SEF_Product_Matrix_ v1.4 -- Unreleased€¦ · XLS file · Web view · 2018-01-04USS Uruguay Peso...

National Futures Association – Last Updated 4/20/2012 © 2011-2012 National Futures Association All Rights ReservedSWAPS Product Matrix – Version 1.2

NFA SWAP PRODUCT MATRIX V1.4

SOURCE OF PRODUCT TAXONOMYProduct Master Table Credit Interest Rate Commodity FX EquityAssetClass ISDA ISDA ISDA ISDA ISDABaseProd ISDA ISDA ISDA ISDA ISDASubProd ISDA ISDA ISDA ISDA ISDA

Transtype ISDA NFA If Available ISDA ISO Codes ISDA

ContractType RED Code Not Applicable

CurrCode ISO Codes ISO Codes ISO Codes ISO Codes ISO CodesSetlMeth NFA Required NFA Required NFA Required NFA Required NFA RequiredTradable Instrument Table Credit Interest Rate Commodity FX Equity

Clearing Symbol Clearing Code, If Available

SOURCE DESCRIPTION & NOTES

ISDA

ISO Codes International Organization for Standardization Currency Codes (ISO 4217) RED Code Markit RED Codes

NFA Required NFA required fieldNFA If Available To the extent this information is available, NFA would like this informationClearing Code, If Available To the extent this information is available, NFA would like this information

© 2013 National Futures Association All rights reserved.

FpML, Internal Representation

Clearing Name or Internal Representation


Clearing Code, If Available




ISDA OTC Derivatives Taxonomies on October 22, 2012; View documents on http://www2.isda.org/otc-taxonomies-and-upi/ for further clarification and guidance on ISDA final taxonomies

FpML, Internal RepresentationNFA would prefer the use of NFA formatted concatenation of FpML enumerated types as demonstrated in the matrix. However, if these are unavailable, NFA will also accept the SEF's own internal representation of the product. The internal representation should include applicable idenfiable product information.


NFA would prefer the use of the Clearing Name. However, if this is not available, NFA will also accept the SEF's own internal representation of the product. The internal representation should include applicable idenfiable product information.

Asset Class (AssetClass) Base Product (BaseProd) Sub Product (SubProd)

Description

IR Interest Rate S Swap FFO Option FFXEX Exotic FFLCF Cap / Floor INF

CC Cross Currency OIS

FRA Forward Rate Agreement DBOFUT Futures SWO

Product Master Field Name

Per ISDA OTC Derivatives Taxonomies on October 22,

2012Per ISDA OTC Derivatives

Taxonomies on October 22, 2012Per ISDA OTC Derivatives

Taxonomies on October 22, 2012

Sub Product (SubProd) Transaction Type (TransType)

Day Count should use Day Count Fraction Scheme per 5.54 of FpML Coding Scheme

Fixed Float Concatenation includes the following: Leg1 Payment Frequency_Leg1 Reset Frequency_Leg1 Day Count_vs_Leg2 Payment Frequency_Leg2 Reset Frequency_Leg2 Day CountFixed Fixed Payment Frequency (Number and Unit) ------ (D = Day; W = Week; M = Month; Y = Year; O = S/N & O/N)Basis (Float/Float) Legs should be joined with "_vs_" and Legs should correspond with TransTypeInflation If value is not applicable (i.e. no reset frequency for fixed leg), then leave off (see example 1) - fixed leg should go first

Overnight Indexed Swap Each Code that applies should be concatenated with "_" Debt Option 6M_30/360_vs_3M_3M_ACT/360Swaption

6M_3M_30/360_vs_1Y_3M_ACT/360

Day Count Code1/130/36030E/36030E/360.ISDAACT/360ACT/365.FIXEDACT/365LACT/ACT.AFBACT/ACT.ICMAACT/ACT.ISDAACT/ACT.ISMABUS/252

Per ISDA OTC Derivatives Taxonomies on October 22, 2012

Transaction Type (TransType)

Day Count should use Day Count Fraction Scheme per 5.54 of FpML Coding Scheme

Concatenation includes the following: Leg1 Payment Frequency_Leg1 Reset Frequency_Leg1 Day Count_vs_Leg2 Payment Frequency_Leg2 Reset Frequency_Leg2 Day CountPayment Frequency (Number and Unit) ------ (D = Day; W = Week; M = Month; Y = Year; O = S/N & O/N)

Legs should be joined with "_vs_" and Legs should correspond with TransTypeIf value is not applicable (i.e. no reset frequency for fixed leg), then leave off (see example 1) - fixed leg should go first

Each Code that applies should be concatenated with "_" Leg 1 = Payment Frequency = 6 Months, Reset Frequency = Not Applicable, Day Count = 30/360Leg 2 = Payment Frequency = 3 Year, Reset Frequency = 3 Months, Day Count = ACT/360Leg 1 = Payment Frequency = 6 Months, Reset Frequency = 3 Months, Day Count = 30/360Leg 2 = Payment Frequency = 1 Year, Reset Frequency = 3 Months, Day Count = ACT/360

Day Count Code1/130/36030E/36030E/360.ISDAACT/360ACT/365.FIXEDACT/365LACT/ACT.AFBACT/ACT.ICMAACT/ACT.ISDAACT/ACT.ISMABUS/252

CASH Cash Settled

Settlement Method (SetlMeth)

Contract Type (ContractType)

Time or Inflation Lag (Number and Unit) should be joined to the front separanted with a underscore "_" float rate ------ (D = Day; W = Week; M = Month; Y = Year; O = S/N - O/N)

Float for Float should be joined with "_vs_"

Floating Rate Index SchemeAUD-AONIA-OIS-COMPOUNDAUD-AONIA-OIS-COMPOUND-SwapMarkerAUD-BBR-AUBBSWAUD-BBR-BBSWAUD-BBR-BBSW-BloombergAUD-BBR-BBSY (BID)AUD-BBR-ISDCAUD-LIBOR-BBAAUD-LIBOR-BBA-BloombergAUD-LIBOR-Reference BanksAUD-Quarterly Swap Rate-ICAPAUD-Quarterly Swap Rate-ICAP-Reference BanksAUD-Semi-annual Swap Rate-ICAPAUD-Semi-Annual Swap Rate-ICAP-Reference BanksAUD-Swap Rate-ReutersBRL-CDICAD-BA-CDORCAD-BA-CDOR-BloombergCAD-BA-ISDDCAD-BA-Reference BanksCAD-BA-ReutersCAD-BA-TelerateCAD-CORRA-OIS-COMPOUNDCAD-ISDA-Swap RateCAD-LIBOR-BBACAD-LIBOR-BBA-BloombergCAD-LIBOR-BBA-SwapMarkerCAD-LIBOR-Reference BanksCAD-REPO-CORRACAD-TBILL-ISDDCAD-TBILL-Reference Banks

Floating Rate Index Scheme and Inflation Index Description Scheme per section 5.49 and 5.54 of FpML Coding Scheme - Time of rate should be concatenated to float rate

3M_USD-LIBOR-BBA1Y_CAD-CPI

6M_EUR-EURIBOR-Reuters_vs_3M_USD-LIBOR-BBA

CAD-TBILL-ReutersCAD-TBILL-TelerateCHF USD-Basis Swaps-11:00-ICAPCHF-Annual Swap RateCHF-Annual Swap Rate-Reference BanksCHF-ISDAFIX-Swap RateCHF-LIBOR-BBACHF-LIBOR-BBA-BloombergCHF-LIBOR-ISDACHF-LIBOR-Reference BanksCHF-OIS-11:00-ICAPCHF-TOIS-OIS-COMPOUNDCL-CLICP-BloombergCNY-CNREPOFIX=CFXS-ReutersCNY-Semi-Annual Swap Rate-11:00-BGCANTORCNY-Semi-Annual Swap Rate-Reference BanksCZK-Annual Swap Rate-11:00-BGCANTORCZK-Annual Swap Rate-Reference BanksCZK-PRIBOR-PRBOCZK-PRIBOR-Reference BanksDKK-CIBOR2-DKNA13DKK-CIBOR-DKNA13DKK-CIBOR-DKNA13-BloombergDKK-CIBOR-Reference BanksDKK-CITA-DKNA14-COMPOUNDDKK-DKKOIS-OIS-COMPOUNDEUR USD-Basis Swaps-11:00-ICAPEUR-Annual Swap Rate-10:00EUR-Annual Swap Rate-10:00-BloombergEUR-Annual Swap Rate-10:00-ICAPEUR-Annual Swap Rate-10:00-SwapMarkerEUR-Annual Swap Rate-11:00EUR-Annual Swap Rate-11:00-BloombergEUR-Annual Swap Rate-11:00-ICAPEUR-Annual Swap Rate-11:00-SwapMarkerEUR-Annual Swap Rate-3 MonthEUR-Annual Swap Rate-3 Month-SwapMarkerEUR-Annual Swap Rate-Reference BanksEUR-EONIA-AVERAGEEUR-EONIA-OIS-10:00-BGCANTOREUR-EONIA-OIS-10:00-ICAPEUR-EONIA-OIS-11:00-ICAPEUR-EONIA-OIS-COMPOUNDEUR-EONIA-OIS-COMPOUND-BloombergEUR-EONIA-Swap-Index

EUR-EURIBOR-Act/365EUR-EURIBOR-Act/365-BloombergEUR-EURIBOR-Reference BanksEUR-EURIBOR-ReutersEUR-EURIBOR-TelerateEUR-EURONIA-OIS-COMPOUNDEUR-ISDA-EURIBOR Swap Rate-11:00EUR-ISDA-EURIBOR Swap Rate-12:00EUR-ISDA-LIBOR Swap Rate-10:00EUR-ISDA-LIBOR Swap Rate-11:00EUR-LIBOR-BBAEUR-LIBOR-BBA-BloombergEUR-LIBOR-Reference BanksEUR-TAM-CDCEUR-TEC10-CNOEUR-TEC10-CNO-SwapMarkerEUR-TEC10-Reference BanksEUR-TEC5-CNOEUR-TEC5-CNO-SwapMarkerEUR-TEC5-Reference BanksEUR-TMM-CDC-COMPOUNDGBP USD-Basis Swaps-11:00-ICAPGBP-ISDA-Swap RateGBP-LIBOR-BBAGBP-LIBOR-BBA-BloombergGBP-LIBOR-ISDAGBP-LIBOR-Reference BanksGBP-Semi-Annual Swap RateGBP-Semi-Annual Swap Rate-11:00-ICAPGBP-Semi-Annual Swap Rate-Reference BanksGBP-SONIA-OIS-11:00-ICAPGBP-WMBA-SONIA-COMPOUNDGRD-ATHIBOR-ATHIBORGRD-ATHIBOR-Reference BanksGRD-ATHIBOR-TelerateGRD-ATHIMID-Reference BanksGRD-ATHIMID-ReutersHKD-HIBOR-HIBOR=HKD-HIBOR-HIBOR-BloombergHKD-HIBOR-HKABHKD-HIBOR-HKAB-BloombergHKD-HIBOR-ISDCHKD-HIBOR-Reference BanksHKD-HONIX-OIS-COMPOUNDHKD-ISDA-Swap Rate-11:00

HKD-ISDA-Swap Rate-4:00HKD-Quarterly-Annual Swap Rate-11:00-BGCANTORHKD-Quarterly-Annual Swap Rate-4:00-BGCANTORHKD-Quarterly-Annual Swap Rate-Reference BanksHUF-BUBOR-Reference BanksHUF-BUBOR-ReutersIDR-IDMA-BloombergIDR-IDRFIXIDR-SBI-ReutersIDR-Semi-Annual Swap Rate-11:00-BGCANTORIDR-Semi-Annual Swap Rate-Reference BanksIDR-SOR-Reference BanksIDR-SOR-ReutersIDR-SOR-TelerateILS-TELBOR01-ReutersILS-TELBOR-Reference BanksINR-BMKINR-CMTINR-INBMK-REUTERSINR-MIBOR-OIS-COMPOUNDINR-MIFORINR-MIOISINR-MITOR-OIS-COMPOUNDINR-Reference BanksINR-Semi-Annual Swap Rate-11:30-BGCANTORINR-Semi-Annual Swap Rate-Reference BanksISK-REIBOR-Reference BanksISK-REIBOR-ReutersJPY USD-Basis Swaps-11:00-ICAPJPY-BBSF-Bloomberg-10:00JPY-BBSF-Bloomberg-15:00JPY-ISDA-Swap Rate-10:00JPY-ISDA-Swap Rate-15:00JPY-LIBOR-BBAJPY-LIBOR-BBA-BloombergJPY-LIBOR-FRASETTJPY-LIBOR-ISDAJPY-LIBOR-Reference BanksJPY-MUTANCALL-TONARJPY-OIS-11:00-ICAPJPY-TIBOR-17096JPY-TIBOR-17097JPY-TIBOR-TIBM (10 Banks)JPY-TIBOR-TIBM (5 Banks)JPY-TIBOR-TIBM (All Banks)

JPY-TIBOR-TIBM (All Banks)-BloombergJPY-TIBOR-TIBM-Reference BanksJPY-TIBOR-ZTIBORJPY-TONA-OIS-COMPOUNDJPY-TSR-Reference BanksJPY-TSR-Reuters-10:00JPY-TSR-Reuters-15:00JPY-TSR-Telerate-10:00JPY-TSR-Telerate-15:00KRW-CD-3220KRW-CD-KSDA-BloombergMXN-TIIE-BanxicoMXN-TIIE-Banxico-BloombergMXN-TIIE-Banxico-Reference BanksMYR-KLIBOR-BNMMYR-KLIBOR-Reference BanksNOK-NIBOR-NIBRNOK-NIBOR-NIBR-Reference BanksNOK-NIBOR-Reference BanksNZD-BBR-BIDNZD-BBR-FRANZD-BBR-ISDCNZD-BBR-Reference BanksNZD-BBR-TelerateNZD-NZIONA-OIS-COMPOUNDNZD-Swap Rate-ICAPNZD-Swap Rate-ICAP-Reference BanksPHP-Semi-Annual Swap Rate-11:00-BGCANTORPHP-Semi-Annual Swap Rate-Reference BanksPLN-WIBOR-Reference BanksPLN-WIBOR-WIBOPLZ-WIBOR-Reference BanksPLZ-WIBOR-WIBORON-Annual Swap Rate-11:00-BGCANTORRON-Annual Swap Rate-Reference BanksRON-RBOR-ReutersRUB-Annual Swap Rate-11:00-BGCANTORRUB-Annual Swap Rate-Reference BanksRUB-MOSPRIME-NFEARUB-MOSPRIME-Reference BanksSAR-SRIOR-Reference BanksSAR-SRIOR-SUAASEK-Annual Swap RateSEK-Annual Swap Rate-SESWFISEK-SIOR-OIS-COMPOUND

SEK-STIBOR-BloombergSEK-STIBOR-Reference BanksSEK-STIBOR-SIDESGD-Semi-Annual Swap Rate-11:00-BGCANTORSGD-Semi-Annual Swap Rate-ICAPSGD-Semi-Annual Swap Rate-ICAP-Reference BanksSGD-Semi-Annual Swap Rate-Reference BanksSGD-SIBOR-Reference BanksSGD-SIBOR-ReutersSGD-SIBOR-TelerateSGD-SONAR-OIS-COMPOUNDSGD-SOR-Reference BanksSGD-SOR-ReutersSGD-SOR-TelerateSKK-BRIBOR-BloombergSKK-BRIBOR-BRBOSKK-BRIBOR-NBSK07SKK-BRIBOR-Reference BanksTHB-Semi-Annual Swap Rate-11:00-BGCANTORTHB-Semi-Annual Swap Rate-11:00-BGCANTORTHB-Semi-Annual Swap Rate-Reference BanksTHB-SOR-Reference BanksTHB-SOR-ReutersTHB-SOR-TelerateTHB-THBFIX-ReutersTRY-Annual Swap Rate-11:15-BGCANTORTRY-Annual Swap Rate-Reference BanksTRY-TRYIBOR-Reference BanksTRY-TRYIBOR-ReutersTWD-Quarterly-Annual Swap Rate-11:00-BGCANTORTWD-Quarterly-Annual Swap Rate-Reference BanksTWD-Reference DealersTWD-Reuters-6165TWD-Telerate-6165TWD-TWCPBAUSD-Annual Swap Rate-11:00-BGCANTORUSD-BA-H.15USD-BA-Reference DealersUSD-BMA Municipal Swap IndexUSD-CD-H.15USD-CD-Reference DealersUSD-CMS-Reference BanksUSD-CMS-Reference Banks-ICAP SwapPXUSD-CMS-ReutersUSD-CMS-Telerate

USD-CMT-T7051USD-CMT-T7052USD-COF11-FHLBSFUSD-COF11-ReutersUSD-COF11-TelerateUSD-CP-H.15USD-CP-Reference DealersUSD-Federal Funds-H.15USD-Federal Funds-H.15-BloombergUSD-Federal Funds-H.15-OIS-COMPOUNDUSD-Federal Funds-Reference DealersUSD-FFCB-DISCOUSD-ISDAFIX3-Swap RateUSD-ISDAFIX3-Swap Rate-3:00USD-ISDA-Swap RateUSD-ISDA-Swap Rate-3:00USD-LIBOR-BBAUSD-LIBOR-BBA-BloombergUSD-LIBOR-ISDAUSD-LIBOR-LIBOUSD-LIBOR-Reference BanksUSD-OIS-11:00-BGCANTORUSD-OIS-11:00-LON-ICAPUSD-OIS-11:00-NY-ICAPUSD-OIS-3:00-BGCANTORUSD-OIS-3:00-NY-ICAPUSD-Prime-H.15USD-Prime-Reference BanksUSD-S&P Index-High GradeUSD-SIBOR-Reference BanksUSD-SIBOR-SIBOUSD-SIFMA Municipal Swap IndexUSD-TBILL-H.15USD-TBILL-H.15-BloombergUSD-TBILL-Secondary MarketUSD-TIBOR-ISDCUSD-TIBOR-Reference BanksUSD-Treasury Rate-ICAP BrokerTecUSD-Treasury Rate-SwapMarker100USD-Treasury Rate-SwapMarker99USD-Treasury Rate-T19901USD-Treasury Rate-T500VND-Semi-Annual Swap Rate-11:00-BGCANTORVND-Semi-Annual Swap Rate-Reference BanksZAR-DEPOSIT-Reference Banks

ZAR-DEPOSIT-SAFEXZAR-JIBAR-Reference BanksZAR-JIBAR-SAFEXZAR-PRIME-AVERAGEZAR-PRIME-AVERAGE-Reference BanksZAR-PRIME-AVERAGE-Reference Banks

Inflation Index Descripion SchemeAUD-CPIBLG-HICPBRL-IGPMBRL-IPCACAD-CPIDEK-CPIDEM-CPIESP-CPIESP-HICPESP-R-CPIESP-R-HICPEUR-AI-CPIEUR-AI-R-CPIEUR-EXT-CPIFRC-EXT-CPIGRD-CPIGRD-HICPIRL-CPIISK-CPIISK-HICPITL-BC-EXT-CPIITL-BC-INT-CPIITL-WC-EXT-CPIITL-WC-INT-CPIJPY-CPI-EXFKRW-CPIMXN-CPIMXN-UDINLG-HICPNZD-CPIPLN-CPISEK-CPIUK-RPIUSA-CPI-UZAR-CPIZAR-CPIX

Currency Code (CurrCode)

