Section Field Format

1 Section 2a - Identifiers and links UTI ISO 23897 UTI. Up to 52 alphanumeric characters, only the he upper-case alphabetic characters A–Z and the digits 0–9 are allowed

2 Section 2a - Identifiers and links Report tracking number An alphanumeric field up to 52 characters

3 Section 2a - Identifiers and links Prior UTI (for one-to-one and one-to-many relations between transactions) Up to 52 alphanumeric characters, only the he upper-case alphabetic characters A–Z and the digits 0–9 are allowed

4 Section 2a - Identifiers and links Subsequent position UTI Up to 52 alphanumeric characters, only the he upper-case alphabetic characters A–Z and the digits 0–9 are allowed

5 Section 2a - Identifiers and links Post Trade Risk Reduction (PTRR) ID Up to 52 alphanumeric characters, only the he upper-case alphabetic characters A–Z and the digits 0–9 are allowed. The first 20 characters represent the LEI of the compression provider

6 Section 2a - Identifiers and links Package identifier Up to 35 alphanumeric characters.

7 Section 2b – Contract information International Securities Identification Number (ISIN) ISO 6166 ISIN, 12 character alphanumeric code

8 Section 2b – Contract information Unique product identifier (UPI) ISO 4914 UPI, 12 character alphanumeric code

9 Section 2b – Contract information Product classification ISO 10962 CFI, 6 characters alphabetic code

10 Section 2b – Contract information Contract type CFDS = Financial contracts for difference FRAS = Forward rate agreements FUTR = Futures FORW = Forwards OPTN = Option SPDB = Spreadbet SWAP = Swap SWPT = Swaption OTHR = Other

11 Section 2b – Contract information Asset class COMM = Commodity and emission allowances CRDT = Credit CURR = Currency EQUI = Equity INTR = Interest Rate

12 Section 2b – Contract information Derivative based on crypto-assets Boolean value: — TRUE - for derivatives based on crypto-assets — FALSE - for other derivatives

13 Section 2b – Contract information Underlying identification type 1 alphabetic character: I = ISIN B = Basket X = Index

14 Section 2b – Contract information Underlying identification For underlying identification type I: ISO 6166 ISIN, 12 character alphanumeric code For underlying identification type X: ISO 6166 ISIN if available, 12 character alphanumeric code

15 Section 2b – Contract information Indicator of the underlying index The indication of the floating rate index. 4 alphabetic characters: ESTR = €STR SONA = SONIA SOFR = SOFR EONA = EONIA EONS = EONIA SWAP EURI = EURIBOR EUUS = EURODOLLAR EUCH = EuroSwiss GCFR = GCF REPO ISDA = ISDAFIX LIBI = LIBID LIBO = LIBOR MAAA = Muni AAA PFAN = Pfandbriefe TIBO = TIBOR STBO = STIBOR BBSW = BBSW JIBA = JIBAR BUBO = BUBOR CDOR = CDOR CIBO = CIBOR MOSP = MOSPRIM NIBO = NIBOR PRBO = PRIBOR TLBO = TELBOR WIBO = WIBOR TREA = Treasury SWAP = SWAP FUSW = Future SWAP EFFR = Effective Federal Funds Rate OBFR = Overnight Bank Funding Rate CZNA = CZEONIA

16 Section 2b – Contract information Name of the underlying index Up to 50 alphanumeric characters. Special characters are allowed if they form part of the full name of the index.

17 Section 2b – Contract information Custom basket code Up to 72 alphanumeric characters composed of LEI of the basket structurer followed by up to 52 alphanumeric characters.

18 Section 2b – Contract information Identifier of the basket’s constituents For underlying identification type B: All individual components identified through ISO 6166 ISIN

19 Section 2b – Contract information Settlement currency 1 ISO 4217 Currency Code, 3 alphabetic characters

20 Section 2b – Contract information Settlement currency 2 ISO 4217 Currency Code, 3 alphabetic characters

21 Section 2c – Valuation Valuation amount Positive and negative value, up to 25 numeric characters including up to 5 decimal places. If the value has more than five digits after the decimal, reporting counterparties shall round half-up. The decimal mark is not counted as a numeric character. If populated, it shall be represented by a dot. The negative symbol, if populated, is not counted as a numeric character.

22 Section 2c – Valuation Valuation currency ISO 4217 Currency Code, 3 alphabetic characters

23 Section 2c – Valuation Valuation timestamp ISO 8601 date in the UTC time format YYYY-MM-DDThh:mm:ssZ

24 Section 2c – Valuation Valuation method 4 alphabetic characters: MTMA = Mark-to-market MTMO = Mark-to-model CCPV = CCP’s valuation.

25 Section 2c – Valuation Delta Up to 25 numeric characters including up to 5 decimal places. If the value has more than five digits after the decimal, reporting counterparties shall round half-up. The decimal mark is not counted as a numeric character. If populated, it shall be represented by a dot. Any value between -1 and 1 (including -1 and 1) is allowed.

