Overview. The file is in csv format. Header is of the format -> UHDR <Date in julian format> <date as YYYYMMDD>

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2 Overview Upon notification of a client s election to receive Material Terms reconciliation data directly from Bank of America Merrill Lynch (BofAML), an account will be established and serve as the delivery mechanism for all reconciliation data. 1 Thereafter, BofAML will provide material terms reconciliation data to the client, at times identified within their ISDA Protocol elections, or other documents governing their portfolio reconciliation relationship. Once available, clients can access their account to capture and consume this data. This document is intended to provide information related to the material terms file clients will receive from BofAML. The document describes the general attributes of the file to be received and file layout and content. General File Attributes For a counterparty legal entity pair, all the 13 product files will be zipped into one file for succinct delivery to our client. o The.zip file naming convention will be <CPID>_LE_RM_YYYYMMDD.csv. e.g. example is 1139_BKNA_RM_ zip The breakdown of the thirteen files is as follows: BAML Commodities: o Internally defined format file used for BofAML commodities trades. o Appendix A contains the data description for the BAML Commodities report DTCC Files: o There are twelve DTCC Cross-Asset Class Files o Appendix B provides a link to the BAML portal containing the DTCC cross-asset data specification. If a client has trades facing more than one BofAML legal entity, the client will receive separate files for each legal entity trading relationship. Empty files will still be delivered as empty BAML will send an alerting of file delivery File Layout Review Method files are composed of three separate sections (1) File Header, (2) s and Trade Records, and (3) Trailer Record. The file is in csv format. Header is of the format -> UHDR <Date in julian format> <date as YYYYMMDD> Trailer is of the format -> UTRL <data row count> Trailer Record Each file contains a Trailer Record. The trailer description is as follows: UTRL nnnnnn UTRL Four character string identifying the trailer record. nnnnnn Numeric string indicating the line count within the file (excluding Trailer Record). 1 Please refer to Bank of America Merrill Lynch s ML Clear FAQ for further information regarding the account setup process. 1 of 12

3 Appendix 2 of 12

4 Appendix A Review Method File Header Section and Trade Attribute Table The table below outlines, and provides a description of the format of the BAML commodities Header section. Column Number of allowed Characters Sample Description 1 TRADE_ID AB BAML identifier used to reference a Trade 2 PARTY_ID (Number) BAML Legal Entity identifier 3 CP_ID (Number) BAML identifier used for referencing client 4 DIRECTION 5 PRODUCT_CLASS Commodities Regulatory Asset Class of the trade 6 TRADE_DATE (Date) 1/16/2008 Day, Month, Year of trade date 7 END_DATE (Date) 12/31/2013 Day, Month, Year of trade end date 8 NOTIONAL (Number) 4,000 Quantity as stated in the trades confirmation unless an commodity index, which then is notional (price * vol) 9 TRADE_CURR USD Currency of notional, as stated in a trade's confirmation 10 CASH (Number) 11 NOTIONAL_2 (Number) 3 of 12

5 Number of allowed Characters Sample Description 12 TRADE_CURR_2 13 UNDERLYING Socal - GD The pricing index on the confirmation of a float for float trade 14 UNDERLYING ISIN 15 MTM_DATE (Date) 16 MTM_VALUE (Number) 17 MTM_CURR 18 PRICE (Number) 57 Fixed price or the offset for a float for float trade 19 RATE (Number) 20 HAIRCUT (Number) 21 CP_TRADE_ID 22 SWAPSWIRE_ID 23 TRADE_GROUP_ID 24 PAY_REC 4 of 12

6 Number of allowed Characters Sample Description 25 COUPON_RATE (Number) 26 COUPON_PER 27 FLOAT_RATE 28 FLOAT_RATE2 29 FLOAT_INDEX_PER 30 FLOAT2_INDEX_PE R 31 SPREAD (Number) 32 DAYCOUNT (Number) 365 Day count fraction represented as 365 where applicable in the file 33 FLOAT_PAY_PER (Number) Hourly Quantity frequency stated as daily, hourly, or monthly 34 START_DATE (Date) 1/1/2013 Trade start date 35 STRIKE_PRICE (Number) 10 Exercise price of a trade 36 OPTION_TYPE Call Option type: Call or Put 37 EXERCISE European Exercise type: European, Asian, European Daily, etc 5 of 12