ISO Currency Code List

AFN AfghaniEUR EuroALL LekDZD Algerian Dinar

USD US Dollar

AOA KwanzaXCD East Caribbean DollarARS Argentine PesoAMD Armenian DramAWG Aruban FlorinAUD Australian DollarAZN Azerbaijanian ManatBSD Bahamian DollarBHD Bahraini DinarBDT TakaBBD Barbados DollarBYR Belarussian RubleBZD Belize DollarXOF CFA Franc BCEAOBMD Bermudian DollarBTN NgultrumINR Indian RupeeBOB BolivianoBOV MvdolBAM Convertible MarkBWP PulaNOK Norwegian KroneBRL Brazilian RealBND Brunei DollarBGN Bulgarian LevBIF Burundi FrancKHR RielXAF CFA Franc BEACCAD Canadian DollarCVE Cape Verde EscudoKYD Cayman Islands DollarCLF Unidades de fomentoCLP Chilean Peso

CNY Yuan RenminbiCOP Colombian PesoCOU Unidad de Valor RealKMF Comoro FrancCDF Congolese FrancNZD New Zealand DollarCRC Costa Rican ColonHRK Croatian KunaCUC Peso ConvertibleCUP Cuban PesoANG Netherlands Antillean GuilderCZK Czech KorunaDKK Danish KroneDJF Djibouti FrancDOP Dominican PesoEGP Egyptian PoundSVC El Salvador ColonERN NakfaETB Ethiopian BirrFKP Falkland Islands PoundFJD Fiji DollarXPF CFP FrancGMD DalasiGEL LariGHS Ghana CediGIP Gibraltar PoundGTQ QuetzalGBP Pound SterlingGNF Guinea FrancGYD Guyana DollarHTG GourdeHNL LempiraHKD Hong Kong DollarHUF ForintISK Iceland KronaIDR RupiahXDR SDR (Special Drawing Right)IRR Iranian RialIQD Iraqi DinarILS New Israeli SheqelJMD Jamaican DollarJPY YenJOD Jordanian DinarKZT TengeKES Kenyan Shilling

KPW North Korean WonKRW WonKWD Kuwaiti DinarKGS SomLAK KipLVL Latvian LatsLBP Lebanese PoundLSL LotiZAR RandLRD Liberian DollarLYD Libyan DinarCHF Swiss FrancLTL Lithuanian LitasMOP PatacaMKD DenarMGA Malagasy AriaryMWK KwachaMYR Malaysian RinggitMVR RufiyaaMRO OuguiyaMUR Mauritius RupeeXUA ADB Unit of AccountMXN Mexican PesoMXV Mexican Unidad de Inversion (UDI)MDL Moldovan LeuMNT TugrikMAD Moroccan DirhamMZN Mozambique MeticalMMK KyatNAD Namibia DollarNPR Nepalese RupeeNIO Cordoba OroNGN NairaOMR Rial OmaniPKR Pakistan RupeePAB BalboaPGK KinaPYG GuaraniPEN Nuevo SolPHP Philippine PesoPLN ZlotyQAR Qatari RialRON New Romanian LeuRUB Russian RubleRWF Rwanda Franc

SHP Saint Helena PoundWST TalaSTD DobraSAR Saudi RiyalRSD Serbian DinarSCR Seychelles RupeeSLL LeoneSGD Singapore DollarXSU SucreSBD Solomon Islands DollarSOS Somali ShillingSSP South Sudanese PoundLKR Sri Lanka RupeeSDG Sudanese PoundSRD Surinam DollarSZL LilangeniSEK Swedish KronaCHE WIR EuroCHW WIR FrancSYP Syrian PoundTWD New Taiwan DollarTJS SomoniTZS Tanzanian ShillingTHB BahtTOP Pa’angaTTD Trinidad and Tobago DollarTND Tunisian DinarTRY Turkish LiraTMT Turkmenistan New ManatUGX Uganda ShillingUAH HryvniaAED UAE DirhamUSN US Dollar (Next day)USS US Dollar (Same day)UYI Uruguay Peso en Unidades Indexadas (URUIURUI)UYU Peso UruguayoUZS Uzbekistan SumVUV VatuVEF Bolivar FuerteVND DongYER Yemeni RialZMK Zambian KwachaZWL Zimbabwe DollarXBA Bond Markets Unit European Composite Unit (EURCO)XBB Bond Markets Unit European Monetary Unit (E.M.U.-6)

XBC Bond Markets Unit European Unit of Account 9 (E.U.A.-9)XBD Bond Markets Unit European Unit of Account 17 (E.U.A.-17)XFU UIC-FrancXTS Codes specifically reserved for testing purposesXXX The codes assigned for transactions where no currency is involvedXAU GoldXPD PalladiumXPT PlatinumXAG Silver

ICE_ABCCME_XYZ

Clearing Symbol (ClearingSymbol) Tradable Instrument Table

Clearing House concatenated with Clearing Symbol (ICE, LCH, CME)For multiple clearing codes, repeating values are acceptable

should be concatenated with "_"

Base Product (BaseProd) Sub Product (SubProd)

Description

CD Credit SN Single Name CDXINDX Index LCDXINDXTR Index Tranche MCDXTRS Total Return Swap ITRXEX Exotic ABXSWO Swaptions CMBXFUT Futures IOS

MBXPOPMXTRXCDXSTITRXSTCORPRCORPSCDSOTHERABSLOANSMUNIRCDSSOVBES


Asset Class (AssetClass)

Per ISDA OTC Derivatives






CDX CDSCDOLCDX ASIACMCDX AUSTCiTraxx EMECABX EMCLCMBX EUROCIOS JAPCMBX LACCPO LACBPrimeX LABLTRX NZCCDX Structured Tranche NACiTraxx Structured Tranche SINCCorporate ref ob Only STACCorporate SAUCStrucutured STEMOther SEELAsset Backed Securities SJACLoans SLABMunicipal SLBLRecovery SNZCSovereign SNACBespoke STSC

SSEISSCSEICSUKCSTECFRSRLELCDSLCDSSLCDSBMFFCMUGFMUNRSMFFCSMUGF


SMUNRASIASAUSTSEMESJAPSLATSNZSSINSSTASSAUSSEMESJASSLASSNZSSTSSSSSSWESSUKSWESMBSEMBSCDXTHYCDXTIGCDXTXOSCDXTHYSCDXTIGLCDXTSLCDXTCDXBTCDXRZTITRXEJTITRXAUTITRXEUTITRXJTSITRXEUTITRXBTITRXRZTABXTCDXHYCDXIGCDXXOCDXEMCDXEMDLCDXSLCDXB

MCDXITRXASEJITRXAUITRXEUITRXJITRXLXITRXSXITRXSDIABXHECMBXIOSMBXPOPRMXTRXITRXASEJOITRXAUOITRXJOITRXSXOCDXSWOMCDXSWOITRXEUOCDSOREFOBCONTCDSINDXCNTCDSFRTDNTDBESTR



CDS on CDO CASH Cash SettledAsiaCorporate Australia CorporateEmerging European CorporateEmerging European Corporate LPNEuropean Corporate Japan Corporate Latin America CorporateLatin America Corporate BondLatin America Corporate Bond Or LoanNew Zealand CorporateNorth American CorporateSingapore Corporate Standard Asia CorporateStandard Australia CorporateStandard Emerging European CorporateStandard Emerging European Corporate LPNStandard Japan CorporateStandard Latin America Corporate BondStandard Latin America Corporate Bond Or LoanStandard New Zealand CorporateStandard North American CorporateStandard Singapore CorporateStandard Subordinated European Insurance CorporateStandard Sukuk CorporateSubordinated European Insurance CorporateSukuk CorporateStandard European CorporateFixed Recovery SwapsRecovery LocksELCDSLCDSStandard LCDS BulletUS Municipal Full Faith And Credit US Municipal General Fund US Municipal Revenue StandardUS Municipal Full Faith and CreditStandardUS Municipal General Fund


StandardUS Municipal RevenueAsia SovereignAustralia Sovereign Emerging European And Middle Eastern SovereignJapan Sovereign Latin America SovereignNew Zealand SovereignSingapore SovereignStandard Asia SovereignStandard Australia SovereignStandard Emerging European And Middle Eastern SovereignStandard Japan SovereignStandard Latin America SovereignStandard New Zealand SovereignStandard Singapore SovereignStandard Sukuk SovereignStandard Western European SovereignSukuk SovereignWestern European Sovereign MBSEuropean MBSCDX Tranche HY CDX Tranche IGCDX Tranche XOStandard CDX Tranche HYStandard CDX Tranche IGLCDX TrancheStandard LCDX Bullet TrancheCDX Blended TrancheCDX Risky Zero TrancheiTraxx Asia Ex Japan TrancheiTraxx Australia TrancheiTraxx Europe TrancheiTraxx Japan TrancheStandard iTraxx Europe TrancheiTraxx Blended TrancheiTraxx Risky Zero TrancheABX TrancheCDX HYCDX IGCDX XOCDX Emerging MarketsCDX Emerging Markets DiversifiedLCDXStandard LCDX Bullet

MCDXiTraxx Asia Ex JapaniTraxx AustraliaiTraxx EuropeiTraxx JapaniTraxx Lev XiTraxx Sov XItraxx SDIABX HECMBXIOSMBXPOPrimeXTRXiTraxx Asia Ex Japan Swaption iTraxx Australia Swaption iTraxx Japan SwaptioniTraxx Sov X SwaptionCDX SwaptionMCDX SwaptioniTraxx Europe SwaptionCDS SwaptionRef ob onlyContingent CDSIndex Contingent CDSFirst to Default Nth to DefaultBespoke Tranche

Contract Type (ContractType) Currency Code (CurrCode)

Markit RED Codes ISO Currency Code List

AFNEURALLDZDUSDAOAXCDARSAMDAWGAUDAZNBSDBHDBDTBBDBYRBZDXOFBMDBTNINRBOBBOVBAMBWPNOKBRLBNDBGNBIFKHRXAFCADCVEKYDCLFCLP

CNYCOPCOUKMFCDFNZDCRCHRKCUCCUPANGCZKDKKDJFDOPEGPSVCERNETBFKPFJDXPFGMDGELGHSGIPGTQGBPGNFGYDHTGHNLHKDHUFISKIDRXDRIRRIQDILSJMDJPYJODKZTKES

KPWKRWKWDKGSLAKLVLLBPLSLZARLRDLYDCHFLTLMOPMKDMGAMWKMYRMVRMROMURXUAMXNMXVMDLMNTMADMZNMMKNADNPRNIONGNOMRPKRPABPGKPYGPENPHPPLNQARRONRUBRWF

SHPWSTSTDSARRSDSCRSLLSGDXSUSBDSOSSSPLKRSDGSRDSZLSEKCHECHWSYPTWDTJSTZSTHBTOPTTDTNDTRYTMTUGXUAHAEDUSNUSSUYIUYUUZSVUVVEFVNDYERZMKZWLXBAXBB

XBCXBDXFUXTSXXXXAUXPDXPTXAG



AfghaniEuroLekAlgerian DinarUS DollarKwanzaEast Caribbean DollarArgentine PesoArmenian DramAruban FlorinAustralian DollarAzerbaijanian ManatBahamian DollarBahraini DinarTakaBarbados DollarBelarussian RubleBelize DollarCFA Franc BCEAOBermudian DollarNgultrumIndian RupeeBolivianoMvdolConvertible MarkPulaNorwegian KroneBrazilian RealBrunei DollarBulgarian LevBurundi FrancRielCFA Franc BEACCanadian DollarCape Verde EscudoCayman Islands DollarUnidades de fomentoChilean Peso

Yuan RenminbiColombian PesoUnidad de Valor RealComoro FrancCongolese FrancNew Zealand DollarCosta Rican ColonCroatian KunaPeso ConvertibleCuban PesoNetherlands Antillean GuilderCzech KorunaDanish KroneDjibouti FrancDominican PesoEgyptian PoundEl Salvador ColonNakfaEthiopian BirrFalkland Islands PoundFiji DollarCFP FrancDalasiLariGhana CediGibraltar PoundQuetzalPound SterlingGuinea FrancGuyana DollarGourdeLempiraHong Kong DollarForintIceland KronaRupiahSDR (Special Drawing Right)Iranian RialIraqi DinarNew Israeli SheqelJamaican DollarYenJordanian DinarTengeKenyan Shilling

North Korean WonWonKuwaiti DinarSomKipLatvian LatsLebanese PoundLotiRandLiberian DollarLibyan DinarSwiss FrancLithuanian LitasPatacaDenarMalagasy AriaryKwachaMalaysian RinggitRufiyaaOuguiyaMauritius RupeeADB Unit of AccountMexican PesoMexican Unidad de Inversion (UDI)Moldovan LeuTugrikMoroccan DirhamMozambique MeticalKyatNamibia DollarNepalese RupeeCordoba OroNairaRial OmaniPakistan RupeeBalboaKinaGuaraniNuevo SolPhilippine PesoZlotyQatari RialNew Romanian LeuRussian RubleRwanda Franc

Saint Helena PoundTalaDobraSaudi RiyalSerbian DinarSeychelles RupeeLeoneSingapore DollarSucreSolomon Islands DollarSomali ShillingSouth Sudanese PoundSri Lanka RupeeSudanese PoundSurinam DollarLilangeniSwedish KronaWIR EuroWIR FrancSyrian PoundNew Taiwan DollarSomoniTanzanian ShillingBahtPa’angaTrinidad and Tobago DollarTunisian DinarTurkish LiraTurkmenistan New ManatUganda ShillingHryvniaUAE DirhamUS Dollar (Next day)US Dollar (Same day)Uruguay Peso en Unidades Indexadas (URUIURUI)Peso UruguayoUzbekistan SumVatuBolivar FuerteDongYemeni RialZambian KwachaZimbabwe DollarBond Markets Unit European Composite Unit (EURCO)Bond Markets Unit European Monetary Unit (E.M.U.-6)

Bond Markets Unit European Unit of Account 9 (E.U.A.-9)Bond Markets Unit European Unit of Account 17 (E.U.A.-17)UIC-FrancCodes specifically reserved for testing purposesThe codes assigned for transactions where no currency is involvedGoldPalladiumPlatinumSilver

ICE_ABCCME_XYZ




Base Product (BaseProd)

Description

CU Currency SP Spot BRNDF Non-Deliverable Forward BINNDO Non-Deliverable OptionF ForwardO Vanilla OptionSPEX Simple ExoticCPEX Complex ExoticFUT Futures



Sub Product (SubProd)







Barrier EURUSD European Euro vs United States DollarBinary Digitial USDCOP United States Dollar vs Colombian Peso

LIST OF CURRENCIES TO BE PAIREDAFN AfghaniEUR EuroALL LekDZD Algerian DinarUSD US DollarAOA KwanzaXCD East Caribbean DollarARS Argentine PesoAMD Armenian DramAWG Aruban FlorinAUD Australian DollarAZN Azerbaijanian ManatBSD Bahamian DollarBHD Bahraini DinarBDT TakaBBD Barbados DollarBYR Belarussian RubleBZD Belize DollarXOF CFA Franc BCEAOBMD Bermudian DollarBTN NgultrumINR Indian RupeeBOB BolivianoBOV MvdolBAM Convertible MarkBWP PulaNOK Norwegian KroneBRL Brazilian RealBND Brunei DollarBGN Bulgarian LevBIF Burundi FrancKHR RielXAF CFA Franc BEACCAD Canadian DollarCVE Cape Verde EscudoKYD Cayman Islands DollarCLF Unidades de fomentoCLP Chilean Peso

Sub Product (SubProd)



Currency Pairs - ISO Currency Code List Should be paired by Base Currency then Quote Currency

(EXAMPLES BELOW)

CNY Yuan RenminbiCOP Colombian PesoCOU Unidad de Valor RealKMF Comoro FrancCDF Congolese FrancNZD New Zealand DollarCRC Costa Rican ColonHRK Croatian KunaCUC Peso ConvertibleCUP Cuban PesoANG Netherlands Antillean GuilderCZK Czech KorunaDKK Danish KroneDJF Djibouti FrancDOP Dominican PesoEGP Egyptian PoundSVC El Salvador ColonERN NakfaETB Ethiopian BirrFKP Falkland Islands PoundFJD Fiji DollarXPF CFP FrancGMD DalasiGEL LariGHS Ghana CediGIP Gibraltar PoundGTQ QuetzalGBP Pound SterlingGNF Guinea FrancGYD Guyana DollarHTG GourdeHNL LempiraHKD Hong Kong DollarHUF ForintISK Iceland KronaIDR RupiahXDR SDR (Special Drawing Right)IRR Iranian RialIQD Iraqi DinarILS New Israeli SheqelJMD Jamaican DollarJPY YenJOD Jordanian DinarKZT TengeKES Kenyan ShillingKPW North Korean WonKRW WonKWD Kuwaiti Dinar

KGS SomLAK KipLVL Latvian LatsLBP Lebanese PoundLSL LotiZAR RandLRD Liberian DollarLYD Libyan DinarCHF Swiss FrancLTL Lithuanian LitasMOP PatacaMKD DenarMGA Malagasy AriaryMWK KwachaMYR Malaysian RinggitMVR RufiyaaMRO OuguiyaMUR Mauritius RupeeXUA ADB Unit of AccountMXN Mexican PesoMXV Mexican Unidad de Inversion (UDI)MDL Moldovan LeuMNT TugrikMAD Moroccan DirhamMZN Mozambique MeticalMMK KyatNAD Namibia DollarNPR Nepalese RupeeNIO Cordoba OroNGN NairaOMR Rial OmaniPKR Pakistan RupeePAB BalboaPGK KinaPYG GuaraniPEN Nuevo SolPHP Philippine PesoPLN ZlotyQAR Qatari RialRON New Romanian LeuRUB Russian RubleRWF Rwanda FrancSHP Saint Helena PoundWST TalaSTD DobraSAR Saudi RiyalRSD Serbian DinarSCR Seychelles Rupee

SLL LeoneSGD Singapore DollarXSU SucreSBD Solomon Islands DollarSOS Somali ShillingSSP South Sudanese PoundLKR Sri Lanka RupeeSDG Sudanese PoundSRD Surinam DollarSZL LilangeniSEK Swedish KronaCHE WIR EuroCHW WIR FrancSYP Syrian PoundTWD New Taiwan DollarTJS SomoniTZS Tanzanian ShillingTHB BahtTOP Pa’angaTTD Trinidad and Tobago DollarTND Tunisian DinarTRY Turkish LiraTMT Turkmenistan New ManatUGX Uganda ShillingUAH HryvniaAED UAE DirhamUSN US Dollar (Next day)USS US Dollar (Same day)UYI Uruguay Peso en Unidades Indexadas (URUIURUI)UYU Peso UruguayoUZS Uzbekistan SumVUV VatuVEF Bolivar FuerteVND DongYER Yemeni RialZMK Zambian KwachaZWL Zimbabwe DollarXBA Bond Markets Unit European Composite Unit (EURCO)XBB Bond Markets Unit European Monetary Unit (E.M.U.-6)XBC Bond Markets Unit European Unit of Account 9 (E.U.A.-9)XBD Bond Markets Unit European Unit of Account 17 (E.U.A.-17)XFU UIC-FrancXTS Codes specifically reserved for testing purposesXXX The codes assigned for transactions where no currency is involvedXAU GoldXPD PalladiumXPT PlatinumXAG Silver


Not Applicable ISO Currency Code List

CASH Cash Settled AFNDELV Delivery EUR

ALLDZDUSDAOAXCDARSAMDAWGAUDAZNBSDBHDBDTBBDBYRBZDXOFBMDBTNINRBOBBOVBAMBWPNOKBRLBNDBGNBIFKHRXAFCADCVEKYDCLFCLPCNYCOPCOU


Settlement Method(SetlMeth)

KMFCDFNZDCRCHRKCUCCUPANGCZKDKKDJFDOPEGPSVCERNETBFKPFJDXPFGMDGELGHSGIPGTQGBPGNFGYDHTGHNLHKDHUFISKIDRXDRIRRIQDILSJMDJPYJODKZTKESKPWKRWKWDKGSLAKLVL

