Dual Sharkfin

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I. Transaction Details

Contract Number	【】
Currency	RMB
Underlying Asset	【CSI 500 Index (Code: 000905.SH)】
Notional Amount	【XXX,XXX,XXX.XX】 RMB
Trade Date	【XXXX】Y【XX】M【XX】D
Start Date	【XXXX】Y【XX】M【XX】D. If this is not a trading day, it will be adjusted to the next trading day.
Final Observation Date	【XXXX】Y【XX】M【XX】D. If this is not a trading day, it will be adjusted to the next trading day.
Maturity Date	【XXXX】Y【XX】M【XX】D. If this is not a trading day, it will be adjusted to the next trading day.
Tenor	【XXX】 days
Business Day	Refers to a day when financial institutions in China are open for business (excluding Chinese public holidays and exchange-announced closure dates).
Exchange	Shanghai Stock Exchange and Shenzhen Stock Exchange
Trading Day	A day when the underlying asset is normally traded on the exchange.
Observation Dates	All trading days from (and including) the Start Date to (and including) the Final Observation Date.
Initial Price	The closing price of the underlying asset on the Start Date, as published by China Securities Index Co., Ltd., rounded to 2 decimal places.
Final Price	The closing price of the underlying asset on the Final Observation Date, as published by China Securities Index Co., Ltd., rounded to 2 decimal places.
Low Strike Price	Initial Price × 【98.00%】, rounded to 2 decimal places.
High Strike Price	Initial Price × 【102.00%】, rounded to 2 decimal places.
Low Barrier Price	Initial Price × 【90.00%】, rounded to 2 decimal places.
High Barrier Price	Initial Price × 【110.00%】, rounded to 2 decimal places.
Participation Rate	【50.00%】
Knock-Out Event	If, on any Observation Date, the closing price of the underlying asset is greater than the High Barrier Price or less than the Low Barrier Price, a Knock-Out Event occurs.

II. Settlement Payment Terms

Knock-Out Yield (Annualized)	Knock-Out Yield (Annualized) = 【1.00%】
Maturity Yield (Annualized)	(1) If a Knock-Out Event occurs, the Maturity Yield (Annualized) is the Knock-Out Yield (Annualized); (2) If no Knock-Out Event occurs and the Final Price is greater than or equal to the Initial Price, the Maturity Yield (Annualized) = 【0.00%】 + Participation Rate × Max[0, (Final Price - High Strike Price) / Initial Price]; (3) If no Knock-Out Event occurs and the Final Price is less than the Initial Price, the Maturity Yield (Annualized) = 【0.00%】 + Participation Rate × Max[0, (Low Strike Price - Final Price) / Initial Price].
Front-End Option Settlement Payment Amount	Front-End Option Settlement Payment Amount = Notional Amount × Tenor / 365 × 【0.00%】 = 【0.00】 RMB, rounded to 0.01 RMB.
Back-End Option Settlement Payment Amount	Notional Amount × Maturity Yield (Annualized) × Actual Days from (and including) the Start Date to (but excluding) the Maturity Date / 365, rounded to 0.01 RMB.
Front-End Option Settlement Payment	Party A will pay the Front-End Option Settlement Payment Amount to Party B by 【XXXX】Y【XX】M【XX】D.
Back-End Option Settlement Payment	Party A will pay the Back-End Option Settlement Payment Amount to Party B on the Maturity Date.

III. Fee Payment Terms

Option Premium Payment	Party B will pay the option premium to Party A on the Option Premium Payment Date.
Option Premium Payment Date	The Option Premium Payment Date is the Maturity Date.
Option Premium	Option Premium = Notional Amount × 【1.05%】 × Tenor / 365, rounded to 0.01 RMB.
Net Settlement Explanation	The option premium, front-end option settlement payment amount, and back-end option settlement payment amount will be net settled, with the net amount rounded to 0.01 RMB.