Financial Industry Business Data Model Number of entities by type and Package

Number of Entities 900

800

700 Number of Entity Entities Type 600 Package ASSOC BASE Total 500 BE 66 204 270 Entity Type BP 136 265 401 BASE 400 CAE 40 237 277 ASSOC CIV 138 110 248 DER 252 522 774 300 FBC 94 366 460 FND 249 452 701 200 IND 16 108 124 LOAN 108 209 317 100 MD 55 152 207 SEC 165 472 637 0 BE BP CAE CIV DER FBC FND IND LOAN MD SEC Total 1319 3097 4416 Package

FIB-DM 2020 Q1 DEV Summary Page 1/151 Financial Industry Business Data Model (FIB-DM)

The Speadsheet lists all 4,416 FIB-DM Packages and Entities.

Code Name Status Version Package: BE Business Entities PROD Core BP Business Processes DEV Extended CAE Corporate Actions & Events DEV Extended CIV Collective Investment Vehicles DEV Extended DER Derivatives PROD Extended FBC Finance Business & Commerce PROD Core FND Foundation PROD Core IND Indicators & Indices PROD Extended LOAN Loans DEV Extended MD Market Data DEV Extended SEC Securities PROD Extended

Entity Type: BASE Base Entity A thing of interest. Transformed from a FIBO Class A technical entity to resolve a many-to-many relationship. Transformed from a FIBO Object ASSOC Associative Property

FIB-DM 2020 Q1 DEV Legend Page 2/151 Entity Type Package Code Name Comment BASE BE fibo-be-corp-corp:BoardAgreement Delivery Terms organization ASSOC BE fibo-be-corp-corp:hasDateOfIncorporation has Date Of the formal date of incorporation as stated in filing documents ASSOC BE fibo-be-corp-corp:hasDateOfRegistration has Date Of for tax purposes The total of a corporation's shares that are held by shareholders. A corporation can, at any ASSOC BE fibo-be-corp-corp:hasIssuedCapital has Issued Capital time, issue new shares up to the full amount of authorized share capital. Nominal capital is an alternate term for authorized share capital. The maximum value of securities that a company can legally issue. This number is specified in the memorandum of association (or articles of incorporation in the US) when a company is incorporated, but can be changed later with shareholders approval. Authorized share capital may be divided into ASSOC BE fibo-be-corp-corp:hasNominalCapital has Nominal Capital (1) Issued capital - par value of the shares actually issued, (2) Paid up capital - money 1. In the UK, the original (17th century) name for a corporation in which the liability of the owners is limited to the nominal value of the stock (shares) held by them. 2. In the US, a Allocate Primary corporation with unlimited liability for the shareholders. Investors in a US joint stock BASE BE fibo-be-corp-corp:JointStockCompany Identifier (pmbs)) company receive stock (shares) which can be transferred, and can elect a board of directors, BASE BE fibo-be-corp-corp:PrivatelyHeldCompany Bid Price (fbc) therefore, cannot be bought by the public. BASE BE fibo-be-corp-corp:PubliclyHeldCompany Bid Price (md) a company whose shares are traded and held publicly an identifier that is officially allocated to an organization at the time of registration, typically BASE BE fibo-be-corp-corp:RegistrationIdentifier Broker Dealer (bp) in a jurisdiction in which said organization is organized or registered and used in that BASE BE fibo-be-corp-corp:RegistrationIdentifierScheme Broker Dealer (fbc) the scheme that defines the registration identifier per the issuing registration authority Committed Credit and practices generally agreed upon by a number of people, and that is incorporated under BASE BE fibo-be-corp-corp:ReligiousCorporation Facility Tranche the law An organization or economic system where goods and services are exchanged for one another or for money. Every business requires some form of investment and enough Committed Credit customers to whom its output can be sold on a consistent basis in order to make a profit. BASE BE fibo-be-fct-fct:Business Facility Tranche Businesses can be privately owned, not-for-profit or state-owned. An example of a corporate BASE BE fibo-be-fct-fct:Commerce Custodian the commercial activity of buying and selling goods BASE BE fibo-be-fct-fct:CommercialActivity Custodian the context of carrying out trade and other commercial, i.e., for-profit activities BASE BE fibo-be-fct-fct:CooperativeSociety Customer a commercial enterprise owned and managed by and for the benefit of customers or workers BASE BE fibo-be-fct-fct:FamilyOffice Customer a family office as defined in the relevant legislation BASE BE fibo-be-fct-fct:FunctionalBusinessEntity Delivery Terms a business entity defined in terms of its function BASE BE fibo-be-fct-fct:FunctionalEntity Delivery Terms organization) defined in terms of its function Draw Up Offering BASE BE fibo-be-fct-fct:Merchant Memorandum a business entity engaged in a trading activity ASSOC BE fibo-be-fct-pub:isPublishedBy is Published By material Draw Up Offering via computer modem or program, or in a poster, brochure or pamphlet), orally, or by BASE BE fibo-be-fct-pub:Publication Memorandum broadcast (radio, television) BASE BE fibo-be-fct-pub:Publisher Event Announcement.1 a party responsible for the printing or distribution of digital or printed information ASSOC BE fibo-be-fct-pub:publishes publishes prepares and issues material for public consumption BASE BE fibo-be-fct-pub:PublishingHouse Event Announcement.1 some organization whose principal role is to publish information Exercise Ex Change responsibility so that the powers of one branch are not in conflict with the powers BASE BE fibo-be-ge-ge:BranchOfGovernment Option Notification associated with the other branches Exercise Ex Change the branch of government that has its authority and responsibility for the daily BASE BE fibo-be-ge-ge:ExecutiveBranch Option Notification administration of the state

FIB-DM 2020 Q1 DEV Entities Page 3/151 Entity Type Package Code Name Comment BASE BE fibo-be-ge-ge:FederalGovernment Finalize Pool Content separate states BASE BE fibo-be-ge-ge:FederatedSovereignty Finalize Pool Content central (federal) government BASE BE fibo-be-ge-ge:Government Finalize Prospectus the system by which a state or community is controlled a permanent or semi-permanent organization, often an appointed commission, in the BASE BE fibo-be-ge-ge:GovernmentAgency Finalize Prospectus machinery of government that is responsible for the oversight and administration of specific BASE BE fibo-be-ge-ge:GovernmentAppointee Identify Conforming government body Identify Conforming a formal organization that is an agency, instrumentality, or other body of supranational, BASE BE fibo-be-ge-ge:GovernmentBody Mortgage national, federal, state, or local government, including certain multijurisdictional agencies BASE BE fibo-be-ge-ge:GovernmentDepartment Identify Underwriter a specialized organization responsible for a sector of government public administration BASE BE fibo-be-ge-ge:GovernmentMinister Identify Underwriter the government BASE BE fibo-be-ge-ge:GovernmentOfficial Investor a person elected or appointed to administer some aspect of a government has Full Sovereignty relates a polity to a geopolitical entity where the polity has absolute, supreme and ultimate ASSOC BE fibo-be-ge-ge:hasFullSovereigntyOver Over dominion and authority of a political state subject to no higher power, expressed within its ASSOC BE fibo-be-ge-ge:hasJurisdiction has Jurisdiction level of legal authority ASSOC BE fibo-be-ge-ge:hasPartialSovereigntyOver has Partial Sovereignty authority of a political state ASSOC BE fibo-be-ge-ge:hasSharedSovereigntyOver has Shared Sovereignty authority of a political state ASSOC BE fibo-be-ge-ge:hasSovereigntyOver has Sovereignty Over political state BASE BE fibo-be-ge-ge:Instrumentality Investor government agency ASSOC BE fibo-be-ge-ge:isInstrumentOf is Instrument Of relates an instrumentality of some government to the government that it supports ASSOC BE fibo-be-ge-ge:isRepresentedBy is Represented By relates a system of governance to its chosen representatives Issuance Process a branch of government that comprises the system of courts that interprets and applies the BASE BE fibo-be-ge-ge:Judiciary Activity law in the name of the supranational, national, federal, or regional government, depending BASE BE fibo-be-ge-ge:Legislature Issuance Process enact, amend, and repeal public policy a polity that typically represents a city, township, or other administrative subdivision having BASE BE fibo-be-ge-ge:MunicipalEntity Issued corporate status and powers of self-government or jurisdiction BASE BE fibo-be-ge-ge:MunicipalGovernment Issued the government of a municipality Issued Security Issue a government and the politicians that that run a country as a whole (as opposed to local BASE BE fibo-be-ge-ge:NationalGovernment Information government) Issued Security Issue as a province, prefecture, county, municipality, city, or district representing the people of BASE BE fibo-be-ge-ge:Polity Information that entity BASE BE fibo-be-ge-ge:RegionalGovernment Maturity Extension similar community the legal person that corresponds to an administrative division, administrative unit, administrative entity or country subdivision (or, sometimes, geopolitical division or BASE BE fibo-be-ge-ge:RegionalSovereignty Maturity Extension subnational entity), that has the capacity to incur debt, issue contracts, and enter into BASE BE fibo-be-ge-ge:SovereignState Obligation Acceleration sovereignty over a geographic area BASE BE fibo-be-ge-ge:SupranationalEntity Obligation Acceleration or incorporated at an international level a designation for an area of land managed by a group of indigenous people (tribe) rather BASE BE fibo-be-ge-ge:TribalArea Obligation Default than by the sovereign state or regional governmental entity in which the tribal area is BASE BE fibo-be-ge-ge:TribalEntity Obligation Default a legal entity that represents fundamental unit of sovereign tribal (indigenous) government a government representing a group of indigenous people that has legal authority to govern BASE BE fibo-be-ge-ge:TribalGovernment Obligor those people, including authority to legislate the existance of tribal entities a not for profit corporation set up under specific state legislation to provide some stated BASE BE fibo-be-le-cb:BenefitCorporation Obligor societal benefit, and with some corresponding relaxation of the obligation to maximize

FIB-DM 2020 Q1 DEV Entities Page 4/151 Entity Type Package Code Name Comment A body with legal personhood, incorporated through some agreement among the principals, BASE BE fibo-be-le-cb:BodyIncorporatedThroughAgreement Finalize Pool Content and without equity or guarantee instruments which would isolate the principals from Incorporated entity without share capital, and in which the liability of its members is limited BASE BE fibo-be-le-cb:BodyIncorporatedWithGuarantee Finalize Pool Content to the amount each one of them undertakes to contribute at the time the firm is wound up. BASE BE fibo-be-le-cb:BodyLimitedByGuaranteePrincipalsAgreementFinalize Prospectus The formal agreement between the principals of a body limited by guarantee. BASE BE fibo-be-le-cb:CommonInterestDevelopmentCorporation Partial Call homeowners' associations a body limited by guarantee whose principals agreement' includes statements indicating how BASE BE fibo-be-le-cb:CompanyIncorporatedByGuarantee Paying Agent much money each principal will contribute to the company if it becomes insolvent a formal organization treated as an entity - an artificial person or legal entity distinct from its BASE BE fibo-be-le-cb:Corporation Paying Agent owners - created by or under the authority of the laws of a state or nation a corporation whose objective is to make money, in other words, to ensure realization of a BASE BE fibo-be-le-cb:ForProfitCorporation For Profit Corporation financial benefit such that the amount of revenue gained from a business activity exceeds BASE BE fibo-be-le-cb:IncorporationGuarantee Incorporation guarantee. BASE BE fibo-be-le-cb:InstrumentOfIncorporation Instrument Of exist. ASSOC BE fibo-be-le-cb:isConstitutedBy is Constituted By the instrument by which an entity is incorporated ASSOC BE fibo-be-le-cb:isIncorporatedIn is Incorporated In the legal jurisdiction under which the legal entity is incorporated Not For Profit a corporation approved by its jurisdictional oversight and taxing authorities as operating for BASE BE fibo-be-le-cb:NotForProfitCorporation Corporation educational, charitable, social, religious, civic or humanitarian purposes BASE BE fibo-be-le-cb:StockCorporation Stock Corporation ownership of the corporation through shares of stock BASE BE fibo-be-le-fbo:Branch Branch a part of a business organization or company, identified as a branch BASE BE fibo-be-le-fbo:Division Division reporting requirements ASSOC BE fibo-be-le-fbo:hasEquity has Equity indicates owners' equity associated with the entity ASSOC BE fibo-be-le-fbo:hasHeadquartersAddress has Headquarters indicates the main address at which communications may be delivered for the organization ASSOC BE fibo-be-le-fbo:hasOperatingAddress has Operating Address indicates an address at which an organization carries out operations ASSOC BE fibo-be-le-fbo:hasRegisteredAddress has Registered Address authority and at which legal papers may be served ASSOC BE fibo-be-le-fbo:hasSignatory has Signatory has a party which is authorized to sign contracts on behalf of the entity ASSOC BE fibo-be-le-fbo:hasSubUnit has Sub Unit relates a formally constituted organization to a sub-unit of that organization BASE BE fibo-be-le-fbo:JointVenture Joint Venture a legal entity that is a formal venture between two or more business entities Non Governmental a not for profit organization that is a citizen-based group that functions independently of BASE BE fibo-be-le-fbo:NonGovernmentalOrganization Organization government Not For Profit an organization that uses its surplus revenues to further achieve its purpose or mission, BASE BE fibo-be-le-fbo:NotForProfitOrganization Organization rather than distributing its surplus income to the organization's owners (directors, investors, Organizational Sub any department, service, or other entity within a larger organization that only has full BASE BE fibo-be-le-fbo:OrganizationalSubUnit Unit recognition within the context of that organization, but requires identification for some Organization Covering A formal agreement between the principals in a formal organization which covers the BASE BE fibo-be-le-fbo:OrganizationCoveringAgreement Agreement relationship between the principals, and between the principals and the entity. Organization BASE BE fibo-be-le-fbo:OrganizationIdentificationScheme Identification Scheme an identification scheme dedicated to the unique identification of organizations BASE BE fibo-be-le-fbo:OrganizationIdentifier Organization Identifier unique within that scheme BASE BE fibo-be-le-fbo:OrganizationPartIdentifier Organization Part an identifier allocated to a particular organizational sub-unit a qualifier that indicates the accounting framework, i.e., the set of policies, methods, rules, BASE BE fibo-be-le-lei:AccountingFramework Accounting Framework and processes, applied for accounting consolidation purposes with respect to this

FIB-DM 2020 Q1 DEV Entities Page 5/151 Entity Type Package Code Name Comment a unique entity that is legally or financially responsible for the performance of financial Contractually Capable transactions, or has the legal right in its jurisdiction to enter independently into legal BASE BE fibo-be-le-lei:ContractuallyCapableEntity Entity contracts, regardless of whether it is incorporated or constituted in some other way (e.g. a classifier for a legal entity that indicates the nature of that entity as defined from a legal or BASE BE fibo-be-le-lei:EntityLegalForm Entity Legal Form regulatory perspective, in the jurisdiction in which it was established BASE BE fibo-be-le-lei:EntityLegalFormIdentifier Entity Legal Form a code that uniquely identifies an entity legal form as defined in ISO 20275 Entity Legal Form a scheme that specifies the elements of an unambiguous identifier for the entity legal forms BASE BE fibo-be-le-lei:EntityLegalFormScheme Scheme that are sanctioned in a given jurisdiction as defined in ISO 20725 indicates the legal address for the entity, in the jurisdiction in which the entity is established, ASSOC BE fibo-be-le-lei:hasLegalAddress has Legal Address used for registration purposes with respect to obtaining an LEI ASSOC BE fibo-be-le-lei:hasLegalForm has Legal Form jurisdiction ASSOC BE fibo-be-le-lei:isConsolidatedBy is Consolidated By 17442 perspective ASSOC BE fibo-be-le-lei:isConsolidationOf is Consolidation Of perspective is Directly Consolidated indicates that the entity considered the 'end node' or consolidating entity (parent) fully ASSOC BE fibo-be-le-lei:isDirectlyConsolidatedBy By consolidates the accounting of the 'start node' (child) per the accounting rules specified, and is International Branch indicates that the entity considered the 'start node' or consolidated entity (child) is an ASSOC BE fibo-be-le-lei:isInternationalBranchOf Of international branch of the 'end node' (parent) in the jurisdiction of the child is Ultimately indicates that the entity considered the 'end node' or consolidating entity (parent) fully ASSOC BE fibo-be-le-lei:isUltimatelyConsolidatedBy Consolidated By consolidates the accounting of the 'start node' (child) per the accounting rules specified, and BASE BE fibo-be-le-lei:LegalEntityIdentifier Legal Entity Identifier an organization identifier that uniquely identifies a legal person as defined in ISO 17442 Legal Entity Identifier a scheme that specifies the elements of an unambiguous legal entity identifier (LEI) scheme BASE BE fibo-be-le-lei:LegalEntityIdentifierScheme Scheme to identify the legal entities relevant to any financial transaction BASE BE fibo-be-le-lei:LEIRegisteredEntity LEI Registered Entity a legal person that has registered for and is identified by a legal entity identifier Relationship Period a classifier that qualifies something about the reporting period specified, such as that the BASE BE fibo-be-le-lei:RelationshipPeriodQualifier Qualifier date period reflects an accounting or document filing period a classifier that qualifies something about the relationship between consolidated entities BASE BE fibo-be-le-lei:RelationshipQualifier Relationship Qualifier during the reporting period, such as the accounting framework used BASE BE fibo-be-le-lei:RelationshipRecord Relationship Record a record describing relationships between legal entities BASE BE fibo-be-le-lei:RelationshipStatus Relationship Status the reporting period (active or inactive) BASE BE fibo-be-le-lp:BusinessEntity Business Entity business activities BASE BE fibo-be-le-lp:BusinessLicense Business License some jurisdiction for some period of time BASE BE fibo-be-le-lp:CharteredLegalPerson Chartered Legal Person a legal person created by a royal charter or decree ASSOC BE fibo-be-le-lp:designatesSignatory designates Signatory designates a party able to sign contracts on the part of the legal person ASSOC BE fibo-be-le-lp:isOrganizedIn is Organized In indicates the juridiction whose laws a legal entity is organized under indicates the jurisdiction in which a legal person is considered competent to enter into a ASSOC BE fibo-be-le-lp:isRecognizedIn is Recognized In contract, conduct business, or participate in other activities, or in which an agreement may a legal person that is a partnership, corporation, or other organization having the capacity to BASE BE fibo-be-le-lp:LegalEntity Legal Entity negotiate contracts, assume financial obligations, and pay off debts, organized under the Legally Competent conduct business, or participate in other activities that generally require the mental ability to BASE BE fibo-be-le-lp:LegallyCompetentNaturalPerson Natural Person understand problems and make decisions on his or her own behalf autonomous agent that is recognized as having rights and obligations under the law, BASE BE fibo-be-le-lp:LegalPerson Legal Person including but not limited to the right to sue and be sued, enter into contracts, own property, BASE BE fibo-be-le-lp:NotForProfitObjective Not For Profit or other not for profit goals of an organization BASE BE fibo-be-le-lp:PowerOfAttorney Power Of Attorney fact) to perform certain acts on the principal's behalf FIB-DM 2020 Q1 DEV Entities Page 6/151 Entity Type Package Code Name Comment an objective that reflects pursuit of a financial benefit that may be realized when the amount BASE BE fibo-be-le-lp:ProfitObjective Profit Objective of revenue gained from a business activity exceeds the expenses, costs and taxes needed to BASE BE fibo-be-le-lp:PublicPurpose Public Purpose benefit the populace as a whole BASE BE fibo-be-le-lp:ReligiousObjective Religious Objective a not for profit objective that reflects the religious goals of an organization BASE BE fibo-be-le-lp:Signatory Signatory Some agent who has the capacity to sign contracts on the part of some legal person BASE BE fibo-be-le-lp:StatutoryBody Statutory Body activity an affiliate of, or a person affiliated with, a specific person is a person that directly, or BASE BE fibo-be-oac-cctl:Affiliate Affiliate indirectly through one or more intermediaries, controls, or is controlled by, or is under BASE BE fibo-be-oac-cctl:ControlledCompany Controlled Company control, typically by way of ownership of voting shares Domestic Ultimate an organization that is recognized as the ultimate parent of a given company within the BASE BE fibo-be-oac-cctl:DomesticUltimateParent Parent country or jurisdiction of incorporation; this relationship may or may not be present, i.e. in an organization that is recognized as the ultimate parent of the company; this relationship BASE BE fibo-be-oac-cctl:GlobalUltimateParent Global Ultimate Parent may or may not be present, i.e. in the case of a company that has no parent has a party which directly, or indirectly through one or more intermediaries, controls, or is ASSOC BE fibo-be-oac-cctl:hasAffiliate has Affiliate controlled by, or is under common control with the company ASSOC BE fibo-be-oac-cctl:hasDomesticUltimateParent has Domestic Ultimate jurisdiction of incorporation, if it has one ASSOC BE fibo-be-oac-cctl:hasGlobalUltimateParent has Global Ultimate relates an organization to another recognized as its ultimate parent, if it has one has Majority relates a company to an organization that has a majority ownership and control over it, i.e., ASSOC BE fibo-be-oac-cctl:hasMajorityControllingInterestParty Controlling Interest its parent organization, if there is one has Majority Owned relates a company to one of its majority-owned subsidiaries, i.e., a subsidiary of which it ASSOC BE fibo-be-oac-cctl:hasMajorityOwnedSubsidiary Subsidiary owns more than 50 percent (50 percent plus one share) of the outstanding shares relates a company to one of its subsidiaries, that is an affiliae controlled by the company ASSOC BE fibo-be-oac-cctl:hasSubsidiary has Subsidiary directly, or indirectly through one or more intermediaries holds Majority relates a legal person to a company in which the party holds fifty percent or more of the ASSOC BE fibo-be-oac-cctl:holdsMajorityControllingVotingRightsIn Controlling Voting controlling voting rights holds Significant relates a legal person to a company in which the party holds a significant proportion of the ASSOC BE fibo-be-oac-cctl:holdsSignificantControllingVotingRightsIn Controlling Voting controlling voting rights holds Some Controlling ASSOC BE fibo-be-oac-cctl:holdsSomeControllingVotingRightsIn Voting Rights In relates a legal person to a company in which that party holds some controlling voting rights ASSOC BE fibo-be-oac-cctl:isWhollyOwnedBy is Wholly Owned By relates a company to an organization that has 100 percent ownership and control over it BASE BE fibo-be-oac-cctl:JointVenturePartner Joint Venture Partner a party in the role of joint venture partner to some venture Non Wholly Owned BASE BE fibo-be-oac-cctl:NonWhollyOwnedSubsidiary Subsidiary a subsidiary which is not a wholly owned subsidiary Over Fifty Percent a voting shareholding company that owns more than fifty (50) percent of the voting shares in BASE BE fibo-be-oac-cctl:OverFiftyPercentControllingInterestCompanyControlling Interest another company Significant BASE BE fibo-be-oac-cctl:SignificantShareholdingCompany Shareholding Company a company that owns a significant voting stake in another company BASE BE fibo-be-oac-cctl:Subsidiary Subsidiary company Total Controlling an organization having 100 percent ownership one or more organizations it holds voting BASE BE fibo-be-oac-cctl:TotalControllingInterestCompany Interest Company shares in BASE BE fibo-be-oac-cctl:VotingShareholder Voting Shareholder a party owning voting shares in some company limited by the issue of shares BASE BE fibo-be-oac-cctl:VotingShareholding Voting Shareholding a holding of some voting share BASE BE fibo-be-oac-cctl:VotingShareholdingCompany Voting Shareholding a formal business organization that holds voting shares in some incorporated company FIB-DM 2020 Q1 DEV Entities Page 7/151 Entity Type Package Code Name Comment BASE BE fibo-be-oac-cctl:WhollyOwnedSubsidiary Wholly Owned a subsidiary that is entirely owned and controlled by another company a party that enjoys the possession and/or benefits of ownership (such as receipt of income) BASE BE fibo-be-oac-cown:BeneficialOwner Beneficial Owner of a property even though its ownership (title) is in the name of another party (called a BASE BE fibo-be-oac-cown:PublicShareholder Public Shareholder a shareholder that holds publicly issued shares in a listed company BASE BE fibo-be-oac-cown:RegisteredShareholder Registered Shareholder a shareholder that is registered on the shareholder registry for a company an individual, group, or organization that owns one or more shares in a corporation or BASE BE fibo-be-oac-cown:Shareholder Shareholder mutual fund, or an interest in a general or limited partnership, or a unit of ownership in a Legal power of stockholders (shareholders) varies in proportion to their shareholdings. Typically, ten percent and below stockholding provides no protection. Fifteen percent stockholding may give the power to petition courts against changing the shares class rights. Up to 49.9 percent stockholding normally gives power to demand calling of an extraordinary general meeting. Fifty percent and over stockholding gives power to fire a director and force out minority stockholders by acquiring their shares as per the rules of the firm. Holder of 75 BASE BE fibo-be-oac-cown:Shareholding Shareholding percent of the stock has the power to change the articles and memorandum of association BASE BE fibo-be-oac-cpty:COCOBondholder COCO Bondholder Holder of bank bonds which convert to equity holdings in a bank. Constitutional BASE BE fibo-be-oac-cpty:ConstitutionalContractualControl Contractual Control Some control set out in some contract among the principals of an organization. Constitutional De Jure Control which is based in some instrument which has constitutional standing (is constitutive BASE BE fibo-be-oac-cpty:ConstitutionalDeJureControl Control of the entity) such as voting shares, general partner equity etc. BASE BE fibo-be-oac-cpty:ContractualControl Contractual Control others. BASE BE fibo-be-oac-cpty:ContractualControllingParty Contractual Controlling A party which exercises some control which is set out in some contract. BASE BE fibo-be-oac-cpty:ControlledParty Controlled Party Some party which is controlled in some way and to some degree by some other party. BASE BE fibo-be-oac-cpty:ControllingAlliance Controlling Alliance they jointly exercise control over some entity. Controlling Interest A party which holds some option which may be exercised to confer on that party some de BASE BE fibo-be-oac-cpty:ControllingInterestOptionHolder Option Holder jure controlling interest at some time in the future and at the discretion of that holder. BASE BE fibo-be-oac-cpty:ControllingInterestParty Controlling Interest context. BASE BE fibo-be-oac-cpty:ControllingLeverageParty Controlling Leverage A party which exercises control as a result of some investment in an equity. BASE BE fibo-be-oac-cpty:CourtAppointedControl Court Appointed receivership. BASE BE fibo-be-oac-cpty:DeFactoControllingInterestParty Issued instrument such as shares. BASE BE fibo-be-oac-cpty:DegreeOfControl Degree Of Control the degree of control one entity has over another BASE BE fibo-be-oac-cpty:DeJureControllingInterest Maturity Extension controlling interest that is formalized by some formal legal construct BASE BE fibo-be-oac-cpty:DeJureControllingInterestParty Maturity Extension An entity that may exercise de jure controlling interest BASE BE fibo-be-oac-cpty:EntityControllingParty Entity Controlling Party Some party which is able to direct the activities of some business entity. BASE BE fibo-be-oac-cpty:EquityBasedDeJureControl Equity Based De Jure in that entity. ASSOC BE fibo-be-oac-cpty:hasControllingInterestParty has Controlling Interest organization ASSOC BE fibo-be-oac-cpty:hasDegreeOfControl has Degree Of Control respect to some activity has Majority ASSOC BE fibo-be-oac-cpty:hasMajorityControllingParty Controlling Party The parent of the company, if there is one. ASSOC BE fibo-be-oac-cpty:hasNatureOfControl has Nature Of Control has nature or kind of control, de facto or limited de facto control has Significant identifies an entity that owns a significant percentage of the equity in this company, but less ASSOC BE fibo-be-oac-cpty:hasSignificantControllingInterestParty Controlling Interest than 50 percent ASSOC BE fibo-be-oac-cpty:hasTotalOwner has Total Owner interest ASSOC BE fibo-be-oac-cpty:holdsSomeMeansOf holds Some Means Of Some means of control held by the party. FIB-DM 2020 Q1 DEV Entities Page 8/151 Entity Type Package Code Name Comment Influence Based De Some influence and control over some entity other than by means of investment in that BASE BE fibo-be-oac-cpty:InfluenceBasedDeFactoControl Facto Control entity. Influence Based De A party which exercises some influence and control over the entity other than by means of BASE BE fibo-be-oac-cpty:InfluenceBasedDeFactoControllingParty Facto Controlling Party investment. Investment Based De Control which arises through some investment in some entity, other than as the holding of BASE BE fibo-be-oac-cpty:InvestmentBasedDeFactoControl Facto Control constitutional equity (shares etc.) in that entity. Investment Based De A party which exercises some degree of de facto control based on some investment which BASE BE fibo-be-oac-cpty:InvestmentBasedDeFactoControllingInterestPartyFacto Controlling they hold in the entity. ASSOC BE fibo-be-oac-cpty:isBasedOnInvestmentEquity is Based On Investment investment equity by some party is Controlled To Some ASSOC BE fibo-be-oac-cpty:isControlledToSomeDegreeBy Degree By identifies a party that has some degree of control over a formal business organization BASE BE fibo-be-oac-cpty:JointControllingParty Joint Controlling Party organization BASE BE fibo-be-oac-cpty:LimitedControllingParty Limited Controlling specific degree. Limited De Facto The ability to direct the affairs of some entity within prescribed limits. Those limits are BASE BE fibo-be-oac-cpty:LimitedDeFactoControl Control described in terms of activities which the entity holding such control may cause the Majority Controlling an entity controlling party that possesses, either directly or indirectly, the power to direct or BASE BE fibo-be-oac-cpty:MajorityControllingParty Party cause the direction of the management and policies of a legal person, whether through the Party Holding Some BASE BE fibo-be-oac-cpty:PartyHoldingSomeOptionForControl Option For Control Some party holding the option to exercise some de jure controlling interest BASE BE fibo-be-oac-cpty:Receiver Receiver which is no longer solvent. Significant Controlling A person which owns a significant voting stake in this entity of between some lower BASE BE fibo-be-oac-cpty:SignificantControllingInterestParty Interest Party significant threshold and 50 percent, but not 50 percent or more. BASE BE fibo-be-oac-cpty:SoleControllingParty Sole Controlling Party an individual entity that directs the affairs of some formal business organization BASE BE fibo-be-oac-cpty:TotalOwner Total Owner Entity having 100 percent ownership in the entity so owned. BASE BE fibo-be-oac-cpty:WarrantHolder Warrant Holder controlling interest in some entity. The articles of association are a contract (1) between the members (stockholders, subscribers) and the organization and (2) among the members themselves. It sets out the rights and duties of directors and stockholders individually and in meetings. Certain statutory clauses (such as those dealing with allotment, transfer, and forfeiture of shares) must be included; the other clauses are chosen by the stockholders to make up the bylaws of the organization. A court, however, may declare a clause ultra vires if it is deemed unfair, unlawful, or unreasonable. A copy of the articles is lodged with the appropriate authority BASE BE fibo-be-oac-exec:ArticlesOfIncorporation Partial Call such as the registrar of companies. Articles are public documents and may be inspected by an individual qualified (at the state level) to conduct audits. An auditor may be an internal auditor (an individual whose primary job function is to audit his or her own company) or an BASE BE fibo-be-oac-exec:Auditor Auditor external auditor (an individual from outside the company, who typically is employed by an BASE BE fibo-be-oac-exec:BoardCapacity Delivery Terms the capacity that resides in the board of directors of a company Draw Up Offering BASE BE fibo-be-oac-exec:BoardMember Memorandum a person who is a member of the board of directors of a corporation

