Codification Tables PREDEFINED VALUES

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1 Codification Tables PREDEFINED VALUES 2 October 2017

2 The information contained in this document is subject to modification without notice. Unless otherwise indicated, the companies, names and data used in the examples are fictitious. No part of this document may be reproduced or transmitted in any form or by any means, be it electronic or otherwise, for any reason without written permission BME. All rights reserved

3 Contents 1. Codification Tables... 1 Table 1: Currency Codes... 1 Table 2: Asset Types... 1 Table 3: Required margin types... 1 Table 4: Cash Movement Concepts... 2 Table 5: Payment Methods... 3 Table 6: Methods of Posting Margins... 3 Table 7: Destination of Margins... 3 Table 8: Give Up Status... 4 Table 14: Participant entity types... 4 Table 15: Central Securities Depositories Codes... 4 Table 16: CFICode... 4 Table 18: Central Counterparty and Clearing Contract Group Codes... 7 Table 19: MEFF Trade Types... 8 Table 20: Contract Subgroups... 8 Table 21: Underlying Assets Table 23: Fee Groups Table 24: Fee Types Table 25: Person Types i

4 1. Codification Tables Table 1: Currency Codes The currency codes used are those defined by ISO The current values can be consulted at the following site: For instance: Code EUR Concept Euro Table 2: Asset Types Code ACE BON CSH CUP EBN EST LET NDP OBL Concept Spanish shares Government Bonds (up to 5 years) Cash Segregated Coupon on Government Bonds Bonds Euro zone Stocks Euro zone Treasury Notes Segregated Principal on Government Bonds Government Bonds (long term) Table 3: Required margin types Value DFC DFST DRP LIM LRI MC OTH PM RM STR Default Fund Contribution Individual Guarantee for fulfillment of Stress Test criteria related to the Default Fund Shareholders Equity Deficit Margin due to Risk Limits (the highest amount amongst the Margin Call Limit, the end-of-session Intra-day risk limit, the Shareholders Equity Deficit and the Register Margin, Individual Position Margin and Volunteer Individual Position Margin) Intra-day risk limit Extraordinary margins due to Margin Call Other extraordinary margins Position margin to be pledge by the clearing member (not covered by pledges owned by account holders or non-clearing members). Register margin Margin Call Limit 2 October 2017 BME

5 Value MIF POS POSV Individual Fund required in the Fixed Income Securities Segment Individual Position Margin Volunteer Individual Position Margin Table 4: Cash Movement Concepts Code Finantial Derivatives Power Repo Equities IRS 01 Margins X X X X X 02 Other Margins X X X X X 03 Variation Margin X X X 04 Daily Fees X 05 Premiums X 06 Invoicing X 07 Non-Periodic interests X X X X X 08 Open Position Fee X X X X X 09 Monthly Minimun Fee Adjustment X 10 Daily trading fees X X 11 Daily clearing fees X X X 12 Coupons X 13 Considerations X 14 PAI X 20 Segment Member fee (EQ) X 21 Segment Clearing Fee (EQ) X 22 Account maintenance Fee X 23 New Loan fee X 24 Settlement Costs (EQ) X 25 GUI Fee (EQ) X 26 Loan Remuneration X 27 Penalties (EQ) X 28 Brokerage Fee X 29 Member fee IRS X 30 Clearing fee IRS X 31 Segment Member fee (FI) X 32 Segment Clearing Fee (FI) X 33 Settlement Costs (FI) X 34 GUI Fee (FI) X 2 October 2017 BME

6 Code Finantial Derivatives Power Repo Equities IRS 35 Penalties (FI) X 36 Account maintenance Fee (FI) X 96 Other concepts X X X X X 97 Other concepts X X X X X 98 Other concepts X X X X X 99 Other concepts X X X X X Table 5: Payment Methods Code Concept 01 Multilateral in Bank of Spain 02 Funds transfer order 99 Other payment method Table 6: Methods of Posting Margins Code C I P R T A Concept Cash Pledge in a CSD Pledge in IBERCLEAR Repo Transfer of securities Bank guarantee Table 7: Destination of Margins Code GD GE GG GI Concept Initial margin Extraordinary margin General Margin General Guarantee 2 October 2017 BME