LBPLSLZARLRDLYDCHFLTLMOPMKDMGAMWKMYRMVRMROMURXUAMXNMXVMDLMNTMADMZNMMKNADNPRNIONGNOMRPKRPABPGKPYGPENPHPPLNQARRONRUBRWFSHPWSTSTDSARRSDSCRSLLSGDXSU

SBDSOSSSPLKRSDGSRDSZLSEKCHECHWSYPTWDTJSTZSTHBTOPTTDTNDTRYTMTUGXUAHAEDUSNUSSUYIUYUUZSVUVVEFVNDYERZMKZWLXBAXBBXBC

Bond Markets Unit European Composite Unit (EURCO) XBDBond Markets Unit European Monetary Unit (E.M.U.-6) XFUBond Markets Unit European Unit of Account 9 (E.U.A.-9) XTSBond Markets Unit European Unit of Account 17 (E.U.A.-17) XXX

XAUXPD

The codes assigned for transactions where no currency is involved XPTXAG



AfghaniEuroLekAlgerian DinarUS DollarKwanzaEast Caribbean DollarArgentine PesoArmenian DramAruban FlorinAustralian DollarAzerbaijanian ManatBahamian DollarBahraini DinarTakaBarbados DollarBelarussian RubleBelize DollarCFA Franc BCEAOBermudian DollarNgultrumIndian RupeeBolivianoMvdolConvertible MarkPulaNorwegian KroneBrazilian RealBrunei DollarBulgarian LevBurundi FrancRielCFA Franc BEACCanadian DollarCape Verde EscudoCayman Islands DollarUnidades de fomentoChilean PesoYuan RenminbiColombian PesoUnidad de Valor Real

Comoro FrancCongolese FrancNew Zealand DollarCosta Rican ColonCroatian KunaPeso ConvertibleCuban PesoNetherlands Antillean GuilderCzech KorunaDanish KroneDjibouti FrancDominican PesoEgyptian PoundEl Salvador ColonNakfaEthiopian BirrFalkland Islands PoundFiji DollarCFP FrancDalasiLariGhana CediGibraltar PoundQuetzalPound SterlingGuinea FrancGuyana DollarGourdeLempiraHong Kong DollarForintIceland KronaRupiahSDR (Special Drawing Right)Iranian RialIraqi DinarNew Israeli SheqelJamaican DollarYenJordanian DinarTengeKenyan ShillingNorth Korean WonWonKuwaiti DinarSomKipLatvian Lats

Lebanese PoundLotiRandLiberian DollarLibyan DinarSwiss FrancLithuanian LitasPatacaDenarMalagasy AriaryKwachaMalaysian RinggitRufiyaaOuguiyaMauritius RupeeADB Unit of AccountMexican PesoMexican Unidad de Inversion (UDI)Moldovan LeuTugrikMoroccan DirhamMozambique MeticalKyatNamibia DollarNepalese RupeeCordoba OroNairaRial OmaniPakistan RupeeBalboaKinaGuaraniNuevo SolPhilippine PesoZlotyQatari RialNew Romanian LeuRussian RubleRwanda FrancSaint Helena PoundTalaDobraSaudi RiyalSerbian DinarSeychelles RupeeLeoneSingapore DollarSucre

Solomon Islands DollarSomali ShillingSouth Sudanese PoundSri Lanka RupeeSudanese PoundSurinam DollarLilangeniSwedish KronaWIR EuroWIR FrancSyrian PoundNew Taiwan DollarSomoniTanzanian ShillingBahtPa’angaTrinidad and Tobago DollarTunisian DinarTurkish LiraTurkmenistan New ManatUganda ShillingHryvniaUAE DirhamUS Dollar (Next day)US Dollar (Same day)Uruguay Peso en Unidades Indexadas (URUIURUI)Peso UruguayoUzbekistan SumVatuBolivar FuerteDongYemeni RialZambian KwachaZimbabwe DollarBond Markets Unit European Composite Unit (EURCO)Bond Markets Unit European Monetary Unit (E.M.U.-6)Bond Markets Unit European Unit of Account 9 (E.U.A.-9)Bond Markets Unit European Unit of Account 17 (E.U.A.-17)UIC-FrancCodes specifically reserved for testing purposesThe codes assigned for transactions where no currency is involvedGoldPalladiumPlatinumSilver

ICE_ABCCME_XYZ





Description

CO Commodity MET Metals PRCENRG Energy NPRCINDX Index OILAGR Agricultural NATENVR Environmental COALFRGHT Freight ELCMULT Multi Commodity Exotic IEN

GOSDRYLVSKFRSTSFTWTHREMS








2012


Precious F Spot Forward CASH Cash SettledNon Precious S Swap DELV DeliveryOil O OptionNat Gas LL Loan LeaseCoal EX ExoticElectricity NGT Natural Gas TransportInter Energy FUT FuturesGrains Oil SeedsDairyLivestockForestrySoftsWeatherEmissions



2012Per ISDA OTC Derivatives



Describes Underlying, Delivery Point, and any other identifiable product information

(OTC Cleared Examples below from ICE & CME )Algonquin Citygates Financial BasisBrent 1 Month Calendar Spread OptionCG Mainline Financial BasisCrude Diff - Brent 1st Line vs Dubai 1st Line SwapCrude Diff - Brent CFD vs First Month SwapCrude Diff - Brent CFD vs Third Month SwapCrude Diff - Monthly CFD vs Second Month SwapCrude Diff - Platts Urals Med vs Dated Brent CFDCrude Outright - Brent 1st Line BALMO SwapCrude Outright - Brent Average Price OptionCrude Outright - Brent Bullet SwapEP Permian Financial IndexEP Permian Financial SwingERCOT Houston Load Zone RT, Off-Peak MonthlyERCOT Houston Load Zone RT, Peak MonthlyERCOT North Load Zone RT, Off-Peak MonthlyERCOT North Load Zone RT, Peak MonthlyERCOT South Load Zone RT, Off-Peak MonthlyERCOT South Load Zone RT, Peak MonthlyERCOT West Load Zone RT, Off-Peak MonthlyERCOT West Load Zone RT, Peak MonthlyEuropean-Style Brent Cash Settled OptionsEuropean-Style WTI Cash Settled OptionsEuropean-style Gasoil Cash Settled OptionsFuel Oil Crack - Fuel Oil 1% FOB NWE Cargoes vs Brent 1st Line SwapFuel Oil Diff - 3% Fuel Oil USGC vs. 3.5% Fuel Oil FOB Rotterdam Barges SwapFuel Oil Diff - Fuel oil 1% NYH versus 1% FOB NWE Cargo SwapFuel Oil Outright - Fuel Oil 1% CIF MED Cargoes BALMO SwapFuel Oil Outright - Fuel Oil 1% CIF Med Cargoes SwapFuel Oil Outright - Fuel Oil 1% FOB Rotterdam Barges BALMO SwapFuel Oil Outright - Fuel Oil 3.5% FOB Med Cargoes BALMO SwapFuel Oil Outright - Fuel Oil 3.5% FOB Med Cargoes SwapFuel Oil Outright - USGC 3% Fuel Oil SwapGasoil Crack - 0.1% Gasoil CIF NWE Cargoes vs Brent 1st Line SwapGasoil Crack - 0.1% Gasoil FOB Rotterdam Barges vs Brent 1st Line SwapGasoil Diff - 0.1% Gasoil CIF Med Cargoes vs Gasoil 1st Line Swap

Gasoil Outright - Argus Biodiesel RME FOB RDAM SwapGasoil Outright - Argus FAME Zero Biodiesel FOB Rotterdam SwapGasoil Outright - Gasoil 1-Month Calendar Spread OptionGasoil Outright - Gasoil 1st Line BALMO SwapGasoline Crack - Argus EuroBOB OXY FOB Rotterdam Barge vs. Brent 1st Line SwapGasoline Crack - Argus Eurobob Oxy FOB Rotterdam vs Brent 1st Line BALMO SwapGasoline Diff - RBOB Gasoline 1st Line vs. Argus EuroBOB OXY FOB Rotterdam Barge SwapGasoline Outright - Euro-BOB OXY FOB Rotterdam Barges BALMO SwapGasoline Outright - Euro-BOB OXY FOB Rotterdam Barges SwapICE Argus Sour Crude Index (ASCI) Diff Calendar SwapICE Argus Sour Crude Index (ASCI) Diff Trade-Month SwapJet Diff - Jet CIF NWE Cargoes vs Gasoil 1st Line BALMO SwapJet Diff - Jet FOB RDAM Barges vs Gasoil 1st Line SwapJet Diff - Jet Kero FOB RDAM Barges vs Jet CIF NWE Cargoes SwapMISO Indiana Hub Real Time Peak, Monthly OptionMISO Indiana Hub Real Time, Peak MonthlyMid-C Financial Peak OptionMid-C Mini Financial Peak MonthlyMid-C Mini Financial Peak OptionMt Belvieu - LST (TET) FP for OPIS - Financial Propane BALMO SwapMt Belvieu, FP for OPIS - Financial N-BUTISO BALMO SwapMt Belvieu-ENT (non-TET) FP for OPIS - Financial Propane BALMO SwapN Illinois Hub Day Ahead LMP, Off-Peak DailyN Illinois Hub Day Ahead LMP, Off-Peak MonthlyN Illinois Hub Day Ahead LMP, Peak DailyN Illinois Hub Day Ahead LMP, Peak MonthlyNGPL TXOK Financial IndexNGPL TXOK Financial SwingNP-15 Financial Swap Real Time LMP - Off Peak DailyNP-15 Financial Swap Real Time LMP - Peak DailyNWP Rockies Financial IndexNWP Sumas Financial IndexNaphtha - Naphtha C+F Japan SwapNaphtha - Naphtha CIF NWE Cargo SwapNaphtha Crack - Naphtha CIF NWE Cargoes vs Brent 1st Line SwapNaphtha Diff - Naphtha C+F Japan vs Naphtha CIF NWE Cargo SwapONEOK Gas Transportation Financial BasisPEPCO Zone DA LMP, Off-Peak DailyPEPCO Zone DA LMP, Off-Peak MonthlyPEPCO Zone DA LMP, Peak DailyPEPCO Zone DA LMP, Peak MonthPJM AEP Dayton Day Ahead LMP, Off-Peak MonthlyPJM AEP Dayton Hub Day Ahead LMP, Off-Peak DailyPJM AEP Dayton Hub Day Ahead LMP, Peak DailyPJM AEP Dayton Hub Day Ahead LMP, Peak Monthly

PJM Eastern Hub Day Ahead LMP, Off-Peak DailyPJM Eastern Hub Day Ahead LMP, Off-Peak MonthlyPJM Eastern Hub Day Ahead LMP, Peak DailyPJM Eastern Hub Day Ahead LMP, Peak MonthlyPJM JCPL Zone Day Ahead LMP, Off-Peak DailyPJM JCPL Zone Day Ahead LMP, Off-Peak MonthlyPJM JCPL Zone Day Ahead LMP, Peak DailyPJM JCPL Zone Day Ahead LMP, Peak MonthlySP-15 EZ Gen Hub DA LMP Mini PeakSP-15 EZ Gen Hub DA LMP Mini Peak OptionSP-15 Financial Swap Real Time LMP - Off Peak DailySP-15 Financial Swap Real Time LMP - Peak DailyTGT Zone 1 Financial BasisTrunkline LA Financial BasisULSD 10ppm Cargoes CIF MED vs Gasoil 1st Line SwapWTI 1 Month Calendar Spread OptionWTI 12 Month Calendar Spread OptionWTI Bullet SwapWaha Financial IndexWaha Financial Swing0.5% Sing Balmo Swap180cst Sing Balmo Swap380cst Sing Balmo SwapAB NIT Financial BasisAB NIT Financial IndexAB NIT Financial SwingAD Hub Real Time Financial Off-PeakAD Hub Real Time Off-Peak DailyAD Hub Real Time PeakAD Hub Real Time Peak DailyANR SE (Louisiana) Financial BasisANR SW (Oklahoma) Financial BasisArgus CIF ARA Large Cargo - Financial Propane SwapCAISO PV Day Ahead LPM, Peak DailyCG Mainline Physical Basis LD1CG Mainline Physical Fixed Price MonthlyCG Mainline Physical Fixed Price SpotCG Mainline Physical Gas Daily MonthlyCG Mainline Physical Gas Daily SpotCG Mainline Physical Inside FERCCG Onshore Financial BasisCG Onshore Physical Basis LD1CG Onshore Physical Fixed Price MonthlyCG Onshore Physical Fixed Price SpotCG Onshore Physical Gas Daily Monthly

CG Onshore Physical Gas Daily SpotCG Onshore Physical Inside FERCCIG Rockies Financial BasisCenterpoint Financial BasisChicago Financial BasisChicago Financial IndexChicago Financial SwingConway FP for OPIS Average - Financial Natgaso SwapConway, FP for OPIS - Financial Propane SwapCrude - Dubai 1st Line Balmo SwapCrude - Dubai 1st Line SwapCrude - WTI 1st Line SwapCrude Diff - Brent CFD vs second month swapCrude Diff - Dated Brent vs Brent 1st Line BALMO SwapCrude Diff - Dated Brent vs Brent 1st Line SwapCrude Diff - WTI 1st Line/Brent 1st LineCrude Outright - Brent 1st Line SwapCrude Outright - Dated Brent SwapDiesel 10ppm Barges FOB Rdam/Gasoil 1st Line SwapDominion South Financial BasisDominion South Financial IndexDominion South Financial SwingDominion South Physical Basis LD1Dominion South Physical Fixed Price MonthlyDominion South Physical Fixed Price SpotDominion South Physical Gas Daily MonthlyDominion South Physical Gas Daily SpotDominion South Physical Inside FERCEP Permian Financial BasisEP San Juan Financial BasisEP San Juan Financial SwingERCOT Houston Zone PeakERCOT Houston Zone, Off-Peak DailyERCOT Houston Zone, Off-Peak MonthlyERCOT Houston Zone, Peak DailyERCOT North Zone PeakERCOT North Zone, Off-Peak DailyERCOT North Zone, Off-Peak MonthlyERCOT North Zone, Peak DailyERCOT South Zone PeakERCOT South Zone, Off-Peak DailyERCOT South Zone, Off-Peak MonthlyERCOT South Zone, Peak DailyERCOT West Zone, Off-Peak DailyERCOT West Zone, Off-Peak Monthly

ERCOT West Zone, Peak DailyERCOT West Zone, Peak MonthlyFlorida Gas Zone 3 Financial BasisFuel Oil - 180 Singapore SwapFuel Oil - 380 Singapore SwapFuel Oil Crack - Fuel Oil 3.5% FOB Rotterdam Barges vs Brent 1st Line SwapFuel Oil Diff - 1% FOB NWE Cargoes vs 3.5% FOB Rotterdam Barges SwapFuel Oil Diff - 180CST Singapore Fuel Oil versus 3.5% Fuel Oil Barges FOB Rotterdam Balmo SwapFuel Oil Diff - 180CST Singapore Fuel Oil versus 380CST Singapore Fuel Oil Balmo SwapFuel Oil Diff - 180cst Sing Fuel Oil vs 3.5% Rdam FOB Barges Fuel Oil SwapFuel Oil Diff - 3.5% FOB Med Cargoes vs 3.5% FOB Rotterdam Barges SwapFuel Oil Diff - Fuel Oil 1% FOB Rotterdam Barges vs 1% FOB NWE Cargoes SwapFuel Oil Outright - Fuel Oil 1% FOB NWE Cargoes BALMO SwapFuel Oil Outright - Fuel Oil 1% FOB NWE Cargoes SwapFuel Oil Outright - Fuel Oil 1% FOB Rotterdam Barges SwapFuel Oil Outright - Fuel Oil 3.5% FOB Rotterdam Barges BALMO SwapFuel Oil Outright - Fuel Oil 3.5% FOB Rotterdam Barges SwapGasoil Crack - Gasoil 1st Line vs Brent 1st Line Swap (in Barrels)Gasoil Crack - Gasoil 1st Line vs Brent 1st Line Swap (in Metric Tonnes)Gasoil Diff - 0.1% Gasoil CIF NWE Cargoes vs Gasoil 1st Line SwapGasoil Diff - 0.1% Gasoil FOB Rotterdam Barges vs Gasoil 1st Line SwapGasoil Diff - ULSD 10 ppm CIF NWE (ARA) /Gasoil 1st lineGasoil Outright - Gasoil 1st Line SwapGasoil Outright - Gasoil Average Price OptionGasoil Outright - Gasoil Bullet SwapHSC Financial BasisHSC Financial IndexHSC Financial SwingHeating Oil Arb - Heating Oil 1st Line vs Gasoil 1st Line Swap (Bbls)Heating Oil Outright - Heating Oil 1st Line SwapHenry Financial BasisHenry Financial IndexHenry Financial LD1 Fixed PriceHenry Financial LD1 Fixed Price ICE LotsHenry Financial SwingHenry Physical Basis LD1Henry Physical Fixed Price MonthlyHenry Physical Fixed Price SpotHenry Physical Gas Daily MonthlyHenry Physical Gas Daily SpotHenry Physical Inside FERCJet Diff - Jet CIF NWE Cargoes vs Gasoil 1st Line SwapJet Fuel Diff - Singapore Jet Kerosene vs 0.5% Singapore Gasoil SwapJet Fuel Outright - Singapore Jet Kerosene SwapMISO Indiana Day Ahead LMP Off-Peak Daily

MISO Indiana Day Ahead LMP Peak DailyMISO Indiana Day Ahead LMP, Off-Peak MonthlyMISO Indiana Day Ahead LMP, Peak MonthlyMISO Indiana Real Time Financial Swap Off-PeakMISO Indiana Real Time Off-Peak DailyMISO Indiana Real Time PeakMISO Indiana Real Time Peak DailyMalin Financial BasisMalin Financial IndexMalin Financial SwingMalin Physical Basis LD1Malin Physical Fixed Price MonthlyMalin Physical Fixed Price SpotMalin Physical Gas Daily MonthlyMalin Physical Gas Daily SpotMalin Physical Natural Gas IntelligenceMichcon Financial BasisMid-C Financial Off-PeakMid-C Financial Off-Peak DailyMid-C Financial PeakMid-C Financial Peak DailyMt Belvieu-Ent Ethane, FP for OPIS AverageMt Belvieu-Ent IsoButane, FP for OPIS AverageMt Belvieu-Ent N-BUTISO FP for OPIS AverageMt Belvieu-Ent Natgaso FP for OPIS AverageMt Belvieu-Ent Propane, FP For OPIS AverageMt Belvieu-LST N-BUTREF FP for OPIS AverageMt Belvieu-LST Propane FP for OPIS AverageN Illinois Hub Off-Peak DailyN Illinois Hub Real Time PeakN Illinois Hub Real Time Peak DailyNGPL Midcont Financial BasisNGPL Midcont Physical Basis LD1NGPL Midcont Physical Fixed Price MonthlyNGPL Midcont Physical Fixed Price SpotNGPL Midcont Physical Gas Daily MonthlyNGPL Midcont Physical Gas Daily SpotNGPL Midcont Physical Inside FERCNGPL STX Financial BasisNGPL TXOK Financial BasisNGPL TXOK Physical Basis LD1NGPL TXOK Physical Fixed Price MonthlyNGPL TXOK Physical Fixed Price SpotNGPL TXOK Physical Gas Daily MonthlyNGPL TXOK Physical Gas Daily Spot

