Manual De Instalação Up2data Client

LOREM IPSUM

MANUAL DE INSTALAÇÃO UP2DATA CLIENT

TAXONOMY CATALOG

1 UP2DATA Taxonomy Catalog 26/01/2018

Versions History ...... 4 Introduction ...... 5 UP2DATA – CurveFile ...... 8 Structure UP2DATA – CurveFile ...... 8 UP2DATA – EquityInstrumentFile ...... 9 Structure UP2DATA – EquityInstrumentFile ...... 9 UP2DATA – FutureContractsInstrumentFile ...... 13 Structure UP2DATA – FutureContractsInstrumentFile ...... 13 UP2DATA – OptionInstrumentFile ...... 18 Structure UP2DATA – OptionInstrumentFile ...... 18 UP2DATA – OptionOnEquitiesInstrumentFile ...... 22 Structure UP2DATA – OptionOnEquitiesInstrumentFile ...... 22 UP2DATA – SwapInstrumentFile ...... 27 Structure UP2DATA – SwapInstrumentFile ...... 27 UP2DATA – AdjustmentPriceFile ...... 30 Structure UP2DATA – AdjustmentPriceFile ...... 30 UP2DATA – EconomicIndicatorPriceFile ...... 31 Structure UP2DATA – EconomicIndicatorPriceFile ...... 31 UP2DATA – ReferencePriceFile ...... 32 Structure UP2DATA – ReferencePriceFile ...... 32 UP2DATA – StructuredOperationAdjustmentPriceFile ...... 34

Structure UP2DATA – StructuredOperationAdjustmentPriceFile ...... 34 UP2DATA – ETFTradeFile ...... 36

Structure UP2DATA – ETFTradeFile ...... 36 1

UP2DATA Taxonomy Catalog 26/01/2018

UP2DATA – TradeInformationFile ...... 37 Structure UP2DATA –TradeInformationFile ...... 37 UP2DATA – TradeInformationIndexFile ...... 40 Structure UP2DATA –TradeInformationIndexFile ...... 40 UP2DATA – ForwardTradeInformationIndexFile ...... 41 Structure UP2DATA – ForwardTradeInformationIndexFile ...... 41 UP2DATA – EODPriceFile ...... 44 Structure UP2DATA – EODPriceFile ...... 44 UP2DATA – CashMarketPositionFile ...... 47 Structure UP2DATA – CashMarketPositionFile ...... 47 UP2DATA – OpenPositionFile ...... 48 Structure UP2DATA – OpenPositionFile ...... 48 UP2DATA – ForwardOpenPositionFile ...... 50 Structure UP2DATA – ForwardOpenPositionFile ...... 50 UP2DATA – SecuritiesLendingPositionFile ...... 51 Structure UP2DATA – SecuritiesLendingPositionFile ...... 51 UP2DATA – CorporateActionNotificationFile ...... 52 Structure UP2DATA – CorporateActionNotificationFile ...... 52 UP2DATA – CorporateActionClosingPriceFile ...... 54 Structure UP2DATA – CorporateActionClosingPriceFile ...... 54 UP2DATA – PortfolioCompositionFile ...... 56

Structure UP2DATA – PortfolioCompositionFile ...... 56 UP2DATA – StockBehaviorFile ...... 57

Structure UP2DATA – StockBehaviorFile ...... 57 2

UP2DATA Taxonomy Catalog 26/01/2018

UP2DATA – StockPerIndexFile ...... 57 Estrutura UP2DATA – StockPerIndexFile ...... 57 UP2DATA – VolatilitySurfaceFile ...... 58 Structure UP2DATA – VolatilitySurfaceFile ...... 58 UP2DATA – StructuredOperationInstrumentFile ...... 59 Structure UP2DATA – StructuredOperationInstrumentFile ...... 59

UP2DATA Taxonomy Catalog 26/01/2018

Versions History Date Version Description

18/01/2018 1.0 Initial version

UP2DATA Taxonomy Catalog 26/01/2018

Introduction The purpose of this document is to represent a catalog the information of the files created for the all UP2DATA service. All files described in this document are available in the formats: TXT, XML, JSON and CSV.

The informations below shows the composition of the Channels vs. the files that make it up the Channel, Subchannels, the name of the file in this document UP2DATA and the name of the file available in the directory.

Channel Subchannel UP2DATA Directory Commodities SettlementPrice SettlementPriceFile Commodities_AdjustmentPriceFile_yyyyMMdd Interest_Rate SettlementPrice SettlementPriceFile Interest_Rate_AdjustmentPriceFile_yyyyMMdd Currency SettlementPrice SettlementPriceFile Currency_AdjustmentPriceFile_yyyyMMdd Equities SettlementPrice SettlementPriceFile Equities_AdjustmentPriceFile_yyyyMMdd Equities ReferencePrice ReferencePriceFile Equities_BDR_ReferencePriceFile_yyyyMMdd Corporate_Action - CorporateActionClosingPrice File Corporate_Action_CorporateActionClosingPrice File_yyyyMMdd Corporate_Action - CorporateActionNotificationFile Corporate_Action_CorporateActionNotificationFile_yyyyMMdd Curves - CurveFile Curves_CurveFile_yyyyMMdd Economic_Indicator - EconomicIndicatorFile Economic_Indicator_EconomicIndicatorFile_yyyyMMdd Commodities TradeInformation EODPriceFile Commodities_EODPriceFile_yyyyMMdd Interest_Rate TradeInformation EODPriceFile Interest_Rate _EODPriceFile_yyyyMMdd Currency TradeInformation EODPriceFile Currency_EODPriceFile_yyyyMMdd Equities TradeInformation EODPriceFile Equities_EODPriceFile_yyyyMMdd Equities TradeInformation EODPriceFile Equities_Indexes_EODPriceFile_ yyyyMMdd Equities TradeInformation ForwardTradeInformationIndexFile Equities_ TradeInformation_yyyyMMdd Equities SecurityList EquityInstrumentFile Equities_EquityInstrumentFile_yyyyMMdd Equities ETFTrade ETFTradeFile Equities_ETFTradeFile_yyyyMMdd Equities OpenPosition ForwardOpenPositionFile Equities_ForwardOpenPositionFile_yyyyMMdd Commodities SecurityList FutureContractsInstrumentFile Commodities_FutureContractsInstrumentFile_yyyyMMdd Interest_Rate SecurityList FutureContractsInstrumentFile Interest_Rate _FutureContractsInstrumentFile_yyyyMMdd

UP2DATA Taxonomy Catalog 26/01/2018

Currency SecurityList FutureContractsInstrumentFile Currency_FutureContractsInstrumentFile_yyyyMMdd Equities SecurityList FutureContractsInstrumentFile Equities_FutureContractsInstrumentFile_yyyyMMdd Commodities OpenPosition OpenPositionFile Commodities_OpenPositionFile_yyyyMMdd Interest_Rate OpenPosition OpenPositionFile Interest_Rate_OpenPositionFile_yyyyMMdd Currency OpenPosition OpenPositionFile Currency_OpenPositionFile_yyyyMMdd Equities OpenPosition OpenPositionFile Equities_OpenPositionFile_yyyyMMdd Equities OpenPosition OpenPositionFile Equities_Indexes_OpenPositionFile_ yyyyMMdd Commodities SecurityList OptionInstrumentFile Commodities_OptionInstrumentFile_yyyyMMdd Interest_Rate SecurityList OptionInstrumentFile Interest_Rate_OptionInstrumentFile_yyyyMMdd Currency SecurityList OptionInstrumentFile Currency_OptionInstrumentFile_yyyyMMdd Equities SecurityList OptionInstrumentFile Equities_OptionInstrumentFile_yyyyMMdd Equities SecurityList OptionOnEquitiesInstrumentFile Equities_OptionOnEquitiesInstrumentFile_yyyyMMdd Equities OpenPosition OptionOnEquitiesInstrumentFile Equities_OptionOnEquitiesInstrumentFile_yyyyMMdd Equities ReferencePrice OptionOnEquitiesInstrumentFile Equities_OptionOnEquitiesInstrumentFile_yyyyMMdd Index PortfolioComposition PortfolioCompositionFile Index_PortfolioCompositionFile_yyyyMMdd Commodities ReferencePrice ReferencePriceFile Commodities_ReferencePriceFile_yyyyMMdd Interest_Rate ReferencePrice ReferencePriceFile Interest_Rate_ReferencePriceFile_yyyyMMdd Currency ReferencePrice ReferencePriceFile Currency_ReferencePriceFile_yyyyMMdd Equities ReferencePrice ReferencePriceFile Equities_ReferencePriceFile_yyyyMMdd Equities OpenPosition SecuritiesLendingPositionFile Equities_SecuritiesLendingPositionFile_yyyyMMdd Index StockBehavior StockBehaviorFile Index_StockBehaviorFile_yyyyMMdd Index StockPerIndex StockPerIndexFile Index_StockPerIndexFile_yyyyMMdd Commodities SecurityList StructuredOperationInstrumentFile Commodities_StructuredOperationInstrumentFile_yyyyMMdd Interest_Rate SecurityList StructuredOperationInstrumentFile Interest_Rate_StructuredOperationInstrumentFile_yyyyMMdd Currency SecurityList StructuredOperationInstrumentFile Currency_StructuredOperationInstrumentFile_yyyyMMdd Commodities SecurityList SwapInstrumentFile Commodities_SwapInstrumentFile_yyyyMMdd Interest_Rate SecurityList SwapInstrumentFile Interest_Rate_SwapInstrumentFile_yyyyMMdd 6

UP2DATA Taxonomy Catalog 26/01/2018

Currency SecurityList SwapInstrumentFile Currency_SwapInstrumentFile_yyyyMMdd Commodities TradeInformation TradeInformationFile Commodities_TradeInformationFile_yyyyMMdd Index TradeInformation TradeInformationFile Index_TradeInformationFile_yyyyMMdd Interest_Rate TradeInformation TradeInformationFile Interest_Rate_TradeInformationFile_yyyyMMdd Currency TradeInformation TradeInformationFile Currency_TradeInformationFile_yyyyMMdd Equities TradeInformation TradeInformationFile Equities_TradeInformationFile_yyyyMMdd Equities TradeInformation TradeInformationFile Equities_Indexes_TradeInformationFile_ yyyyMMdd Equities TradeInformation TradeInformationIndexFile Equities_TradeInformationIndexFile_yyyyMMdd Volatility_Surface VolatilitySurface VolatilitySurfaceFile Volatility_Surface_VolatilitySurfaceFile_yyyyMMdd

The informations below gives a brief explanation about the fields of UP2DATA Taxonomy Catalog. Field Description Index This item is responsible for the index. The field also demonstrates a hierarchy in an XML file. Message Item This item is responsible for displaying the field name in full. Tag This item is responsible for the ALIAS of field. Mult. This item is responsible for the cardinality of the field and indicates whether it is mandatory or optional. Data Type This item is responsible for the field data type. Data Type Details This item is responsible for the characteristic of the field data type. Description This item is responsible for a brief description of the field.

UP2DATA Taxonomy Catalog 26/01/2018

UP2DATA – CurveFile

Structure UP2DATA – CurveFile INDEX Message Item Tag Mult. Data Type Data Type Details Description Contains the option instruments. 1.0 Curve Crv [0..*] + Contains the curves. 1.1 ReportDate RptDt [1..1] ISODate date Reference date of the information. string 1.2 RateCode RateCd [1..1] Max5Text maxLength = 5 Rate code minLength = 1 string 1.3 RateDescription RateDesc [1..1] Max15Text maxLength = 15 Rate description. minLength = 1 string 1.4 YieldCurveCode YldCrvCd [1..1] Max5Text maxLength = 5 Yield curve code minLength = 1 string Unique numeric code used to identify the instrument in the B3 1.5 SecurityIdentification SctyId [1..1] Max35Text maxLength = 35 trading environment. minLength = 1 string 1.6 SecuritySource SctySrc [1..1] Max35Text maxLength = 35 Qualifier of the instrument. Valid value for this field is “8”. minLength = 1 Market Identifier Code. Identification the exchange as stipulated in the norm ISO 10383 "Codes for exchanges and market MarketIdentifierCod string identifications". This tag is optional and if no Security Exchange is 1.7 MktIdrCd [1..1] MICIdentifier e pattern = [A-Z0-9]{4,4} provided - it is assumed to be a BVMF instrument. Default Value = "BVMF" (SecurityExchange) It provides the number of working days, considering the date of the 1.8 WorkingDays WrkgDays [1..1] int int session until the date of contract expiration (inclusive). string Vertex characteristic. Ex: 1.9 VertexCharacteristic VrtxChrtc [1..1] Max5Text maxLength = 5 Fixo minLength = 1 Móvel It provides the number of calendar days, considering the date of 1.10 CalendarDays ClnrDays [1..1] int int trading until the date of contract expiration (inclusive). 1.11 VertexCode VrtxCd [1..1] int int Vertex code. RestrictedBVMFActi decimal veOrHistoricCurrenc 1.12 TheoreticalRate ThrlRate [1..1] fractionDigits = 7 Theoretical rate. yAnd7DecimalAmou totalDigits = 19 nt

UP2DATA Taxonomy Catalog 26/01/2018

UP2DATA – EquityInstrumentFile

Structure UP2DATA – EquityInstrumentFile INDEX Message Item Tag Mult. Data Type Data Type Details Description 1.0 EquityInstrument EqtyInstrm [0..*] + Contains the Equity Instrument 1.1 ReportDate RptDt [1..1] ISODate date Reference date of the information. string Letters that identify a stock traded on a stock exchange. The Ticker 1.2 TickerSymbol TckrSymb [1..1] TickerIdentifier maxLength = 35 Symbol is a short and convenient way of identifying a stock. minLength = 1 string Unique numeric code used to identify the instrument in the B3 1.3 SecurityIdentification SctyId [1..1] Max35Text maxLength = 35 trading environment. minLength = 1 string 1.4 SecuritySource SctySrc [1..1] Max35Text maxLength = 35 Qualifier of the instrument. Valid value for this field is “8”. minLength = 1 Market Identifier Code. Identification the exchange as stipulated in the norm ISO 10383 "Codes for exchanges and market string identifications". This tag is optional and if no Security Exchange is 1.5 MarketIdentifierCode MktIdrCd [1..1] MICIdentifier pattern = [A-Z0-9]{4,4} provided - it is assumed to be a BVMF instrument. Default Value = "BVMF" (SecurityExchange) string Asset associated with the security , such as DOL, BGI, OZ1, WDL, 1.6 Asset Asst [1..1] Max30Text maxLength = 30 CNI, ICF, CCM, PETR etc. minLength = 1 string 1.7 AssetDescription AsstDesc [1..1] Max100Text maxLength = 100 Commodity Description minLength = 0 A Segment represents the first level of market classification in the post trade process. Example:

1 - Equity - Cash 2 - Equity derivative 3 - Corporate bonds ExternalSegmentCo 4 - Agribusiness 1.8 Segment Sgmt [1..1] int de 5 - Financial 6 - Metal 7 - Energy 8 - Gov. Bonds 9 - FX

This field requires an external code list. Those codes and values have been made external spreadsheet files to allow a flexible 9

UP2DATA Taxonomy Catalog 26/01/2018

maintenance according to the updates requirements from BVMF. In this case the external is ExternalSegmentCode in the file ExternalCodeLists_BVMF.xls A Market represents the Second level of market classification in the post trade process. Example:

1 - Spot 2 - Future 3 - Options on Spot 4 - Options on Future 5 - Forward 10 - Cash 12 - Options exercise (call) 1.9 Market Mkt [1..1] ExternalMarketCode int 13 - Options exercise (put) 17 - Auction 20 - Odd Lot 30 - Equity Forward 70 - Equity Call 80 - Equity Put

This field requires an external code list. Those codes and values have been made external spreadsheet files to allow a flexible maintenance according to the updates requirements from BVMF. In this case the external is ExternalMarketCode string Description of Security in the Trade Structure system, e.g., Opção 1.10 Description Desc [1..1] Max100Text maxLength = 100 sobre ação, Opção sobre índice, Ouro, Futuro de Dolar, Swap minLength = 0 Cambial, Rolagem de Soja, FWD Points DOL and so on. A Security Category represents the third level of market classification in the post trade process.

