ALERT®

COMMON REFERENCE DATA

FEBRUARY 19, 2021 © 2021 The Depository Trust & Corporation. All rights reserved. The services described herein are provided under the “DTCC” brand name by certain affiliates of The Depository Trust & Clearing Corporation (“DTCC”). DTCC itself does not provide such services. Each of these affiliates is a separate legal entity, subject to the laws and regulations of the particular country or countries in which such entity operates. Please see www.dtcc.com for more information on DTCC, its affiliates and the services they offer. Publication Code: AL766

Service: ALERT

Title: Common Reference Data TABLE OF CONTENTS

Preface 5

Overview 5

Audience 5

Questions? 5

Related Documents and Training 5

1. Introduction 6

2. Country Code (ALERT and ISO) 7

Currency Code 17

Allowed Currencies for Continuous Linked Settlement (CLS) Method 17

OFAC-Sanctioned Currency Codes 18

3. ALERT Methods 19

ALERT Method Available for all Countries 19

ALERT Country Codes for CLS Method 20

ALERT Methods by Country of Settlement 21

4. Fund Type 41

5. ALERT Methods by Derivatives Clearing Houses 42

6. Security Type Code (ALERT) 44

Alternate Security Types 46

Alternative Security Types Specific to and China Country Codes 47

Additional F/X Security Types 47

7. ALERT Confirm Recipient Category Code Versions 49 Confirm Recipient Category Codes Version 2.2 49

Confirm Recipient Category Codes Version 3.0 49

8. Account Type 50

9. Affirming Party 51 ALERT Common Reference Data

PREFACE

Overview This document list common reference data values you can use n ALERT® platform's web interface, the ALERT Platform's direct interfaces, and the ALERT Plus module. Audience This document is for:

l Technical staff who support the ALERT platform

l Users who want to understand the common reference data values used in the ALERT Platform's web interface, the ALERT Direct interfaces, and the ALERT Plus module.

Questions? The DTCC Client Center provides general assistance and technical help. Visit www.dtcc.com/client-center to:

l Enter a service request or check

l Search the knowledge base

l Obtain contact information

Related Documents and Training ALERT platform: For related documents and videos, and all documents referenced in this document, go to the Institutional Trade Processing - ALERT Learning Center.

Preface 5 ALERT Common Reference Data

1. INTRODUCTION

This Common Reference Data (CRD) contains, in alphabetical order, tables of allowed values for fields in the ALERT Platform's web interface, The ALERT Platforms' Direct interfaces, and the ALERT Plus module. This guide is intended is intended to provide a general overview of best practices by jurisdiction and asset class. It is not a comprehensive view of every rule.

1. Introduction 6 ALERT Common Reference Data

2. COUNTRY CODE (ALERT AND ISO)

The ALERT platform implements proprietary ALERT platform and ISO country codes as follows:

l The ALERT Platforms' Direct interfaces use only proprietary ALERT country codes, which are either two- or three-letter codes.

l The ALERT Platform's web interface and the ALERT Plus module use only the two-letter ISO country codes.

For a complete listing of ISO country codes, consult the ISO website at https://www.iso.org/obp/ui.

Table 2.1 lists the ALERT platform country code and corresponding ISO country code values.

Table 2.1 ALERT and ISO Country Codes

Country Name ALERT Code ISO Code

A

Afghanistan AF AF

Åland Islands AX AX

Albania AL AL

Algeria DZ DZ

American Samoa AS AS

Andorra AD AD

Angola AO AO

Anguilla AI AI

Antarctica AQ AQ

Antigua and Barbuda AG AG

Argentina ARG AR

Armenia AM AM

Aruba AW AW

Australia AUS AU

Austria AUT AT

Azerbaijan AZ AZ

B

Bahamas BS BS

Bahrain BH BH

Bangladesh BGD BD

2. Country Code (ALERT and ISO) 7 ALERT Common Reference Data

Table 2.1 ALERT and ISO Country Codes (continued)

Country Name ALERT Code ISO Code

Barbados BB BB

Belarus BY BY

Belgium BEL BE

Belize BZ BZ

Benin BJ BJ

Bermuda BMU BM

Bhutan BT BT

Bolivia, Plurinational State of BO BO

Bonaire, Sint Eustatius and Saba BQ BQ

Bosnia and Herzegovina BA BA

Botswana BW BW

Bouvet Island BV BV

Brazil BRA BR

British Indian Ocean Territory IO IO

Brunei Darussalam BN BN

Bulgaria BG BG

Burkina Faso BF BF

Burundi BI BI

C

Cambodia KH KH

Cameroon CM CM

Canada CAN CA

Cape Verde CV CV

Cayman Islands CYM KY

Central African Republic CF CF

Chad TD TD

Chile CHL CL

China CHN CN

Christmas Island CX CX

Cocos (Keeling) Islands CC CC

Colombia COL CO

2. Country Code (ALERT and ISO) 8 ALERT Common Reference Data

Table 2.1 ALERT and ISO Country Codes (continued)

Country Name ALERT Code ISO Code

Comoros Islands KM KM

Congo CG CG

Congo, The Democratic Republic of the CD CD

Cook Islands CK CK

Costa Rica CRI CR

Côte D'Ivoire CI CI

Croatia HR HR

Cuba* CU* CU*

Curaçao CW CW

Cyprus CY CY

Czech Republic CZ CZ

D

Denmark DNK DK

Djibouti DJ DJ

Dominica DM DM

Dominican Republic DO DO

E

Ecuador ECU EC

Egypt EG EG

El Salvador SV SV

Equatorial Guinea GQ GQ

Eritrea ER ER

Estonia EE EE

Ethiopia ET ET

Europe EUR EU

F

Falkland Islands (Malvinas) FK FK

Faroe Islands FO FO

Fiji FJ FJ

Finland FIN FI

France FRA FR

2. Country Code (ALERT and ISO) 9 ALERT Common Reference Data

Table 2.1 ALERT and ISO Country Codes (continued)