7 Table 8: Give Up Status Code Concept Visible for Clearing Member A Accepted by Clearing Member Yes C Cancelled by Executing Broker No H Non valid request Yes L Rejected by Clearing Member Yes N Accepted by Clearing Broker Yes P Pending No R Rejected by Clearing Broker No S Cancelled by central system Yes X Rejected request Yes Table 14: Participant entity types Code C L N Concept Custodian Clearing Trading Table 15: Central Securities Depositories Codes Code Concept 0 N/A 1 IBERCLEAR 2 CLEARSTREAM 3 EUROCLEAR 4 DECEVAL 5 DCV 6 CUD Table 16: CFICode Index Standard financial future on an index. Cash settlement Non-standardized financial future on an index. Cash settlement CFICode FFICSX FFICNX 2 October 2017 BME

8 Strategies Time spread of a future on an index. Cash settlement Standardized European call option on an index. Cash settlement Non-standardized European call option on an index. Cash settlement Standardized European put option on an index. Cash settlement Non-standardized European put option on an index. Cash settlement Referential instrument on an index (IBEX series) Referential instrument (Impacto Dividendo) MMXXXX KEXXXX FMICSX KEXXXX OCEICS OCEFCS OCEICN OCEFCN OPEICS OPEFCS OPEICN OPEFCN MRIXXX TIECPX MRIXXX TIECPX Stocks Standardized financial future on stocks. Physical delivery Non-standardized financial future on stocks. Physical delivery Standardized financial future on stocks. Cash settlement Non-standardized financial future on stocks. Cash settlement Standardized financial future on others (dividend). Cash settlement Non-standardized financial future on others (dividend). Cash settlement Strategies Time spread of a future on stocks with physical deliveryº Time spread of a future on stocks with cash settlement Time spread of a future on others (dividend). Cash settlement Facility on futures on stocks Standardized American call option on stocks. Physical delivery Non-standardized American call option on stocks. Physical delivery Standardized American put option on stocks. Physical delivery Non-standardized American put option on stocks. Physical delivery Standardized European call option on stocks. Physical delivery Non-standardized European call option on stocks. Physical delivery Standardized European put option on stocks. Physical delivery Non-standardized European put option on stocks. Physical delivery CFICode FFSPSX FFSPNX FFSCSX FFSCNX FFMCSX FFVCSX FFMCNX FFVCSX MMXXXX KEXXXX FMSPSX KEXXXX FMSCSX KEXXXX FMMCSX KEXXXX FMSXXX KEXXXX OCASPS OCASPN OPASPS OPASPN OCESPS OCESPN OPESPS OPESPN 2 October 2017 BME

9 Standardized European call option on stocks. Cash settlement Non-standardized European call option on stocks. Cash settlement Standardized European put option on stocks. Cash settlement Non-standardized European put option on stocks. Cash settlement Referential instrument for stocks derivatives (external contract) Stocks (cash) Referential instrument CFICode OCESCS OCESCN OPESCS OPESCN MRSXXX ESXXXA ESXXXX MRIXXX TDSXXX Fixed Income Standardized financial future on fixed income. Physical delivery Standardized financial future on fixed income. Cash settlement Time-spread of futures on fixed income. Physical delivery Strategies Standardized European call option on fixed income. Physical delivery Standardized European put option on fixed income. Physical delivery Non-standardized European call option on fixed income. Physical delivery Non-standardized European put option on fixed income. Physical delivery Standardized European call option on fixed income. Cash settlement Standardized European put option on fixed income. Cash settlement Non-standardized European call option on fixed income. Cash settlement Non-standardized European put option on fixed income. Cash settlement CFICode FFDPSX FFDCSX FMDPSX KMXXXX MMXXXX KMXXXX OCEDPS OPEDPS OCEDPN OPEDPN OCEDCS OPEDCS OCEDCN OPEDCN Currencies Standardized financial future on currencies. Cash settlement Standardized European call option on currencies. Cash settlement Standardized European put option on currencies. Cash settlement CFICode FFCCSX OCECCS OPECCS Commodities Standardized future on agricultural commodities. Physical delivery Time-spread of futures on agricultural commodities. Physical delivery Strategies CFICode FCAPSX FMAPSX KTXXXX MMXXXX 2 October 2017 BME