ExternalSecurityCat This field requires an external code list. Those codes and values 1.11 SecurityCategory SctyCtgy [0..1] int egoryCode have been made external spreadsheet files to allow a flexible maintenance according to the updates requirements from BVMF. In this case the external is ExternalSecurityCategoryCode in the file ExternalCodeLists_BVMF.xls 1.12 TradingStartDate TradgStartDt [1..1] ISODate date Start date of negotiation of the financial instrument. 1.13 TradingEndDate TradgEndDt [1..1] ISODate date Completion date of negotiation of the financial instrument.

UP2DATA Taxonomy Catalog 26/01/2018

This field requires a list of external code. These codes and values ExternalActiveOrHist string 1.18 TradingCurrency TradgCcy [0..1] were made in external spreadsheets to enable flexible maintenance oricCurrencyCode length = 3 in accordance with the requirements of the BM&FBOVESPA updates. In this case the external file is in ExternalActiveOrHistoricCurrencyCode ExternalCodeLists_BVMF.xls Code that identifies how the economic indicator value is expressed, e.g., price or rate.

ExternalValueTypeC This field requires an external code list. Those codes and values 1.19 ValueTypeCode ValTpCd [1..1] int ode have been made external spreadsheet files to allow a flexible maintenance according to the updates requirements from BVMF. In this case the external is ExternalValueTypeCode in the file ExternalCodeLists_BVMF.xls Distribution code of the paper Code that identifies the version of the asset. DistributionIdentificatio 1.20 DstrbtnId [1..1] int int The pair "ISIN" + "Distribution Identification" is required for n instruments that have depositary, such as stocks and gold. There are no distribution for derivatives. string 1.21 SpecificationCode SpcfctnCd [0..1] Max10Text maxLength = 10 Code of specification of the stock e.g.: ON, PN. minLength = 1 string 1.22 CorporationName CrpnNm [1..1] Max250Text maxLength = 250 This field provides corporation name. minLength = 1

UP2DATA Taxonomy Catalog 26/01/2018

Factor that indicates the number of shares that make up the price. The order price is displayed based on the price factor, e.g., if price 1.23 PriceFactor PricFctr [1..1] int int factor is 1, the order price refers to 1 share. If the price factor is 1000, the order price represents the price of 1000 shares.

CorporateActionStartD Starting date of Corporate Action (dividends or bonuses distributed 1.24 CorpActnStartDt [0..1] ISODate date ate to shareholders by the company).

1.25 EXDistributionNumber EXDstrbtnNb [0..1] int int Code distribution instrument EX. Provides the custody treatment type code.

This field requires a list of external code. These codes and values CustodyTreatmentTyp ExternalCustodyTre were made in external spreadsheets to enable flexible maintenance 1.26 CtdyTrtmntTp [0..1] int e atmentTypeCode in accordance with the requirements of the BM&FBOVESPA updates. In this case the external file is in ExternalCustodyTreatmentTypeCode in the ExternalCodeLists_BVMF.xls RestrictedFINImplie Share capital value of the legal entity (resident, non resident or non 1.27 MarketCapitalisation MktCptlstn [0..1] dCurrencyAndAmou decimal resident with CVM). nt RestrictedBVMFActi decimal veOrHistoricCurrenc 1.28 FirstPrice FrstPric [0..1] totalDigits = 28 Opening price of the day. yAnd12DecimalAmo fractionDigits = 12 unt RestrictedBVMFActi decimal veOrHistoricCurrenc 1.29 LastPrice LastPric [0..1] totalDigits = 28 Closing price of the day. yAnd12DecimalAmo fractionDigits = 12 unt A Governance Indicator represents the corporate governance level, classified according to the number of rules or practices adopted, e.g., level 1, level 2, new market. Example: "N1" - "Nivel 1", "N2" - "Nível 2", "NM" - "Novo mercado", ExternalGovernance string "MB" - "Mercado de Balcao", 1.30 GovernanceIndicator GovnInd [0..1] IndicatorCode maxLength = 2 "MA" - "Bovespa Mais. The Corporate Governance consists of a standardization of practices and relationships between Stockholders / Stockholders, the Board of Directors, Executive Officers, Independent Audit and Audit Committee, in order to optimize business performance and facilitate the access to capital. This field requires a list of external code. These codes and values were made in external spreadsheets to enable flexible maintenance

UP2DATA Taxonomy Catalog 26/01/2018

in accordance with the requirements of the BM&FBOVESPA updates. In this case the external file is in ExternalGovernanceIndicatorCode ExternalCodeLists_BVMF.xls string 1.31 DaysToSettlement DaysToSttlm [1..1] Max4Text maxLength = 4 Indicates number of days to settlement. minLength = 1 RestrictedFINActive decimal OrHistoricCurrencyA fractionDigits = 10 1.32 RightsIssuePrice RghtsIssePric [0..1] It provides the rights issue price nd10DecimalAmoun minInclusive = 0 t totalDigits = 25 string UnderlyingInstrumentI 1.33 UndrlygInstrmId [0..1] Max35Text maxLength = 35 Contains the identification underlying instrument dentification minLength = 1 Asset Sub Type. This field requires an external code list. Those codes and values string ExternalAssetSubTy have been made external spreadsheet files to allow a flexible 1.34 AssetSubType AsstSubTp [0..1] maxLength = 4 peCode maintenance according to the updates requirements from BVMF. In minLength = 1 this case the external is ExternalAssetSubTypeCode in the file ExternalCodeLists_BVMF.xls TargetInstrumentIdenti In this case the instrument that replaces this one in case of corporate 1.35 TrgtInstrmId [0..1] int int fication event. AuctionType. This field requires an external code list. Those codes and values ExternalAuctionInstr have been made external spreadsheet files to allow a flexible 1.36 AuctionType AuctnTp [0..1] int umentTypeCode maintenance according to the updates requirements from BVMF. In this case the external is ExternalAuctionInstrumentTypeCode in the file ExternalCodeLists_BVMF.xls

UP2DATA – FutureContractsInstrumentFile

Structure UP2DATA – FutureContractsInstrumentFile INDEX Message Item Tag Mult. Data Type Data Type Details Description FutureContractsInstr 1.0 FutrCtrctsInstrm [0..*] + Contains the future contract instruments. ument 1.1 ReportDate RptDt [1..1] ISODate date Reference date of the information.

UP2DATA Taxonomy Catalog 26/01/2018

string Unique numeric code used to identify the instrument in the B3 1.3 SecurityIdentification SctyId [1..1] Max35Text maxLength = 35 trading environment. minLength = 1 string 1.4 SecuritySource SctySrc [1..1] Max35Text maxLength = 35 Qualifier of the instrument. Valid value for this field is “8”. minLength = 1 Market Identifier Code. Identification the exchange as stipulated in the norm ISO 10383 "Codes for exchanges and market string identifications". This tag is optional and if no Security Exchange is 1.5 MarketIdentifierCode MktIdrCd [1..1] MICIdentifier pattern = [A-Z0-9]{4,4} provided - it is assumed to be a BVMF instrument. Default Value = "BVMF" (SecurityExchange) string Asset associated with the security , such as DOL, BGI, OZ1, WDL, 1.6 Asset Asst [1..1] Max30Text maxLength = 30 CNI, ICF, CCM, PETR etc. minLength = 1 string 1.7 AssetDescription AsstDesc [1..1] Max100Text maxLength = 100 Commodity Description minLength = 0 A Segment represents the first level of market classification in the post trade process. Example: 1 - Equity - Cash 2 - Equity derivative 3 - Corporate bonds 4 - Agribusiness 5 - Financial ExternalSegmentCo 6 - Metal 1.8 Segment Sgmt [1..1] int de 7 - Energy 8 - Gov. Bonds 9 - FX

This field requires an external code list. Those codes and values have been made external spreadsheet files to allow a flexible maintenance according to the updates requirements from BVMF. In this case the external is ExternalSegmentCode in the file ExternalCodeLists_BVMF.xls A Market represents the Second level of market classification in the post trade process. Example:

1.9 Market Mkt [1..1] ExternalMarketCode int 1 - Spot 2 - Future 3 - Options on Spot 4 - Options on Future 14

UP2DATA Taxonomy Catalog 26/01/2018

5 - Forward 10 - Cash 12 - Options exercise (call) 13 - Options exercise (put) 17 - Auction 20 - Odd Lot 30 - Equity Forward 70 - Equity Call 80 - Equity Put

1.12 ExpirationDate XprtnDt [1..1] ISODate date This attribute is the maturity date of the instrument.

Code of contract expiration. This attribute has two types of format:

Format: MYY M = Month Code string Y = Year Code 1.13 ExpirationCode XprtnCd [1..1] Max4Text maxLength = 4 minLength = 1 Format: MYOA where: M = Month Code Y = Year Code O = Option Code A = Alphanumeric Sequence Code

1.14 TradingStartDate TradgStartDt [1..1] ISODate date Start date of negotiation of the financial instrument.

UP2DATA Taxonomy Catalog 26/01/2018

1.15 TradingEndDate TradgEndDt [1..1] ISODate date Completion date of negotiation of the financial instrument.

Basis of counting days. Number of days in the period of calculating, e.g., 252, 360, 365.

Note: This field is used only for conversion from RATE to PRICE. This situation only applies to the following commodities: 1.16 BaseCode BaseCd [0..1] int int - DDI - DAP - DDM - DI1 - DIL Note: SCC is traded in RATE but it is not meant to be converted to price. Type of criteria of conversion, e.g., linear, exponential, non available.

This field is used only for contracts negotiated in rate and need to be converted to price. Currently this situation only occurs in the following commodities - DDI - DAP - DDM ExternalConversion - DI1 1.17 ConversionCriteria ConvsCrit [0..1] int CriteriaTypeCode - DIL Note: The foreign exchange swap rate is negotiated on but is not converted to price.

UP2DATA Taxonomy Catalog 26/01/2018

Indicates whether a interest rate contract must be converted to price or not. RequiredConversionI 1.19 ReqrdConvsInd [0..1] YesNoIndicator boolean Currently the only contract on rate that does not need to be ndicator converted is the foreign exchange swap. This field will not be filled in contracts traded price.

Starting date of delivery notice. A notice written by the holder of DeliveryNoticeStartD 1.22 DlvryNtceStartDt [0..1] ISODate date the short position in a futures contract informing the clearing house ate of the intent and details of delivering a commodity for settlement.

Final date for the physical delivery, it is the deadline to deliver the DeliveryNoticeEndDa object of the contract. A notice written by the holder of the short 1.23 DlvryNtceEndDt [0..1] ISODate date te position in a futures contract informing the clearing house of the intent and details of delivering a commodity for settlement. Code that identifies the type of delivery at maturity,e.g., Physical Delivery, Financial Delivery.

This field requires a list of external code. These codes and values ExternalDeliveryTyp 1.24 DeliveryType DlvryTp [1..1] int were made in external spreadsheets to enable flexible eCode maintenance in accordance with the requirements of the BM&FBOVESPA updates. In this case the external file is in ExternalDeliveryTypeCode ExternalCodeLists_BVMF.xls

Specifies how the transaction is to be settled. This field requires a list of external code. These codes and values ExternalPaymentTy were made in external spreadsheets to enable flexible 1.25 PaymentType PmtTp [1..1] int peCode maintenance in accordance with the requirements of the BM&FBOVESPA updates. In this case the external file is in ExternalPaymentTypeCode ExternalCodeLists_BVMF.xls

UP2DATA Taxonomy Catalog 26/01/2018

It is the ratio between the contract size and the trading reference quantity. For Instance, Cattle is a 330 arrobas contract, but trade decimal price refers to 1 arroba, so the multiplier is 330. Dollar contracts 1.26 ContractMultiplier CtrctMltplr [0..1] DecimalNumber fractionDigits = 17 are 50000 USD but the price refers to 1000 USD, so the multiplier totalDigits = 18 is 50. For contracts traded in rate instead of price, this attribute represents the ratio between target points and contract size Indicates the commodity quantity the trading price is based on. For decimal example: Cattle trading price is based on 1 arroba. Dollar trading AssetQuotationQuant 1.27 AsstQtnQty [0..1] DecimalNumber fractionDigits = 17 price is based on 1000 dollars. ity totalDigits = 18 This field is filled in with “1” if the instrument is traded at interest rate

1.28 AllocationRoundLot AllcnRndLot [0..1] int int Pre-defined lot size for allocation purposes.

This attribute has the code of the trading currency. This field requires a list of external code. These codes and values were made in external spreadsheets to enable flexible ExternalActiveOrHist string 1.29 TradingCurrency TradgCcy [1..1] maintenance in accordance with the requirements of the oricCurrencyCode length = 3 BM&FBOVESPA updates. In this case the external file is in ExternalActiveOrHistoricCurrencyCode ExternalCodeLists_BVMF.xls Code that defines the type of value of instrument, e.g.,price or rate.

This field requires a list of external code. These codes and values ExternalValueTypeC 1.30 ValueTypeCode ValTpCd [1..1] int were made in external spreadsheets to enable flexible ode maintenance in accordance with the requirements of the BM&FBOVESPA updates. In this case the external file is in ExternalValueTypeCode ExternalCodeLists_BVMF.xls It provides the number of days of withdrawal, considering the date 1.31 WithdrawalDays WdrwlDays [1..1] int int of the session until the contract expiration date (inclusive). It provides the number of working days, considering the date of the 1.32 WorkingDays WrkgDays [1..1] int int session until the date of contract expiration (inclusive). It provides the number of calendar days, considering the date of 1.33 CalendarDays ClnrDays [1..1] int int trading until the date of contract expiration (inclusive).

UP2DATA – OptionInstrumentFile

Structure UP2DATA – OptionInstrumentFile INDEX Message Item Tag Mult. Data Type Data Type Details Description 1.0 OptionInstrument OptnInstrm [1..*] + Contains the option instruments.

