1. The mandatory nature of the fields is described for each combination of Action Type and, where relevant, Level (Trade/Position) in the following

Transcription

1 1. The mandatory nature of the fields is described for each combination of Action Type and, where relevant, Level (Trade/Position) in the following way: - M mandatory: the field is strictly required and validations of format and content are applied. - C conditionally mandatory: Conditionally mandatory: the field is required if the specific conditions set out in the validation rules are met. Format and content validations are applied - O optional: the field shall be populated if applicable. Only format and content validations are applied when the field is populated. - - not applicable: the field shall be left blank 2. Conditional validations (i.e. validations of the dependencies between the fields) as well as the format and content validations are described in the last column of each table.

2 NEWT (New) (Modific Termin (Modific / Early Termin update) Date and time of submission of the ISO 8601 date in the format and Coordinated Universal 1 Reporting timestamp M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M report to the trade repository. Time (UTC) time format YYYY-MM-DDThh:mm:ssZ Unique code identifying the entity which submits the report. In the Report submitting case where submission of the report ISO Legal Entity Identifier (LEI) 20 alphanumerical character code. 2 M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M entity has been delegated to a third party or to the other counterparty, a unique code identifying that entity. This fiield shall be populated in a common input format: YYYY-MM- DDThh:MM:SSZ This field shall contain a valid LEI included in the GLEIF database maintained by the Central Operating Unit. The status of the LEI shall be "Issued", "Pending transfer" or "Pending archival" This field shall contain a valid LEI included in the GLEIF database Reporting Unique code identifying the reporting ISO Legal Entity Identifier (LEI) 20 alphanumerical character code. maintained by the Central Operating M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M counterparty counterparty Unit. The status of the LEI shall be "Issued", "Pending transfer" or "Pending archival". Indicates if the reporting When populated, shall contain only one Nature of the F' - Financial counterparty counterparty is a financial or nonfinancial counterparty alphabetical character. M M M M O O O O M M M O O O O - M M M O O O O O O - of the following values: "F"or "N", " 1 reporting counterparty 'N' - Non-financial counterparty If field 4 is populated with "F", at least Taxonomy for Financial Counterparties: 'CDTI' - Credit institution authorized in accordance with Directive 2013/36/EU or one code pertaining to the classification Regulation (EU) No 1024/2013 or a third thirdcountry entity which would require authorisation or registration in of the financial counterparties shall be accordance with that legislative act 'INVF' - Investment firm authorized in accordance with Directive 2014/65/EU or a provided. third third-country entity which would require authorisation or registration in accordance with that legislative act 'INUN' - If field 4 is populated with "N", at least Insurance undertaking authorized in accordance with Directive 2009/138/EC or a third third-country entity which would one code pertaining to the classification One or more codes that classify the require authorisation or registration in accordance with that legislative act 'AIFD' - AIF managed by AIFMs authorized or of the non-financial counterparties shall nature of the Reporting registered in accordance with Directive 2011/61/EU or a third third-country entity which would require authorisation or be provided. Counterparty's business activities. If the reporting counterparty is a registration in accordance with that legislative act 'ORPI' - Institution for occupational retirement provision authorized or financial counterparty, all necessary registered in accordance with Directive 2003/41/EC or a third third-country entity which would require authorisation or codes included in the Taxonomy for registration in accordance with that legislative act 'CCPS' - Central counterparty authorized in accordance with Regulation financial counterparties and applying (EU) No 648/2012 or a third third-country entity which would require authorisation or registration in accordance with to that counterparty shall be that legislative act 'REIN' - Reinsurance undertaking authorized in accordance with Directive 2009/138/EC or a third thirdcountry entity which would require authorisation or registration in accordance with that legislative act 'CSDS' - Central reported. If the reporting Sector of the reporting counterparty is a non-financial securities depository authorized in accordance with Regulation (EU) No 909/2014 or a third third-country entity which M M M M O O O O M M M O O O O - M M M O O O O O O - counterparty counterparty, all necessary codes would require authorisation or registration in accordance with that legislative act 'UCIT' - UCITS and its management included in the Taxonomy for nonfinancial counterparties and applying authorisation or registration in accordance with that legislative act Taxonomy for Non-Financial Counterparties. The company, authorized in accordance with Directive 2009/65/EC or a third third-country entity which would require to that counterparty shall be categories below correspond to the main sections of NACE classification as defined in Regulation (EC) No 1893/2006 'A' - reported. Where more than one Agriculture, forestry and fishing 'B' - Mining and quarrying 'C' - Manufacturing 'D' - Electricity, gas, steam and air activity is reported, the codes shall conditioning supply 'E' - Water supply, sewerage, waste management and remediation activities 'F' - Construction 'G' - be populated in order of the relative Wholesale and retail trade, repair of motor vehicles and motorcycles 'H' - Transportation and storage 'I' - Accommodation importance of the corresponding and food service activities 'J' - Information and communication 'K' - Financial and insurance activities 'L' - Real estate activities. activities 'M' - Professional, scientific and technical activities 'N' - Administrative and support service activities 'O' - Public administration and defence; compulsory social security 'P' - Education 'Q' - Human health and social work activities 'R' - Arts, entertainment and recreation 'S' - Other service activities 'T' - Activities of households as employers; undifferentiated goods and services producing activities of households for own use 'U' - Activities of extraterritorial organizations and bodies If field 5 is populated with 'UCIT' or 'AIFD', this field shall be populated and In the case where the reporting counterparty is an Undertaking for Collective Investment in Transferable shall contain only one of the following values: 'ETFT', 'MMFT', REIT' or ' OTHR'. 4 alphabetical Securities (UCITS) or Alternative Investment Fund (AIF), a code that determines whether it is an Exchange-Traded Fund (ETF) or a ETFT' - ETF 6 Additional sector classification Money Market Fund (MMF). In the case where the reporting 'MMFT' - MMF 'REIT' - REIT C C C C O O O O C C C O O O O - C C C O O O O O O - counterparty is an Alternative 'OTHR' Other Investment Fund (AIF) or a nonfinancial counterparty undertaking financial and insurance activities or real estate activities, a code that determines whether it is a Real Estate Investment Trust (REIT). When populated, shall contain a valid When the Reporting Counterparty ISO 3166 country code, 2 alphabetical concludes an SFT through a branch 7 office, the LEI of the branch. Until Branch of the ISO Legal Entity Identifier (LEI) 20 alphanumeric character code or ISO alpha-2 country code 2 the LEI for branches is endorsed by reporting counterparty alphabetic characters ESMA, the code of the country O O O O O O O O O O O O O O O - O O O O O O O O O - where the branch is located shall be reported. When populated, shall contain a valid When the Other Counterparty ISO 3166 country code, 2 alphabetical concludes an SFT through a branch 8 Branch of the other counterparty office, the LEI of the branch. Until ISO Legal Entity Identifier (LEI) 20 alphanumeric character code or ISO alpha-2 country code 2 the LEI for branches is endorsed by alphabetic characters ESMA, the code of the country O O O O O O O O O O O O O O O - O O O O O O O O O - where the branch is located shall be reported. When populated, shall contain only one Identifies whether the reporting of the following values: "TAKE" or 9 Counterparty side counterparty is a collateral provider or a collateral taker in accordance TAKE' - Collateral taker 'GIVE' - Collateral provider M M M M O O O O M M M O O O O - M M M O O O O O O - "GIVE", " 4 alphabetical with the Article 4 of the [ITS] a valid LEI included in the GLEIF database maintained by the Central In the case where a financial Operating Unit. The status of the LEI counterparty is responsible for shall be "Issued", "Pending transfer" or reporting on behalf of the other "Pending archival". counterparty in accordance with If field 5 is populated with 'UCIT' or Article 4(3) of Regulation (EU) No 'AIFD', this field shall be populated with 2365/2015, the unique code an LEI different from the LEI of the identifying that counterparty. In the reporting counterparty. case where a management company is responsible for reporting on behalf of an Undertaking for 10 Collective Investment in Transferable Entity responsible for Securities (UCITS) in accordance the report with Article 4(3) of Regulation (EU) ISO Legal Entity Identifier (LEI) 20 alphanumeric character code. M M M M O O O O M M M O O O O - M M M O O O O O O - No 2365/2015, the unique code identifying that management company. In the case where an Alternative Investment Fund Manager (AIFM) is responsible for reporting on behalf of an Alternative Investment Fund (AIF) in accordance with Article 4(3) of Regulation (EU) No 2365/2015, the unique code identifying that AIFM.