10 Commodities CFICode KTXXXX MRTXXX TTAXXX Energy Standardized Yearly future on energy. Cash settlement. Standardized Quarterly future on energy. Cash settlement Standardized Monthly future on energy. Cash settlement Standardized full week future on energy (Mon-Sun). Cash settlement Standardized weekly working days future on energy (Mon-Fri). Cash settlement. Standardized week-end future on energy (Sat-Sun). Cash settlement. Standardized Yearly swap on energy. Cash settlement Standardized Quarterly swap on energy. Cash settlement. Standardized Monthly swap on energy. Cash settlement Full week Energy Swap Contract (Mon-Sun). Cash settlement. Weekly working days Energy Swap Contract (Mon-Fri). Cash settlement Week-End Energy Swap Contract (Sat-Sun). Cash settlement Daily Energy Swap Contract. Cash settlement CFICode FCECSX FCECSX FCECSX FCECSX FCECSX FCECSX MMTXXX MMTXXX MMTXXX MMTXXX MMTXXX MMTXXX MMTXXX Table 18: Central Counterparty and Clearing Contract Group Codes Code C2 C7 CM C8 C0 C9 BME Clearing Financial Derivatives BME Clearing Energy BME Clearing - CCP BME Clearing Repo BME Clearing Equities CCP BME Clearing IRS 2 October 2017 BME

11 Table 19: MEFF Trade Types MEFF Financial and Energy Trade Type 0 1 Average price trade (complement) C 1 D E G H J L N 1 M P S T V W X Y Z 3 RFQ Corporate Action Transfer from daily account Options exercise Give-up Trade Cross trade during trading hours Trades at the Average price Delta Average price countertrade Market Position adjustment Trade associated with rollover Trade transfer Expiration Trade amendment Countertrade Cancel countertrade Position transfer Table 20: Contract Subgroups FINANCIAL CONTRACT SUBGROUP AA AE AH AI AL AQ AR AZ BA BN BY AXA AEGON AHOLD ALLIED IRISH BANK ALCATEL AIR LIQUID ASSICURAZIONI GENERALI ALLIANZ BASF BNP PARIBAS BAYER 1 It will be communicated by circular the date when it is effective from 2 October 2017 BME

12 FINANCIAL CONTRACT SUBGROUP CA CR DA DB DC DT D1 D2 D3 D4 D5 D6 D7 D8 D9 DE EI EL EO E1 E2 E3 E4 E5 E6 E7 E8 E9 EE FO FT GS IN IS LA LV LY MU NO CARREFOUR SUPER. CREDIT AGRICOLE DANONE DEUTSCH BANK DAIMLER CHRYSLER DEUTSCHE TELEKOM TEF DIVIDENDOS SAN DIVIDENDOS BBVA DIVIDENDOS REP DIVIDENDOS IBE DIVIDENDOS ITX DIVIDENDOS CAIXABANK DIVIDENDOS GAS NATURAL DIVIDENDOS ABERTIS DIVIDENDOS POPULAR DIVIDENDOS ENI ENEL E.ON TELEFONICA DIV25 SANTANDER DIV25 BBVA DIV25 REPSOL DIV25 IBERDROLA DIV25 INDITEX DIV25 CAIXABANK DIV25 GAS NATURAL DIV25 ABERTIS DIV25 POPULAR DIV25 FORTIS FRANCE TELECOM SOCIETE GENERALE ING INTESA SANPAOLO LAFARGE LVMH SUEZ MUENCHENER RUECK NOKIA 2 October 2017 BME

13 FINANCIAL CONTRACT SUBGROUP OR L OREAL PH PHILIPS RN RENAULT RW RWE SA SANOFI-AVENTIS SI SIEMENS SO SAiNT GOBAIN SP SAP TI TELECOM ITALIA TO TOTAL UI UNICREDITO UV UNILEVER VI VIVENDI S1 IBEX35 BANCOS S2 IBEX35 ENERGIA 02 BONO MINI IBEX 21 IBEX 22 IBEX PLUS RETURN 23 BBVA 24 ABERTIS 25 ENDESA 27 IBERDROLA 28 SCH 30 REPSOL 31 TELEFONICA 33 ACERINOX 34 BANCO POPULAR 35 BANKINTER 37 GAS NATURAL 38 INDRA 41 AMADEUS 43 INDITEX 45 ACS 46 B.SABADELL 48 ACCIONA 49 METROVACESA 50 SACYR 51 FCC 2 October 2017 BME