FIB-DM 2020 Q1 DEV Entities Page 9/151 Entity Type Package Code Name Comment Governing body (called the board) of an incorporated firm. Its members (directors) are elected normally by the subscribers (stockholders) of the firm (generally at an annual general meeting or AGM) to govern the firm and look after the subscribers' interests. The board has the ultimate decision-making authority and, in general, is empowered to (1) set the company's policy, objectives, and overall direction, (2) adopt bylaws, (3) name members of the advisory, executive, finance, and other committees, (4) hire, monitor, evaluate, and fire Draw Up Offering the managing director and senior executives, (5) determine and pay the dividend, and (6) BASE BE fibo-be-oac-exec:BoardOfDirectors Memorandum issue additional shares. Though all its members might not be engaged in the company's day- Corporate bylaws are typically called Articles of Association in the United Kingdom, or Articles of Incorporation in the United States. In government usage, the term bylaws is used BASE BE fibo-be-oac-exec:Bylaw Bylaw to describe laws, orders, regulations, rules, etc., made by a ministry, local authority (a Top executive responsible for a firm's overall operations and performance. He or she is the leader of the firm, serves as the main link between the board of directors (the board) and the firm's various parts or levels, and is held solely responsible for the firm's success or failure. BASE BE fibo-be-oac-exec:ChiefExecutiveOfficer Chief Executive Officer One of the major duties of a CEO is to maintain and implement corporate policy, as Senior-most executive responsible for financial control and planning of a firm or project. He or she is in charge of all accounting functions including (1) credit control, (2) preparing budgets and financial statements, (3) coordinating financing and fund raising, (4) monitoring BASE BE fibo-be-oac-exec:ChiefFinancialOfficer Chief Financial Officer expenditure and liquidity, (5) managing investment and taxation issues, (6) reporting BASE BE fibo-be-oac-exec:CompanyBylaw Company Bylaw the time of incorporation, along with the charter. BASE BE fibo-be-oac-exec:CompanyLaw Company Law dissolution of a firm is administered and controlled. Officer appointed by the directors of a firm as responsible for ensuring that firm's legal obligations under the corporate legislation are complied with. His or her formal duties include (1) calling meetings, (2) recording minutes of the meetings, (3) keeping statutory record books, (4) proper payment of dividend and interest payments, and (5) proper drafting and execution of agreements, contracts, and resolutions. A company secretary is not BASE BE fibo-be-oac-exec:CompanySecretary Company Secretary automatically an employee of the firm and, if employed with executive responsibilities, not Company Statutory BASE BE fibo-be-oac-exec:CompanyStatutoryObligation Obligation an obligation defined in company law (statute) The executives of a corporation charged with certain operational responsibilities. Typically appointed by the board of directors, the corporate officers usually include the Chief BASE BE fibo-be-oac-exec:CorporateOfficer Corporate Officer Executive Officer (CEO), Chief Financial Officer (CFO), President, and in some corporations BASE BE fibo-be-oac-exec:CorporateOfficerCapacity Corporate Officer the capacity vested in a public officer of a company BASE BE fibo-be-oac-exec:CorporateOfficerDuty Corporate Officer Duty some duty incumbent upon some officer of a company ASSOC BE fibo-be-oac-exec:delegatesControlTo delegates Control To indicates a party to which this legal person has delegated some authority or control ASSOC BE fibo-be-oac-exec:elects elects chooses someone to hold office or some other position by voting person appointed and given the responsibility to manage the affairs of an organization and BASE BE fibo-be-oac-exec:Executive Executive the authority to make decisions within specified boundaries BASE BE fibo-be-oac-exec:ExecutiveBoardMember Executive Board responsibilities in the company. ASSOC BE fibo-be-oac-exec:hasDelegatedControlOf has Delegated Control indicates a legal person that has delegated some authority or control to this party ASSOC BE fibo-be-oac-exec:hasResponsibility has Responsibility identifies a particular burden of obligation upon one who is responsible ASSOC BE fibo-be-oac-exec:hasResponsibleParty has Responsible Party some party that has some defined responsibility with respect to the formal organization ASSOC BE fibo-be-oac-exec:hasVestedInIt has Vested In It indicates the delegated legal authority that is vested in the controlling party BASE BE fibo-be-oac-exec:LegallyDelegatedAuthority Legally Delegated a party having some legal control of some entity FIB-DM 2020 Q1 DEV Entities Page 10/151 Entity Type Package Code Name Comment ASSOC BE fibo-be-oac-exec:nominates nominates appoints or proposes for appointment to an office or place Non Executive Board Some person performing the role of a Board Member of a company, and having no executive BASE BE fibo-be-oac-exec:NonExecutiveBoardMember Member responsibilities towards the running of the company. BASE BE fibo-be-oac-exec:ResponsibleParty Responsible Party responsibility, a signatory, an examiner or registrar, etc. BASE BE fibo-be-oac-opty:ConstitutionalOwner Constitutional Owner a party that holds an equity stake in some entity, in the form of shareholders' equity BASE BE fibo-be-oac-opty:ControllingEquity Controlling Equity stated in a corresponding equity instrument BASE BE fibo-be-oac-opty:DirectConsolidation Direct Consolidation organization BASE BE fibo-be-oac-opty:EntityOwner Entity Owner a party that has some ownership interest in some entity BASE BE fibo-be-oac-opty:EntityOwnership Entity Ownership ownership by some party of an interest in some non-governmental formal organization BASE BE fibo-be-oac-opty:ForeignBranchOwnership Foreign Branch foreign affiliate and legally part of the owning entity BASE BE fibo-be-oac-opty:GuaranteeProvidingMember Guarantee Providing guarantees ASSOC BE fibo-be-oac-opty:guarantees guarantees to a product, service, or transaction ASSOC BE fibo-be-oac-opty:hasConstitutionalOwner has Constitutional holds or owns it, in whole or in part ASSOC BE fibo-be-oac-opty:hasDirectOwnership has Direct Ownership relates a formal organization to the context in which it is owned directly by another entity ASSOC BE fibo-be-oac-opty:hasDirectOwningEntity has Direct Owning relates a formal organization to a direct legal person / owner ASSOC BE fibo-be-oac-opty:hasInvestmentEntity has Investment Entity the percent ownership interest ASSOC BE fibo-be-oac-opty:hasInvestmentOwnership has Investment relates a legal person to the context in which it owns a formal organization ASSOC BE fibo-be-oac-opty:hasInvestor has Investor it, in whole or in part holds An Ownership ASSOC BE fibo-be-oac-opty:holdsAnOwnershipInterestIn Interest In links a party to some organization it holds an ownership interest in ASSOC BE fibo-be-oac-opty:holdsEquityIn holds Equity In links a party to some equity it holds BASE BE fibo-be-oac-opty:InvestmentEquity Investment Equity form of shareholders's equity BASE BE fibo-be-oac-opty:Investor Investor (be) a party that owns some stake in some organization by way of investment BASE BE fibo-be-oac-opty:InvestorContract Investor Contract out the rights which are conferred on that investor. BASE BE fibo-be-oac-opty:UltimateConsolidation Ultimate Consolidation some party of some other legal entity Private Company With a hybrid business entity having certain characteristics of both a corporation and a BASE BE fibo-be-plc-plc:PrivateCompanyWithLimitedLiability Limited Liability partnership or sole proprietorship (depending on how many owners there are). BASE BE fibo-be-ptr-ptr:CorporateLimitedPartner Corporate Limited a natural person) Equity Apportionment BASE BE fibo-be-ptr-ptr:EquityApportionmentTermsSet Terms Set contract terms defining the apportionment of equity for some formal business organization. a partner in a partnership, who holds some part of the general partner equity and typically is BASE BE fibo-be-ptr-ptr:GeneralPartner General Partner jointly and severally liable with the other partners for the liabilities incurred by that BASE BE fibo-be-ptr-ptr:GeneralPartnerEquity General Partner Equity capability on the part of the holders of the equity. Liability terms defining the apportionment of liabilities accrued by some formal business BASE BE fibo-be-ptr-ptr:LiabilityApportionmentTermsSet Apportionment Terms organization. BASE BE fibo-be-ptr-ptr:LimitedPartner Limited Partner a partner whose liabilities are limited to the extent of their equity holding or guarantees BASE BE fibo-be-ptr-ptr:LimitedPartnerEquity Limited Partner Equity capability on the part of the holders of this equity. Natural Person Limited BASE BE fibo-be-ptr-ptr:NaturalPersonLimitedPartner Partner a limited partner in a partnership who is a natural person BASE BE fibo-be-ptr-ptr:NonIncorporatedPartnership Non Incorporated the entity BASE BE fibo-be-ptr-ptr:Partner Partner a member of a partnership BASE BE fibo-be-ptr-ptr:Partnership Partnership common identity BASE BE fibo-be-ptr-ptr:PartnershipAgreement Partnership Agreement partner is contributing to it. FIB-DM 2020 Q1 DEV Entities Page 11/151 Entity Type Package Code Name Comment BASE BE fibo-be-ptr-ptr:PartnershipEquity Partnership Equity equity in some partnership Partnership a partnership incorporated via the issuance of equity, with limited partners (i.e., partners BASE BE fibo-be-ptr-ptr:PartnershipIncorporatedByEquity Incorporated By Equity whose liability is limited) that are necessarily not natural persons (i.e., cannot be individuals) Partnership a partnership which has legal personhood, but for which there is not some issuance of BASE BE fibo-be-ptr-ptr:PartnershipIncorporatedThroughAgreementIncorporated Through limited partner equity Partnership With A partnership with limited partners (partners whose liability is limited) and where those BASE BE fibo-be-ptr-ptr:PartnershipWithCorporateLimitedPartners Corporate Limited partners are necessarily non natural persons (i.e. cannot be individuals). Partnership With BASE BE fibo-be-ptr-ptr:PartnershipWithGeneralAndLimitedPartnersGeneral And Limited a partnership having both limited partners and general partners Partnership With BASE BE fibo-be-ptr-ptr:PartnershipWithGeneralPartners General Partners a partnership that has two or more general partners Partnership With General Partners With BASE BE fibo-be-ptr-ptr:PartnershipWithGeneralPartnersWithLimitedLiabilityLimited Liability a partnership that has general partners, whose general partners have limited liability Partnership With a partnership having limited partners, that is partners whose liabilities are limited to the BASE BE fibo-be-ptr-ptr:PartnershipWithLimitedPartners Limited Partners extent of their equity or guarantees Partnership With a partnership with limited partners (partners whose liability is limited) and where those BASE BE fibo-be-ptr-ptr:PartnershipWithNaturalPersonLimitedPartnersNatural Person Limited partners are necessarily natural persons (i.e. cannot be corporates) Partnership With Only BASE BE fibo-be-ptr-ptr:PartnershipWithOnlyLimitedPartners Limited Partners a partnership having limited partners but no general partners a party that owns a business, has the rights to all profits from that business and is considered BASE BE fibo-be-sps-sps:SoleProprietor Sole Proprietor a single entity (unincorporated) together with that business for tax and liability purposes BASE BE fibo-be-sps-sps:SoleProprietorship Sole Proprietorship an unincorporated business owned by a single person BASE BE fibo-be-tr-tr:FundUnitHolder Fund Unit Holder a party that holds some unit in a fund A fiduciary relationship in which one party, known as a trustor, gives another party, the BASE BE fibo-be-tr-tr:Trust Trust trustee, the right to hold title to property or assets for the benefit of a third party, the Formal agreement through which a trustor vests the ownership rights (title) to one or more assets to one or more trustees for conservation and protection on behalf of one or more beneficiaries of the trust. It normally states the (1) purpose for which the trust was established and fulfillment of which will terminate the trust, (2) details of the assets placed in the trust, (3) powers and limitations of the trustees, their reporting requirements, and other BASE BE fibo-be-tr-tr:TrustAgreement Trust Agreement associated provisions, and (4) may also specify the trustees' compensation, if any. A trust Person or organization for whose present or future interest (benefit) an annuity, assignment BASE BE fibo-be-tr-tr:TrustBeneficiary Trust Beneficiary (such as a letter of credit), contract, insurance policy, judgment, promise, trust, will, etc., is An individual or organization which holds or manages and invests assets for the benefit of another. The trustee is legally obliged to make all trust-related decisions with the beneficiary's interests in mind, and may be liable for damages in the event of not doing so. BASE BE fibo-be-tr-tr:Trustee Trustee (be) Trustees may be entitled to a payment for their services, if specified in the trust deed. In the BASE BE fibo-be-tr-tr:TrustFundManager Trust Fund Manager A trust fund manager acts on behalf of the Trustee to manage the assets of the Trust. BASE BE fibo-be-tr-tr:TrustFundTrust Trust Fund Trust A trust which forms the basis for a fund.