7 Number of allowed Characters Sample Description 38 INDEPENDENT_AM OUNT (Number) 39 INDEPENDENT_AM OUNT_CURR 40 BOOK 41 TRADE_ID_2 (Number) 42 FREE_TEXT_1 43 FREE_TEXT_2 44 FREE_TEXT_3 45 FREE_TEXT_4 46 FREE_TEXT_5 47 DTCC_CP_ID (Number) 48 SETTLEMENT_TYPE F Settlement (represented as F or P - financial or physical type of trades) 49 DELIVERY_POINT 50 SETTLEMENT_EXP OSURE 6 of 12

8 Number of allowed Characters Sample Description 51 AGREEMENT_TYPE ISDA of agreement, e.g. ISDA, GMRA 52 AGREEMENT_NAM E 53 EXERCISE_DATE (Date) 2015 Exercise date for Swaptions 54 UPFRONT_FEE (Number) 4,000,000 Any fee paid in advance by BAML client 55 UPFRONT_FEE_CCY USD Currency of the Upfront fee 56 FINAL_SETTLEMEN T_DATE (Date) 57 CONFIRMATION_S TATUS 58 USI COEK O Unique Swap Identifier 59 USI_NAMESPACE 60 USI_TRANSACTION 61 TOTAL_QUANTITY 700,000 Total quantity of the trade 62 EXECUTION_TIME (Number) T19:30:59.757Z Execution date and time of the trade 7 of 12

9 Number of allowed Characters Sample Description 63 CLEARING_EXCEPTI ON_PARTY 64 UNDERLYING_2 ENGY-PJM- WESTERN HUB-RT The price index for fix for float trades 65 EXECUTION_VENU E Off Facility Venue for the execution of the trade (off facility) 66 UPI (Number) 600 Unique e-confirm product identifier 67 SECONDARY_ASSE T_CLASS 68 AVG_METHOD Last 1 Calendar, Last 1 69 AVG_METHOD_2 Business Days Business Days, Calendar, Exotic, Weekly 70 LOAD_TYPE Off peak Load (off peak, peak) 71 FLOAT_RESET_FRE QUENCY 72 REGULATED_BY CFTC Regulator 73 LEI P7PQG12H75LFH QHXV541 BAML Legal Entity Acronym 74 CP_LEI 7H6GLXDRUGQFU 57RNE970 BAML Client Legal Entity Acronym 75 PARTY_US_PERSO N TRUE An indication of whether the BAML entity is a U.S. person 8 of 12

10 76 CP_US_PERSON Number of allowed Characters Sample Description TRUE True or false indication of whether the nonreporting BAML client is a U.S. person 77 COLLATERALIZED Partially Collateralized Identifies if trade is fully or partially collaterilized 78 PARTY_CFTC_STAT US Swap Dealer An indication of whether the reporting BAML client is a swap dealer 79 CP_CFTC_STATUS Swap Dealer An indication of whether the non-reporting BAML client is a swap dealer 84 PRICE_UNIT Gal The unit of measure applicable for the price of the swap 85 GRADE HOURS_FROM_TH ROUGH HOURS_FROM_TH ROUGH_TZ (Number) (Number) EPT For electric power, the hours of the day for which the swap is effective For electric power, the time zone prevailing for the hours during which electricity is transmitted 88 DAYS_OF_WEEK M-F For electric power, the profile applicable for the delivery of power 89 BLOCK_TRADE N Yes of no indicator of block trade 90 TIME_STAMP (Date) 2/18/2013 1:09 Time stamp day, month, year 91 CONTRACT_TYPE Power Fixed for Float Swap OTC of contract 9 of 12

11 Number of allowed Characters Sample Description 92 BUYER Merrill Lynch Commodities, Inc. Buyer entity name 93 SELLER 94 ISBOAREPORTINGE NTITY Merrill Lynch Capital Services, Inc. N Seller entity name Yes or no indicator whether BAML is reporting entity 95 REPORTING_ENTIT Y Merrill Lynch Commodities, Inc. Full name of Legal Entity that reported the trade 96 PARTY_ACRONYM MLCI BAML Legal Entity Acronym 97 CP_ACRONYM MLCSI Acronym for the BAML client 10 of 12