26 Section 2d - Collateral Collateral portfolio indicator Boolean value: TRUE = collateralised on a portfolio basis FALSE = not part of a portfolio

27 Section 2d - Collateral Collateral portfolio code Up to 52 alphanumeric characters Special characters are not allowed

28 Section 2e - Risk mitigation / Reporting Confirmation timestamp ISO 8601 date in the UTC time format YYYY-MM-DDThh:mm:ssZ

29 Section 2e - Risk mitigation / Reporting Confirmed 4 alphabetic characters: — NCNF = unconfirmed — ECNF = electronic — YCNF = non-electronic

30 Section 2f - Clearing Clearing obligation TRUE = the contract belongs to a class of OTC derivatives that has been declared subject to the clearing obligation and both counterparties to the contract are subject to the clearing obligation FLSE = the contract belongs to a class of OTC derivatives that has been declared subject to the clearing obligation but one or both counterparties to the contract are not subject to the clearing obligation or value ‘UKWN’- the contract does not belong to a class of OTC derivatives that has been declared subject to the clearing obligation

31 Section 2f - Clearing Cleared 1 alphabetic character: Y= yes, centrally cleared, for beta and gamma transactions. N= no, not centrally cleared.

32 Section 2f - Clearing Clearing timestamp ISO 8601 date in the UTC time format YYYY-MM-DDThh:mm:ssZ

33 Section 2f - Clearing Central counterparty ISO 17442 Legal Entity Identifier (LEI), 20 alphanumeric character code that is included in the LEI data as published by the Global LEI Foundation.

34 Section 2g - Details on the transaction Master Agreement type 4 alphabetic characters: ‘ISDA’ - ISDA ‘CDEA’ - FIA-ISDA Cleared Derivatives Execution Agreement ‘EUMA’ - European Master Agreement ‘FPCA’ - FOA Professional Client Agreement ‘FMAT’ - FBF Master Agreement relating to transactions on forward financial instruments ‘DERV’ - Deutscher Rahmenvertrag für Finanztermingeschäfte (DRV) ‘CMOP’ - Contrato Marco de Operaciones Financieras ‘CHMA’ - Swiss Master Agreement ‘IDMA’ - Islamic Derivative Master Agreement ‘EFMA’ - EFET Master Agreement ‘GMRA’ - GMRA ‘GMSL’ - GMSLA ‘BIAG’ - bilateral agreement Or ‘OTHR’ if the master agreement type is not included in the above list

35 Section 2g - Details on the transaction Other master agreement type Up to 50 alphanumeric characters.

36 Section 2g - Details on the transaction Master Agreement version ISO 8601 date in the format YYYY

37 Section 2g - Details on the transaction Intragroup Boolean value: TRUE = contract entered into as an intragroup transaction FALSE = contract not entered into as an intragroup transaction

38 Section 2g - Details on the transaction PTRR Boolean value: TRUE = contract results from a PTRR event FALSE = contract does not result from a PTRR event

39 Section 2g - Details on the transaction Type of PTRR technique 4 alphabetic characters: ‘PWOS’- Portfolio Compression without a third-party service provider ‘PWAS’ - Portfolio Compression with a third-party service provider or CCP ‘PRBM’ - Portfolio Rebalancing/Margin management OTHR - other

40 Section 2g - Details on the transaction PTRR service provider ISO 17442 Legal Entity Identifier (LEI), 20 alphanumeric character code that is included in the LEI data as published by the Global LEI Foundation.

41 Section 2g - Details on the transaction Venue of execution ISO 10383 Market Identifier Code (MIC), 4 alphanumeric characters

42 Section 2c - Details on the transaction Execution timestamp ISO 8601 date in the UTC time format YYYY-MM-DDThh:mm:ssZ

43 Section 2c - Details on the transaction Effective date ISO 8601 date in the UTC format YYYY-MM-DD.

44 Section 2c - Details on the transaction Expiration date ISO 8601 date in the UTC format YYYY-MM-DD.

45 Section 2c - Details on the transaction Early termination date ISO 8601 date in the UTC format YYYY-MM-DD.

46 Section 2c - Details on the transaction Final contractual settlement date ISO 8601 date in the UTC format YYYY-MM-DD.

47 Section 2c - Details on the transaction Delivery type 4 alphabetic characters: CASH = Cash PHYS = Physical OPTL = Optional for counterparty or when determined by a third party

48 Section 2g - Details on the transaction Price — If price is expressed as monetary value - any value up to 18 numeric characters including up to 13 decimal places. If the value has more than 13 digits after the decimal, reporting counterparties shall round half-up. — If price if expressed as percentage - any value up to 11 numeric characters including up to 10 decimal places expressed as percentage (e.g. 2.57 instead of 2.57%). If the value has more than 10 digits after the decimal, reporting counterparties shall round half-up. The decimal mark is not counted as a numeric character. If populated, it shall be represented by a dot. The negative symbol, if populated, is not counted as a numeric character.