FIB-DM 2020 Q1 DEV Entities Page 12/151 Entity Type Package Code Name Comment Entity that establishes a trust and place property under the protection and management of one or more trustees for the immediate or eventual benefit of ascertainable one or more beneficiaries. It is not always necessary to identify the trustor who may be also be a trustee BASE BE fibo-be-tr-tr:Trustor Trustor and/or one of the beneficiaries. In legal parlance, a trustor is called a settlor in the UK and a BASE BP fibo-bp-iss-ambs:AcquireMortgage Acquire Mortgage BASE BP fibo-bp-iss-ambs:AddMortgageToPool Add Mortgage To Pool ASSOC BP fibo-bp-iss-ambs:adds adds ASSOC BP fibo-bp-iss-ambs:addsToPool adds To Pool Agency Mortgage Pool BASE BP fibo-bp-iss-ambs:AgencyMortgagePoolCreationProcess Creation Process Allocate Primary BASE BP fibo-bp-iss-ambs:AllocatePrimaryIdentifier Identifier (ambs) ASSOC BP fibo-bp-iss-ambs:allocatesIdentifier allocates Identifier BASE BP fibo-bp-iss-ambs:AssessPoolSuitablilityForIssuance Payment Obligation BASE BP fibo-bp-iss-ambs:ClassifyMortgage Classify Mortgage BASE BP fibo-bp-iss-ambs:DefineMortgagePool Define Mortgage Pool ASSOC BP fibo-bp-iss-ambs:definesCriteriaFor defines Criteria For Draft Pass Through Draft of set of information defining the pass thorugh security terms. These will eventually BASE BP fibo-bp-iss-ambs:DraftPassThroughTermsheet Termsheet become the contractual terms of the instrument. Term origin:MBS PoC Reviews Draw Up Offering BASE BP fibo-bp-iss-ambs:DrawUpOfferingMemorandum Memorandum (ambs) BASE BP fibo-bp-iss-ambs:DrawUpTermsheet Draw Up Termsheet BASE BP fibo-bp-iss-ambs:FinalizePoolContent Finalize Pool Content BASE BP fibo-bp-iss-ambs:FinalizeProspectus Finalize Prospectus ASSOC BP fibo-bp-iss-ambs:finalizes finalizes ASSOC BP fibo-bp-iss-ambs:hasResource has Resource ASSOC BP fibo-bp-iss-ambs:identifies identifies Identify Conforming BASE BP fibo-bp-iss-ambs:IdentifyConformingMortgage Mortgage (ambs) Identify mortgage conforming to overall requirements for this issuer. BASE BP fibo-bp-iss-ambs:IdentifyUnderwriter Identify Underwriter In Assembly Agency BASE BP fibo-bp-iss-ambs:InAssemblyAgencyMortgagePool Mortgage Pool In Issuance Agency BASE BP fibo-bp-iss-ambs:InIssuanceAgencyMortgagePool Mortgage Pool ASSOC BP fibo-bp-iss-ambs:isAssessmentOf is Assessment Of ASSOC BP fibo-bp-iss-ambs:isDefiningOf is Defining Of Make Securities BASE BP fibo-bp-iss-ambs:MakeSecuritiesAvailabeInMarket Availabe In Market BASE BP fibo-bp-iss-ambs:MarketIssue Market Issue ASSOC BP fibo-bp-iss-ambs:maximumLoanBalance maximum Loan ASSOC BP fibo-bp-iss-ambs:minimumRating minimum Rating Not Yet Issued Agency BASE BP fibo-bp-iss-ambs:NotYetIssuedAgencyMortgagePool Mortgage Pool FIB-DM 2020 Q1 DEV Entities Page 13/151 Entity Type Package Code Name Comment Pass Through Issue BASE BP fibo-bp-iss-ambs:PassThroughIssueProspectusPart Prospectus Part A part or section of a prospectus for a pass through MBS issue. Term origin:MBS PoC Reviews The draft prospectus for a pass through Mortgage Backed Securities issue, as determined by Pass Through MBS the issuing agency prior to marketing the issue. Certain terms in the draft prospectus will be BASE BP fibo-bp-iss-ambs:PassThroughMBSDraftProspectus Draft Prospectus finalized later in the issuance process to become the actual Prospectus. Term origin:MBS PoC Pass Through MBS BASE BP fibo-bp-iss-ambs:PassThroughMBSFinalProspectus Final Prospectus Term origin:MBS PoC Reviews Pass Through MBS The final termsheet for the pass through MBS issue. This defines the terms for the MBS BASE BP fibo-bp-iss-ambs:PassThroughMBSFinalTermsheet Final Termsheet contract itself. Term origin:MBS PoC Reviews Pass Through MBS BASE BP fibo-bp-iss-ambs:PassThroughMBSSecuritizationProcess Securitization Process Pass Through Offering a future issue, for the information of prospective investors and their agents. Term origin:MBS BASE BP fibo-bp-iss-ambs:PassThroughOfferingMemorandum Memorandum PoC Reviews BASE BP fibo-bp-iss-ambs:PoolConformanceCriteria Pool Conformance Potential Agency MBS The entity which will become the issuing party for the pass through MBS Issue. This entity is BASE BP fibo-bp-iss-ambs:PotentialAgencyMBSIssuer Issuer the principal actor in most of the activities involved in the issue. Term origin:MBS PoC Potential Pass Through The entity which will become the underwriter for the pass through MBS issue. Term BASE BP fibo-bp-iss-ambs:PotentialPassThroughIssuanceUnderwriterIssuance Underwriter origin:MBS PoC Reviews ASSOC BP fibo-bp-iss-ambs:purchase purchase ASSOC BP fibo-bp-iss-ambs:purchases purchases BASE BP fibo-bp-iss-ambs:RegisterSecurity Register Security ASSOC BP fibo-bp-iss-ambs:resultsInAppointmentOf results In Appointment BASE BP fibo-bp-iss-ambs:SuitableForIssue Suitable For Issue BASE BP fibo-bp-iss-ambs:ValidateConformance Validate Conformance which it is to be included. ASSOC BP fibo-bp-iss-ambs:validates validates BASE BP fibo-bp-iss-dbti:ABSSecuritizationProcess ABS Securitization A bond issuance in which new bonds are sold at a lower rate than outstanding ones. The BASE BP fibo-bp-iss-dbti:AdvancedRefunding Advanced Refunding proceeds are then invested, and when the older bonds become callable they are paid off ASSOC BP fibo-bp-iss-dbti:announces announces The issue of one or more securities that the announcement pertains to. ASSOC BP fibo-bp-iss-dbti:assesses assesses BASE BP fibo-bp-iss-dbti:AssetPoolCreationProcess Transaction Event Bond Issuance a debt issuance programe under which an entity may, from time to time, issue bonds under BASE BP fibo-bp-iss-dbti:BondIssuanceProgramme Programme the terms and conditions specified in the base prospectus for that programme BASE BP fibo-bp-iss-dbti:BondOffering Bond Offering a debt offering of one or more bonds, as all or part of an issuance programme a bond offering where the issue includes a warrant; Further notes: ISO 10962 CFI definition is A bond that is issued together with one or more warrant(s) attached as part of the offer, the Bond Offering With warrant(s) granting the holder the right to purchase a designated security, often the BASE BP fibo-bp-iss-dbti:BondOfferingWithWarrant Warrant common stock of the issuer of the debt, at a specified price. Review notes: This need not be BASE BP fibo-bp-iss-dbti:CDOSecuritizationProcess CDO Securitization BASE BP fibo-bp-iss-dbti:CompletedDebtsPool Completed Debts Pool Credit Card Pool BASE BP fibo-bp-iss-dbti:CreditCardPoolCreationProcess Creation Process BASE BP fibo-bp-iss-dbti:DebtInstrumentPoolCreationProcess Purchase Price FIB-DM 2020 Q1 DEV Entities Page 14/151 Entity Type Package Code Name Comment BASE BP fibo-bp-iss-dbti:DebtIssuanceProcessInformation Register Security information specific to the issuance of a debt security BASE BP fibo-bp-iss-dbti:DebtIssuanceProgramme Reverse Mortgage a series of debt security issuances over time BASE BP fibo-bp-iss-dbti:DebtIssuancePurpose Reverse Mortgage instances BASE BP fibo-bp-iss-dbti:DebtSecuritizationProcess Debt Securitization ASSOC BP fibo-bp-iss-dbti:followedBy followed By ASSOC BP fibo-bp-iss-dbti:hasDebtIssuancePurpose has Debt Issuance ASSOC BP fibo-bp-iss-dbti:hasOriginalIssueDiscount has Original Issue discount from par value at the time a bond or other debt instrument is issued Home Equity Line Of BASE BP fibo-bp-iss-dbti:HomeEquityLineOfCreditPoolCreationProcessCredit Pool Creation BASE BP fibo-bp-iss-dbti:InAssembly In Assembly BASE BP fibo-bp-iss-dbti:InAssemblyDebtsPool In Assembly Debts Pool BASE BP fibo-bp-iss-dbti:InIssuance In Issuance ASSOC BP fibo-bp-iss-dbti:isAbout is About MTN securities. ASSOC BP fibo-bp-iss-dbti:isCreationOf is Creation Of Issuance Process BASE BP fibo-bp-iss-dbti:IssuanceProcessActivity Activity (dbti) An activity within the process of securities issuance. BASE BP fibo-bp-iss-dbti:Issued Issued (bp) BASE BP fibo-bp-iss-dbti:LoanPoolCreationProcess Loan Pool Creation a program of offerings of medium term notes; a set of issues where the maturity is defined Medium Term Note after the rest of the terms have been registered with some authority; these are registered up BASE BP fibo-bp-iss-dbti:MediumTermNoteIssuanceProgramme Issuance Programme front so that then the company wants to borrow more money they don't have to go through BASE BP fibo-bp-iss-dbti:MediumTermNoteOffering Medium Term Note BASE BP fibo-bp-iss-dbti:MTNRegistration MTN Registration BASE BP fibo-bp-iss-dbti:MuniIssueUnderwriter Muni Issue origin:DTCC BASE BP fibo-bp-iss-dbti:NewMoneyPurpose New Money Purpose securities issued to raise funds for a new project or purpose BASE BP fibo-bp-iss-dbti:NotYetIssued Not Yet Issued BASE BP fibo-bp-iss-dbti:NotYetIssuedDebtsPool Not Yet Issued Debts Pool Backed Security BASE BP fibo-bp-iss-dbti:PoolBackedSecuritySecuritizationProcess Securitization Process Pool Backed Security BASE BP fibo-bp-iss-dbti:PoolBackedSecuritySecuritizationProcessActorSecuritization Process BASE BP fibo-bp-iss-dbti:RefundingPurpose Refunding Purpose a procedure whereby an issuer refinances outstanding bonds by issuing new bonds BASE BP fibo-bp-iss-dbti:RemarketingPurpose Remarketing Purpose previous owners thereof ASSOC BP fibo-bp-iss-dbti:resultsIn results In Retail Asset Pool The process by which pools of assets are created. These may then be used in the issue of BASE BP fibo-bp-iss-dbti:RetailAssetPoolCreationProcess Creation Process securities based on those asset pools as underlying. BASE BP fibo-bp-iss-dbti:SecuritizationProcessActor Securitization Process underwriter Takedown ASSOC BP fibo-bp-iss-dbti:underwriterTakedownAmount Amount Takedown amount of the security handled by the underwriter(that will be brought into DTC). Underwriter Takedown information on takedown quantity of the debt security handled by the underwriter (that will BASE BP fibo-bp-iss-dbti:UnderwriterTakedownForDebt For Debt be brought into DTC) ASSOC BP fibo-bp-iss-doc:becomesFinal becomes Final

FIB-DM 2020 Q1 DEV Entities Page 15/151 Entity Type Package Code Name Comment An individual set of terms in a Terms Sheet may become a corresponding set of Terms in an ASSOC BP fibo-bp-iss-doc:becomesOnIssue becomes On Issue Security. This would happen as part of the Issuance process. A written contract, also known as a "Deed of Trust", under which bonds and debentures are issued, setting forth maturity date, interest rate, redemption rights, call privileges and other BASE BP fibo-bp-iss-doc:Indenture Indenture terms. Under the rules of the Trust Indenture Act of 1939, the contract is executed by the BASE BP fibo-bp-iss-doc:IssuanceTrustAgreement Issuance Trust Offering Document Terms which are contained in the identified Offering Document and are considered legally BASE BP fibo-bp-iss-doc:OfferingDocumentTerms Terms binding within the Issuance and Offering process, if they exist. A set of terms in a Prospectus which on issue will become the binding Contractual Terms of BASE BP fibo-bp-iss-doc:ProspectusTerms Prospectus Terms the Security. For example, Call Terms, Interest Payment Terms. Securities Issuance BASE BP fibo-bp-iss-doc:SecuritiesIssuanceAgreement Agreement A formal agreement, deed or contract in respect of some intended securities issuance. Security Draft The draft prospectus for the issue, as determined prior to marketing the issue. Certain terms BASE BP fibo-bp-iss-doc:SecurityDraftProspectus Prospectus in the draft prospectus will be finalized later in the issuance process to become the actual Security Final The final Prospectus for an issue describes the Offer Issue, including facts about the issue BASE BP fibo-bp-iss-doc:SecurityFinalProspectus Prospectus itself such as closing dates, and known facts about the securities that will form part of that BASE BP fibo-bp-iss-doc:SecurityIssueOrdinance Security Issue A set of written terms for a future financial security setting out legal or contractual rights, BASE BP fibo-bp-iss-doc:SecurityTermSheet Security Term Sheet obligations and the like, but not (or not yet) forming part of a set of Contractual Terms of the BASE BP fibo-bp-iss-doc:TermsSheetTermsSet Terms Sheet Terms Set BASE BP fibo-bp-iss-ipo:AgreeBasisForAllocation Agree Basis For BASE BP fibo-bp-iss-ipo:Allocation Bid Price BASE BP fibo-bp-iss-ipo:AllocationBasisDetails Broker Dealer BASE BP fibo-bp-iss-ipo:AllocationDetails Broker Dealer BASE BP fibo-bp-iss-ipo:AnnounceEquityIssue Finalize Prospectus BASE BP fibo-bp-iss-ipo:ApplicationForShares Issued BASE BP fibo-bp-iss-ipo:AppointAdvisors Maturity Extension BASE BP fibo-bp-iss-ipo:ApproveForFlotation Obligation Acceleration BASE BP fibo-bp-iss-ipo:CorporateBroker Corporate Broker BASE BP fibo-bp-iss-ipo:EquityAnnouncement Equity Announcement BASE BP fibo-bp-iss-ipo:FilingDetails Filing Details Formal Approval For BASE BP fibo-bp-iss-ipo:FormalApprovalForListingAndTrading Listing And Trading BASE BP fibo-bp-iss-ipo:IndicationOfInterest Indication Of Interest Initial Public Offering BASE BP fibo-bp-iss-ipo:InitialPublicOfferingProcessStep Process Step BASE BP fibo-bp-iss-ipo:IPOFullProspectus IPO Full Prospectus BASE BP fibo-bp-iss-ipo:IPOPreliminaryProspectus IPO Preliminary BASE BP fibo-bp-iss-ipo:IPOProcess IPO Process BASE BP fibo-bp-iss-ipo:IPOSettlementDetails IPO Settlement Details ASSOC BP fibo-bp-iss-ipo:lead lead BASE BP fibo-bp-iss-ipo:MarketingOfShareIssue Marketing Of Share ASSOC BP fibo-bp-iss-ipo:mayBe may Be

FIB-DM 2020 Q1 DEV Entities Page 16/151 Entity Type Package Code Name Comment BASE BP fibo-bp-iss-ipo:NoticeOfAllocation Notice Of Allocation BASE BP fibo-bp-iss-ipo:PotentialShareUnderwriter Potential Share BASE BP fibo-bp-iss-ipo:PublishInitialProspectus Publish Initial BASE BP fibo-bp-iss-ipo:PurchasePrice Purchase Price (bp) BASE BP fibo-bp-iss-ipo:PurchaseUnallocatedStock Purchase Unallocated BASE BP fibo-bp-iss-ipo:ReceiveApplications Receive Applications Register With BASE BP fibo-bp-iss-ipo:RegisterWithRegulatoryAuthority Regulatory Authority Registration Statement BASE BP fibo-bp-iss-ipo:RegistrationStatementDocument Document BASE BP fibo-bp-iss-ipo:ReportingAccountant Reporting Accountant BASE BP fibo-bp-iss-ipo:SetPrice Set Price Settlement Of BASE BP fibo-bp-iss-ipo:SettlementOfAllocatedShares Allocated Shares BASE BP fibo-bp-iss-ipo:ShareRegister Share Register ASSOC BP fibo-bp-iss-ipo:shareUnderwriter share Underwriter BASE BP fibo-bp-iss-ipo:Sponsor Sponsor BASE BP fibo-bp-iss-ipo:SyndicateMember Syndicate Member ASSOC BP fibo-bp-iss-ipo:syndicateMember syndicate Member BASE BP fibo-bp-iss-ipo:Underwriting Underwriting ASSOC BP fibo-bp-iss-mbs:includesDetailsAbout includes Details About BASE BP fibo-bp-iss-mbs:MBSSecuritizationProcess MBS Securitization BASE BP fibo-bp-iss-mbs:ProspectusPart Prospectus Part A part or section of a prospectus for a securities issue. ASSOC BP fibo-bp-iss-muni:actualClosingDate actual Closing Date The date in which closing has been done for the underwriter of a security. ASSOC BP fibo-bp-iss-muni:advises advises BASE BP fibo-bp-iss-muni:AnnounceSecuritiesIssue Identify Conforming ASSOC BP fibo-bp-iss-muni:announcesIssueOf announces Issue Of BASE BP fibo-bp-iss-muni:BondCounsel Bond Counsel A bank, brokerage or other financial institution that is not a direct DTC member. BASE BP fibo-bp-iss-muni:Correspondent Correspondent Correspondents rely on direct DTC Participants to perform their DTC settlement services BASE BP fibo-bp-iss-muni:DebtAuctionProcess Obligation Default BASE BP fibo-bp-iss-muni:DebtIssueOverAllotmentTerms Servicer Terms for Change to an Issue Amount for Debt securities BASE BP fibo-bp-iss-muni:DebtUnderwritingClosing Debt Underwriting Debt Underwriting BASE BP fibo-bp-iss-muni:DebtUnderwritingIssuanceProcess Issuance Process BASE BP fibo-bp-iss-muni:Dissemination Dissemination dissemination Decision ASSOC BP fibo-bp-iss-muni:disseminationDecisionDateAndTime Date And Time Date and Time when the Dissemination Underwriter made the Decision about Dissemination. BASE BP fibo-bp-iss-muni:DisseminationUnderwriter Dissemination A firm which is a member of DTCC. Note: this Actor may perform any of the Roles described BASE BP fibo-bp-iss-muni:DTCCMember DTCC Member elsewhere in this Issuance model, i.e. the DTCC Member may also be any of the Actors Equity Demutualization BASE BP fibo-bp-iss-muni:EquityDemutualizationProcess Process FIB-DM 2020 Q1 DEV Entities Page 17/151 Entity Type Package Code Name Comment BASE BP fibo-bp-iss-muni:EquityIPOProcess Equity IPO Process Equity Underwriting BASE BP fibo-bp-iss-muni:EquityUnderwritingIssuanceProcess Issuance Process ASSOC BP fibo-bp-iss-muni:facililtatesRemarketing facililtates Remarketing ASSOC BP fibo-bp-iss-muni:facilitatesPayment facilitates Payment ASSOC BP fibo-bp-iss-muni:facilitatesTransfer facilitates Transfer formal Award Date And Date and time the issuer formally accepts a bid for Competitive Issues or, the Date and Time ASSOC BP fibo-bp-iss-muni:formalAwardDateAndTime Time the Bond Purchase Agreement is executed for Negotiated Issues. Time Zone: Include in ASSOC BP fibo-bp-iss-muni:givesRiseTo gives Rise To ASSOC BP fibo-bp-iss-muni:hasAgent has Agent ASSOC BP fibo-bp-iss-muni:hasBondCounsel has Bond Counsel ASSOC BP fibo-bp-iss-muni:hasFinancialAdvisor has Financial Advisor ASSOC BP fibo-bp-iss-muni:hasIssuanceGuarantor has Issuance Guarantor ASSOC BP fibo-bp-iss-muni:hasIssuerCounsel has Issuer Counsel ASSOC BP fibo-bp-iss-muni:hasObligor has Obligor ASSOC BP fibo-bp-iss-muni:hasPayingAgent has Paying Agent ASSOC BP fibo-bp-iss-muni:hasPotentialIssuer has Potential Issuer ASSOC BP fibo-bp-iss-muni:hasPrinter has Printer ASSOC BP fibo-bp-iss-muni:hasRemarketingAgent has Remarketing Agent ASSOC BP fibo-bp-iss-muni:hasServicer has Servicer ASSOC BP fibo-bp-iss-muni:hasSubscriber has Subscriber ASSOC BP fibo-bp-iss-muni:hasTransferAgent has Transfer Agent ASSOC BP fibo-bp-iss-muni:hasTrustee has Trustee ASSOC BP fibo-bp-iss-muni:includesStep includes Step ASSOC BP fibo-bp-iss-muni:isAgentIn is Agent In ASSOC BP fibo-bp-iss-muni:isBondCounsel is Bond Counsel ASSOC BP fibo-bp-iss-muni:isCreditingParticipant is Crediting Participant ASSOC BP fibo-bp-iss-muni:isIssuerCounsel is Issuer Counsel BASE BP fibo-bp-iss-muni:IssuanceAgent Issuance Agent The process of crediting the DTC participant account on settlement date with the position for BASE BP fibo-bp-iss-muni:IssuanceClosing Issuance Closing the new issue. The overall closing process includes the exchange of funds that happens Issuance Crediting BASE BP fibo-bp-iss-muni:IssuanceCreditingParticipant Participant BASE BP fibo-bp-iss-muni:IssuanceFinancialAdvisor Issuance Financial BASE BP fibo-bp-iss-muni:IssuancePrinter Issuance Printer BASE BP fibo-bp-iss-muni:IssuanceProcessParticipant Issuance Process BASE BP fibo-bp-iss-muni:IssuanceSettlement Issuance Settlement ASSOC BP fibo-bp-iss-muni:issuanceSettlementDate issuance Settlement Settlement date for the initial Issuance transaction. Issue Over Allotment Terms for Change to an Issue Amount. A provision in an underwriting agreement, which BASE BP fibo-bp-iss-muni:IssueOverAllotmentTerms Terms allows members of the underwriting syndicate to purchase additional shares at the original BASE BP fibo-bp-iss-muni:IssuerCounsel Issuer Counsel ASSOC BP fibo-bp-iss-muni:isTrustee is Trustee ASSOC BP fibo-bp-iss-muni:makesDecisionOn makes Decision On FIB-DM 2020 Q1 DEV Entities Page 18/151 Entity Type Package Code Name Comment maximum Over ASSOC BP fibo-bp-iss-muni:maximumOverAllotmentAmount Allotment Amount The maximum amount that is available as part of providing the over-allotment option. maximum Over ASSOC BP fibo-bp-iss-muni:maximumOverAllotmentPercentage Allotment Percentage The percentage that is available as part of providing the over-allotment option. BASE BP fibo-bp-iss-muni:MuniDebtOffering Muni Debt Offering The process step of offering a Municipal Debt security for issue. Muni Issuance Process BASE BP fibo-bp-iss-muni:MuniIssuanceProcessParticipant Participant BASE BP fibo-bp-iss-muni:Obligor Obligor (bp) ASSOC BP fibo-bp-iss-muni:obligorTo obligor To ASSOC BP fibo-bp-iss-muni:offeringRequestor offering Requestor ASSOC BP fibo-bp-iss-muni:participatesIn participates In BASE BP fibo-bp-iss-muni:PayingAgent Paying Agent (bp) Potential Muni An intermediary between an issuer of a security and the investing public. An underwriter can BASE BP fibo-bp-iss-muni:PotentialMuniUnderwriter Underwriter either be DTC Participant or Correspondent who would clear the underwriting deal using the ASSOC BP fibo-bp-iss-muni:prints prints BASE BP fibo-bp-iss-muni:PrivatePlacement Private Placement BASE BP fibo-bp-iss-muni:ProcessParticipant Process Participant ASSOC BP fibo-bp-iss-muni:produces produces ASSOC BP fibo-bp-iss-muni:refersTo refers To Registered Security BASE BP fibo-bp-iss-muni:RegisteredSecurityIssuanceProcess Issuance Process ASSOC BP fibo-bp-iss-muni:registeredUnder registered Under BASE BP fibo-bp-iss-muni:Registration Registration BASE BP fibo-bp-iss-muni:RemarketingAgent Remarketing Agent ASSOC BP fibo-bp-iss-muni:requestedBy requested By ASSOC BP fibo-bp-iss-muni:requests requests BASE BP fibo-bp-iss-muni:SecuritiesIssuanceContext Securities Issuance Securities Underwriting BASE BP fibo-bp-iss-muni:SecuritiesUnderwritingIssuance Issuance Underwriting, as a method of Securities Issuance. Securities Underwriting The process by which debt instruments are offered to the market by a syndicate of BASE BP fibo-bp-iss-muni:SecuritiesUnderwritingIssuanceProcess Issuance Process underwriters who underwrite the issue. BASE BP fibo-bp-iss-muni:Servicer Servicer (bp) ASSOC BP fibo-bp-iss-muni:services services ASSOC BP fibo-bp-iss-muni:step step ASSOC BP fibo-bp-iss-muni:subscriber.1 subscriber.1 ASSOC BP fibo-bp-iss-muni:subscribesTo subscribes To shares / debt units based on interest. ASSOC BP fibo-bp-iss-muni:subscribesTo.1 subscribes To.1 BASE BP fibo-bp-iss-muni:TransferAgent Transfer Agent BASE BP fibo-bp-iss-muni:Trustee Trustee (bp) ASSOC BP fibo-bp-iss-muni:underwrites underwrites Underwriting Issuance BASE BP fibo-bp-iss-muni:UnderwritingIssuanceClosing Closing