UP2DATA Taxonomy Catalog 26/01/2018

1.1 ReportDate RptDt [1..1] ISODate date Reference date of the information. string Letters that identify a stock traded on a stock exchange. The 1.2 TickerSymbol TckrSymb [1..1] TickerIdentifier maxLength = 35 Ticker Symbol is a short and convenient way of identifying a minLength = 1 stock. string Unique numeric code used to identify the instrument in the B3 1.3 SecurityIdentification SctyId [1..1] Max35Text maxLength = 35 trading environment. minLength = 1 string 1.4 SecuritySource SctySrc [1..1] Max35Text maxLength = 35 Qualifier of the instrument. Valid value for this field is “8”. minLength = 1

Market Identifier Code. Identification the exchange as stipulated in the norm ISO 10383 "Codes for exchanges and market string identifications". This tag is optional and if no Security Exchange 1.5 MarketIdentifierCode MktIdrCd [1..1] MICIdentifier pattern = [A-Z0-9]{4,4} is provided - it is assumed to be a BVMF instrument. Default Value = "BVMF" (SecurityExchange)

string Asset associated with the security , such as DOL, BGI, OZ1, 1.6 Asset Asst [1..1] Max30Text maxLength = 30 WDL, CNI, ICF, CCM, PETR etc. minLength = 1 string 1.7 AssetDescription AsstDesc [1..1] Max100Text maxLength = 100 Commodity Description minLength = 0 A Segment represents the first level of market classification in the post trade process. Example: 1 - Equity - Cash 2 - Equity derivative 3 - Corporate bonds 4 - Agribusiness 5 - Financial ExternalSegmentCo 6 - Metal 1.8 Segment Sgmt [1..1] int de 7 - Energy 8 - Gov. Bonds 9 - FX

This field requires an external code list. Those codes and values have been made external spreadsheet files to allow a flexible maintenance according to the updates requirements from BVMF. In this case the external is ExternalSegmentCode in the file ExternalCodeLists_BVMF.xls A Market represents the Second level of market classification in 1.9 Market Mkt [1..1] ExternalMarketCode int the post trade process. 19

UP2DATA Taxonomy Catalog 26/01/2018

Example: 1 - Spot 2 - Future 3 - Options on Spot 4 - Options on Future 5 - Forward 10 - Cash 12 - Options exercise (call) 13 - Options exercise (put) 17 - Auction 20 - Odd Lot 30 - Equity Forward 70 - Equity Call 80 - Equity Put This field requires an external code list. Those codes and values have been made external spreadsheet files to allow a flexible maintenance according to the updates requirements from BVMF. In this case the external is ExternalMarketCode string Description of Security in the Trade Structure system, e.g., 1.10 Description Desc [1..1] Max100Text maxLength = 100 Opção sobre ação, Opção sobre índice, Ouro, Futuro de Dolar, minLength = 0 Swap Cambial, Rolagem de Soja, FWD Points DOL and so on.

1.11 ExpirationDate XprtnDt [1..1] ISODate date This attribute is the maturity date of the instrument.

Code of contract expiration. This attribute has two types of format: Format: MYY M = Month Code Y = Year Code string Format: MYOA 1.12 ExpirationCode XprtnCd [1..1] Max4Text maxLength = 4 where: minLength = 1 M = Month Code Y = Year Code O = Option Code A = Alphanumeric Sequence Code

1.13 TradingStartDate TradgStartDt [1..1] ISODate date Start date of negotiation of the financial instrument.

1.14 TradingEndDate TradgEndDt [1..1] ISODate date Completion date of negotiation of the financial instrument. International Securities Identification Number (ISIN). A numbering string system designed by the United Nation's International 1.15 ISIN ISIN [0..1] ISINIdentifier pattern = [A-Z0-9]{12,12} Organisation for Standardisation (ISO). The ISIN is composed of a 2-character prefix representing the country of issue, followed by

UP2DATA Taxonomy Catalog 26/01/2018

the national security number (if one exists), and a check digit. Each country has a national numbering agency that assigns ISIN numbers for securities in that country. string 1.16 CFICode CFICd [0..1] Max6Text minLength = 1 Code that classifies the instrument. maxLength = 6 It is the ratio between the contract size and the trading reference quantity. For Instance, Cattle is a 330 arrobas contract, but trade decimal price refers to 1 arroba, so the multiplier is 330. Dollar contracts 1.17 ContractMultiplier CtrctMltplr [0..1] DecimalNumber fractionDigits = 17 are 50000 USD but the price refers to 1000 USD, so the totalDigits = 18 multiplier is 50. For contracts traded in rate instead of price, this attribute represents the ratio between target points and contract size Indicates the commodity quantity the trading price is based on. decimal For example: Cattle trading price is based on 1 arroba. Dollar AssetQuotationQuan 1.18 AsstQtnQty [0..1] DecimalNumber fractionDigits = 17 trading price is based on 1000 dollars. tity totalDigits = 18 This field is filled in with “1” if the instrument is traded at interest rate

1.19 AllocationRoundLot AllcnRndLot [0..1] int int Pre-defined lot size for allocation purposes.

This attribute has the code of the trading currency. This field requires a list of external code. These codes and values were made in external spreadsheets to enable flexible ExternalActiveOrHist string 1.20 TradingCurrency TradgCcy [1..1] maintenance in accordance with the requirements of the oricCurrencyCode length = 3 BM&FBOVESPA updates. In this case the external file is in ExternalActiveOrHistoricCurrencyCode ExternalCodeLists_BVMF.xls It provides the number of days of withdrawal, considering the 1.21 WithdrawalDays WdrwlDays [1..1] int int date of the session until the contract expiration date (inclusive).

It provides the number of working days, considering the date of 1.22 WorkingDays WrkgDays [1..1] int int the session until the date of contract expiration (inclusive).

It provides the number of calendar days, considering the date of 1.23 CalendarDays ClnrDays [1..1] int int trading until the date of contract expiration (inclusive).

decimal RestrictedFINActive fractionDigits = 10 Predetermined price at which the holder of a derivative will buy or 1.24 ExercisePrice ExrcPric [1..1] OrHistoricCurrencyA minInclusive = 0 sell the underlying instrument. nd10DecimalAmount totalDigits = 25 21

UP2DATA Taxonomy Catalog 26/01/2018

1.25 OptionStyle OptnStyle [1..1] OptionStyle2Code string Specifies how an option can be exercised (American, European)

Specifies whether it is a Call option (right to purchase a specific 1.26 OptionType OptnTp [1..1] OptionType1Code string underlying asset) or a Put option (right to sell a specific underlying asset).

string Identification underlying instrument (Ticker Symbol). Letters that UnderlyingTickerSy 1.27 UndrlygTckrSymb [1..1] TickerIdentifier maxLength = 35 identify a stock traded on a stock exchange. The Ticker Symbol mbol minLength = 1 is a short and convenient way of identifying a stock.

PremiumUpfrontIndi Indicates whether the option on equities have its premium paid 1.28 PrmUpfrntInd [1..1] YesNoIndicator boolean cator upfront or not.

OpeningPositionLimi 1.29 OpngPosLmtDt [1..1] ISODate date Deadline for open positions. tDate

decimal Quantity that defines the real pure gold weight in each future 1.30 PureGoldWeight PureGoldWght [0..1] DecimalNumber fractionDigits = 17 contract. As long as only the 250 g contract is traded, the pure totalDigits = 18 gold weight will always be 249,75 g.

UP2DATA – OptionOnEquitiesInstrumentFile

Structure UP2DATA – OptionOnEquitiesInstrumentFile INDEX Message Item Tag Mult. Data Type Data Type Details Description 1.0 OptionOnEquities OptnOnEqts [0..*] + This DVA file contains the options on equities. 1.1 ReportDate RptDt [1..1] ISODate date Reference date of the information. string Letters that identify a stock traded on a stock exchange. The 1.2 TickerSymbol TckrSymb [1..1] TickerIdentifier maxLength = 35 Ticker Symbol is a short and convenient way of identifying a minLength = 1 stock. string SecurityIdentificatio Unique numeric code used to identify the instrument in the B3 1.3 SctyId [1..1] Max35Text maxLength = 35 n trading environment. minLength = 1

UP2DATA Taxonomy Catalog 26/01/2018

string 1.4 SecuritySource SctySrc [1..1] Max35Text maxLength = 35 Qualifier of the instrument. Valid value for this field is “8”. minLength = 1 Market Identifier Code. Identification the exchange as stipulated in the norm ISO 10383 "Codes for exchanges and MarketIdentifierCod string market identifications". This tag is optional and if no Security 1.5 MktIdrCd [1..1] MICIdentifier e pattern = [A-Z0-9]{4,4} Exchange is provided - it is assumed to be a BVMF instrument. Default Value = "BVMF" (SecurityExchange) string Asset associated with the security , such as DOL, BGI, OZ1, 1.6 Asset Asst [1..1] Max30Text maxLength = 30 WDL, CNI, ICF, CCM, PETR etc. minLength = 1 string 1.7 AssetDescription AsstDesc [1..1] Max100Text maxLength = 100 Commodity Description minLength = 0 A Segment represents the first level of market classification in the post trade process. Example:

1 - Equity - Cash 2 - Equity derivative 3 - Corporate bonds 4 - Agribusiness 5 - Financial ExternalSegmentCo 1.8 Segment Sgmt [1..1] int 6 - Metal de 7 - Energy 8 - Gov. Bonds 9 - FX

This field requires an external code list. Those codes and values have been made external spreadsheet files to allow a flexible maintenance according to the updates requirements from BVMF. In this case the external is ExternalSegmentCode in the file ExternalCodeLists_BVMF.xls A Market represents the Second level of market classification in the post trade process. Example:

1 - Spot 1.9 Market Mkt [1..1] ExternalMarketCode int 2 - Future 3 - Options on Spot 4 - Options on Future 5 - Forward 10 - Cash

UP2DATA Taxonomy Catalog 26/01/2018

12 - Options exercise (call) 13 - Options exercise (put) 17 - Auction 20 - Odd Lot 30 - Equity Forward 70 - Equity Call 80 - Equity Put

This field requires an external code list. Those codes and values have been made external spreadsheet files to allow a flexible maintenance according to the updates requirements from BVMF. In this case the external is ExternalMarketCode string Description of Security in the Trade Structure system, e.g., 1.10 Description Desc [1..1] Max100Text maxLength = 100 Opção sobre ação, Opção sobre índice, Ouro, Futuro de Dolar, minLength = 0 Swap Cambial, Rolagem de Soja, FWD Points DOL and so on. A Security Category represents the third level of market classification in the post trade process.

This field requires an external code list. Those codes and ExternalSecurityCat 1.11 SecurityCategory SctyCtgy [0..1] int values have been made external spreadsheet files to allow a egoryCode flexible maintenance according to the updates requirements from BVMF. In this case the external is ExternalSecurityCategoryCode in the file ExternalCodeLists_BVMF.xls 1.12 TradingStartDate TradgStartDt [1..1] ISODate date Start date of negotiation of the financial instrument. 1.13 TradingEndDate TradgEndDt [1..1] ISODate date Completion date of negotiation of the financial instrument. International Securities Identification Number (ISIN). A numbering system designed by the United Nation's International Organisation for Standardisation (ISO). The ISIN string 1.14 ISIN ISIN [0..1] ISINIdentifier is composed of a 2-character prefix representing the country of pattern = [A-Z0-9]{12,12} issue, followed by the national security number (if one exists), and a check digit. Each country has a national numbering agency that assigns ISIN numbers for securities in that country. string 1.15 CFICode CFICd [0..1] Max6Text minLength = 1 Code that classifies the instrument. maxLength = 6

UP2DATA Taxonomy Catalog 26/01/2018

Code that identifies the type of delivery at maturity,e.g., Physical Delivery, Financial Delivery.

This field requires a list of external code. These codes and ExternalDeliveryTyp 1.16 DeliveryType DlvryTp [1..1] int values were made in external spreadsheets to enable flexible eCode maintenance in accordance with the requirements of the BM&FBOVESPA updates. In this case the external file is in ExternalDeliveryTypeCode ExternalCodeLists_BVMF.xls

Specifies how the transaction is to be settled. This field requires a list of external code. These codes and ExternalPaymentTy values were made in external spreadsheets to enable flexible 1.17 PaymentType PmtTp [1..1] int peCode maintenance in accordance with the requirements of the BM&FBOVESPA updates. In this case the external file is in ExternalPaymentTypeCode ExternalCodeLists_BVMF.xls 1.18 AllocationRoundLot AllcnRndLot [0..1] int int Pre-defined lot size for allocation purposes. This attribute has the code of the trading currency.

This field requires a list of external code. These codes and ExternalActiveOrHist string values were made in external spreadsheets to enable flexible 1.19 TradingCurrency TradgCcy [1..1] oricCurrencyCode length = 3 maintenance in accordance with the requirements of the BM&FBOVESPA updates. In this case the external file is in ExternalActiveOrHistoricCurrencyCode ExternalCodeLists_BVMF.xls Distribution code of the paper Code that identifies the version of the asset. DistributionIdentifica 1.20 DstrbtnId [1..1] int int The pair "ISIN" + "Distribution Identification" is required for tion instruments that have depositary, such as stocks and gold. There are no distribution for derivatives. Factor that indicates the number of stocks that make up the price. The order price is displayed based on the price factor, 1.21 PriceFactor PricFctr [1..1] int int e.g., if price factor is 1, the order price refers to 1 stock. If the price factor is 1000, the order price represents the price of 1000 stocks. string 1.22 DaysToSettlement DaysToSttlm [1..1] Max4Text maxLength = 4 Indicates number of days to settlement. minLength = 1 RestrictedFINActive decimal Predetermined price at which the holder of a derivative will buy 1.23 ExercisePrice ExrcPric [1..1] OrHistoricCurrencyA fractionDigits = 10 or sell the underlying instrument.

UP2DATA Taxonomy Catalog 26/01/2018

nd10DecimalAmoun minInclusive = 0 t totalDigits = 25 Specifies how an option can be exercised (American, 1.24 OptionStyle OptnStyle [0..1] OptionStyle4Choice European, Bermudan) Specifies whether it is a Call option (right to purchase a specific 1.25 OptionType OptnTp [0..1] OptionType2Choice underlying asset) or a Put option (right to sell a specific underlying asset). UnderlyingInstrume 1.26 UndrlygInstrmId [0..1] Max35Text string Contains the identification underlying instrument ntIdentification PremiumUpfrontIndi Indicates whether the option on equities have its premium paid 1.27 PrmUpfrntInd [1..1] YesNoIndicator boolean cator upfront or not. Type of series in what concerns to strike price updates.

Example:

0 - "Sem correção", 1 - "Correção pela taxa do dolar (não protegida)", 2 - "Correção pela TJLP", 3 - "Correção pela TR", 4 - "Correção pelo IPCR" , 5 - "Opções de troca - SWOPTIONS", ExternalSeriesType 1.28 SeriesType SrsTp [0..1] int 6 - "Opções em pontos de indices", Code 7 - "Correção pela taxa do dolar (protegida)", 8 - "Correção pelo IGP-M - opções protegidas", 9 - "Correção pela URV", 234 - "Correção pelo DISeries'

This field requires a list of external code. These codes and values were made in external spreadsheets to enable flexible maintenance in accordance with the requirements of the BM&FBOVESPA updates. In this case the external file is in ExternalSeriesTypeCode ExternalCodeLists_BVMF.xls TargetInstrumentIde In this case the instrument that replaces this one in case of 1.29 TrgtInstrmId [0..1] int int ntification corporate event. Indicates that the switch is protected against corporate events. 1.30 ProtectionFlag PrtcnFlg [1..1] YesNoIndicator boolean That is, in the case of events, the price of options can be adjusted. AutomaticExerciseI 1.31 AutomtcExrcInd [1..1] YesNoIndicator boolean Defines whether the Option is automatically exercised. ndicator

UP2DATA Taxonomy Catalog 26/01/2018

UP2DATA – SwapInstrumentFile

Structure UP2DATA – SwapInstrumentFile INDEX Message Item Tag Mult. Data Type Data Type Details Description 1.0 SwapInstrument SwpInstrm [0..*] + Contains the swap instruments. 1.1 ReportDate RptDt [1..1] ISODate date Reference date of the information.

string SecurityIdentificatio Unique numeric code used to identify the instrument in the B3 1.3 SctyId [1..1] Max35Text maxLength = 35 n trading environment. minLength = 1 string 1.4 SecuritySource SctySrc [1..1] Max35Text maxLength = 35 Qualifier of the instrument. Valid value for this field is “8”. minLength = 1 Market Identifier Code. Identification the exchange as stipulated in the norm ISO 10383 "Codes for exchanges and market identifications". This tag is optional and if no Security MarketIdentifierCod string 1.5 MktIdrCd [1..1] MICIdentifier Exchange is provided - it is assumed to be a BVMF e pattern = [A-Z0-9]{4,4} instrument. Default Value = "BVMF" (SecurityExchange) string Asset associated with the security , such as DOL, BGI, OZ1, 1.6 Asset Asst [1..1] Max30Text maxLength = 30 WDL, CNI, ICF, CCM, PETR etc. minLength = 1 string 1.7 AssetDescription AsstDesc [1..1] Max100Text maxLength = 100 Commodity Description minLength = 0 A Segment represents the first level of market classification in the post trade process. Example:

1 - Equity - Cash ExternalSegmentCo 2 - Equity derivative 1.8 Segment Sgmt [1..1] int de 3 - Corporate bonds 4 - Agribusiness 5 - Financial 6 - Metal 7 - Energy 8 - Gov. Bonds

UP2DATA Taxonomy Catalog 26/01/2018

9 - FX

This field requires an external code list. Those codes and values have been made external spreadsheet files to allow a flexible maintenance according to the updates requirements from BVMF. In this case the external is ExternalSegmentCode in the file ExternalCodeLists_BVMF.xls A Market represents the Second level of market classification in the post trade process. Example:

This field requires an external code list. Those codes and values have been made external spreadsheet files to allow a flexible maintenance according to the updates requirements from BVMF. In this case the external is ExternalMarketCode Description of Security in the Trade Structure system, e.g., string Opção sobre ação, Opção sobre índice, Ouro, Futuro de 1.10 Description Desc [1..1] Max100Text maxLength = 100 Dolar, Swap Cambial, Rolagem de Soja, FWD Points DOL and minLength = 0 so on.

