Position

A12 - Instrument type. E.g. Equity, bond, option, swap,...
CIC codification used.

CIC code (4 positions) to identify a kind of security

A13 - Economic area code of quotation country:
0 non listed
1 EEA
2 OECD non EEA
3 non OECD

SII Economic area of a quotation place (including Non listed)

A15 14 - Use ISIN, CUSIP, BLOOMBERG etc. or internal code. See CodificationSystem.
ISIN Preferred when available.

CodificationSystem (restricted list for Securities) and Code expressed in CodificationSystem

A16 - Grouping code for operations on multi-leg instruments.
Useless for single-leg positions.

A17

Valuation characteristics and
Position market value(s).

Detailed characteristics for interest rate instruments.

A46 to A54 + A57 + A59 - Useless for cash positions.
Mandatory otherwise.
Refers to Counterparty for OTC Derivatives.
Corresponds to TPT block "Issuer data" (A46 to A59)

To be used for synthetic Asset Backed Securities (ABS) and other ABS

A58 - Y/N

Flag Y or N

A65 - "Y" if a "Systematic roll at maturity" program exists, otherwise "N" if used for hedging but no systematic roll at maturity; missing if not used for Hedging.

For Futures or Convertible bonds:

• Characteristics of the option (implicit or explicit).
• Description of underlying instrument.

Financial ratios: Modified duration, Delta, ...
Useless fo cash positions

A95 - If Portfolio is decomposed using look-through approach and the line comes from a fund, ISIN code of this fund (Share class)

International Securities Identification Number (according to ISO 6166)

Instrument level.
The block is optional. However, if the block is present, all the SCRs inside can be present, with the non relevant ones set to 0.

List of possible contributions to global SCR. Applicable to a Position.Could also be used for a group of Positions

Needed for segregated account.
To be specified***********