3 NEWT (New) (Modific Termin (Modific / Early Termin update) This field shall contain - a valid LEI included in the GLEIF Unique code identifying the entity database maintained by the Central 11 Other counterparty with which the reporting counterparty concluded the SFT. In case of a private individual a client code shall ISO Legal Entity Identifier (LEI) 20 alphanumeric character code. Client code (up to 50 alphanumeric characters). Operating Unit. The status of the LEI M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M shall be "Issued", 'Lapsed', "Pending transfer" or "Pending archival". be used in a consistent manner. or -up to 50 alphanumerical characters When populated, shall contain a valid 12 Country of the other Counterparty The code of country where the registered office of the other counterparty is located or country of residence in case that the other counterparty is a natural person. ISO alpha-2 country code 2 alphabetic characters M M M M O O O O M M M O O O O - M M M O O O O O O - ISO 3166 country code, 2 alphabetical If field 11 is populated with "LEI", the country code provided in this field shall pertain to the country of the registered office of the other counterparty as specified in the LEI reference data. If the beneficiary of the contract is - a valid LEI included in the GLEIF not a counterparty to this contract, database maintained by the Central the reporting counterparty has to Operating Unit. The status of the LEI identify this beneficiary by a unique shall be "Issued", 'Lapsed', "Pending 13 Beneficiary code or, in case of a private ISO Legal Entity Identifier (LEI) 20 alphanumeric character code. Client code (up to 50 alphanumeric characters). M M M - O O O M M M O O O - - M M M O O O O O O - transfer" or "Pending archival". individual, by a client code used in a or consistent manner as assigned by -up to 50 alphanumerical characters the legal entity used by the private individual. Unique code identifying the third a valid LEI included in the GLEIF party to which the Reporting database maintained by the Central 14 Tri-party agent Counterparty has outsourced the post-trade processing of an SFT. ISO Legal Entity Identifier (LEI) 20 alphanumeric character code. O O O - O O O O O O O O O - - O O O O O O O O O - Operating Unit. The status of the LEI shall be "Issued", 'Lapsed', "Pending When no tri-party agent is used, this transfer" or "Pending archival". information shall not be provided. 15 Broker The unique code of the entity that acts as intermediary for the reporting counterparty without becoming a counterparty to the SFT itself. For securities lending transactions, broker does not include the agent ISO Legal Entity Identifier (LEI) 20 alphanumeric character code. O O O - O O O O O O O O O - - O O O O O O O O O - a valid LEI included in the GLEIF database maintained by the Central Operating Unit. The status of the LEI shall be "Issued", 'Lapsed', "Pending transfer" or "Pending archival". lender. If field 2.5 is populated with 'true' this field shall be populated In the case where the trade is When populated, shall contain a valid 16 Clearing member cleared, the responsible clearing member shall be identified in this ISO Legal Entity Identifier (LEI) 20 alphanumeric character code. C C C - O O O C C C O O O - - C C C O O O O O O - LEI included in the GLEIF database maintained by the Central Operating field by a unique code Unit. The status of the LEI shall be "Issued", "Lapsed", "Pending transfer" or "Pending archival". The unique code of the - CSD a valid LEI included in the GLEIF participant or indirect participant of database maintained by the Central the reporting counterparty In the Operating Unit. The status of the LEI 17 CSD participant or indirect participant case where both CSD participant and indirect participant are involved in the transaction, the indirect ISO Legal Entity Identifier (LEI) 20 alphanumeric character code. O O O - O O O O O O O O O - - O O O O O O O O O - shall be "Issued", 'Lapsed', "Pending transfer" or "Pending archival". participant shall be identified in this field.. a valid LEI included in the GLEIF The unique code of the agent lender database maintained by the Central 18 Agent lender involved in the securities lending ISO Legal Entity Identifier (LEI) 20 alphanumeric character code. - - O O O O O - - O O - Operating Unit. The status of the LEI transaction shall be "Issued", 'Lapsed', "Pending transfer" or "Pending archival". Table 2 Loan and Collateral Data up to 52 alphanumerical Only upper-case alphabetic characters A Z and the digits 0 9, inclusive in both cases, are allowed 1 Unique Transaction Identifier (UTI) The unique reference assigned to the SFT to identify the trade. Up to 52 alphanumeric character code including four special characters: Only upper-case alphabetic characters A Z and the digits 0 9, inclusive in both cases, are allowed. Not allowed to change the content of M M M M M M M M M M M M M M M M M M M O O O M M M M M M M M M M M M M M M M M M O O O M M M M this field once it is reported. The uniqueness of the Trade ID shall be preserved at counterparties level, i.e. the combination of the fields Counterparty ID- ID of the other counterparty-trade ID shall be unique. If field 2.5 is populated with 'true' this 2 Report tracking number In the case of transactions resulting from clearing, the prior UTI, i.e. UTI of original bilateral transaction. The prior-uti is not required to be reported by counterparties that are CCPs that cleared the SFT. Where an SFT was executed on a Up to 52 alphanumeric character code including four special characters: Only upper-case alphabetic characters A Z and the digits 0 9, inclusive in both cases, are allowed. C C C - O O O O O O - - C C C O O O O O O - field shall be populated up to 52 alphanumerical Only upper-case alphabetic characters A Z and the digits 0 9, inclusive in both cases, are allowed trading venue and cleared on the same day, a number generated by the trading venue and unique to that execution. 3 Event date Date on which the reportable event pertaining to the SFT and captured by the report took place. In the case of Action Types "Valuation update", "Collateral update", Reuse update, Margin update, the date for which the information contained in the report is provided. This field shall be populated in a common input format: YYYY-MM-DD. The date populated in this field shall be: - prior or equal to the date part of the reporting timestamp ISO 8601 date in the format YYYY-MMDD M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M - greater than or equal to the date part of the execution timestamp. -prior or equal to the value of the field maturity date 4 Type of SFT Specifies the type of SFT transaction as defined under Article 3(7)-3(10) of Regulation (EU) No 2365/2015 SLEB' - securities or lending or securities or borrowing 'SBSC' - buy-sell back transaction or sell-buy back transaction 'REPO' - repurchase transaction 'MGLD' - margin lending transaction M M M M O O O O M M M O O O O - M M M O O O O O O - When populated, shall contain only one of the following values: "SLEB", 'SBSC', 'REPO' or "MGLD", " 4 alphabetical character. 5 Cleared Indicates, whether central clearing has taken place. true false M M M - O O O M M M O O O - - M M M O O O O O O - one of the values: 'true' or 'false' If field 2.5 is populated with 'true' this field shall be populated in a common input format: YYYY-MM- 6 Clearing timestamp Time and date when clearing took place. ISO 8601 date in the format and Coordinated Universal Time (UTC) time format, i.e. YYYY-MM-DDThh:mm:ssZ C C C - O O O C C C O O O - - C C C O O O O O O - DDThh:mm:ssZ. The value of this field shall be greater than or equal to the value of the field If field 2.5 is populated with "false", this field shall be left blank.

4 NEWT (New) (Modific Termin (Modific / Early Termin update) 7 CCP 8 Trading venue In the case of a contract that has been cleared, the unique code for ISO Legal Entity Identifier (LEI) 20 alphanumeric character code. C C C - O O O C C C O O O - - C C C O O O O O O - the CCP that has cleared the contract The venue of execution shall be identified by a unique code for this venue. Where a transaction was concluded OTC and the respective instrument is admitted to trading but traded OTC, MIC code XOFF shall be ISO Market Identifier Code (MIC), 4 alphanumeric Where segmental MICs exist for a trading M M M M M O O O - - M M M M O O O - used. venue, the segmental MIC shall be used. If field 2.5 is populated with 'true' this field shall be populated with a valid LEI included in the GLEIF database maintained by the Central Operating Unit. The status of the LEI shall be "Issued", "Lapsed", "Pending transfer" or "Pending archival". If field 2.5 is populated with "false", this field shall be left blank. a MIC code included in the list maintained and updated by ISO and published at: emic.htm (column "MIC" in table "MICs List by Country" of the respective Excel file). Where a transaction was concluded OTC and the respective instrument is not admitted to trading and traded OTC, MIC code XXXX shall be used. When populated, shall contain only one of the following values: "MRAA", MRAA' - MRA 'GMRA', 'MSLA',"GMSL", "ISDA', 'GMRA' GMRA 'DERP', 'CNBR'. 'KRRA', 'CARA', 'MSLA' - MSLA 'GMSL' - GMSLA 'ISDA' - ISDA 'DERP' - Deutscher Rahmenvertrag für Wertpapierpensionsgeschäfte 'FRFB', ' CHRA', 'DEMA', JPBR', 'ESRA', 'MEFI', 'GESL', 'KRSL', 'DERD'. 'JPBL', 'JPSL', 'BIAG', 'CSDR' or 'OTHR'. 4 alphabetical 'CNBR' - China Bond Repurchase Master Agreement, KRRA - Korea Financial Investment Association (KOFIA) Standard Repurchase Agreement 'CARA' - Investment Industry Regulatory Organization of Canada (IIROC) Repurchase/Reverse Repurchase Transaction Agreement 'FRFB' - Convention-Cadre Relative aux Operations de Pensions Livrees, 9 Master agreement type Reference to master agreement under which the counterparties concluded a documented SFT. 'CHRA' -Swiss Master Repurchase Agreement 'DEMA' - German Master Agreement 'JPBR' - Japanese Master Agreement on the Transaction with Repurchase Agreement of the Bonds O O O - O O O O O O O O O - O O O - - O O O O O O O O O O O O - 'ESRA' - Contrato Marco de compraventa y Reporto de valores 'OSLA' - Overseas Securities Lending Agreement (OSLA) 'MEFI' - Master Equity and Fixed Interest Stock Lending Agreement (MEFISLA) 'GESL' - Gilt Edged Stock Lending Agreement (GESLA) 'KRSL' - Korean Securities Lending Agreement (KOSLA) 'DERD' - Deutscher Rahmenvertrag für Wertpapierdarlehen 'AUSL' - Australian Masters Securities Lending Agreement (AMSLA) 'JPBL' - Japanese Master Agreement on Lending Transaction of Bonds 'JPSL' - Japanese Master Agreement on the Borrowing and Lending Transactions of Share Certificates 'BIAG' - bilateral agreement CSDA - CSD bilateral agreement Or 'OTHR' if the master agreement type is not included in the above list 10 Other master agreement type The name of the Master Agreement, this field should only be filled in where "OTHR" is reported in the Master agreement type field Up to 50 alphanumeric characters O O O - O O O O O O O O O - O O O - - O O O O O O O O O O O O - If field 2.9 is populated with 'OTHR', this field shall be populated and shall contain up to 50 alphanumeric characters Reference to the year of the master Master agreement agreement version used for the 11 ISO 8601 date in the format YYYY O O O - O O O O O O O O O - - O O O O O O O O O - version reported trade, if applicable (e.g. 1992, 2002, etc.) Date and time when the SFT was 12 Execution timestamp ISO 8601 date in the format and Coordinated Universal Time (UTC) time format, i.e. YYYY-MM-DDThh:mm:ssZ M M M M M M M O O O O - M M M O O O O O O - executed. Date on which the counterparties contractually agree the exchange of Value date (Start cash, securities, or 13 ISO 8601 date in the format YYYY-MMDD M M M - O O O M M M O O O - - M M M O O O O O O C date) versus collateral for the opening leg (spot leg) of the securities financing transaction. If field 2.9 is populated, this field shall be populated n a common input format: YYYY. First two digits shall be "19" or "20". Otherwise, it shall be left bank. When populated, this field shall be populated in a common input format: YYYY-MM-DDThh:mm:ssZ. When populated, this field shall be populated in a common input format: YYYY-MM-DD. Value date shall be greater than or equal to the 2.12 Execution timestamp When populated, this field shall be Date on which the counterparties populated in a common input format: contractually agree the exchange of YYYY-MM-DD. cash, securities, or For repos and SL, if the field 2.21 is 14 Maturity date (End date) versus collateral for the closing leg (forward leg) of the secured ISO 8601 date in the format YYYY-MMDD C M C - O O O C M C O O O - - C M C O O O O O O - populated with 'false', maturity date shall be populated, Otherwise it shall be financing transaction. This left blank. information shall not be reported for Maturity date shall be greater than or open term repos. equal to the 2.13 Effective date When populated, this field shall be populated in a common input format: YYYY-MM-DD. 15 Termination date Termination date in the case of a full early termination of the reported SFT. ISO 8601 date in the format YYYY-MMDD M M M M M M M O O O O M M M O O O - Termination date shall be greater than or equal to the date part of the field 2,12 Execution timestamp. If fields 2.14 and 2.15 are both populated, the Termination date shall be less than or equal to the 2.14 Maturity date 16 Minimum notice period The minimum number of business days that one of the counterparties has to inform about the termination Integer field up to 3 digits M O O M - - O O an integer number greater than zero. Up to 3 digits of the transaction. The earliest date that the cash lender has the right to call back a 17 Earliest call-back date portion of the funds or to terminate the transaction ISO 8601 date in the format YYYY-MMDD M O O M - - O O When populated, this field shall be populated in a common input format: YYYY-MM-DD. If fields 2.14 and 2.17 are both populated, thetermination date shall be less than or equal to the 2.14 Maturity date Indication whether the secured financing transaction is subject to a general collateral arrangement. In the case of a securities lending transaction, the field refers to the securities provided as a collateral, and not to the security on loan. - GENE shall be populated for general collateral. General collateral specifies a collateral arrangement for 18 General collateral indicator a transaction in which the collateral giver may choose the security to SPEC - specific collateral GENE - general collateral M M M - O O O M M M O O O - - M M M O O O O O O - When populated, shall contain only one of the following values: "SPEC" or 'GENE', 4 alphabetical provide as collateral amongst a relatively wide range of securities meeting predefined criteria.