NGPL TXOK Physical Inside FERCNI Hub Real Time Financial Off-PeakNNG Demarc Financial BasisNNG Demarc Physical Basis LD1NNG Demarc Physical Fixed Price MonthlyNNG Demarc Physical Fixed Price SpotNNG Demarc Physical Gas Daily MonthlyNNG Demarc Physical Gas Daily SpotNNG Demarc Physical Inside FERCNNG Ventura Financial BasisNP-15 Financial Day-Ahead LMP Off-PeakNP-15 Financial Day-Ahead LMP Off-Peak DailyNP-15 Financial Day-Ahead LMP PeakNP-15 Financial Day-Ahead LMP Peak DailyNWP Rockies Financial BasisNWP Rockies Financial SwingNWP Sumas Financial BasisNWP Sumas Financial SwingNYISO Zone A Financial Off-PeakNYISO Zone A Financial Off-Peak DailyNYISO Zone A Financial PeakNYISO Zone A Financial Peak DailyNYISO Zone G Financial Off-PeakNYISO Zone G Financial Off-Peak DailyNYISO Zone G Financial PeakNYISO Zone G Financial Peak DailyNYISO Zone J Financial Off-PeakNYISO Zone J Financial Off-Peak DailyNYISO Zone J Financial PeakNYISO Zone J Financial Peak DailyNepool ICE Lots PeakNepool Off-PeakNepool Off-Peak DailyNepool PeakNepool Peak DailyPG&E Citygate Financial BasisPG&E Citygate Financial IndexPG&E Citygate Financial SwingPG&E Citygate Physical Basis LD1PG&E Citygate Physical Fixed Price MonthlyPG&E Citygate Physical Fixed Price SpotPG&E Citygate Physical Gas Daily MonthlyPG&E Citygate Physical Gas Daily SpotPG&E Citygate Physical Natural Gas IntelligencePJM PSEG Day Ahead LMP, Off-Peak Daily

PJM PSEG Day Ahead LMP, Off-Peak MonthlyPJM PSEG Day Ahead LMP, Peak DailyPJM PSEG Day Ahead LMP, Peak MonthlyPJM WH Day Ahead LMP Off-Peak DailyPJM WH Day Ahead LMP Peak DailyPJM WH Day Ahead LMP, Off-Peak MonthlyPJM WH Day Ahead LMP, Peak MonthlyPJM WH Real Time Mini Financial PeakPJM WH Real Time Mini Peak OptionsPJM WH Real Time Off-PeakPJM WH Real Time Off-Peak DailyPJM WH Real Time PeakPJM WH Real Time Peak DailyPalo Verde Financial Off-PeakPalo Verde Financial Off-Peak DailyPalo Verde Financial PeakPalo Verde Financial Peak DailyPanhandle Financial BasisPanhandle Financial IndexPanhandle Financial SwingPanhandle Physical Basis LD1Panhandle Physical Fixed Price MonthlyPanhandle Physical Fixed Price SpotPanhandle Physical Gas Daily MonthlyPanhandle Physical Gas Daily SpotPanhandle Physical Inside FERCSP-15 Financial Day-Ahead LMP Off-PeakSP-15 Financial Day-Ahead LMP Off-Peak DailySP-15 Financial Day-Ahead LMP PeakSP-15 Financial Day-Ahead LMP Peak DailySing Kero Balmo SwapSingapore 0.5% Gasoil SwapSingapore 0.5% Gasoil vs. Gas Oil 1st Line SwapSingapore 180cst Fuel Oil/Singapore 380cst Fuel Oil SwapSocal Border Financial BasisSocal Border Financial IndexSocal Border Financial SwingSocal Citygate Financial BasisSocal Citygate Financial IndexSocal Citygate Financial SwingSonat Financial BasisTCO Financial BasisTCO Financial IndexTCO Financial SwingTCO Physical Basis LD1

TCO Physical Fixed Price MonthlyTCO Physical Fixed Price SpotTCO Physical Gas Daily MonthlyTCO Physical Gas Daily SpotTCO Physical Inside FERCTETCO M3 Financial BasisTETCO M3 Financial IndexTETCO M3 Financial SwingTETCO STX Financial BasisTGP 500L Physical Basis LD1TGP 500L Physical Fixed Price MonthlyTGP 500L Physical Fixed Price SpotTGP 500L Physical Gas Daily MonthlyTGP 500L Physical Gas Daily SpotTGP 500L Physical Inside FERCTGT Zone SL (FT) Financial BasisTennessee 500L Financial BasisTennessee Zone 0 Financial BasisTransco Station 65 (Zone 3) Financial BasisTransco Station 65 (Zone 3) Physical Basis LD1Transco Station 65 (Zone 3) Physical Fixed Price MonthlyTransco Station 65 (Zone 3) Physical Fixed Price SpotTransco Station 65 (Zone 3) Physical Gas Daily MonthlyTransco Station 65 (Zone 3) Physical Gas Daily SpotTransco Station 65 (Zone 3) Physical Inside FERCTransco Station 85 (Zone 4) Financial BasisTransco Zone 6 (NY) Financial BasisTransco Zone 6 (NY) Financial IndexTransco Zone 6 (NY) Financial SwingUnion Dawn Financial BasisWTI Average Price OptionsWaha Financial Basis0.1% Gasoil CIF NWE Cargoes vs Gasoil 1st Line BALMO Swap0.1% Gasoil FOB Rdam Barges BALMO Swap0.1% Gasoil FOB Rdam Barges vs Gasoil 1st Line BALMO Swap1% Fuel Oil FOB MED Cargoes BALMO Swap1% Fuel Oil FOB NWE Cargoes vs 3.5% FOB Rotterdam Barges BALMO Swap1% Fuel Oil FOB Rotterdam Barges vs 1% Fuel Oil FOB NWE Cargoes BALMO Swap3.5% Fuel Oil FOB MED Cargoes vs 3.5% FOB Rotterdam Barges BALMO SwapAB NIT NGX Same Day 5a Fixed Price SwapANR SE (Louisiana) Financial SwingANR SE (Louisiana) Financial IndexANR SE (Louisiana) Physical Fixed Price MonthlyANR SE (Louisiana) Physical Fixed Price SpotANR SE (Louisiana) Physical Gas Daily Monthly

ANR SE (Louisiana) Physical Gas Daily SpotANR SW (Oklahoma) Financial IndexANR SW (Oklahoma) Financial SwingANR SW (Oklahoma) Physical Fixed Price MonthlyANR SW (Oklahoma) Physical Fixed Price SpotANR SW (Oklahoma) Physical Gas Daily MonthlyANR SW (Oklahoma) Physical Gas Daily SpotAlgonquin Citygates Financial IndexAlgonquin Citygates Financial SwingArgus CIF ARA Large Cargo - Financial Propane Balmo SwapArgus CIF ARA vs. Naphtha CIF NWE Differential - Financial Propane SwapArgus Far East - Financial Propane Index Balmo SwapArgus Far East - Financial Propane Index SwapArgus Far East Index vs. Argus CIF ARA Large Cargo Differential - Financial Propane SwapBrent Oil 12-Month Calendar Spread OptionCEGT Flex Physical Fixed Price MonthlyCEGT Flex Physical Fixed Price SpotCEGT Flex Physical Gas Daily MonthlyCEGT Flex Physical Gas Daily SpotCIG Rockies Financial IndexCIG Rockies Financial SwingCalifornia Carbon Allowance Vintage 2013 ForwardCalifornia Carbon Allowance Vintage 2013 OptionsCalifornia Carbon Allowance Vintage 2014 ForwardCalifornia Carbon Allowance Vintage 2014 OptionsCalifornia Carbon Allowance Vintage 2015 ForwardCalifornia Carbon Allowance Vintage 2015 OptionsCapesize Timecharter (Baltic) Freight SwapCarbon Financial Instrument United States, Forward OptionsCarbon Financial Instrument, United States, ForwardCenterpoint Financial IndexCenterpoint Financial SwingClimate Action Reserve ForwardClimate Action Reserve Forward OptionsClimate Action Reserve Vintage 2009 ForwardClimate Action Reserve Vintage 2010 ForwardClimate Action Reserve Vintage 2011 ForwardClimate Action Reserve Vintage 2012 ForwardConnecticut Compliance Renewable Energy Certificates Class 1 ForwardConway, FP for OPIS - Financial Ethane Contained in E/P Mix SwapConway, FP for OPIS - Financial Normal Butane D Grade SwapConway, FP for OPIS - Financial Propane BALMO SwapCross State Air Pollution Rule TR NOx Annual Allowance ForwardCross State Air Pollution Rule TR NOx Annual Allowance OptionsCross State Air Pollution Rule TR NOx Ozone Season Allowance Forward

Cross State Air Pollution Rule TR NOx Ozone Season Allowance OptionsCross State Air Pollution Rule TR SO2 Group 1 Allowance ForwardCross State Air Pollution Rule TR SO2 Group 1 Allowance OptionsCross State Air Pollution Rule TR SO2 Group 2 Allowance ForwardCross State Air Pollution Rule TR SO2 Group 2 Allowance OptionsCrude Diff - Argus East Siberian Pacific Ocean (ESPO) Diff SwapCrude Diff - Argus LLS vs Brent 1st Line SwapCrude Diff - Argus LLS vs Dated Brent SwapCrude Diff - Argus LLS vs WTI 1st Line SwapCrude Diff - Argus LLS vs WTI Trade Month SwapCrude Diff - Argus LLS vs. Brent NX 1st Line SwapCrude Diff - Argus Mars vs Brent 1st Line SwapCrude Diff - Argus Mars vs WTI 1st Line SwapCrude Diff - Argus Mars vs. Brent NX 1st Line SwapCrude Diff - Brent NX 1st Line vs. Dubai 1st Line SwapCrude Diff - Dated Brent vs. Brent NX 1st Line SwapCrude Diff - Platts East Siberian Pacific Ocean (ESPO) Diff SwapCrude Diff - Urals North vs. Dated Brent CFDCrude Diff - WTI 1st Line vs. Brent NX 1st Line SwapCrude Diff - WTI vs Brent Bullet SwapCrude Diff - WTI vs Brent Spread OptionsCrude Diff - WTI vs. Brent NX Bullet SwapCrude Diff - WTI vs. Brent NX Spread OptionCrude Fin FP, for TMX WCS 1b SwapCrude Outright - Argus East Siberian Pacific Ocean (ESPO) SwapCrude Outright - Argus LLS SwapCrude Outright - Argus Mars SwapCrude Outright - Brent NX 1 Month Calendar Spread OptionCrude Outright - Brent NX 12 Month Calendar Spread OptionCrude Outright - Brent NX 1st Line SwapCrude Outright - Brent NX Average Price OptionCrude Outright - Brent NX Bullet SwapCrude Outright - European-Style Brent NX OptionsCrude Outright - Platts East Siberian Pacific Ocean (ESPO) SwapDaily Brent CFD vs First MonthDaily Brent CFD vs Second MonthDaily Brent CFD vs Third MonthDaily Platts Dated Brent SwapDiesel 10 ppm (UK) CIF NWE Cargoes SwapDiesel 10ppm CIF NWE (Le Havre)/gasoil 1st lineDiesel 10ppm FOB Rotterdam Barges SwapDiesel Diff - Diesel 10 ppm CIF NWE (Le Havre) Cargoes vs Low Sulphur Gasoil 1st Line BalmoDiesel Diff - Diesel 10 ppm CIF NWE (Le Havre) Cargoes vs Low Sulphur Gasoil 1st Line SwapDiesel Diff - Diesel 10 ppm FOB Rdam Barges vs Gasoil 50 ppm FOB Rdam Barges SwapDiesel Diff - Diesel 10 ppm FOB Rdam Barges vs Low Sulphur Gasoil 1st Line Balmo

Diesel Diff - Diesel 10 ppm FOB Rdam Barges vs Low Sulphur Gasoil 1st Line SwapDiesel Diff - Diesel 10ppm (UK) CIF NWE Cargoes vs Gasoil 1st Line SwapDiesel Diff - Diesel 10ppm (UK) CIF NWE/Gasoil 1st Line Balmo SwapDiesel Diff - Diesel 10ppm CIF NWE Cargoes vs Gasoil 1st Line Balmo SwapDiesel Diff - Diesel 10ppm FOB Rdam Barges vs ICE Gasoil BALMO SwapDiesel Diff - ULSD 10 ppm CIF MED Cargoes vs Low Sulphur Gasoil 1st Line BalmoDiesel Diff - ULSD 10 ppm CIF MED Cargoes vs Low Sulphur Gasoil 1st Line SwapDiesel Diff - ULSD 10 ppm CIF NWE Cargoes vs Low Sulphur Gasoil 1st Line BalmoDiesel Diff - ULSD 10 ppm CIF NWE Cargoes vs Low Sulphur Gasoil 1st Line SwapDiesel Diff - ULSD 10ppm Cargoes CIF MED vs Gasoil 1st Line Balmo SwapDiesel Outright - Diesel 10ppm CIF NWE Cargoes SwapDiesel Outright - Diesel 10ppm FOB Rotterdam Barges Balmo SwapDiesel Outright - Diesel 10ppm FOB Rotterdam Barges Bullet SwapDiesel Outright - Gulf Coast ULSD SwapEP Keystone Physical Fixed Price MonthlyEP Keystone Physical Fixed Price SpotEP Keystone Physical Gas Daily MonthlyEP Keystone Physical Gas Daily SpotEP SJ Blanco Pool Physical Fixed Price MonthlyEP SJ Blanco Pool Physical Fixed Price SpotEP SJ Blanco Pool Physical Gas Daily MonthlyEP SJ Blanco Pool Physical Gas Daily SpotEP San Juan Financial IndexEP San Juan Fixed Price SwapEP San Juan Pipe OptionERCOT South 345 KV Hub DA, Peak DailyERCOT Houston 345 KV Hub DA, Peak DailyERCOT Houston 345KV Hub DA, Off-Peak DailyERCOT Houston Load Zone DA, Off-Peak DailyERCOT Houston Load Zone DA, Off-Peak MonthlyERCOT Houston Load Zone DA, Peak DailyERCOT Houston Load Zone DA, Peak MonthlyERCOT North 345KV Hub DA, Off-Peak DailyERCOT North 345KV Hub DA, Peak DailyERCOT North Load Zone DA, Off-Peak DailyERCOT North Load Zone DA, Off-Peak MonthlyERCOT North Load Zone DA, Peak DailyERCOT North Load Zone DA, Peak MonthlyERCOT North Zone 345kv RT Peak OptionsERCOT South 345KV Hub DA, Off-Peak DailyERCOT South Load Zone DA, Off-Peak DailyERCOT South Load Zone DA, Off-Peak MonthlyERCOT South Load Zone DA, Peak DailyERCOT South Load Zone DA, Peak MonthlyERCOT West 345 KV Hub DA, Peak Daily

ERCOT West 345KV Hub DA, Off-Peak DailyERCOT West Load Zone DA, Off-Peak DailyERCOT West Load Zone DA, Off-Peak MonthlyERCOT West Load Zone DA, Peak DailyERCOT West Load Zone DA, Peak MonthlyFlorida Gas Zone 3 Financial IndexFlorida Gas Zone 3 Financial SwingFuel Oil Crack - 1% FOB NWE Cargoes vs. Brent NX 1st Line SwapFuel Oil Crack - 1% NYH Cargo Swap vs WTI 1st Line Balmo SwapFuel Oil Crack - 180 cst Sing vs Brent 1st Line SwapFuel Oil Crack - 180 cst Sing vs Dubai 1st Line SwapFuel Oil Crack - 180 cst Singapore vs. Brent NX 1st Line SwapFuel Oil Crack - 3% USGC Residual vs. Brent NX 1st Line SwapFuel Oil Crack - 3.5% FOB Rotterdam Barges vs. Brent NX 1st Line SwapFuel Oil Crack - 380 cst Sing vs Brent 1st Line SwapFuel Oil Crack - 380 cst Sing vs Dubai 1st Line SwapFuel Oil Crack - 380 cst Singapore vs. Brent NX 1st Line SwapFuel Oil Crack - Gulf Coast No. 6 3% Fuel Oil Crack SpreadFuel Oil Crack - Gulf Coast No. 6 Fuel Oil vs Brent 1st Line SwapFuel Oil Crack - NY 1% Fuel Oil vs Brent 1st Line SwapFuel Oil Crack - NYH 1% Fuel Oil Cargoes vs. Brent NX 1st Line SwapFuel Oil Crack - New York 1% Fuel Oil Crack SpreadFuel Oil Diff - 1% CIF MED Cargoes vs 1% FOB NWE Cargoes SwapFuel Oil Diff - 1% CIF NWE cargoes vs 1% FOB NWE Cargoes SwapFuel Oil Diff - 1% FOB Rdam Barges vs. 1% FOB MED Cargoes SwapFuel Oil Diff - 1% NYH Cargoes vs 1% FOB NWE Cargoes Balmo SwapFuel Oil Diff - 1% NYH Cargoes vs 3% USGC Balmo SwapFuel Oil Diff - 1% Rdam FOB Barges vs 1% CIF NWE Cargoes SwapFuel Oil Diff - 3% USGC Swap vs 3.5% FOB Rdam Barges Balmo SwapFuel Oil Diff - 380 cst Sing vs 3.5% Rdam FOB Barges Balmo SwapFuel Oil Diff - 380 cst Sing vs 3.5% Rdam FOB Barges SwapFuel Oil Diff - New York 1% Fuel Oil vs Gulf Coast 3% Fuel Oil SwapFuel Oil Outright - 1% CIF NWE Cargoes SwapFuel Oil Outright - Fuel Oil 1% FOB Med Cargoes SwapFuel Oil Outright - New York 1% Fuel Oil Balmo SwapFuel Oil Outright - New York 1% Fuel Oil SwapGTN Stanfield Physical Fixed Price MonthlyGTN Stanfield Physical Fixed Price SpotGTN Stanfield Physical Gas Daily MonthlyGTN Stanfield Physical Gas Daily SpotGasoil Arb - 0.5% Singapore Gasoil vs. Low Sulphur Gasoil 1st Line SwapGasoil Crack - 0.1% Gasoil CIF NWE Cargoes vs. Brent NX 1st Line Swap Gasoil Crack - 0.1% Gasoil FOB Rotterdam Barges vs. Brent NX 1st Line Swap Gasoil Crack - Gasoil 1st Line vs. Brent NX 1st Line Swap (Bbl)Gasoil Crack - Gasoil 1st Line vs. Brent NX 1st Line Swap (Mts)

