Field Format Applicable types of derivative contracts

Section 2a – Contract type All contracts

1 Contract type CD = Financial contracts for difference FR = Forward rate agreements FU = Futures FW = Forwards OP = Option SB = Spreadbet SW = Swap ST = Swaption OT = Other

2 Asset class CO = Commodity and emission allowances CR = Credit CU = Currency EQ = Equity IR = Interest Rate

Section 2b – Contract information All contracts

3 Product classification type C = CFI

4 Product classification ISO 10692 CFI, 6 characters alphabetical code

5 Product identification type Specify the applicable identification: I = ISIN A = AII

6 Product identification For product identifier type I: ISO 6166 ISIN 12 character alphanumerical code For product identifier type A: Complete AII code

7 Underlying identification type I = ISIN A = AII B = Basket X = Index

8 Underlying identification For underlying identification type I: ISO 6166 ISIN 12 character alphanumerical code For underlying identification type A: complete AII code For underlying identification type B: all individual components identification through ISO 6166 ISIN or complete AII code. Identifiers of individual components shall be separated with a dash ‘-’. For underlying identification type X: ISO 6166 ISIN if available, otherwise full name of the index as assigned by the index provider

9 Notional currency 1 ISO 4217 Currency Code, 3 alphabetical characters

10 Notional currency 2 ISO 4217 Currency Code, 3 alphabetical characters

11 Deliverable currency ISO 4217 Currency Code, 3 alphabetical characters

Section 2c – Details on the transaction All contracts

12 Trade ID Up to 52 alphanumerical character code including four special characters:‘. - _.’ Special characters are not allowed at the beginning and at the end of the code. No space allowed.

13 Report tracking number An alphanumeric field up to 52 characters

14 Complex trade component ID An alphanumeric field up to 35 characters

15 Venue of execution ISO 10383 Market Identifier Code (MIC), 4 alphanumerical characters, in accordance with Article 4(b).

16 Compression Y = contract results from compression N = contract does not result from compression

17 Price/rate Up to 20 numerical characters including decimals. The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot. The negative symbol, if populated, is not counted as a numerical character. In case the price is reported in percent values, it should be expressed as percentage where 100 % is represented as ‘100’

18 Price notation U = Units P = Percentage Y = Yield

19 Currency of price ISO 4217 Currency Code, 3 alphabetic characters

20 Notional Up to 20 numerical characters including decimals. The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot. The negative symbol, if populated, is not counted as a numerical character.

21 Price multiplier Up to 20 numerical characters including decimals. The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.

22 Quantity Up to 20 numerical characters including decimals. The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.

23 Up-front payment Up to 20 numerical characters including decimals. The negative symbol to be used to indicate that the payment was made, not received. The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot. The negative symbol, if populated, is not counted as a numerical character.

24 Delivery type C = Cash P = Physical O = Optional for counterparty or when determined by a third party

25 Execution timestamp ISO 8601 date in the UTC time format YYYY-MM-DDThh:mm:ssZ

26 Effective date ISO 8601 date in the format YYYY-MM-DD

27 Maturity date ISO 8601 date in the format YYYY-MM-DD

28 Termination date ISO 8601 date in the format YYYY-MM-DD

29 Settlement date ISO 8601 date in the format YYYY-MM-DD

30 Master Agreement type Free Text, field of up to 50 characters, identifying the name of the Master Agreement used, if any

31 Master Agreement version ISO 8601 date in the format YYYY

Section 2d – Risk mitigation/Reporting All contracts

32 Confirmation timestamp ISO 8601 date in the UTC time format YYYY-MM-DDThh:mm:ssZ

33 Confirmation means Y = Non-electronically confirmed N = Non-confirmed E = Electronically confirmed

Section 2e – Clearing All contracts

34 Clearing obligation Y = Yes N = No

35 Cleared Y = Yes N = No

36 Clearing timestamp ISO 8601 date in the UTC time format YYYY-MM-DDThh:mm:ssZ

37 CCP ISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code

38 Intragroup Y = Yes N = No

Section 2f – Interest Rates Interest rate derivatives

39 Fixed rate of leg 1 Up to 10 numerical characters including decimals expressed as percentage where 100 % is represented as ‘100’. The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot. The negative symbol, if populated, is not counted as a numerical character.