5 NEWT (New) (Modific Termin (Modific / Early Termin update) - SPEC shall be populated for specific collateral. Specific collateral specifies a collateral arrangement for a transaction in which the collateral taker requests a specific security commodity (individual ISIN) to be provided by the collateral provider This field specifies whether the 19 DBV indicator transaction was settled using the Delivery-by-Value (DBV) true false M - M - O - O M - M O - O - - M - M O - O O - O - one of the values: 'true' or 'false' mechanism Indication whether the collateral is subject to a title transfer collateral arrangement, a securities financial collateral arrangement, or a 20 Method used to provide collateral securities financial with the right of use. TTCA'- title transfer collateral arrangement 'SICA'- securities financial collateral arrangement 'SIUR'- securities financial with the right of use M O - O O M - M O - O O - M - M M - M O - O O - O - When populated, shall contain only one of the following values: "TTCA", 'SICA' or 'SIUR', 4 alphabetical Where more than one method was used to provide collateral, the primary collateral arrangement should be specified in this field Indication whether the transaction is open term or, i.e. has no fixed 21 Open term maturity date, or fixed term with a contractually agreed maturity date. true false M - M - O - O M - M O - O - - M - M O - O O - O - one of the values: 'true' or 'false' true shall be populated for open term transactions, and false for fixed term. A code specifying whether the Termination EGRN - evergreen 22 transaction is an evergreen or optionality ETSB - extendable extendable SFT. In the case of margin lending, the attributes listed in fields shall be repeated for each currency of the margin loan. In the case of repos, the annualized interest rate on the principal amount of the repurchase transaction in accordance with the day count Up to 11 numeric characters including up to 10 decimals expressed as percentage where 100% is represented 23 conventions Fixed rate as 100. The decimal mark is In the case of margin lending, the annualized interest rate on the loan value that the borrower pays to the lender. The code representing day count convention: A001 - IC30360ISDAor30360AmericanBasicRule A002 - IC30365 A003 - IC30Actual A004 - Actual360 A005 - Actual365Fixed A006 - ActualActualICMA The method for calculating the A007 - IC30E360orEuroBondBasismodel1 24 Day count convention accrued interest on the principal A008 - ActualActualISDA amount for a fixed rate A009 - Actual365LorActuActubasisRule A010 - ActualActualAFB A011 - IC30360ICMAor30360basicrule A012 - IC30E2360orEurobondbasismodel2 A013 - IC30E3360orEurobondbasismodel3 A014 - Actual365NL Or up to 35 alphanumeric characters if the day count convention is not included in the above list. C - C - O - O O - O - - C - C O - O O - O - C - - C O - - O C O - - O - C - - O O C - - C O - - O C O - - O - C - - O O If field 2.21 Open term is populated with 'false', this field shall be populated and shall contain only one of the following values: "EGRN' or 'ETSB', Otherwise it shall be left blank. For repos: one of the fields 2,23 Fixed rate or 2.25 Floating rate, shall be populated. For ML: at least one rate (2.23 Fixed rate or 2.25 Floating rate) shall be populated. up to 10 numerical characters including up to 9 decimals. The decimal mark is not counted as a numerical character. If populated, it If field 2.23 Fixed rate or 2.25 Floating rate is populated, this field shall be populated. When populated, the field shall contain -only one of the following values: "A001', 'A002', 'A003', 'A004', 'A005', 'A006', 'A007', A008', 'A009', A010', 'A011', 'A012'. 'A013' or 'A014'. 4 alphanumeric characters or -up to 35 alphanumeric characters The code representing 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 An indication of the reference TIBO - TIBOR interest rate used which is reset at STBO - STIBOR 25 Floating rate predetermined intervals by reference C - - C O - - O C O - - O - C - - O O BBSW - BBSW to a market reference rate, if JIBA - JIBAR applicable. 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 alphanumeric characters if the reference rate is not included in the above list Time period describing reference period, whereby the following abbreviations apply: Floating rate reference Time period describing reference 'YEAR' - Year 26 C - - C O - - O C O - - O - C - - O O period - time period period of the floating rate. 'MNTH' - Month 'WEEK' - Week 'DAYS' - Day Multiplier of the time period Integer multiplier of the time period describing reference period of Floating rate reference 27 describing reference period of the the floating rate. C - - C O - - O C O - - O - C - - O O period - multiplier floating rate. Up to 3 numeric Floating rate payment Time period describing reference period, whereby the following abbreviations apply: Time period describing frequency of 28 frequency - time 'YEAR' - Year C - - C O - - O C O - - O - C - - O O payments for the floating rate. period 'MNTH' - Month Floating rate payment Multiplier of the time period Integer multiplier of the time period describing how often the counterparties exchange payments. Up to 3 29 C - - C O - - O C O - - O - C - - O O frequency - multiplier describing frequency of payments for numeric Floating rate reset Time period describing how often the counterparties reset the floating repo rate, whereby the following Time period describing frequency of 30 frequency - time abbreviations apply: 'YEAR' - Year C - - O O - - O C O - - O - C - - O O the floating rate resets. period 'MNTH' - Month Floating rate reset Multiplier of the time period Integer multiplier of the time period describing how often the counterparties reset the floating repo rate. Up to 3 31 C - - C O - - O C O - - O - C - - O O frequency - multiplier describing frequency of the floating numeric The number of basis points to be added to or subtracted from the 32 Spread floating interest rate in order to Up to 5 numeric C - - C O - - O C O - - O - C - - O O determine the interest rate of the loan Margin lending Amount of a margin loan in a given decimals. The decimal mark is not counted as a numeric M O O currency amount currency character. If For repos: one of the fields 2,23 Fixed rate or 2.25 Floating rate, shall be populated. For ML: at least one rate (2.23 Fixed rate or 2.25 Floating rate) shall be populated. When populated, the field shall contain -only one of the following values: "EONA'. 'EONS', 'EURI', 'EUUS', 'EUCH', 'GCFR'. 'ISDA', 'LIBI', 'MAAA', 'PFAN', 'TIBO', 'STBO', 'BBSW', 'JIBA', BUBO', 'CDOR', 'CIBO'. 'MOSP', 'NIBO'. 'PRBO', 'TLBO', ' WIBO', 'TREA', 'SWAP' or 'FUSW'. 4 alphabetic characters or -up to 25 alphanumeric characters If field 2.25 Floating rate is populated, "YEAR", "MNTH", WEEK" or "DAYS". 4 alphabetic Otherwise the field shall be left blank. If field 2.25 Floating rate is populated, contain up to 3 numerical Otherwise the field shall be left blank. If field 2.25 Floating rate is populated, If field 2.25 Floating rate is populated, If field 2.25 Floating rate is populated, If field 2.25 Floating rate is populated, If field 2.25 Floating rate is populated, contain up to 5 numerical Otherwise the field shall be left blank. up to 5 decimals. The decimal mark is