Gasoil Crack - Gasoil 50 ppm FOB Rotterdam Barges vs Brent 1st Line SwapGasoil Crack - Gasoil 50 ppm FOB Rotterdam Barges vs. Brent NX 1st Line Swap Gasoil Crack - Low Sulphur Gasoil 1st Line Swap vs Brent 1st Line Swap (bbl)Gasoil Crack - Low Sulphur Gasoil 1st Line Swap vs Brent 1st Line Swap (mt)Gasoil Crack - Low Sulphur Gasoil 1st Line vs. Brent NX 1st Line Swap (Bbl)Gasoil Crack - Low Sulphur Gasoil 1st Line vs. Brent NX 1st Line Swap (MTs)Gasoil Diff - 0.1% Gasoil CIF MED Cargoes vs. Low Sulphur Gasoil 1st Line BalmoGasoil Diff - 0.1% Gasoil CIF MED Cargoes vs. Low Sulphur Gasoil 1st Line SwapGasoil Diff - 0.1% Gasoil CIF NWE Cargoes vs. Low Sulphur Gasoil 1st Line BalmoGasoil Diff - 0.1% Gasoil CIF NWE Cargoes vs. Low Sulphur Gasoil 1st Line SwapGasoil Diff - 0.1% Gasoil FOB Rdam Barges vs. Low Sulphur Gasoil 1st Line BalmoGasoil Diff - Diesel 10ppm (UK) CIF NWE Cargoes vs. Low Sulphur Gasoil 1st Line BalmoGasoil Diff - Diesel 10ppm (UK) CIF NWE Cargoes vs. Low Sulphur Gasoil 1st Line SwapGasoil Diff - Gasoil 0.1% CIF MED Cargoes SwapGasoil Diff - Gasoil 0.1% CIF MED Cargoes vs Gasoil 1st Line BALMO SwapGasoil Diff - Gasoil 50 ppm FOB Rdam Barges vs Low Sulphur Gasoil 1st Line SwapGasoil Diff - Gasoil 50 ppm FOB Rotterdam Barges vs 0.1% Gasoil FOB Rotterdam Barges SwapGasoil Diff - Gasoil 50 ppm FOB Rotterdam Barges vs Gasoil 1st Line SwapGasoil Diff - Low Sulphur Gasoil 1st Line Swap vs Gasoil 1st Line SwapGasoil Diff - Singapore 10 ppm Gasoil vs 0.5% Singapore Gasoil SwapGasoil Diff - ULSD 10 ppm CIF NWE (ARA) /Gasoil 1st line BALMOGasoil Outright - European-Style Low Sulphur Gasoil OptionsGasoil Outright - Gasoil 0.1% CIF NWE Cargoes BALMO SwapGasoil Outright - Gasoil 0.1% CIF NWE Cargoes SwapGasoil Outright - Gasoil 0.1% FOB MED Cargoes SwapGasoil Outright - Gasoil 0.1% FOB Rotterdam Barges SwapGasoil Outright - Gasoil 50 ppm FOB Rotterdam Barges BALMO SwapGasoil Outright - Gasoil 50 ppm FOB Rotterdam Barges SwapGasoil Outright - Gasoil 50ppm FOB Rdam Barges Bullet SwapGasoil Outright - Low Sulphur Gasoil 1-Month Calendar Spread OptionGasoil Outright - Low Sulphur Gasoil 1st Line BalmoGasoil Outright - Low Sulphur Gasoil 1st Line SwapGasoil Outright - Low Sulphur Gasoil Average Price OptionGasoil Outright - Low Sulphur Gasoil Bullet SwapGasoil Outright - Singapore 10ppm Gasoil SwapGasoil Outright - ULSD 10ppm CIF NWE Cargoes Balmo SwapGasoline Crack - Argus EuroBOB OXY FOB Rotterdam Barge vs. Brent NX 1st Line SwapGasoline Crack - RBOB Gasoline 1st Line vs Brent 1st Line SwapGasoline Crack - RBOB Gasoline 1st Line vs WTI 1st Line SwapGasoline Crack - RBOB Gasoline 1st Line vs. Brent NX 1st Line Swap Gasoline Outright - Premium Unleaded 10ppm FOB MED Cargoes SwapGasoline Outright - RBOB Gasoline 1st Line SwapGulf Coast ULSD Diff - Gulf Coast ULSD vs Heating Oil 1st Line SwapHATT-INL, FP for OPIS - Financial Propane SwapHO GO Arb - Heating Oil 1st Line Swap vs Low Sulphur Gasoil 1st Line Swap (bbl)

HO GO Arb - Heating Oil 1st Line Swap vs Low Sulphur Gasoil 1st Line Swap (mt)HSC HPL Pool Physical Fixed Price MonthlyHSC HPL Pool Physical Fixed Price SpotHSC HPL Pool Physical Gas Daily MonthlyHSC HPL Pool Physical Gas Daily SpotHandysize Timecharter (Baltic) Freight SwapHeating Oil Arb - Heating Oil 1st Line vs Gasoil 1st Line Swap (MT)Heating Oil Crack - NYH Heating Oil 1st Line vs Brent 1st Line SwapHeating Oil Crack - NYH Heating Oil 1st Line vs WTI 1st Line SwapHeating Oil Crack - NYH Heating Oil 1st Line vs. Brent NX 1st Line SwapHenry Cal 1x Fixed Price OptionsHenry Cal 1x Fixed Price SwapHenry Financial LD1 Fixed Price Same DayHenry Financial LD1 Fixed Price Same Day OptionsHenry Financial LD4 Fixed PriceHenry Financial LD4 Fixed Price OptionHenry Financial Penultimate 1-Month Calendar Spread OptionHenry Financial Penultimate 3-Month Calendar Spread OptionHenry Financial Penultimate 6-Month Calendar Spread OptionHenry Financial Penultimate Equity OptionsHenry Financial Penultimate Fixed PriceHenry Financial Swing OptionsISO NE Maine Day Ahead LMP, Off-Peak MonthlyISO NE Maine Day Ahead LMP, Peak MonthlyISO NE NE Massachusetts Day Ahead LMP, Off-Peak MonthlyISO NE NE Massachusetts Day Ahead LMP, Peak MonthlyISO NE New Hampshire Day Ahead LMP, Off-Peak MonthlyISO NE New Hampshire Day Ahead LMP, Peak MonthlyISO NE SE Massachusetts Day Ahead LMP, Off-Peak MonthlyISO NE SE Massachusetts Day Ahead LMP, Peak MonthlyISO NE West Central Massachusetts Day Ahead LMP, Off-Peak MonthlyISO NE West Central Massachusetts Day Ahead LMP, Peak MonthlyISO New England Connecticut Day Ahead LMP Off-Peak MonthlyISO New England Connecticut Day Ahead LMP Peak MonthlyIron Ore Swap (Platts IODEX) 62% FeJet CIF NWE Cargoes BALMO SwapJet Diff - Jet CIF NWE Cargoes vs Low Sulphur Gasoil 1st Line SwapJet Diff - Jet CIF NWE Cargoes vs Low Sulphur Gasoil 1st Line SwapJet Diff - Jet FOB Rdam Barges vs Low Sulphur Gasoil 1st Line SwapJet Fuel Crack - USGC Jet vs. Brent 1st Line SwapJet Fuel Crack - USGC Jet vs. Brent NX 1st Line SwapJet Fuel Diff - Singapore Jet Kero Cargoes vs 0.5% Singapore Gasoil BALMO SwapJet Fuel Diff - USGC Jet Fuel vs Heating Oil 1st Line SwapJet Fuel Outright - Gulf Coast Jet Fuel SwapJet Outright - Jet CIF NWE Cargoes Swap

Lebanon Financial SwingMISO Illinois Day Ahead LMP Off-Peak MonthlyMISO Illinois Day Ahead LMP Peak MonthlyMISO Indiana Hub, Real Time Peak OptionMassachusetts Compliance Renewable Energy Certificates Class 1 ForwardMichcon Financial IndexMichcon Financial SwingMichcon Physical Fixed Price MonthlyMichcon Physical Fixed Price SpotMichcon Physical Gas Daily MonthlyMichcon Physical Gas Daily SpotMt Belvieu-Ent Ethane, FP For OPIS Average BalmoMt Belvieu-Ent Ethane, FP for OPIS Average Price OptionMt Belvieu-Ent Natgaso FP for OPIS Average BalmoMt Belvieu-LST Propane FP for OPIS Average Price OptionMt. B-Enterprise, FP for OPIS - Financial Ethane Contained in E/P Mix SwapNBPL Ventura Physical Fixed Price MonthlyNBPL Ventura Physical Fixed Price SpotNBPL Ventura Physical Gas Daily MonthlyNBPL Ventura Physical Gas Daily SpotNGPL Midcont Financial IndexNGPL Midcont Financial SwingNGPL STX Financial IndexNGPL STX Financial SwingNGPL STX Physical Fixed Price MonthlyNGPL STX Physical Fixed Price SpotNGPL STX Physical Gas Daily MonthlyNGPL STX Physical Gas Daily SpotNNG Demarc Financial IndexNNG Demarc Financial SwingNNG Ventura Financial IndexNNG Ventura Financial SwingNNG Ventura Physical Fixed Price MonthlyNNG Ventura Physical Fixed Price SpotNNG Ventura Physical Gas Daily MonthlyNNG Ventura Physical Gas Daily SpotNYISO Zone C Day Ahead LBMP, Off-Peak MonthlyNYISO Zone C Day Ahead LBMP, Peak MonthlyNYISO Zone F Day Ahead LBMP, Off-Peak MonthlyNYISO Zone F Day Ahead LBMP, Peak MonthlyNaphtha CIF NWE Cargoes BALMO SwapNaphtha Crack - CIF NWE Cargoes vs Brent 1st Line BALMO SwapNaphtha Crack - Naphtha CIF NWE Cargoes vs. Brent NX 1st Line SwapNaphtha Outright - Japan C+F Naphtha Cargoes BALMO SwapNaphtha Outright - Singapore Naphtha Balmo Swap

Naphtha Outright - Singapore Naphtha Calendar SwapNew Jersey Compliance Renewable Energy Certificates Class 1 ForwardOGT Physical Fixed Price MonthlyOGT Physical Fixed Price SpotOGT Physical Gas Daily MonthlyOGT Physical Gas Daily SpotONEOK Gas Transporation Financial IndexONEOK Gas Transporation Financial SwingOasis Waha Pool Physical Fixed Price MonthlyOasis Waha Pool Physical Fixed Price SpotOasis Waha Pool Physical Gas Daily MonthlyOasis Waha Pool Physical Gas Daily SpotOpal Physical Fixed Price MonthlyOpal Physical Fixed Price SpotOpal Physical Gas Daily MonthlyOpal Physical Gas Daily SpotPJM AECO Zone Day Ahead LMP, Off-Peak MonthlyPJM AECO Zone Day Ahead LMP, Peak MonthlyPJM APS Zone Day Ahead LMP, Off-Peak MonthlyPJM APS Zone Day Ahead LMP, Peak MonthlyPJM BGE Zone Day Ahead, Off-Peak MonthlyPJM BGE Zone Day Ahead, Peak MonthlyPJM Cal 1x Fixed Price OptionsPJM Cal 1x Fixed Price SwapPJM ComEd Zone Day Ahead LMP Off-Peak MonthlyPJM ComEd Zone Day Ahead LMP Peak MonthlyPJM DPL Zone Day Ahead LMP, Off-Peak MonthlyPJM DPL Zone Day Ahead LMP, Peak MonthlyPJM Duquesne Zone Day Ahead LMP Off-Peak MonthlyPJM Duquesne Zone Day Ahead LMP Peak MonthlyPJM METED Zone Day Ahead LMP MonthlyPJM METED Zone Day Ahead LMP Off-Peak MonthlyPJM Off-Peak Cal 1x Fixed Price OptionsPJM Off-Peak Cal 1x Fixed Price SwapPJM PECO Zone Day Ahead, Off-Peak MonthlyPJM PECO Zone Day Ahead, Peak MonthlyPJM PENELEC Zone Day Ahead LMP, Off-Peak MonthlyPJM PENELEC Zone Day Ahead LMP, Peak MonthlyPJM PPL Zone Day Ahead, Off-Peak MonthlyPJM PPL Zone Day Ahead, Peak MonthlyPJM Planning Year 1x Fixed Price OptionsPJM Planning Year 1x Fixed Price SwapPJM WH Real Time Daily OptionsPJM WH Real Time Daily SwapPJM WH Real Time Off-Peak Monthly Options

PJM WH Real Time Peak OptionPanamax Timecharter (Baltic) Freight SwapPanhandle Fixed Price SwapPanhandle Pipe OptionPlatts Refined Diff - NYH Heating Oil 2:30 PM ET Settlement vs. Platts 3:15 PM ET Futures AssessmentPlatts Refined Diff - NYH RBOB 2:30 PM ET Settlement vs. Platts 3:15 PM ET Futures AssessmentPlatts Refined Diff ¿ NYH Heating Oil 2:30 PM ET Settlement vs. Platts 3:15 PM ET 2nd Month Platts Refined Diff ¿ NYH RBOB 2:30 PM ET Settlement vs. Platts 3:15 PM ET 2nd Month Regional Greenhouse Gas Initiative Vintage 2009 ForwardRegional Greenhouse Gas Initiative Vintage 2009 OptionsRegional Greenhouse Gas Initiative Vintage 2010 ForwardRegional Greenhouse Gas Initiative Vintage 2010 OptionsRegional Greenhouse Gas Initiative Vintage 2011 ForwardRegional Greenhouse Gas Initiative Vintage 2011 OptionsRegional Greenhouse Gas Initiative Vintage 2012 ForwardRegional Greenhouse Gas Initiative Vintage 2012 OptionsSP-15 EZ Gen Hub Day Ahead LMP Peak OptionSaudi CP Financial Propane SwapSocal Border Pipe OptionSocal Citygate Physical Fixed Price MonthlySocal Citygate Physical Fixed Price SpotSocal Citygate Physical Gas Daily MonthlySocal Citygate Physical Gas Daily SpotSonat Financial IndexSonat Financial SwingSouthern Star TX OK KS Financial BasisSouthern Star TX OK KS Financial IndexSouthern Star TX OK KS Financial SwingSulfur Financial Instrument Vintage 2009 ForwardSulfur Financial Instrument Vintage 2009 OptionsSulfur Financial Instrument Vintage 2010 ForwardSulfur Financial Instrument Vintage 2010 OptionsSulfur Financial Instrument Vintage 2011 ForwardSulfur Financial Instrument Vintage 2011 OptionsSulfur Financial Instrument Vintage 2012 ForwardSulfur Financial Instrument Vintage 2012 OptionsSulfur Financial Instrument Vintage 2013 ForwardSulfur Financial Instrument Vintage 2013 OptionsSulfur Financial Instrument Vintage 2014 ForwardSulfur Financial Instrument Vintage 2014 OptionsSulfur Financial Instrument Vintage 2015 ForwardSulfur Financial Instrument Vintage 2015 OptionsSupramax Timecharter (Baltic) Freight SwapTC2 FFA-Northwest Europe to USAC (Baltic) SwapTC4 FFA-Singapore to Japan (Platts) Swap

TC5 FFA-Mideast Gulf to Japan (Platts) SwapTC6 FFA-Skikda to Lavera (Cross Med) (Baltic) SwapTD3 FFA-Mideast Gulf to Japan (Baltic) SwapTD5 FFA-West Africa to USAC (Baltic) SwapTD7 FFA-UK North Sea to Continent (Baltic) SwapTETCO ELA Financial BasisTETCO ELA Financial IndexTETCO ELA Physical Fixed Price MonthlyTETCO ELA Physical Fixed Price SpotTETCO ELA Physical Gas Daily MonthlyTETCO ELA Physical Gas Daily SpotTETCO STX Financial IndexTETCO STX Financial SwingTETCO STX Physical Fixed Price MonthlyTETCO STX Physical Fixed Price SpotTETCO STX Physical Gas Daily MonthlyTETCO STX Physical Gas Daily SpotTETCO WLA Financial BasisTETCO WLA Financial IndexTETCO WLA Physical Fixed Price MonthlyTETCO WLA Physical Fixed Price SpotTETCO WLA Physical Gas Daily MonthlyTETCO WLA Physical Gas Daily SpotTGP 800L Physical Fixed Price MonthlyTGP 800L Physical Fixed Price SpotTGP 800L Physical Gas Daily MonthlyTGP 800L Physical Gas Daily SpotTGP Zone 0 North Physical Fixed Price MonthlyTGP Zone 0 North Physical Fixed Price SpotTGP Zone 0 North Physical Gas Daily MonthlyTGP Zone 0 North Physical Gas Daily SpotTGP Zone 0 South Physical Fixed Price MonthlyTGP Zone 0 South Physical Fixed Price SpotTGP Zone 0 South Physical Gas Daily MonthlyTGP Zone 0 South Physical Gas Daily SpotTGT Zone 1 (FT) Physical Fixed Price MonthlyTGT Zone 1 (FT) Physical Fixed Price SpotTGT Zone 1 (FT) Physical Gas Daily MonthlyTGT Zone 1 (FT) Physical Gas Daily SpotTGT Zone 1 Financial IndexTGT Zone 1 Financial SwingTGT Zone SL (FT) Physical Fixed Price MonthlyTGT Zone SL (FT) Physical Fixed Price SpotTGT Zone SL (FT) Physical Gas Daily MonthlyTGT Zone SL (FT) Physical Gas Daily Spot

Tennessee 500L Financial IndexTennessee 800L Financial BasisTennessee Zone 0 Financial IndexTransco Station 30 (Zone 1) Financial BasisTransco Station 45 (Zone 2) Financial BasisTransco Station 45 (Zone 2) Financial IndexTransco Station 65 (Zone 3) Financial IndexTransco Station 65 (Zone 3) Financial SwingTransco Station 85 (Zone 4) Financial IndexTransco Station 85 (Zone 4) Financial SwingTransco Station 85 (Zone 4) Physical Fixed Price MonthlyTransco Station 85 (Zone 4) Physical Fixed Price SpotTransco Station 85 (Zone 4) Physical Gas Daily MonthlyTransco Station 85 (Zone 4) Physical Gas Daily SpotTransco Zone 6 (non NY) Financial BasisTransco Zone 6 (non NY) Financial IndexTransco Zone 6 (non NY) Financial SwingULSD 10 ppm CIF Med Cargoes SwapULSD 10 ppm CIF NWE (ARA)

CBOT Denatured Fuel Ethanol Forward Month SwapsWheat Calendar SwapsSoybean Calendar SwapsCorn Calendar SwapsUrea FOB US Gulf Coast SwapsUAN FOB NOLA SwapsDAP FOB Tampa SwapsDAP FOB NOLA SwapsS&P GSCI Excess Return ForwardS&P-GSCI ER Index 3 Month Forward SwapsS&P-GSCI ER Index 2 Month Forward SwapsS&P GSCI ER Gold SwapS&P GSCI Crude Oil ER SwapS&P-GSCI Excess Return Index SwapCleared OTC Dow Jones-UBS Commodity Index SwapDJ-UBS CI ER Index 3 Month Forward SwapsDJ-UBS CI ER Index 2 Month Forward Swaps



AFN AfghaniEUR EuroALL LekDZD Algerian DinarUSD US DollarAOA KwanzaXCD East Caribbean DollarARS Argentine PesoAMD Armenian DramAWG Aruban FlorinAUD Australian DollarAZN Azerbaijanian ManatBSD Bahamian DollarBHD Bahraini DinarBDT TakaBBD Barbados DollarBYR Belarussian RubleBZD Belize DollarXOF CFA Franc BCEAOBMD Bermudian DollarBTN NgultrumINR Indian RupeeBOB BolivianoBOV MvdolBAM Convertible MarkBWP PulaNOK Norwegian KroneBRL Brazilian RealBND Brunei DollarBGN Bulgarian LevBIF Burundi FrancKHR RielXAF CFA Franc BEACCAD Canadian DollarCVE Cape Verde EscudoKYD Cayman Islands DollarCLF Unidades de fomentoCLP Chilean Peso

CNY Yuan RenminbiCOP Colombian PesoCOU Unidad de Valor RealKMF Comoro FrancCDF Congolese FrancNZD New Zealand DollarCRC Costa Rican ColonHRK Croatian KunaCUC Peso ConvertibleCUP Cuban PesoANG Netherlands Antillean GuilderCZK Czech KorunaDKK Danish KroneDJF Djibouti FrancDOP Dominican PesoEGP Egyptian PoundSVC El Salvador ColonERN NakfaETB Ethiopian BirrFKP Falkland Islands PoundFJD Fiji DollarXPF CFP FrancGMD DalasiGEL LariGHS Ghana CediGIP Gibraltar PoundGTQ QuetzalGBP Pound SterlingGNF Guinea FrancGYD Guyana DollarHTG GourdeHNL LempiraHKD Hong Kong DollarHUF ForintISK Iceland KronaIDR RupiahXDR SDR (Special Drawing Right)IRR Iranian RialIQD Iraqi DinarILS New Israeli SheqelJMD Jamaican DollarJPY YenJOD Jordanian DinarKZT TengeKES Kenyan Shilling

KPW North Korean WonKRW WonKWD Kuwaiti DinarKGS SomLAK KipLVL Latvian LatsLBP Lebanese PoundLSL LotiZAR RandLRD Liberian DollarLYD Libyan DinarCHF Swiss FrancLTL Lithuanian LitasMOP PatacaMKD DenarMGA Malagasy AriaryMWK KwachaMYR Malaysian RinggitMVR RufiyaaMRO OuguiyaMUR Mauritius RupeeXUA ADB Unit of AccountMXN Mexican PesoMXV Mexican Unidad de Inversion (UDI)MDL Moldovan LeuMNT TugrikMAD Moroccan DirhamMZN Mozambique MeticalMMK KyatNAD Namibia DollarNPR Nepalese RupeeNIO Cordoba OroNGN NairaOMR Rial OmaniPKR Pakistan RupeePAB BalboaPGK KinaPYG GuaraniPEN Nuevo SolPHP Philippine PesoPLN ZlotyQAR Qatari RialRON New Romanian LeuRUB Russian RubleRWF Rwanda Franc