FIB-DM 2020 Q1 DEV Entities Page 19/151 Entity Type Package Code Name Comment Underwriting Issuance BASE BP fibo-bp-iss-muni:UnderwritingIssuanceRequestor Requestor BASE BP fibo-bp-iss-muni:UnderwritingProcessActivity Underwriting Process Underwriting Process any actor within the DTYCC Underwriting Process or any other Underwriting Process. Note: BASE BP fibo-bp-iss-muni:UnderwritingProcessActor Actor At present all these Actors (e.g. Underwriter) are defined simply as Process Actors and not as underwriting Process ASSOC BP fibo-bp-iss-muni:underwritingProcessActorHasIdentity Actor Has Identity ASSOC BP fibo-bp-iss-muni:underwrittenBy underwritten By ASSOC BP fibo-bp-iss-pmbs:addsTo adds To Allocate Primary BASE BP fibo-bp-iss-pmbs:AllocatePrimaryIdentifier Identifier (pmbs) BASE BP fibo-bp-iss-pmbs:AllocateRatings Bid Price ASSOC BP fibo-bp-iss-pmbs:allocatesIdentifier allocates Identifier ASSOC BP fibo-bp-iss-pmbs:allocatesRatings allocates Ratings BASE BP fibo-bp-iss-pmbs:AssessPoolSuitabilityForIssuance Payment Obligation BASE BP fibo-bp-iss-pmbs:AssessRatings Purchase Price BASE BP fibo-bp-iss-pmbs:BrokerDealer Broker Dealer (pmbs) An entity which may become a primary investor in the issue. Term origin:MBS PoC Reviews BASE BP fibo-bp-iss-pmbs:CloseDeal Close Deal ASSOC BP fibo-bp-iss-pmbs:commitmentBasedOn commitment Based On ASSOC BP fibo-bp-iss-pmbs:commitsTo commits To ASSOC BP fibo-bp-iss-pmbs:decomposesInto decomposes Into BASE BP fibo-bp-iss-pmbs:DefineNotesParameters Define Notes the denom of the notes BASE BP fibo-bp-iss-pmbs:DefinePoolCharacteristics Define Pool ASSOC BP fibo-bp-iss-pmbs:denominationIncrement denomination Draft Tranche Notes denominations and amounts that you can byu of the instrument in this tranche. Term BASE BP fibo-bp-iss-pmbs:DraftTrancheNotesParameters Parameters origin:MBS PoC Reviews BASE BP fibo-bp-iss-pmbs:DraftTrancheStructure Draft Tranche to one another. Term origin:MBS PoC Reviews Draft Tranche Draft of set of information defining one tranche of a tranched issue. This will become the BASE BP fibo-bp-iss-pmbs:DraftTrancheTermsheet Termsheet termsheet of an individual tranche within that issue. Term origin:MBS PoC Reviews Draw Up Offering BASE BP fibo-bp-iss-pmbs:DrawUpOfferingMemorandum Memorandum (pmbs) BASE BP fibo-bp-iss-pmbs:DrawUpTrancheTermsheets Draw Up Tranche BASE BP fibo-bp-iss-pmbs:FinalizePoolContent Finalize Pool Content BASE BP fibo-bp-iss-pmbs:FinalizeProspectus Finalize Prospectus ASSOC BP fibo-bp-iss-pmbs:finalizes.1 finalizes.1 ASSOC BP fibo-bp-iss-pmbs:flow flow Get Commitment From BASE BP fibo-bp-iss-pmbs:GetCommitmentFromInvestors Investors ASSOC BP fibo-bp-iss-pmbs:hasContent has Content ASSOC BP fibo-bp-iss-pmbs:hasContent.1 has Content.1 ASSOC BP fibo-bp-iss-pmbs:hasCounterparty has Counterparty ASSOC BP fibo-bp-iss-pmbs:hasPrimaryHolder has Primary Holder ASSOC BP fibo-bp-iss-pmbs:hasPrincipalParty has Principal Party FIB-DM 2020 Q1 DEV Entities Page 20/151 Entity Type Package Code Name Comment ASSOC BP fibo-bp-iss-pmbs:hasResource has Resource ASSOC BP fibo-bp-iss-pmbs:hasResource.1 has Resource.1 ASSOC BP fibo-bp-iss-pmbs:hasResource.2 has Resource.2 ASSOC BP fibo-bp-iss-pmbs:hasTrustee has Trustee ASSOC BP fibo-bp-iss-pmbs:identifierIssuedBy identifier Issued By Identify Conforming BASE BP fibo-bp-iss-pmbs:IdentifyConformingMortgage Mortgage (pmbs) BASE BP fibo-bp-iss-pmbs:IdentifyUnderwriter Identify Underwriter BASE BP fibo-bp-iss-pmbs:InAssemblyMortgagePool In Assembly Mortgage ASSOC BP fibo-bp-iss-pmbs:includesDetailsAbout includes Details About ASSOC BP fibo-bp-iss-pmbs:includesDetailsAbout.1 includes Details In reality there is one termsheet that has sets of information for the terms for each Tranche. This class of information identifies the terms of one tranche, but it does not exist as a Individual Tranche separate document in its own right. Further Notes ? We may need to firm up the relationship BASE BP fibo-bp-iss-pmbs:IndividualTrancheDefinitions Definitions between the individual tranche termsheet and the information about the relationships In Issuance Non Agency BASE BP fibo-bp-iss-pmbs:InIssuanceNonAgencyMortgagePool Mortgage Pool BASE BP fibo-bp-iss-pmbs:Investor Investor (bp) ASSOC BP fibo-bp-iss-pmbs:isAssessmentOf is Assessment Of ASSOC BP fibo-bp-iss-pmbs:isDefiningOf is Defining Of ASSOC BP fibo-bp-iss-pmbs:isIssueOf is Issue Of ASSOC BP fibo-bp-iss-pmbs:isPurchaseOf is Purchase Of What happens here? e.g. notices / marketing (phone calls) Structured Finance: There's not really notices in the newspaper, it's a very small market and it's all based on relationships so there's no public notice. So you would get an email from the sales person at the bank who has just closed the deal and is now selling these (this bank is the broker/dealer who bought it?) There's not really much of a secondary market - the initial investors would often hold on Make Securities to these. There is something around Bloomberg - you can go there and see what's available, BASE BP fibo-bp-iss-pmbs:MakeSecuritiesAvailableInMarket Available In Market if someone has a number of notes from a iven tranche, that they are willing to sell. So there's Market Issue To BASE BP fibo-bp-iss-pmbs:MarketIssueToPrimaryInvestors Primary Investors This has not been seen - incliuded as it's implicit but we might want to get rid of this. ASSOC BP fibo-bp-iss-pmbs:maximumAmount maximum Amount ACTION: Look at example prospectus document, mark up against this model; if this item is ASSOC BP fibo-bp-iss-pmbs:mayBecome may Become ASSOC BP fibo-bp-iss-pmbs:mayIncludeDetailsAbout may Include Details BASE BP fibo-bp-iss-pmbs:MBSSecuritizationEnd MBS Securitization End BASE BP fibo-bp-iss-pmbs:MBSSecuritizationStart MBS Securitization ASSOC BP fibo-bp-iss-pmbs:minimumDenomination minimum BASE BP fibo-bp-iss-pmbs:NonAgencyPoolCreationEnd Non Agency Pool Non Agency Pool BASE BP fibo-bp-iss-pmbs:NonAgencyPoolCreationProcess Creation Process Non Agency Pool BASE BP fibo-bp-iss-pmbs:NonAgencyPoolCreationStart Creation Start FIB-DM 2020 Q1 DEV Entities Page 21/151 Entity Type Package Code Name Comment Not Yet Issued Non BASE BP fibo-bp-iss-pmbs:NotYetIssuedNonAgencyMortgagePool Agency Mortgage Pool BASE BP fibo-bp-iss-pmbs:NumberingAgency Numbering Agency origin:MBS PoC Reviews BASE BP fibo-bp-iss-pmbs:PoolLifecycleStateSelection Pool Lifecycle State BASE BP fibo-bp-iss-pmbs:PoolReadyForIssue Pool Ready For Issue BASE BP fibo-bp-iss-pmbs:PoolTrustee Pool Trustee BASE BP fibo-bp-iss-pmbs:PotentialMBSInvestor Potential MBS Investor Potential Non Agency The entity which will become the issuing party for the Tranched MBS Issue. This entity is the BASE BP fibo-bp-iss-pmbs:PotentialNonAgencyMBSIssuer MBS Issuer principal actor in most of the activities involved in the issue. Term origin:MBS PoC Reviews Potential Tranched The entity which will become the underwriter for the tranched MBS issue. Term origin:MBS BASE BP fibo-bp-iss-pmbs:PotentialTranchedIssueUnderwriter Issue Underwriter PoC Reviews BASE BP fibo-bp-iss-pmbs:PrimaryInvestor Primary Investor of the issue. Term origin:MBS PoC Reviews BASE BP fibo-bp-iss-pmbs:PurchaseMortgageIntoPool Purchase Mortgage BASE BP fibo-bp-iss-pmbs:RatingsAgency Ratings Agency BASE BP fibo-bp-iss-pmbs:RatingsSuitableForIssue Ratings Suitable For ASSOC BP fibo-bp-iss-pmbs:refersTo refers To Register Security After the deal is closed the security is formally registered with some registraton authority BASE BP fibo-bp-iss-pmbs:RegisterSecurity (pmbs) This is the "official" bit - there is not a separate "Issue" activity which is official ????? BASE BP fibo-bp-iss-pmbs:RemittanceReport Remittance Report PoC Reviews ASSOC BP fibo-bp-iss-pmbs:requires requires ASSOC BP fibo-bp-iss-pmbs:requires.1 requires.1 ASSOC BP fibo-bp-iss-pmbs:resultsIn results In ASSOC BP fibo-bp-iss-pmbs:resultsIn.1 results In.1 ASSOC BP fibo-bp-iss-pmbs:resultsIn.2 results In.2 ASSOC BP fibo-bp-iss-pmbs:resultsInPublicationOf results In Publication Tranched Draft The draft prospectus for a tranched Mortgage Backed Securities issue, as determined by the BASE BP fibo-bp-iss-pmbs:TranchedDraftProspectus Prospectus issuing entity prior to marketing the issue. Certain terms in the draft prospectus will be Tranched MBS Deal BASE BP fibo-bp-iss-pmbs:TranchedMBSDealSettlement Settlement Tranched MBS Deal The deal transaction by which the MBS Issue is issued to primary investors. Term origin:MBS BASE BP fibo-bp-iss-pmbs:TranchedMBSDealTransaction Transaction PoC Reviews Tranched MBS Issue A part or section of a prospectus for a tranched mortgage backed securities issue. Term BASE BP fibo-bp-iss-pmbs:TranchedMBSIssueProspectusPart Prospectus Part origin:MBS PoC Reviews Tranched MBS Primary Deal Transaction BASE BP fibo-bp-iss-pmbs:TranchedMBSPrimaryDealTransactionSettlementProcessSettlement Process The process by which the primary deal transaction is settled. Term origin:MBS PoC Reviews Tranched MBS An outline of the tranched prospectus, provind an intial representation of the possible BASE BP fibo-bp-iss-pmbs:TranchedMBSProspectusOutline Prospectus Outline tranches and their features. Term origin:MBS PoC Reviews Tranched MBS BASE BP fibo-bp-iss-pmbs:TranchedMBSSecuritizationProcess Securitization Process Tranched Offering tranches that will make up the issue, and the structure of the tranches, including how they BASE BP fibo-bp-iss-pmbs:TranchedOfferingMemorandum Memorandum will relate to one another (priorities and so on). Term origin:MBS PoC Reviews

FIB-DM 2020 Q1 DEV Entities Page 22/151 Entity Type Package Code Name Comment One set of information defining the notes breakdown of one tranche. Covers denominations and amounts that you can byu of the instrument in this tranche. Q: Is this really defined in Tranche Notes the prospectus? A: yes The prospectus lists the characteristics including e.g. "The notes will BASE BP fibo-bp-iss-pmbs:TrancheNotesParameters Parameters be sold in denominations of X AND Increuemtns of Y e.g. $250 000 incremented by $1000. The termsheet with the terms for individual tranches is a separate component, known as the Tranche Structure And Tranche Termsheet or Individual Tranche Definitions. These may in practice be in one sheet BASE BP fibo-bp-iss-pmbs:TrancheStructureAndTermsheet Termsheet or document deliverable but is a set of termsheets defining the terms for the set of tranches. ASSOC BP fibo-bp-iss-prc:actualClosingDate actual Closing Date The Closing Date for the Issue, recorded after the event. Information about the allotment of quantities of the issue to different subscribers. This BASE BP fibo-bp-iss-prc:AllotmentInformation Custodian relates a single instrument allotment against the subscription amounts allotted to each BASE BP fibo-bp-iss-prc:Announcement Identify Conforming ASSOC BP fibo-bp-iss-prc:announcementDate announcement Date subsequently were issued. BASE BP fibo-bp-iss-prc:CompetitiveSaleMethod Competitive Sale No definition ASSOC BP fibo-bp-iss-prc:describesAllotmentOf describes Allotment Of The date on which the transfer of positions to underwriters is expected to take place. This ASSOC BP fibo-bp-iss-prc:expectedClosingDate expected Closing Date date is provided by underwriters as part of an announcement. ASSOC BP fibo-bp-iss-prc:finalStateDescribedIn final State Described In ASSOC BP fibo-bp-iss-prc:firstTradeDate first Trade Date The date of the first trade of the security in the secondary market. first Trade Date And First Date and Time a trade may be executed for this security. All times in Eastern Time Zone ASSOC BP fibo-bp-iss-prc:firstTradeDateAndTime Time only. NOTE: This is a date in the future tense at the time of the Offering. ASSOC BP fibo-bp-iss-prc:firstTradeSettlementDate first Trade Settlement The date the Issuer and Underwriter exchange money for bonds. formal Award Date And Date and time the issuer formally accepts a bid for Competitive Issues or, the Date and Time ASSOC BP fibo-bp-iss-prc:formalAwardDateAndTime Time the Bond Purchase Agreement is executed for Negotiated Issues. Time Zone: Include in ASSOC BP fibo-bp-iss-prc:hasDistributionType has Distribution Type has Partially Paid ASSOC BP fibo-bp-iss-prc:hasPartiallyPaidIssuanceSchedule Issuance Schedule Partially paid issue: Schedule of partial payments and dates. ASSOC BP fibo-bp-iss-prc:hasSaleMethod has Sale Method Sale Method of the security. ASSOC BP fibo-bp-iss-prc:isIssuanceGuarantor is Issuance Guarantor ASSOC BP fibo-bp-iss-prc:isPotentialIssuer is Potential Issuer Issuance Process BASE BP fibo-bp-iss-prc:IssuanceProcessActivity Activity (prc) BASE BP fibo-bp-iss-prc:IssuanceProgramme Issuance Programme A series of issuances over time. Issued Security Issue Information about the Issuance of a Security, which is maintained throughout the life of the BASE BP fibo-bp-iss-prc:IssuedSecurityIssueInformation Information Security. Issue Subscription BASE BP fibo-bp-iss-prc:IssueSubscriptionInformation Information Information relating to the subscription of the issue. BASE BP fibo-bp-iss-prc:NegotiatedSaleMethod Negotiated Sale No definition BASE BP fibo-bp-iss-prc:OfferingProcess Offering Process securities issue through an underwriting. BASE BP fibo-bp-iss-prc:PotentialIssuer Potential Issuer BASE BP fibo-bp-iss-prc:PotentialUnderwriter Potential Underwriter The entity which will become the underwriter for an issue. Term origin:MBS PoC Reviews BASE BP fibo-bp-iss-prc:PrimaryIdentifierIssuer Primary Identifier origin:MBS PoC Reviews Primary Security The original sale of a company's securities, in which the proceeds from the sale are received BASE BP fibo-bp-iss-prc:PrimarySecurityOfferingDistribution Offering Distribution directly by the company.

FIB-DM 2020 Q1 DEV Entities Page 23/151 Entity Type Package Code Name Comment BASE BP fibo-bp-iss-prc:RegistrationInformation Registration Information relating to the registration of a registered security. ASSOC BP fibo-bp-iss-prc:requiredToMakeEligible required To Make Secondary Security BASE BP fibo-bp-iss-prc:SecondarySecurityOfferingDistribution Offering Distribution An Offering of a security which has been previously issued. BASE BP fibo-bp-iss-prc:SecuritiesIssuanceProcess Securities Issuance The process by which a financial security is issued. Securities Issuance BASE BP fibo-bp-iss-prc:SecuritiesIssuanceProcessActor Process Actor BASE BP fibo-bp-iss-prc:SecurityIssuanceGuarantor Security Issuance Security Offering BASE BP fibo-bp-iss-prc:SecurityOfferingDistributionMethod Distribution Method The distribution type of a securities Offering. BASE BP fibo-bp-iss-prc:SecurityOfferingSaleMethod Security Offering Sale Method for sale of a new security offering. BASE BP fibo-bp-iss-prc:Subscriber Subscriber Subscription Closing BASE BP fibo-bp-iss-prc:SubscriptionClosingInformation Information ASSOC BP fibo-bp-iss-prc:subscriptionPeriod subscription Period Period during which the security can be subscribed to. ASSOC BP fibo-bp-iss-prc:takenDownBy taken Down By Traded Instrument Process (Offering) may relate to more than on Issue, which itself may be the issue of more BASE BP fibo-bp-iss-prc:TradedInstrumentIssuanceProcessInformationIssuance Process than one Traded Security. BASE BP fibo-bp-iss-prc:UnderwriterTakedown Underwriter Takedown brought into DTC). BASE BP fibo-bp-iss-prc:UnderwritingProcessDetails Underwriting Process Information specific to the Underwriting of the Issue. BASE BP fibo-bp-prc-fcp:Clearing Clearing The process by which securities trades are cleared. BASE BP fibo-bp-prc-fcp:ClearingAndSettlement Clearing And The business process or service area of securities clearing and settlement. ASSOC BP fibo-bp-prc-fcp:context context Financial Industry The context in which business activites take place within the financial industry, i.e. BASE BP fibo-bp-prc-fcp:FinancialIndustryContext Context investment management, wholesale financial markets trading and so on. BASE BP fibo-bp-prc-fcp:FinancialMarketsRegulation Financial Markets BASE BP fibo-bp-prc-fcp:InvestmentManagement Investment ASSOC BP fibo-bp-prc-fcp:isRetirementOf is Retirement Of BASE BP fibo-bp-prc-fcp:MarketDataProvision Market Data Provision BASE BP fibo-bp-prc-fcp:PortfolioManagement Portfolio Management BASE BP fibo-bp-prc-fcp:PreTrade Pre Trade BASE BP fibo-bp-prc-fcp:PretradeQuotes Pretrade Quotes Pretrade Reference BASE BP fibo-bp-prc-fcp:PretradeReferenceDataProvision Data Provision BASE BP fibo-bp-prc-fcp:PrimaryMarket Primary Market Issuance and primary market trading of new Traded Financial Instruments BASE BP fibo-bp-prc-fcp:PrimaryMarketClosing Primary Market Closing Primary Market BASE BP fibo-bp-prc-fcp:PrimaryMarketIndicationsOfInterest Indications Of Interest Secondary Market BASE BP fibo-bp-prc-fcp:SecondaryMarketTradingContext Trading Context BASE BP fibo-bp-prc-fcp:SecuritiesCustody Securities Custody BASE BP fibo-bp-prc-fcp:SecuritiesPostTrade Securities Post Trade

FIB-DM 2020 Q1 DEV Entities Page 24/151 Entity Type Package Code Name Comment Securities Post Trade BASE BP fibo-bp-prc-fcp:SecuritiesPostTradePositionManagement Position Management BASE BP fibo-bp-prc-fcp:SecuritiesTrade Securities Trade BASE BP fibo-bp-prc-fcp:SecuritiesTradeAllocation Securities Trade Securities Trade BASE BP fibo-bp-prc-fcp:SecuritiesTradeCaptureAndValidation Capture And Validation Securities Trade BASE BP fibo-bp-prc-fcp:SecuritiesTradeConfirmationAffirmation Confirmation Securities Trade Date BASE BP fibo-bp-prc-fcp:SecuritiesTradeDatePositionReporting Position Reporting BASE BP fibo-bp-prc-fcp:SecuritiesTradeExecution Securities Trade Securities Trade Order BASE BP fibo-bp-prc-fcp:SecuritiesTradeOrderRouting Routing BASE BP fibo-bp-prc-fcp:SecuritiesTradesMatching Securities Trades Traded Securities. BASE BP fibo-bp-prc-fcp:SecuritiesTradesReporting Securities Trades BASE BP fibo-bp-prc-fcp:SecurityRetirement Security Retirement BASE BP fibo-bp-prc-fcp:Settlement Settlement (bp) The process by which securities trades are settled. BASE BP fibo-bp-prc-fcp:ShortSaleLocate Short Sale Locate BASE BP fibo-bp-prc-fcp:TradeAdvertisements Trade Advertisements BASE BP fibo-bp-prc-fcp:TradedSecurityLifecycle Traded Security Trades Reference Data BASE BP fibo-bp-prc-fcp:TradesReferenceDataProvision Provision BASE BP fibo-bp-prc-fcp:WhenIssuedTrading When Issued Trading BASE CAE fibo-cae-ce-cae:AbstentionResponse Abstention Response the quorum of the meeting. BASE CAE fibo-cae-ce-cae:AbstentionResponseMessage Abstention Response BASE CAE fibo-cae-ce-cae:AdviceOfAPossibleAction Advice Of A Possible things are here. All Or None Choice A Mandator Corporate Action with some choice for the Holder, where the Holder's options BASE CAE fibo-cae-ce-cae:AllOrNoneChoiceCorporateAction Corporate Action are limited to all of the stated choices or none of them. ASSOC CAE fibo-cae-ce-cae:announcedBy announced By ASSOC CAE fibo-cae-ce-cae:announcedBy.1 announced By.1 BASE CAE fibo-cae-ce-cae:AnnouncementMessage Identify Underwriter BASE CAE fibo-cae-ce-cae:AnnualGeneralMeeting Identify Underwriter Annual General Meeting. SWIFT = MEET Assimilation. Occurs when securities with different characteristics, eg, shares with different BASE CAE fibo-cae-ce-cae:AssimilationPariPassu Trustee entitlements to dividend or voting rights, become identical in all respects, ie, pari-passu. The combination of different security types to create a unit. Units are usually comprised of warrants and bond or warrants and equity. Securities may be combined at the request of the security holder or based on market convention. Further NOtes: is there some common term for these (see Detachment event)?; Are there separate scenarios for attachment of different kinds of security. Definition says "usually" Warrant. Probably applies to any fungible BASE CAE fibo-cae-ce-cae:AttachmentAction Attachment Action securities, whether or not warrants. For example two fungible tranches of a debt issues, that Attachment BASE CAE fibo-cae-ce-cae:AttachmentNotificationMessage Notification Message Notification of the combination of different security types to create a unit.