1.11 TradingStartDate TradgStartDt [1..1] ISODate date Start date of negotiation of the financial instrument.

1.12 TradingEndDate TradgEndDt [1..1] ISODate date Completion date of negotiation of the financial instrument.

International Securities Identification Number (ISIN). A numbering system designed by the United Nation's string 1.13 ISIN ISIN [0..1] ISINIdentifier International Organisation for Standardisation (ISO). The ISIN pattern = [A-Z0-9]{12,12} is composed of a 2-character prefix representing the country of issue, followed by the national security number (if one exists),

UP2DATA Taxonomy Catalog 26/01/2018

and a check digit. Each country has a national numbering agency that assigns ISIN numbers for securities in that country. string 1.14 CFICode CFICd [0..1] Max6Text minLength = 1 Code that classifies the instrument. maxLength = 6 Specifies how the transaction is to be settled. This field requires a list of external code. These codes and ExternalPaymentTyp values were made in external spreadsheets to enable flexible 1.15 PaymentType PmtTp [1..1] int eCode maintenance in accordance with the requirements of the BM&FBOVESPA updates. In this case the external file is in ExternalPaymentTypeCode ExternalCodeLists_BVMF.xls It is the ratio between the contract size and the trading reference quantity. For Instance, Cattle is a 330 arrobas decimal contract, but trade price refers to 1 arroba, so the multiplier is 1.16 ContractMultiplier CtrctMltplr [0..1] DecimalNumber fractionDigits = 17 330. Dollar contracts are 50000 USD but the price refers to totalDigits = 18 1000 USD, so the multiplier is 50. For contracts traded in rate instead of price, this attribute represents the ratio between target points and contract size Indicates the commodity quantity the trading price is based on. decimal For example: Cattle trading price is based on 1 arroba. Dollar AssetQuotationQua 1.17 AsstQtnQty [0..1] DecimalNumber fractionDigits = 17 trading price is based on 1000 dollars. ntity totalDigits = 18 This field is filled in with “1” if the instrument is traded at interest rate decimal Quantity that defines the real pure gold weight in each future 1.18 PureGoldWeight PureGoldWght [0..1] DecimalNumber fractionDigits = 17 contract. As long as only the 250 g contract is traded, the pure totalDigits = 18 gold weight will always be 249,75 g.

1.19 AllocationRoundLot AllcnRndLot [0..1] int int Pre-defined lot size for allocation purposes.

This attribute has the code of the trading currency. This field requires a list of external code. These codes and values were made in external spreadsheets to enable flexible ExternalActiveOrHist string 1.20 TradingCurrency TradgCcy [0..1] maintenance in accordance with the requirements of the oricCurrencyCode length = 3 BM&FBOVESPA updates. In this case the external file is in ExternalActiveOrHistoricCurrencyCode ExternalCodeLists_BVMF.xls

UP2DATA Taxonomy Catalog 26/01/2018

UP2DATA – SettlementPriceFile

Structure UP2DATA – SettlementPriceFile INDEX Message Item Tag Mult. Data Type Data Type Details Description 1.0 SettlementPrice SttlmPric [0..*] + Contains the adjustment prices. 1.1 ReportDate RptDt [1..1] ISODate date Reference date of the information. string Letters that identify a stock traded on a stock exchange. The 1.2 TickerSymbol TckrSymb [1..1] TickerIdentifier maxLength = 35 Ticker Symbol is a short and convenient way of identifying a minLength = 1 stock. string SecurityIdentificatio Unique numeric code used to identify the instrument in the B3 1.3 SctyId [1..1] Max35Text maxLength = 35 n trading environment. minLength = 1 string 1.4 SecuritySource SctySrc [1..1] Max35Text maxLength = 35 Qualifier of the instrument. Valid value for this field is “8”. minLength = 1 Market Identifier Code. Identification the exchange as stipulated in the norm ISO 10383 "Codes for exchanges and market identifications". This tag is optional and if no Security MarketIdentifierCod string 1.5 MktIdrCd [1..1] MICIdentifier Exchange is provided - it is assumed to be a BVMF e pattern = [A-Z0-9]{4,4} instrument. Default Value = "BVMF" (SecurityExchange) International Securities Identification Number (ISIN). A numbering system designed by the United Nation's International Organisation for Standardisation (ISO). The ISIN string is composed of a 2-character prefix representing the country of 1.6 ISIN ISIN [0..1] ISINIdentifier pattern = [A-Z0-9]{12,12} issue, followed by the national security number (if one exists), and a check digit. Each country has a national numbering agency that assigns ISIN numbers for securities in that country. 1.7 ExpirationDate XprtnDt [1..1] ISODate date This attribute is the maturity date of the instrument. RestrictedBVMFActi decimal veOrHistoricCurrenc 1.8 AdjustedQuote AdjstdQt [0..1] totalDigits = 28 Adjusted quote yAnd12DecimalAmo fractionDigits = 12 unt RestrictedBVMFActi decimal veOrHistoricCurrenc 1.9 AdjustedQuoteTax AdjstdQtTax [0..1] totalDigits = 28 Adjusted quote yAnd12DecimalAmo fractionDigits = 12 unt string AdjustedQuoteSitua 1.10 AdjstdQtStin [0..1] Max1Text maxLength = 1 Adjust quote situation. tion minLength = 1

UP2DATA Taxonomy Catalog 26/01/2018

RestrictedBVMFActi decimal PreviousAdjustedQ veOrHistoricCurrenc 1.11 PrvsAdjstdQt [0..1] totalDigits = 28 Previous session adjusted quote. uote yAnd12DecimalAmo fractionDigits = 12 unt RestrictedBVMFActi decimal PreviousAdjustedQ veOrHistoricCurrenc 1.12 PrvsAdjstdQtTax [0..1] totalDigits = 28 Previous session adjusted quote. uoteTax yAnd12DecimalAmo fractionDigits = 12 unt string PreviousAdjustedQ 1.13 PrvsAdjstdQtStin [0..1] Max1Text maxLength = 1 Previous session adjusted quote situation. uoteSituation minLength = 1 RestrictedBVMFActi decimal veOrHistoricCurrenc 1.14 VariationPoints VartnPts [0..1] totalDigits = 28 Variation in points. yAnd12DecimalAmo fractionDigits = 12 unt RestrictedBVMFActi decimal veOrHistoricCurrenc 1.15 EquivalentValue EqvtVal [0..1] totalDigits = 28 Equivalence value. yAnd12DecimalAmo fractionDigits = 12 unt RestrictedBVMFActi decimal AdjustedValueContr veOrHistoricCurrenc 1.16 AdjstdValCtrct [0..1] totalDigits = 28 Adjust value the contract. act yAnd12DecimalAmo fractionDigits = 12 unt

UP2DATA – EconomicIndicatorPriceFile

Structure UP2DATA – EconomicIndicatorPriceFile INDEX Message Item Tag Mult. Data Type Data Type Details Description EconomicIndicatorP 1.0 EcncIndPric [0..*] + Contains the economic indicator prices. rice 1.1 ReportDate RptDt [1..1] ISODate date Reference date of the information. string Letters that identify a stock traded on a stock exchange. The 1.2 TickerSymbol TckrSymb [1..1] TickerIdentifier maxLength = 35 Ticker Symbol is a short and convenient way of identifying a minLength = 1 stock. string SecurityIdentificatio Unique numeric code used to identify the instrument in the B3 1.3 SctyId [1..1] Max35Text maxLength = 35 n trading environment. minLength = 1 string 1.4 SecuritySource SctySrc [1..1] Max35Text maxLength = 35 Qualifier of the instrument. Valid value for this field is “8”. minLength = 1

UP2DATA Taxonomy Catalog 26/01/2018

UP2DATA – ReferencePriceFile

Structure UP2DATA – ReferencePriceFile INDEX Message Item Tag Mult. Data Type Data Type Details Description 1.0 ReferencePrice RefPric [0..*] + Contains instruments reference prices 1.1 ReportDate RptDt [1..1] ISODate date Reference date of the information. string Letters that identify a stock traded on a stock exchange. The 1.2 TickerSymbol TckrSymb [1..1] TickerIdentifier maxLength = 35 Ticker Symbol is a short and convenient way of identifying a minLength = 1 stock. string SecurityIdentificatio Unique numeric code used to identify the instrument in the B3 1.3 SctyId [1..1] Max35Text maxLength = 35 n trading environment. minLength = 1 string 1.4 SecuritySource SctySrc [1..1] Max35Text maxLength = 35 Qualifier of the instrument. Valid value for this field is “8”. minLength = 1 Market Identifier Code. Identification the exchange as stipulated in the norm ISO 10383 "Codes for exchanges and market MarketIdentifierCod string identifications". This tag is optional and if no Security Exchange 1.5 MktIdrCd [1..1] MICIdentifier e pattern = [A-Z0-9]{4,4} is provided - it is assumed to be a BVMF instrument. Default Value = "BVMF" (SecurityExchange) string International Securities Identification Number (ISIN). A 1.6 ISIN ISIN [0..1] ISINIdentifier pattern = [A-Z0-9]{12,12} numbering system designed by the United Nation's International 32

UP2DATA Taxonomy Catalog 26/01/2018

Organisation for Standardisation (ISO). The ISIN is composed of a 2-character prefix representing the country of issue, followed by the national security number (if one exists), and a check digit. Each country has a national numbering agency that assigns ISIN numbers for securities in that country. string Asset associated with the security , such as DOL, BGI, OZ1, 1.7 Asset Asst [0..1] Max30Text maxLength = 30 WDL, CNI, ICF, CCM, etc. minLength = 1 Expiration code of a Future or an Option. E.g: If Future: MYY: M : Month Code string YY: Year Code (Two last digits of year) 1.8 ExpirationCode XprtnCd [1..1] Max4Text maxLength = 4 If Option: MYOA: minLength = 1 M: Month Code, Y: Year Code, O: Option Type A: Alphanumeric Sequence 1.9 OptionStyle OptnStyle [1..1] OptionStyle2Code string Specifies how an option can be exercised (American, European) Specifies whether it is a Call option (right to purchase a specific 1.10 OptionType OptnTp [1..1] OptionType1Code string underlying asset) or a Put option (right to sell a specific underlying asset). Date when the contract expires Attribute types used in the following position:

1.11 ExpirationDate XprtnDt [0..1] ISODate date - Swap Positions - NDF Positions - Flexible Options Positions Underlying Security Identifier International Securities Identification Number (ISIN). A numbering system designed by the United Nation's International Organisation for Standardisation (ISO). The ISIN is composed of a 2-character string UnderlyingInstrume prefix representing the country of issue, followed by the national 1.12 UndrlygInstrm [0..1] Max12Text maxLength = 12 nt security number (if one exists), and a check digit. Each country minLength = 1 has a national numbering agency that assigns ISIN numbers for securities in that country. Obs: This field is required only when the file is about Stock Reference Price RestrictedFINActive decimal OrHistoricCurrencyA fractionDigits = 10 Predetermined price at which the holder of a derivative will buy 1.13 ExercisePrice ExrcPric [1..1] nd10DecimalAmoun minInclusive = 0 or sell the underlying instrument. t totalDigits = 25

UP2DATA Taxonomy Catalog 26/01/2018

RestrictedBVMF5Act decimal iveOrHistoricCurrenc 1.14 ReferencePrice RefPric [1..1] totalDigits = 20 Provides reference price. yAnd2DecimalAmou fractionDigits = 2 nt decimal Volatility value. 1.15 VolatilityValue VoltlyVal [0..1] DecimalNumber fractionDigits = 17 Obs: This field is required only when the file is about Stock totalDigits = 18 Reference Price.

RestrictedBVMFActi decimal veOrHistoricCurrenc fractionDigits = 10 1.16 DeltaValue [0..1] Delta value. DltaVal yAnd7DecimalAmou minInclusive = 0 nt totalDigits = 25

UP2DATA – StructuredOperationAdjustmentPriceFile

Structure UP2DATA – StructuredOperationAdjustmentPriceFile INDEX Message Item Tag Mult. Data Type Data Type Details Description StructuredOperation 1.0 StrdOprnAdjstmntPric [0..*] + Contains the adjustment prices of structured operation. AdjustmentPrice 1.1 ReportDate RptDt [1..1] ISODate date Reference date of the information. string Letters that identify a stock traded on a stock exchange. The 1.2 TickerSymbol TckrSymb [1..1] TickerIdentifier maxLength = 35 Ticker Symbol is a short and convenient way of identifying a minLength = 1 stock. string SecurityIdentificatio Unique numeric code used to identify the instrument in the B3 1.3 SctyId [1..1] Max35Text maxLength = 35 n trading environment. minLength = 1 string 1.4 SecuritySource SctySrc [1..1] Max35Text maxLength = 35 Qualifier of the instrument. Valid value for this field is “8”. minLength = 1 Market Identifier Code. Identification the exchange as stipulated in the norm ISO 10383 "Codes for exchanges and market MarketIdentifierCod string identifications". This tag is optional and if no Security Exchange 1.5 MktIdrCd [1..1] MICIdentifier e pattern = [A-Z0-9]{4,4} is provided - it is assumed to be a BVMF instrument. Default Value = "BVMF" (SecurityExchange) International Securities Identification Number (ISIN). A numbering system designed by the United Nation's International string 1.6 ISIN ISIN [0..1] ISINIdentifier Organisation for Standardisation (ISO). The ISIN is composed of pattern = [A-Z0-9]{12,12} a 2-character prefix representing the country of issue, followed by the national security number (if one exists), and a check digit.