6 NEWT (New) (Modific Termin (Modific / Early Termin update) Margin lending 34 Currency of the margin loan ISO 4217 Currency Code, 3 alphabetic characters M C C currency Fields shall be populated for each floating rate adjustment This reporting attribute specifies the Up to 11 numeric characters including up to 10 decimals expressed as percentage where 100% is represented 35 Adjusted rate rate as determined by the rate as 100. The decimal mark is O O O O O - - O O schedule This reporting attribute specifies 36 Rate date ISO 8601 date in the format YYYY-MM-DD C C C C C - - C C date as of which the rate is effective. Principal amount on Cash value to be settled as of the decimals. The decimal mark is not counted as a numeric 37 M M - - O O M M O O M M - O O O O - - value date value date of the transaction. character. If Principal amount on Cash value to be settled as of the decimals. The decimal mark is not counted as a numeric 38 M M - - O O M M O O M M - O O O O - - maturity date maturity date of the transaction. character. If Principal amount 39 Currency of the principal amount ISO 4217 Currency Code, 3 alphabetic characters M M - - O O M M O O M M - O O O O - - currency Indication of the type of asset SECU' - Securities 40 Type of asset - - M O M O M - - O O - subject of the SFT 'COMM' - Commodities Identifier of the security subject of the SFT. 41 Security identifier ISO 6166 ISIN 12 character alphanumeric code CFI code of the security subject of Classification of a the SFT. 42 ISO CFI, 6 characters alphabetical code security Where a commodity was subject of the SFT it shall be classified in fields The Base product as specified in the 43 Base product Only values in the 'Base product' column of the classification of derivatives table are allowed. classification of table. The Sub - Product as specified in the classification of Only values in the 'Sub - product' column of the classification of derivatives table are allowed are 44 Sub - product table. allowed. Field requires a Base product. The Further sub product as specified in the classification of 45 Further sub - product Only values in the 'Further sub - product' of the classification of derivatives table are allowed. table. Field requires a Sub product. Quantity or nominal amount of the security or commodity subject of the SFT In the case of bond a total nominal Quantity or nominal amount should be reported in this decimals. The decimal mark is not counted as a numeric 46 field (number of bonds multiplied by - - M O M O M - - O O - amount character. If the face value) In the case of other securities or, a quantity shall be specified in this field If field 2.33 is populated, this field shall be populated and shall contain ISO 4217 Currency Code (official list only), 3 alphabetical Otherwise it shall be left blank. up to 11 numeric characters including up to 10 decimals. The decimal mark is If field 2.35 is populated, this field shall be popluated. in a common input format: YYYY-MM-DD. Otherwise it shall be left blank. up to 5 decimals. The decimal mark is up to 5 decimals. The decimal mark is ISO 4217 Currency Code (official list only), 3 alphabetical When populated, shall contain only one of the following values: "SECU" or 'COMM', 4 alphabetical If field 2.40 is populated with 'SECU', contain 12 alphanumerical characters and a check digit If field 2.40 is populated with 'SECU', this field shall be populated with CFI code composed of 6 characters and compliant with ISO Standard. At If field 2.40 is populated with 'COMM', "AGRI", "NRGY", "ENVR", "FRGT", "FRTL", "INDP", "METL", "MCEX", "PAPR", "POLY", "INFL", "OEST", "OTHC" or "OTHR". 4 alphabetical If field 2.43 is populated with 'AGRI', this field shall contain only one of the following values: 'GROS', 'SOFT','POTA', 'OOLI', 'DIRY', 'FRST', 'SEAF', 'LSTK', 'GRIN' or 'OTHR'. 4 If field 2.44 is populated with 'GROS', this field shall contain only one of the following values: 'FWHT', 'SOYB','CORN', 'RPSD', 'RICE' or up to 5 decimals. The decimal mark is 47 Unit of measure Unit of measure in which the quantity is expressed. This field is applicable to. KILO' - Kilogram, 'PIEC' - Piece, 'TONS' - Ton, 'METR' - Metre, 'INCH' - Inch, 'YARD' - Yard, 'GBGA' - GBGallon, 'GRAM' - Gram, 'CMET' - Centimetre, 'SMET' - SquareMetre, 'FOOT' - Foot, 'MILE' - Mile, 'SQIN' - SquareInch, 'SQFO' - SquareFoot, 'SQMI' - SquareMile, 'GBOU' - GBOunce, 'USOU' - USOunce, 'GBPI' - GBPint, 'USPI' - USPint, 'GBQA' - GBQuart, 'USQA' - USQuart, 'USGA' - USGallon, 'MMET' - Millimetre, 'KMET' - Kilometre, 'SQYA' - SquareYard, 'ACRE' - Acre, 'ARES' - Are, 'SMIL' - SquareMillimetre, 'SCMT' - SquareCentimetre, 'HECT' - Hectare, 'SQKI' - SquareKilometre, 'MILI' - MilliLitre, 'CELI' - Centilitre, 'LITR' - Litre, 'PUND' - Pound, 'ALOW' - Allowances, 'ACCY' - AmountOfCurrency, 'BARL' - Barrels, 'BCUF' - BillionCubicFeet, 'BDFT' - BoardFeet, 'BUSL' - Bushels, 'CEER' - CertifiedEmissionsReduction, 'CLRT' - ClimateReserveTonnes, 'CBME' - CubicMeters, 'DAYS' - Days, 'DMET' - DryMetricTons, 'ENVC' - EnvironmentalCredit, 'ENVO' - EnvironmentalOffset, 'HUWG' - Hundredweight, 'KWDC' - KilowattDayCapacity, 'KWHO' - KilowattHours, 'KWHC' - KilowattHoursCapacity, 'KMOC' - KilowattMinuteCapacity, 'KWMC' - KilowattMonthCapacity, 'KWYC' - KilowattYearCapacity, 'MWDC' - MegawattDayCapacity, 'MWHO' - MegawattHours, 'MWHC' - MegawattHoursCapacity, 'MWMC' - MegawattMinuteCapacity, 'MMOC' - MegawattMonthCapacity, 'MWYC' - MegawattYearCapacity, 'TONE' - MetricTons, 'MIBA' - MillionBarrels, 'MBTU' - OneMillionBTU, 'OZTR' - TroyOunces, 'UCWT' - USHundredweight, 'IPNT' - IndexPoint, 'PWRD' - PrincipalWithRelationToDebtInstrument, 'DGEU' - DieselGallonEquivalent, 'GGEU' - GasolineGallonEquivalent, 'TOCD' - TonsOfCarbonDioxide, If field 2.40 is populated with 'COMM', 'KILO', 'PIEC', 'TONS', 'METR', 'INCH', 'YARD', 'GBGA', 'GRAM', 'CMET', 'SMET', 'FOOT', 'MILE', 'SQIN', 'SQFO', 'SQMI', 'GBOU', 'USOU', 'GBPI', 'USPI', 'GBQA', 'USQA', 'USGA', 'MMET', 'KMET', 'SQYA', 'ACRE', 'ARES', 'SMIL', 'SCMT', 'HECT', 'SQKI', 'MILI', 'CELI', 'LITR', 'PUND', 'ALOW', 'ACCY', 'BARL', 'BCUF', 'BDFT', 'BUSL', 'CEER', 'CLRT', 'CBME', 'DAYS', 'DMET', 'ENVC', 'ENVO', 'HUWG', 'KWDC', 'KWHO', 'KWHC', 'KMOC', 'KWMC', 'KWYC', 'MWDC', 'MWHO', 'MWHC', 'MWMC', 'MMOC', 'MWYC', 'TONE', 'MIBA', 'MBTU', 'OZTR', 'UCWT', 'IPNT', 'PWRD', 'DGEU', 'GGEU' or 'TOCD'. 4 alphabetic characters 48 Currency of nominal amount In the case where nominal amount is provided, the currency of the nominal amount shall be populated in this field. ISO 4217 Currency Code, 3 alphabetic characters - - O O O O O - - O O - ISO 4217 Currency Code (official list only), 3 alphabetical 49 In the case of securities and lending and borrowing, the price of the security or commodity used to calculate the decimals in case the price is expressed units. Up to 11 numeric Security or commodity loan value. characters including up to 10 decimals in case the price is expressed as percentage or yield The decimal mark price In the case of buy-sell back, the is price of the security or commodity used to calculate the trade amount for the spot leg of the buy-sell back. - - M O M O M - - O O - up to 5 decimals or up to 11 numeric characters including up to 10 decimals The decimal mark is not counted as a numeric character. If populated, it shall be represented with a 50 Price currency 51 Security quality Maturity of the 52 security The currency in which the security or commodity price is denominated. Code that classifies the credit risk of the security Maturity of the security ISO 4217 Currency Code, 3 alphabetic characters - - M O M O M - - O O - INVG' - Investment grade 'NIVG' - Non-investment grade - - O O O O O - - O O - 'NOTR' - Non-rated ISO 8601 date in the format YYYY-MM-DD ISO 4217 Currency Code (official list only), 3 alphabetical If field 2.40 is populated with 'COMM' this field shall be left blank When populated this field shall contain only one of the following values: 'INVG', 'NIVG' or 'NOTR'. 4 alphabetic characters If field 2.40 is populated with 'SECU' this field shall be populated in a common input format: YYYY-MM-DD.