49 Section 2g - Details on the transaction Price currency ISO 4217 Currency Code, 3 alphabetic characters

Fields 50-52 are repeatable and shall be populated in the case of derivatives involving price schedules

50 Section 2g - Details on the transaction Unadjusted effective date of the price ISO 8601 date in the UTC format YYYY-MM-DD.

51 Section 2g - Details on the transaction Unadjusted end date of the price ISO 8601 date in the UTC format YYYY-MM-DD.

52 Section 2g - Details on the transaction Price in effect between the unadjusted effective date and the end date — If price is expressed as monetary value- any value up to 18 numeric characters including up to 13 decimal places. If the value has more than 13 digits after the decimal, reporting counterparties shall round half-up. — If price if expressed as percentage - any value up to 11 numeric characters including up to 10 decimal places expressed as percentage (e.g. 2.57 instead of 2.57%). If the value has more than 10 digits after the decimal, reporting counterparties shall round half-up. The decimal mark is not counted as a numeric character. If populated, it shall be represented by a dot. The negative symbol, if populated, is not counted as a numeric character.

53 Section 2g - Details on the transaction Package transaction price — If package transaction price is expressed as monetary value - any value up to 18 numeric characters including up to 13 decimal places. If the value has more than 13 digits after the decimal, reporting counterparties shall round half-up. — If package transaction price if expressed as percentage - any value up to 11 numeric characters including up to 10 decimal places expressed as percentage (e.g. 2.57 instead of 2.57%). If the value has more than 10 digits after the decimal, reporting counterparties shall round half-up. The decimal mark is not counted as a numeric character. If populated, it shall be represented by a dot. The negative symbol, if populated, is not counted as a numeric character.

54 Section 2g - Details on the transaction Package transaction price currency ISO 4217 Currency Code, 3 alphabetic characters

55 Section 2g - Details on the transaction Notional amount of leg 1 Any value greater than or equal to zero, up to 25 numeric characters including up to 5 decimal places. If the value has more than five digits after the decimal, reporting counterparties shall round half-up. The decimal mark is not counted as a numeric character. If populated, it shall be represented by a dot.

56 Section 2g - Details on the transaction Notional currency 1 ISO 4217 Currency Code, 3 alphabetic characters

Fields 57-59 are repeatable and shall be populated in the case of derivatives involving notional amount schedules

57 Section 2g - Details on the transaction Effective date of the notional amount of leg 1 ISO 8601 date in the UTC format YYYY-MM-DD

58 Section 2g - Details on the transaction End date of the notional amount of leg 1 ISO 8601 date in the UTC format YYYY-MM-DD

59 Section 2g - Details on the transaction Notional amount in effect on associated effective date of leg 1 Any value greater than or equal to zero, up to 25 numeric characters including up to 5 decimal places. If the value has more than five digits after the decimal, reporting counterparties shall round half-up. The decimal mark is not counted as a numeric character. If populated, it shall be represented by a dot.

60 Section 2g - Details on the transaction Total notional quantity of leg 1 Any value greater than or equal to zero, up to 25 numeric characters including up to 5 decimal places. If the value has more than five digits after the decimal, reporting counterparties shall round half-up. The decimal mark is not counted as a numeric character. If populated, it shall be represented by a dot.

Fields 61-63 are repeatable and shall be populated in the case of derivatives involving notional quantity schedules

61 Section 2g - Details on the transaction Effective date of the notional quantity of leg 1 ISO 8601 date in the UTC format YYYY-MM-DD

62 Section 2g - Details on the transaction End date of the notional quantity of leg 1 ISO 8601 date in the UTC format YYYY-MM-DD

63 Section 2g - Details on the transaction Notional quantity in effect on associated effective date of leg 1 Any value greater than or equal to zero, up to 25 numeric characters including up to 5 decimal places. If the value has more than five digits after the decimal, reporting counterparties shall round half-up. The decimal mark is not counted as a numeric character. If populated, it shall be represented by a dot.

64 Section 2g - Details on the transaction Notional amount of leg 2 Any value greater than or equal to zero, up to 25 numeric characters including up to 5 decimal places. If the value has more than five digits after the decimal, reporting counterparties shall round half-up. The decimal mark is not counted as a numeric character. If populated, it shall be represented by a dot.

65 Section 2g - Details on the transaction Notional currency 2 ISO 4217 Currency Code, 3 alphabetic characters

Fields 66-68 are repeatable and shall be populated in the case of derivatives involving notional amount schedules

66 Section 2g - Details on the transaction Effective date of the notional amount of leg 2 ISO 8601 date in the UTC format YYYY-MM-DD

67 Section 2g - Details on the transaction End date of the notional amount of leg 2 ISO 8601 date in the UTC format YYYY-MM-DD

68 Section 2g - Details on the transaction Notional amount in effect on associated effective date of leg 2 Any value greater than or equal to zero, up to 25 numeric characters including up to 5 decimal places. If the value has more than five digits after the decimal, reporting counterparties shall round half-up. The decimal mark is not counted as a numeric character. If populated, it shall be represented by a dot.