UP2DATA Taxonomy Catalog 26/01/2018

Each country has a national numbering agency that assigns ISIN numbers for securities in that country. 1.7 ExpirationDate XprtnDt [1..1] ISODate date This attribute is the maturity date of the instrument. RestrictedBVMFActi decimal veOrHistoricCurrenc 1.8 AdjustedQuote AdjstdQt [0..1] totalDigits = 28 Adjusted quote yAnd12DecimalAmo fractionDigits = 12 unt RestrictedBVMFActi decimal veOrHistoricCurrenc 1.9 AdjustedQuoteTax AdjstdQtTax [0..1] totalDigits = 28 Adjusted quote yAnd12DecimalAmo fractionDigits = 12 unt string AdjustedQuoteSitua 1.10 AdjstdQtStin [0..1] Max1Text maxLength = 1 Adjust quote situation. tion minLength = 1 RestrictedBVMFActi decimal PreviousAdjustedQ veOrHistoricCurrenc 1.11 PrvsAdjstdQt [0..1] totalDigits = 28 Previous session adjusted quote. uote yAnd12DecimalAmo fractionDigits = 12 unt RestrictedBVMFActi decimal PreviousAdjustedQ veOrHistoricCurrenc 1.12 PrvsAdjstdQtTax [0..1] totalDigits = 28 Previous session adjusted quote. uoteTax yAnd12DecimalAmo fractionDigits = 12 unt string PreviousAdjustedQ 1.13 PrvsAdjstdQtStin [0..1] Max1Text maxLength = 1 Previous session adjusted quote situation. uoteSituation minLength = 1 RestrictedBVMFActi decimal veOrHistoricCurrenc 1.14 VariationPoints VartnPts [0..1] totalDigits = 28 Variation in points. yAnd12DecimalAmo fractionDigits = 12 unt RestrictedBVMFActi decimal veOrHistoricCurrenc 1.15 EquivalentValue EqvtVal [0..1] totalDigits = 28 Equivalence value. yAnd12DecimalAmo fractionDigits = 12 unt RestrictedBVMFActi decimal AdjustedValueContr veOrHistoricCurrenc 1.16 AdjstdValCtrct [0..1] totalDigits = 28 Adjust value the contract. act yAnd12DecimalAmo fractionDigits = 12 unt

UP2DATA Taxonomy Catalog 26/01/2018

UP2DATA – ETFTradeFile

Structure UP2DATA – ETFTradeFile INDEX Message Item Tag Mult. Data Type Data Type Details Description 1.0 ETFTrade ETFTrad [0..*] + Renda Variável - EFT 1.1 ReportDate RptDt [1..1] ISODate date Reference date of the information. string Letters that identify a stock traded on a stock exchange. The 1.2 TickerSymbol TckrSymb [1..1] TickerIdentifier maxLength = 35 Ticker Symbol is a short and convenient way of identifying a minLength = 1 stock. string SecurityIdentificatio Unique numeric code used to identify the instrument in the B3 1.3 SctyId [1..1] Max35Text maxLength = 35 n trading environment. minLength = 1 string 1.4 SecuritySource SctySrc [1..1] Max35Text maxLength = 35 Qualifier of the instrument. Valid value for this field is “8”. minLength = 1 Market Identifier Code. Identification the exchange as stipulated in the norm ISO 10383 "Codes for exchanges and market MarketIdentifierCod string identifications". This tag is optional and if no Security Exchange 1.5 MktIdrCd [1..1] MICIdentifier e pattern = [A-Z0-9]{4,4} is provided - it is assumed to be a BVMF instrument. Default Value = "BVMF" (SecurityExchange) RestrictedBVMFActi decimal veOrHistoricCurrenc 1.6 FirstPrice FrstPric [0..1] totalDigits = 28 Opening price of the day. yAnd12DecimalAmo fractionDigits = 12 unt

RestrictedBVMFActi decimal veOrHistoricCurrenc 1.7 MinimumPrice MinPric [0..1] totalDigits = 28 Minimum Price yAnd12DecimalAmo fractionDigits = 12 unt

RestrictedBVMFActi decimal veOrHistoricCurrenc 1.8 MaximumPrice MaxPric [0..1] totalDigits = 28 Maximum Price yAnd12DecimalAmo fractionDigits = 12 unt

RestrictedBVMFActi decimal veOrHistoricCurrenc 1.9 LastPrice LastPric [0..1] totalDigits = 28 Closing price of the day. yAnd12DecimalAmo fractionDigits = 12 unt

UP2DATA Taxonomy Catalog 26/01/2018

RestrictedBVMFActi decimal OscillationPercenta 1.10 OscnPctg [0..1] veAnd2DecimalQua totalDigits = 10 Rate of oscillation. ge ntity fractionDigits = 2

RestrictedBVMF5Act decimal iveOrHistoricCurrenc 1.11 IndexValue IndxVal [1..1] totalDigits = 20 Index Value yAnd2DecimalAmou fractionDigits = 2 nt

RestrictedBVMFActi decimal veOrHistoricCurrenc 1.12 TradeAveragePrice TradAvrgPric [0..1] totalDigits = 28 Trade Average Price yAnd12DecimalAmo fractionDigits = 12 unt

RestrictedBVMF5Act decimal PreviousDayClosing iveOrHistoricCurrenc 1.13 PrvsDayClsgPric [1..1] totalDigits = 20 Previous Day Closing Price. Price yAnd2DecimalAmou fractionDigits = 2 nt

UP2DATA – TradeInformationFile

Structure UP2DATA –TradeInformationFile INDEX Message Item Tag Mult. Data Type Data Type Details Description 1.0 TradeInformation TradInf [0..*] + Contains trade information. 1.1 ReportDate RptDt [1..1] ISODate date Reference date of the information. string Letters that identify a stock traded on a stock exchange. The 1.2 TickerSymbol TckrSymb [1..1] TickerIdentifier maxLength = 35 Ticker Symbol is a short and convenient way of identifying a minLength = 1 stock. string Unique numeric code used to identify the instrument in the B3 1.3 SecurityIdentification SctyId [1..1] Max35Text maxLength = 35 trading environment. minLength = 1 string 1.4 SecuritySource SctySrc [1..1] Max35Text maxLength = 35 Qualifier of the instrument. Valid value for this field is “8”. minLength = 1 Market Identifier Code. Identification the exchange as stipulated in the norm ISO 10383 "Codes for exchanges and market MarketIdentifierCod string identifications". This tag is optional and if no Security Exchange 1.5 MktIdrCd [1..1] MICIdentifier e pattern = [A-Z0-9]{4,4} is provided - it is assumed to be a BVMF instrument. Default Value = "BVMF" (SecurityExchange)

UP2DATA Taxonomy Catalog 26/01/2018

International Securities Identification Number (ISIN). A numbering system designed by the United Nation's International Organisation for Standardisation (ISO). The ISIN is composed of string 1.6 ISIN ISIN [0..1] ISINIdentifier a 2-character prefix representing the country of issue, followed pattern = [A-Z0-9]{12,12} by the national security number (if one exists), and a check digit. Each country has a national numbering agency that assigns ISIN numbers for securities in that country. RestrictedBVMFActi decimal veOrHistoricCurrenc 1.7 FirstPrice FrstPric [0..1] totalDigits = 28 Opening price of the day. yAnd12DecimalAmo fractionDigits = 12 unt RestrictedBVMFActi decimal veOrHistoricCurrenc 1.8 MinimumPrice MinPric [0..1] totalDigits = 28 Minimum Price yAnd12DecimalAmo fractionDigits = 12 unt RestrictedBVMFActi decimal veOrHistoricCurrenc 1.9 MaximumPrice MaxPric [0..1] totalDigits = 28 Maximum Price yAnd12DecimalAmo fractionDigits = 12 unt RestrictedBVMFActi decimal veOrHistoricCurrenc 1.10 TradeAveragePrice TradAvrgPric [0..1] totalDigits = 28 Trade Average Price yAnd12DecimalAmo fractionDigits = 12 unt RestrictedBVMFActi decimal veOrHistoricCurrenc 1.11 LastPrice LastPric [0..1] totalDigits = 28 Closing price of the day. yAnd12DecimalAmo fractionDigits = 12 unt RestrictedBVMFActi decimal OscillationPercentag 1.12 OscnPctg [0..1] veAnd2DecimalQua totalDigits = 10 Rate of oscillation. e ntity fractionDigits = 2 RestrictedBVMF2Act decimal 1.13 TradeQuantity TradQty [0..1] iveAnd0DecimalQua fractionDigits = 0 Trade Quantity. ntity totalDigits = 28 ExternalMarketData MarketDataStreamId 1.14 MktDataStrmId [0..1] StreamIdentification string The identifier or name of the price stream. entification Code RestrictedBVMF4Act decimal NationalFinancialVol iveOrHistoricCurrenc 1.15 NtlFinVol [0..1] fractionDigits = 8 Financial volume traded (R$). ume yAnd8DecimalAmou totalDigits = 28 nt RestrictedBVMF4Act decimal InternationalFinanci iveOrHistoricCurrenc 1.16 IntlFinVol [0..1] fractionDigits = 8 Financial traded volume (U$). alVolume yAnd8DecimalAmou totalDigits = 28 nt 38

UP2DATA Taxonomy Catalog 26/01/2018

RestrictedBVMFActi decimal FinancialInstrument 1.17 FinInstrmQty [0..1] veAnd8DecimalQua totalDigits = 28 Quantity of financial instrument traded. Quantity ntity fractionDigits = 8 RestrictedBVMFActi decimal veOrHistoricCurrenc 1.18 BestBidPrice BestBidPric [0..1] totalDigits = 28 Best Bid Price. yAnd12DecimalAmo fractionDigits = 12 unt RestrictedBVMFActi decimal veOrHistoricCurrenc 1.19 BestAskPrice BestAskPric [0..1] totalDigits = 28 Best Ask Price. yAnd12DecimalAmo fractionDigits = 12 unt RestrictedBVMF2Act decimal RegularTransactions 1.20 RglrTxsQty [0..1] iveAnd0DecimalQua fractionDigits = 0 Number of Transactions. Quantity ntity totalDigits = 28 RestrictedBVMF4Act decimal NationalRegularVolu iveOrHistoricCurrenc 1.21 NtlRglrVol [0..1] fractionDigits = 8 Traded volume (R$) - After Market me yAnd8DecimalAmou totalDigits = 28 nt RestrictedBVMF4Act decimal InternationalRegular iveOrHistoricCurrenc 1.22 IntlRglrVol [0..1] fractionDigits = 8 Traded volume (U$) - After Market Volume yAnd8DecimalAmou totalDigits = 28 nt RestrictedBVMFActi decimal veOrHistoricCurrenc 1.23 MaximumTradeLimit MaxTradLmt [0..1] totalDigits = 28 Maximum trade limit. yAnd12DecimalAmo fractionDigits = 12 unt RestrictedBVMFActi decimal veOrHistoricCurrenc 1.24 MinimumTradeLimit MinTradLmt [0..1] totalDigits = 28 Minimum trade limit. yAnd12DecimalAmo fractionDigits = 12 unt RestrictedBVMFActi decimal 1.25 OpenInterest OpnIntrst [0..1] veAnd8DecimalQua totalDigits = 28 Quantity of open contract. ntity fractionDigits = 8 RestrictedBVMF2Act decimal NonRegularTransact 1.26 NonRglrTxsQty [0..1] iveAnd0DecimalQua fractionDigits = 0 Number of Transactions. ionsQuantity ntity totalDigits = 28 RestrictedBVMFActi decimal RegularTradedContr 1.27 RglrTraddCtrcts [0..1] veAnd8DecimalQua totalDigits = 28 Non regular traded contracts. acts ntity fractionDigits = 8 RestrictedBVMFActi decimal NonRegularTradedC 1.28 NonRglrTraddCtrcts [0..1] veAnd8DecimalQua totalDigits = 28 Non regular traded contracts. ontracts ntity fractionDigits = 8

UP2DATA Taxonomy Catalog 26/01/2018

RestrictedBVMF4Act decimal NationalNonRegular iveOrHistoricCurrenc 1.29 NtlNonRglrVol [0..1] fractionDigits = 8 Traded volume (R$) - After Market Volume yAnd8DecimalAmou totalDigits = 28 nt RestrictedBVMF4Act decimal InternationalNonReg iveOrHistoricCurrenc 1.30 IntlNonRglrVol [0..1] fractionDigits = 8 Traded volume (U$) - After Market ularVolume yAnd8DecimalAmou totalDigits = 28 nt

UP2DATA – TradeInformationIndexFile

Structure UP2DATA –TradeInformationIndexFile INDEX Message Item Tag Mult. Data Type Data Type Details Description TradeInformationInd 1.0 TradInfIndx [0..*] + TradeInformationIndex ex 1.1 ReportDate RptDt [1..1] ISODate date Reference date of the information. string Letters that identify a stock traded on a stock exchange. The 1.2 TickerSymbol TckrSymb [1..1] TickerIdentifier maxLength = 35 Ticker Symbol is a short and convenient way of identifying a minLength = 1 stock. string SecurityIdentificatio Unique numeric code used to identify the instrument in the B3 1.3 SctyId [1..1] Max35Text maxLength = 35 n trading environment. minLength = 1 string 1.4 SecuritySource SctySrc [1..1] Max35Text maxLength = 35 Qualifier of the instrument. Valid value for this field is “8”. minLength = 1 Market Identifier Code. Identification the exchange as stipulated in the norm ISO 10383 "Codes for exchanges and market MarketIdentifierCod string identifications". This tag is optional and if no Security Exchange 1.5 MktIdrCd [1..1] MICIdentifier e pattern = [A-Z0-9]{4,4} is provided - it is assumed to be a BVMF instrument. Default Value = "BVMF" (SecurityExchange) string 1.6 AssetDescription AsstDesc [1..1] Max100Text maxLength = 100 Commodity Description minLength = 0 RestrictedBVMFActi decimal veOrHistoricCurrenc 1.7 FirstPrice FrstPric [0..1] totalDigits = 28 Opening price of the day. yAnd12DecimalAmo fractionDigits = 12 unt decimal RestrictedBVMFActi 1.8 MinimumPrice MinPric [0..1] totalDigits = 28 Minimum Price veOrHistoricCurrenc fractionDigits = 12 40

UP2DATA Taxonomy Catalog 26/01/2018

yAnd12DecimalAmo unt RestrictedBVMFActi decimal veOrHistoricCurrenc 1.9 MaximumPrice MaxPric [0..1] totalDigits = 28 Maximum Price yAnd12DecimalAmo fractionDigits = 12 unt RestrictedBVMFActi decimal veOrHistoricCurrenc 1.10 TradeAveragePrice TradAvrgPric [0..1] totalDigits = 28 Trade Average Price yAnd12DecimalAmo fractionDigits = 12 unt RestrictedBVMF5Act decimal PreviousDayClosing iveOrHistoricCurrenc 1.11 PrvsDayClsgPric [1..1] totalDigits = 20 Previous Day Closing Price. Price yAnd2DecimalAmou fractionDigits = 2 nt RestrictedBVMFActi decimal veOrHistoricCurrenc 1.12 LastPrice LastPric [0..1] totalDigits = 28 Closing price of the day. yAnd12DecimalAmo fractionDigits = 12 unt RestrictedBVMFActi decimal OscillationPercenta 1.13 OscnPctg [0..1] veAnd2DecimalQua totalDigits = 10 Rate of oscillation. ge ntity fractionDigits = 2 RestrictedBVMF5Act decimal iveOrHistoricCurrenc 1.14 IndexValue IndxVal [1..1] totalDigits = 20 Index Value yAnd2DecimalAmou fractionDigits = 2 nt RestrictedBVMF2Act decimal iveOrHistoricCurrenc 1.15 SettlementValue SttlmVal [0..1] fractionDigits = 4 Value that will be settled. yAnd4DecimalAmou totalDigits = 19 nt

UP2DATA – ForwardTradeInformationIndexFile

Structure UP2DATA – ForwardTradeInformationIndexFile INDEX Message Item Tag Mult. Data Type Data Type Details Description ForwardTradeInfor 1.0 FwdTradInf [0..*] + Forward Trade Information mation 1.1 ReportDate RptDt [1..1] ISODate date Reference date of the information.