40 Fixed rate of leg 2 Up to 10 numerical characters including decimals expressed as percentage where 100 % is represented as ‘100’. The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot. The negative symbol, if populated, is not counted as a numerical character.

41 Fixed rate day count leg 1 Numerator/Denominator where both Numerator and Denominator are numerical characters or alphabetic expression ‘Actual’, e.g. 30/360 or Actual/365

42 Fixed rate day count leg 2 Numerator/Denominator where both Numerator and Denominator are numerical characters or alphabetic expression ‘Actual’, e.g. 30/360 or Actual/365

43 Fixed rate payment frequency leg 1 –time period Time period describing how often the counterparties exchange payments, whereby the following abbreviations apply: Y = Year M = Month W = Week D = Day

44 Fixed rate payment frequency leg 1 – multiplier Integer multiplier of the time period describing how often the counterparties exchange payments. Up to 3 numerical characters.

45 Fixed rate payment frequency leg 2 – time period Time period describing how often the counterparties exchange payments, whereby the following abbreviations apply: Y = Year M = Month W = Week D = Day

46 Fixed rate payment frequency leg 2 – multiplier Integer multiplier of the time period describing how often the counterparties exchange payments. Up to 3 numerical characters.

47 Floating rate payment frequency leg 1 – time period Time period describing how often the counterparties exchange payments, whereby the following abbreviations apply: Y = Year M = Month W = Week D = Day

48 Floating rate payment frequency leg 1 – multiplier Integer multiplier of the time period describing how often the counterparties exchange payments. Up to 3 numerical characters.

49 Floating rate payment frequency leg 2 – time period Time period describing how often the counterparties exchange payments, whereby the following abbreviations apply: Y = Year M = Month W = Week D = Day

50 Floating rate payment frequency leg 2 – multiplier Integer multiplier of the time period describing how often the counterparties exchange payments. Up to 3 numerical characters.

51 Floating rate reset frequency leg 1 – time period Time period describing how often the counterparties reset the floating rate, whereby the following abbreviations apply: Y = Year M = Month W = Week D = Day

52 Floating rate reset frequency leg 1 – multiplier Integer multiplier of the time period describing how often the counterparties reset the floating rate. Up to 3 numerical characters.

53 Floating rate reset frequency leg 2 – time period Time period describing how often the counterparties reset the floating rate, whereby the following abbreviations apply: Y = Year M = Month W = Week D = Day

54 Floating rate reset frequency leg 2 – multiplier Integer multiplier of the time period describing how often the counterparties reset the floating rate. Up to 3 numerical characters.

55 Floating rate of leg 1 The name of the floating rate index ‘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 Or up to 25 alphanumerical characters if the reference rate is not included in the above list

56 Floating rate reference period leg 1 – time period Time period describing reference period, whereby the following abbreviations apply: Y = Year M = Month W = Week D = Day

57 Floating rate reference period leg 1 – multiplier Integer multiplier of the time period describing the reference period. Up to 3 numerical characters.

58 Floating rate of leg 2 The name of the floating rate index ‘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 Or up to 25 alphanumerical characters if the reference rate is not included in the above list

59 Floating rate reference period leg 2 – time period Time period describing reference period, whereby the following abbreviations apply: Y = Year M = Month W = Week D = Day

60 Floating rate reference period leg 2 – multiplier Integer multiplier of the time period describing the reference period. Up to 3 numerical characters.

Section 2g – Foreign Exchange Currency derivatives

61 Delivery currency 2 ISO 4217 Currency Code, 3 alphabetical character code

62 Exchange rate 1 Up to 10 numerical digits including decimals. The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot. The negative symbol, if populated, is not counted as a numerical character.

63 Forward exchange rate Up to 10 numerical characters including decimals. The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot. The negative symbol, if populated, is not counted as a numerical character.