69 Section 2g - Details on the transaction Total notional quantity of leg 2 Any value greater than or equal to zero, up to 25 numeric characters including up to 5 decimal places. If the value has more than five digits after the decimal, reporting counterparties shall round half-up. The decimal mark is not counted as a numeric character. If populated, it shall be represented by a dot.

Fields 70-72 are repeatable and shall be populated in the case of derivatives involving notional quantity schedules

70 Section 2g - Details on the transaction Effective date of the notional quantity of leg 2 ISO 8601 date in the UTC format YYYY-MM-DD

71 Section 2g - Details on the transaction End date of the notional quantity of leg 2 ISO 8601 date in the UTC format YYYY-MM-DD

72 Section 2g - Details on the transaction Notional quantity in effect on associated effective date of leg 2 Any value greater than or equal to zero, up to 25 numeric characters including up to 5 decimal places. If the value has more than five digits after the decimal, reporting counterparties shall round half-up. The decimal mark is not counted as a numeric character. If populated, it shall be represented by a dot.

Section of fields 73-78 is repeatable

73 Section 2g - Details on the transaction Other payment type 4 alphabetic characters: UFRO= Upfront Payment, i.e. the initial payment made by one of the counterparties either to bring a transaction to fair value or for any other reason that may be the cause of an off-market transaction UWIN = Unwind or Full termination, i.e. the final settlement payment made when a transaction is unwound prior to its end date; Payments that may result due to full termination of derivative transaction(s) PEXH = Principal Exchange, i.e. Exchange of notional values for cross-currency swaps

74 Section 2g - Details on the transaction Other payment amount Up to 25 numeric characters including up to 5 decimal places. If the value has more than five digits after the decimal, reporting counterparties shall round half-up. The decimal mark is not counted as a numeric character. If populated, it shall be represented by a dot. Any value greater than or equal to zero is allowed.

75 Section 2g - Details on the transaction Other payment currency ISO 4217 Currency Code, 3 alphabetic characters

76 Section 2g - Details on the transaction Other payment date ISO 8601 date in the UTC format YYYY-MM-DD.

77 Section 2g - Details on the transaction Other payment payer — ISO 17442 Legal Entity Identifier (LEI), 20 alphanumeric character code that is included in the LEI data as published by the Global LEI Foundation or up to 72 alphanumeric character code for natural persons who are acting as private individuals that are not eligible for an LEI per the ROC Statement. The code identifying a natural person shall be composed by the LEI of counterparty 1 followed by a unique identifier assigned and maintained consistently by counterparty 1 for that natural person(s) for regulatory reporting purpose.

78 Section 2g – Details on the transaction Other payment receiver — ISO 17442 Legal Entity Identifier (LEI), 20 alphanumeric character code that is included in the LEI data as published by the Global LEI Foundation or up to 72 alphanumeric character code for natural persons who are acting as private individuals that are not eligible for an LEI per the ROC Statement. The code identifying a natural person shall be composed by the LEI of counterparty 1 followed by a unique identifier assigned and maintained consistently by counterparty 1 for that natural person(s) for regulatory reporting purpose.

79 Section 2h - Interest Rates Fixed rate of leg 1 or coupon Positive and negative values, up to 11 numeric characters including up to 10 decimal places expressed as percentage (e.g. 2.57 instead of 2.57%). The decimal mark is not counted as a numeric character. If populated, it shall be represented by a dot. The negative symbol, if populated, is not counted as a numeric character.

80 Section 2h - Interest Rates Fixed rate or coupon day count convention leg 1 4 alphanumeric characters: A001 = IC30360ISDAor30360AmericanBasicRule A002 = IC30365 A003 = IC30Actual A004 = Actual360 A005 = Actual365Fixed A006 = ActualActualICMA A007 = IC30E360orEuroBondBasismodel1 A008 = ActualActualISDA A009 = Actual365LorActuActubasisRule A010 = ActualActualAFB A011 = IC30360ICMAor30360basicrule A012 = IC30E2360orEurobondbasismodel2 A013 = IC30E3360orEurobondbasismodel3 A014 = Actual365NL A015 = ActualActualUltimo A016 = IC30EPlus360 A017 = Actual364 A018 = Business252 A019 = Actual360NL A020 = 1/1 NARR = Narrative

81 Section 2h - Interest Rates Fixed rate or coupon payment frequency period leg 1 4 alphabetic characters: DAIL = daily WEEK = weekly MNTH = monthly YEAR = yearly ADHO = ad hoc which applies when payments are irregular EXPI = payment at term

82 Section 2h - Interest Rates Fixed rate or coupon payment frequency period multiplier leg 1 Any integer value greater than or equal to zero, up to 3 numeric characters.