Country Name ALERT Code ISO Code

French Guiana GF GF

French Polynesia PF PF

French Southern Territories TF TF

G

Gabon GA GA

Gambia GM GM

Georgia GE GE

Germany DEU DE

Ghana GH GH

Gibraltar GI GI

Greece GRC GR

Greenland GL GL

Grenada GD GD

Guadeloupe GP GP

Guam GU GU

Guatemala GT GT

Guernsey GG GG

Guinea GN GN

Guinea-Bissau GW GW

Guyana GY GY

H

Haiti HT HT

Heard Island and McDonald Islands HM HM

Holy See (Vatican City State) VA VA

Honduras HN HN

Hong Kong HKG HK

Hungary HUN HU

I

Iceland ISL IS

India IND IN

Indonesia IDN ID

2. Country Code (ALERT and ISO) 10 ALERT Common Reference Data

Table 2.1 ALERT and ISO Country Codes (continued)

Country Name ALERT Code ISO Code

Iran, Islamic Republic of* IR* IR*

Iraq IQ IQ

Ireland IRL IE

Isle of Man IM IM

Israel ISR IL

Italy ITA IT

J

Jamaica JM JM

Japan JPN JP

Jersey Channel Island JE JE

Jordan JO JO

K

Kazakhstan KZ KZ

Kenya KE KE

Kiribati KI KI

Korea, Democratic People's Republic of (North)* KP* KP*

Korea, Republic of (South) KOR KR

Kuwait KW KW

Kyrgyzstan KG KG

L

Lao People's Democratic Republic LA LA

Latvia LV LV

Lebanon LB LB

Lesotho LS LS

Liberia LR LR

Libya LY LY

Liechtenstein LI LI

Lithuania LT LT

Luxembourg LUX LU

M

2. Country Code (ALERT and ISO) 11 ALERT Common Reference Data

Table 2.1 ALERT and ISO Country Codes (continued)

Country Name ALERT Code ISO Code

Macao MO MO

Macedonia, The Former Yugoslav Republic of MK MK

Madagascar MG MG

Malawi MW MW

Malaysia MYS MY

Maldives MV MV

Mali ML ML

Malta MT MT

Marshall Islands MH MH

Martinique MQ MQ

Mauritania MR MR

Mauritius MU MU

Mayotte YT YT

Mexico MEX MX

Micronesia, Federated States of FM FM

Moldova, Republic of MD MD

Monaco MC MC

Mongolia MN MN

Montenegro ME ME

Montserrat MS MS

Morocco MAR MA

Mozambique MZ MZ

N

Namibia NA NA

Nauru NR NR

Nepal NP NP

Netherlands NLD NL

New Caledonia NC NC

New Zealand NZL NZ

Nicaragua NI NI

Niger NE NE

2. Country Code (ALERT and ISO) 12 ALERT Common Reference Data

Table 2.1 ALERT and ISO Country Codes (continued)

Country Name ALERT Code ISO Code

Nigeria NG NG

Niue NU NU

Norfolk Island NF NF

Northern Mariana Islands MP MP

Norway NOR NO

O

Oman OM OM

P

Pakistan PAK PK

Palau PW PW

Palestinian Territory, Occupied PS PS

Panama PAN PA

Papua New Guinea PNG PG

Paraguay PY PY

Peru PER PE

Philippines PHL PH

Pitcairn PN PN

Poland POL PL

Portugal PRT PT

Puerto Rico PR PR

Q

Qatar QA QA

R

Réunion RE RE

Romania ROM RO

Russian Federation RUS RU

Rwanda RW RW

S

Saint Barthélemy BL BL

Saint Helena SH SH

Saint Kitts and Nevis KN KN

2. Country Code (ALERT and ISO) 13 ALERT Common Reference Data

Table 2.1 ALERT and ISO Country Codes (continued)

Country Name ALERT Code ISO Code

St. Lucia LC LC

Saint Martin (French Part) MF MF

Saint Pierre and Miquelon PM PM

Saint Vincent and the Grenadines VC VC

Samoa WSM WS

San Marino SM SM

Sao Tome and Principe ST ST

Saudi Arabia SAU SA

Senegal SN SN

Serbia RS RS

Seychelles SC SC

Sierra Leone SL SL

Singapore SGP SG

Sint Maarten (Dutch Part) SX SX

Slovakia SK SK

Slovenia SI SI

Solomon Islands SB SB

Somalia SO SO

South Africa ZAF ZA

South Georgia and the South Sandwich Islands GS GS

Spain ESP ES

Sri Lanka LKA LK

Sudan SD SD

Suriname SR SR

Svalbard and Jan Mayen SJ SJ

Swaziland SZ SZ

Sweden SWE SE

Switzerland CHE CH

Syrian Arab Republic* SY* SY*

T

Taiwan, Province of China TWN TW

2. Country Code (ALERT and ISO) 14 ALERT Common Reference Data

Table 2.1 ALERT and ISO Country Codes (continued)

Country Name ALERT Code ISO Code

Tajikistan TJ TJ

Tanzania, United Republic of TZ TZ

Thailand THA TH

Timor-Leste TL TL

Togo TG TG

Tokelau TK TK

Tonga TO TO

Trinidad and Tobago TTO TT

Tunisia TN TN

Turkey TUR TR

Turkmenistan TM TM

Turks and Caicos Islands TC TC

Tuvalu TV TV

U

Uganda UG UG

Ukraine UA UA

United Arab Emirates AE AE

United Kingdom GBR GB

United States USA US

US Minor Outlying Isles UM UM

Uruguay UY UY

Uzbekistan UZ UZ

V

Vanuatu VU VU

Venezuela VEN VE

Vietnam VNM VN

Virgin Islands, British VG VG

Virgin Islands, U.S. VI VI

W

2. Country Code (ALERT and ISO) 15 ALERT Common Reference Data

Table 2.1 ALERT and ISO Country Codes (continued)

Country Name ALERT Code ISO Code

Wallis and Futuna Islands WF WF

Western Sahara EH EH

Y

Yemen YE YE

Z

Zambia ZM ZM

Zimbabwe ZW ZW

Note

Investment managers using the ALERT platform can receive an exception to store settlement instructions containing OFAC-sanctioned codes in the ALERT platform. Broker/dealers consult with their counterparties to prepare to receive OFAC-sanctioned country code values, denoted by an asterisk * in Table 2.1.

