M Mandatory Rates Credit FX Equity Commodity 3-FixedFloat ...

1 MMandatoryDDerivedXExcludedCConditional ( A - All; R - Rates ; E - Equity ; C - Credit ; F - FX; T - Commodities)SectionAttributeAttribute CategoryJustificationNoteRequiredExample of valueDerive ruleRequiredExample of valueDerive ruleRequiredExample of valueDerive ruleRequiredExample of valueDerive ruleRequiredExample of valueDerive ruleAsset ClassMCFI/2nd letterIndustry taxonomy (ISDA and FIX)YInterest RateYCreditYForeignExchangeYEquityYCommo dityUse CaseMPrimarily based on FpML but, in the first instance, ensures coordination with MiFID sub-asset classYFixed Float Single CurrencyYSingle Name CDSYF orward EUR-USD 6 MYSingle Name SwapYMetalInstrument TypeMCFI/1st letterRequire to determine the first letter of CFI code.

2 Require for ALL instruments; Forward | Option | SwapYSwapYSwapYSwapYSwapYSwapInstrument identification codeDRTS23/Field1 YEZ00001 Auto-generatedYEZ00002 Auto-generatedYEZ00003 Auto-generatedYEZ00004 Auto-generatedYEZ00004 Auto-generatedInstrument full nameDRTS23/Field2 YIRS USD-LIBOR-BBA 6M="IRS " + <Underlying index name> + " " + <Term of the underlying index>YCDS US4592001014 Senior="CDS " + <Underlying instrument code> + " " + <Seniority>YForward EUR-USD 20180228="Forward " + <Notional Currency 1> + "-" + <Notional Currency 2> + " " + <Expiry date>YES-1NM US4592001014 Price="ES-1NM " + <Underlying instrument code> + " " + < Equity Derivatives Parameter>

3 YCS Gold XC0009655157="CS " + <Further Sub-Product> + " " + <Underlying instrument code> CFI CodeDRTS23/Field3 YSRCCSC="SRCCS" + CFI-Delivery-Type-Letter(<Delivery type>)YSCUCCC="SCUC" + CFI-Issuer-Type-Letter(<Underlying Issuer type>) + CFI-Delivery-Type-Letter(<Delivery type>)YJFTXFP="JFTXF" + CFI-Delivery-Type-Letter(<Delivery type>)YSESPXP="JFTXF" + CFI-Delivery-Type-Letter(<Delivery type>)YSTKTXC="STKTX" + CFI-Delivery-Type-Letter(<Delivery type>)Commodities or emission allowance derivative indicatorDRTS23/Field4 YFalse=constant: FalseYFalse=constant: FalseYFalse=constant: FalseYFalse=constant: FalseYTRUE=constant: TrueIssuerIssuer or operator of the trading venue identifierDRTS23/Field5 Always "NA"YNA=constant: NAYNA=constant: NAYNA=constant: NAYNA=constant: NAYNA=constant: NAVenueTrading venueXRTS23/Field6 Not applicable for OTCFISNF inancial instrument short nameDRTS23/Field7By default.

4 NA/Instrument Full NameUnless there is a limitation of length or '/' characterYNA/IRS USD-LIBOR-BBA 6M="NA/IRS " + TRIM(<Underlying index name>, 24) + " " + <Term of the underlying index>)YNA/CDS 48510000JZ17 NWGUA510 6M="NA/" + <Instrument full name>YNA/FWD EUR-USD 20181028="NA/" + <Instrument full name>YNA/ES US4592001014 Price="NA/" + <Instrument full name>YNA/CS Gold ="NA/" + <Instrument full name>Request for admission to trading by issuerXRTS23/Field8 Date of approval of the admission to tradingXRTS23/Field9 Date of request for admission to tradingXRTS23/Field10 Date of admission to trading or date of first tradeXRTS23/Field11 Termination dateXRTS23/Field12 CurrencyNotional currency 1 MRTS23/Field13 Always availableYUSDYUSDYUSDYUSDYUSDT otal issued nominal amountXRTS23/Field14 Maturity dateXRTS23/Field15

5 Currency of nominal valueXRTS23/Field16 Nominal value per unit/minimum traded valueXRTS23/Field17 Fixed rateXRTS23/Field18 Identifier of the index/benchmark of a floating rate bondXRTS23/Field19 Name of the index/benchmark of a floating rate bondXRTS23/Field20 Term of the index/benchmark of a floating rate bondXRTS23/Field21 Base Point Spread of the index/benchmark of a floating rate bondXRTS23/Field22 Seniority of the bondXRTS23/Field23 Expiry dateARTS23/Field24*Pending ESMAY20181028Y20181028*Pending ESMA*Pending ESMAP rice MultiplierARTS23/Field25Y1 Underlying Asset typeACFI /3rd letter for Swaps, Options and ForwardsYFixed - FloatingYSingle NameYSpotYSingle stockYMetalsUnderlying instrument code [may be repeating]ARTS23/Field26 YUS4592001014 YUS4592001014 YXC0009655157 Underlying issuer [may be repeating]ARTS23/Field27 Underlying index nameARTS23/Field28 YUSD-LIBOR-BBAYUSD-LIBOR-BBATerm of the underlying indexARTS23/Field29Y6MY6 MOption typeARTS23/Field30 Strike priceARTS23/Field31 Strike price currencyARTS23/Field32 Option exercise styleARTS23/Field33 Valuation Method or TriggerACFI/5th letter for OptionsReturn or payout TriggerACFI/6th letter for ForwardsYForward price of underlying instrumentDelivery typeARTS23/Field34.

6 CFI/6th letterYCashYCashYPhysicalYPhysicalYCashB ase productTRTS23/Field35 YMetalsSub productTRTS23/Field36 YPreciousFurther sub productTRTS23/Field37 YGoldTransaction typeTRTS23/Field38 YOutrightFinal price typeTRTS23/Field39 YExchangeReference rateRRTS23/Field40 YUSD-LIBOR-BBAIR Term of contractRRTS23/Field41Y5 YNotional currency 2 RRTS23/Field42 Fixed rate of leg 1 RRTS23/Field43*Pending ESMAF ixed rate of leg 2 RRTS23/Field44 Floating rate of leg 2 RRTS23/Field45IR Term of contract of leg 2 RRTS23/Field46 Notional ScheduleRCFI 4th letter for SwapsYConstantNotional currency 2 FRTS23/Field47 YEURFX TypeFRTS23/Field48 YMajorsCan this be derived?

7 Looking for the definitionSeniorityCFISNYS eniorUnderlying Credit index series (RTS2 Annex IV Field 35)CFISNNU nderlying Credit index version (RTS2 Annex IV Field 36)CFISNNU nderlying Issuer TypeCCFI/5th letter for Swaps/CreditYCorporateEquityEquity Derivatives Parameter (RTS2 Annex IV field 28)or CFI: Return Payout TriggerECFI/4th letter Swaps/EquityPrice | Dividend | Variance | Volatility YPriceCommodity and emission allowances derivativesNot all fields applicable in all templatesCreditInterest rate derivativesForeign exchange derivativesNot all fields applicable in all templatesNot all fields applicable in all templatesNot all fields applicable in all templatesNot applicable for OTCNot all fields applicable in all templatesBonds or other forms of securitised debt related fieldsCreditSN NA Corp CDSR ates3-FixedFloat - Plain VanillaTaxonomy.

8 Template selectionDerivedVenueNot applicable for OTCD erivatives and Securitised Derivatives related fieldsFXForwardEquitySingle Name SwapCommoditySingle Name SwapMaster ConfidentialPage 1