ANNEX IV

Numerical field for both positive and negative values:

1. decimal separator is ‘.’ (full stop);

2. the number may be prefixed with ‘-’ (minus) to indicate negative numbers.

Where applicable, values shall be rounded and not truncated.

Dates shall be presented in the following format:

YYYY-MM-DD

‘EONA’ — EONIA

‘EONS’ — EONIA SWAP

‘EURI’ — EURIBOR

‘EUUS’ — EURODOLLAR

‘EUCH’ — EuroSwiss

‘GCFR’ — GCF REPO

‘ISDA’ — ISDAFIX

‘LIBI’ — LIBID

‘LIBO’ — LIBOR

‘MAAA’ — Muni AAA

‘PFAN’ — Pfandbriefe

‘TIBO’ — TIBOR

‘STBO’ — STIBOR

‘BBSW’ — BBSW

‘JIBA’ — JIBAR

‘BUBO’ — BUBOR

‘CDOR’ — CDOR

‘CIBO’ — CIBOR

‘MOSP’ — MOSPRIM

‘NIBO’ — NIBOR

‘PRBO’ — PRIBOR

‘TLBO’ — TELBOR

‘WIBO’ — WIBOR

‘TREA’ — Treasury

‘SWAP’ — SWAP

‘FUSW’ — Future SWAP

Identification of non-equity financial instruments:

Securitised derivatives as defined in Table 4.1 in Section 4 of Annex III

Structured Finance Products (SFPs) as defined in Article 2(1)(28) of Regulation (EU) No 600/2014

Bonds (for all bonds except ETCs and ETNs) as defined in Article 4(1)(44)(b) of Directive 2014/65/EU

ETCs as defined in Article 4(1)(44)(b) of Directive 2014/65/EU and further specified in Table 2.4 of Section 2 of Annex III

ETNs as defined in Article 4(1)(44)(b) of Directive 2014/65/EU and further specified in Table 2.4 of Section 2 of Annex III

Emission allowances as defined in Table 12.1 of Section 12 of Annex III

Derivative as defined in Annex I, Section C (4) to (10) of Directive 2014/65/EU

Non-equity financial instruments:

‘SDRV’ — Securitised derivatives

‘SFPS’ — Structured Finance Products (SFPs)

‘BOND’ — Bonds

‘ETCS’ — ETCs

‘ETNS’ — ETNs

‘EMAL’ — Emission Allowances

‘DERV’ — Derivative

‘INTR’ — Interest rate

‘EQUI’ — Equity

‘COMM’ — Commodity

‘CRDT’ — Credit

‘CURR’ — Currency

‘EMAL’ — Emission Allowances

‘OCTN’ — Other C10

‘OPTN’ — Options

‘FUTR’ — Futures (including — Forward Freight Agreements (FFAs))

‘FRAS’ — Forward Rate Agreement (FRA)

‘FORW’ — Forwards

‘SWAP’ — Swaps

‘PSWP’ — Portfolio Swaps

‘SWPT’ — Swaptions

‘OPTS’ — Option on a swap

‘FONS’ — Futures on a swap

‘FWOS’ — Forwards on a swap

‘SPDB’ — Spread betting ‘CFDS’ — CFD

‘OTHR’ — Other

‘EUSB’ — Sovereign Bond

‘OEPB’ — Other Public Bond

‘CVTB’ — Convertible Bond

‘CVDB’ — Covered Bond

‘CRPB’ — Corporate Bond

‘OTHR’ — Other

‘CERE’ — CER

‘ERUE’ — ERU

‘EUAE’ — EUA

‘EUAA’ — EUAA

‘OTHR’ — Other

For dry freight:

‘CAPE’ — Capesize

‘PNMX’ — Panamax

‘SPMX’ — Supramax

‘HAND’ — Handysize

For wet freight:

‘CLAN’ — Clean

‘DRTY’ — Dirty

{ALPHANUM-4} otherwise

For wet freight:

‘TD7’ — TD7

‘TD8’ — TD8

‘TD17’ — TD17

‘TD19’ — TD19

‘TD20’ — TD20

‘BLPG1’ — BLPG1

‘TD3C’ — TD3C

‘TC2’ — TC2

‘TC2_37’ — TC2_37

‘TD3’ — TD3

‘TC5’ — TC5

‘TC6’ — TC6

‘TC7’ — TC7

‘TC9’ — TC9

‘TC12’ — TC12

‘TC14’ — TC14

‘TC15’ — TC15

For dry freight:

‘4TC’ — 4TC

‘5TC’ — 5TC

‘6TC’ — 6TC

‘10TC’ — 10TC

‘C3’ — C3

‘C5’ — C5

‘C7’ — C7

‘P1A’ — P1A

‘P2A’ — P2A

‘P3A’ — P3A

‘P1E’ — P1E

‘P2E’ — P2E

‘P3E’— P3E

{ALPHANUM-6} otherwise

{EIC} for electricity or natural gas

‘OTHR’ — Other

To be populated for contract type different from swaps, swaptions, futures on a swap and forwards on a swap with one of the following alternatives

***********************************************************

To be populated for the contract types of swaps, swaptions, options on a swap, futures on a swap and forwards on a swap with regard to the underlying swap with one of the following alternatives