2. Country Code (ALERT and ISO) 16 ALERT Common Reference Data

Currency Code Refer to the full currency code listing that ISO maintains: www.iso.org/iso/home/standards/currency_codes.htm

Allowed Currencies for Continuous Linked Settlement (CLS) Method Table 2.2 lists the currencies and corresponding countries that are valid for the CLS method. For a current list of PSET BICs associated with the depositories listed in this table, go to https://www.smpg.info/?id=9.

Table 2.2 Allowed Currencies for ALERT CLS Method

ISO Currency Name Country Name Code

AUD

CAD Canadian Dollar

CHF

DKK

EUR European Union

GBP

HKD Hong Kong Dollar Hong Kong

HUN

ILS Israeli New Sheqel

JPY

KRW Korea, Republic of (South)

MXN

NOK

NZD Dollar New Zealand

SEK Swedish Krona

SGD Dollar Singapore

USD Dollar United States

ZAR

Currency Code 17 ALERT Common Reference Data

OFAC-Sanctioned Currency Codes Investment managers using the ALERT platform can receive an exception to store settlement instructions containing OFAC-sanctioned codes in the ALERT platform. Broker/dealers consult with their counterparties to prepare to receive OFAC-sanctioned currency code values.

Table 2.3 lists the OFAC-sanctioned currency codes.

Table 2.3 OFAC-Sanctioned Currency Codes

Country Name Country Code Currency Code Name

Cuba CU l CUP (Cuban Peso)

l CUC (Convertible Peso)

Iran IR IRR (Iranian Rial)

North Korea KP KPW (North Korean Wan)

Syria SY SSYP (Syrian Pound)

Notes

DTCC currently blocks these valid ISO country codes. Blocking them ensures compliance with the United States Treasury’s Office of Foreign Asset Control’s (OFAC) laws and regulations and global economic sanctions laws.

OFAC-Sanctioned Currency Codes 18 ALERT Common Reference Data

3. ALERT METHODS

An ALERT method specifies a place of settlement (PSET) identifier code (BIC), depository, or a depository that serves as a clearing house.

The ALERT Platform's web interface, the ALERT Direct interfaces, and the ALERT Plus module support all depository PSET BICs listed by the Securities Market Practices Group (SMPG). For an up-to-date list of PSET BICs, see www.swift.com.

The ALERT platform also validates the PSET BIC for ALERT platform Country-Method-Security combinations.

The definitions for the security-type abbreviations in the following tables are:

l EQU—Equities

l Corp FI—Corporate Fixed Income

l Govt FI—Government Fixed Income

l MM—Money Market

l FX/CSH—Foreign Exchange

l DERIV—Derivatives

l OTHER—Other

ALERT Method Available for all Countries Table 3.1 lists the ALERT methods that are available for all countries.

Table 3.1 ALERT Methods Available for all Countries

ALERT Method Description EQU Corp FI Govt FI MM FX/CSH DERIV OTHER

CASH Cash X X X X X X X

CEDEL Clearstream Banking Luxembourg X X X X

EURO_CLEAR Euroclear Bank X X X X

PHYSICAL Physical X X X X

UNIVERSAL Universal X X X X

Note

When there is no PSET BIC available for a market, such as for the Georgia market, you can use the UNIVERSAL method.

3. ALERT Methods 19 ALERT Common Reference Data

ALERT Country Codes for CLS Method Table 3.2 lists the valid Country-Security-Method (CSM) codes for the Continuous Linked Settlement (CLS) Bank International method and FX security type. The CSM code format is xx-F/X-CLS, where xx = the Country Code.

Table 3.2 Valid CSM Codes for the CLS Method and FX Security Type

Country Country Code

ANDORRA AD

AUSTRALIA AU

AUSTRIA AT

BELGIUM BE

CANADA CA

CYPRUS CY

DENMARK DK

EUROPE EU

ESTONIA EE

FINLAND FI

FRANCE FR

GERMANY DE

GREECE GR

HOLY SEE (VATICAN CITY STATE) VA

HONG KONG HK

IRELAND IE

ISRAEL IL

ITALY IT

JAPAN JP

KOREA, SOUTH KR

LITHUANIA LT

LUXEMBOURG LU

MALTA MT

MEXICO MX

MONACO MC

MONTENEGRO ME

ALERT Country Codes for CLS Method 20 ALERT Common Reference Data

Table 3.2 Valid CSM Codes for the CLS Method and FX Security Type (continued)

Country Country Code

THE NETHERLANDS NL

NEW ZEALAND NZ

NORWAY NO

PORTUGAL PT

SAN MARINO SM

SINGAPORE SG

SLOVAKIA SK

SLOVENIA SI

SOUTH AFRICA ZA

SPAIN ES

SWEDEN SE

SWITZERLAND CH

UNITED KINGDOM GB

UNITED STATES US

For a list of eligible currency codes for CLS, go to www.cls-group.com/About/Pages/default.aspx.

ALERT Methods by Country of Settlement The next table lists ALERT methods by country of settlement. For an up-to-date list of PSET BICs associated with the depositories listed in this table, go to http://smpg.webexone.com/default.asp?link.

ALERT Methods by Country of Settlement Country Cod- EQ- EQ- Cor- CB- Go- TR- MM- Uns- ALERT Depository e U A p A vt A A p Method FI FI

ARGENTINA AR X X X CRYL Central de Registracion y Liquidacion de Titulos Publicos

ARGENTINA AR X X X X CVSA Caja de Valores S.A.