7 NEWT (New) (Modific Termin (Modific / Early Termin update) Jurisdiction of the issuer of the security. In case of securities issued by a foreign subsidiary, the Jurisdiction of the jurisdiction of the ultimate parent 53 C O C O ISO alpha-2 country code 2 alphabetic characters - - C - - O O - issuer company shall be reported or, if not known, jurisdiction of the subsidiary. LEI of the issuer of the security. 54 LEI of the issuer ISO Legal Entity Identifier (LEI) 20 alphanumeric character code. GOVS' - Government securities 'SUNS' - Supra-nationals and agencies securities 'FIDE' - Debt securities (including covered bonds) issued by banks and other financial institutions Code that classifies the type of the 55 Security type 'NFID' - Corporate debt securities (including covered bonds) issued by non-financial institutions security 'SEPR' - Securitized products (including CDO, CMBS, ABCP) 'MEQU' - Main index equities (including convertible bonds) 'OEQU' - Other equities (including convertible bonds) 'OTHR'- Other assets (including shares in mutual funds) If field 2.40 is populated with 'SECU' contain a valid ISO 3166 country code, 2 alphabetical Otherwise it shall be left blank. The country code provided in this field shall pertain to the country of the registered office of the issuer as specified in the LEI reference data. If field 2.40 is populated with 'SECU' contain a valid LEI included in the GLEIF database maintained by the If field 2.40 is populated with 'SECU' 'GOVS', 'SUNS', 'FIDE', 'NFID', 'SEPR', 'MEQU', 'OEQU' or 'OTHR'. 4 alphabetic characters Otherwise it shall be left blank. 56 Loan value 57 Market value 58 Fixed rebate rate 59 Floating rebate rate This reporting attribute specifies loan decimals. The decimal mark is not counted as a numeric value, i.e. the quantity or nominal character. If amount multiplied by the price Market value of the securities or decimals. The decimal mark is not counted as a numeric commodifies on loan or borrowed character. If Fixed interest rate (rate agreed to be paid by the lender for the reinvestment of the cash collateral minus lending fee) paid by the Up to 11 numeric characters including up to 10 decimals expressed as percentage where 100% is represented lender of the security or commodity as 100. The negative symbol, if populated, shall not be counted as a numerical character. to the borrower (positive rebate rate) or by the borrower to the lender (negative rebate rate) on the balance of the provided cash collateral. The code representing the floating rate index EONA - EONIA EONS - EONIA SWAP EURI - EURIBOR EUUS - EURODOLLAR EUCH - EuroSwiss GCFR - GCF REPO ISDA - ISDAFIX LIBI - LIBID An indication of the reference LIBO - LIBOR interest rate used to calculate the MAAA - Muni AAA rebate rate (rate agreed to be paid PFAN - Pfandbriefe by the lender for the reinvestment of TIBO - TIBOR the cash collateral minus lending STBO - STIBOR fee) paid by the lender of the BBSW - BBSW security or commodity to the JIBA - JIBAR borrower (positive rebate rate) or by BUBO - BUBOR the borrower to the lender (negative CDOR - CDOR rebate rate) on the balance of the CIBO - CIBOR provided cash collateral. MOSP - MOSPRIM NIBO - NIBOR PRBO - PRIBOR TLBO - TELBOR WIBO - WIBOR TREA - Treasury SWAP - SWAP FUSW - Future SWAP Or up to 25 alphanumeric characters if the reference rate is not included in the above list up to 5 decimals. The decimal mark is - - M O M O M - - O O - up to 5 decimals. The decimal mark is - - O O O - M - - O O M One of the fields 2.58 Fixed rebate rate or 2.59 Floating rebate rate must be populated. up to 11 numeric characters including up to 10 decimals. The decimal mark is The negative symbol, if populated, shall not be counted as a numerical character. One of the fields 2.58 Fixed rebate rate or 2.59 Floating rebate rate must be populated. When populated, the field shall contain -only one of the following values: "EONA'. 'EONS', 'EURI', 'EUUS', 'EUCH', 'GCFR'. 'ISDA', 'LIBI', 'MAAA', 'PFAN', 'TIBO', 'STBO', 'BBSW', 'JIBA', BUBO', 'CDOR', 'CIBO'. 'MOSP', 'NIBO'. 'PRBO', 'TLBO', ' WIBO', 'TREA', 'SWAP' or 'FUSW'. 4 alphabetic characters or -up to 25 alphanumeric characters Floating rebate rate Time period describing reference Time period describing reference period, whereby the following abbreviations apply: 'YEAR' - Year 'MNTH' - 60 reference period - period of the floating rebate rate. Month 'WEEK' - Week 'DAYS' - Day time period Floating rebate rate Multiplier of the time period Integer multiplier of the time period describing reference period of the floating rebate rate. Up to 3 numeric 61 reference period - describing reference period of the multiplier floating rebate rate. Floating rebate rate Time period describing frequency of payment payments for the floating rebate rate. Time period describing how often the counterparties exchange payments, whereby the following abbreviations 62 apply: 'YEAR' - Year 'MNTH' - Month 'WEEK' - Week 'DAYS' - Day frequency - time. period Floating rebate rate Multiplier of the time period Integer multiplier of the time period describing how often the counterparties exchange payments. Up to 3 63 payment frequency - describing frequency of payments for numeric multiplier the floating rebate rate. Time period describing how often the counterparties reset the floating rebate rate, whereby the following abbreviations apply: Floating rebate rate Time period describing frequency of 'YEAR' - Year 64 reset frequency - time the floating rebate rate resets. 'MNTH' - Month period 'WEEK' - Week 'DAYS' - Day Floating rebate rate Multiplier of the time period Integer multiplier of the time period describing how often the counterparties reset the floating rebate rate. Up to 65 reset frequency - describing frequency of the floating 3 numeric multiplier rebate rate resets. Spread of the rebate Spread for the floating rebate rate 66 Up to 5 numeric rate expressed in basis point. Fee that the borrower of the security Up to 11 numeric characters including up to 10 decimals expressed as percentage where 100% is represented 67 Lending fee - - M O M O M - - O O - or commodity pays to the lender. as 100. In the case of securities borrowing and lending, indication whether the borrower has exclusive access to Exclusive true 68 borrow from the lender s securities arrangements false portfolio. If field 2.59 Floating rebate rate is populated, this field shall be populated and shall contain only one of the following values: "YEAR", "MNTH", WEEK" or "DAYS". 4 alphabetic Otherwise the field shall be left blank. If field 2.59 Floating rebate rate is populated, this field shall be populated and shall contain up to 3 numerical Otherwise the field shall be left blank. If field 2.59 Floating rebate rate is populated, this field shall be populated and shall contain only one of the following values: "YEAR", "MNTH", WEEK" or "DAYS". 4 alphabetic If field 2.59 Floating rebate rate is populated, this field shall be populated and shall contain up to 3 numerical If field 2.59 Floating rebate rate is populated, this field shall be populated and shall contain only one of the following values: "YEAR", "MNTH", WEEK" or "DAYS". 4 alphabetic If field 2.59 Floating rebate rate is populated, this field shall be populated and shall contain up to 3 numerical If field 2.59 Floating rebate rate is populated, this field shall be populated and shall contain up to 5 numerical Otherwise the field shall be left blank. up to 11 numeric characters including up to 10 decimals. The decimal mark is If field 2.40 is populated with 'SECU' this field shall be populated. one of the values: 'true' or 'false' This field is not applicable to.