64 Exchange rate basis Two ISO 4217 currency codes separated by ‘/’. First currency code shall indicate the base currency, and the second currency code shall indicate the quote currency.

Section 2h – Commodities and emission allowances Commodity and emission allowance derivatives

General

65 Commodity base AG = Agricultural EN = Energy FR = Freights ME = Metals IN = Index EV = Environmental EX = Exotic OT = Other

66 Commodity details Agricultural GO = Grains oilseeds DA = Dairy LI = Livestock FO = Forestry SO = Softs SF = Seafood OT = Other Energy OI = Oil NG = Natural gas CO = Coal EL = Electricity IE = Inter-energy OT = Other Freights DR = Dry WT = Wet OT = Other Metals PR = Precious NP = Non-precious Environmental WE = Weather EM = Emissions OT = Other

Energy

67 Delivery point or zone EIC code, 16 character alphanumeric code Repeatable field.

68 Interconnection Point EIC code, 16 character alphanumeric code

69 Load type BL = Base Load PL = Peak Load OP = Off-Peak BH = Hour/Block Hours SH = Shaped GD = Gas Day OT = Other

Repeatable section of fields 70 – 77

70 Load delivery intervals hh:mmZ

71 Delivery start date and time ISO 8601 date in the UTC time format YYYY-MM-DDThh:mm:ssZ

72 Delivery end date and time ISO 8601 date in the UTC time format YYYY-MM-DDThh:mm:ssZ

73 Duration N = Minutes H = Hour D = Day W = Week M = Month Q = Quarter S = Season Y = Annual O = Other

74 Days of the week WD = Weekdays WN = Weekend MO = Monday TU = Tuesday WE = Wednesday TH = Thursday FR = Friday SA = Saturday SU = Sunday Multiple values separated by ‘/’ are permitted

75 Delivery capacity Up to 20 numerical digits including decimals The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot. The negative symbol, if populated, is not counted as a numerical character.

76 Quantity Unit KW KWh/h KWh/d MW MWh/h MWh/d GW GWh/h GWh/d Therm/d KTherm/d MTherm/d cm/d mcm/d

77 Price/time interval quantities Up to 20 numerical characters including decimals. The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot. The negative symbol, if populated, is not counted as a numerical character.

Section 2i – Options Contracts that contain an option

78 Option type P = Put C = Call O = where it cannot be determined whether it is a call or a put

79 Option exercise style A = American B = Bermudan E = European S = Asian More than one value is allowed

80 Strike price (cap/floor rate) Up to 20 numerical characters including decimals. The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot. The negative symbol, if populated, is not counted as a numerical character. Where the strike price is reported in percent values, it should be expressed as percentage where 100 % is represented as ‘100’

81 Strike price notation U = Units P = Percentage Y = Yield

82 Maturity date of the underlying ISO 8601 date in the format YYYY-MM-DD

Section 2j – Credit derivatives

83 Seniority 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

84 Reference entity ISO 3166 – 2 character country code or ISO 3166-2 – 2 character country code followed by dash ‘-’ and up to 3 alphanumeric character country subdivision code or ISO 17442 Legal Entity Identifier (LEI) 20 alphanumerical character code

85 Frequency of payment MNTH = Monthly QURT = Quarterly MIAN = Semi-annually YEAR = Yearly

86 The calculation basis Numerator/Denominator where both, Numerator and Denominator are numerical characters or alphabetic expression ‘Actual’, e.g. 30/360 or Actual/365

87 Series Integer field up to 5 characters

88 Version Integer field up to 5 characters

89 Index factor Up to 10 numerical characters including decimals. The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.

90 Tranche T = Tranched U = Untranched

91 Attachment point Up to 10 numerical characters including decimals expressed as a decimal fraction between 0 and 1. The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.

92 Detachment point Up to 10 numerical characters including decimals expressed as a decimal fraction between 0 and 1. The decimal mark is not counted as a numerical character. If populated, it shall be represented by a dot.

Section 2k – Modifications to the contract

93 Action type N = New M = Modify E = Error C = Early Termination R = Correction Z = Compression V = Valuation update P = Position component