AUSTRALIA AU X X X X AUSTRACL Austraclear EAR Limited

ALERT Methods by Country of Settlement 21 ALERT Common Reference Data

Country Cod- EQ- EQ- Cor- CB- Go- TR- MM- Uns- ALERT Depository e U A p A vt A A p Method FI FI

AUSTRALIA AU X X CHESS Clearing House Electronic Subregister System

AUSTRIA AT X X X X X OKB_ag Oesterreichische Kontrollbank AG

BAHRAIN BH X X X X X BSE Bahrain Stock Exchange

BANGLADE BD X CBB of SH Bangladesh

BANGLADE BD X X X X DSE Dhaka Stock SH Exchange LTD

BARBADOS BB X X BCSD Barbados Central Securities Depository

BELGIUM BE X X X X BNB The Banque Nationale de Belgique/National Bank van België

BELGIUM BE X X X X EURONEX Euronext TSBI Belgium-SBI

BENIN BJ X X DCBRBENI Dépositaire N Central/Banque de Reglement

BERMUDA B X X X X BMSE Bermuda Stock M Exchange LTD

BOLIVIA BO X X X X BBV Bolsa Boliviana de Valores S.A.

ALERT Methods by Country of Settlement 22 ALERT Common Reference Data

Country Cod- EQ- EQ- Cor- CB- Go- TR- MM- Uns- ALERT Depository e U A p A vt A A p Method FI FI

BOSNIA BA X X X X X CBBSBA22 Sarajevo & Banja AND Luka CSD HERZEGOV INIA

BOTSWANA B X X X X BOSE Bostwana Stock W Exchange

BOTSWANA B X X BOB Bank of Botswana W

BRAZIL BR X X BOVESPA Compnhia Brasilieira de Liquidacoa e Custodia

BRAZIL BR X X X CETIP Center for the Custody and Financial Settlement of Securities

BRAZIL BR X X X SELIC Special Settlement and Custody System

BULGARIA BG X X X BUNB Bulgarian National Bank

BULGARIA BG X X X X CDAD Tzentralen Depozitar AD

BURKINA BF X X DCBRBUR Dépositaire FASO K Central/Banque de Règlement (DCBR Burkina Faso)

CANADA CA X X X X X CDS The Canadian Depository for Securities Limited

ALERT Methods by Country of Settlement 23 ALERT Common Reference Data

Country Cod- EQ- EQ- Cor- CB- Go- TR- MM- Uns- ALERT Depository e U A p A vt A A p Method FI FI

CHILE CL X X X X X DCVSA Depósito Central de Valores S.A.

CHINA (B C X X X X SHANGHAI Shanghai Shares in N Securities Central USD and A Clearing & Shares in Registering RMB) Corporation

CHINA (A X X X SHANGHAI Shanghai Shares in Securities Central CNY) Clearing & Registering Corporation

CHINA C X X X X X SHCH Shanghai (Direct N Clearing House Access) Co.

CHINA C X X X X SHCH Shanghai (Bond N Clearing House Connect Co. Trades)

CHINA (B C X X X SHENZHE CHINA (B Shares Shares in N N in HKD HKD

CHINA (A C X X SHENZHE Shenzhen Shares in N N Clearing House RMB) Co.

CHINA C X X CCDCCB China Central (Direct N Depository & Access) Clearing Co Ltd.

CHINA C X CCDCCB China Central (Bond N Depository & Connect Clearing Co Ltd. Trades)

ALERT Methods by Country of Settlement 24 ALERT Common Reference Data

Country Cod- EQ- EQ- Cor- CB- Go- TR- MM- Uns- ALERT Depository e U A p A vt A A p Method FI FI

CHINA C X X CMU Central N Moneymarkets Unit Hong Kong Monetary Authority

CHINA A C X CMU Central N Moneymarkets Unit Hong Kong Monetary Authority

CHINA C X CCASS Hong Kong N Securities Clearing Company Limited

CHINA C X CCASS Hong Kong (SPSA) N Securities Clearing Company Limited

CLEARSTR EU X X X X X CEDEL Clearstream EAM Banking Luxembourg

COLOMBIA C X X X DCV Deposito Central O de Valores

COLOMBIA C X X X X X DECEVAL Deposito O Centralizado de Valores

COSTA C X X X X X CEVAL Central de RICA R Valores, S.A.

COTE CI X X X X BRVI Bourse Regionale D’IVOIRE des Valeurs Immobilieres S.A.

ALERT Methods by Country of Settlement 25 ALERT Common Reference Data

Country Cod- EQ- EQ- Cor- CB- Go- TR- MM- Uns- ALERT Depository e U A p A vt A A p Method FI FI

CROATIA H X X X X SDA Sredisnja R Depozitarna Agencija d.d.

CYPRUS CY X X X X X CYPSE Cyprus Stock Exchange - Clearing and Settlement

CZECH CZ X X CNB Czech National REPUBLIC Bank (TKD System)

CZECH CZ X X X X UNIVYC UNIVYC PLC REPUBLIC

DENMARK DK X X X X X VP VP A/S - the Danish Securities Centre

DOMINICAN D X X X X X CEVALDO Central de REPUBLIC O M Valores Dominicana C Pora

ECUADOR EC X X X X X DECEVALE Deposito Centralizado de Valores

EGYPT EG X X CBEGYPT Central Bank of Egypt

EGYPT EG X X X X EGYPTCSD Misr for Clearing, Settlement and Depository

EL SV X X X X X CDV Central de SALVADOR Deposito de Valores de El Salvador SA de CV

ALERT Methods by Country of Settlement 26 ALERT Common Reference Data

Country Cod- EQ- EQ- Cor- CB- Go- TR- MM- Uns- ALERT Depository e U A p A vt A A p Method FI FI

ESTONIA EE X X X X X LVLCD Lietuvos Centrinio Vertybiniu Popieriu Depozitoriumo

EUROCLEA EU X X X X X EURO_ Euroclear Bank R CLEAR

FINLAND FI X X X X X APC Finnish Central Securities Depository Ltd

FRANCE FR X X X X X EUROFRA Euroclear NSBI France-SBI

GERMANY DE X X X X X CLEARGER Clearstream Banking Frankfurt

GHANA G X X X X BAG Bank of Ghana H

GREECE G X X X BOG Bank of Greece R

GREECE G X X X X GREECEC Central Securities R SD Depository S.A.