UP2DATA Taxonomy Catalog 26/01/2018

string Letters that identify a stock traded on a stock exchange. The 1.2 TickerSymbol TckrSymb [1..1] TickerIdentifier maxLength = 35 Ticker Symbol is a short and convenient way of identifying a minLength = 1 stock. string SecurityIdentificatio Unique numeric code used to identify the instrument in the B3 1.3 SctyId [1..1] Max35Text maxLength = 35 n trading environment. minLength = 1 string 1.4 SecuritySource SctySrc [1..1] Max35Text maxLength = 35 Qualifier of the instrument. Valid value for this field is “8”. minLength = 1 Market Identifier Code. Identification the exchange as stipulated in the norm ISO 10383 "Codes for exchanges and market MarketIdentifierCod string identifications". This tag is optional and if no Security Exchange 1.5 MktIdrCd [1..1] MICIdentifier e pattern = [A-Z0-9]{4,4} is provided - it is assumed to be a BVMF instrument. Default Value = "BVMF" (SecurityExchange) International Securities Identification Number (ISIN). A numbering system designed by the United Nation's International Organisation for Standardisation (ISO). The ISIN is composed of string 1.6 ISIN ISIN [0..1] ISINIdentifier a 2-character prefix representing the country of issue, followed pattern = [A-Z0-9]{12,12} by the national security number (if one exists), and a check digit. Each country has a national numbering agency that assigns ISIN numbers for securities in that country. 1.7 DaysToSettlement DaysToSttlm [1..1] Max4Text String 4 Indicates number of days to settlement. RestrictedBVMFActi decimal veOrHistoricCurrenc 1.8 FirstPrice FrstPric [0..1] totalDigits = 28 Opening price of the day. yAnd12DecimalAmo fractionDigits = 12 unt RestrictedBVMFActi decimal veOrHistoricCurrenc 1.9 MinimumPrice MinPric [0..1] totalDigits = 28 Minimum Price yAnd12DecimalAmo fractionDigits = 12 unt RestrictedBVMFActi decimal veOrHistoricCurrenc 1.10 MaximumPrice MaxPric [0..1] totalDigits = 28 Maximum Price yAnd12DecimalAmo fractionDigits = 12 unt RestrictedBVMFActi decimal veOrHistoricCurrenc 1.11 TradeAveragePrice TradAvrgPric [0..1] totalDigits = 28 Trade Average Price yAnd12DecimalAmo fractionDigits = 12 unt RestrictedBVMFActi decimal veOrHistoricCurrenc 1.12 LastPrice LastPric [0..1] totalDigits = 28 Closing price of the day. yAnd12DecimalAmo fractionDigits = 12 unt

UP2DATA Taxonomy Catalog 26/01/2018

RestrictedBVMFActi decimal OscillationPercenta 1.13 OscnPctg [0..1] veAnd2DecimalQua totalDigits = 10 Rate of oscillation. ge ntity fractionDigits = 2 RestrictedBVMF2Act decimal 1.14 TradeQuantity TradQty [0..1] iveAnd0DecimalQua fractionDigits = 0 Trade Quantity. ntity totalDigits = 28 ExternalMarketData MarketDataStreamI 1.15 MktDataStrmId [0..1] StreamIdentification string The identifier or name of the price stream. dentification Code RestrictedBVMF4Act decimal NationalFinancialVo iveOrHistoricCurrenc 1.16 NtlFinVol [0..1] fractionDigits = 8 Financial volume traded (R$). lume yAnd8DecimalAmou totalDigits = 28 nt RestrictedBVMF4Act decimal InternationalFinanci iveOrHistoricCurrenc 1.17 IntlFinVol [0..1] fractionDigits = 8 Financial traded volume (U$). alVolume yAnd8DecimalAmou totalDigits = 28 nt RestrictedBVMFActi decimal FinancialInstrument 1.18 FinInstrmQty [0..1] veAnd8DecimalQua totalDigits = 28 Quantity of financial instrument traded. Quantity ntity fractionDigits = 8 RestrictedBVMFActi decimal veOrHistoricCurrenc 1.19 BestBidPrice BestBidPric [0..1] totalDigits = 28 Best Bid Price. yAnd12DecimalAmo fractionDigits = 12 unt RestrictedBVMFActi decimal veOrHistoricCurrenc 1.20 BestAskPrice BestAskPric [0..1] totalDigits = 28 Best Ask Price. yAnd12DecimalAmo fractionDigits = 12 unt RestrictedBVMF2Act decimal RegularTransaction 1.21 RglrTxsQty [0..1] iveAnd0DecimalQua fractionDigits = 0 Number of Transactions. sQuantity ntity totalDigits = 28 RestrictedBVMF4Act decimal NationalRegularVol iveOrHistoricCurrenc 1.22 NtlRglrVol [0..1] fractionDigits = 8 Traded volume (R$) - After Market ume yAnd8DecimalAmou totalDigits = 28 nt RestrictedBVMF4Act decimal InternationalRegular iveOrHistoricCurrenc 1.23 IntlRglrVol [0..1] fractionDigits = 8 Traded volume (U$) - After Market Volume yAnd8DecimalAmou totalDigits = 28 nt RestrictedBVMFActi decimal MaximumTradeLimi veOrHistoricCurrenc 1.24 MaxTradLmt [0..1] totalDigits = 28 Maximum trade limit. t yAnd12DecimalAmo fractionDigits = 12 unt

UP2DATA Taxonomy Catalog 26/01/2018

RestrictedBVMFActi decimal veOrHistoricCurrenc 1.25 MinimumTradeLimit MinTradLmt [0..1] totalDigits = 28 Minimum trade limit. yAnd12DecimalAmo fractionDigits = 12 unt RestrictedBVMFActi decimal 1.26 OpenInterest OpnIntrst [0..1] veAnd8DecimalQua totalDigits = 28 Quantity of open contract. ntity fractionDigits = 8 RestrictedBVMF2Act decimal NonRegularTransac 1.27 NonRglrTxsQty [0..1] iveAnd0DecimalQua fractionDigits = 0 Number of Transactions. tionsQuantity ntity totalDigits = 28 RestrictedBVMFActi decimal RegularTradedCont 1.28 RglrTraddCtrcts [0..1] veAnd8DecimalQua totalDigits = 28 Non regular traded contracts. racts ntity fractionDigits = 8 RestrictedBVMFActi decimal NonRegularTraded 1.29 NonRglrTraddCtrcts [0..1] veAnd8DecimalQua totalDigits = 28 Non regular traded contracts. Contracts ntity fractionDigits = 8 RestrictedBVMF4Act decimal NationalNonRegular iveOrHistoricCurrenc 1.30 NtlNonRglrVol [0..1] fractionDigits = 8 Traded volume (R$) - After Market Volume yAnd8DecimalAmou totalDigits = 28 nt RestrictedBVMF4Act decimal InternationalNonRe iveOrHistoricCurrenc 1.31 IntlNonRglrVol [0..1] fractionDigits = 8 Traded volume (U$) - After Market gularVolume yAnd8DecimalAmou totalDigits = 28 nt

UP2DATA – EODPriceFile

Structure UP2DATA – EODPriceFile INDEX Message Item Tag Mult. Data Type Data Type Details Description 1.0 EODPrice EODPric [0..*] + EODPrice 1.1 ReportDate RptDt [1..1] ISODate date Reference date of the information. string Letters that identify a stock traded on a stock exchange. The 1.2 TickerSymbol TckrSymb [1..1] TickerIdentifier maxLength = 35 Ticker Symbol is a short and convenient way of identifying a minLength = 1 stock. string SecurityIdentificatio Unique numeric code used to identify the instrument in the B3 1.3 SctyId [1..1] Max35Text maxLength = 35 n trading environment. minLength = 1 string 1.4 SecuritySource SctySrc [1..1] Max35Text maxLength = 35 Qualifier of the instrument. Valid value for this field is “8”. minLength = 1

UP2DATA Taxonomy Catalog 26/01/2018

Market Identifier Code. Identification the exchange as stipulated in the norm ISO 10383 "Codes for exchanges and market MarketIdentifierCod string identifications". This tag is optional and if no Security Exchange 1.5 MktIdrCd [1..1] MICIdentifier e pattern = [A-Z0-9]{4,4} is provided - it is assumed to be a BVMF instrument. Default Value = "BVMF" (SecurityExchange) International Securities Identification Number (ISIN). A numbering system designed by the United Nation's International Organisation for Standardisation (ISO). The ISIN is composed of string 1.6 ISIN ISIN [0..1] ISINIdentifier a 2-character prefix representing the country of issue, followed pattern = [A-Z0-9]{12,12} by the national security number (if one exists), and a check digit. Each country has a national numbering agency that assigns ISIN numbers for securities in that country. RestrictedBVMFActi decimal veOrHistoricCurrenc 1.7 FirstPrice FrstPric [0..1] totalDigits = 28 Opening price of the day. yAnd12DecimalAmo fractionDigits = 12 unt RestrictedBVMFActi decimal veOrHistoricCurrenc 1.8 MinimumPrice MinPric [0..1] totalDigits = 28 Minimum Price yAnd12DecimalAmo fractionDigits = 12 unt RestrictedBVMFActi decimal veOrHistoricCurrenc 1.9 MaximumPrice MaxPric [0..1] totalDigits = 28 Maximum Price yAnd12DecimalAmo fractionDigits = 12 unt RestrictedBVMFActi decimal veOrHistoricCurrenc 1.10 TradeAveragePrice TradAvrgPric [0..1] totalDigits = 28 Trade Average Price yAnd12DecimalAmo fractionDigits = 12 unt RestrictedBVMFActi decimal veOrHistoricCurrenc 1.11 LastPrice LastPric [0..1] totalDigits = 28 Closing price of the day. yAnd12DecimalAmo fractionDigits = 12 unt RestrictedBVMFActi decimal OscillationPercenta 1.12 OscnPctg [0..1] veAnd2DecimalQua totalDigits = 10 Rate of oscillation. ge ntity fractionDigits = 2 RestrictedBVMF2Act decimal 1.13 TradeQuantity TradQty [0..1] iveAnd0DecimalQua fractionDigits = 0 Trade Quantity. ntity totalDigits = 28 ExternalMarketData MarketDataStreamI 1.14 MktDataStrmId [0..1] StreamIdentification string The identifier or name of the price stream. dentification Code

UP2DATA Taxonomy Catalog 26/01/2018

RestrictedBVMF4Act decimal NationalFinancialVo iveOrHistoricCurrenc 1.15 NtlFinVol [0..1] fractionDigits = 8 Financial volume traded (R$). lume yAnd8DecimalAmou totalDigits = 28 nt RestrictedBVMF4Act decimal InternationalFinanci iveOrHistoricCurrenc 1.16 IntlFinVol [0..1] fractionDigits = 8 Financial traded volume (U$). alVolume yAnd8DecimalAmou totalDigits = 28 nt RestrictedBVMFActi decimal FinancialInstrument 1.17 FinInstrmQty [0..1] veAnd8DecimalQua totalDigits = 28 Quantity of financial instrument traded. Quantity ntity fractionDigits = 8 RestrictedBVMFActi decimal veOrHistoricCurrenc 1.18 BestBidPrice BestBidPric [0..1] totalDigits = 28 Best Bid Price. yAnd12DecimalAmo fractionDigits = 12 unt RestrictedBVMFActi decimal veOrHistoricCurrenc 1.19 BestAskPrice BestAskPric [0..1] totalDigits = 28 Best Ask Price. yAnd12DecimalAmo fractionDigits = 12 unt RestrictedBVMF2Act decimal RegularTransaction 1.20 RglrTxsQty [0..1] iveAnd0DecimalQua fractionDigits = 0 Number of Transactions. sQuantity ntity totalDigits = 28 RestrictedBVMF4Act decimal NationalRegularVol iveOrHistoricCurrenc 1.21 NtlRglrVol [0..1] fractionDigits = 8 Traded volume (R$) - After Market ume yAnd8DecimalAmou totalDigits = 28 nt RestrictedBVMF4Act decimal InternationalRegular iveOrHistoricCurrenc 1.22 IntlRglrVol [0..1] fractionDigits = 8 Traded volume (U$) - After Market Volume yAnd8DecimalAmou totalDigits = 28 nt RestrictedBVMFActi decimal MaximumTradeLimi veOrHistoricCurrenc 1.23 MaxTradLmt [0..1] totalDigits = 28 Maximum trade limit. t yAnd12DecimalAmo fractionDigits = 12 unt RestrictedBVMFActi decimal veOrHistoricCurrenc 1.24 MinimumTradeLimit MinTradLmt [0..1] totalDigits = 28 Minimum trade limit. yAnd12DecimalAmo fractionDigits = 12 unt RestrictedBVMFActi decimal 1.25 OpenInterest OpnIntrst [0..1] veAnd8DecimalQua totalDigits = 28 Quantity of open contract. ntity fractionDigits = 8 RestrictedBVMF2Act decimal NonRegularTransac 1.26 NonRglrTxsQty [0..1] iveAnd0DecimalQua fractionDigits = 0 Number of Transactions. tionsQuantity ntity totalDigits = 28 46

UP2DATA Taxonomy Catalog 26/01/2018

RestrictedBVMFActi decimal RegularTradedCont 1.27 RglrTraddCtrcts [0..1] veAnd8DecimalQua totalDigits = 28 Non regular traded contracts. racts ntity fractionDigits = 8 RestrictedBVMFActi decimal NonRegularTraded 1.28 NonRglrTraddCtrcts [0..1] veAnd8DecimalQua totalDigits = 28 Non regular traded contracts. Contracts ntity fractionDigits = 8 RestrictedBVMF4Act decimal NationalNonRegular iveOrHistoricCurrenc 1.29 NtlNonRglrVol [0..1] fractionDigits = 8 Traded volume (R$) - After Market Volume yAnd8DecimalAmou totalDigits = 28 nt RestrictedBVMF4Act decimal InternationalNonRe iveOrHistoricCurrenc 1.30 IntlNonRglrVol [0..1] fractionDigits = 8 Traded volume (U$) - After Market gularVolume yAnd8DecimalAmou totalDigits = 28 nt

UP2DATA – CashMarketPositionFile

Structure UP2DATA – CashMarketPositionFile INDEX Message Item Tag Mult. Data Type Data Type Details Description 1.0 CashMarketPosition CshMktPos [0..*] + This file contains the open position on equities. 1.1 ReportDate RptDt [1..1] ISODate date Reference date of the information. string Letters that identify a stock traded on a stock exchange. The 1.2 TickerSymbol TckrSymb [1..1] TickerIdentifier maxLength = 35 Ticker Symbol is a short and convenient way of identifying a minLength = 1 stock. string SecurityIdentificatio Unique numeric code used to identify the instrument in the B3 1.3 SctyId [1..1] Max35Text maxLength = 35 n trading environment. minLength = 1 string 1.4 SecuritySource SctySrc [1..1] Max35Text maxLength = 35 Qualifier of the instrument. Valid value for this field is “8”. minLength = 1 Market Identifier Code. Identification the exchange as stipulated in the norm ISO 10383 "Codes for exchanges and market MarketIdentifierCod string identifications". This tag is optional and if no Security Exchange 1.5 MktIdrCd [1..1] MICIdentifier e pattern = [A-Z0-9]{4,4} is provided - it is assumed to be a BVMF instrument. Default Value = "BVMF" (SecurityExchange) International Securities Identification Number (ISIN). A numbering system designed by the United Nation's International string 1.6 ISIN ISIN [0..1] ISINIdentifier Organisation for Standardisation (ISO). The ISIN is composed of pattern = [A-Z0-9]{12,12} a 2-character prefix representing the country of issue, followed by the national security number (if one exists), and a check digit. 47

UP2DATA Taxonomy Catalog 26/01/2018

Each country has a national numbering agency that assigns ISIN numbers for securities in that country. string Asset associated with the security , such as DOL, BGI, OZ1, 1.7 Asset Asst [1..1] Max30Text maxLength = 30 WDL, CNI, ICF, CCM, PETR etc. minLength = 1 decimal 1.8 BalanceQuantity BalQty [1..1] DecimalNumber fractionDigits = 17 Total quantity of financial instruments of the balance. totalDigits = 18 RestrictedBVMFActi decimal veOrHistoricCurrenc 1.9 TradeAveragePrice TradAvrgPric [0..1] totalDigits = 28 Trade Average Price yAnd12DecimalAmo fractionDigits = 12 unt Factor that indicates the number of stocks that make up the price. The order price is displayed based on the price factor, 1.10 PriceFactor PricFctr [1..1] int int e.g., if price factor is 1, the order price refers to 1 stock. If the price factor is 1000, the order price represents the price of 1000 stocks. decimal 1.11 BalanceValue BalVal [1..1] DecimalNumber fractionDigits = 17 Provides the total value of the Position. totalDigits = 18

UP2DATA – OpenPositionFile

Structure UP2DATA – OpenPositionFile INDEX Message Item Tag Mult. Data Type Data Type Details Description 1.0 OpenPosition OpnPos [0..*] + Contains the open positions.