14 FINANCIAL CONTRACT SUBGROUP 52 ENAGAS 53 RED ELECTRICA 54 SIEMENS GAMESA 56 MEDIASET 57 MAPFRE 58 ANTENA 3TV 59 FADESA 61 BANESTO 65 NH HOTELES 67 BME 68 GRIFOLS 69 ABENGOA 72 ARCELORMITTAL 73 TÉCNICAS REUNIDAS 74 OBRASCÓN HUARTE 75 FERROVIAL 76 EBRO FOODS 78 IAG 80 CAIXABANK 81 BANKIA 82 DIA 83 ABENGOA BASKET 84 ABENGOA B 85 VISCOFAN 86 JAZZTEL 87 AENA 99 IBEX IMPACTO DIV ENERGY CONTRACT SUBGROUP 01 FUTURE BASE MIBEL 02 SWAP BASE MIBEL 03 FUTURE MINI BASE MIBEL 04 SWAP MINI BASE MIBEL 05 SWAP BASE WIND 11 FUTURE PEAK MIBEL 12 SWAP PEAK MIBEL 13 FUTURE MINI PEAK MIBEL 14 SWAP MINI PEAK MIBEL 2 October 2017 BME

15 Table 21: Underlying Assets FINANCIAL CONTRACT SUBGROUP ABENGOA ABENGOA B ABENGOA BASKET ABERTIS ABERTIS DIV ABERTIS DIV25 ACCIONA ACERINOX ACS AEGON AENA AHOLD AIR LIQUID ALCATEL ALLIANZ ALLIED IRISH BANK AMADEUS ANTENA 3TV ARCELORMITTAL ASSICURAZIONI GENERALI AXA B.SABADELL BANCO POPULAR POPULAR DIV POPULAR DIV25 BANESTO BANKIA BANKINTER BASF BAYER BBVA BBVA DIV25 BBVA DIVIDEND BME BNP PARIBAS BONO 10 CAIXABANK CAIXABANK DIV ABG ABG.P ABZ ABE ABED ABEDD ANA ACX ACS AEG AENA AHL AIR ALU ALV ALB AMS A3M MTS ASI AXA SAB POP POPD POPDD BTO BKIA BKT BAS BAY BBVA BBVDD BBVD BME BNP B10 CABK CABD 2 October 2017 BME

16 FINANCIAL CONTRACT SUBGROUP CAIXABANK DIV25 CARREFOUR SUPER. CREDIT AGRICOLE DAIMLER CHRYSLER DANONE DEUTSCH BANK DEUTSCHE TELEKOM DIA E.ON EBRO FOODS ENAGAS ENDESA ENEL ENI FADESA FCC FERROVIAL FORTIS FRANCE TELECOM SIEMENS GAMESA GAS NATURAL GAS NATURAL DIV GAS NATURAL DIV25 GRIFOLS IAG IBE DIV25 IBE DIVIDEND IBERDROLA IBEX IBEX BANKS IBEX CONSTRUCTION IBEX IMPACTO DIV IBEX MINI IBEX PLUS RETURN IBEX UTILITIES INDITEX INDRA ING INTESA SANPAOLO CABDD CAR CAG DCX DAN DBK DTE DIA EON EBRO ENG ELE ENE ENI FAD FCC FER FOR FTE SGRE GAS GASD GASDD GRF IAG IBEDD IBED IBE FIE IBB IBC IBH FIEM FIT IBU ITX IDR ING SPI 2 October 2017 BME

17 FINANCIAL CONTRACT SUBGROUP ITX DIV25 ITX DIVIDEND JAZZTEL L OREAL LAFARGE LVMH MAPFRE MEDASET METROVACESA MUENCHENER RUECK NH HOTELES NOKIA OBRASCÓN HUARTE PHILIPS RED ELECTRICA RENAULT REP DIV25 REP DIVIDEND REPSOL RWE SACYR VALLE SAiNT GOBAIN SAN DIV25 SAN DIVIDEND SANOFI-AVENTIS SAP SCH SIEMENS SOCIETE GENERALE SUEZ TÉCNICAS REUNIDAS TEF DIV25 TEF DIVIDEND TELECOM ITALIA TELEFONICA TOTAL UNICREDITO UNILEVER VISCOFAN ITXDD ITXD JAZ ORE LAF LVM MAP TL5 MVC MUV NHH NOK OHL PHG REE REN REPDD REPD REP RWE SCYR SGO SANDD SAND SAS SAP SAN SIE SOG LYO TRE TEFDD TEFD TLI TEF TOT CRD UNC VIS 2 October 2017 BME