‘BOND’ — Bond

‘BNDF’ — Bond Futures ‘INTR’ — Interest rate

‘IFUT’ — Interest rate Futures

*****************************

‘FFMC’ — FLOAT TO FLOAT MULTI-CURRENCY SWAPS

‘XFMC’ — FIXED TO FLOAT MULTI-CURRENCY SWAPS

‘XXMC’ — FIXED TO FIXED MULTI-CURRENCY SWAPS

‘OSMC’ — OIS MULTI-CURRENCY SWAPS

‘IFMC’ — INFLATION MULTI- CURRENCY SWAPS

‘FFSC’ — FLOAT TO FLOAT SINGLE-CURRENCY SWAPS

‘XFSC’ — FIXED TO FLOAT SINGLE-CURRENCY SWAPS

‘XXSC’ — FIXED TO FIXED SINGLE-CURRENCY SWAPS

‘OSSC’ — OIS SINGLE-CUR- RENCY SWAPS

‘IFSC’ — INFLATION SINGLE- CURRENCY SWAPS

In case of swaptions on one of the following underlying swap types: inflation single currency swap, futures/forwards on inflation single currency swap, inflation multi-currency swap, futures/forwards on inflation multi-currency swap; whenever the inflation index has an ISIN, the field has to be populated with the ISIN code for that index.

**********************************************************

In case of Bond Options/ Options on a bond option/ Options on a bond future, the field has to be populated with the ISIN code of the ultimate underlying bond.

{ISIN}

*****************

{ISIN}

{INDEX}

or

{ALPHANUM-25}- if the reference rate is not included in the {INDEX} list

This field states the term of the interest rate underlying the contract. The term shall be expressed in days, weeks, months or years.

Starting with the largest term unit (years) and working downwards, if the term of the interest rate is an integer number, such standard term shall be populated in this field.

{INTEGER-3}+‘DAYS’ — days

{INTEGER-3}+‘WEEK’ — weeks

{INTEGER-3}+‘MNTH’ — months

{INTEGER-3}+‘YEAR’ — years

‘DLVB’ — Deliverable

‘NDLV’ — Non-deliverable

‘STIX’ — Stock Index

‘SHRS’ — Share/Stock

‘DIVI’ — Dividend Index

‘DVSE’ — Stock dividend

‘BSKT’ — Basket of shares resulting from a corporate action

‘ETFS’ — ETFs

‘VOLI’ — Volatility Index

‘OTHR’ — Other (including depositary receipts, certificates and other equity like financial instrument)

*******************************************

To be populated when the MiFIR identifier is a derivative, the asset class of the underlying is equity, the sub-asset class is either swaps or portfolio swaps and the segmentation criterion 2 as defined in Table 6.1 of Section 6 of Annex III is a single name.

*************

‘SHRS’ — Share/Stock

‘DVSE’ — Stock dividend

‘ETFS’ — ETFs

‘OTHR’ — Other (including depositary receipts, certificates and other equity like financial instrument)

*******************************************

To be populated when the MiFIR identifier is a derivative, the asset class of the underlying is equity, the sub-asset class is either swaps or portfolio swaps and the segmentation criterion 2 as defined in Table 6.1 of Section 6 of Annex III is an index.

*************

‘STIX’ — Stock Index

‘DIVI’ — Dividend Index

‘VOLI’ — Volatility Index

‘OTHR’ — Other

*******************************************

To be populated when the MiFIR identifier is a derivative, the asset class of the underlying is equity, the sub-asset class is either swaps or portfolio swaps and the segmentation criterion 2 as defined in Table 6.1 of Section 6 of Annex III is a basket.

*************

‘BSKT’ — Basket

‘PRBP’ — Price return basic performance parameter

‘PRDV’ — Parameter return dividend

‘PRVA’ — Parameter return variance

‘PRVO’ — Parameter return volatility

‘CURR’ — Currency

‘EQUI’ — Equity

‘BOND’ — Bonds

‘FTEQ’ — Futures/Forward on an equity

‘OPEQ’ — Options on an equity

‘COMM’ — Commodity

‘EMAL’ — Emission Allowances

‘OTHR’ — Other

The series number of the composition of the index if applicable.

To be populated for a CDS Index or a derivative on a CDS Index with the series of the CDS Index.

A new version of a series is issued if one of the constituents defaults and the index has to be re-weighted to account for the new number of total constituents within the index.

To be populated for a CDS Index or a derivative on a CDS Index with the version of the CDS Index.

All months when the roll is expected as established by the index provider for a given year. Field shall be repeated for each month in the roll.

To be populated for a CDS Index or a derivative on a CDS Index.

‘01’, ‘02’, ‘03’, ‘04’, ‘05’, ‘06’,

‘07’, ‘08’, ‘09’, ‘10’, ‘11’, ‘12’

‘TRUE’ — the reference entity is an issuer of sovereign and public type

‘FALSE’ — the reference entity is not an issuer of sovereign and public type

{COUNTRYCODE_2}

or

ISO 3166-2 — 2 character country code followed by dash ‘-’ and up to 3 alphanumeric character country subdivision code

or

{LEI}

‘CERE’ — CER

‘ERUE’ —ERU

‘EUAE’ — EUA

‘EUAA’ —EUAA

‘OTHR’ — Other