GUATEMAL GT X X X X X GUATBVN Bolsa de Valores A Nacional SA

GUATEMAL GT X X X X GUATCBSA Corporation A Bursatil SA

GUINEA G X X DCBRGUIN Dépositaire BISSAU W EA Central/Banque de Règlement (DCBR Guinea Bissau)

ALERT Methods by Country of Settlement 27 ALERT Common Reference Data

Country Cod- EQ- EQ- Cor- CB- Go- TR- MM- Uns- ALERT Depository e U A p A vt A A p Method FI FI

HONDURAS H X X X X CEHVAL Central N Hondurena de Valores y Liquidacion

HONG C X X CCASS Hong Kong KONG (non N Securities SPSA Clearing accounts) Company Limited

HONG C X CCASS Hong Kong KONG N Securities (SPSA Clearing accounts) Company Limited

HONG HK X CCASS Hong Kong KONG Securities (Standard Clearing Equities) Company Limited

HONG X X CCDCCB China Central KONG (Bond Depository & Connect in Clearing Co Ltd. CNH)

HONG X CCDCCB China Central KONG (Bond Depository & Connect in Clearing Co Ltd. CNY)

HONG HK X X X X CMU Central KONG Moneymarkets (Standard Unit Hong Kong SSIs) Monetary Authority

HONG HK X X X X CMU Central KONG (Dim Moneymarkets Sum Bonds Unit Hong Kong in CNH) Monetary Authority

ALERT Methods by Country of Settlement 28 ALERT Common Reference Data

Country Cod- EQ- EQ- Cor- CB- Go- TR- MM- Uns- ALERT Depository e U A p A vt A A p Method FI FI

HONG HK X X X SHCH Shanghai KONG (Bond Clearing House Connect in Co. CNH)

HONG HK X X SHCH Shanghai KONG (Bond Clearing House Connect in Co. CNY)

HONG HK X SHANGHAI Shanghai KONG Securities Central (Connect for Clearing & Southbound Registering HKD Corporation Securities and Private Fund Management (PFM) license)

HONG HK X SHENZHE Shenzhen KONG (Stock N Clearing House Connect for Co. Southbound HKD Securities and Private Fund Management (PFM) license)

HUNGARY H X X X X X KELER Központi U Elszámolóház és Értéktár Rt

ICELAND IS X X X X X VBSI Verðbréfaskránin g Íslands HF, Icelandic Securities Depository Ltd

ALERT Methods by Country of Settlement 29 ALERT Common Reference Data

Country Cod- EQ- EQ- Cor- CB- Go- TR- MM- Uns- ALERT Depository e U A p A vt A A p Method FI FI

ICELAND IS X X X X VBM Icelandic Securities Depository Ltd

ICELAND IS X X X X LVLCD Latvijas Centralais Depozitarijs

INDIA IN X X X INCSD Central Depository Services Limited (CDS)

INDIA IN X X X X X NSDL National Securities Depository Ltd

INDIA IN X X X RBI The Reserve Bank of India

INDONESIA ID X X X BIND Bank Indonesia

INDONESIA ID X X X X X KSEI PT Kustodian Sentral Efek Indonesia

IRELAND IE X X X X X CREST Euroclear UK and Ireland LTD

IRELAND IE X X X IRCLEAR Euroclear Bank on behalf of Central Bank of Ireland

ISRAEL IL X X X X X ISTASE TASE Clearing house

ITALY IT X X X X X MONLETOL Monte Titoli spa

JAMAICA JM X X X X X JCSD Jamaica Central Securities Depository

ALERT Methods by Country of Settlement 30 ALERT Common Reference Data

Country Cod- EQ- EQ- Cor- CB- Go- TR- MM- Uns- ALERT Depository e U A p A vt A A p Method FI FI

JAPAN JP X X X BOJ_NET The Bank of Japan

JAPAN JP X X X X JASDEC Japan Securities Depository Centre

JORDAN JO X X X BOJ Central Bank of Jordan

JORDAN JO X X X X X SDC Securities Depository Center

KAZAKHST KZ X X X X X KZCDS The Central AN Depository of Securities

KENYA KE X X X X X CBK Central Bank of Kenya - CDS

KENYA KE X X NSE Nairobi+C126 Stock Exchange

KOREA, KR X X X X X KSCC Korea Securities SOUTH Depository

KUWAIT K X X X X KWCC Kuwait Clearing W Company S.A.K.

LATVIA LV X X X X X LVLCD Lietuvos Centrinio Vertybiniu Popieriu Depozitoriumo

LEBANON LB X X X BDL Banque du Liban

ALERT Methods by Country of Settlement 31 ALERT Common Reference Data

Country Cod- EQ- EQ- Cor- CB- Go- TR- MM- Uns- ALERT Depository e U A p A vt A A p Method FI FI

LEBANON LB X X X X X CCCFLME Custodian and Clearing Centre of Financial Instruments for Lebanon and the Middle East

LIECHTENS LI X X X X SEGA SEGAINTERSET TEIN TLE AG

LIECHTENS LI X X X X SEGAT2S SEGAINTERSET TEIN TLE AG T2S

LITHUANIA LT X X X X X LVLCD Lietuvos Centrinio Vertybiniu Popieriu Depozitoriumo

LUXEMBOU LU X X X X X CEDEL Clearstream RG Banking Luxembourg

LUXEMBOU LU X X X X X LUXCSD LuxCSD S.A. RG

LUXEMBOU LU X X X VPL VP LUX RG

MACEDONI M X X X X MKCSD Central Securities A K Depository AD Skopje

MAURITIUS MU X X X BOMCDS Bank of Mauritius

MAURITIUS M X X X X MAUCDS Central U Depository & Settlement Co. Ltd

MALAWI M X X X X X MSE Malawi Central W Securities Depository

ALERT Methods by Country of Settlement 32 ALERT Common Reference Data

Country Cod- EQ- EQ- Cor- CB- Go- TR- MM- Uns- ALERT Depository e U A p A vt A A p Method FI FI

MALAYSIA M X X X X BNM Bank Negara Y Malaysia

MALAYSIA M X X X X SCANS Malaysian Central Y Depository Sdn Bhd

MALI ML X X DCBRMALI Dépositaire Central/Banque de Règlement

MALTA M X X X X MALTACDS The Central T Securities Depository

MAURITIUS MU X X X BOMCDS Bank of Mauritius

MAURITIUS M X X X X MAUCDS Central U Depository & Settlement Co. Ltd

MEXICO M X X X X X INDEVAL S.D. INDEVAL, X S.A. DE C.V.

