[Inferred Main Title] - 07 - 2026 - ch dots open end turbo forex fx equity

Sep 2, 2026

Uploaded by Asher

This document provides a structured specification for open-end turbo forex equity products, listing multiple series with ISIN-related identifiers, issued security quantities, issue prices, and option types (Call/Put). It defines exercise price parameters with explicit rounding rules, security thresholds and percentage bands, and financing and dividend percentage terms tied to commencement dates. It also specifies redemption timing as “Open End” and includes parity values, along with reference rate screen pages and settlement/business day centre details.

LanguageEnglish

CategoryResearch & Report

FormatPDF

Pages16

Reading Time40 min

AccessFree to download

Series specifications

Pricing, exercise and thresholds

Reference rates and settlement details

| Series
Number /
ISIN Code | Number
of
Securitie
s issued | Number
of
Securitie
s | Issue
Price per
Security | Call /
Put | Exercise
Price | Capitalised
Exercise
Price
Rounding
Rule | Security
Threshold
on the
Commence
ment Date | Security
Threshold
Rounding
Rule | Minimum
Security
Percentage | Maximum
Security
Percentage | Security
Percentag
e on the
Commenc
ement
Date | Dividend
Percentag
e | Interbank
Rate 1
Screen
Page | Interbank
Rate 2
Screen
Page | Minimum
Financing
Rate
Percentage | Maximum
Financing
Rate
Percentage | Financing
Rate
Percentag
e on the
Commenc
ement
Date | Redemption
Date | Parity | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | CH1578862 794 | 10,000,000 | 10,000,000 | CHF
13.78 | Put | CHF
1.060600 | Downwards
to the next 6 digits (0.000001 points) | CHF 1.0500 | Downwards
to the next 4 digits (0.0001 points) | 0% | 20% | 1% | N/A | SARON.S | EURIBOR1 MD= | 0% | 5% | -4.50% | Open End | 0.01 | | CH1578862 802 | 10,000,000 | 10,000,000 | CHF 2.35 | Put | USD
1.171700 | Downwards
to the next 6 digits (0.000001 points) | USD 1.1600 | Downwards
to the next 4 digits (0.0001 points) | 0% | 20% | 1% | N/A | USDSOFR= | EURIBOR1 MD= | 0% | 5% | -4.50% | Open End | 0.01 | | CH1578862 810 | 10,000,000 | 10,000,000 | CHF 0.34 | Call | CHF
1.049500 | Upwards to
the next 6 digits (0.000001 points) | CHF 1.0600 | Upwards to
the next 4 digits (0.0001 points) | 0% | 20% | 1% | N/A | SARON.S | SONIAOSR = | 0% | 5% | +4.50% | Open End | 0.10 | | CH1578862 828 | 10,000,000 | 10,000,000 | CHF 0.30 | Call | JPY
156.435600 | Upwards to
the next 6 digits (0.000001 points) | JPY
158.0000 | Upwards to
the next 4 digits (0.0001 points) | 0% | 20% | 1% | N/A | JPONMUF= RR | USDSOFR= | 0% | 5% | +4.50% | Open End | 0.10 | | Series Number / ISIN Code | Valoren Code | Base
Currency | Subject
Currency | Reuters Code of Currency / Reuters Screen Page | Price Source | Price Source Website | Business Day
Centre | Settlement
Currency | | --- | --- | --- | --- | --- | --- | --- | --- | --- | | CH1578862794 | 157886279 | EUR | CHF | EURCHF= | Bloomberg | [www.bloomberg.com/markets/curr](www.bloomberg.com/markets/curr)[encies/fx-fixings](encies/fx-fixings) | Zurich | CHF | | CH1578862802 | 157886280 | EUR | USD | EUR= | Bloomberg | [www.bloomberg.com/markets/curr](www.bloomberg.com/markets/curr)[encies/fx-fixings](encies/fx-fixings) | Zurich | CHF | | CH1578862810 | 157886281 | GBP | CHF | GBPCHF= | Bloomberg | [www.bloomberg.com/markets/curr](www.bloomberg.com/markets/curr)[encies/fx-fixings](encies/fx-fixings) | Zurich | CHF | | Series Number / ISIN Code | Valoren Code | Base
Currency | Subject
Currency | Reuters Code of Currency / Reuters Screen Page | Price Source | Price Source Website | Business Day
Centre | Settlement
Currency | | --- | --- | --- | --- | --- | --- | --- | --- | --- | | CH1578862828 | 157886282 | USD | JPY | JPY= | Bloomberg | [www.bloomberg.com/markets/curr](www.bloomberg.com/markets/curr)[encies/fx-fixings](encies/fx-fixings) | Zurich | CHF |

FAQs

What types of positions are included in the series list?

The series include both Call and Put structures, with each series specifying its corresponding exercise price and rounding rules.

How are exercise prices rounded in the document?

Exercise prices follow defined rounding rules, such as moving downwards or upwards to the next specified number of digits (e.g., 6-digit increments or 4-digit increments).

What does “Open End” mean for redemption in these products?

Redemption is specified as “Open End,” indicating an indefinite redemption date rather than a fixed redemption date.

Sep 2, 2026

Uploaded by Asher