83 Section 2h - Interest Rates Identifier of the floating rate of leg 1 If the floating rate has an ISIN, the ISIN code for that rate.

84 Section 2h - Interest Rates Indicator of the floating rate of leg 1 The indication of the floating rate index. 4 alphabetic characters: ESTR = €STR SONA = SONIA SOFR = SOFR EONA = EONIA EONS = EONIA SWAP EURI = EURIBOR EUUS = EURODOLLAR EUCH = EuroSwiss GCFR = GCF REPO ISDA = ISDAFIX LIBI = LIBID LIBO = LIBOR MAAA = Muni AAA PFAN = Pfandbriefe TIBO = TIBOR STBO = STIBOR BBSW = BBSW JIBA = JIBAR BUBO = BUBOR CDOR = CDOR CIBO = CIBOR MOSP = MOSPRIM NIBO = NIBOR PRBO = PRIBOR TLBO = TELBOR WIBO = WIBOR TREA = Treasury SWAP = SWAP FUSW = Future SWAP EFFR = Effective Federal Funds Rate OBFR = Overnight Bank Funding Rate CZNA = CZEONIA

85 Section 2h - Interest Rates Name of the floating rate of leg 1 Up to 50 alphanumeric characters. Special characters are allowed if they form part of the full name of the index.

86 Section 2h - Interest Rates Floating rate day count convention of leg 1 4 alphanumeric characters: A001 = IC30360ISDAor30360AmericanBasicRule A002 = IC30365 A003 = IC30Actual A004 = Actual360 A005 = Actual365Fixed A006 = ActualActualICMA A007 = IC30E360orEuroBondBasismodel1 A008 = ActualActualISDA A009 = Actual365LorActuActubasisRule A010 = ActualActualAFB A011 = IC30360ICMAor30360basicrule A012 = IC30E2360orEurobondbasismodel2 A013 = IC30E3360orEurobondbasismodel3 A014 = Actual365NL A015 = ActualActualUltimo A016 = IC30EPlus360 A017 = Actual364 A018 = Business252 A019 = Actual360NL A020 = 1/1 NARR = Narrative

87 Section 2h - Interest Rates Floating rate payment frequency period of leg 1 4 alphabetic characters: DAIL = daily WEEK = weekly MNTH = monthly YEAR = yearly ADHO = ad hoc which applies when payments are irregular EXPI = payment at term

88 Section 2h - Interest Rates Floating rate payment frequency period multiplier of leg 1 Any integer value greater than or equal to zero, up to 3 numeric characters.

89 Section 2h - Interest Rates Floating rate reference period of leg 1 – time period 4 alphabetic characters: DAIL = daily WEEK = weekly MNTH = monthly YEAR = yearly ADHO = ad hoc which applies when payments are irregular EXPI = payment at term

90 Section 2h - Interest Rates Floating rate reference period of leg 1 – multiplier Any integer value greater than or equal to zero, up to 3 numeric characters.

91 Section 2h - Interest Rates Floating rate reset frequency period of leg 1 4 alphabetic characters: DAIL = daily WEEK = weekly MNTH = monthly YEAR = yearly ADHO = ad hoc which applies when payments are irregular EXPI = payment at term

92 Section 2h - Interest Rates Floating rate reset frequency multiplier of leg 1 Any integer value greater than or equal to zero, up to 3 numeric characters.

93 Section 2h - Interest Rates Spread of leg 1 — If spread is expressed as monetary amount - any value up to 18 numeric characters including up to 13 decimal places. — If spread is expressed as percentage - any value up to 11 numeric characters including up to 10 decimal places expressed as percentage (e.g. 2.57 instead of 2.57%). — If spread is expressed as basis points - any integer value up to 5 numeric characters expressed in basis points (e.g. 257 instead of 2.57%).

94 Section 2h - Interest Rates Spread currency of leg 1 ISO 4217 Currency Code, 3 alphabetic characters

95 Section 2h - Interest Rates Fixed rate of leg 2 Positive and negative values, up to 11 numeric characters including up to 10 decimal places expressed as percentage (e.g. 2.57 instead of 2.57%). The decimal mark is not counted as a numeric character. If populated, it shall be represented by a dot. The negative symbol, if populated, is not counted as a numeric character.

96 Section 2h - Interest Rates Fixed rate day count convention leg 2 4 alphanumeric characters: A001 = IC30360ISDAor30360AmericanBasicRule A002 = IC30365 A003 = IC30Actual A004 = Actual360 A005 = Actual365Fixed A006 = ActualActualICMA A007 = IC30E360orEuroBondBasismodel1 A008 = ActualActualISDA A009 = Actual365LorActuActubasisRule A010 = ActualActualAFB A011 = IC30360ICMAor30360basicrule A012 = IC30E2360orEurobondbasismodel2 A013 = IC30E3360orEurobondbasismodel3 A014 = Actual365NL A015 = ActualActualUltimo A016 = IC30EPlus360 A017 = Actual364 A018 = Business252 A019 = Actual360NL A020 = 1/1 NARR = Narrative

97 Section 2h - Interest Rates Fixed rate payment frequency period leg 2 4 alphabetic characters: DAIL = daily WEEK = weekly MNTH = monthly YEAR = yearly ADHO = ad hoc which applies when payments are irregular EXPI = payment at term

98 Section 2h - Interest Rates Fixed rate payment frequency period multiplier leg 2 Any integer value greater than or equal to zero, up to 3 numeric characters.