MOROCCO M X X X X MAROCLE Maroclear A AR

NAMIBIA NA X X X X NAMSE Namibian Stock Exchange

NETHERLA NL X X X X X NECIGEF Euroclear NDS, THE Netherlands-SBI (Instructions settling under the SLAB system - non- resident Dutch funds/clients)

ALERT Methods by Country of Settlement 33 ALERT Common Reference Data

Country Cod- EQ- EQ- Cor- CB- Go- TR- MM- Uns- ALERT Depository e U A p A vt A A p Method FI FI

NETHERLA NL X X X X X NECIGEFS Euroclear NDS, THE BI NetherlandsSBI (Instructions settling under the SBI system - Dutch residents)

NEW NZ X X FASTER New Zealand ZEALAND Stock Exchange

NEW NZ X X X X X NZCSD New Zealand ZEALAND Central Securities Depository

NEW NZ X X X X X NZX New Zealand Stock ZEALAND Exchange Limited

NICARAGU NI X X X X X CENIVAL Central A Nicaraguense de Valores

NIGER NE X X DCBRNIGE Dépositaire R Central/Banque de Règlement

NIGERIA N X CBN Central Bank of G Nigeria

NIGERIA N X X X X CSCS Central Securities G Clearing System Ltd

NORWAY N X X X X X VPS Verdipapirsentral O en

OMAN O X X X X MDSRC The Muscat M Depository and Securities Registration Company

ALERT Methods by Country of Settlement 34 ALERT Common Reference Data

Country Cod- EQ- EQ- Cor- CB- Go- TR- MM- Uns- ALERT Depository e U A p A vt A A p Method FI FI

PAKISTAN PK X X X X PAKCDS Central Depository Company of Pakistan Ltd.

PAKISTAN PK X X X PAKSB The State Bank of Pakistan

PALESTINIA PS X X X X PSECDS Clearing, N Depository and TERRITOR Settlement Y, Department OCCUPIED

PANAMA PA X X X X LATINCLE Central AR Latinoamericana de Valores, S. A.

PARAGUAY PY X X X X X BVPASA Bolsa de Valores y Productos de Asuncion SA

PERU PE X X X X X CAVAL Caja de Valores y Liquidaciones

PHILIPPINE PH X PBTR Bureau the S Treasury

PHILIPPINE PH X X X X X PCD Philippine Central S Depository, Inc.

POLAND PL X X NBP National Bank of Poland

POLAND PL X X X X PLKDPW Krajowy Depozyt Papierow Wartosciowych

ALERT Methods by Country of Settlement 35 ALERT Common Reference Data

Country Cod- EQ- EQ- Cor- CB- Go- TR- MM- Uns- ALERT Depository e U A p A vt A A p Method FI FI

PORTUGAL PT X X BPCOMD Banco de Portugal Credit Operations and Markets Department

PORTUGAL PT X X X X CAMBIUM Interbolsa

PORTUGAL PT X X X X PEXSETTL PEXsettle E

QATAR QA X X X X DSM Doha Securities Market

ROMANIA R X X X X X DCSA Depozitarul O Centrum S.A.

ROMANIA R X X X X X DCSAT2S Depozitarul O Centrum S.A. T2S

ROMANIA R X X X X NBO National Bank of O Romania

RUSSIAN R X X X X NDC National FEDERATIO U Settlement N Depository

RWANDA R X X X X X NBR National Bank of W Rwanda

SAUDI SA X X X TSSM Tadawul Saudi ARABIA Stock Market

SENEGAL SN X X DCBRSEN Dépositaire EGAL Central/Banque de Règlement

SERBIA RS X X X X CSDC Central Securities Depository and Clearing House

ALERT Methods by Country of Settlement 36 ALERT Common Reference Data

Country Cod- EQ- EQ- Cor- CB- Go- TR- MM- Uns- ALERT Depository e U A p A vt A A p Method FI FI

SINGAPORE SG X X X MAS The Monetary Authority of Singapore

SINGAPORE SG X X X X SCCS The Central Depository (Pte) Limited

SLOVAKIA SK X X X X X SCP Centralny Depozitar Cennych Papierov SR, A.S.

SLOVENIA SI X X X X X KDD Centralna Klirinsko Depotna Druzba d.d.

SOUTH ZA X X X X JSE STRATE Ltd AFRICA

SPAIN ES X X X X X IBERCLEA Iberclear R

SRI LANKA LK X X X CBSL Central Bank of Sri Lanka

SRI LANKA LK X X X X CDSLK Central Depository Systems (Pvt) Ltd

SWAZILAND SZ X X X X CBS Central Bank of Swaziland

SWEDEN SE X X X X X VPC Vardepapperscen tralen VPC AB

SWITZERLA C X X X X X SEGA SEGAINTERSET ND H TLE AG T2S

TAIWAN T X X X CBC Central Bank of W China

ALERT Methods by Country of Settlement 37 ALERT Common Reference Data

Country Cod- EQ- EQ- Cor- CB- Go- TR- MM- Uns- ALERT Depository e U A p A vt A A p Method FI FI

TAIWAN T X X X X TSCDC Taiwan Securities W Central Depository Co., Ltd.

TANZANIA TZ X X X X X DESSE Dar Es Salaam Stock Exchange

THAILAND TH X X X X SET Thailand Securities Depository Co., Ltd. (TSD)

THAILAND TH X SET Thailand (security type Securities Equity Land Depository Co., Rich Ltd. (TSD) Holdings)

TOGO TG X X DCBRTOG Dépositaire O Central/Banque de Règlement

TRINIDAD TT X X CBTT Central Bank of AND TOBAG Trinidad And O Tobago

TRINIDAD TT X X X X TTCSD Trinidad and AND Tobago Central TOBAGO Securities Depository

TUNISIA TN X X X X STICODEV Societe AM Tunisienne Interprofessionnel le pour la Compensation et le Depot des Valeurs Mobilieres

ALERT Methods by Country of Settlement 38 ALERT Common Reference Data

Country Cod- EQ- EQ- Cor- CB- Go- TR- MM- Uns- ALERT Depository e U A p A vt A A p Method FI FI

TURKEY TR X X X CBT Central Bank of Turkey

TURKEY TR X X X X X IMKB IMKB Takas ve Saklama Bankasi A. S.