1.1 ReportDate RptDt [1..1] ISODate date Reference date of the information.

string SecurityIdentificatio Unique numeric code used to identify the instrument in the B3 1.3 SctyId [1..1] Max35Text maxLength = 35 n trading environment. minLength = 1

string 1.4 SecuritySource SctySrc [1..1] Max35Text maxLength = 35 Qualifier of the instrument. Valid value for this field is “8”. minLength = 1

UP2DATA Taxonomy Catalog 26/01/2018

string Asset associated with the security , such as DOL, BGI, OZ1, 1.7 Asset Asst [1..1] Max30Text pattern = [A-Z0-9]{12,12} WDL, CNI, ICF, CCM, PETR etc.

Code of contract expiration.

This attribute has two types of format:

Format: MYY M = Month Code decimal Y = Year Code 1.8 ExpirationCode XprtnCd [1..1] Max4Text totalDigits = 28 fractionDigits = 8 Format: MYOA where: M = Month Code Y = Year Code O = Option Code A = Alphanumeric Sequence Code

RestrictedBVMFActi string 1.9 OpenInterest OpnIntrst [0..1] veAnd8DecimalQua maxLength = 30 Quantity of open contract. ntity minLength = 1 RestrictedBVMFActi decimal VariationOpenIntere 1.10 VartnOpnIntrst [0..1] veAnd8DecimalQua totalDigits = 28 Variation of number of open contracts from one day to the next. st ntity fractionDigits = 8

UP2DATA Taxonomy Catalog 26/01/2018

UP2DATA – ForwardOpenPositionFile

Structure UP2DATA – ForwardOpenPositionFile INDEX Message Item Tag Mult. Data Type Data Type Details Description ForwardOpenPositi 1.0 FwdOpnPos [0..*] + ForwardOpenPosition on 1.1 ReportDate RptDt [1..1] ISODate date Reference date of the information. string Letters that identify a stock traded on a stock exchange. The 1.2 TickerSymbol TckrSymb [1..1] TickerIdentifier maxLength = 35 Ticker Symbol is a short and convenient way of identifying a minLength = 1 stock. string SecurityIdentificatio Unique numeric code used to identify the instrument in the B3 1.3 SctyId [1..1] Max35Text maxLength = 35 n trading environment. minLength = 1 string 1.4 SecuritySource SctySrc [1..1] Max35Text maxLength = 35 Qualifier of the instrument. Valid value for this field is “8”. minLength = 1 Market Identifier Code. Identification the exchange as stipulated in the norm ISO 10383 "Codes for exchanges and market MarketIdentifierCod string identifications". This tag is optional and if no Security Exchange 1.5 MktIdrCd [1..1] MICIdentifier e pattern = [A-Z0-9]{4,4} is provided - it is assumed to be a BVMF instrument. Default Value = "BVMF" (SecurityExchange) string 1.6 SpecificationCode SpcfctnCd [0..1] Max10Text maxLength = 10 Code of specification of the stock e.g.: ON, PN. minLength = 1 string 1.7 CorporationName CrpnNm [1..1] Max250Text maxLength = 250 This field provides corporation name. minLength = 1 International Securities Identification Number (ISIN). A numbering system designed by the United Nation's International Organisation for Standardisation (ISO). The ISIN is composed of string 1.8 ISIN ISIN [0..1] ISINIdentifier a 2-character prefix representing the country of issue, followed pattern = [A-Z0-9]{12,12} by the national security number (if one exists), and a check digit. Each country has a national numbering agency that assigns ISIN numbers for securities in that country. string Asset associated with the security , such as DOL, BGI, OZ1, 1.9 Asset Asst [1..1] Max30Text maxLength = 30 WDL, CNI, ICF, CCM, PETR etc. minLength = 1 RestrictedBVMFActi decimal 1.10 OpenInterest OpnIntrst [0..1] veAnd8DecimalQua totalDigits = 28 Quantity of open contract. ntity fractionDigits = 8

UP2DATA Taxonomy Catalog 26/01/2018

decimal 1.11 CurrentQuantity CurQty [1..1] DecimalNumber fractionDigits = 17 Current quantity. totalDigits = 18 RestrictedBVMF2Act decimal iveOrHistoricCurrenc 1.12 ForwardPrice FwdPric [1..1] fractionDigits = 4 Price of the forward contract. yAnd4DecimalAmou totalDigits = 19 nt

UP2DATA – SecuritiesLendingPositionFile

Structure UP2DATA – SecuritiesLendingPositionFile INDEX Message Item Tag Mult. Data Type Data Type Details Description SecuritiesLendingP 1.0 SctiesLndgPos [0..*] + SecuritieslendingPosition osition 1.1 ReportDate RptDt [1..1] ISODate date Reference date of the information. string Letters that identify a stock traded on a stock exchange. The 1.2 TickerSymbol TckrSymb [1..1] TickerIdentifier maxLength = 35 Ticker Symbol is a short and convenient way of identifying a minLength = 1 stock. string SecurityIdentificatio Unique numeric code used to identify the instrument in the B3 1.3 SctyId [1..1] Max35Text maxLength = 35 n trading environment. minLength = 1 string 1.4 SecuritySource SctySrc [1..1] Max35Text maxLength = 35 Qualifier of the instrument. Valid value for this field is “8”. minLength = 1 Market Identifier Code. Identification the exchange as stipulated in the norm ISO 10383 "Codes for exchanges and market MarketIdentifierCod string identifications". This tag is optional and if no Security Exchange 1.5 MktIdrCd [1..1] MICIdentifier e pattern = [A-Z0-9]{4,4} is provided - it is assumed to be a BVMF instrument. Default Value = "BVMF" (SecurityExchange) International Securities Identification Number (ISIN). A numbering system designed by the United Nation's International Organisation for Standardisation (ISO). The ISIN is composed of string 1.6 ISIN ISIN [0..1] ISINIdentifier a 2-character prefix representing the country of issue, followed pattern = [A-Z0-9]{12,12} by the national security number (if one exists), and a check digit. Each country has a national numbering agency that assigns ISIN numbers for securities in that country. string Asset associated with the security , such as DOL, BGI, OZ1, 1.7 Asset Asst [1..1] Max30Text maxLength = 30 WDL, CNI, ICF, CCM, PETR etc. minLength = 1

UP2DATA Taxonomy Catalog 26/01/2018

Distribution code of the paper Code that identifies the version of the asset. DistributionIdentifica 1.8 DstrbtnId [1..1] int int The pair "ISIN" + "Distribution Identification" is required for tion instruments that have depositary, such as stocks and gold. There are no distribution for derivatives. decimal RestrictedFINDecim 1.9 CoveredQuantity CvrdQty [0..1] fractionDigits = 14 Provides the covered quantity. alNumber totalDigits = 14 decimal TotalBlockedPositio RestrictedFINDecim 1.10 TtlBlckdPos [0..1] fractionDigits = 14 Provides the total blocked positions. n alNumber totalDigits = 14 decimal RestrictedFINDecim 1.11 UncoveredQuantity UcvrdQty [0..1] fractionDigits = 14 Provides the uncovered quantity. alNumber totalDigits = 14 decimal RestrictedFINDecim 1.12 TotalPosition TtlPos [0..1] fractionDigits = 14 Provides the total positions. alNumber totalDigits = 14 RestrictedBVMFActi decimal 1.13 BorrowerQuantity BrrwrQty [1..1] veAnd6DecimalQua totalDigits = 19 Provides the quantity of clients borrower. ntity fractionDigits = 6 RestrictedBVMFActi decimal 1.14 LenderQuantity LndrQty [1..1] veAnd6DecimalQua totalDigits = 19 Provides the quantity of clients lenders. ntity fractionDigits = 6

UP2DATA – CorporateActionNotificationFile

Structure UP2DATA – CorporateActionNotificationFile INDEX Message Item Tag Mult. Data Type Data Type Details Description CorporateActionNoti 1.0 CorpActnNtfctn [0..*] + Contains the Corporate Event Information. fication string 1.1 CorporationName CrpnNm [1..1] Max250Text maxLength = 250 This field provides corporation name. minLength = 1 International Securities Identification Number (ISIN). A numbering system designed by the United Nation's International Organisation for Standardisation (ISO). The ISIN is composed of string 1.2 ISIN ISIN [0..1] ISINIdentifier a 2-character prefix representing the country of issue, followed pattern = [A-Z0-9]{12,12} by the national security number (if one exists), and a check digit. Each country has a national numbering agency that assigns ISIN numbers for securities in that country.

UP2DATA Taxonomy Catalog 26/01/2018

Distribution code of the paper Code that identifies the version of the asset. DistributionIdentifica 1.3 DstrbtnId [1..1] int int The pair "ISIN" + "Distribution Identification" is required for tion instruments that have depositary, such as stocks and gold. There are no distribution for derivatives. Corporate Action Code (or Corporate Action Description).

This field requires an external code list. Those codes and values CorporateActionIde ExternalCorporateA have been made external spreadsheet files to allow a flexible 1.4 CorpActnId [1..1] int ntification ctionCode maintenance according to the updates requirements from BM&FBOVESPA. In this case the external identification is ExternalCorporateActionCode in the file ExternalCodeLists_BVMF.xls. CorporateActionVal 1.5 CorpActnVal [1..1] int int This field provides corporate action value. ue Factor that indicates the number of stocks that make up the price. The order price is displayed based on the price factor, 1.6 PriceFactor PricFctr [1..1] int int e.g., if price factor is 1, the order price refers to 1 stock. If the price factor is 1000, the order price represents the price of 1000 stocks. 1.7 PaymentDate PmtDt [1..1] ISODate date Payment Date. Date the application of the events in custody will be made by 1.8 CSDUpdateDate CSDUpdDt [1..1] ISODate date (used in batch this day). Date/time as from which trading (including exchange and OTC 1.9 ExDate ExDt [0..*] ISODateTime dateTime trading) occurs on the underlying security without the benefit. 1.10 CSDRecordDate CSDRcrdDt [1..1] ISODate date Csd Record Date. 1.11 ProcessNumber PrcNb [1..1] int int Define the process number of the corporate action notification. string 1.12 EventTypeIndicator EvtTpInd [1..1] Max250Text maxLength = 250 This field provides the event type indicator. minLength = 1 string 1.13 ChangeTypeName ChngTpNm [1..1] Max250Text maxLength = 250 This field provides the change type name. minLength = 1 string ChangeTypeDescri 1.14 ChngTpDesc [1..1] Max250Text maxLength = 250 This field provides the change type description. ption minLength = 1

UP2DATA Taxonomy Catalog 26/01/2018

UP2DATA – CorporateActionClosingPriceFile

Structure UP2DATA – CorporateActionClosingPriceFile INDEX Message Item Tag Mult. Data Type Data Type Details Description CorporateActionClos 1.0 CorpActnClsgPric [0..*] + Contains the Corporate Action Closing Price ingPrice 1.1 ReportDate RptDt [1..1] ISODate date Reference date of the information. string Letters that identify a stock traded on a stock exchange. The 1.2 TickerSymbol TckrSymb [1..1] TickerIdentifier maxLength = 35 Ticker Symbol is a short and convenient way of identifying a minLength = 1 stock. string Unique numeric code used to identify the instrument in the B3 1.3 SecurityIdentification SctyId [1..1] Max35Text maxLength = 35 trading environment. minLength = 1 string 1.4 SecuritySource SctySrc [1..1] Max35Text maxLength = 35 Qualifier of the instrument. Valid value for this field is “8”. minLength = 1 Market Identifier Code. Identification the exchange as stipulated in the norm ISO 10383 "Codes for exchanges and market MarketIdentifierCod string identifications". This tag is optional and if no Security Exchange 1.5 MktIdrCd [1..1] MICIdentifier e pattern = [A-Z0-9]{4,4} is provided - it is assumed to be a BVMF instrument. Default Value = "BVMF" (SecurityExchange) International Securities Identification Number (ISIN). A numbering system designed by the United Nation's International Organisation for Standardisation (ISO). The ISIN is composed of string 1.6 ISIN ISIN [0..1] ISINIdentifier a 2-character prefix representing the country of issue, followed pattern = [A-Z0-9]{12,12} by the national security number (if one exists), and a check digit. Each country has a national numbering agency that assigns ISIN numbers for securities in that country. DistributionIdentifica Distribution code of the paper corresponding to the active state 1.7 DstrbtnId [0..1] int int tion of law. string 1.8 CorporationName CrpnNm [1..1] Max250Text maxLength = 250 This field provides corporation name. minLength = 1 string 1.9 SpecificationCode SpcfctnCd [0..1] Max10Text maxLength = 10 Code of specification of the stock e.g.: ON, PN. minLength = 1 A Market represents the Second level of market classification in the post trade process. Example: 1.10 Market Mkt [1..1] ExternalMarketCode int

1 - Spot 2 - Future 54

UP2DATA Taxonomy Catalog 26/01/2018

3 - Options on Spot 4 - Options on Future 5 - Forward 10 - Cash 12 - Options exercise (call) 13 - Options exercise (put) 17 - Auction 20 - Odd Lot 30 - Equity Forward 70 - Equity Call 80 - Equity Put This field requires an external code list. Those codes and values have been made external spreadsheet files to allow a flexible maintenance according to the updates requirements from BVMF. In this case the external file is ExternalMarketCode in the file ExternalCodeLists_BVMF.xls 1.11 TradingStartDate TradgStartDt [0..1] ISODate date Date of start of negotiation of the financial instrument. 1.12 TradeLimitDate TradLmtDt [0..1] ISODate date Limit date of negotiation of the financial instrument. Date/time as from which trading (including exchange and OTC 1.13 ExDate ExDt [0..1] ISODateTime dateTime trading) occurs on the underlying security without the benefit. 1.14 CSDRecordDate CSDRcrdDt [1..1] ISODate date Csd Record Date. EXDistributionNumb 1.15 EXDstrbtnNb [0..1] int int Code distribution instrument EX. er RestrictedBVMFActi decimal veOrHistoricCurrenc 1.16 LastPrice LastPric [0..1] totalDigits = 28 Closing price of the day. yAnd12DecimalAmo fractionDigits = 12 unt 1.17 TradingEndDate TradgEndDt [0..1] ISODate date Date of completion of negotiation of the financial instrument. RestrictedBVMFActi decimal veOrHistoricCurrenc 1.18 TradeAveragePrice TradAvrgPric [0..1] totalDigits = 28 Trade Average Price yAnd12DecimalAmo fractionDigits = 12 unt 1.19 RoundLotStartDate RndLotStartDt [0..1] ISODate date Date of start of framework in the trading pattern. RestrictedBVMFActi decimal 1.20 UnitValue UnitVal [1..1] veAnd2DecimalQua totalDigits = 10 Unit issue value. ntity fractionDigits = 2 EXDistributionNumb 1.21 EXDstrbtnNb [0..1] int int Code distribution instrument EX. er RestrictedBVMFActi decimal AdjustedValueContr veOrHistoricCurrenc 1.22 AdjstdValCtrct [1..1] totalDigits = 28 Adjust value the contract. act yAnd12DecimalAmo fractionDigits = 12 unt