SHP Saint Helena PoundWST TalaSTD DobraSAR Saudi RiyalRSD Serbian DinarSCR Seychelles RupeeSLL LeoneSGD Singapore DollarXSU SucreSBD Solomon Islands DollarSOS Somali ShillingSSP South Sudanese PoundLKR Sri Lanka RupeeSDG Sudanese PoundSRD Surinam DollarSZL LilangeniSEK Swedish KronaCHE WIR EuroCHW WIR FrancSYP Syrian PoundTWD New Taiwan DollarTJS SomoniTZS Tanzanian ShillingTHB BahtTOP Pa’angaTTD Trinidad and Tobago DollarTND Tunisian DinarTRY Turkish LiraTMT Turkmenistan New ManatUGX Uganda ShillingUAH HryvniaAED UAE DirhamUSN US Dollar (Next day)USS US Dollar (Same day)UYI Uruguay Peso en Unidades Indexadas (URUIURUI)UYU Peso UruguayoUZS Uzbekistan SumVUV VatuVEF Bolivar FuerteVND DongYER Yemeni RialZMK Zambian KwachaZWL Zimbabwe DollarXBA Bond Markets Unit European Composite Unit (EURCO)XBB Bond Markets Unit European Monetary Unit (E.M.U.-6)

XBC Bond Markets Unit European Unit of Account 9 (E.U.A.-9)XBD Bond Markets Unit European Unit of Account 17 (E.U.A.-17)XFU UIC-FrancXTS Codes specifically reserved for testing purposesXXX The codes assigned for transactions where no currency is involvedXAU GoldXPD PalladiumXPT PlatinumXAG Silver

(Clearing Symbol examples below for ICE - Correspond to Contract Type)

ICE_ALQICE_BRMICE_CGBICE_BODICE_CFOICE_CFTICE_CFMICE_UCFDepends on ContractICE_IICE_BNBICE_PEIICE_PESICE_OEHICE_EDHICE_OENICE_EDNICE_OESICE_EDSICE_OEWICE_EDWICE_BULICE_WULICE_GULICE_FVBICE_GOEICE_FOHDepends on ContractICE_CIFDepends on ContractDepends on ContractICE_FOMICE_RBOICE_GEBICE_GRBICE_GMG




ICE_ABIICE_FAMICE_GOADepends on ContractICE_EOBDepends on ContractICE_ROEDepends on ContractICE_AEOICE_TABICE_TOBDepends on ContractICE_JRGICE_JRJICE_MCGICE_MCGICE_MDCICE_MDFICE_MDFDepends on ContractDepends on ContractDepends on ContractICE_NICICE_NIDICE_NIAICE_NIBICE_NTIICE_NTSICE_NROICE_NRPICE_RSIICE_NISICE_NJCICE_NECICE_NOBICE_JOEICE_ONEICE_PPGICE_PPHICE_PPEICE_PPFICE_ADDICE_ADCICE_ADAICE_ADB

ICE_PECICE_PEDICE_PEAICE_PEBICE_JCCICE_JCDICE_JCAICE_JCBICE_SPYICE_SPYICE_SROICE_SRPICE_TGBICE_TRLICE_DMGICE_TIAICE_TIZICE_WTBICE_WAIICE_WASDepends on ContractDepends on ContractDepends on ContractICE_AECICE_AISICE_ASSICE_AODICE_ADOICE_MSOICE_DDPICE_CGMICE_ANOICE_APCICE_CPCICE_XLEICE_XLBICE_XLAICE_XLDICE_XLCICE_XLFICE_CONICE_XLKICE_XLHICE_XLGICE_XLJ

ICE_XLIICE_XLLICE_CRIICE_CTPICE_DGDICE_CISICE_CSSICE_NGCICE_PRCDepends on ContractICE_DBIICE_RICE_CFDDepends on ContractICE_DBFICE_BTDICE_IICE_PDBICE_DFGICE_DOMICE_DISICE_DSSICE_XJPICE_XJMICE_XJLICE_XJOICE_XJNICE_XJQICE_PERICE_SNJICE_SNSICE_ERHICE_HEDICE_HEBICE_EHDICE_ERNICE_NEDICE_NEBICE_ENDICE_ERSICE_SEDICE_SEBICE_ESDICE_WEDICE_WEB

ICE_EWDICE_ERWICE_FTZICE_SZSICE_SYSICE_BOBICE_FOSDepends on ContractDepends on ContractICE_SFSICE_NVSICE_FBCDepends on ContractICE_CARICE_FOBDepends on ContractICE_BARICE_GDCICE_GOCICE_CFGICE_RFGICE_NFGICE_GSPICE_GSPICE_GOBICE_HXSICE_SHSICE_UCSICE_HOGICE_HOFICE_HENICE_HISICE_HICE_HICE_HHDICE_XGAICE_XGBICE_XGFICE_XGCICE_XGGICE_XGDICE_JETICE_SVSICE_SRSICE_MOD

ICE_MDAICE_MCDICE_MCCICE_CPOICE_IOPICE_CINICE_IDPICE_MLNICE_MISICE_MSSICE_XGIICE_XGJICE_XGNICE_XGKICE_XGOICE_XGLICE_NMCICE_OMCICE_MXOICE_MDCICE_MPDICE_ETEICE_ISOICE_NBIICE_NGEICE_PRNICE_NBRICE_PRLICE_NDOICE_PNLICE_NDPICE_MCOICE_XJVICE_XJSICE_XJRICE_XJUICE_XJTICE_XJWICE_NSXICE_NTOICE_XIXICE_XIUICE_XITICE_XIWICE_XIV

ICE_XIYICE_NIOICE_DEMICE_XIRICE_XIOICE_XINICE_XIQICE_XIPICE_XISICE_NVEICE_ONPICE_UNPICE_NPMICE_DPNICE_NWRICE_RSSICE_NSUICE_NSSICE_AOPICE_APOICE_NAYICE_ADPICE_NGOICE_NODICE_NGYICE_GDPICE_NJOICE_NOJICE_NJYICE_JDPICE_NEPICE_NOPICE_POPICE_NEPICE_EDPICE_PGEICE_EISICE_PIGICE_XGQICE_XGRICE_XGVICE_XGSICE_XGWICE_XGTICE_PSD

ICE_PSBICE_PSCICE_PSAICE_PDOICE_PDAICE_PJDICE_PJCICE_PMIICE_PMIICE_OPJICE_ODPICE_PJMICE_PDPICE_OVPICE_QVPICE_PVMICE_VDPICE_PANICE_PISICE_PSSICE_XILICE_XIIICE_XIHICE_XIKICE_XIJICE_XIMICE_OFPICE_SQPICE_SPMICE_SDPDepends on ContractICE_SXSICE_SUSICE_STSICE_SCLICE_SISICE_SSSICE_SCBICE_SCIICE_SCSICE_SONICE_TCOICE_TISICE_CGSICE_XJD

ICE_XJAICE_XIZICE_XJCICE_XJBICE_XJEICE_TMTICE_MTIICE_TSSICE_SXTICE_XLQICE_XLNICE_XLMICE_XLPICE_XLOICE_XLRICE_ZSLICE_TFLICE_TZZICE_STAICE_XJJICE_XJGICE_XJFICE_XJIICE_XJHICE_XJKICE_TRZICE_TZSICE_NSIICE_ZSSICE_DWNICE_RICE_WAHDepends on ContractDepends on ContractDepends on ContractDepends on ContractDepends on ContractDepends on ContractDepends on ContractICE_NGAICE_APSICE_APIICE_XTBICE_XTAICE_XTD

ICE_XTCICE_AOIICE_AOSICE_XZMICE_XZLICE_XZOICE_XZNICE_ALIICE_ALSDepends on ContractICE_APNDepends on ContractICE_AFEICE_EGDICE_BRZICE_XXKICE_XXJICE_XXMICE_XXLICE_CRCICE_CRSICE_CALICE_CALICE_CAMICE_CAMICE_CANICE_CANICE_TCCICE_CFSICE_CFSICE_CTIICE_CTSICE_CCSICE_CCSICE_CCHICE_CCIICE_CCJICE_CCKICE_CTRICE_ECCICE_IBCDepends on ContractICE_NAKICE_NAKICE_NOK

ICE_NOKICE_SOKICE_SOKICE_STKICE_STKICE_ARFICE_ARIICE_ARJICE_ARKICE_ARLICE_NXJICE_ARNICE_AROICE_NXKICE_NXDICE_NXBICE_ESPICE_CFUICE_NOEICE_TIBICE_TIBICE_NXTICE_NXTICE_TDXICE_ARGICE_ARHICE_ARMICE_NXXICE_NXWICE_BNLICE_BNLICE_NNBICE_NULICE_ESOICE_CFPICE_CFEICE_CFRICE_CFNICE_DCNICE_DCGICE_DORDepends on ContractICE_ULGICE_DFIDepends on Contract

ICE_ULEICE_DCUDepends on ContractDepends on ContractDepends on ContractDepends on ContractICE_ULIDepends on ContractICE_ULFDepends on ContractICE_DCCDepends on ContractICE_FBGICE_GUUICE_XSUICE_XSTICE_XSWICE_XSVICE_XVHICE_XVGICE_XVJICE_XVIICE_SNIICE_OPUICE_OPUICE_SEAICE_HEAICE_HECICE_HZCICE_HZDICE_HZAICE_HZBICE_NDCICE_NDAICE_NZCICE_NZDICE_NZAICE_NZBICE_ERNICE_SECICE_SZCICE_SZDICE_SZAICE_SZBICE_WEA

ICE_WECICE_WZCICE_WZDICE_WZAICE_WZBICE_FTIICE_FTSICE_NXCDepends on ContractICE_SBSICE_SESICE_NXZICE_NXOICE_NXFICE_SPSICE_SLSICE_NXYICE_GUFICE_GCSICE_NFBICE_NXPICE_FOKICE_CIBICE_CIHICE_FOPDepends on ContractDepends on ContractICE_FBEDepends on ContractDepends on ContractICE_SJSICE_FODICE_CIDICE_OPMDepends on ContractICE_FOWICE_XWRICE_XWQICE_XWTICE_XWSICE_ULPICE_NXQICE_NXEICE_NXGICE_NXM

ICE_GSCICE_NXVICE_ULDICE_ULCICE_NXLICE_NXUDepends on ContractICE_ULQDepends on ContractICE_ULTDepends on ContractDepends on ContractICE_ULUICE_GCMDepends on ContractICE_ULHICE_GSFICE_GSDICE_ULBICE_GSUDepends on ContractICE_UULDepends on ContractICE_GCWICE_GOMICE_GOFDepends on ContractICE_GSAICE_GSEICE_UUMDepends on ContractICE_ULAICE_ULAICE_UUBICE_GSTDepends on ContractICE_NXAICE_RBRICE_RBWICE_NXRICE_UCBICE_RBSICE_GOHICE_PRHICE_ULM

ICE_ULLICE_XZAICE_XYZICE_XZCICE_XZBICE_TCHICE_HOTICE_HBTICE_HBWICE_NXHICE_HHCICE_HHCICE_SDHICE_SDHICE_QHHICE_QHHICE_HHMICE_HMTICE_HMXICE_PHEICE_PHHICE_HHDICE_IEDICE_IEBICE_INDICE_INBICE_IHDICE_IHBICE_IMDICE_IMBICE_IWDICE_IWBICE_ICOICE_ICPICE_IORDepends on ContractICE_ULJDepends on ContractICE_ULKICE_GUBICE_BNUDepends on ContractICE_JHOICE_JCFICE_JCN

ICE_LBNICE_MLDICE_MLBICE_CINICE_MCRICE_NMIICE_NMSICE_XKAICE_XJZICE_XKCICE_XKBDepends on ContractICE_ETEDepends on ContractICE_PRLICE_ECBICE_XUWICE_XTZICE_XUYICE_XUXICE_MCIICE_MTSICE_NXIICE_NXSICE_XVTICE_XVSICE_XVVICE_XVUICE_DEIICE_DESICE_NNIICE_NNSICE_XTHICE_XTGICE_XTJICE_XTIICE_ZCDICE_ZCBICE_ZFDICE_ZFBDepends on ContractDepends on ContractICE_NXNDepends on ContractDepends on Contract

ICE_NPTICE_NJRICE_XWYICE_XWXICE_XXAICE_XWZICE_ONIICE_ONSICE_XYUICE_XYTICE_XYWICE_XYVICE_XXQICE_XXPICE_XXSICE_XXRICE_PTDICE_PTBICE_PUDICE_PUBICE_BGZICE_BGYICE_PMXICE_PMXICE_CEOICE_CEPICE_PXDICE_PXBICE_PQDICE_PQBICE_PMBICE_PMDICE_PWCICE_PWCICE_PCOICE_PCPICE_PZDICE_PZBICE_PPOICE_PPPICE_PWPICE_PWPICE_PDQICE_PDQICE_OPJ

ICE_PJMICE_TCPICE_OPPICE_OPPICE_HOLICE_HOKICE_RBLICE_RBKICE_RGHICE_RGHICE_RGIICE_RGIICE_RGJICE_RGJICE_RGKICE_RGKICE_SPMICE_SCPICE_OPSICE_XKGICE_XKFICE_XKIICE_XKHICE_SOIICE_SOSICE_OUBICE_OUIICE_OUSICE_SFHICE_SFHICE_SFIICE_SFIICE_SFJICE_SFJICE_SFKICE_SFKICE_SFLICE_SFLICE_SFMICE_SFMICE_SFNICE_SFNICE_TCSICE_WNUICE_WSJ

ICE_WMJICE_WSLICE_WGJICE_WAUICE_WNCICE_TEBICE_TEIICE_XTYICE_XTXICE_XUBICE_XUAICE_SXIICE_SXCICE_XTSICE_XTRICE_XTUICE_XTTICE_TWBICE_TWIICE_XVNICE_XVMICE_XVPICE_XVOICE_XLTICE_XLSICE_XLVICE_XLUICE_XXEICE_XXDICE_XXGICE_XXFICE_XZGICE_XZFICE_XZIICE_XZHICE_XWFICE_XWEICE_XWHICE_XWGICE_TGIICE_TGSICE_XVZICE_XVYICE_XWBICE_XWA

ICE_TFIICE_TSBICE_TZIICE_TTBICE_TNBICE_TNIICE_SIAICE_SSAICE_TRIICE_TRWICE_XVBICE_XVAICE_XVDICE_XVCICE_TPBICE_TPIICE_TPSICE_UCMICE_ULN


Description Per ISDA OTC Derivatives Taxonomies on October 22, 2012

EQ Equity S Swap RETO Option VARF Forward DIVPS Portfolio Swap VOLCFD Contract for Differences OTHEROTHR OtherFUT Futures








Price Return Basic Performance (Vanilla, 1-Delta, EFS, TRS) SNParameter Return Variance SINDXParameter Return Dividend BSKTParameter Return VolatilityOthers (structured/exotic)



Single Name CASH Cash SettledSingle Index DELV DeliveryBasket



Contract Type (ContractType) Currency Code (CurrCode)

Underlying Contract Name ISO Currency Code List

AFNEURALLDZDUSDAOAXCDARSAMDAWGAUDAZNBSDBHDBDTBBDBYRBZDXOFBMDBTNINRBOBBOVBAMBWPNOKBRLBNDBGNBIFKHRXAFCADCVEKYDCLFCLPCNYCOPCOU

KMFCDFNZDCRCHRKCUCCUPANGCZKDKKDJFDOPEGPSVCERNETBFKPFJDXPFGMDGELGHSGIPGTQGBPGNFGYDHTGHNLHKDHUFISKIDRXDRIRRIQDILSJMDJPYJODKZTKESKPWKRWKWDKGSLAKLVL

LBPLSLZARLRDLYDCHFLTLMOPMKDMGAMWKMYRMVRMROMURXUAMXNMXVMDLMNTMADMZNMMKNADNPRNIONGNOMRPKRPABPGKPYGPENPHPPLNQARRONRUBRWFSHPWSTSTDSARRSDSCRSLLSGDXSU

SBDSOSSSPLKRSDGSRDSZLSEKCHECHWSYPTWDTJSTZSTHBTOPTTDTNDTRYTMTUGXUAHAEDUSNUSSUYIUYUUZSVUVVEFVNDYERZMKZWLXBAXBBXBCXBDXFUXTSXXXXAUXPDXPTXAG



AfghaniEuroLekAlgerian DinarUS DollarKwanzaEast Caribbean DollarArgentine PesoArmenian DramAruban FlorinAustralian DollarAzerbaijanian ManatBahamian DollarBahraini DinarTakaBarbados DollarBelarussian RubleBelize DollarCFA Franc BCEAOBermudian DollarNgultrumIndian RupeeBolivianoMvdolConvertible MarkPulaNorwegian KroneBrazilian RealBrunei DollarBulgarian LevBurundi FrancRielCFA Franc BEACCanadian DollarCape Verde EscudoCayman Islands DollarUnidades de fomentoChilean PesoYuan RenminbiColombian PesoUnidad de Valor Real

Comoro FrancCongolese FrancNew Zealand DollarCosta Rican ColonCroatian KunaPeso ConvertibleCuban PesoNetherlands Antillean GuilderCzech KorunaDanish KroneDjibouti FrancDominican PesoEgyptian PoundEl Salvador ColonNakfaEthiopian BirrFalkland Islands PoundFiji DollarCFP FrancDalasiLariGhana CediGibraltar PoundQuetzalPound SterlingGuinea FrancGuyana DollarGourdeLempiraHong Kong DollarForintIceland KronaRupiahSDR (Special Drawing Right)Iranian RialIraqi DinarNew Israeli SheqelJamaican DollarYenJordanian DinarTengeKenyan ShillingNorth Korean WonWonKuwaiti DinarSomKipLatvian Lats

Lebanese PoundLotiRandLiberian DollarLibyan DinarSwiss FrancLithuanian LitasPatacaDenarMalagasy AriaryKwachaMalaysian RinggitRufiyaaOuguiyaMauritius RupeeADB Unit of AccountMexican PesoMexican Unidad de Inversion (UDI)Moldovan LeuTugrikMoroccan DirhamMozambique MeticalKyatNamibia DollarNepalese RupeeCordoba OroNairaRial OmaniPakistan RupeeBalboaKinaGuaraniNuevo SolPhilippine PesoZlotyQatari RialNew Romanian LeuRussian RubleRwanda FrancSaint Helena PoundTalaDobraSaudi RiyalSerbian DinarSeychelles RupeeLeoneSingapore DollarSucre

Solomon Islands DollarSomali ShillingSouth Sudanese PoundSri Lanka RupeeSudanese PoundSurinam DollarLilangeniSwedish KronaWIR EuroWIR FrancSyrian PoundNew Taiwan DollarSomoniTanzanian ShillingBahtPa’angaTrinidad and Tobago DollarTunisian DinarTurkish LiraTurkmenistan New ManatUganda ShillingHryvniaUAE DirhamUS Dollar (Next day)US Dollar (Same day)Uruguay Peso en Unidades Indexadas (URUIURUI)Peso UruguayoUzbekistan SumVatuBolivar FuerteDongYemeni RialZambian KwachaZimbabwe DollarBond Markets Unit European Composite Unit (EURCO)Bond Markets Unit European Monetary Unit (E.M.U.-6)Bond Markets Unit European Unit of Account 9 (E.U.A.-9)Bond Markets Unit European Unit of Account 17 (E.U.A.-17)UIC-FrancCodes specifically reserved for testing purposesThe codes assigned for transactions where no currency is involvedGoldPalladiumPlatinumSilver

ICE_ABCCME_XYZ




Unit Type (NotionalUnitType / PriceType) Appendix

Unit Type*FX*AllowancesBBLBCFBSHBTUCDDCPDdagDaydmtuDTHFEUGALGJGWGWhHDDhLIndexUnitsIngotKGkLKWKWhLLBMBMBFMJMMBFMMBTUmsfMTMWMWhoztRateSharessttTEUTherm

The unit types listed below are from FpML 5.102 priceQuoteUnitsScheme and additionally include legacy enumerations from prior versions of the NFA data layout specification. The enumerations below should be used where applicable, however is not to be considered an extensive list.