TURKEY (for TR X X X X MKK Merkezi Kayit transactions Kurulusu A.S. for MKK safekep t securities)

UGANDA U X X X BOU Bank of Unganda. G

UGANDA U X X X USE Uganda G Securities Exchange

UKRAINE UA X X X NBU National Bank of Ukraine

UKRAINE UA X X X X UKRNDS National Depository of Ukraine

UNITED AE X X X X ADSM Abu Dhabi Stock ARAB Market EMIRATES

UNITED AE X X X X DFM Dubai Financial ARAB Market EMIRATES

UNITED AE X X X X DIFX Dubai ARAB International EMIRATES Financial Exchange Ltd.

UNITED GB X X X X X CREST Euroclear UK and KINGDOM Ireland LTD

ALERT Methods by Country of Settlement 39 ALERT Common Reference Data

Country Cod- EQ- EQ- Cor- CB- Go- TR- MM- Uns- ALERT Depository e U A p A vt A A p Method FI FI

UNITED US X X X X X DTC Depository Trust STATES Company

UNITED US X X X X FEDWIRE1 Federal Reserve STATES Bank

URUGUAY UY X X X BCDU Banco Central del Uruguay

VENEZUEL VE X X X BCV Banco Central de A Venezuela

VENEZUEL VE X X CVV Caja Venezolana A de Valores

VIETNAM VN X X X VISD Vietnam Securities Depository

ZAMBIA Z X X X X BOZ Bank of Zambia M

ZAMBIA Z X X X X LUSECDS LuSE Central M Shares Depository

ZIMBABWE Z X X X X ZSE Zimbabwe Stock W Exchange

1The U.S. FEDWIRE method applies to FX/CSH, and DERIV, in addition to EQU, CORP FI, Govt FI, and MM

ALERT Methods by Country of Settlement 40 ALERT Common Reference Data

4. FUND TYPE

Table 4.1 lists the allowed ALERT platform fund type values.

Table 4.1 Fund Types

Account Type

Bank Portfolio IRA/Keogh

Bank Trust Joint-TIC

Broker/Dealer Joint-WROS

Charitable Living Trust

Common Trust Muni/State

Corporation Mutual Fund

Credit Union Non Erisa

Custodian Partnership-Gen

Erisa/Fiduciary Partnership-Ltd

Erisa/Non-Fiduc Pension Fund

Estate Profit Sharing

Firm Account REIT/Common Trst

Foreign Govt Sole Proprietor

Guardian Testamentary Tst

Individual Trust

Insurance Co. Undisclosed

Investment Adv Uniform Gift

Investment Club US Agcy/Fed Res

4. Fund Type 41 ALERT Common Reference Data

5. ALERT METHODS BY DERIVATIVES CLEARING HOUSES

Table 5.1 lists the ALERT methods by derivatives clearing house. The organizations list in-process exchange traded derivatives.

Table 5.1 ALERT Methods by Derivatives Clearing Houses

Country Code ALERT Description Method

ARGENTINA AR ARGCL Argentina Clearing

AUSTRALIA AU SFECC Sydney Futures Exchange Clearing Corp

BRAZIL BR BMF Brazilian Mercantile and Futures Exchange Clearing

CANADA CA WCE WCE Clearing Corp

CANADA CA CDCC Canada Derivatives Clearing Corp

CANADA CA NGX NGX Clearing

CHINA CN DCEC Dalian Commodity Exchange Clearing

EUROPE EU LCH LCH.Clearnet

GERMANY DE EEXAG EEX AG

GERMANY DE EUREX EUREX CLEARING AG

HONG KONG HK HKSCC Hong Kong Securities Clearing Corp

ITALY IT CCG Cassa di Compensazione e Garanzia

JAPAN JP TSE Tokyo Stock Exchange Clearing

JAPAN JP TIFFE Tokyo International Financial Futures Exchange Clear- ing

JAPAN JP OSE Osaka Securities Exchange Clearing

KOREA, SOUTH KR KRX Korea Exchange Clearing

MALAYSIA MY MDCH Malaysian Derivatives Clearinghouse

MEXICO MX ASIGNA Asigna Clearinghouse

SINGAPORE SG SGXDC Singapore Exchange Derivative Clearing

SOUTH AFRICA ZA SAFCOM South African Futures Exchange Clearing Corp

SPAIN ES MEFF MEFF Clearinghouse

SWEDEN SE STOCKCL Stockholmsborsen Clearing

UNITED GB STOCKLON Stockholmsborsen London Clearing KINGDOM

5. ALERT Methods by Derivatives Clearing Houses 42 ALERT Common Reference Data

Country Code ALERT Description Method

UNITED STATES US BCC BrokerTec Clearing Corp

UNITED STATES US BOTCC Board of Trade Clearing Corp

UNITED STATES US TCC The Clearing Corporation

UNITED STATES US ISE ISE

UNITED STATES US FXMS FX MarketSpace

UNITED STATES US NYCC New York Clearing Corp

UNITED STATES US CME Chicago Mercantile Exchange Clearinghouse

UNITED STATES US NYMEX NY Mercantile Exchange Clearing

UNITED STATES US OCC Options Clearing Corp

5. ALERT Methods by Derivatives Clearing Houses 43 ALERT Common Reference Data

6. SECURITY TYPE CODE (ALERT)

To simplify the tables in this guide, securities are categorized into the security type groups listed in this section, as suggested by the Securities Market Practice Group (SMPG).

Notes

l Contract for difference (CFD) securities can be either ETD or OTC derivatives.

l DTCC strongly recommends that investment managers utilizing the GC Direct interface con- tact the global custodian to ensure any specific securities supported under the security type groups are amended to the appropriate overarching security type, as required by the global custodian.