FIB-DM 2020 Q1 DEV Entities Page 25/151 Entity Type Package Code Name Comment Attachment Or BASE CAE fibo-cae-ce-cae:AttachmentOrDetachmentNotificationMessageDetachment Notification of an action in which the issuer attaches or detaches securities. ASSOC CAE fibo-cae-ce-cae:availableChoices available Choices ASSOC CAE fibo-cae-ce-cae:availableResponse available Response BASE CAE fibo-cae-ce-cae:BondAction Identify Conforming Some action in relation to a bond, by the Issuer. BASE CAE fibo-cae-ce-cae:BondDefaultEvent Bond Default Event Non payment of interest or non payment of debt principal when due. BASE CAE fibo-cae-ce-cae:BondDefaultNotification Bond Default Notification of non payment of interest or non payment of debt principal when due. BASE CAE fibo-cae-ce-cae:BondPutRedemption Bond Put Redemption condition of the issue. Bond Put Redemption Early redemption of a bond at the election of the bondholder subject to the terms and BASE CAE fibo-cae-ce-cae:BondPutRedemptionInstruction Instruction condition of the issue. Event in which security holders are awarded additional assets free of payment from the BASE CAE fibo-cae-ce-cae:BonusIssue Bonus Issue issuer in proportion to their holding. These may be from current profits or may be from BASE CAE fibo-cae-ce-cae:BonusIssueNotification Bonus Issue from the issuer in proportion to their holding. BASE CAE fibo-cae-ce-cae:BonusRightsIssue Bonus Rights Issue A Rights Issue in which the rights are given to the holders of the referenced shares for free. Bonus Rights Issue Notification of a Bonus Rights Issue, that is a Rights Issue in which the rights are given to the BASE CAE fibo-cae-ce-cae:BonusRightsIssueNotification Notification holders of the referenced shares for free. Event in which shares are issued from the Share Premium Reserve of the company and are considered as a capital distribution rather than a disbursement of income, with different tax implications. SWIFT Definition (adapted above) "Typically found in Australia, shares are issued from the Share Premium Reserve of the company and are considered as a capital distribution rather than a disbursement of income, with different tax implications." To be Bonus Share Plan researches further. There are certainly Share Plans in Australia, where you can take a BASE CAE fibo-cae-ce-cae:BonusSharePlanDistribution Distribution dividend as shares. Thewse would be in the nature of Bonus Shares. They are a tradeoff from Bonus Share Plan BASE CAE fibo-cae-ce-cae:BonusSharePlanDistributionNotification Distribution Notification of issue of shares from the Share Premium Reserve of the company. BASE CAE fibo-cae-ce-cae:CallAction Call Action Note this is an Issuer action. BASE CAE fibo-cae-ce-cae:CallMeeting Call Meeting BASE CAE fibo-cae-ce-cae:CancellationOfShares Cancellation Of Shares treasury shares BASE CAE fibo-cae-ce-cae:CapitalDistribution Capital Distribution An action in which capital of the issuing company is distributed. Trem Orign:SME Reviews Capital Distribution BASE CAE fibo-cae-ce-cae:CapitalDistributionNotification Notification Notification of an action in which capital of the issuing company is distributed. A general kind of issue which increases the capital base of the company. Other kinds of issue: Like a Bonus Issue except that it would increase the capital. There could be several events which could be considered as Capitalization Issues. 25 May Later research: Scrip or Bonus issue is seen to be synonymous with this but more accurate. However, we question this - if you have the chance to purchase shares at a particular price (which is a right) would extend the definition of .. 20 July: this could have a broader meaning than Capital reserves Distribution It would include distribution of capital and trying to raise capital by additional capital injection Example: If the company issues bonds, that also changes the capital base. BASE CAE fibo-cae-ce-cae:CapitalizationIssue Capitalization Issue Now to change the capital base, there are two directions, up or down. Bonus issue falls into Capitalization Issue BASE CAE fibo-cae-ce-cae:CapitalizationIssueNotification Notification Notification of an issue which increases the capital base of the company. Capital Reserves Distribution of capital reserves of the issuing company. Further Notes Distribution comes BASE CAE fibo-cae-ce-cae:CapitalReservesDistribution Distribution from earnings and reduces the capital base. REVIEW: How does this differ from CAPG? That FIB-DM 2020 Q1 DEV Entities Page 26/151 Entity Type Package Code Name Comment Capital Reserves BASE CAE fibo-cae-ce-cae:CapitalReservesDistributionNotification Distribution Notification of distribution of capital reserves of the issuing company. BASE CAE fibo-cae-ce-cae:CashAndSecuritiesResponse Cash And Securities Response is to take a distribution of both securities and cash as offered. Cash Disbursement BASE CAE fibo-cae-ce-cae:CashDisbursementResponseMessage Response Message Notification of response opting to take cash. Distribution of cash to shareholders, in proportion to their equity holding. Ordinary dividends BASE CAE fibo-cae-ce-cae:CashDividendEvent Cash Dividend Event are recurring and regular. Shareholder must take cash and is not offered a choice in the form BASE CAE fibo-cae-ce-cae:CashDividendNotification Cash Dividend BASE CAE fibo-cae-ce-cae:CashResponse Cash Response Response is to take cash. Change In Details Information regarding a generic change, eg, change in the terms of an issue, change in the BASE CAE fibo-cae-ce-cae:ChangeInDetailsNotification Notification identification of a security, change of board lot, change from global to definitive. Change Of Security BASE CAE fibo-cae-ce-cae:ChangeOfSecurityTradingStatusEvent Trading Status Event An event in which the trading status of a tradable security changes. BASE CAE fibo-cae-ce-cae:ChangeOfStateEvent Change Of State Event Some event relating to some change of state. Change To Smallest Modification of the smallest negotiable unit of shares in order to obtain a new negotiable BASE CAE fibo-cae-ce-cae:ChangeToSmallestNegotiableUnit Negotiable Unit unit. SWIFT:SMAL BASE CAE fibo-cae-ce-cae:ChoiceExists Choice Exists BASE CAE fibo-cae-ce-cae:ChoiceOffer Choice Offer Class Action Proposed Proposed settlement to a class action filing. Situation where interested parties seek BASE CAE fibo-cae-ce-cae:ClassActionProposedSettlementEvent Settlement Event restitution for financial loss. Combined Cash And BASE CAE fibo-cae-ce-cae:CombinedCashAndSecuritiesResponseMessageSecurities Response Notification of response opting to take a distribution of both securities and cash as offered. ASSOC CAE fibo-cae-ce-cae:communicatedBy communicated By A company option may be granted by the company, allowing the holder to take up shares at BASE CAE fibo-cae-ce-cae:CompanyOptionEvent Company Option Event some future date(s) at a pre arranged price in the company. BASE CAE fibo-cae-ce-cae:ConsentDenied Consent Denied Vote not to approve the event or proposal. SWIFT: CONN BASE CAE fibo-cae-ce-cae:ConsentDeniedMessage Consent Denied BASE CAE fibo-cae-ce-cae:ConsentGranted.1 Consent Granted.1 Vote to approve the event or proposal. SWIFT: CONY BASE CAE fibo-cae-ce-cae:ConsentGrantedMessage Consent Granted Solicitation of shareholders consent. Procedure aimed at obtaining consent of holders to BASE CAE fibo-cae-ce-cae:ConsentSolicitation Consent Solicitation proposal by issuer or a third party without a formal general meeting. Consent Solicitation Activity in which the issuer of a security, wanting consent, communicates this to the holders, BASE CAE fibo-cae-ce-cae:ConsentSolicitationCommunication Communication from whom consent would need to be granted. BASE CAE fibo-cae-ce-cae:ConsentSolicitationEnd Consent Solicitation BASE CAE fibo-cae-ce-cae:ConsentSolicitationRequest Consent Solicitation Solicitation of shareholders consent. Consent Solicitation BASE CAE fibo-cae-ce-cae:ConsentSolicitationResponse Response BASE CAE fibo-cae-ce-cae:ConsentSolicitationStart Consent Solicitation Conversion or optional exchange of securities (generally convertible bonds or preferred BASE CAE fibo-cae-ce-cae:ConversionAction Conversion Action shares) into another form of securities (usually common shares) at a pre-stated price. conversion Action Available Response ASSOC CAE fibo-cae-ce-cae:conversionActionAvailableResponseTakeNoActionResponseTake No Action FIB-DM 2020 Q1 DEV Entities Page 27/151 Entity Type Package Code Name Comment Conversion or optional exchange of securities (generally convertible bonds or preferred BASE CAE fibo-cae-ce-cae:ConversionNotification Conversion Notification shares) into another form of securities (usually common shares) at a pre-stated price. BASE CAE fibo-cae-ce-cae:ConversionResponse Conversion Response Response of the holder is to convert. SWIFT: Convert (CONV) Conversion Suspension Suspensiion of conversion of securities generally a couple of weeks before a meeting takes BASE CAE fibo-cae-ce-cae:ConversionSuspensionAction Action place. SWIFT = SCOP Conversion Suspension Suspensiion of conversion of securities generally a couple of weeks before a meeting takes BASE CAE fibo-cae-ce-cae:ConversionSuspensionNotification Notification place. SWIFT = SCOP ASSOC CAE fibo-cae-ce-cae:conveys conveys ASSOC CAE fibo-cae-ce-cae:conveys.1 conveys.1 ASSOC CAE fibo-cae-ce-cae:conveys.2 conveys.2 BASE CAE fibo-cae-ce-cae:CorporateAction Corporate Action market perception of the value of that security. The party which makes the CA announcement. Best label for this? unclear. note that they may be issuers of other stock but they do not have to be. You can initiate a corporate action but you are not the issuer of that security, but the action is still about a particular security. Corporate Action Not all actions are bound to specific to a security/. A n action may impact one or more BASE CAE fibo-cae-ce-cae:CorporateActionAnnouncer Announcer securities, The actions may require different communications. So we should probably Corporate Action BASE CAE fibo-cae-ce-cae:CorporateActionConfirmation Confirmation Corporate Action BASE CAE fibo-cae-ce-cae:CorporateActionHolderResponse Holder Response Response by the Holder of a security, to a previous Offer made by the Issuer. Corporate Action A message containing further narrative about some corporate action. This does not relate to BASE CAE fibo-cae-ce-cae:CorporateActionNarrative Narrative any specific kind of action but is an additional stand-alone message. BASE CAE fibo-cae-ce-cae:CorporateActionObligation Corporate Action An obligation related to the holding of a Security. Corporate Action BASE CAE fibo-cae-ce-cae:CorporateActionPaymentObligation Payment Obligation Corporate Action Some obligation to deliver some security in the thr context of corporate actions. All cash Securities Delivery proceeds and security proceeds can be represented a s acontractual obligation. Where does BASE CAE fibo-cae-ce-cae:CorporateActionSecuritiesDeliveryObligationObligation that obligation arise? Usually in the Contract itself - but there may be other answers to this. Corporate Action BASE CAE fibo-cae-ce-cae:CorporateActionStatusMessage Status Message A message which relates to the status of a corporate action. Corporate Change Of BASE CAE fibo-cae-ce-cae:CorporateChangeOfStatusEvent Status Event Some change to the status of some security. Events v Actions Notifiable versus non notifiable. Whether notfiable could be required by statute or by listing rules. Notifiable: Does this apply only to those events compulsory on the issuer? See Tender Offer. In takeover scenarios, the issuer will have actions incumbent o BASE CAE fibo-cae-ce-cae:CorporateEvent Corporate Event nthem to inform the market (e..g Aus Part B response). Offerer initiates Part A (Takeover BASE CAE fibo-cae-ce-cae:CorporateEventProcess Corporate Event BASE CAE fibo-cae-ce-cae:CorporateModificationEvent Corporate Modification securities issued by that company. Coupon stripping is the process whereby interest coupons for future payment dates are BASE CAE fibo-cae-ce-cae:CouponStrip Coupon Strip separated from the security corpus that entitles the holder to the principal repayment. Coupon Strip Notification that the debt security is to be stripped, that is that interest coupons for future BASE CAE fibo-cae-ce-cae:CouponStripNotification Notification payment dates are separated from the security corpus that entitles the holder to the Court Decision BASE CAE fibo-cae-ce-cae:CourtDecisionSubsequentMeeting Subsequent Meeting Meeting following a court decision. FIB-DM 2020 Q1 DEV Entities Page 28/151 Entity Type Package Code Name Comment BASE CAE fibo-cae-ce-cae:Custodian Custodian (cae) BASE CAE fibo-cae-ce-cae:DebtDrawingNotification Paying Agent Redemption in part before the scheduled final maturity date of a security. SWIFT = DRAW BASE CAE fibo-cae-ce-cae:DebtInstrumentBuybackNotification Purchase Price Notification of an event where det securities are bought back by the issuer. BASE CAE fibo-cae-ce-cae:DebtIssuerCorporateActionNotification Servicer BASE CAE fibo-cae-ce-cae:DebtRedenomination Debt Redenomination national currency unit is restated in euro. BASE CAE fibo-cae-ce-cae:DebtSecurityAction Debt Security Action ASSOC CAE fibo-cae-ce-cae:definesAdditional defines Additional BASE CAE fibo-cae-ce-cae:DetachmentAction Detachment Action Detachment Notification of separation of components that comprise a security - usually units comprised BASE CAE fibo-cae-ce-cae:DetachmentNotificationMessage Notification Message of warrants and bond or warrants and equity. An Event in which some amount or other parameter is determined, independently of any BASE CAE fibo-cae-ce-cae:DeterminationEvent Determination Event other event in which that which was determined is put into use. For example, the event by BASE CAE fibo-cae-ce-cae:DisbursementResponse Disbursement some corporate action. Disbursement Message conveying the response by a holder to some choice of disbursement method, as BASE CAE fibo-cae-ce-cae:DisbursementResponseMessage Response Message offered by the issuer in some corporate action. Disclosure of some fact or facts, by the holder of some security, as a result of some formal BASE CAE fibo-cae-ce-cae:DisclosureMessage Disclosure Message requirement imposed upon holders or beneficial owners under some applicable regulation. BASE CAE fibo-cae-ce-cae:DividendDistribution Dividend Distribution Any event relating to a dividend payment. Dividend Distribution BASE CAE fibo-cae-ce-cae:DividendDistributionNotification Notification Distribution of a dividend to shareholder with the choice of payment method. Shareholder BASE CAE fibo-cae-ce-cae:DividendOption Dividend Option must choose the form of payment - stock, cash, or both. BASE CAE fibo-cae-ce-cae:DividendOptionNotification Dividend Option BASE CAE fibo-cae-ce-cae:DividendReinvestment Dividend Reinvestment company. Dividend Reinvestment BASE CAE fibo-cae-ce-cae:DividendReinvestmentNotification Notification BASE CAE fibo-cae-ce-cae:Drawing Drawing Redemption in part before the scheduled final maturity date of a security. Similar to a tender offer, a Dutch auction is an action by a party wishing to acquire a particular security. Current holders of the targeted security are invited to make an offer in which they would be willling to sell their holdings. UPDATE THIS DEFINITION: Similar to a tender offer, a Dutch auction is the result of an action by a third party wishing to acquire a particular security. Current holders of the targeted security are invited (and given a message by the issuer) to make an offer in which they would be willling to sell their holdings. OR It might also represent a separate scenario where third parties do this, as per the original SWIFT defition. You can only go to the Registrar which would the other scenario impossible. Agents and Registrars: The issue issuer os the company which issued the shares (as modeled); Most companies don't interact directly with the market to find out who they need BASE CAE fibo-cae-ce-cae:DutchAuction Dutch Auction to disseminate the info to. They can, but more likely the employ "Issuers Agent". That Dutch Auction Notification of a Dutch auction, that is an action by a party wishing to acquire a particular BASE CAE fibo-cae-ce-cae:DutchAuctionNotification Notification security. Under the terms of this offer, current holders of the targeted security are invited to ASSOC CAE fibo-cae-ce-cae:effectiveDate effective Date BASE CAE fibo-cae-ce-cae:EventAnnouncement.1 Event Announcement.1 The announcement BASE CAE fibo-cae-ce-cae:EventNotification Event Notification

FIB-DM 2020 Q1 DEV Entities Page 29/151 Entity Type Package Code Name Comment Exchange offer; Capital reorganisation. Offer to shareholders to exchange their holdings for other securities and/or cash. Exchange offers are usually voluntary. Example: Where the "usually voluntary" comes in is that Announcement Payout Option 1: Cash 2. Stocks 3. Cash and Stock Holder picks option 1, 2 or 3 (= 1 & 2). the voluntary aspect is where it's an Exchange Offer. It's mandatory to pick one of 1 - 3. Otherwise defaults to cash on payment date. Option Payout Componnet is the terms for the choice. Exchange Offer may be voluntary, not always Mandator With Choice. for example, there are legal qualifications on what is possible. Preceded by Tender Offer. Consequences dependent on scenarios. Once the BASE CAE fibo-cae-ce-cae:ExchangeOffer Exchange Offer firm making the offer gets to a given (legally defined) threshold e.g. 90% then they have the BASE CAE fibo-cae-ce-cae:ExchangeOfferNotification Exchange Offer cash. ASSOC CAE fibo-cae-ce-cae:exchangesFrom exchanges From ASSOC CAE fibo-cae-ce-cae:exchangesInto exchanges Into BASE CAE fibo-cae-ce-cae:ExerciseAction Exercise Action concept. BASE CAE fibo-cae-ce-cae:ExerciseExchangeOption Exercise Exchange Exercise Ex Change Notification of exercise by Holder of an exsting option for shareholders to exchange their BASE CAE fibo-cae-ce-cae:ExerciseExChangeOptionNotification Option Notification holdings for other securities and/or cash. BASE CAE fibo-cae-ce-cae:ExPostNotification Ex Post Notification Notification of an event that is expected or unexpected and has happened. Extraordinary General BASE CAE fibo-cae-ce-cae:ExtraordinaryGeneralMeeting Meeting Extraordinary General Meeting BASE CAE fibo-cae-ce-cae:FinancialSecuritiesActor Financial Securities such. ASSOC CAE fibo-cae-ce-cae:flow flow Event which is an offer to the holder or potential holder or other intersted party, to enter BASE CAE fibo-cae-ce-cae:FormalOffer Formal Offer into a trade which is or would be legally binding on the part of the party making the offer BASE CAE fibo-cae-ce-cae:FullCall Full Call BASE CAE fibo-cae-ce-cae:FullExerciseAction Full Exercise Action Fund Capital Gains Unit Trusts, or Sicavs are recipients of capital gains distributions which are often reinvested BASE CAE fibo-cae-ce-cae:FundCapitalGainsDistribution Distribution in additional shares of the fund. Fund Capital Gains Notification of distribution to shareholders of funds, of profits resulting from the sale of BASE CAE fibo-cae-ce-cae:FundCapitalGainsDistributionNotification Distribution securities. ASSOC CAE fibo-cae-ce-cae:givesRiseTo gives Rise To ASSOC CAE fibo-cae-ce-cae:hasSomeRoleIn has Some Role In ASSOC CAE fibo-cae-ce-cae:hasStart has Start An action by a holder to voluntarily disclose some information. Examples: ENRON Disclosure rules. This is an action by the Holder on discovery of their legal requirement. Is there an BASE CAE fibo-cae-ce-cae:HolderDisclosure Holder Disclosure Issuer action If so there may be an Issuer action asking for such disclosure. Or this may not BASE CAE fibo-cae-ce-cae:HolderDisclosureMessage Holder Disclosure An action by a holder to voluntarily disclose some information. BASE CAE fibo-cae-ce-cae:HolderEvent Holder Event A CAE event relating to actions on the part of the holder. BASE CAE fibo-cae-ce-cae:HolderInitatedActionStart Holder Initated Action BASE CAE fibo-cae-ce-cae:HolderInitiatedAction Holder Initiated Action Any action initiated by a Holder of a Security. BASE CAE fibo-cae-ce-cae:HolderInitiatedActionEnd Holder Initiated Action Holder Initiated Action BASE CAE fibo-cae-ce-cae:HolderInitiatedActionInitiation Initiation

FIB-DM 2020 Q1 DEV Entities Page 30/151 Entity Type Package Code Name Comment Holder Initiated A message being an instruction by the holder of some security, made not in response to BASE CAE fibo-cae-ce-cae:HolderInitiatedInstruction Instruction come choice offered by the issuer, but made on the holder's own initiative. BASE CAE fibo-cae-ce-cae:HolderMeetingResponse Holder Meeting BASE CAE fibo-cae-ce-cae:HolderResponseMessage Holder Response A message conveying the Holder's choice in some Corporate Action. Instructions consequent upon notifications. Instruction messages - some of these are responses to notifications. May be MT 565 related - has consent Yes, consent No, no action, Holder Response To accept shares, accept cash and securities etc. There are also ones that can be initiated by BASE CAE fibo-cae-ce-cae:HolderResponseToChoice Choice holders (not in this process step) such as puts. These can be presented without a notification BASE CAE fibo-cae-ce-cae:InformationAction Information Action BASE CAE fibo-cae-ce-cae:InformationEvent Information Event respond Increase of share capital through additional payment on face value of partly-paid shares, BASE CAE fibo-cae-ce-cae:InstalmentCall Instalment Call with part payments in several instalments. SWIFT = PPMT BASE CAE fibo-cae-ce-cae:InstructionMessage Instruction Message A message which embodies some instruction. Payment of Interest to the Holder. Further notes: Are there options on the Holder? Yes, you can opt to be paid in a certain currency. It is not always defined in the security terms. So if the Terms in the Security terms sheet gives you an option, there is a choice for the Holder at this point. Such choices would include: - Currency - Pay in Kind ("Spinoff" or PiK - see PiK corporate Action) Could be mandatory. If there were an option then the letter announcing it would require a response. This is usually stated in the message. Is there a message even if there is no option? Yes. Usually have to generate the events artificially as the Servicing organization. you can't rely on a feed or message coming in but because it is part of the security contract the above has to generate at the expected time, and arrange the payments. Q: That is the point at there was a choice you would expect to see a message, or end up still having to generate it but with the choices. A: The ones with Choices come as announcements BASE CAE fibo-cae-ce-cae:InterestPayment Interest Payment and don't ave to be generated by the Service. Older definitin (re-scoped now: An Event in Interest Payment Regular interest payment, only in cash, distributed to holders of an interest bearing asset. BASE CAE fibo-cae-ce-cae:InterestPaymentAction Action According to the terms of the issue, a bondholder may be able to elect the currency interest BASE CAE fibo-cae-ce-cae:InterestPaymentInKind Interest Payment In SWIFT = PINK Interest Payment With A payment of a portion of the principal of an interest bearing asset, in addition to the BASE CAE fibo-cae-ce-cae:InterestPaymentWithPrincipal Principal interest payment. SWIFT = PRII BASE CAE fibo-cae-ce-cae:InterestRateAdjustment Interest Rate Scheduled change to the coupon rate for a floating or adjustable rate security. Interest Rate BASE CAE fibo-cae-ce-cae:InterestRateAdjustmentNotification Adjustment Announcement of the current coupon rate for a floating or adjustable rate security. ASSOC CAE fibo-cae-ce-cae:isConversionFrom is Conversion From ASSOC CAE fibo-cae-ce-cae:isConversionTo is Conversion To ASSOC CAE fibo-cae-ce-cae:isDistributionOf is Distribution Of ASSOC CAE fibo-cae-ce-cae:isIssueOf is Issue Of BASE CAE fibo-cae-ce-cae:IssuerCorporateAction Issuer Corporate Action compulsory on the issuer of the security. Issuer Corporate Action BASE CAE fibo-cae-ce-cae:IssuerCorporateActionAnnouncer Announcer The announcer of an event which is also the issuer of the security that the event is about. Issuer Corporate Action BASE CAE fibo-cae-ce-cae:IssuerCorporateActionNotificationMessageNotification Message Notification of an action by the issuer of the security. BASE CAE fibo-cae-ce-cae:IssuerFormalOffer Issuer Formal Offer An action in which the issuer of the security makes a formal offer.

