Foreign Exchange-Linked Option Transaction ("Transaction")

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Transaction Details

Notional Principal	RMB 【XXX】 Yuan
Settlement Currency	RMB
Trade Date	【XXXX】Y【XX】M【XX】D
Option Buyer	XXXX
Option Seller
Initial Valuation Date	【XXXX】Y【XX】M【XX】D
Final Valuation Date	【XXXX】Y【XX】M【XX】D
Expiration Date	【XXXX】Y【XX】M【XX】D, adjusted according to the Business Day Convention.
Interest Period	From and including the Initial Valuation Date to but excluding the Expiration Date. For the avoidance of doubt, the actual number of days in the Interest Period shall not be adjusted due to any changes in the Expiration Date.
Business Day	A day on which commercial banks are open for business in both New York and Beijing (excluding Saturdays, Sundays, and legal holidays).
Business Day Convention	[Next Business Day]
Calculation Agent	Party A

Exchange Rate Terms

EUR/USD Spot Rate	The mid-market spot exchange rate of EUR/USD displayed on the Bloomberg page "BFIX" at 3:00 PM Tokyo time on each BFIX pricing day, expressed as the amount of USD per 1 EUR, accurate to 5 decimal places. If the EUR/USD spot rate is not displayed on the Bloomberg page "BFIX," DBS Bank shall determine the applicable rate in a commercially reasonable manner and in good faith.
Initial Exchange Rate	The mid-market EUR/USD spot rate on the Initial Valuation Date.
Final Exchange Rate	The mid-market EUR/USD spot rate on the Final Valuation Date.
Strike Rate 1	Xxxxx
Strike Rate 2	Xxxxx
Automatic Exercise	For this transaction, if the Final Exchange Rate is greater than or equal to the Strike Rate, the relevant option shall be deemed exercised at the end of the Final Valuation Date, and the corresponding settlement terms under different conditions are as agreed below. Party A and Party B agree not to exercise this option combination under any other circumstances.
Interest Rate 1	[ ]
Interest Rate 2	[ ]
Interest Rate 3	[ ]
Interest Amount 1	[ ] Yuan
Interest Amount 2	[ ] Yuan
Interest Amount 3	[ ] Yuan
Settlement Amount	On the Expiration Date, Party A shall pay Party B the amount calculated as follows for each transaction: a) If the Final Exchange Rate is less than or equal to Strike Rate 1: Interest Amount 1 = Notional Principal × [Interest Rate 1] × Actual Days in Interest Period / 360 b) If the Final Exchange Rate is less than or equal to Strike Rate 2 and greater than Strike Rate 1: Interest Amount 2 = Notional Principal × [Interest Rate 2] × Actual Days in Interest Period / 360 c) Otherwise: Interest Amount 3 = Notional Principal × [Interest Rate 3] × Actual Days in Interest Period / 360
Option Premium	On the Option Premium Payment Date, Party B shall pay Party A the amount calculated as follows for each transaction: Option Premium = Notional Principal × Option Premium Rate × Actual Days in Interest Period / 360
Option Premium Rate	[ ]
Option Premium Payment Date	【XXXX】Y【XX】M【XX】D
Early Termination	(1) If Party A is unable to implement hedging arrangements related to this transaction due to changes in regulatory rules, market disruptions, or other force majeure events, or if other events occur that interrupt Party A's hedging transactions (including but not limited to suspension, delisting, or cancellation of the underlying asset), Party A has the right to terminate all or part of this transaction early. The termination date determined by Party A shall be the "Early Termination Date," and Party A shall be the party calculating the termination amount. (2) Party B has the right to request early termination of this transaction in accordance with the master agreement and supplemental agreements. Party A has the right to decide whether to agree to the early termination based on its own circumstances. If Party A decides to terminate the transaction, Party A has the right to determine the price and settlement amount for the termination.
Market Disruption Event	During the Interest Period, if the Calculation Agent determines that any event, circumstance, or similar condition affecting the valuation, calculation, or settlement of this transaction has occurred (including but not limited to the disappearance of the relevant exchange rate), it shall be deemed a Market Disruption Event.
Disruption Fallback Mechanism	If a Market Disruption Event occurs, the Calculation Agent shall independently and solely determine the relevant exchange rate.