SBPPIVVA


Unit Type (NotionalUnitType / PriceType) Appendix

DescriptionFor all FX Products, enter the ISO Code of the notional amount - See table to the rightEnvironmental allowance certificates.Barrel.Billion cubic feet.Bushel - When associated with a specific commodity, e.g. Barley, implies standard unit of weight, in this case 48 lb or 21.7725 kg.British Thermal Unit.Cooling Degree Day.Critical Precipitation Day.10 grams. Used in precious metals contracts (e.g MCX).Day (commonly used in Time Charter trades).Dry Metric Ton (Tonne) Units – Consists of a metric ton of mass excluding moisture.Dekatherm.40 ft. Equivalent Unit container.Gallon.Gigajoule.Gigawatt.Gigawatt-hour.Heating Degree Day.Hectolitre.A price, expressed in index units.Ingot.Kilogram.Kilolitre.Kilowatt.Kilowatt-hour.Litre.Pound.Thousand Barrels (BBL).Thousand board feet. Used in contracts on forestry underlyers.Megajoule.Million board feet. Used in contracts on forestry underlyers.Million British Thermal Units.Thousand (1,000) square feet.Metric Tonne.Megawatt.Megawatt-hour.Troy Ounce.A yield (typically an interest rate) expressed as a decimal. I.e. 0.05 means 5%.The number of units of stock. Typically used for expressing sensitivity to equity prices (equity "delta" risk).Short Ton.(Long) Ton.20 ft. Equivalent Unit container.Therm.

The unit types listed below are from FpML 5.102 priceQuoteUnitsScheme and additionally include legacy enumerations from prior versions of the NFA data layout specification. The enumerations below should be used where applicable, however is not to be considered an extensive list.

SpreadBasis PointsPercent of parPips (Points)VolatilityVariance


FX PRODUCTS - Use ISO Code of Notional Amount

Code DescriptionAFN AfghaniEUR EuroALL LekDZD Algerian DinarUSD US DollarAOA KwanzaXCD East Caribbean DollarARS Argentine PesoAMD Armenian DramAWG Aruban FlorinAUD Australian DollarAZN Azerbaijanian ManatBSD Bahamian DollarBHD Bahraini DinarBDT TakaBBD Barbados DollarBYR Belarussian RubleBZD Belize DollarXOF CFA Franc BCEAOBMD Bermudian DollarBTN NgultrumINR Indian RupeeBOB BolivianoBOV MvdolBAM Convertible MarkBWP PulaNOK Norwegian KroneBRL Brazilian RealBND Brunei DollarBGN Bulgarian LevBIF Burundi FrancKHR RielXAF CFA Franc BEACCAD Canadian DollarCVE Cape Verde EscudoKYD Cayman Islands DollarCLF Unidades de fomentoCLP Chilean PesoCNY Yuan RenminbiCOP Colombian PesoCOU Unidad de Valor RealKMF Comoro FrancCDF Congolese Franc

NZD New Zealand DollarCRC Costa Rican ColonHRK Croatian KunaCUC Peso ConvertibleCUP Cuban PesoANG Netherlands Antillean GuilderCZK Czech KorunaDKK Danish KroneDJF Djibouti FrancDOP Dominican PesoEGP Egyptian PoundSVC El Salvador ColonERN NakfaETB Ethiopian BirrFKP Falkland Islands PoundFJD Fiji DollarXPF CFP FrancGMD DalasiGEL LariGHS Ghana CediGIP Gibraltar PoundGTQ QuetzalGBP Pound SterlingGNF Guinea FrancGYD Guyana DollarHTG GourdeHNL LempiraHKD Hong Kong DollarHUF ForintISK Iceland KronaIDR RupiahXDR SDR (Special Drawing Right)IRR Iranian RialIQD Iraqi DinarILS New Israeli SheqelJMD Jamaican DollarJPY YenJOD Jordanian DinarKZT TengeKES Kenyan ShillingKPW North Korean WonKRW WonKWD Kuwaiti DinarKGS SomLAK KipLVL Latvian LatsLBP Lebanese PoundLSL Loti

ZAR RandLRD Liberian DollarLYD Libyan DinarCHF Swiss FrancLTL Lithuanian LitasMOP PatacaMKD DenarMGA Malagasy AriaryMWK KwachaMYR Malaysian RinggitMVR RufiyaaMRO OuguiyaMUR Mauritius RupeeXUA ADB Unit of AccountMXN Mexican PesoMXV Mexican Unidad de Inversion (UDI)MDL Moldovan LeuMNT TugrikMAD Moroccan DirhamMZN Mozambique MeticalMMK KyatNAD Namibia DollarNPR Nepalese RupeeNIO Cordoba OroNGN NairaOMR Rial OmaniPKR Pakistan RupeePAB BalboaPGK KinaPYG GuaraniPEN Nuevo SolPHP Philippine PesoPLN ZlotyQAR Qatari RialRON New Romanian LeuRUB Russian RubleRWF Rwanda FrancSHP Saint Helena PoundWST TalaSTD DobraSAR Saudi RiyalRSD Serbian DinarSCR Seychelles RupeeSLL LeoneSGD Singapore DollarXSU SucreSBD Solomon Islands DollarSOS Somali Shilling

SSP South Sudanese PoundLKR Sri Lanka RupeeSDG Sudanese PoundSRD Surinam DollarSZL LilangeniSEK Swedish KronaCHE WIR EuroCHW WIR FrancSYP Syrian PoundTWD New Taiwan DollarTJS SomoniTZS Tanzanian ShillingTHB BahtTOP Pa’angaTTD Trinidad and Tobago DollarTND Tunisian DinarTRY Turkish LiraTMT Turkmenistan New ManatUGX Uganda ShillingUAH HryvniaAED UAE DirhamUSN US Dollar (Next day)USS US Dollar (Same day)UYI Uruguay Peso en Unidades Indexadas (URUIURUI)UYU Peso UruguayoUZS Uzbekistan SumVUV VatuVEF Bolivar FuerteVND DongYER Yemeni RialZMK Zambian KwachaZWL Zimbabwe DollarXBA Bond Markets Unit European Composite Unit (EURCO)XBB Bond Markets Unit European Monetary Unit (E.M.U.-6)XBC Bond Markets Unit European Unit of Account 9 (E.U.A.-9)XBD Bond Markets Unit European Unit of Account 17 (E.U.A.-17)XFU UIC-FrancXTS Codes specifically reserved for testing purposesXXX The codes assigned for transactions where no currency is involvedXAU GoldXPD PalladiumXPT PlatinumXAG Silver

Asset Class Product Grouping OffsetType EffDateOffset TenorTerm EffDateOffset Example Tenor ExampleDay Count Convention Examples

IR Swap (Standard) R Standard of Contract Day Count Convention 2 30Option R Standard of Contract Day Count Convention of Underlier 0 30 TenorTerm Description

Forward Rate Agreement R Standard of Contract 2 90_150 TOD TodayOff-The-Run (Rolling) R Business Days Business Days 5 45 TM TomorrowOff-The-Run (Fixed) F 1 StartDate - EndDate 1 2012-01-01 - 2013-01-01 1 Overnight

TOM Tom/NextCD Index F 1 Day Count Convention 1 1800 SPOT Spot/Next

Bespoke F 1 StartDate - EndDate 1 2012-01-01 - 2013-01-01 7 1 Week30 1 Month

CU Non-Deliverable Forward R Standard of Contract Day Count Convention 0 30 60 2 MonthNon-Deliverable Option R Standard of Contract Day Count Convention 0 30 90 3 MonthOff-The-Run F 1 StartDate - EndDate 1 2012-01-01 - 2013-01-01 360 1 Year

720 2 YearCO All F -1 StartDate - EndDate -1 2012-01-01 - 2013-01-01 1800 5 Year

3600 10 YearEQ Index (Standard) R Standard of Contract Day Count Convention 0 1800 5400 15 Year

Bespoke F 1 StartDate - EndDate 1 2012-01-01 - 2013-01-01 7200 20 Year10800 30 Year

All Futures F 0 Maturity Date 0 2013-01-01

© 2013 National Futures Association All rights

Day Count Convention for Forward Expiration_Underlying Settlement

Expiration

Product Pairings

Asset Class Base Product Sub ProductCommodity Agricultural DairyCommodity Agricultural DairyCommodity Agricultural DairyCommodity Agricultural DairyCommodity Agricultural DairyCommodity Agricultural DairyCommodity Agricultural DairyCommodity Agricultural ForestryCommodity Agricultural ForestryCommodity Agricultural ForestryCommodity Agricultural ForestryCommodity Agricultural ForestryCommodity Agricultural ForestryCommodity Agricultural ForestryCommodity Agricultural GrainsOilSeedsCommodity Agricultural GrainsOilSeedsCommodity Agricultural GrainsOilSeedsCommodity Agricultural GrainsOilSeedsCommodity Agricultural GrainsOilSeedsCommodity Agricultural GrainsOilSeedsCommodity Agricultural GrainsOilSeedsCommodity Agricultural LivestockCommodity Agricultural LivestockCommodity Agricultural LivestockCommodity Agricultural LivestockCommodity Agricultural LivestockCommodity Agricultural LivestockCommodity Agricultural LivestockCommodity Agricultural SoftsCommodity Agricultural SoftsCommodity Agricultural SoftsCommodity Agricultural SoftsCommodity Agricultural SoftsCommodity Agricultural SoftsCommodity Agricultural SoftsCommodity Energy CoalCommodity Energy CoalCommodity Energy CoalCommodity Energy CoalCommodity Energy CoalCommodity Energy CoalCommodity Energy CoalCommodity Energy Elec

The product pairings below are from FpML 5.106 productTaxonomyScheme. This product pairings listed below is not to be considered an extensive list.

Commodity Energy ElecCommodity Energy ElecCommodity Energy ElecCommodity Energy ElecCommodity Energy ElecCommodity Energy ElecCommodity Energy ElecCommodity Energy InterEnergyCommodity Energy InterEnergyCommodity Energy InterEnergyCommodity Energy InterEnergyCommodity Energy InterEnergyCommodity Energy InterEnergyCommodity Energy InterEnergyCommodity Energy NatGasCommodity Energy NatGasCommodity Energy NatGasCommodity Energy NatGasCommodity Energy NatGasCommodity Energy NatGasCommodity Energy NatGasCommodity Energy NatGasCommodity Energy OilCommodity Energy OilCommodity Energy OilCommodity Energy OilCommodity Energy OilCommodity Energy OilCommodity Energy OilCommodity Environmental EmissionsCommodity Environmental EmissionsCommodity Environmental EmissionsCommodity Environmental EmissionsCommodity Environmental EmissionsCommodity Environmental EmissionsCommodity Environmental EmissionsCommodity Environmental WeatherCommodity Environmental WeatherCommodity Environmental WeatherCommodity Environmental WeatherCommodity Freight ExoticCommodity Freight LoanLeaseCommodity Freight LoanLeaseCommodity Freight OptionCommodity Freight OptionCommodity Freight SpotFwdCommodity Freight SwapCommodity Index Exotic

Commodity Index OptionCommodity Index SwapCommodity Metals NonPreciousCommodity Metals NonPreciousCommodity Metals NonPreciousCommodity Metals NonPreciousCommodity Metals NonPreciousCommodity Metals NonPreciousCommodity Metals NonPreciousCommodity Metals PreciousCommodity Metals PreciousCommodity Metals PreciousCommodity Metals PreciousCommodity Metals PreciousCommodity Metals PreciousCommodity Metals PreciousCommodity MultiCommodityExoticCredit Exotic CorporateCredit Exotic OtherCredit Exotic StructuredCDSCredit Exotic StructuredCDSCredit Exotic StructuredCDSCredit Exotic StructuredCDSCredit Index ABXCredit Index CDXCredit Index CDXCredit Index CDXCredit Index CDXCredit Index CDXCredit Index CDXCredit Index CMBXCredit Index IOSCredit Index iTraxxCredit Index iTraxxCredit Index iTraxxCredit Index iTraxxCredit Index iTraxxCredit Index iTraxxCredit Index iTraxxCredit Index LCDXCredit Index MBXCredit Index MCDXCredit Index POCredit Index PrimeXCredit Index TRXCredit IndexTranche ABXCredit IndexTranche CDXCredit IndexTranche CDX

Credit IndexTranche CDXCredit IndexTranche CDXCredit IndexTranche CDXCredit IndexTranche CDXCredit IndexTranche CDXStructuredTrancheCredit IndexTranche CDXStructuredTrancheCredit IndexTranche iTraxxCredit IndexTranche iTraxxCredit IndexTranche iTraxxCredit IndexTranche iTraxxCredit IndexTranche iTraxxCredit IndexTranche iTraxxStructuredTrancheCredit IndexTranche iTraxxStructuredTrancheCredit IndexTranche LCDXCredit IndexTranche LCDXCredit SingleName ABSCredit SingleName ABSCredit SingleName ABSCredit SingleName ABSCredit SingleName ABSCredit SingleName CorporateCredit SingleName CorporateCredit SingleName CorporateCredit SingleName CorporateCredit SingleName CorporateCredit SingleName CorporateCredit SingleName CorporateCredit SingleName CorporateCredit SingleName CorporateCredit SingleName CorporateCredit SingleName CorporateCredit SingleName CorporateCredit SingleName CorporateCredit SingleName CorporateCredit SingleName CorporateCredit SingleName CorporateCredit SingleName CorporateCredit SingleName CorporateCredit SingleName CorporateCredit SingleName CorporateCredit SingleName CorporateCredit SingleName CorporateCredit SingleName CorporateCredit SingleName CorporateCredit SingleName CorporateCredit SingleName CorporateCredit SingleName CorporateCredit SingleName Loans

Credit SingleName LoansCredit SingleName LoansCredit SingleName MuniCredit SingleName MuniCredit SingleName MuniCredit SingleName RecoveryCDSCredit SingleName RecoveryCDSCredit SingleName SovereignCredit SingleName SovereignCredit SingleName SovereignCredit SingleName SovereignCredit SingleName SovereignCredit SingleName SovereignCredit SingleName SovereignCredit SingleName SovereignCredit SingleName SovereignCredit SingleName SovereignCredit SingleName SovereignCredit SingleName SovereignCredit SingleName SovereignCredit SingleName SovereignCredit SingleName SovereignCredit SingleName SovereignCredit SingleName SovereignCredit SingleName SovereignCredit Swaptions CDXCredit Swaptions CorporateCredit Swaptions iTraxxCredit Swaptions iTraxxCredit Swaptions iTraxxCredit Swaptions iTraxxCredit Swaptions iTraxxCredit Swaptions MuniCredit Swaptions SovereignCredit TotalReturnSwapEquity ContractForDifference PriceReturnBasicPerformanceEquity ContractForDifference PriceReturnBasicPerformanceEquity ContractForDifference PriceReturnBasicPerformanceEquity Forward PriceReturnBasicPerformanceEquity Forward PriceReturnBasicPerformanceEquity Forward PriceReturnBasicPerformanceEquity Option ParameterReturnDividendEquity Option ParameterReturnDividendEquity Option ParameterReturnDividendEquity Option ParameterReturnVarianceEquity Option ParameterReturnVarianceEquity Option ParameterReturnVarianceEquity Option ParameterReturnVolatility

Equity Option ParameterReturnVolatilityEquity Option ParameterReturnVolatilityEquity Option PriceReturnBasicPerformanceEquity Option PriceReturnBasicPerformanceEquity Option PriceReturnBasicPerformanceEquity OtherEquity PortfolioSwap PriceReturnBasicPerformanceEquity PortfolioSwap PriceReturnBasicPerformanceEquity PortfolioSwap PriceReturnBasicPerformanceEquity Swap ParameterReturnDividendEquity Swap ParameterReturnDividendEquity Swap ParameterReturnDividendEquity Swap ParameterReturnVarianceEquity Swap ParameterReturnVarianceEquity Swap ParameterReturnVarianceEquity Swap ParameterReturnVolatilityEquity Swap ParameterReturnVolatilityEquity Swap ParameterReturnVolatilityEquity Swap PriceReturnBasicPerformanceEquity Swap PriceReturnBasicPerformanceEquity Swap PriceReturnBasicPerformanceForeignExchange ComplexExoticForeignExchange ForwardForeignExchange NDFForeignExchange NDOForeignExchange SimpleExotic BarrierForeignExchange SimpleExotic DigitalForeignExchange SpotForeignExchange VanillaOptionInterestRate CapFloorInterestRate CrossCurrency BasisInterestRate CrossCurrency FixedFixedInterestRate CrossCurrency FixedFloatInterestRate ExoticInterestRate FRAInterestRate IRSwap BasisInterestRate IRSwap FixedFixedInterestRate IRSwap FixedFloatInterestRate IRSwap InflationInterestRate IRSwap OISInterestRate Option DebtOptionInterestRate Option Swaption


Product Pairings

TransTypeExoticLoanLeaseLoanLeaseOptionOptionSpotFwdSwapExoticLoanLeaseLoanLeaseOptionOptionSpotFwdSwapExoticLoanLeaseLoanLeaseOptionOptionSpotFwdSwapExoticLoanLeaseLoanLeaseOptionOptionSpotFwdSwapExoticLoanLeaseLoanLeaseOptionOptionSpotFwdSwapExoticLoanLeaseLoanLeaseOptionOptionSpotFwdSwapExotic

The product pairings below are from FpML 5.106 productTaxonomyScheme. This product pairings listed below is not to be considered an extensive list.