FIB-DM 2020 Q1 DEV Entities Page 31/151 Entity Type Package Code Name Comment Issuer Formal Offer BASE CAE fibo-cae-ce-cae:IssuerFormalOfferNotification Notification Notification of some formal offer by the issuer of the security. Liquidating dividend/Liquidation consist of a distribution of cash, assets, or both. Debt may BASE CAE fibo-cae-ce-cae:LiquidationEvent Liquidation Event be paid in order of priority based on preferred claims to assets specified by the security. Listing Status Delisting Security is no longer able to comply with the listing requirements of a stock exchange and is BASE CAE fibo-cae-ce-cae:ListingStatusDelistingMessage Message removed from official board quotation. BASE CAE fibo-cae-ce-cae:ManagementAction Management Action An event relating to the management of a company or other concern. Mandatory Cash BASE CAE fibo-cae-ce-cae:MandatoryCashDividendEvent Dividend Event Cash dividend with no option. Mandatory Cash BASE CAE fibo-cae-ce-cae:MandatoryCashDividendNotification Dividend Notification BASE CAE fibo-cae-ce-cae:MandatoryCorporateAction Mandatory Corporate An event where there are no choice on the part of the Holder. Mandatory Corporate event initiated by the corporation. Participation by shareholders is mandatory (for those BASE CAE fibo-cae-ce-cae:MandatoryCorporateEventProcess Event Process relating to shares). BASE CAE fibo-cae-ce-cae:MandatoryEventEnd Mandatory Event End BASE CAE fibo-cae-ce-cae:MandatoryEventStart Mandatory Event Start BASE CAE fibo-cae-ce-cae:MandatoryPutEvent Mandatory Put Event Mandatory With BASE CAE fibo-cae-ce-cae:MandatoryWithChoiceCorporateAction Choice Corporate An event which is going to happen but there are choices to be made by the Holder. Maturity Extension As stipulated in a bond's Terms and Conditions, the issuer or the bondholder may prolong BASE CAE fibo-cae-ce-cae:MaturityExtension (cae) the maturity date of a bond. After extension, the security may differ from original issue (new Maturity Extension Notification of an extension to the maturity date of a bond by the issuer, in line with existing BASE CAE fibo-cae-ce-cae:MaturityExtensionNotification Notification terms and conditions. A Management Event in which stakeholders meet one another either face to face or through BASE CAE fibo-cae-ce-cae:Meeting Meeting some electronic or voice medium, in order to process some management activity (the BASE CAE fibo-cae-ce-cae:MeetingProcessEnd Meeting Process End BASE CAE fibo-cae-ce-cae:MeetingProcessStart Meeting Process Start Non Issuer Corporate BASE CAE fibo-cae-ce-cae:NonIssuerCorporateActionAnnouncer Action Announcer The announcer of an event which is not the issuer of the security that the event is about. A notification to the shareholders that therre is a corporate action out there. This is distinct from the CA itself. not the same as Event Announcement. There are steps between when the announcement happens and the rest Announcement: at the level of sub custodians. then you gether the people who are affected by the event that's to come. Then you send the announcement - a notification to the holder, informing them of the options that are available to them. If it's mandatory these distinctions still happen, but there is no choice. So BASE CAE fibo-cae-ce-cae:NotificationEvent Notification Event still announcement is made, then when it effects people you send out notificaiton and collect Offer by issuer to allow holders of an odd lot of a security to order a commission-free BASE CAE fibo-cae-ce-cae:OddLotOffer Odd Lot Offer transaction at market price, to sell the odd lot, or to buy an amount of shares which will BASE CAE fibo-cae-ce-cae:OddLotOfferMessage Odd Lot Offer Message BASE CAE fibo-cae-ce-cae:OddLotSale Odd Lot Sale Sale of odd-lot back to the issuing company. BASE CAE fibo-cae-ce-cae:OddLotSaleInstruction Odd Lot Sale Notification of holder choice to sell odd-lot back to the issuing company. Optional Cash Dividend Cash dividend with currency options. This is a dividend payment where payment is BASE CAE fibo-cae-ce-cae:OptionalCashDividendEvent Event mandatorily in the form of Cash. The choice is what currency the cash is to be received in.

FIB-DM 2020 Q1 DEV Entities Page 32/151 Entity Type Package Code Name Comment Optional Cash Dividend BASE CAE fibo-cae-ce-cae:OptionalCashDividendNotification Notification BASE CAE fibo-cae-ce-cae:OptionalPut Optional Put BASE CAE fibo-cae-ce-cae:OrdinaryGeneralMeeting Ordinary General Ordinary General Meeting SWIFT = OMET Organization BASE CAE fibo-cae-ce-cae:OrganizationModificationEvent Modification Event Organization Name The issuing company changes it's name. Event shows the change from old name to new BASE CAE fibo-cae-ce-cae:OrganizationNameChange Change name and may involve surrendering physical shares with the old name to the registrar. The amount of additional rights that may be purchased by the holder over and above the initial allocation. Further notes: In addition to a Subscription Price (see the Price term in the Subscription rights term), there is an additional privilege extended to the holders, to subscribe to additional shares. This also is in a certain proportion. This is to catch if not oversubscription enough rights were subscribed, you may be left with some left over. These can then be given ASSOC CAE fibo-cae-ce-cae:oversubscriptionAmount Amount to the over-subscribers. Additional terms: if this exists there is a ratio for this as well. Notes BASE CAE fibo-cae-ce-cae:PartialCall Partial Call (cae) BASE CAE fibo-cae-ce-cae:PartialDefeasanceAction Partial Defeasance The setting aside by a borrower of cash or bonds sufficient to service the borrower's debt. BASE CAE fibo-cae-ce-cae:PartialExerciseEvent Partial Exercise Event Payment Or Interest security, such as interst payment of amortization. this is income generated to the HOlder BASE CAE fibo-cae-ce-cae:PaymentOrInterestPaymentAction Payment Action because of the security contract. BASE CAE fibo-cae-ce-cae:PayoutOptionTerms Payout Option Terms Place Of Incorporation incorporation for foreign companies. Where shares need to be registered following the BASE CAE fibo-cae-ce-cae:PlaceOfIncorporationChange Change incorporation change, the holder(s) may have to elect the registrar. SWIFT = PLAC Post Merger Securities Mandatory or voluntary exchange of an outstanding securities as the result of two or more BASE CAE fibo-cae-ce-cae:PostMergerSecuritiesExchange Exchange companies combining assets. Cash payments may accompany share exchange. Post Merger Securities Notification of mandatory or voluntary exchange of outstanding securities as the result of BASE CAE fibo-cae-ce-cae:PostMergerSecuritiesExchangeNotificationExchange Notification two or more companies combining assets. Form of open or public offer where priority is given to existing shareholders due to limited BASE CAE fibo-cae-ce-cae:PriorityIssue Priority Issue amount of securities available in the offer. Shareholders can buy a type of security during a BASE CAE fibo-cae-ce-cae:PutAction Put Action The putting of some debt security back to its issuer by the holder BASE CAE fibo-cae-ce-cae:Redemption Redemption maturity. SWIFT = REDM ASSOC CAE fibo-cae-ce-cae:relatesTo relates To ASSOC CAE fibo-cae-ce-cae:relatesTo.10 relates To.10 ASSOC CAE fibo-cae-ce-cae:relatesTo.11 relates To.11 ASSOC CAE fibo-cae-ce-cae:relatesTo.12 relates To.12 ASSOC CAE fibo-cae-ce-cae:relatesTo.13 relates To.13 ASSOC CAE fibo-cae-ce-cae:relatesTo.15 relates To.15 ASSOC CAE fibo-cae-ce-cae:relatesTo.16 relates To.16 The Rights Distribution relates to Share. ASSOC CAE fibo-cae-ce-cae:relatesTo.17 relates To.17 ASSOC CAE fibo-cae-ce-cae:relatesTo.18 relates To.18 ASSOC CAE fibo-cae-ce-cae:relatesTo.2 relates To.2 ASSOC CAE fibo-cae-ce-cae:relatesTo.3 relates To.3 ASSOC CAE fibo-cae-ce-cae:relatesTo.4 relates To.4 ASSOC CAE fibo-cae-ce-cae:relatesTo.5 relates To.5 FIB-DM 2020 Q1 DEV Entities Page 33/151 Entity Type Package Code Name Comment ASSOC CAE fibo-cae-ce-cae:relatesTo.6 relates To.6 ASSOC CAE fibo-cae-ce-cae:relatesTo.7 relates To.7 ASSOC CAE fibo-cae-ce-cae:relatesTo.8 relates To.8 affected are determined. ASSOC CAE fibo-cae-ce-cae:relatesTo.9 relates To.9 BASE CAE fibo-cae-ce-cae:ReverseStockSplit Reverse Stock Split BASE CAE fibo-cae-ce-cae:RightsDistribution Rights Distribution The distribution of rights to shareholders, in proportion to their equity holding. Rights Distribution Notification of the distribution of rights to shareholders, in proportion to their equity BASE CAE fibo-cae-ce-cae:RightsDistributionNotification Notification holding. Exercising the right to purchase the shares. Furhter Notes: This is an action on the part of the holder. SWIFT: Call/exercise on nil-paid securities/rights resulting from a rights distribution BASE CAE fibo-cae-ce-cae:RightsExerciseEvent Rights Exercise Event (RHDI) (To be used for the second event in case rights issue is dealt with in 2 events, first BASE CAE fibo-cae-ce-cae:RightsIssue Rights Issue Some issue of rights to holders. BASE CAE fibo-cae-ce-cae:RightsIssueNotification Rights Issue Notification of some issue of rights to holders. Dividend paid in the form of scrip (temporary certificate) which represents the company's BASE CAE fibo-cae-ce-cae:ScripDividend Scrip Dividend promise to pay a cash dividend. Occurs when earnings are sufficient but issuer wishes to BASE CAE fibo-cae-ce-cae:ScripDividendNotification Scrip Dividend Securities Combination An event in which a security is split into separate securities or separate seucrities are BASE CAE fibo-cae-ce-cae:SecuritiesCombinationOrDetachment Or Detachment combined into one security. Includes splits, detachments, attachments and so on. Securities BASE CAE fibo-cae-ce-cae:SecuritiesDisbursementResponseMessage Disbursement Notification of response opting to take the securities offered. BASE CAE fibo-cae-ce-cae:SecurityAction Security Action REDUNDANT BASE CAE fibo-cae-ce-cae:SecurityDeliveryResponse Security Delivery Response is to take the securities BASE CAE fibo-cae-ce-cae:SecurityModificationEvent Security Modification BASE CAE fibo-cae-ce-cae:ShareAction Share Action Some action relating to equity shares. Add: relationship to Share Issuer bid; Reduction of circulation shares; Reverse Rights. Offer by Issuing company to BASE CAE fibo-cae-ce-cae:ShareBuybackOffer Share Buyback Offer existing shareholders to repurchase the company's own shares or other securities Share Buyback Offer Notification of an offer by the issuing company to existing shareholders to repurchase the BASE CAE fibo-cae-ce-cae:ShareBuybackOfferNotification Notification company's own shares or other securities convertible into shares. BASE CAE fibo-cae-ce-cae:SharesDistributionEvent Shares Distribution The distribution of shares in response to the exercise of some rights. Shares Premium This corporate event pays shareholders an amount in cash issued from the shares premium BASE CAE fibo-cae-ce-cae:SharesPremiumDividendPayment Dividend Payment reserve. It is similar to a dividend but with different tax implications. SWIFT = SHPR Shares Premium BASE CAE fibo-cae-ce-cae:SharesPremiumDividendPaymentNotificationDividend Payment BASE CAE fibo-cae-ce-cae:ShareValueChangeAction Share Value Change Event in which there is some change to the value of Shares. Share Value Change BASE CAE fibo-cae-ce-cae:ShareValueChangeNotification Notification Notification of a change in the face value of a share. Share Value Decrease Reduction of the share capital and face value of a single share. The number of the circulating BASE CAE fibo-cae-ce-cae:ShareValueDecreaseAction Action shares remains unchanged. May include a capital pay-out to shareholder. Share Value Decrease BASE CAE fibo-cae-ce-cae:ShareValueDecreaseNotification Notification Notification of a reduction of the share capital and face value of a single share. Share Value Increase Increase of the share capital. The face value of the single share is changed without BASE CAE fibo-cae-ce-cae:ShareValueIncreaseAction Action modification of the number of shares in circulation. May include a capital payout to

FIB-DM 2020 Q1 DEV Entities Page 34/151 Entity Type Package Code Name Comment Share Value Increase Notification of an increase of the share capital. The face value of the single share is changed BASE CAE fibo-cae-ce-cae:ShareValueIncreaseNotification Notification without modification of the number of shares in circulation. Demerger; Distribution; Unbundling. A distribution of subsidiary stock to the shareholders of BASE CAE fibo-cae-ce-cae:SpinOff Spin Off the parent company without a surrender of shares. Spin-off represents a form of divestiture Dividend paid to shareholders in the form of shares of stock in the issuing company or in BASE CAE fibo-cae-ce-cae:StockDividend Stock Dividend another company. Shareholder must take stock and is not offered a choice in the form of BASE CAE fibo-cae-ce-cae:StockDividendNotification Stock Dividend The increase in a company's number of outstanding shares of stock without any change in BASE CAE fibo-cae-ce-cae:StockSplit Stock Split the shareholder's equity or the aggregate market value at the time of the split. ASSOC CAE fibo-cae-ce-cae:subscriptionPrice subscription Price The price at which the Subscription Rights instrument itself may be purchased. Take No Action BASE CAE fibo-cae-ce-cae:TakeNoActionNotificationMessage Notification Message Notification of a Take No Action response. SWIFT: Term: NOAC Definition: "Take no action" BASE CAE fibo-cae-ce-cae:TakeNoActionResponse Take No Action Take No Action. SWIFT: Term: NOAC Definition: "Take no action" We dont' have detailed information on what kinds of activities there are, but there may be a broad range of these. For instance, may be giving the issuer's location, or the rules for tax reclaims. Different rules exist. May set the rules on each action. For instance, It versus Fr, different rules. The CA notificaiton may be setting out the rules on each tax reclaim. Example: Aus: Issuer may make declaration to tax department, that securities are widely issued, this has some effect on withholding etc. Countries may have standing rules fo BASE CAE fibo-cae-ce-cae:TaxReclaimActivity Tax Reclaim Activity rreclaims, but may be special rules at an issue action level for large issue action. this would BASE CAE fibo-cae-ce-cae:TaxReclaimActivityMessage Tax Reclaim Activity Message about some Tax Reclaim activity. SWIFT:"Event related to tax reclaim activities." Offer made to shareholders, normally by a third party, requesting them to sell (tender) their BASE CAE fibo-cae-ce-cae:TenderOffer Tender Offer shares for a specified price usually at a premium over prevailing market prices. Generally, the Tender Offer Notification of an offer made to shareholders, normally by a third party, requesting them to BASE CAE fibo-cae-ce-cae:TenderOfferNotification Notification sell (tender) their shares for a specified price usually at a premium over prevailing market Third Party Action BASE CAE fibo-cae-ce-cae:ThirdPartyActionAnnouncement Announcement Third Party Action BASE CAE fibo-cae-ce-cae:ThirdPartyActionChoiceExists Choice Exists Third Party Action BASE CAE fibo-cae-ce-cae:ThirdPartyActionChoiceOffer Choice Offer Third Party Action BASE CAE fibo-cae-ce-cae:ThirdPartyActionHolderResponseToChoiceHolder Response To Third Party Action BASE CAE fibo-cae-ce-cae:ThirdPartyActionNotification Notification BASE CAE fibo-cae-ce-cae:ThirdPartyCorporateAction Third Party Corporate Some action initiated by some third party to the security, i.e. not the issuer. Third Party Corporate BASE CAE fibo-cae-ce-cae:ThirdPartyCorporateActionEnd Action End Third Party Corporate BASE CAE fibo-cae-ce-cae:ThirdPartyCorporateActionIssuerMessage Action Issuer Message Message from security issuer, notifying holders of a third party action. Third Party Corporate BASE CAE fibo-cae-ce-cae:ThirdPartyCorporateActionNotificationMessageAction Notification Notification of a third party corporate action.