99 Section 2h - Interest Rates Identifier of the floating rate of leg 2 If the floating rate has an ISIN, the ISIN code for that rate.

100 Section 2h - Interest Rates Indicator of the floating rate of leg 2 The indication of the floating rate index. 4 alphabetic characters: ESTR = €STR SONA = SONIA SOFR = SOFR EONA = EONIA EONS = EONIA SWAP EURI = EURIBOR EUUS = EURODOLLAR EUCH = EuroSwiss GCFR = GCF REPO ISDA = ISDAFIX LIBI = LIBID LIBO = LIBOR MAAA = Muni AAA PFAN = Pfandbriefe TIBO = TIBOR STBO = STIBOR BBSW = BBSW JIBA = JIBAR BUBO = BUBOR CDOR = CDOR CIBO = CIBOR MOSP = MOSPRIM NIBO = NIBOR PRBO = PRIBOR TLBO = TELBOR WIBO = WIBOR TREA = Treasury SWAP = SWAP FUSW = Future SWAP EFFR = Effective Federal Funds Rate OBFR = Overnight Bank Funding Rate CZNA = CZEONIA

101 Section 2h - Interest Rates Name of the floating rate of leg 2 Up to 50 alphanumeric characters. Special characters are allowed if they form part of the full name of the index.

102 Section 2h - Interest Rates Floating rate day count convention of leg 2 4 alphanumeric characters: A001 = IC30360ISDAor30360AmericanBasicRule A002 = IC30365 A003 = IC30Actual A004 = Actual360 A005 = Actual365Fixed A006 = ActualActualICMA A007 = IC30E360orEuroBondBasismodel1 A008 = ActualActualISDA A009 = Actual365LorActuActubasisRule A010 = ActualActualAFB A011 = IC30360ICMAor30360basicrule A012 = IC30E2360orEurobondbasismodel2 A013 = IC30E3360orEurobondbasismodel3 A014 = Actual365NL A015 = ActualActualUltimo A016 = IC30EPlus360 A017 = Actual364 A018 = Business252 A019 = Actual360NL A020 = 1/1 NARR = Narrative

103 Section 2h - Interest Rates Floating rate payment frequency period of leg 2 4 alphabetic characters: DAIL = daily WEEK = weekly MNTH = monthly YEAR = yearly ADHO = ad hoc which applies when payments are irregular EXPI = payment at term

104 Section 2h - Interest Rates Floating rate payment frequency period multiplier of leg 2 Any integer value greater than or equal to zero, up to 3 numeric characters.

105 Section 2h - Interest Rates Floating rate reference period of leg 2 – time period 4 alphabetic characters: DAIL = daily WEEK = weekly MNTH = monthly YEAR = yearly ADHO = ad hoc which applies when payments are irregular EXPI = payment at term

106 Section 2h - Interest Rates Floating rate reference period of leg 2 – multiplier Any integer value greater than or equal to zero, up to 3 numeric characters.

107 Section 2h - Interest Rates Floating rate reset frequency period of leg 2 4 alphabetic characters: DAIL = daily WEEK = weekly MNTH = monthly YEAR = yearly ADHO = ad hoc which applies when payments are irregular EXPI = payment at term

108 Section 2h - Interest Rates Floating rate reset frequency multiplier of leg 2 Any integer value greater than or equal to zero, up to 3 numeric characters.

109 Section 2h - Interest Rates Spread of leg 2 — If spread is expressed as monetary amount - any value up to 18 numeric characters including up to 13 decimal places. — If spread is expressed as percentage - any value up to 11 numeric characters including up to 10 decimal places expressed as percentage (e.g. 2.57 instead of 2.57%). — If spread is expressed as basis points - any integer value up to 5 numeric characters expressed in basis points (e.g. 257 instead of 2.57%).

110 Section 2h - Interest Rates Spread currency of leg 2 ISO 4217 Currency Code, 3 alphabetic characters

111 Section 2h - Interest Rates Package transaction spread — If package transaction spread is expressed as monetary amount - positive and negative value up to 18 numeric characters including up to 13 decimal places. If the value has more than 13 digits after the decimal, reporting counterparties shall round half-up. — If package transaction spread is expressed as percentage - positive and negative value up to 11 numeric characters including up to 10 decimal places expressed as percentage (e.g. 2.57 instead of 2.57%). If the value has more than 10 digits after the decimal, reporting counterparties shall round half-up. — If package transaction spread is expressed as basis points - any integer value up to 5 numeric characters expressed in basis points (e.g. 257 instead of 2.57%). The decimal mark is not counted as a numeric character. If populated, it shall be represented by a dot. The negative symbol, if populated, is not counted as a numeric character.