8 NEWT (New) (Modific Termin (Modific / Early Termin update) Outstanding margin Total amount of margin loans, in decimals. The decimal mark is not counted as a numeric M O O loan base currency character. If Base currency of The base currency of outstanding 70 outstanding margin ISO 4217 Currency Code, 3 alphabetic characters M O O margin loans loan Market value of short position, in decimals. The decimal mark is not counted as a numeric 71 Short market value M O O base currency. character. If Collateral data up to 5 decimals. The decimal mark is ISO 4217 Currency Code (official list only), 3 alphabetical up to 5 decimals. The decimal mark is Indicates whether the securities lending transaction is uncollateralised 72 Uncollateralised SL flag This field shall not be used when the counterparties agree to collateralise the trade but the specific allocation of collateral is not yet known. true false - - M O O M - - O O - - O - one of the values: 'true' or 'false' Indicates whether the collateral has Collateralisation of net been provided for a net exposure, exposure rather than for a single transaction. Where trades have been collateralised on a net exposure Value date of the basis, the latest value date collateral contained in the netting set of SFTs, considering all transactions for which the collateral was provided. true M M C - O O O M M M - O O O - - M M C O O O M M M O O O - false ISO 8601 date in the format YYYY-MMDD C C C - O O O C C C - O O O - - C C C O O O C C C O O O - If field 2.72 is populated with 'false' this field shall be populated one of the values: 'true' or 'false' If field 2.73 is populated with 'true' this field shall be populated in a common input format: YYYY-MM-DD. Where specific collateral was used, the attributes listed in fields shall be repeated for each component of collateral, if applicable Type of collateral Indication of the type of collateral SECU' - Securities 75 C C C M C C C C C C M O O O O - C C C C C C O O O - component component 'COMM' - Commodities (only for repos and buy-sell backs) 'CASH' - Cash Where cash was used as a collateral it shall be described in fields Amount of funds provided as Cash collateral decimals. The decimal mark is not counted as a numeric 76 collateral for borrowing the securities C C C C C C C C C - O O O O - C C C C C C O O O - amount character. If or. Cash collateral 77 Currency of the cash collateral ISO 4217 Currency Code, 3 alphabetic characters C C C C C C C C C - O O O O - C C C C C C O O O - currency Identifier of the security used as Identification of a collateral. 78 security used as ISO 6166 ISIN 12 character alphanumeric code C C C C C C C C C C C O O O O - C C C C C C O O O - collateral CFI code of the security used as Classification of a collateral. 79 security used as ISO CFI, 6 characters alphabetical code C C C C C C C C C C C O O O O - C C C C C C O O O - collateral Where a commodity was used as a collateral it shall be classified in Base product as specified in the 80 Base product Only values in the 'Base product' column of the classification of derivatives table are allowed. C C C C C C C C C - O O O O - C C C C C C O O O - classification of table. The sub - product as specified in the classification of table. Only values in the 'Sub - product' column of the classification of derivatives table are allowed are 81 Sub - product C C C C C C C C C - O O O O - C C C C C C O O O - allowed. Field requires a Base product. The further sub - product as specified in the classification of 82 Further sub - product Only values in the 'Further sub - product' of the classification of derivatives table are allowed. C C C C C C C C C - O O O O - C C C C C C O O O - table. Field requires a Sub product. Quantity or nominal amount of the security or commodity used as collateral In the case of bond a total nominal Collateral quantity or amount should be reported in this decimals. The decimal mark is not counted as a numeric 83 field (number of bonds multiplied by C C C C C C C C C C C O O O O - C C C C C C O O O - nominal amount character. If the face value) If field 2.72 is populated with 'true' this field shall be left blank. Otherwise, at least one of the fields 2.75 Type of collateral component or 2.96 Collateral basket identifier should be populated. If populated, this field shall contain one of the following values: 'SECU', 'COMM' or 'CASH'. 4 alphabetic characters If field 2.75 is populated with 'CASH', contain up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a If field 2.75 is populated with 'CASH', contain ISO 4217 Currency Code (official list only), 3 alphabetical If field 2.75 is populated with 'SECU', contain 12 alphanumerical characters and a check digit If field 2.75 is populated with 'SECU', this field shall be populated with CFI code composed of 6 characters and compliant with ISO Standard. At If field 2.75 is populated with 'COMM', "AGRI", "NRGY", "ENVR", "FRGT", "FRTL", "INDP", "METL", "MCEX", "PAPR", "POLY", "INFL", "OEST", "OTHC" or "OTHR". 4 alphabetical If field 2.80 is populated with 'AGRI', this field shall contain only one of the following values: 'GROS', 'SOFT','POTA', 'OOLI', 'DIRY', 'FRST', 'SEAF', 'LSTK', 'GRIN' or 'OTHR'. 4 If field 2.81 is populated with 'GROS', this field shall contain only one of the following values: 'FWHT', 'SOYB','CORN', 'RPSD', 'RICE' or If field 2.75 is populated with 'SECU' or 'COMM', this field shall be populated and shall contain up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a In the case of other securities or, a quantity shall be specified in this field 84 Collateral unit of measure KILO' - Kilogram, 'PIEC' - Piece, 'TONS' - Ton, 'METR' - Metre, 'INCH' - Inch, 'YARD' - Yard, 'GBGA' - GBGallon, 'GRAM' - Gram, 'CMET' - Centimetre, 'SMET' - SquareMetre, 'FOOT' - Foot, 'MILE' - Mile, 'SQIN' - SquareInch, 'SQFO' - SquareFoot, 'SQMI' - SquareMile, 'GBOU' - GBOunce, 'USOU' - USOunce, 'GBPI' - GBPint, 'USPI' - USPint, 'GBQA' - GBQuart, 'USQA' - USQuart, 'USGA' - USGallon, 'MMET' - Millimetre, 'KMET' - Kilometre, 'SQYA' - SquareYard, 'ACRE' - Acre, 'ARES' - Are, 'SMIL' - SquareMillimetre, 'SCMT' - SquareCentimetre, 'HECT' - Hectare, 'SQKI' - SquareKilometre, 'MILI' - MilliLitre, 'CELI' - Centilitre, 'LITR' - Litre, 'PUND' - Pound, 'ALOW' - Allowances, 'ACCY' - AmountOfCurrency, 'BARL' - Barrels, 'BCUF' - Unit of measure in which the BillionCubicFeet, 'BDFT' - BoardFeet, 'BUSL' - Bushels, 'CEER' - CertifiedEmissionsReduction, 'CLRT' - collateral quantity is expressed. This ClimateReserveTonnes, 'CBME' - CubicMeters, 'DAYS' - Days, 'DMET' - DryMetricTons, 'ENVC' - field is applicable to. EnvironmentalCredit, 'ENVO' - EnvironmentalOffset, 'HUWG' - Hundredweight, 'KWDC' - KilowattDayCapacity, 'KWHO' - KilowattHours, 'KWHC' - KilowattHoursCapacity, 'KMOC' - KilowattMinuteCapacity, 'KWMC' - KilowattMonthCapacity, 'KWYC' - KilowattYearCapacity, 'MWDC' - MegawattDayCapacity, 'MWHO' - MegawattHours, 'MWHC' - MegawattHoursCapacity, 'MWMC' - MegawattMinuteCapacity, 'MMOC' - MegawattMonthCapacity, 'MWYC' - MegawattYearCapacity, 'TONE' - MetricTons, 'MIBA' - MillionBarrels, 'MBTU' - OneMillionBTU, 'OZTR' - TroyOunces, 'UCWT' - USHundredweight, 'IPNT' - IndexPoint, 'PWRD' - PrincipalWithRelationToDebtInstrument, 'DGEU' - DieselGallonEquivalent, 'GGEU' - GasolineGallonEquivalent, 'TOCD' - TonsOfCarbonDioxide, C C C C C C C C C - O O O O - C C C C C C O O O - If field 2.75 is populated with 'COMM', 'KILO', 'PIEC', 'TONS', 'METR', 'INCH', 'YARD', 'GBGA', 'GRAM', 'CMET', 'SMET', 'FOOT', 'MILE', 'SQIN', 'SQFO', 'SQMI', 'GBOU', 'USOU', 'GBPI', 'USPI', 'GBQA', 'USQA', 'USGA', 'MMET', 'KMET', 'SQYA', 'ACRE', 'ARES', 'SMIL', 'SCMT', 'HECT', 'SQKI', 'MILI', 'CELI', 'LITR', 'PUND', 'ALOW', 'ACCY', 'BARL', 'BCUF', 'BDFT', 'BUSL', 'CEER', 'CLRT', 'CBME', 'DAYS', 'DMET', 'ENVC', 'ENVO', 'HUWG', 'KWDC', 'KWHO', 'KWHC', 'KMOC', 'KWMC', 'KWYC', 'MWDC', 'MWHO', 'MWHC', 'MWMC', 'MMOC', 'MWYC', 'TONE', 'MIBA', 'MBTU', 'OZTR', 'UCWT', 'IPNT', 'PWRD', 'DGEU', 'GGEU' or 'TOCD'. 4 alphabetic characters