FIB-DM 2020 Q1 DEV Entities Page 35/151 Entity Type Package Code Name Comment Third Party Corporate BASE CAE fibo-cae-ce-cae:ThirdPartyCorporateActionOriginatorMessageAction Originator Message from a third party, notifying holders of a third party action. Third Party Corporate BASE CAE fibo-cae-ce-cae:ThirdPartyCorporateActionStart Action Start Third Party Formal BASE CAE fibo-cae-ce-cae:ThirdPartyFormalOfferNotification Offer Notification Notification of some third party offer, to the shareholders. Trading Status Active Trading in security has commenced or security has been re-activated after a supsension in BASE CAE fibo-cae-ce-cae:TradingStatusActiveMessage Message trading. BASE CAE fibo-cae-ce-cae:TradingStatusMessage Trading Status A message about trading status. Trading Status BASE CAE fibo-cae-ce-cae:TradingStatusSuspendedMessage Suspended Message Trading in the security has been suspended. BASE CAE fibo-cae-ce-cae:VoluntaryCorporateAction Voluntary Corporate An event with some choice on the part of the Holder. Voluntary Corporate BASE CAE fibo-cae-ce-cae:VoluntaryCorporateEventProcess Event Process BASE CAE fibo-cae-ce-cae:VoluntaryDistribution Voluntary Distribution An action in which funds are distributed voluntarily by the issuer of a security. BASE CAE fibo-cae-ce-cae:VoteAgainstManagement Vote Against Vote against management. Vote Against BASE CAE fibo-cae-ce-cae:VoteAgainstManagementMessage Management Message BASE CAE fibo-cae-ce-cae:VotingNoAction Voting No Action Option for the account owner not to take part in the event. SWIFT: NOAC BASE CAE fibo-cae-ce-cae:VotingNoActionMessage Voting No Action BASE CAE fibo-cae-ce-cae:VotingResponse Voting Response Some response to a voting activity. BASE CAE fibo-cae-ce-cae:VotingResponseMessage Voting Response Option offered to holders to buy (call warrant) or to sell (put warrant) a specific amount of Warrant Exercise stock, cash, or commodity, at a predetermined price, during a predetermined period of time BASE CAE fibo-cae-ce-cae:WarrantExerciseAction Action (which usually corresponds to the life of the issue). Fiurther Notes: Note this is the issuer Worthless Security Booking out of some worthless security by the Issuer. SWIFT:"Booking out of valueless BASE CAE fibo-cae-ce-cae:WorthlessSecurityBookingOut Booking Out securities." ASSOC CIV fibo-civ-fnd-civ:accountingYearEndDate accounting Year End Last day of the accounting year for the fund. BASE CIV fibo-civ-fnd-civ:AccumulatingShareClass Accumulating Share A share class in which there is no option to reinvest. ASSOC CIV fibo-civ-fnd-civ:administeredBy administered By ASSOC CIV fibo-civ-fnd-civ:advisedBy advised By ASSOC CIV fibo-civ-fnd-civ:allowedInvestorType allowed Investor Type Type of investor that can invest in the fund class. BASE CIV fibo-civ-fnd-civ:AnnualizedPerformanceDeterminationMethodInvestor Annualized performance determination. BASE CIV fibo-civ-fnd-civ:AnnualReportingPolicy Investor Reports are presented once a year ASSOC CIV fibo-civ-fnd-civ:anticipatedVolatility anticipated Volatility ASSOC CIV fibo-civ-fnd-civ:anticipates anticipates ASSOC CIV fibo-civ-fnd-civ:assessedAgainst assessed Against BASE CIV fibo-civ-fnd-civ:AssetClassStrategy Servicer Strategy which is asset class based. ASSOC CIV fibo-civ-fnd-civ:authorizedCountry authorized Country Country in which it is authorised to commercialise the fund. ASSOC CIV fibo-civ-fnd-civ:benchmarkWeight benchmark Weight Instrument weighting in the benchmark for the portfolio. BASE CIV fibo-civ-fnd-civ:BricksAndMortarHolding Bricks And Mortar A holding of built property. BASE CIV fibo-civ-fnd-civ:CommonShareInFund Common Share In Fund A share unit in a fund, which is classified as a Common Share class. ASSOC CIV fibo-civ-fnd-civ:confersOwnershipOf confers Ownership Of FIB-DM 2020 Q1 DEV Entities Page 36/151 Entity Type Package Code Name Comment ASSOC CIV fibo-civ-fnd-civ:constitutedAs constituted As The Special Purpose Vehicle is constituted as some kind of Formal Organization. ASSOC CIV fibo-civ-fnd-civ:couponPaymentDate coupon Payment Date The date at which the coupon is distributed to the bond unit holder. BASE CIV fibo-civ-fnd-civ:CurrencyStrategy Currency Strategy Strategy which is currency based. BASE CIV fibo-civ-fnd-civ:DebtStakeInFund Debt Stake In Fund A stake held in a fund by way of a Bond Unit. ASSOC CIV fibo-civ-fnd-civ:definedInRelationTo defined In Relation To ASSOC CIV fibo-civ-fnd-civ:definesAllocations defines Allocations ASSOC CIV fibo-civ-fnd-civ:definesBenchmark defines Benchmark defines Main Fund ASSOC CIV fibo-civ-fnd-civ:definesMainFundOrderDeskAccount Order Desk Account ASSOC CIV fibo-civ-fnd-civ:definesRelationshipWith defines Relationship ASSOC CIV fibo-civ-fnd-civ:denominatedIn denominated In ASSOC CIV fibo-civ-fnd-civ:denomination denomination redenominated and the currency of the NAV calculation. ASSOC CIV fibo-civ-fnd-civ:denominationCurrency denomination ASSOC CIV fibo-civ-fnd-civ:describedIn described In ASSOC CIV fibo-civ-fnd-civ:distributedBy distributed By BASE CIV fibo-civ-fnd-civ:DistributingShareClass Distributing Share Class ASSOC CIV fibo-civ-fnd-civ:dividendPaymentDate dividend Payment Date Day and month on which the dividends would normally be paid. ASSOC CIV fibo-civ-fnd-civ:dividendPaymentFrequency dividend Payment six-monthly, yearly, etc). ASSOC CIV fibo-civ-fnd-civ:domicile domicile Country in which the investment fund is domiciled. ASSOC CIV fibo-civ-fnd-civ:endOfFiscalYear end Of Fiscal Year determined. BASE CIV fibo-civ-fnd-civ:EquityAsset Equity Asset The holding of equity securities in a portfolio. BASE CIV fibo-civ-fnd-civ:EquityFund Equity Fund A fund which invests in at least 85% shares. BASE CIV fibo-civ-fnd-civ:EquityPortfolio Equity Portfolio A portfolio which has at least 85% exposure to shares. BASE CIV fibo-civ-fnd-civ:EquityStakeInFund Equity Stake In Fund A stake held in a fund by way of a Share Class Unit. ASSOC CIV fibo-civ-fnd-civ:exCouponDate ex Coupon Date The date at which the coupon is substracted from the NAV ASSOC CIV fibo-civ-fnd-civ:exDivDate ex Div Date The date at which the dividend is substracted from the NAV BASE CIV fibo-civ-fnd-civ:FCP FCP A French fund vehicle type. Designation and definition needed. BASE CIV fibo-civ-fnd-civ:Fund Fund Distinct pool of financial instruments managed by a single investment policy. The party that keeps accounting records of the available assets and liabilities of the Fund. It BASE CIV fibo-civ-fnd-civ:FundAccountant Fund Accountant calculates dealing prices, the Net Asset Value (NAV) of the Fund, and may provide fund Entity that has to fulfil the legal and supervisory requirements of the fund. Responsible for all BASE CIV fibo-civ-fnd-civ:FundAdministrator Fund Administrator the business purposes around the investment pool, and so is reponsible for the issuing of the The party that is in charge of examining and verifying a fund's financial and accounting BASE CIV fibo-civ-fnd-civ:FundAuditor Fund Auditor records as well as supporting documents and fulfilment of legal requirements. Definition BASE CIV fibo-civ-fnd-civ:FundBondClassUnit Fund Bond Class Unit A fund unit which takes the form of debt in that fund. BASE CIV fibo-civ-fnd-civ:FundBondUnitCoupon Fund Bond Unit A fixed coupon paid out to holders of the Fund Bond Unit. BASE CIV fibo-civ-fnd-civ:FundCashDistributionPolicy Fund Cash Distribution distribution policy of "Cash" rather than "Reinvestment". The category of the fund according to the asset class. This is a published code by which the BASE CIV fibo-civ-fnd-civ:FundClassification Fund Classification Fund is classified. Further notes: Could be EFCF codes. This is the way in which "Type of fund" BASE CIV fibo-civ-fnd-civ:FundClassificationScheme Fund Classification A published scheme for the category of a fund according to the asset class. BASE CIV fibo-civ-fnd-civ:FundCouponPolicy Fund Coupon Policy Terms for the expected distribution of bond unit coupons. BASE CIV fibo-civ-fnd-civ:FundDataProvider Fund Data Provider A party which supplies market data to a fund. BASE CIV fibo-civ-fnd-civ:FundDebt Fund Debt Debt issued by a Fund. FIB-DM 2020 Q1 DEV Entities Page 37/151 Entity Type Package Code Name Comment BASE CIV fibo-civ-fnd-civ:FundDepositary Fund Depositary compliance of the portfolio with legal ratios etc. BASE CIV fibo-civ-fnd-civ:FundDistributionPolicy Fund Distribution policy indicating the overall strategy or limitations on distribution for the fund an entity through which a fund may be bought by or for an investor. This may be on a BASE CIV fibo-civ-fnd-civ:FundDistributor Fund Distributor discretionary or advisory basis, or as an execution-only service. Definition origin:EFAMA DD BASE CIV fibo-civ-fnd-civ:FundDividendPolicy Fund Dividend Policy Terms for the expected distributions of dividends. BASE CIV fibo-civ-fnd-civ:FundEquity Fund Equity A share or proportion of the capital gains in a fund. ASSOC CIV fibo-civ-fnd-civ:fundHasRelatedParty fund Has Related Party BASE CIV fibo-civ-fnd-civ:FundInvestmentObjective Fund Investment The aim of a Fund e.g outperfom a given benchmark. BASE CIV fibo-civ-fnd-civ:FundInvestmentPolicy Fund Investment Policy policy that the fund implements in order to achieve the stated fund objectives BASE CIV fibo-civ-fnd-civ:FundInvestor Fund Investor represents some stake) in that fund. BASE CIV fibo-civ-fnd-civ:FundInvestorType Fund Investor Type The type of party that is eligible to invest in a fund. BASE CIV fibo-civ-fnd-civ:FundLegalContract Fund Legal Contract fund legal form. BASE CIV fibo-civ-fnd-civ:FundLegalForm Fund Legal Form The legal form of the fund, eg Joint Stock Company, SPV etc. Fund Legal Form For a fund which is constituted under the law of contract, the constitution or articles that BASE CIV fibo-civ-fnd-civ:FundLegalFormDocumentation Documentation define the fund. These are embodied in a Contract. Fund Management The party that sets up the fund, decides the investment strategy, appoints the agents, and is BASE CIV fibo-civ-fnd-civ:FundManagementCompany Company responsible for the promotion and the marketing of the fund. It makes all of the important The party that sets up the fund, decides the investment strategy, appoints the agents, and is responsible for the promotion and the marketing of the fund. It makes all of the important BASE CIV fibo-civ-fnd-civ:FundManager Fund Manager decisions related to the fund. Also called fund promotor or fund sponsor. This is a dupliucate BASE CIV fibo-civ-fnd-civ:FundOrderDesk Fund Order Desk The Fund Order Desk is a party to the Fund Order Desk Account. Fund Order Desk BASE CIV fibo-civ-fnd-civ:FundOrderDeskPhysicalFormDocument Physical Form A phsyical form obtained through the main fund order desk. BASE CIV fibo-civ-fnd-civ:FundPortfolio Fund Portfolio more currencies and belonging to a Fund Fund Portfolio Detailed Policy on approximately how the portfolio is to be allocated to achieve the stated BASE CIV fibo-civ-fnd-civ:FundPortfolioInvestmentLimitations Investment Limitations investment goals. This underpins the detailed strategy of how to achieve this. Fund Portfolio policy with respect to allocation of the portfolio that is designed to meet the stated BASE CIV fibo-civ-fnd-civ:FundPortfolioInvestmentPolicy Investment Policy investment strategy and goals BASE CIV fibo-civ-fnd-civ:FundProcessingForm Fund Processing Form activity. Fund Processing Formal terms for general processing of the fund. These set out what the investor and the BASE CIV fibo-civ-fnd-civ:FundProcessingGeneralTerms General Terms fund may or may not do. Formal terms for processing of the fund. These set out what the investor and the fund may or may not do. These include terms for redemption and subscription processing as well as BASE CIV fibo-civ-fnd-civ:FundProcessingTerms Fund Processing Terms general processing terms. ISO FIBIM definition: Processing characteristics linked to the BASE CIV fibo-civ-fnd-civ:FundPromoter Fund Promoter or management company The Prospectus for the Fund. This is a document made available publicly for potential investors. It will include facts about the fund investment objective, investment focus and BASE CIV fibo-civ-fnd-civ:FundProspectus Fund Prospectus other details of the fund. Some of this information becomes binding on the fund once it is BASE CIV fibo-civ-fnd-civ:FundRedemptionRestriction Fund Redemption BASE CIV fibo-civ-fnd-civ:FundRedemptionTerms Fund Redemption fund may or may not do. BASE CIV fibo-civ-fnd-civ:FundReinvestmentPolicy Fund Reinvestment Terms for the expected reinvestment of profits on fund units. BASE CIV fibo-civ-fnd-civ:FundReportingTerms Fund Reporting Terms Terms describing the accounting methods and reporting arrangements used by the fund. BASE CIV fibo-civ-fnd-civ:FundsCashDistribution Funds Cash Accrued income is distributed periodically to the investor. FIB-DM 2020 Q1 DEV Entities Page 38/151 Entity Type Package Code Name Comment BASE CIV fibo-civ-fnd-civ:FundsCreation Funds Creation SPV set up for fund management Conesnsus:Review The legal structure in which you can purchase part of an investment pool, defined by a BASE CIV fibo-civ-fnd-civ:FundShareClassUnit Fund Share Class Unit variety of characteristics like investor type, minimum size of investment, distribution type, Fund Share Class Unit whole or to a unit in the fund? This term will be redefined following the Funds model BASE CIV fibo-civ-fnd-civ:FundShareClassUnitDividend Dividend restructuring The context of managing and processing funds, issuing funds units etc. This is the context in BASE CIV fibo-civ-fnd-civ:FundsProcessing Funds Processing which the different parties involved in a fund are defined as parties. An account used specifically in the processing of funds. Like all accounts this is (per FIBIM Funds Processing definition) a business relationship between two entities; one entity is the account owner, the BASE CIV fibo-civ-fnd-civ:FundsProcessingAccount Account other entity is the account servicer. Please refer to Financial global model for treatment of BASE CIV fibo-civ-fnd-civ:FundsProcessingParty Funds Processing Party A party involved in the processing of funds in some way. Funds Processing The Funds Processing Passport. This is defined as a document. This has terms drawn from BASE CIV fibo-civ-fnd-civ:FundsProcessingPassport Passport elsewhere in the model which are defined as part of the FPP for reasons defined in the FPP A Special Purpose Vehicle (SPV) set up specifically to create an investment fund. It is set up BASE CIV fibo-civ-fnd-civ:FundsSPV Funds SPV by a company or a group of companies for this purpose. The SPV is formed for a specific BASE CIV fibo-civ-fnd-civ:FundStructure Fund Structure One of the different ways in which a Fund may be structured. ASSOC CIV fibo-civ-fnd-civ:fundStructure fund Structure Structure of the subfund, eg, single fund, multi-class. Subscription terms for the fund. Further notes: ISO FIBIM, EFAMA DD and FPP combine Fund Subscription terms for subscription, redemption and general holding requirements. These have been BASE CIV fibo-civ-fnd-civ:FundSubscriptionTerms Terms separated here as they are different kinds of term, but this can be reviewed. Subscription BASE CIV fibo-civ-fnd-civ:FundSupervisoryAuthority Fund Supervisory The legal entity which supervises the fund or fund industry BASE CIV fibo-civ-fnd-civ:FundTransferAgent Fund Transfer Agent behalf of a fund. Definition origin:EFAMA DD BASE CIV fibo-civ-fnd-civ:FundUnit Fund Unit that unit. Fund Unit Distribution BASE CIV fibo-civ-fnd-civ:FundUnitDistributionMethod Method The normal distribution policy for funds. Fund Unit Distribution policy relating to the unit, e.g. if income is paid out or retained in the fund and how this is BASE CIV fibo-civ-fnd-civ:FundUnitDistributionPolicy Policy treated, including distribution policy details for dividends and coupons. BASE CIV fibo-civ-fnd-civ:FundUnitHolding Fund Unit Holding A holding of a unit in another fund. Fund Units Settlement Default settlement terms which may apply to a fund, trading of for units in the fund and for BASE CIV fibo-civ-fnd-civ:FundUnitsSettlementTermsConvention Terms Convention redemption of fund units. ASSOC CIV fibo-civ-fnd-civ:givesOwnershipOf gives Ownership Of Gross Of Fee Performance determined gross of fee. Review: Is this mutually exclusive with the other listed BASE CIV fibo-civ-fnd-civ:GrossOfFeePerformanceDeterminationMethodPerformance method? It sounds like it is not. ASSOC CIV fibo-civ-fnd-civ:hasAccountant has Accountant ASSOC CIV fibo-civ-fnd-civ:hasAccountingInformation has Accounting has Accounting ASSOC CIV fibo-civ-fnd-civ:hasAccountingReportingFrequency Reporting Frequency ASSOC CIV fibo-civ-fnd-civ:hasAdditionalInformation has Additional has Additional ASSOC CIV fibo-civ-fnd-civ:hasAdditionalRedemptionRestrictions Redemption ASSOC CIV fibo-civ-fnd-civ:hasAuditor has Auditor ASSOC CIV fibo-civ-fnd-civ:hasContactDetails has Contact Details ASSOC CIV fibo-civ-fnd-civ:hasDataProvider has Data Provider provided

FIB-DM 2020 Q1 DEV Entities Page 39/151 Entity Type Package Code Name Comment has Default Settlement ASSOC CIV fibo-civ-fnd-civ:hasDefaultSettlementConvention Convention ASSOC CIV fibo-civ-fnd-civ:hasDepository has Depository ASSOC CIV fibo-civ-fnd-civ:hasDetails has Details Information on the net asset value calculation of the investment fund component. ASSOC CIV fibo-civ-fnd-civ:hasDistributiojnPolicy has Distributiojn Policy ASSOC CIV fibo-civ-fnd-civ:hasDistributionPolicy has Distribution Policy ASSOC CIV fibo-civ-fnd-civ:hasDistributionPolicy.1 has Distribution Income policy relating to a class type, ie, if income is paid out or retained in the fund. ASSOC CIV fibo-civ-fnd-civ:hasDistributionPolicy.2 has Distribution Income policy relating to a class type, ie, if income is paid out or retained in the fund. ASSOC CIV fibo-civ-fnd-civ:hasExpectedCoupon has Expected Coupon ASSOC CIV fibo-civ-fnd-civ:hasExpectedDividend has Expected Dividend Identification of the investment fund. Note this relationship has no parent, and is a sibling to ASSOC CIV fibo-civ-fnd-civ:hasFundIdentification has Fund Identification the identifiaciton relationship for Incorporated Company. As BEI work progresses, these ASSOC CIV fibo-civ-fnd-civ:hasFundPolicy has Fund Policy policy. ASSOC CIV fibo-civ-fnd-civ:hasFundProcessingTerms has Fund Processing ASSOC CIV fibo-civ-fnd-civ:hasInformationAbout has Information About ASSOC CIV fibo-civ-fnd-civ:hasIntendedRiskLevel has Intended Risk Level ASSOC CIV fibo-civ-fnd-civ:hasInvestmentStrategy has Investment ASSOC CIV fibo-civ-fnd-civ:hasIssueDate has Issue Date Date of first NAV calculation and start of performance calculations (same as launch date) ASSOC CIV fibo-civ-fnd-civ:hasLegalForm has Legal Form ASSOC CIV fibo-civ-fnd-civ:hasLiquidity has Liquidity ASSOC CIV fibo-civ-fnd-civ:hasManagementCompany has Management has Performance ASSOC CIV fibo-civ-fnd-civ:hasPerformanceDeterminationMethod Determination Method ASSOC CIV fibo-civ-fnd-civ:hasPolicyTerms has Policy Terms ASSOC CIV fibo-civ-fnd-civ:hasPolicyTerms.1 has Policy Terms.1 Terms for the expected distributions of dividends. ASSOC CIV fibo-civ-fnd-civ:hasPortfolio has Portfolio ASSOC CIV fibo-civ-fnd-civ:hasRelatedFundTerms has Related Fund ASSOC CIV fibo-civ-fnd-civ:hasRelatedTerms has Related Terms ASSOC CIV fibo-civ-fnd-civ:hasSubFund has Sub Fund ASSOC CIV fibo-civ-fnd-civ:hasSubscriptionTerms has Subscription Terms ASSOC CIV fibo-civ-fnd-civ:hasTradableUnit has Tradable Unit ASSOC CIV fibo-civ-fnd-civ:hasTransferAgent has Transfer Agent ASSOC CIV fibo-civ-fnd-civ:hasUnitIssuer has Unit Issuer BASE CIV fibo-civ-fnd-civ:HedgeFund Hedge Fund This is not always a kind of closed fund. ASSOC CIV fibo-civ-fnd-civ:holds holds The Funds Special Purpose Vehicle holds this Fund. ASSOC CIV fibo-civ-fnd-civ:identifiedAs.3 identified As.3 ASSOC CIV fibo-civ-fnd-civ:identifiedAs.5 identified As.5 ASSOC CIV fibo-civ-fnd-civ:identifies.1 identifies.1 Jurisdiction (country, county, state, province, city) of the investment. ASSOC CIV fibo-civ-fnd-civ:identifiesAssetTypesBy identifies Asset Types ASSOC CIV fibo-civ-fnd-civ:implementsFundPolicy implements Fund ASSOC CIV fibo-civ-fnd-civ:inceptionDate inception Date Authorization date in the country of origin.

FIB-DM 2020 Q1 DEV Entities Page 40/151 Entity Type Package Code Name Comment Authorization date in the country of origin. Further Notes See definition in Inception Date for Fund. Separate fact exists here. Same definition used. EFAMA Review notes: Inception Date exists as soon as there is a prospectus, so it is a fact about a Share Class even if the share class is never formally issued or offered to the public. Legal structure exists even if something is not launched. Editor question: Review stated this was a fact about Share Class; confirm this ASSOC CIV fibo-civ-fnd-civ:inceptionDate.1 inception Date.1 fact does not apply to Bond and Note units, or was the term Share Class being used to mean ASSOC CIV fibo-civ-fnd-civ:includes includes BASE CIV fibo-civ-fnd-civ:IncomeAccumulation Income Accumulation Accrued income is not distributed and instead remains reflected within the unit/share price. ASSOC CIV fibo-civ-fnd-civ:initialApplicationForm initial Application Form Physical application form for the initial subscription by the investor. ASSOC CIV fibo-civ-fnd-civ:intendedLiquidationDate intended Liquidation The date on which the SPV is scheduled to be disbanded and wound up. BASE CIV fibo-civ-fnd-civ:InvestmentAdvisor Investment Advisor The party that provides investment guidance at a fee. Definition origin:EFAMA DD Limitations that apply to the fund as a whole, such as risk factors. these are used to BASE CIV fibo-civ-fnd-civ:InvestmentRestriction Investment Restriction determine whether the fund is appropriate for a given type of investor to invest in. BASE CIV fibo-civ-fnd-civ:InvestmentStrategy Investment Strategy plan, method, or series of maneuvers or stratagems for obtaining a specific investment goal ASSOC CIV fibo-civ-fnd-civ:isCalculatedIn is Calculated In ASSOC CIV fibo-civ-fnd-civ:isOpenEndedOrClosed is Open Ended Or Whether the fund is open ended or closed. ASSOC CIV fibo-civ-fnd-civ:isSetUpFor is Set Up For ASSOC CIV fibo-civ-fnd-civ:isSubFundOf is Sub Fund Of ASSOC CIV fibo-civ-fnd-civ:issuePrice issue Price The price at which the Fund Unit was first issued. ASSOC CIV fibo-civ-fnd-civ:issues issues ASSOC CIV fibo-civ-fnd-civ:isUnitHolder is Unit Holder BASE CIV fibo-civ-fnd-civ:JurisdictionStrategy Jurisdiction Strategy Strategy which is jurisdiction based. Relationship note: This relationship has no obvious parent; it is similar to Security legally recorded in Jurisdiction, but that inherits from Contract jurisdiction whereas a Fund is a Pool ASSOC CIV fibo-civ-fnd-civ:legallyRecordedIn legally Recorded In not a Contract. So the meaning is not the same. Assign parent relationship in future if a more BASE CIV fibo-civ-fnd-civ:Liquidity Liquidity Precise definition needed for liquidity, and check that it is modeled accordingly. ASSOC CIV fibo-civ-fnd-civ:maximumDeviation maximum Deviation Maximum allowable deviation from the benchmark. ASSOC CIV fibo-civ-fnd-civ:maximumInvestmentAmount maximum Investment Maximum amount that may be invested in the specified strategy. maximum Investment ASSOC CIV fibo-civ-fnd-civ:maximumInvestmentPercentage Percentage Maximum percentage that may be invested in the specified strategy. ASSOC CIV fibo-civ-fnd-civ:maximumPurchasingFee maximum Purchasing origin:EFAMA DD maximum Redemption ASSOC CIV fibo-civ-fnd-civ:maximumRedemptionAmount Amount Maximum quantity of securities, expressed as an amount that can be sold. ASSOC CIV fibo-civ-fnd-civ:maximumRedemptionFee maximum Redemption origin:EFAMA DD maximum Redemption ASSOC CIV fibo-civ-fnd-civ:maximumRedemptionPercentage Percentage Maximum quantity of securities, expressed as a percentage that can be sold. ASSOC CIV fibo-civ-fnd-civ:mayAlsoBe may Also Be The unit issuer would be the fund administrator (except when it is a Bond). ASSOC CIV fibo-civ-fnd-civ:mayBe.1 may Be.1 ASSOC CIV fibo-civ-fnd-civ:mayBeDefinedIn may Be Defined In ASSOC CIV fibo-civ-fnd-civ:minimumDeviation minimum Deviation Minimum allowable deviation from the benchmark. ASSOC CIV fibo-civ-fnd-civ:minimumHoldingPeriod minimum Holding redemption will be permitted. minimum Initial ASSOC CIV fibo-civ-fnd-civ:minimumInitialSubscriptionAmount Subscription Amount Minimum initial subscription value. FIB-DM 2020 Q1 DEV Entities Page 41/151 Entity Type Package Code Name Comment ASSOC CIV fibo-civ-fnd-civ:minimumInvestmentAmount minimum Investment Minimum amount that has to be invested in the specified strategy. minimum Investment ASSOC CIV fibo-civ-fnd-civ:minimumInvestmentPercentage Percentage Minimum percentage that has to be invested in the specified strategy. ASSOC CIV fibo-civ-fnd-civ:minimumRatingRestriction minimum Rating The minimum rating of securities to be invested in. minimum Remaining ASSOC CIV fibo-civ-fnd-civ:minimumRemainingHoldingAmount Holding Amount Minimum value of units/shares that must be retained to avoid automatic redemption. minimum Subscription ASSOC CIV fibo-civ-fnd-civ:minimumSubscriptionAmount Amount Minimum subscription value for existing investors. Money Weighted Rate Of Return Performance BASE CIV fibo-civ-fnd-civ:MoneyWeightedRateOfReturnPerformanceDeterminationMethodDetermination Method Money weighted rate of return. Net Asset Value BASE CIV fibo-civ-fnd-civ:NetAssetValueCalculationMethod Calculation Method Parameters for the calculation of the net asset value for an investment fund/fund class. Need a legal definition - to follow. This is one of the mechanisms by which an investor may BASE CIV fibo-civ-fnd-civ:NoteFundUnit Note Fund Unit hold an interest in a fund, but is not a Bond or a Share. BASE CIV fibo-civ-fnd-civ:NoteStakeInFund Note Stake In Fund A stake held in a fund by way of a note. BASE CIV fibo-civ-fnd-civ:OpenEndedOrClosed Open Ended Or Closed BASE CIV fibo-civ-fnd-civ:OrganizationStrategy Organization Strategy Strategy which is organization based. Other Investment Fund Things which are not part of the prospectus but are important if you want to understand the BASE CIV fibo-civ-fnd-civ:OtherInvestmentFundInformation Information fund. ASSOC CIV fibo-civ-fnd-civ:outlines outlines ASSOC CIV fibo-civ-fnd-civ:percentageInvested percentage Invested The percentage of funds that is to be invested at any given time. Performance annualized, gross of fee) along with the time frame in which this is determined. PLUS BASE CIV fibo-civ-fnd-civ:PerformanceDeterminationMethod Determination Method Performances NamePeriod performance ASSOC CIV fibo-civ-fnd-civ:performanceDeterminationTimeframe Determination The timeframe on which the performance is reported (e.g. 1month, 1 year, YTD). ASSOC CIV fibo-civ-fnd-civ:performanceFee performance Fee origin:EFAMA DD BASE CIV fibo-civ-fnd-civ:PortfolioBenchmark Portfolio Benchmark Security or other price against which the performance of the portfolio is evaluated. BASE CIV fibo-civ-fnd-civ:PortfolioInvestmentStrategy Portfolio Investment The manner in which the portfolio manager tries to reach the funds objectives. BASE CIV fibo-civ-fnd-civ:PortfolioManager Portfolio Manager person or entity responsible for day to day investment decisions for a fund or asset BASE CIV fibo-civ-fnd-civ:PreferredShareInFund Preferred Share In BASE CIV fibo-civ-fnd-civ:PrivateEquityHolding Private Equity Holding A holding of private equity. ASSOC CIV fibo-civ-fnd-civ:processingCountry processing Country Country in which the processing characteristic applies. ASSOC CIV fibo-civ-fnd-civ:processingPartyHasIdentity processing Party Has The organization which plays the role of the funds processing party ASSOC CIV fibo-civ-fnd-civ:promotedBy promoted By ASSOC CIV fibo-civ-fnd-civ:providerHasIdentity provider Has Identity provides Depositary ASSOC CIV fibo-civ-fnd-civ:providesDepositaryServiceFor Service For ASSOC CIV fibo-civ-fnd-civ:purchasingFee purchasing Fee origin:EFAMA DD ASSOC CIV fibo-civ-fnd-civ:redemptionCutoffDateTime redemption Cutoff Last date/time at which an order to redeem can be given. redemption Dealing ASSOC CIV fibo-civ-fnd-civ:redemptionDealingFrequency Frequency Frequency at which the redemptions are done. ASSOC CIV fibo-civ-fnd-civ:redemptionFee redemption Fee origin:EFAMA DD FIB-DM 2020 Q1 DEV Entities Page 42/151 Entity Type Package Code Name Comment ASSOC CIV fibo-civ-fnd-civ:redemptionForm redemption Form investor. ASSOC CIV fibo-civ-fnd-civ:redemptionPeriod redemption Period redeemed. BASE CIV fibo-civ-fnd-civ:ReferToFundOrderDesk Refer To Fund Order Restriction requiring an investor to refer to the fund order desk prior to redeeming a fund. reinvestment For units where there is Reinvestment distribution, the frequency with which the ASSOC CIV fibo-civ-fnd-civ:reinvestmentFrequency Frequency reinvestment takes place (this will be the same or less frequently than the Dividend Payment BASE CIV fibo-civ-fnd-civ:ReportingFrequencyPolicy Reporting Frequency Frequency with which financial reports will be presented. BASE CIV fibo-civ-fnd-civ:RiskLevel Risk Level BASE CIV fibo-civ-fnd-civ:SectorStrategy Sector Strategy Strategy which is sector based. BASE CIV fibo-civ-fnd-civ:SemiAnnualReportingPolicy Semi Annual Reporting Reports are presented twice a year. BASE CIV fibo-civ-fnd-civ:SICAF SICAF A French fund vehicle type. Designation and definition needed. BASE CIV fibo-civ-fnd-civ:SICAV SICAV Societe Collective a Capital Variable Government investment fund funded by foreign currency reserves. Review: Also include things like International Monetary Fund. Are these a Legal Entity? See also Funds model. BASE CIV fibo-civ-fnd-civ:SovereignWealthFund Sovereign Wealth Fund Move the question about Sovereign Wealth Funds to the Funds model. Looking at definitions A Special Purpose Vehicle (SPV) set up specifically to issue a security or securities. It is set up by a company or a group of companies for some purpose such as to create instruments that are off the company's balance sheet or to issue Participation Notes for investors in another jurisdiction. The SPV is formed for a specific reason and exists for a specific period of time and is then disbanded. Further notes: Special Purpose Vehicles are also referred to as BASE CIV fibo-civ-fnd-civ:SpecialPurposeVehicle Special Purpose Vehicle bankruptcy remote entities, as they isolate financial risk. For Participation Notes: slightly The entity which is the creator and servicer of the SPV. Notes: To protect investors from possible bankruptcy of the corporation, there are three legal safeguards: - Transfer of assets from the corporation is a non-recourse, true sale. - Investors receive a perfected interest in ASSOC CIV fibo-civ-fnd-civ:sponsoredBy sponsored By the assets' cash flows. - A non-consolidation legal opinion is obtained certifying that assets of A Special Purpose Vehicle always holds some kind of pool. This may be a debt pool, an asset ASSOC CIV fibo-civ-fnd-civ:sPVHoldsPool s PV Holds Pool pool (fund) or some pool of securities from which it issues Participation Notes. BASE CIV fibo-civ-fnd-civ:SPVPurpose SPV Purpose The reason for the creation of a Special Purpose Vehicle. BASE CIV fibo-civ-fnd-civ:StakeInFund Stake In Fund of some sort of unit in that fund. ASSOC CIV fibo-civ-fnd-civ:statedDistributionFee stated Distribution Fee ASSOC CIV fibo-civ-fnd-civ:statedIn stated In stated Management The fee that is stated in the Prospectus as being what is to be charged for management. ASSOC CIV fibo-civ-fnd-civ:statedManagementFee Fee Further notes: Can be monetary amount or a percentage or a combination. Action: simple ASSOC CIV fibo-civ-fnd-civ:stipulatesBenchmark stipulates Benchmark A set of share classes is a compartment of an umbrella fund. In this case, subfund is a BASE CIV fibo-civ-fnd-civ:SubFund Sub Fund synonym of investment fund and therefore has the same attributes as investment fund. BASE CIV fibo-civ-fnd-civ:SubFundManager Sub Fund Manager A sub fund manager is ... Subfund Supervisory The legal entity which supervises the fund or fund industry(for a subfund located in a BASE CIV fibo-civ-fnd-civ:SubfundSupervisoryAuthority Authority different country) ASSOC CIV fibo-civ-fnd-civ:subscriptionCutoffDateTime subscription Cutoff Last date/time at which an order to subscribe can be given. subscription Dealing ASSOC CIV fibo-civ-fnd-civ:subscriptionDealingFrequency Frequency Frequency at which the subscriptions are done. ASSOC CIV fibo-civ-fnd-civ:subscriptionPeriod subscription Period subscribed to. ASSOC CIV fibo-civ-fnd-civ:subsequentApplicationForm subsequent Application Physical application form for subsequent investments by the same investor. ASSOC CIV fibo-civ-fnd-civ:supervisedBy supervised By FIB-DM 2020 Q1 DEV Entities Page 43/151 Entity Type Package Code Name Comment ASSOC CIV fibo-civ-fnd-civ:switchingFee switching Fee origin:EFAMA DD ASSOC CIV fibo-civ-fnd-civ:takesFormOf takes Form Of Time Weighted Rate Of Return Performance BASE CIV fibo-civ-fnd-civ:TimeWeightedRateOfReturnPerformanceDeterminationMethodDetermination Method Time weighted rate of return. ASSOC CIV fibo-civ-fnd-civ:trackingError tracking Error See RiskFactors narrative in EFAMA DD BASE CIV fibo-civ-fnd-civ:UmbrellaFund Umbrella Fund Fund structure which has one or more investment pools. BASE CIV fibo-civ-fnd-civ:UnitIssuer Unit Issuer The party which issues the Fund Unit. ASSOC CIV fibo-civ-fnd-civ:valuationFrequency valuation Frequency Frequency of the net asset value calculation. ASSOC CIV fibo-civ-fnd-civ:valueAtRisk value At Risk See RiskClassification_NameOf in EFAMA DD Applies to Fund not Portfolio. BASE DER fibo-der-ass-ass:AssetUnderlier Trustee security indices BASE DER fibo-der-ass-ass:DebtDerivativeContract Partial Call The instrument which is defined as the Reference Asset for this leg. This is the instrument the BASE DER fibo-der-ass-ass:DebtObservable Settlement interest cashflows of which become payable under this leg of the Swap. ASSOC DER fibo-der-ass-ass:definedAs defined As ASSOC DER fibo-der-ass-ass:drawnFrom drawn From BASE DER fibo-der-ass-ass:EquityDerivativeContract Equity Derivative BASE DER fibo-der-ass-ass:EquityIndexObservable Equity Index BASE DER fibo-der-ass-ass:EquityObservable Equity Observable or a custom basket of equity assets. BASE DER fibo-der-ass-ass:FuturesContractDelivery Futures Contract BASE DER fibo-der-ass-ass:RealizedVariableLeg Realized Variable Leg Leg which relates to some statistical measure of performance of the underlying. Realized Variable Swap BASE DER fibo-der-ass-ass:RealizedVariableSwapSideTerms Side Terms Terms for legs which relate to some statistical measure of performance of the underlying. Security Cash BASE DER fibo-der-ass-ass:SecurityCashEquivalentDelivery Equivalent Delivery BASE DER fibo-der-ass-ass:SecurityForwardDelivery Security Forward observable) or the cash equivalent. Set Of Equity Index BASE DER fibo-der-ass-ass:SetOfEquityIndexConstituentsObservable Constituents An observable (underlying) which is made up of a set of constituents of an index. BASE DER fibo-der-ass-ass:SingleSettlementSwap Single Settlement Swap underlying. BASE DER fibo-der-ass-ass:SingleShareObservable Single Share BASE DER fibo-der-ass-ass:StatisticalSwapContract Statistical Swap BASE DER fibo-der-ass-ass:UnderlyingSecurityDelivery Underlying Security BASE DER fibo-der-ass-bas:BasketOfEquityIndices Basket Of Equity A basket of indices which are all equity-only indices. Equities Basket Index BASE DER fibo-der-ass-bas:EquitiesBasketIndexConstituent Constituent An index which makes up a part of a Basket. BASE DER fibo-der-ass-bas:EquitiesMixedBasket Equities Mixed Basket A basket which has a mix of constituents which are shares and equity indices. BASE DER fibo-der-ass-bas:EquitiesSingleNameBasket Equities Single Name shares). BASE DER fibo-der-ass-bas:EquityBasket Equity Basket basket which is mixture of both. BASE DER fibo-der-ass-bas:EquityBasketObservable Equity Basket BASE DER fibo-der-ass-bas:EquityBasketOptionAnnex Equity Basket Option An annex to an Equities Basket Option, setting out in detail the composition of the Basket. ASSOC DER fibo-der-ass-bas:percentage percentage The percentage of the basket which this constituent makes up. ASSOC DER fibo-der-ass-bas:specifiesCompositionOf specifies Composition