ALERT Security Type Groups

EQU Corp FI GovtFI MM FX/CSH Deriv Unsp (Equiti (Governm (Money (Foreign (Derivativ (Corpor (Unspecifi es) ent Fixed Market) Exchange/CA es) ate ed) Income) SH) Fixed Income)

EQU COB TRY MMT Not Applicable Not COB Applicable

ADR ABS (Asset AGS BAS CSH (Cash) CDS (Credit OPC (American Backed) (Agencies) (Bankers Default Swap) (Options Depositor Acceptance) Contract) y Receipt)

EQU BKL (Bank FNM (Fannie CER F/X (Foreign CFD (Contract PRC (Equities) Loan) Mae) (Representat Exchange) for Difference) (Premium ive Contract) Certificate)

ETF CMO FRM (Freddie COD MRG (Margin) CMF PRP (Exchang (Collateraliz Mac) (Certificate (Commodity (Private e Traded ed of Deposit) Future) Placement) Fund) Mortgage Obligation)

GDR COB (Corp GNM (Ginnie COM TIM (Time Deposit) EFU REP (Global Bond) Mae) (Comm (Exchange (Repurchase) Depositor Paper) Traded y Receipt) Futures)

6. Security Type Code (ALERT) 44 ALERT Common Reference Data

EQU Corp FI GovtFI MM FX/CSH Deriv Unsp (Equiti (Governm (Money (Foreign (Derivativ (Corpor (Unspecifi es) ent Fixed Market) Exchange/CA es) ate ed) Income) SH) Fixed Income)

EQU COB TRY MMT Not Applicable Not COB Applicable

PRS CON ITS (Indexed FIN (Finance ETD TRS (Premium (Convertible Treasury Transaction) (Exchange (Trans Ship) Shares) Bond) Security) Traded Derivatives)

RTS (Rights) ETO (Exchange Traded Options)

6. Security Type Code (ALERT) 45 ALERT Common Reference Data

EQU Corp FI GovtFI MM FX/CSH Deriv Unsp (Equiti (Governm (Money (Foreign (Derivativ (Corpor (Unspecifi es) ent Fixed Market) Exchange/CA es) ate ed) Income) SH) Fixed Income)

EQU COB TRY MMT Not Applicable Not COB Applicable

UIT (Unit CPN MNB (Muni MMT FXF (FX WAR Investme (Coupons) Bond) (Money Future) (Warrants) nt Trust) Market)

FPA (Face NSD (Non-US REP FXS (FX or Principal Sovereign (Repurchas Swap) or Nominal Debt) e) Amt)

ILB TRY IRF (Interest (Inflation (Treasuries) Rate Future) Linked Bonds)

MBS T-Bills (TBI) - IRS (Interest (Mortgage applies to all Rate Swap) Backed) countries except the United States

NTE OTC (OTC (Notes) Derivatives)

SLA TBA (To Be (Student Announced) Loan)

TBA TRW (Total Return Swap) (To Be Announced)

Alternate Security Types

Alternate Security Types 46 ALERT Common Reference Data

The next table lists alternative security types available on the ALERT platform. These security types support complex markets where there is more than one instruction per account, security, and method combination.

Alternative Security Types Specific to Hong Kong and China Country Codes

l EQU = EQA

l COB = CBA

l TRY = TRA

l MMT = MMA

Additional F/X Security Types Four alternative foreign exchange (FX1-FX4) security types are available for the following markets only:

l Brazil l India

l China l Republic of Korea (KR)

l Hong Kong l Thailand

Alternative Security Types Specific to Hong Kong and China Country Codes 47 ALERT Common Reference Data

Alternative Security Types

EQUALL Corp FI Govt FI MM FX/CSH DER UN IV SP

EQA CBA TRA (Treasuries - MMA (Money Market - FX1 - - (Equities (Corp Alternative) Alternative) (Foreign - Bond - Exchang Alternativ Alternativ e - e) e) Alternativ e)

FX2 (Foreign Exchang e - Alternativ e)

FX3 (Foreign Exchang e - Alternativ e)

FX4 (Foreign Exchang e - Alternativ e)

Additional F/X Security Types 48 ALERT Common Reference Data

7. ALERT CONFIRM RECIPIENT CATEGORY CODE VERSIONS

The process of converting investment managers from version 2.x of Confirm Recipient Category Codes to version 3.0 involved code mapping. It mapped all confirm recipient category codes to confirm recipient codes A through G, as shown in Table 3.1 on page 19.

7 shows the process of converting these codes to the new ALERT platform Confirm Recipient Category Codes version 3.0. You may still see the phased-out legacy-style codes listed in 7.

Confirm Recipient Category Codes Version 2.2 Table 7.1 lists the phased out Version 2.2 codes.

Table 7.1 Confirm Recipient Category Codes Version 2.2 (Phased Out)

Category Code

2.2 Confirm — 1 A

2.2 Confirm — 2 B

2.2 Confirm — 3 C

2.2 Confirm — 4 D

2.2 Confirm — 5 E

2.2 Confirm — 6 F

2.2 Confirm — Telex G

Confirm Recipient Category Codes Version 3.0 Table 7.2 lists the current Version 3.0 codes.

Table 7.2 Confirm Recipient Category Codes Version 2.2 (Phased Out)

Category Code

Customer H

Executing Broker I

Clearing Broker J

Global Custodian K

Sub Custodian L

Interested Party M

I/M - Beneficial Owner AG

7. ALERT Confirm Recipient Category Code Versions 49 ALERT Common Reference Data

8. ACCOUNT TYPE

There are five allowed table lists the allowed account type:

l CASH

l MARGIN

l OTHER

l PRIME BROKER

l SHORT

8. Account Type 50 ALERT Common Reference Data

9. AFFIRMING PARTY

There are four allowed affirming party values.

l Institution

l All Agents

l Institution & All Agents

l Interested Party

9. Affirming Party 51 FOR MORE Information Email DTCC Learning at:

[email protected] or visit us on the web at:

www.dtcclearning.com