9 NEWT (New) (Modific Termin (Modific / Early Termin update) In the case where collateral nominal Currency of collateral amount is provided, the currency of 85 ISO 4217 Currency Code, 3 alphabetic characters O O O O O O O O O O O O O O O - O O O O O O O O O - nominal amount the nominal amount shall be populated in this field. Currency of the price of the collateral 86 Price currency ISO 4217 Currency Code, 3 alphabetic characters C C C C C C C C C C C O O O O - C C C C C C O O O - component Price of unit of collateral component, decimals in case the price is expressed in units. Up to 11 including accrued interest for 87 Price per unit numeric characters including up to 10 decimals in case the price is expressed as percentage or yield The C C C C C C C C C C C O O O O - C C C C C C O O O - interest-bearing securities, used to decimal mark is value the security or commodity. Fair value of the individual collateral Collateral market decimals. The decimal mark is not counted as a numeric 88 component expressed in price C C C C C C C C C C C O O O O - C C C C C C O O O - value character. If currency. For repos and buy-sell backs: collateral haircut, a risk control measure applied to underlying collateral at ISIN level whereby the value of that underlying collateral is calculated as the market value of the assets reduced by a certain percentage. If field 2.75 is populated with 'CASH' or 'COMM', this field shall be left blank ISO 4217 Currency Code (official list only), 3 alphabetical If field 2.75 is populated with 'SECU' or 'COMM', this field shall be populated and shall contain ISO 4217 Currency Code (official list only), 3 alphabetical If field 2.75 is populated with 'SECU' or 'COMM', this field shall be populated and shall contain up to 18 numeric characters including up to 5 decimals or up to 11 numeric characters including up to 10 decimals The decimal mark is not counted as a numeric character. If populated, it shall be represented with a If field 2.75 is populated with 'SECU' or 'COMM', this field shall be populated and shall contain up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a If field 2.75 is populated with 'SECU', contain up to 11 numeric characters including up to 10 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a 89 Haircut or margin For securities lending: collateral haircut, a risk control measure applied to underlying collateral Up to 11 numeric characters including up to 10 decimals expressed as percentage where 100% is represented applied either at ISIN or portfoliolevel whereby the value of that as 100. The decimal mark is underlying collateral is calculated as the market value of the assets reduced by a certain percentage C C C C C C C C C C O O O O - C C C C C C C C O O O - For margin lending: margin requirement applied to the entire collateral portfolio held in a client s prime brokerage account. Only actual values, as opposed to estimated or default values are to be reported for this attribute. Code that classifies the risk of the 90 Collateral quality 'INVG' - Investment grade 'NIVG' - Non-investment grade 'NOTR' - Non-rated 'NOAP' - Not applicable O O O O O O O O O O O O O O O - O O O O O O O O O - security used as collateral Maturity of the security used as Maturity of the collateral, 91 ISO 8601 date in the format YYYY-MM-DD C C C C C C C C C C C O O O O - C C C C C C O O O - security Jurisdiction of the issuer of the security used as collateral. In case of securities issued by a foreign subsidiary, the jurisdiction of the Jurisdiction of the 92 ultimate parent company shall be ISO alpha-2 country code 2 alphabetic characters C C C C C C C C C C C O O O O - C C C C C C O O O - issuer reported or, if not known, jurisdiction of the subsidiary. LEI of the issuer of the security used as collateral. 93 LEI of the issuer ISO Legal Entity Identifier (LEI) 20 alphanumeric character code. C C C C C C C C C C C O O O O - C C C C C C O O O - GOVS' - Government securities 'SUNS' - Supra-nationals and agencies securities 'FIDE' - Debt securities (including covered bonds) issued by banks and other financial institutions Code that classifies the type of the 94 Collateral type 'NFID' - Corporate debt securities (including covered bonds) issued by non-financial institutions C C C C C C C C C C C O O O O - C C C C C C O O O - security used as collateral 'SEPR' - Securitized products (including CDO, CMBS, ABCP) 'MEQU' - Main index equities (including convertible bonds) 'OEQU' - Other equities (including convertible bonds) 'OTHR'- Other assets (including shares in mutual funds) If field 2.75 is populated with 'CASH' or 'COMM', this field shall be left blank When populated this field shall contain only one of the following values: 'INVG', 'NIVG', 'NOTR' or 'NOAP'. 4 alphabetic characters If field 2.75 is populated with 'SECU', this field shall be populated in a common input format: YYYY-MM-DD. If field 2.75 is populated with 'SECU', contain a valid ISO 3166 country code, 2 alphabetical Otherwise it shall be left blank. The country code provided in this field shall pertain to the country of the registered office of the issuer as specified in the LEI reference data. If field 2.75 is populated with 'SECU', contain a valid LEI included in the GLEIF database maintained by the If field 2.75 is populated with 'SECU', 'GOVS', 'SUNS', 'FIDE', 'NFID', 'SEPR', 'MEQU', OEQU' or 'OTHR'. 4 alphabetic characters Otherwise it shall be left blank. Indication whether the collateral Availability for true 95 taker can reuse the securities C C C C C C C C C C C O O O O - C C C C C C O O O - collateral reuse false provided as a collateral Field 96 shall be populated in the case where collateral basket was used. The explicit collateral allocation for SFTs transacted against a collateral pool should be reported in fields 75- If the collateral basket can be identified with an ISIN, the ISIN of the collateral basket. Collateral basket 96 ISO 6166 ISIN 12 character alphanumeric code, or 'NTAV' C C C C C C C C C C C C C C C identifier If the collateral basket cannot be identified with an ISIN, this field should be populated with 'NTAV'. If the transaction is cleared and is included in a portfolio of transactions for which margins are exchanged, this portfolio should be identified by a unique code determined by the reporting counterparty. 52 alphanumeric character code including four special characters:.- _. Special characters are not allowed at the 97 Portfolio code C C C C C C O O O - - C C C O O O - beginning and at the end of the code. No space allowed. If the portfolio of transactions includes also derivative contracts reportable under EMIR, the portfolio code should be the same as reported under EMIR. Whether the report contains: - a SFT reported for the first time, in which case it will be identified as new ; - a modification of a previously reported SFT in which case it will be identified as Modification. This includes an update to a previous report that is showing a position in order to reflect new trades included in that position; If field 2.75 is populated with 'SECU', this field shall be populated one of the values: 'true' or 'false' If field 2.72 is populated with 'true' this field shall be left blank. Otherwise, at least one of the fields 2.75 Type of collateral component or 2.96 Collateral basket identifier should be populated. If the field 2.5 Cleared is populated with 'true' this field shall be populated and shall contain 52 alphanumerical Four special characters are allowed ":", ".", "-", " _". Special characters are not allowed at the beginning or the end. No space allowed. This field shall contain only one of the following values: 'NEWT', '', ', 'COLU', 'EROR', 'CORR', 'ETRM' or ' POSC'. 4 alphabetical The first report received for given UTI and pair of counterparties shall only contain value "NEWT" or "POSC" in this field. If the first report for a given UTI and pair of counterparties is with action types "", "", "COLU", "EROR", "CORR" or "ETRM" it shall be rejected.

10 NEWT (New) (Modific Termin (Modific / Early Termin update) - a valuation of the security or commodity subject to a securities or lending transaction in which case it will be identified as Valuation Update' -a modification of the details of collateral data, including its valuation, in which case it will be identified as "Collateral update", NEWT' - New '' - Modification '' - Valuation - a cancellation of a wrongly 'COLU' - Collateral update 98 Action type submitted entire report in case the M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M M 'EROR' - Error SFT never came into existence or 'CORR' - Correction was not subject to SFTR reporting 'ETRM' - Termination / Early Termination requirements but was reported to a 'POSC' - Position component trade repository by mistake, in which case, it will be identified as error ; Only one report with the action type "NEWT" for a given combination of Counterparty ID- ID of the other counterparty-trade ID shall be accepted. After a report with action type "EROR" is submitted, the only allowed action type to be submitted by the other counterparty, if reporting to the same TR, is "EROR". No additional reports shall be allowed for that UTI. - a previously submitted report contains erroneous data fields, in which case the report correcting the erroneous data fields of the previous report shall be identified as correction ; - a termination of an open term SFT or an early termination of a fixed term SFT, in which case it will be identified as termination /early termination ; - a SFT that is to be reported as a new trade and also included in a separate position report on the same day, in which case it will be identified as a position component. Indication whether the report is done at trade or position level. only one of the following values: 'TCTN' or ' PSTN'. 4 alphabetical 99 Level Position level report can be used only as a supplement to trade level reporting to report post-trade events TCTN' - Transaction 'PSTN' - Position M M M M M M M M - - M M M M M M M - M M M M M M M M M - and only if the individual trades in fungible products have been replaced by the position.

11 Technical standards No Field Details to be reported Format 1 Reporting timestamp 2 Event date 3 Report submitting entity 4 Reporting Counterparty 5 Entity responsible for the report 6 Other counterparty Date and time of submission of the report to the trade repository. Date on which the reportable event pertaining to the SFT and captured by the report took place. In the case of Action Types "Valuation update", "Collateral update", Reuse update, Margin update, the date for which the information contained in the report is provided. Unique code identifying the entity which submits the report. In the case where submission of the report has been delegated to a third party or to the other counterparty, a unique code identifying that entity. Unique code identifying the reporting counterparty ISO 8601 date in the format and Coordinated Universal Time (UTC) time format, i.e. YYYY-MM- DDThh:mm:ssZ NEWT (New) EROR (Error) CORR (Correction) MARU (Margin update) M M M M ISO 8601 date in the format YYYY-MMDD M - M M ISO Legal Entity Identifier (LEI) 20 alphanumeric character code. ISO Legal Entity Identifier (LEI) 20 alphanumeric character code. In the case where a financial counterparty is responsible for reporting on behalf of the other counterparty in accordance with Article 4(3) of Regulation (EU) No 2365/2015, the unique code identifying that counterparty. In the case where a management company is responsible for reporting on behalf of an Undertaking for Collective Investment in Transferable Securities (UCITS) in ISO Legal Entity Identifier (LEI) 20 accordance with Article 4(3) of Regulation (EU) No alphanumeric character code. 2365/2015, the unique code identifying that management company. In the case where an Alternative Investment Fund Manager (AIFM) is responsible for reporting on behalf of an Alternative Investment Fund (AIF) in accordance with Article 4(3) of Regulation (EU) No 2365/2015, the unique code identifying that AIFM. Unique code identifying the entity with which the reporting counterparty concluded the SFT ISO Legal Entity Identifier (LEI) 20 alphanumeric character code. M M M M M M M M M - O O M M M M This fiield shall be populated in a common input format: YYYY-MM-DDThh:MM:SSZ This field shall be populated in a common input format: YYYY-MM-DD. The date populated in this field shall be prior or equal to the date part of the reporting timestamp This field shall contain a valid LEI included in the GLEIF database maintained by the Central Operating Unit. The status of the LEI shall be "Issued", "Pending transfer" or "Pending archival". This field shall contain a valid LEI included in the GLEIF database maintained by the Central Operating Unit. The status of the LEI shall be "Issued", "Pending transfer" or "Pending archival". a valid LEI included in the GLEIF database maintained by the Central Operating Unit. The status of the LEI shall be "Issued", "Pending transfer" or "Pending archival". This field shall contain - a valid LEI included in the GLEIF database maintained by the Central Operating Unit. The status of the LEI shall be "Issued", 'Lapsed', "Pending transfer" or "Pending archival". or -up to 50 alphanumerical characters The portfolio of transactions for which margins are exchanged should be identified by a unique code 52 alphanumeric character code including four 7 Portfolio code determined by the reporting counterparty. If the special characters:.- _. Special characters are not allowed at the beginning and at the end of the code. M M M M No space allowed. portfolio of transactions includes also derivative contracts reportable under EMIR, the portfolio code should be the same as reported under EMIR. This field shall contain 52 alphanumerical Four special characters are allowed ":", ".", "-", " _". Special characters are not allowed at the beginning or the end. No space allowed.

