Autocallables - CSI500

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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.
Knock-Out Event	If, on any Knock-Out Observation Date (i) (i=1～11), the Knock-Out Observation Price (i) is greater than or equal to the Knock-Out Price, the option will automatically terminate on the corresponding Early Termination Date (i) (i=1～11).
Knock-Out Price	Knock-Out Price = Initial Price × 【XX.XX%】, rounded to 2 decimal places.
Knock-Out Observation Date (i)	1, XXXX/XX/XX 2, XXXX/XX/XX 3, XXXX/XX/XX 4, XXXX/XX/XX 5, XXXX/XX/XX 6, XXXX/XX/XX 7, XXXX/XX/XX 8, XXXX/XX/XX 9, XXXX/XX/XX 10, XXXX/XX/XX 11, XXXX/XX/XX 12, XXXX/XX/XX If a date is not a trading day, it will be adjusted to the next trading day.
Early Termination Date (i)	1, XXXX/XX/XX 2, XXXX/XX/XX 3, XXXX/XX/XX 4, XXXX/XX/XX 5, XXXX/XX/XX 6, XXXX/XX/XX 7, XXXX/XX/XX 8, XXXX/XX/XX 9, XXXX/XX/XX 10, XXXX/XX/XX 11, XXXX/XX/XX If a date is not a business day, it will be adjusted to the next business day.
Knock-Out Observation Price (i)	The closing price of the underlying asset on the Knock-Out Observation Date (i), as published by China Securities Index Co., Ltd., rounded to 2 decimal places.

II. Settlement Payment Terms

Knock-Out Yield (Annualized)	Knock-Out Yield (Annualized) = 【XX.XX%】
Maturity Yield (Annualized)	On the last Knock-Out Observation Date (i=11), if the Knock-Out Observation Price (i) is greater than or equal to the Knock-Out Price, the Maturity Yield (Annualized) = 【XX.XX%】; otherwise, the Maturity Yield (Annualized) = 【XX.XX%】.
Front-End Option Settlement Payment Amount	Front-End Option Settlement Payment Amount = Notional Amount × 【XX.XX%】 = 【XX.XX】 RMB, rounded to 0.01 RMB.
Back-End Option Settlement Payment Amount	If the option is automatically terminated on the Early Termination Date (i) (i=1～11), the Back-End Option Settlement Payment Amount = Notional Amount × Knock-Out Yield (Annualized) × Actual Days from (and including) the Start Date to (but excluding) the Early Termination Date (i) / 365, rounded to 0.01 RMB. Otherwise, the 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	If the option is automatically terminated on the Early Termination Date (i) (i=1～11), Party A will pay the Back-End Option Settlement Payment Amount to Party B on the Early Termination Date (i) (i=1～11); Otherwise, 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	If the option is automatically terminated on the Early Termination Date (i) (i=1～11), the Option Premium Payment Date is the Early Termination Date (i) (i=1～11); otherwise, the Option Premium Payment Date is the Maturity Date.
Option Premium	If the option is automatically terminated on the Early Termination Date (i) (i=1～11), the Option Premium = Notional Amount × 【XX.XX%】 × Actual Days from (and including) the Start Date to (but excluding) the Early Termination Date (i) / 365, rounded to 0.01 RMB. Otherwise, the Option Premium = Notional Amount × 【XX.XX%】 × Actual Days from (and including) the Start Date to (but excluding) the Maturity Date / 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.