12 Appendix B Individual File Names: Each file will follow the following naming convention: <CPID>_<LE>_RM_<PRODUCTNAME>_YYYY-MM-DD.csv Unique to each client are the following descriptors, in the file naming convention: COUNTERPARTY_CPR_ID Internal BofAML identifier used for client reference purposes. BOA_LEGAL_ENTITY Internal BofAML acronym representing the BofAML legal entity a client s trade faces. CLOSE OF BUSINESS DATE The date on which trade economics reflect. Product Name Identifies the specific product. DTCC Asset Class Files: # Report Name File Name 1 Enhanced Report -Rates Example: _BKNA_RM_RATES_ csv 2 Enhanced Report Credits Example: _BKNA_RM_CREDITS_ csv 3 Enhanced Report - Equities - CFDs Example: _BKNA_RM_CFD_ csv 4 Enhanced Report - Equities - Portfolio Swaps Example: _BKNA_RM_ Portfolio_Swaps _ csv 5 Enhanced Report - Equities - Structured Products Example: _BKNA_RM_ Struct_Products _ csv 6 Enhanced Report - Equities - Equity Swaps Example: _BKNA_RM_ Equity_Swaps _ csv 7 Enhanced Report - Equities Forwards Example: _BKNA_RM_ Forwards _ csv 8 Enhanced Report - Equities - Example: _BKNA_RM_ Variance_Swaps _ csv Variance Swaps 9 Enhanced Report - Equities Options 10 Enhanced Report - Equities - Dividend Swaps 11 Enhanced Report - Commodities 12 Enhanced Report FX Example: _BKNA_RM_ Options _ csv Example: _BKNA_RM_ Dividend_Swaps _ csv Example: _BKNA_RM_ Commodities _ csv Example: _BKNA_RM_ FX _ csv 11 of 12

13 BAML Commodities File: # Report Name File Name 13 BAML ICE COMMODITIES Report Example: _BKNA_RM_ ICECOMMODITIES_ csv Legal Entity Key: The relevant legal entity will be noted in the LEGAL_ENTITY part of the file extension: Acronym BKNA MLCS MLCI MLFM MLI MLIB Name BANK OF AMERICA, N.A. MERRILL LYNCH CAPITAL SERVICES, INC. MERRILL LYNCH COMMODITIES, INC. MERRILL LYNCH FINANCIAL MARKETS, INC. MERRILL LYNCH INTERNATIONAL MERRILL LYNCH INTERNATIONAL BANK LIMITED "Bank of America Merrill Lynch" is the marketing name for the global banking and global markets businesses of Bank of America Corporation. Lending, derivatives and other commercial banking activities are performed globally by banking affiliates of Bank of America Corporation, including Bank of America, N.A., member FDIC. Securities, strategic advisory, and other investment banking activities are performed globally by investment banking affiliates of Bank of America Corporation ("Investment Banking Affiliates"), including, in the United States, Merrill Lynch, Pierce, Fenner & Smith Incorporated and Merrill Lynch Professional Clearing Corp., both of which are registered as broker-dealers and members of FINRA and SIPC, and, in other jurisdictions, by locally registered entities. Merrill Lynch, Pierce, Fenner & Smith Incorporated and Merrill Lynch Professional Clearing Corp. are registered as futures commission merchants with the CFTC and are members of the NFA. Retirement Services discussed are provided through Bank of America Merrill Lynch, which is a marketing name. Banking activities may be performed by wholly owned banking affiliates of Bank of America Corporation ("BAC"), including Bank of America, N.A. Brokerage services may be performed by wholly owned brokerage affiliates of BAC, including Merrill Lynch, Pierce, Fenner & Smith Incorporated. Investment products offered by Investment Banking Affiliates: Are Not FDIC Insured * May Lose Value * Are Not Bank Guaranteed Bank of America Corporation. 12 of 12