112 Section 2h - Interest Rates Package transaction spread currency ISO 4217 Currency Code, 3 alphabetic characters

113 Section 2i – Foreign Exchange Exchange rate 1 Any value greater than zero, up to 18 numeric digits including up to 13 decimal places. The decimal mark is not counted as a numeric character. If populated, it shall be represented by a dot.

114 Section 2i – Foreign Exchange Forward exchange rate Any value greater than zero, up to 18 numeric digits including up to 13 decimal places. The decimal mark is not counted as a numeric character. If populated, it shall be represented by a dot.

115 Section 2i – Foreign Exchange Exchange rate basis 7 characters representing two ISO 4217 currency codes separated by ‘/’ without restricting the currency pair ordering. The first currency code shall indicate the unit currency, and the second currency code shall indicate the quote currency.

116 Section 2j - Commodities and emission allowances (General) Base product Only values in the ‘Base product’ column of the classification of commodities derivatives table are allowed.

117 Section 2j - Commodities and emission allowances (General) Sub-product Only values in the ‘Sub-product’ column of the classification of commodities derivatives table are allowed.

118 Section 2j - Commodities and emission allowances (General) Further sub-product Only values in the ‘Further sub-product’ of the classification of commodities derivatives table are allowed.

119 Section 2k - Commodities and emission allowances (Energy) Delivery point or zone EIC code, 16 character alphanumeric code Repeatable field.

120 Section 2k - Commodities and emission allowances (Energy) Interconnection Point EIC code, 16 character alphanumeric code

121 Section 2k - Commodities and emission allowances (Energy) Load type BSLD = Base Load PKLD = Peak Load OFFP = Off-Peak HABH = Hour/Block Hours SHPD = Shaped GASD = Gas Day OTHR = Other

Section of fields 122-131 is repeatable

122 Section 2k - Commodities and emission allowances (Energy) Delivery interval start time hh:mm:ssZ

123 Section 2k - Commodities and emission allowances (Energy) Delivery interval end time hh:mm:ssZ

124 Section 2k - Commodities and emission allowances (Energy) Delivery start date ISO 8601 date in the format YYYY-MM-DD

125 Section 2k - Commodities and emission allowances (Energy) Delivery end date ISO 8601 date in the format YYYY-MM-DD

126 Section 2k - Commodities and emission allowances (Energy) Duration MNUT=Minutes HOUR= Hour DASD= Day WEEK=Week MNTH=Month QURT = Quarter SEAS= Season YEAR= Annual OTHR=Other

127 Section 2k - Commodities and emission allowances (Energy) Days of the week WDAY = Weekdays WEND = Weekend MOND = Monday TUED = Tuesday WEDD = Wednesday THUD = Thursday FRID = Friday SATD = Saturday SUND = Sunday XBHL - Excluding bank holidays IBHL - Including bank holidays Multiple values are permitted

128 Section 2k - Commodities and emission allowances (Energy) Delivery capacity Up to 20 numeric digits including decimals The decimal mark is not counted as a numeric character. If populated, it shall be represented by a dot. The negative symbol, if populated, is not counted as a numeric character.

129 Section 2k - Commodities and emission allowances (Energy) Quantity Unit KWAT = KW KWHH = KWh/h KWHD = KWh/d MWAT = MW MWHH = MWh/h MWHD = MWh/d GWAT = GW GWHH = GWh/h GWHD = GWh/d THMD = Therm/d KTMD = Ktherm/d MTMD = Mtherm/d CMPD = cm/d MCMD = mcm/d BTUD = Btu/d MBTD = MMBtu/d MJDD = MJ/d HMJD = 100MJ/d MMJD = MMJ/d GJDD = GJ/d

130 Section 2k - Commodities and emission allowances (Energy) Price/time interval quantity Up to 20 numeric characters including decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented by a dot. The negative symbol, if populated, is not counted as a numeric character.

131 Section 2k - Commodities and emission allowances (Energy) Currency of the price/time interval quantity ISO 4217 Currency Code, 3 alphabetical character code

132 Section 2l - Options Option type 4 alphabetic character: PUTO = Put CALL = Call OTHR = where it cannot be determined whether it is a call or a put

133 Section 2l - Options Option style 4 alphabetic characters: AMER = American BERM = Bermudan EURO = European

134 Section 2l - Options Strike price — If strike price is expressed as monetary amount: any value up to 18 numeric characters including up to 13 decimal places (e.g. USD 6.39, expressed as 6.39), for equity options, commodity options, foreign exchange options and similar products. If the value has more than 13 digits after the decimal, reporting counterparties shall round half-up. — If strike price is expressed as percentage: any value up to 11 numeric characters including up to 10 decimal places expressed as percentage (e.g. 2.1 instead of 2.1%), for interest rate options, interest rate and credit swaptions quoted in spread, and similar products. The decimal mark is not counted as a numeric character. If populated, it shall be represented by a dot. The negative symbol, if populated, is not counted as a numeric character.