12 Technical standards No Field Details to be reported Format NEWT (New) EROR (Error) CORR (Correction) MARU (Margin update) 8 Initial margin posted Value of the initial margin posted by the reporting counterparty to the other counterparty. Where decimals. The decimal mark is not counted as a initial margin is posted on a portfolio basis, this field numeric character. If populated, it shall be should include the overall value of initial margin represented with a posted for the portfolio. O - O O up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a Negative values are not allowed Currency of the initial margin posted Variation margin posted Currency of the variation margins posted Initial margin received Currency of the initial margin received Variation margin received Currency of the variation margins received Excess collateral posted Currency of the excess collateral posted Specify the currency of the initial margin posted. ISO 4217 Currency Code, 3 alphabetic characters C - C C Value of the variation margin posted, including cash settled, by the reporting counterparty to the other decimals. The decimal mark is not counted as a counterparty. Where variation margin is posted on a numeric character. If populated, it shall be portfolio basis, this field should include the overall represented with a value of variation margin posted for the portfolio. Specify the currency of variation margin posted. ISO 4217 Currency Code, 3 alphabetic characters C - C C Value of the initial margin received by the reporting counterparty from the other counterparty. Where initial margin is received on a portfolio basis, this field should include the overall value of initial margin received for the portfolio. Specify the currency of the initial margin received. ISO 4217 Currency Code, 3 alphabetic characters C - C C Specify the currency of the variation margin received. decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a Value of the variation margin received, including cash settled, by the reporting counterparty from the other counterparty. Where variation margin is decimals. The decimal mark is not counted as a received on a portfolio basis, this field should numeric character. If populated, it shall be include the overall value of variation margin represented with a received for the portfolio. Value of collateral posted in excess of the required collateral. ISO 4217 Currency Code, 3 alphabetic characters C - C C decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a O - O O Specify the currency of the excess collateral posted. ISO 4217 Currency Code, 3 alphabetic characters C - C C O - O O O - O O O - O O If field 3.8 is populated, this field shall be populated and shall contain ISO 4217 Currency Code (official list only), 3 alphabetical up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a Negative values are not allowed. If field 3.10 is populated, this field shall be populated and shall contain ISO 4217 Currency Code (official list only), 3 alphabetical up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a Negative values are not allowed. If field 3.12 is populated, this field shall be populated and shall contain ISO 4217 Currency Code (official list only), 3 alphabetical up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a Negative values are not allowed. If field 3.14 is populated, this field shall be populated and shall contain ISO 4217 Currency Code (official list only), 3 alphabetical up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall If be field represented 3.16 is populated, with a this field shall be populated and shall contain ISO 4217 Currency Code (official list only), 3 alphabetical

13 Technical standards No Field Details to be reported Format NEWT (New) EROR (Error) CORR (Correction) MARU (Margin update) Excess collateral received Currency of the excess collateral received Value of collateral received in excess of the required collateral Specify the currency of the excess collateral received. Whether the report contains: - a new margin balance, in which case it will be identified as new ; - a modification of the details of the margins in which case it will be identified as 'Margin update' - a decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a ISO 4217 Currency Code, 3 alphabetic characters C - C C NEWT' - New 20 Action type cancellation of a wrongly submitted entire report, 'MARU' - Margin update 'EROR' - Error M 'CORR' - Correction in which case, it will be identified as error ; - a previously submitted report contains erroneous data fields, in which case the report correcting the erroneous data fields of the previous report shall be identified as correction ; O - O O M M M up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall If field 3.18 is populated, this field shall be populated and shall contain ISO 4217 Currency Code (official list only), 3 alphabetical This field shall contain only one of the following values: 'NEWT', 'MARU', 'EROR' or 'CORR'. 4 alphabetical The first report received for given pair of counterparties shall only contain value "NEWT" in this field. If the first report for a given pair of counterparties is with action types "MARU", "EROR"or "CORR" it shall be rejected. Only one report with the action type "NEWT" for a given combination of Counterparty ID- ID of the other counterparty shall be accepted.

14 Technical standards No Field Details to be reported Format NEWT (New) EROR (Error) CORR (Correction) REUU (Reuse update) 1 Reporting timestamp 2 Event date 3 Report submitting entity 4 Reporting counterparty 5 6 Entity responsible for the report Fields 7-9 should be repeatable for each security 7 8 Type of collateral component Collateral component Value of reused collateral Date and time of submission of the report ISO 8601 date in the format and UTC time to the trade repository. format, i.e. YYYY-MM-DDThh:mm:ssZ M M M M Date on which the reportable event pertaining to the SFT and captured by the report took place. In the case of Action Types "Valuation update", "Collateral ISO 8601 date in the format YYYY-MMDD M - M M update", Reuse update, Margin update, the date for which the information contained in the report is Unique code identifying the entity which submits the report. In the case where submission of the report has been ISO Legal Entity Identifier (LEI) 20 delegated to a third party or to the other alphanumeric character code. M M M M counterparty, a unique code identifying that entity. Unique code identifying the reporting counterparty ISO Legal Entity Identifier (LEI) 20 alphanumeric character code. In the case where a financial counterparty is responsible for reporting on behalf of the other counterparty in accordance with Article 4(3) of Regulation (EU) No 2365/2015, the unique code identifying that counterparty. In the case where a management company is responsible for reporting on behalf of an Undertaking for Collective Investment in Transferable Securities (UCITS) in accordance with ISO Legal Entity Identifier (LEI) 20 Article 4(3) of Regulation (EU) No alphanumeric character code. 2365/2015, the unique code identifying that management company. In the case where an Alternative Investment Fund Manager (AIFM) is responsible for reporting on behalf of an Alternative Investment Fund (AIF) in accordance with Article 4(3) of Regulation (EU) No 2365/2015, the unique code identifying the AIFM. Indication of the type of collateral SECU' - Securities component 'CASH' - Cash Identifier of the security used as collateral. ISO 6166 ISIN 12 character alphanumeric code Total value of the collateral reused when it can be defined at SFT transaction level. In the case when the actual value of reused decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a M M M M M - O O M - M M C - C C C - C C This fiield shall be populated in a common input format: YYYY-MM-DDThh:MM:SSZ This field shall be populated in a common input format: YYYY-MM-DD. The date populated in this field shall be prior or equal to the date part of the reporting timestamp This field shall contain a valid LEI included in the GLEIF database maintained by the Central Operating Unit. The status of the LEI shall be "Issued", "Pending transfer" or "Pending archival". This field shall contain a valid LEI included in the GLEIF database maintained by the Central Operating Unit. The status of the LEI shall be "Issued", "Pending transfer" or "Pending archival". a valid LEI included in the GLEIF database maintained by the Central Operating Unit. The status of the LEI shall be "Issued", "Pending transfer" or "Pending archival". When populated, shall contain only one of the following values: 'SECU or "CASH", " 4 alphabetical If field 2.6 is populated with 'SECU' this field shall be populated and shall contain 12 alphanumerical characters and a check digit If field 2.6 is populated with 'SECU', one of the fields 2.8 and 2.9 shall be populated. When populated, it shall contain up to 18 numeric characters including up to 5 decimals. The decimal mark is If field 2.6 is populated with 'SECU', one of the

15 Technical standards No Field Details to be reported Format NEWT (New) EROR (Error) CORR (Correction) REUU (Reuse update) 9 Estimated reuse of collateral In the case when the actual value of reused collateral is unknown or cannot be calculated, an estimate value of reuse at individual financial instrument level calculated in accordance with the reuse measure established by FSB. decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a C - C C fields 2.8 and 2.9 shall be populated When populated, it shall contain up to 18 numeric characters including up to 5 decimals. The decimal mark is 10 Reinvestment Rate 11 The average interest rate received on cash collateral reinvestment by the lender for reinvestment of cash collateral Up to 11 numeric characters including up to 10 decimals expressed as percentage where 100% is represented as 100. Fields should be repeated for each investment which cash collateral has been re-invested in and each currency. Re-invested cash Determines the type of re-investment 'MMFT' - registered money market fund 'OCMP' - any other commingled pool 'REPM' - the repo market 'SDPU' - direct purchase of securities 'OTHR' - other C - C C C - C C If field 2.6 is populated with 'CASH' this field shall be populated and shall contain up to 11 numeric characters including up to 10 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with If field 2.6 is populated with 'CASH' this field shall be populated and shall contain only one of the following values: '~MMFT', 'OCMP', 'SDPU' or "CASH", " 4 alphabetical 12 Re-invested cash amount Amount of the re-invested cash in a given currency decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with a C - C C If field 2.6 is populated with 'CASH' this field shall be populated and shall contain up to 18 numeric characters including up to 5 decimals. The decimal mark is 13 Re-invested cash currency Currency of the re-invested cash Funding sources used to finance margin loans. ISO 4217 Currency Code, 3 alphabetic characters In the case of margin lending transactions, the counterparty should report fields Information in these fields should be provided at entity level. 14 Funding sources REPO' - repos or BSB 'SECL' - cash collateral from securities lending 'FREE' - free credits 'CSHS' - proceeds from customer short sales 'BSHS' - proceeds from broker short sales 'UBOR' - unsecured borrowing 'OTHR' - other C - C C O - O O If field 2.6 is populated with 'CASH' this field shall be populated and shall contain ISO 4217 Currency Code (official list only), 3 alphabetical When populated, shall contain only one of the following values: 'REPO', 'SECL', 'FREE', 'CSHS', BSHS', 'OBOR' or 'OTHR', " 4 alphabetical 15 Market value of the funding sources Market value of funding sources referenced above, in base currency Whether the report contains: - a new reuse balance, in which case it will be identified decimals. The decimal mark is not counted as a numeric character. If not possible, pro rata amount. O - O O up to 18 numeric characters including up to 5 decimals. The decimal mark is not counted as a numeric character. If populated, it shall be represented with This field shall contain only one of the following values: 'NEWT', 'REUU', 'EROR' or 'CORR'. 4 alphabetical

16 Technical standards No Field Details to be reported Format NEWT (New) EROR (Error) CORR (Correction) REUU (Reuse update) 16 Action type as New ; - a modification of the details of the reuse in which case it will be identified as 'reuse update' - a cancellation of a NEWT' - New wrongly submitted entire report, in which 'REUU' - reuse update case, it will be identified as error ; - a 'EROR' - Error previously submitted report contains 'CORR' - Correction erroneous data fields, in which case the report correcting the erroneous data fields of the previous report shall be identified as Correction ; M M M M The first report received for given reporting counterparty shall only contain value "NEWT" in this field. If the first report for a given reporting counterparty is with action types "REUU", "EROR" or "CORR" it shall be rejected. Only one report with the action type "NEWT" for a given reporting counterparty shall be accepted.