds

• (Multi Callable and/or Putable) Fixed Rate Bond Zeros
• (Multi Callable and/or Putable) Step Up / Step Down Bond Zeros
• (Multi Callable and/or Putable) Money Market Floater with Cap / Floor on Zero Basis
• (Multi Callable and/or Putable) Constant Maturity Floater with Cap / Floor on Zero Basis
• (Multi Callable and/or Putable) Reverse Floater with Cap / Floor on Zero Basis
• (Multi Callable and/or Putable) Fixed-to-Floating Rate Notes on Zero Basis
• (Multi Callable and/or Putable) CMS Spreads (Steepener) on Zero Basis

Convertible Bonds with

• Soft Call Feature
• Reset Feature
• Bermudan / American Conversion
• Bermudan / American Call Feature
• Bermudan / American Put Feature

Swaps

• Vanilla Swaps
• (Callable and/or Putable) Constant Maturity Swaps
• (Callable and/or Putable) Amortizing Constant Maturity Swaps
• (Callable and/or Putable) General Constant Maturity Swaps
• (Callable and/or Putable) General Amortizing Constant Maturity Swaps
• (Callable and/or Putable) Snowball Swaps (Memory / Cliquet Inverse Swaps)
• (Callable and/or Putable) Ratchet Swaps
• (Callable and/or Putable) Digital Range Accrual Swaps
• (Callable and/or Putable) CMS Spread Swaps (Steepener Swaps)
• (Callable and/or Putable) Quanto Swaps
• Target Redemption Swaps
• Credit Default Swaps
• Target Redemption Steepener Swaps