Fields 135-137 are repeatable and shall be populated in the case of derivatives involving strike price schedules

135 Section 2l - Options Effective date of the strike price ISO 8601 date in the UTC format YYYY-MM-DD.

136 Section 2l - Options End date of the strike price ISO 8601 date in the UTC format YYYY-MM-DD.

137 Section 2l - Options Strike price in effect on associated effective date — If strike price is expressed as monetary amount: any value up to 18 numeric characters including up to 13 decimal places (e.g. USD 6.39, expressed as 6.39), for equity options, commodity options, foreign exchange options and similar products. If the value has more than 13 digits after the decimal, reporting counterparties shall round half-up. — If strike price is expressed as percentage: any value up to 11 numeric characters including up to 10 decimal places expressed as percentage (e.g. 2.1 instead of 2.1%), for interest rate options, interest rate and credit swaptions quoted in spread, and similar products. The decimal mark is not counted as a numeric character. If populated, it shall be represented by a dot. The negative symbol, if populated, is not counted as a numeric character.

138 Section 2l - Options Strike price currency/currency pair ISO 4217 Currency Code, 3 alphabetic characters; or for foreign exchange options: 7 characters representing two ISO 4217 currency codes separated by ‘/’ without restricting the currency pair ordering. The first currency code shall indicate the base currency, and the second currency code shall indicate the quote currency.

139 Section 2l - Options Option premium amount Any value greater than or equal to zero, up to 25 numeric characters including up to 5 decimal places. If the value has more than five digits after the decimal, reporting counterparties shall round half-up. The decimal mark is not counted as a numeric character. If populated, it shall be represented by a dot.

140 Section 2l - Options Option premium currency ISO 4217 Currency Code, 3 alphabetic characters

141 Section 2l - Options Option premium payment date ISO 8601 date in the UTC format YYYY-MM-DD.

142 Section 2i - Options Maturity date of the underlying ISO 8601 date in the UTC format YYYY-MM-DD.

143 Section 2m – Credit derivatives Seniority 4 alphabetic characters: SNDB = Senior, such as Senior Unsecured Debt (Corporate/Financial), Foreign Currency Sovereign Debt (Government), SBOD = Subordinated, such as Subordinated or Lower Tier 2 Debt (Banks), Junior Subordinated or Upper Tier 2 Debt (Banks), OTHR = Other, such as Preference Shares or Tier 1 Capital (Banks) or other credit derivatives

144 Section 2m – Credit derivatives Reference entity ISO 3166 Country Code - 2 character country code, or ISO 3166-2 Country Code - 2 character country code followed by dash ‘-’ and up to 3 alphanumeric character country subdivision code, or ISO 17442 Legal Entity Identifier (LEI), 20 alphanumeric character code

145 Section 2m – Credit derivatives Series Integer field up to 5 characters

146 Section 2m – Credit derivatives Version Integer field up to 5 characters

147 Section 2m – Credit derivatives Index factor Any value up to 11 numeric characters, including up to 10 decimal places, expressed as a decimal fraction (e.g. 0.05 instead of 5%) between 0 and 1 (including 0 and 1). The decimal mark is not counted as a numeric character. If populated, it shall be represented by a dot.

148 Section 2m – Credit derivatives Tranche Boolean value: TRUE = Tranched FALSE = Untranched

149 Section 2m – Credit derivatives Credit Derivative Swap (CDS) index attachment point Any value up to 11 numeric characters, including up to 10 decimal places, expressed as a decimal fraction (e.g. 0.05 instead of 5%) between 0 and 1 (including 0 and 1). The decimal mark is not counted as a numeric character. If populated, it shall be represented by a dot.

150 Section 2m – Credit derivatives CDS index detachment point Any value up to 11 numeric characters, including up to 10 decimal places, expressed as a decimal fraction (e.g. 0.05 instead of 5%) between 0 and 1 (including 0 and 1). The decimal mark is not counted as a numeric character. If populated, it shall be represented by a dot.

151 Section 2n - Modifications to the derivative Action type 4 alphabetic characters: NEWT = New MODI = Modify CORR = Correct TERM = Terminate EROR = Error REVI = Revive VALU = Valuation POSC = Position component

152 Section 2n - Modifications to the derivative Event type 4 alphabetic characters: TRAD = Trade NOVA = Step-in COMP = PTRR ETRM = Early termination CLRG = Clearing EXER = Exercise ALOC = Allocation CREV = Credit event CORP=Corporate event INCP = Inclusion in position UPDT = Update

153 Section 2n - Modifications to the derivative Event date ISO 8601 date in the UTC format YYYY-MM-DD.