18 FINANCIAL CONTRACT SUBGROUP VIVENDI VIV ENERGY CONTRACT SUBGROUP FUTURE BASE MIBEL SWAP BASE MIBEL FUTURE MINI BASE MIBEL SWAP MINI BASE MIBEL FUTURE PEAK MIBEL SWAP PEAK MIBEL FUTURE MINI PEAK MIBEL SWAP MINI PEAK MIBEL SWAP BASE WIND MIBFTB MIBSWB MIBFTBM MIBSWBM MIBFTP MIBSWP MIBFTPM MIBSWPM EOLSWB Table 23: Fee Groups Code 00 Fee group not associated to trades 01 IBEX Futures General fee 02 IBEX Futures Members own account 03 IBEX Mini Futures General fee 04 IBEX Mini Futures Members own account 05 IBEX Options General fee 06 IBEX Options Members own account 07 Spanish Single Stock Futures General Fee 08 Spanish Single Stock Futures Members own account 09 Spanish Single Stock Futures Market Makers 10 Equity Options General Fee 11 Equity Options Members own account 12 Equity Options Market Makers 13 European Single Stock Futures General Fee 14 European Single Stock Futures Members own account 15 European Single Stock Futures Market Makers 16 IBEX Futures impact DIV General fee 17 IBEX Futures Impact DIV Members own account 18 Dividend Stock Futures General Fee 19 Dividend Stock Futures Members Own Account 20 Dividend Stock Futures Market Makers 21 IBEX Futures impact DIV Market Makers 2 October 2017 BME

19 Code 22 Sectorial Index Futures General Fee 23 Sectorial Index Futures Members Own Account 24 Sectorial Index Futures Market Makers 50 Bond Futures and Options General fee 51 Bond Futures and Options Members own account 52 Bond Futures and Options Market Makers G1 Dividend Stock Futures Fee A - General P1 Dividend Stock Futures Fee A - Members Own Account G2 Dividend Stock Futures Fee B - General P2 Dividend Stock Futures Fee B - Members Own Account G3 Dividend Stock Futures Fee C - General P3 Dividend Stock Futures Fee C - Members Own Account G4 Dividend Stock Futures Fee D - General P4 Dividend Stock Futures Fee D - Members Own Account G5 Dividend Stock Futures Fee E - General P5 Dividend Stock Futures Fee E - Members Own Account G6 Dividend Stock Futures Fee F - General P6 Dividend Stock Futures Fee F - Members Own Account H1 Dividend Stock PLUS Futures Fee A - General Q1 Dividend Stock PLUS Futures Fee A - Members Own Account H2 Dividend Stock PLUS Futures Fee B - General Q2 Dividend Stock PLUS Futures Fee B - Members Own Account H3 Dividend Stock PLUS Futures Fee C - General Q3 Dividend Stock PLUS Futures Fee C - Members Own Account H4 Dividend Stock PLUS Futures Fee D - General Q4 Dividend Stock PLUS Futures Fee D - Members Own Account H5 Dividend Stock PLUS Futures Fee E - General Q6 Dividend Stock PLUS Futures Fee F - Members Own Account H6 Dividend Stock PLUS Futures Fee F - General Q5 Dividend Stock PLUS Futures Fee E - Members Own Account E1 Energy contracts General fee A E2 Energy contracts General fee B E3 Energy contracts General fee C E4 Energy contracts General fee D 99 Exempt fee trades Table 24: Fee Types Code 2 October 2017 BME

20 1 Trading, Register and Clearing 2 Expiration 3 Requested exercises 4 Assignments of exercises 5 Clearing department management 6 Position adjustment 7 Trading and Clearing (repos) Table 25: Person Types Code AV B CA CB CL CS EF FI FP OT PF PJ Investment Service Company (agency) Banks Savings Bank Community of goods Clients Insurance Company Other Financial Companies Investment Funds Pension Fund Others Natural Person Other legal entities SV Investment Service Company (agency and principal) 2 October 2017 BME

Codification Tables PREDEFINED VALUES

Codification Tables PREDEFINED VALUES 29 December 2017 The information contained in this document is subject to modification without notice. Unless otherwise indicated, the companies, names and data used