LoanLeaseLoanLeaseOptionOptionSpotFwdSwapTransmissionExoticLoanLeaseLoanLeaseOptionOptionSpotFwdSwapExoticLoanLeaseLoanLeaseOptionOptionSpotFwdSwapTransportExoticLoanLeaseLoanLeaseOptionOptionSpotFwdSwapExoticLoanLeaseLoanLeaseOptionOptionSpotFwdSwapExoticLoanLeaseOptionSwap

CashPhysicalCashPhysicalPhysicalCash

CashCashExoticLoanLeaseLoanLeaseOptionOptionSpotFwdSwapExoticLoanLeaseLoanLeaseOptionOptionSpotFwdSwap

Refobonly

ContingentCDSFirsttoDefaultNthtoDefaultLongformBespokeStandardTermsBespokeABXHECDXEmergingMarketsCDXEmergingMarketsDiversifiedCDXHYCDXIGCDXXOStandardLCDXBulletCMBXIOSiTraxxAsiaExJapaniTraxxAustraliaiTraxxEuropeiTraxxJapaniTraxxLevXItraxxSDIiTraxxSovXLCDXMBXMCDXPOPrimeXTRXABXTrancheCDXEmergingMarketsDiversifiedTrancheCDXTrancheHY

CDXTrancheIGCDXTrancheXOStandardCDXTrancheHYStandardCDXTrancheIGCDXBlendedTrancheCDXRiskyZeroTrancheiTraxxAsiaExJapanTrancheiTraxxAustraliaTrancheiTraxxEuropeTrancheiTraxxJapanTrancheStandardiTraxxEuropeTrancheiTraxxBlendedTrancheiTraxxRiskyZeroTrancheLCDXTrancheStandardLCDXBulletTrancheCDSonCDOCMBSEuropeanCMBSEuropeanRMBSRMBSAsiaCorporateAustraliaCorporateEmergingEuropeanCorporateEmergingEuropeanCorporateLPNEuropeanCorporateJapanCorporateLatinAmericaCorporateLatinAmericaCorporateBondLatinAmericaCorporateBondOrLoanNewZealandCorporateNorthAmericanCorporateSingaporeCorporateStandardAsiaCorporateStandardAustraliaCorporateStandardEmergingEuropeanCorporateStandardEmergingEuropeanCorporateLPNStandardEuropeanCorporateStandardJapanCorporateStandardLatinAmericaCorporateBondStandardLatinAmericaCorporateBondOrLoanStandardNewZealandCorporateStandardNorthAmericanCorporateStandardSingaporeCorporateStandardSubordinatedEuropeanInsuranceCorporateStandardSukukCorporateSubordinatedEuropeanInsuranceCorporateSukukCorporateELCDS

LCDSStandardLCDSBulletUSMunicipalFullFaithAndCreditUSMunicipalGeneralFundUSMunicipalRevenueFixedRecoverySwapsRecoveryLocksAsiaSovereignAustraliaSovereignEmergingEuropeanAndMiddleEasternSovereignJapanSovereignLatinAmericaSovereignNewZealandSovereignSingaporeSovereignStandardAsiaSovereignStandardAustraliaSovereignStandardEmergingEuropeanAndMiddleEasternSovereignStandardJapanSovereignStandardLatinAmericaSovereignStandardNewZealandSovereignStandardSingaporeSovereignStandardSukukSovereignStandardWesternEuropeanSovereignSukukSovereignWesternEuropeanSovereignCDXSwaptionCDSSwaptioniTraxxAsiaExJapanSwaptioniTraxxAustraliaSwaptioniTraxxEuropeSwaptioniTraxxJapanSwaptioniTraxxSovXSwaptionCDSSwaptionCDSSwaption

BasketSingleIndexSingleNameBasketSingleIndexSingleNameBasketSingleIndexSingleNameBasketSingleIndexSingleNameBasket

SingleIndexSingleNameBasketSingleIndexSingleName

BasketSingleIndexSingleNameBasketSingleIndexSingleNameBasketSingleIndexSingleNameBasketSingleIndexSingleNameBasketSingleIndexSingleName

PRODUCT MASTER IRS VANILLA FIXED-FLOATBatchDate 2011-12-08SefId SEF1UniqueProdId IRS_3M_LIBORSym IRS_3M_LIBORProdDesc

AssetClass IRBaseProd SSubProd FFTransType 6M_30/360_vs_3M_3M_ACT/360ContractType 3M_USD-LIBOR-BBACurrCode USDSetlMeth CASHUniqueProdIdCFTC TBDUPITicker TBD

TRADABLE INSTRUMENTS IRS VANILLA FIXED-FLOATBatchDate 2011-12-08SefId SEF1UniqueProdId IRS_3M_LIBORTradeInstrId 5YR_3MLIBOR

TradeInstDescAssetClass IREffDateOffset 2MatDateOffset 1802Offset Type RTenorTerm 1800PriceType PPremTypeAcctTypeCouponRecoveryRateLmtMvSizeLotSize 1MinTickSize 0.000001MultMinNotSize 1000000MinIncSize 1000000OptionTypeOptionUnitTypeExoticType

3 Month London-Interbank Offered Rate - British Bankers Association Fixing for US Dollar

5 Year 3 Month London-Interbank Offered Rate - British Bankers Association Fixing for US Dollar

TriggerDirectionATriggerRateATriggerDirectionBTriggerRateBOptionStyleStrikeDeltaOptionExpiryQuantity FrequencyInfLagPeriodMultInfLagPeriodFTrdDate 2011-12-08FIntentDateFNoticeDateFDelvDateLTrdDate 2011-12-08LIntentDateLNoticeDateLDelvDateOpenDate 2011-12-08 06:00:00CloseDate 2011-12-08 17:00:00SuspStartDateSuspEndDateClearable YExecType PERMClearingSymbol CME_TBDSFixedRate


IRS CROSS CURRENCY FLOAT-FLOAT2011-12-08SEF1IRS_6M_EURIBOR_3M_LIBORIRS_6M_EURIBOR_3M_LIBOR

IRSFFL6M_6M_ACT/360_vs_3M_3M_ACT/3606M_EUR-EURIBOR-Reuters_vs_3M_USD-LIBOR-BBAUSDCASHTBDTBD

IRS CROSS CURRENCY FLOAT-FLOAT IRS SWAPTION2011-12-08 2011-12-08SEF1 SEF1IRS_6M_EURIBOR_3M_LIBOR IRS_3M_LIBOR1MONTH_6MEURIBOR_3MLIBOR 1YR_BY_5YR_3MLIBOR

IR IR2 032 1800R R30 1800S P

1 10.000001 0.000001

1000000 10000001000000 1000000

P

6 Month Euro Interbank Offered Rate against 3 Month London-Interbank Offered Rate - British Bankers Association Fixing for US Dollar

1 month contract of 6 Month Euro Interbank Offered Rate against 3 Month London-Interbank Offered Rate - British Bankers Association Fixing for US Dollar

Option is the Receiver of a 1 yr by 5 yr with a Strike of 1.549050%. 1 Year 3 Month London-Interbank Offered Rate - British Bankers Association Fixing for US Dollar Option.

E1.549050

2012-12-08 12:00:00

2011-12-08 2011-12-08

2011-12-08 2011-12-08

2011-12-08 06:00:00 2011-12-08 06:00:002011-12-08 17:00:00 2011-12-08 17:00:00

Y YPERM PERMCME_TBD CME_TBD


PRODUCT MASTER CDS Index Single Name CDSBatchDate 2012-04-19 2011-12-08SefId SEF1 SEF1UniqueProdId INDX_CDX_IG_S18_V1 IMB_CDS_USDSym INDX_CDX_IG_S18_V1 IMB_CDS_USDProdDesc

AssetClass CD CDBaseProd INDX SNSubProd CDX CORPTransType CDXIG SNACContractType 2I65BYC01 49EB20A87CurrCode USD USDSetlMeth CASH CASHUniqueProdIdCFTC TBD TBDUPITicker TBD TBD

TRADABLE INSTRUMENTS CDS Index Single Name CDSBatchDate 2012-04-19 2011-12-08SefId SEF1 SEF1UniqueProdId INDX_CDX_IG_S18_V1 IBM CDS USD SR TradeInstrId CDX IG CDSI S18 5Y Corp Ver 1 5YR_IBM_CDS_USD_SR

TradeInstDescAssetClass CD CDEffDateOffset 1 1MatDateOffset 1801 1801Offset Type F RTenorTerm 1800 1800PriceType B BPremTypeAcctTypeCoupon 100 100RecoveryRate 0.4000 0.4000LmtMvSizeLotSize 1 1MinTickSize 0.001 0.001MultMinNotSize 1000000 1000000MinIncSize 1000000 1000000OptionTypeOptionUnitTypeExoticTypeTriggerDirectionATriggerRateATriggerDirectionB

The Markit CDX Northern America Investment Grade Index Series 18 Version 1

International Business Machines Corporation (IBM) Credit Default Swap

5 Year Markit CDX Norther America Investment Grade Index Series 18 Version 1

5 Year International Business Machines Corporation (IBM) Credit Default Swap

TriggerRateBOptionStyleStrikeDeltaOptionExpiryQuantity FrequencyInfLagPeriodMultInfLagPeriodFTrdDate 2012-03-20 2011-12-08FIntentDateFNoticeDateFDelvDateLTrdDate 2017-06-20 2011-12-08LIntentDateLNoticeDateLDelvDateOpenDate 2011-04-19 06:00:00 2011-12-08 06:00:00CloseDate 2011-04-19 17:00:00 2011-12-08 17:00:00SuspStartDateSuspEndDateClearable Y YExecType PERM PERMClearingSymbol ICE_TBD ICE_TBDSFixedRate


PRODUCT MASTER USDCOP NDF USDCOP NDOBatchDate 2011-12-08 2011-12-08SefId SEF1 SEF1UniqueProdId USD_COP_NDF USD_COP_NDOSym USDCOPF USDCOPOProdDesc

AssetClass CU CUBaseProd NDF NDOSubProdTransType USDCOP USDCOPContractTypeCurrCode USD USDSetlMeth CASH CASHUniqueProdIdCFTC TBD TBDUPITicker TBD TBD

TRADABLE INSTRUMENTS 1M USDCOP NDF 3M USDCOP 25 DELTA CALLBatchDate 2011-12-08 2011-12-08SefId SEF1 SEF1UniqueProdId USD_COP_NDF USD_COP_NDOTradeInstrId 1M_USDCOP_NDF 3M_USDCOP_25DELTA_CALL

TradeInstDescAssetClass CU CUEffDateOffset 0 0MatDateOffset 30 90Offset Type R RTenorTerm 30 90PriceType USD USDPremType FAcctTypeCouponRecoveryRateLmtMvSizeLotSize 1 1MinTickSize 0.0001 0.001MultMinNotSize 1000000 1000000MinIncSize 1000000 1000000OptionType COptionUnitType USDExoticTypeTriggerDirectionATriggerRateA

Non-Deliverable Forward - United States Dollar and Colombian Peso

Non-Deliverable Option - United States Dollar and Colombian Peso

1 Month Non-Deliverable Forward - United States Dollar and Colombian Peso

3 Month United States Dollar vs Colombian Peso call option at a delta of 25

TriggerDirectionBTriggerRateBOptionStyle EStrikeDelta 25OptionExpiry 2012-03-08 00:00:00Quantity FrequencyInfLagPeriodMultInfLagPeriodFTrdDate 2011-12-08 2011-12-08FIntentDateFNoticeDateFDelvDateLTrdDate 2011-12-08 2011-12-08LIntentDateLNoticeDateLDelvDateOpenDate 2011-12-08 06:00:00 2011-12-08 06:00:00CloseDate 2011-12-08 17:00:00 2011-12-08 17:00:00SuspStartDateSuspEndDateClearable Y YExecType PERM PERMClearingSymbol CME_TBD CME_TBDSFixedRate


USDJPY FX OPTION EURUSD Digital One Touch FX Option2011-12-08 2011-12-08SEF1 SEF1USD_JPY_FXO EUR_USD_SPEX_BINUSDJPYO EUR_USD_SPEX_BIN

CU CUO SPEX

BINUSDJPY EURUSD

USD USDCASH CASHTBD TBDTBD TBD

1M USDJPY 50 DELTA PUT 1M EURUSD ONE TOUCH at 1.382011-12-08 2011-12-08SEF1 SEF1USD_JPY_FXO EUR_USD_SPEX_BIN1M_USDJPY_50DELTA_PUT 1M_EURUSD_ONETOUCH_CALL

CU CU0 030 30R R30 30V EURF S

1 10.0001 0.0001

1000000 10000001000000 1000000P CUSD EUR

OTAtOrAbove1.38

United States Dollar and Japanese Yen Swaptions

Euro and United States Dollar Simple Exotic Binaries

1 Month United States Dollar vs Japanese Yen put option at a delta of 50

1 month Euro vs. United States Dollar One Touch struck at 1.38

E E

502012-01-08 00:00:00 2012-01-08 00:00:00

2011-12-08 2011-12-08

2011-12-08 2011-12-08

2011-12-08 06:00:00 2011-12-08 06:00:002011-12-08 17:00:00 2011-12-08 17:00:00


EURUSD Knock-Out Barrier FX Option EURUSD Asian FX Option2011-12-08 2011-12-08SEF1 SEF1EUR_USD_SPEX_BR EUR_USD_SPEXEUR_USD_SPEX_BR EUR_USD_SPEX

Euro and United States Dollar Simple Exotic

CU CUSPEX SPEXBREURUSD EURUSD

USD USDCASH CASHTBD TBDTBD TBD

1M EURUSD NO TOUCH at 1.42011-12-08 2011-12-08SEF1 SEF1EUR_USD_SPEX_BIN EUR_USD_SPEX_BIN1M_EURUSD_NOTOUCH_CALL 1M_EURUSD_DOUBLENOTOUCH_CALL

CU CU0 030 30R R30 30EUR EURS S

1 10.0001 0.0001

1000000 10000001000000 1000000C CEUR EURNT DNAtOrAbove AtOrAbove1.4 1.4

Euro and United States Dollar Simple Exotic Barriers

1M EURUSD DOUBLE NO-TOUCH at 1.3 and 1.4

1 month Euro vs. United States Dollar No Touch struck at 1.4

1 month Euro vs. United States Dollar Double No Touch struck at 1.3 and 1.4

AtOrBelow1.3

E E

2012-01-08 00:00:00 2012-01-08 00:00:00

2011-12-08 2011-12-08

2011-12-08 2011-12-08

2011-12-08 06:00:00 2011-12-08 06:00:002011-12-08 17:00:00 2011-12-08 17:00:00


1M EURUSD 1.40 call with KO at 1.452011-12-08 2011-12-08SEF1 SEF1EUR_USD_SPEX_BR EUR_USD_SPEX_BR1M_EURUSD_KNOCKOUT_CALL 1M_EURUSD_KIKO_CALL

CU CU0 030 30R R30 30EUR EURS S

1 10.0001 0.0001

1000000 10000001000000 1000000C CEUR EURKO KIKOAtOrAbove AtOrAbove1.45 1.42

1M EURUSD 1.40 call with Knock-In at 1.42 and Knock-Out at 1.45

1 month Euro vs. United States Dollar call struck at 1.4 with Knock-out at 1.45

1 month Euro vs. United States Dollar call struck at 1.4 with Knock-In at 1.42 and Knock-out at 1.45

AtOrAbove1.45

E E1.4 1.4

2012-01-08 00:00:00 2012-01-08 00:00:00

2011-12-08 2011-12-08

2011-12-08 2011-12-08

2011-12-08 06:00:00 2011-12-08 06:00:002011-12-08 17:00:00 2011-12-08 17:00:00


1M EURUSD Asian struck at 1.382011-12-08SEF1EUR_USD_SPEX1M_EURUSD_ASIAN

CU030R30EURS

10.0001

10000001000000CEURAS

1 month Euro vs. United States Dollar Asian struck at 1.38

E1.38

2012-01-08 00:00:00

2011-12-08

2011-12-08

2011-12-08 06:00:002011-12-08 17:00:00

YPERMCME_TBD

PRODUCT MASTER ERCOT Houston Monthly PeakBatchDate 2011-12-08SefId SEF1UniqueProdId ERCOT_HOUSTON_PEAKMONTHLYSym EDHProdDesc

AssetClass COBaseProd ENRGSubProd ELCTransType SContractType ERCOT Houston Load Zone RT, Peak MonthlyCurrCode USDSetlMeth CASHUniqueProdIdCFTC TBDUPITicker TBD

TRADABLE INSTRUMENTS Apr12 - ERCOT Houston Monthly PeakBatchDate 2012-04-19SefId SEF1UniqueProdId ERCOT_HOUSTON_PEAKMONTHLYTradeInstrId EDH_APR12

TradeInstDescAssetClass COEffDateOffset -1MatDateOffset 30Offset Type FTenorTerm 2012-01-01 - 2013-02-01PriceType MWhPremTypeAcctTypeCouponRecoveryRateLmtMvSizeLotSize 16MinTickSize 0.01MultMinNotSize 16MinIncSize 16OptionTypeOptionUnitTypeExoticTypeTriggerDirectionATriggerRateATriggerDirectionBTriggerRateB

Monthly Cash Settled Financial Power Swap - Electric Reliability Council of Texas (ERCOT) Houston Zone - Load Zone Peak

April 2012 Monthly Cash Settled Financial Power Swap - Electric Reliability Council of Texas (ERCOT) Houston Zone - Load Zone Peak

OptionStyleStrikeDeltaOptionExpiryQuantityFrequency PerSettlementPeriodInfLagPeriodMultInfLagPeriodFTrdDate 11/08/2010FIntentDateFNoticeDate 05/07/2012FDelvDateLTrdDate 05/07/2012LIntentDateLNoticeDate 05/07/2012LDelvDateOpenDate 2011-12-08 06:00:00CloseDate 2011-12-08 17:00:00SuspStartDateSuspEndDateExecType PERMClearable YClearingSymbol ICE_EDH


Crude WTI2013-12-08SEF1OIL_WTI_NYMEXWTI

COENRGOILSCrude - WTI 1st Line SwapUSDDELVTBDTBD

Jun14 - Crude WTI2013-12-08SEF1OIL_WTI_NYMEX WTI_JUN14

CO-130F2012-01-01 - 2013-02-01BBLF

10000.01

10001000

Monthly Cash Settled Financial Energy Index Swap - West Texas Light Sweet Crude Oil.

June 2014 Monthly Cash Settled Financial Energy Index Swap - West Texas Light Sweet Crude Oil.

PerCalendarDay

11/08/2010

05/07/2012

05/07/2012

05/07/2012

2011-12-08 06:00:002011-12-08 17:00:00

PERMYICE_CS


# Tab Old Ref # New Ref #

1 2012-03-01 2012-10-22 2013-06-04 Introduction2 2012-03-01 2012-10-22 2013-06-04 All tabs3 2012-03-01 2012-10-22 2013-06-04 Credit 394 2012-03-01 2012-10-22 2013-06-04 Credit 405 2012-03-01 2012-10-22 2013-06-04 Credit 416 2012-03-01 2012-10-22 2013-06-04 Credit7 2012-03-01 2012-10-22 2013-06-04 Credit8 2012-03-01 2012-10-22 2013-06-04 Credit9 2012-03-01 2012-10-22 2013-06-04 Credit

10 2012-03-01 2012-10-22 2013-06-04 Credit 6011 2012-03-01 2012-10-22 2013-06-04 Credit 6112 2012-03-01 2012-10-22 2013-06-04 Credit13 2012-03-01 2012-10-22 2013-06-04 Credit 10614 2012-03-01 2012-10-22 2013-06-04 Credit 10715 2012-03-01 2012-10-22 2013-06-04 Credit 11116 2012-03-01 2012-10-22 2013-06-04 Credit17 2012-03-01 2012-10-22 2013-06-04 Credit18 2012-03-01 2012-10-22 2013-06-04 Credit 11319 2012-03-01 2012-10-22 2013-06-04 Equity 820 2013-06-04 All tabs21 2013-01-07 Unit Type Appendix22 2013-01-07 Product Pairings23 2013-01-07 Examples

Former Version

Change Version

Date Changed

Asset Class Base Product Sub-Product Transaction Type

Credit Single Name Muni StandardUS Municipal Full Faith And Credit Credit Single Name Muni StandardUS Municipal General Fund Credit Single Name Muni StandardUS Municipal Revenue Credit Single Name ABS CMBSCredit Single Name ABS European CMBSCredit Single Name ABS European RMBSCredit Single Name ABS RMBSCredit Single Name ABS MBSCredit Single Name ABSCredit Index Tranche CDX CDX Emerging Markets Diversified TrancheCredit Index Tranche MCDX MCDX TrancheCredit Swaptions MCDX MCDX SwaptionCredit Exotic Structured CDS Index Contingent CDSCredit Exotic Structured CDS Long form BespokeCredit Exotic Structured CDS Standard Terms BespokeCredit Exotic Structured CDSEquity Other

All FUT FUT (Commodity Only)AllAllAll

European MBS

Bespoke Tranche

Details of change

Copyright updatedChanged date on "Per ISDA OTC Derivatives Taxonomies" to October 22, 2012New additionNew additionNew additionRemovedRemovedRemovedRemovedNew additionNew additionRemovedNew additionNew additionNew additionRemovedRemovedNew additionNew additionNew addition, Added FUT - FuturesNew additionNew additionUpdated

SEF_Product_Matrix_ v1.4 -- Unreleased€¦ · XLS file · Web view · 2018-01-04USS Uruguay Peso...

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