UP2DATA Taxonomy Catalog 26/01/2018

UP2DATA – PortfolioCompositionFile

Structure UP2DATA – PortfolioCompositionFile INDEX Message Item Tag Mult. Data Type Data Type Details Description PortfolioCompositio 1.0 PrtflCmpn [0..*] + Contais the Portfolio Composition n 1.1 ReportDate RptDt [1..1] ISODate date Reference date of the information. string Letters that identify a stock traded on a stock exchange. The 1.2 TickerSymbol TckrSymb [1..1] TickerIdentifier maxLength = 35 Ticker Symbol is a short and convenient way of identifying a minLength = 1 stock. International Securities Identification Number (ISIN). A numbering system designed by the United Nation's International Organisation for Standardisation (ISO). The ISIN is composed of string 1.3 ISIN ISIN [1..1] ISINIdentifier a 2-character prefix representing the country of issue, followed pattern = [A-Z0-9]{12,12} by the national security number (if one exists), and a check digit. Each country has a national numbering agency that assigns ISIN numbers for securities in that country. string 1.4 CorporationName CrpnNm [1..1] Max250Text maxLength = 250 This field provides corporation name. minLength = 1 string 1.5 SpecificationCode SpcfctnCd [0..1] Max10Text maxLength = 10 Code of specification of the stock e.g.: ON, PN. minLength = 1 decimal 1.6 TheorticalQuantity ThrlQty [1..1] DecimalNumber fractionDigits = 17 Instrument theortical quantity totalDigits = 18 RestrictedBVMFActi decimal veOrHistoricCurrenc 1.7 LastPrice LastPric [0..1] totalDigits = 28 Closing price of the day. yAnd12DecimalAmo fractionDigits = 12 unt

Economic Value is the multiplication of the theoretical quantity 1.8 EconomicValue EcncVal [1..1] int int (ThertQuant) by closure(LastPric).

StockParticipationP This field contains the fluctuations by 1.9 StockPrtcptnPct [1..1] int int ercent individual papers in the determination of the total index.

UP2DATA Taxonomy Catalog 26/01/2018

UP2DATA – StockBehaviorFile

Structure UP2DATA – StockBehaviorFile INDEX Message Item Tag Mult. Data Type Data Type Details Description 1.0 StockBehavior StockBhvr [0..*] + Contains the Stock Behavior 1.1 ReportDate RptDt [1..1] ISODate date Reference date of the information. string Letters that identify a stock traded on a stock exchange. The 1.2 TickerSymbol TckrSymb [1..1] TickerIdentifier maxLength = 35 Ticker Symbol is a short and convenient way of identifying a minLength = 1 stock. string 1.3 AssetDescription AsstDesc [1..1] Max100Text maxLength = 100 Commodity Description minLength = 0 decimal RisingSharesNumb 1.4 RsngShrsNb [0..1] DecimalNumber fractionDigits = 17 Number of rising shares from composition. er totalDigits = 18 decimal FailingSharesNumb 1.5 FlngShrsNb [0..1] DecimalNumber fractionDigits = 17 Number of falling shares from composition er totalDigits = 18 decimal StableSharesNumb 1.6 StblShrsNb [0..1] DecimalNumber fractionDigits = 17 Number of stable shares from composition. er totalDigits = 18

UP2DATA – StockPerIndexFile

Estrutura UP2DATA – StockPerIndexFile INDEX Message Item Tag Mult. Data Type Data Type Details Description 1.0 StockPerIndex StockPerIndx [0..*] + Contains Stock per index 1.1 ReportDate RptDt [1..1] ISODate date Reference date of the information. 1.2 ExpirationDate XprtnDt [1..1] ISODate date This attribute is the maturity date of the instrument. string 1.3 CorporationName CrpnNm [1..1] Max250Text maxLength = 250 This field provides corporation name. minLength = 1 string 1.4 SpecificationCode SpcfctnCd [0..1] Max10Text maxLength = 10 Code of specification of the stock e.g.: ON, PN. minLength = 1 string Letters that identify a stock traded on a stock exchange. The 1.5 TickerSymbol TckrSymb [1..1] TickerIdentifier maxLength = 35 Ticker Symbol is a short and convenient way of identifying a minLength = 1 stock.

UP2DATA Taxonomy Catalog 26/01/2018

string 1.6 AssetDescription AsstDesc [1..*] Max100Text maxLength = 100 Commodity Description minLength = 0

UP2DATA – VolatilitySurfaceFile

Structure UP2DATA – VolatilitySurfaceFile INDEX Message Item Tag Mult. Data Type Data Type Details Description 1.0 VolatilitySurface VoltlySrfc [0..*] + VolatilitySurface 1.1 ReportDate RptDt [1..1] ISODate date Reference date of the information. string Asset associated with the security , such as DOL, BGI, OZ1, 1.2 Asset Asst [0..1] Max30Text maxLength = 30 WDL, CNI, ICF, CCM, etc. minLength = 1 string 1.3 AssetDescription AsstDesc [1..*] Max100Text maxLength = 100 Commodity Description minLength = 0 string Unique numeric code used to identify the instrument in the B3 1.4 SecurityIdentification SctyId [1..1] Max35Text maxLength = 35 trading environment. minLength = 1 string 1.5 SecuritySource SctySrc [1..1] Max35Text maxLength = 35 Qualifier of the instrument. Valid value for this field is “8”. minLength = 1 Market Identifier Code. Identification the exchange as stipulated in the norm ISO 10383 "Codes for exchanges and market MarketIdentifierCod string identifications". This tag is optional and if no Security Exchange 1.6 MktIdrCd [1..1] MICIdentifier e pattern = [A-Z0-9]{4,4} is provided - it is assumed to be a BVMF instrument. Default Value = "BVMF" (SecurityExchange) Specifies whether it is a Call option (right to purchase a specific 1.7 OptionType OptnTp [1..1] OptionType1Code string underlying asset) or a Put option (right to sell a specific underlying asset).

UP2DATA Taxonomy Catalog 26/01/2018

Expiration code of a Future or an Option. E.g: If Future: MYY: M : Month Code string YY: Year Code (Two last digits of year) 1.8 ExpirationCode XprtnCd [1..1] Max4Text maxLength = 4 minLength = 1 If Option: MYOA: M: Month Code, Y: Year Code, O: Option Type A: Alphanumeric Sequence

It provides the number of working days, considering the date of 1.9 WorkingDays WrkgDays [1..1] int int the session until the date of contract expiration (inclusive). It provides the number of calendar days, considering the date of 1.10 CalendarDays ClnrDays [1..1] int int trading until the date of contract expiration (inclusive). RestrictedBVMFActi decimal veOrHistoricCurrenc 1.11 DeltaValue DltaVal [0..1] fractionDigits = 7 Delta value. yAnd7DecimalAmou totalDigits = 19 nt decimal 1.12 VolatilityValue VoltlyVal [0..1] DecimalNumber fractionDigits = 17 Implied volatility. totalDigits = 18

UP2DATA – StructuredOperationInstrumentFile

Structure UP2DATA – StructuredOperationInstrumentFile INDEX Message Item Tag Mult. Data Type Data Type Details Description StructuredOperation 1.0 StrdOprnInstrm [0..*] + This file contains the Structured Operation Instrument. Instrument 1.1 ReportDate RptDt [1..1] ISODate date Reference date of the information. string Letters that identify a stock traded on a stock exchange. The 1.2 TickerSymbol TckrSymb [1..1] TickerIdentifier maxLength = 35 Ticker Symbol is a short and convenient way of identifying a minLength = 1 stock. string Unique numeric code used to identify the instrument in the B3 1.3 SecurityIdentification SctyId [1..1] Max35Text maxLength = 35 trading environment. minLength = 1 string 1.4 SecuritySource SctySrc [1..1] Max35Text maxLength = 35 Qualifier of the instrument. Valid value for this field is “8”. minLength = 1

UP2DATA Taxonomy Catalog 26/01/2018

1 - Equity - Cash 2 - Equity derivative 3 - Corporate bonds 4 - Agribusiness 5 - Financial ExternalSegmentCo 1.8 Segment Sgmt [1..1] int 6 - Metal de 7 - Energy 8 - Gov. Bonds 9 - FX

This field requires an external code list. Those codes and values have been made external spreadsheet files to allow a flexible maintenance according to the updates requirements from BVMF. In this case the external is ExternalSegmentCode in the file ExternalCodeLists_BVMF.xls A Market represents the Second level of market classification in the post trade process. Example:

1 - Spot 2 - Future 3 - Options on Spot 1.9 Market Mkt [1..1] ExternalMarketCode int 4 - Options on Future 5 - Forward 10 - Cash 12 - Options exercise (call) 13 - Options exercise (put) 17 - Auction 20 - Odd Lot 60

UP2DATA Taxonomy Catalog 26/01/2018

30 - Equity Forward 70 - Equity Call 80 - Equity Put

This field requires an external code list. Those codes and values have been made external spreadsheet files to allow a flexible maintenance according to the updates requirements from BVMF. In this case the external is ExternalMarketCode string Description of Security in the Trade Structure system, e.g., 1.10 Description Desc [1..1] Max100Text maxLength = 100 Opção sobre ação, Opção sobre índice, Ouro, Futuro de Dolar, minLength = 0 Swap Cambial, Rolagem de Soja, FWD Points DOL and so on. A Security Category represents the third level of market classification in the post trade process.

ExternalSecurityCat This field requires an external code list. Those codes and values 1.11 SecurityCategory SctyCtgy [0..1] int egoryCode have been made external spreadsheet files to allow a flexible maintenance according to the updates requirements from BVMF. In this case the external is ExternalSecurityCategoryCode in the file ExternalCodeLists_BVMF.xls 1.12 ExpirationDate XprtnDt [1..1] ISODate date This attribute is the maturity date of the instrument. Code of contract expiration.

This attribute has two types of format:

Format: MYY M = Month Code Y = Year Code string 1.13 ExpirationCode XprtnCd [1..1] Max4Text maxLength = 4 Format: MYOA minLength = 1 where: M = Month Code Y = Year Code O = Option Code A = Alphanumeric Sequence Code

1.14 TradingStartDate TradgStartDt [1..1] ISODate date Start date of negotiation of the financial instrument. 1.15 TradingEndDate TradgEndDt [1..1] ISODate date Completion date of negotiation of the financial instrument. International Securities Identification Number (ISIN). A numbering system designed by the United Nation's International string 1.16 ISIN ISIN [0..1] ISINIdentifier Organisation for Standardisation (ISO). The ISIN is composed of pattern = [A-Z0-9]{12,12} a 2-character prefix representing the country of issue, followed by the national security number (if one exists), and a check digit.

UP2DATA Taxonomy Catalog 26/01/2018

Each country has a national numbering agency that assigns ISIN numbers for securities in that country. string 1.17 CFICode CFICd [0..1] Max6Text minLength = 1 Code that classifies the instrument. maxLength = 6 It is the ratio between the contract size and the trading reference quantity. For Instance, Cattle is a 330 arrobas contract, but trade decimal price refers to 1 arroba, so the multiplier is 330. Dollar contracts 1.18 ContractMultiplier CtrctMltplr [0..1] DecimalNumber fractionDigits = 17 are 50000 USD but the price refers to 1000 USD, so the totalDigits = 18 multiplier is 50. For contracts traded in rate instead of price, this attribute represents the ratio between target points and contract size 1.19 AllocationRoundLot AllcnRndLot [0..1] int int Pre-defined lot size for allocation purposes. This attribute has the code of the trading currency.

This field requires a list of external code. These codes and ExternalActiveOrHist string values were made in external spreadsheets to enable flexible 1.20 TradingCurrency TradgCcy [1..1] oricCurrencyCode length = 3 maintenance in accordance with the requirements of the BM&FBOVESPA updates. In this case the external file is in ExternalActiveOrHistoricCurrencyCode ExternalCodeLists_BVMF.xls

Code that defines the type of value of instrument, e.g.,price or rate.

ExternalValueTypeC This field requires a list of external code. These codes and 1.21 ValueTypeCode ValTpCd [1..1] int ode values were made in external spreadsheets to enable flexible maintenance in accordance with the requirements of the BM&FBOVESPA updates. In this case the external file is in ExternalValueTypeCode ExternalCodeLists_BVMF.xls

Code that defines the base price to calculate the full value of the strategy. For SecurityCategory equal to "ROLLOVER", it indicates which price is used as base price for the most liquid leg. If SecurityClassification not equal to "ROLLOVER", field RolloverBasePriceC ExternalRolloverBas 1.22 RlvrBasePricCd [0..1] int contents is irrelevant. ode ePriceCode Rollover is the process whereby a financial instrument is reinvested at maturity.

EX: 62

UP2DATA Taxonomy Catalog 26/01/2018

1- Last Price 2- Settlement price This field requires a list of external code. These codes and values were made in external spreadsheets to enable flexible maintenance in accordance with the requirements of the BM&FBOVESPA updates. In this case the external file is in ExternalRolloverBasePriceCode ExternalCodeLists_BVMF.xls Days to open future position. OpeningFuturePositi For SecurityClassification "Forward Points", it indicates the 1.23 OpngFutrPosDay [0..1] int int onDay number of days between the strategy trade and the opening futures position, e.g., 0, 1, 2. Code that indicates, when buying a strategy, whether the leg of the strategy instrument must be bought or sold.

This field requires a list of external code. These codes and 1.24 SideTypeCode1 SdTpCd1 [0..1] Side1Code string values were made in external spreadsheets to enable flexible maintenance in accordance with the requirements of the BM&FBOVESPA updates. In this case the external file is in ExternalSideTypeCode ExternalCodeLists_BVMF.xls

string Identification underlying instrument (Ticker Symbol). Letters that UnderlyingTickerSy 1.25 UndrlygTckrSymb1 [0..1] TickerIdentifier maxLength = 35 identify a stock traded on a stock exchange. The Ticker Symbol mbol1 minLength = 1 is a short and convenient way of identifying a stock. Code that indicates, when buying a strategy, whether the leg of the strategy instrument must be bought or sold.

This field requires a list of external code. These codes and 1.26 SideTypeCode2 SdTpCd2 [0..1] Side1Code string values were made in external spreadsheets to enable flexible maintenance in accordance with the requirements of the BM&FBOVESPA updates. In this case the external file is in ExternalSideTypeCode ExternalCodeLists_BVMF.xls

string Identification underlying instrument (Ticker Symbol). Letters that UnderlyingTickerSy 1.27 UndrlygTckrSymb2 [0..1] TickerIdentifier maxLength = 35 identify a stock traded on a stock exchange. The Ticker Symbol mbol2 minLength = 1 is a short and convenient way of identifying a stock.