FIB-DM 2020 Q1 DEV Entities Page 44/151 Entity Type Package Code Name Comment A transaction which is defined in a bond option contract and which may or may not take Bond Option place, at the discretion of the holder of the option. If it does take place, this will be a BASE DER fibo-der-ass-bo:BondOptionUnderlyingTransaction Underlying Transaction transaction for the purchase or sale of the deliverable underlying (in this case a bond) as BASE DER fibo-der-ass-bo:BondUnderlying Bond Underlying defines Optional Bond ASSOC DER fibo-der-ass-bo:definesOptionalBondOptionUnderlyingTransactionOption Underlying BASE DER fibo-der-ass-bo:OTCBondOption OTC Bond Option Definition needed. o TC Bond Option Has ASSOC DER fibo-der-ass-bo:oTCBondOptionHasUnderlying Underlying ASSOC DER fibo-der-ass-bo:underlyingBondPrice underlying Bond Price The price at which the bond is bought and sold in the underlying transaction. BASE DER fibo-der-ass-brs:DebtAssetInterestReturnStream Obligation Default asset for a Swap. BASE DER fibo-der-ass-brs:DebtSecurityDelivery Debt Security Delivery Calculation Agent BASE DER fibo-der-ass-eqf:CalculationAgentAdjustmentMethod Adjustment Method The calculation agent has the right to adjust the terms following a corporate event One or more Dividend Adjustment Periods, which are used to calculate the Deviation ASSOC DER fibo-der-ass-eqf:dividendAdjustment dividend Adjustment between Expected Dividend and Actual Dividend in that Period.' BASE DER fibo-der-ass-eqf:DividendAdjustmentPeriod Dividend Adjustment that Period. BASE DER fibo-der-ass-eqf:EquityForwardBuyer Equity Forward Buyer and receives the rights defined by it. Equity Forward Cash BASE DER fibo-der-ass-eqf:EquityForwardCashSettlement Settlement BASE DER fibo-der-ass-eqf:EquityForwardContract Equity Forward Definition needed Equity Forward The commitment to deliver an equity underlying at the maturity of an OTC Equity Forward BASE DER fibo-der-ass-eqf:EquityForwardDeliveryCommitment Delivery Commitment contract. The party that sells or writes this forward instrument, that is the party which grants the BASE DER fibo-der-ass-eqf:EquityForwardSeller Equity Forward Seller rights defined by this instrument and in return receives a payment for it. BASE DER fibo-der-ass-eqf:EquityForwardTransaction Equity Forward securities or cash equivalent in the future. BASE DER fibo-der-ass-eqf:EquitySecurityDelivery Equity Security BASE DER fibo-der-ass-eqf:EquityValuation Equity Valuation equity option or forward. Equity Valuation The entity which carries out the valuation of an asset underlying an equity forward or option, BASE DER fibo-der-ass-eqf:EquityValuationCalculationAgent Calculation Agent or from which the valuation of the underlying is to be taken. Forward Contract Method by which adjustments will be made to the forward contract should one or more of a BASE DER fibo-der-ass-eqf:ForwardContractAdjustmentMethod Adjustment Method number of extraordinary events occur. ASSOC DER fibo-der-ass-eqf:hasConditions has Conditions ASSOC DER fibo-der-ass-eqf:hasMethodOfAdjustment has Method Of Options Exchange BASE DER fibo-der-ass-eqf:OptionsExchangeAdjustmentMethod Adjustment Method The trade will be adjusted according to ... exchange on which the options (??) are listed Formal terms for the exercise of an Equity Basket Option. Further Notes Review 10 Feb: Basket Option Strike Strike price for Basket depends what is in the basket Single names: can come up with a value BASE DER fibo-der-ass-eqo:BasketOptionStrikeTerms Terms for the basket as a whole. Basket of Indices - would be different. Each constituent is an index. Equity Basket Option BASE DER fibo-der-ass-eqo:EquityBasketOptionOTCContract OTC Contract Equity Index Option BASE DER fibo-der-ass-eqo:EquityIndexOptionOTCContract OTC Contract An option in which the underlyer is an equity index. FIB-DM 2020 Q1 DEV Entities Page 45/151 Entity Type Package Code Name Comment Equity Index Option specified or otherwise determined in the transaction; This can be expressed either as a BASE DER fibo-der-ass-eqo:EquityIndexOptionStrikeTermsSet Strike Terms Set percentage of notional amount or as an absolute value. A transaction which is defined in an equity options contract and which may or may not take Equity Option Call place, at the discretion of the holder of the option. If it does take place, this will be a BASE DER fibo-der-ass-eqo:EquityOptionCallTransaction Transaction transaction for the purchase of the equity underlying or some cash equivalent thereof, as The entitlements to the holder, comprised in an option contract or transaction supplement. Equity Option FpML: 'The number of shares per option comprised in the option transaction supplement.' In BASE DER fibo-der-ass-eqo:EquityOptionEntitlement Entitlement FpML this is an either / or: Either a whole number representing the number of shares per Equity Option Exercise BASE DER fibo-der-ass-eqo:EquityOptionExerciseTermsSet Terms Set Contractual terms setting out the price or level at which the Equity option is to be struck. BASE DER fibo-der-ass-eqo:EquityOptionOTCContract Equity Option OTC Definition needed A transaction which is defined in an equity options contract and which may or may not take Equity Option Put place, at the discretion of the holder of the option. If it does take place, this will be a BASE DER fibo-der-ass-eqo:EquityOptionPutTransaction Transaction transaction for the sale of the equity underlying or some cash equivalent thereof, as defined Equity OTC Basket BASE DER fibo-der-ass-eqo:EquityOTCBasketOptionTransaction Option Transaction A transaction which is defined in an equity options contract and which may or may not take Equity OTC Option place, at the discretion of the holder of the option. If it does take place, this will be a BASE DER fibo-der-ass-eqo:EquityOTCOptionTransaction Transaction transaction for the purchase or sale of the equity underlying or some cash equivalent ASSOC DER fibo-der-ass-eqo:hasAnnex has Annex ASSOC DER fibo-der-ass-eqo:hasLocalJurisdiction has Local Jurisdiction ASSOC DER fibo-der-ass-eqo:hasRelevantJurisdiction has Relevant ASSOC DER fibo-der-ass-eqo:includesSpecification includes Specification ASSOC DER fibo-der-ass-eqo:includesSpecification.1 includes Specification.1 Index Or Basket Option The entitlements to the holder of a basket or index option, comprised in an option contract BASE DER fibo-der-ass-eqo:IndexOrBasketOptionEntitlement Entitlement or transaction supplement. ASSOC DER fibo-der-ass-eqo:maySpecify may Specify 'The notional amount.' Further notes: Presumably all options have a notional amount. This is ASSOC DER fibo-der-ass-eqo:notionalAmount notional Amount defined here for Eqiuty Option. FpML: 'The notional amount.' BASE DER fibo-der-ass-eqo:ShareOptionEntitlement Share Option transaction supplement. BASE DER fibo-der-ass-eqo:ShareOptionOTCContract Share Option OTC An option in which the underlyer is a single publicly issued and traded share. The strike price is the price per share specified or otherwise determined in the transaction. This can be expressed either as a percentage of notional amount or as an absolute value. FpML equityStrike (complex type): A type for defining the strike price for an equity option. Share Option Strike The strike price is either: (i) in respect of an index option transaction, the level of the BASE DER fibo-der-ass-eqo:ShareOptionStrikeTermsSet Terms Set relevant index specified or otherwise determined in the transaction; or (ii) in respect of a ASSOC DER fibo-der-ass-eqo:underlying underlying ASSOC DER fibo-der-ass-eqs:correlationAmount correlation Amount Payment Date. BASE DER fibo-der-ass-eqs:CorrelationLegTerms Correlation Leg Terms two prices A statistical leg based on covariance. REVIEW: This kmight specify the same kind of thing as Correlation Leg using different mathematics / different legal terms (in which case we need to model it as a different thing even though to the investor it has the same rationale and behavior. The relative movement of one thing to the other over a period of time. So this BASE DER fibo-der-ass-eqs:CovarianceLegTerms Covariance Leg Terms adds a time base to the Correlation calculation. difference with Correelation: The time base FIB-DM 2020 Q1 DEV Entities Page 46/151 Entity Type Package Code Name Comment declared Cash Dividend The declared Cash Dividend Percentage. FpML: 'Declared Cash Dividend Percentage.' Not ASSOC DER fibo-der-ass-eqs:declaredCashDividendPercentage Percentage clear what this means. Action: Move to dated terms. declared Cash The declared Cash Equivalent Dividend Percentage. FpML: 'Declared Cash Equivalent Equivalent Dividend Dividend Percentage.' This means the equivalent cash value of a divdends paid in kind. Needs ASSOC DER fibo-der-ass-eqs:declaredCashEquivalentDividendPercentagePercentage terms about how and where abnd by whom the price of those is defined. See "Underlying" BASE DER fibo-der-ass-eqs:DispersionLeg Dispersion Leg BASE DER fibo-der-ass-eqs:DispersionLegTerms Dispersion Leg Terms component of a Dispersion Swap. BASE DER fibo-der-ass-eqs:DispersionSwapContract Dispersion Swap Dispersion Swap Index The side of a dispersion swap where the underlying is a defined sub-set of an index, i.e. a set BASE DER fibo-der-ass-eqs:DispersionSwapIndexConstituentsLegTermsConstituents Leg Terms of constituents of that index. Dispersion Swap Index This is a leg of a dispersion swap, which is defined by the index itself. This may be set against BASE DER fibo-der-ass-eqs:DispersionSwapIndexLegTerms Leg Terms the other leg which is made up of a defined part of that index. Review comment: aren't really BASE DER fibo-der-ass-eqs:DispersionSwapTransaction Dispersion Swap BASE DER fibo-der-ass-eqs:DividendConditions Dividend Conditions Conditions governing the payment of dividends to the receiver of the equity forward. BASE DER fibo-der-ass-eqs:DividendLegDividendPeriod Dividend Leg Dividend A part of a Dividend Leg, which is the dividend period and the terms relating to this. BASE DER fibo-der-ass-eqs:DividendPeriod Dividend Period A dividend payment period. The Floating Payment Leg of a Dividend Swap. Swap dividend payment rates. Earlier notes this behaves very like a variance swap but instead of betting in pure variance you take a bet on dividend. What practically in one of these: The difference between th ereal life dividend and the one you think it should be. so I say it should bte 2% over the next 10 years, so I swap 2% for the actual dividend amount So then there is one single payment at the end which nets these up. So in the above example ... they are usually 3 month or 6 month contracts, so if for instance th edividend if quarterly, there might be 2 dividends where the difference is netted up at the end.for example. (Us 1/4ly usually , Eur 6 months). Depends on the company's articles of association etc. e.g. Unilever is 6 mo)/ Structurally, Div Swap corr Swap and Var BASE DER fibo-der-ass-eqs:DividendStream Dividend Stream Swap are structured similarly, with one strike at the beginning. Strike may be expressed in Equity Correlation BASE DER fibo-der-ass-eqs:EquityCorrelationSwapContract Swap Contract no definition FpML (unusable): A correlation swap. BASE DER fibo-der-ass-eqs:EquityDividendSwap Equity Dividend Swap No definition FpML: Specifies the structure of the dividend swap transaction supplement. Equity Return Swap No definition FpML has no distinct product type for this, instead the schema for Return BASE DER fibo-der-ass-eqs:EquityReturnSwapContract Contract Swaps has content which is an Equity Swap Transaction Supplement. Equity Variance Swap BASE DER fibo-der-ass-eqs:EquityVarianceSwapContract Contract no definition FpML (unusable): Specifies the structure of a variance swap. ASSOC DER fibo-der-ass-eqs:fixedStrike fixed Strike The strike amount. ASSOC DER fibo-der-ass-eqs:hasComponent has Component ASSOC DER fibo-der-ass-eqs:hasComponent.1 has Component.1 ASSOC DER fibo-der-ass-eqs:hasSomeDividendPeriods has Some Dividend ASSOC DER fibo-der-ass-eqs:realizedVarianceAmount realized Variance Date. Special dividends and memorial dividends which are applicable. FpML: 'If present and true, then special dividends and memorial dividends are applicable.' Note that "if true" (a yes/no Special Dividend Leg term) and "if present" (this term, which is the presence of the thing) are two separate BASE DER fibo-der-ass-eqs:SpecialDividendLegTerm Term meanings. FpML implies the truth of the Yes/No fact by the presence or absence of this term. ASSOC DER fibo-der-ass-eqs:strike strike The strike amount defined for this leg.

FIB-DM 2020 Q1 DEV Entities Page 47/151 Entity Type Package Code Name Comment BASE DER fibo-der-ass-eqs:SwapStrikeTerms Swap Strike Terms Formal terms defining the strike leg on a swap that has a strike leg. BASE DER fibo-der-ass-eqs:TotalReturnLeg Total Return Leg A leg in which the total return on an asset is paid. A return which is driven by a Variance Calculation. Variance of a single price (over time - how is this modeled? Is this the duration of the contract or some defined period or poeriods of time). The variance gets its time basis from the negotiated period in the contract, e.g. Variance over 3 months. Check: Is this always the duration of the contract or can it be for example a set of time scales (say monthly) ove the life of say a 6 month contract, and take an average?? This is logically possible but we don't know if this is what this is. FpML: A type describing return which is driven by a Variance Calculation. More notes 17 Mar Varianc v covariance Variance is a surrogate for option. Talks about random fluctuation in prices If you look at options theory (black scholes) then the price of an option is 1rily dependent in variation in the price. The more variable the more expensive ot maintain a portfolio that is indifferent to the next move in price. So this Variance Swap allows you to extract that option BASE DER fibo-der-ass-eqs:VarianceLegTerms Variance Leg Terms price (i.e. the variance as above) into the variability of the underlying price. So then the asset BASE DER fibo-der-com-com:AgriculturalProduct Agricultural Product A commodity which is some agrigultural product, including grain, fruit and meat. BASE DER fibo-der-com-com:BaseMetal Base Metal any metal that is not defined as precious BASE DER fibo-der-com-com:Bullion Bullion form of bars or ingots BASE DER fibo-der-com-com:ElectricityCommodity Electricity Commodity Electricity as a commodity. BASE DER fibo-der-com-com:EnergyCommodity Energy Commodity A commodity which relates to the provision or distribution of energy. BASE DER fibo-der-com-com:EnergyTransmissionRights Energy Transmission Rights to the transmission of power across an electricity distribution network. BASE DER fibo-der-com-com:GasCommodity Gas Commodity Combustible hydrocarbon in gasous phase. BASE DER fibo-der-com-com:GrainCommodity Grain Commodity A commodity which is a kind of grain, such as wheat. ASSOC DER fibo-der-com-com:hasGrade has Grade The grade of oil e.g. Brent Crude. Imperial Weight BASE DER fibo-der-com-com:ImperialWeightMeasurementUnit Measurement Unit BASE DER fibo-der-com-com:MeatCommodity Meat Commodity A commodity which is a kind of meat, such as pork bellies. Metric Weight BASE DER fibo-der-com-com:MetricWeightMeasurementUnit Measurement Unit BASE DER fibo-der-com-com:OilCommodity Oil Commodity Oil as a commodity. BASE DER fibo-der-com-com:OilGrade Oil Grade The grade of oil which is defined as this oil commodity. BASE DER fibo-der-com-com:TroyOunces Troy Ounces BASE DER fibo-der-com-com:UnitOfMass Unit Of Mass Commodity Derivative BASE DER fibo-der-com-ctr:CommodityDerivativeContract Contract BASE DER fibo-der-com-ctr:CommodityUnderlying Commodity Underlying contract. Cash Settled Forward BASE DER fibo-der-com-fwd:CashSettledForwardContract Contract Commodity Contract BASE DER fibo-der-com-fwd:CommodityContractCashCloseout Cash Closeout Commodity Forward BASE DER fibo-der-com-fwd:CommodityForwardCalculationAgent Calculation Agent BASE DER fibo-der-com-fwd:CommodityForwardContract Commodity Forward Definition needed. BASE DER fibo-der-com-fwd:CommodityForwardDelivery Commodity Forward The agreed forward delivery of a commodity or cash equivalent. FIB-DM 2020 Q1 DEV Entities Page 48/151 Entity Type Package Code Name Comment Commodity Forward BASE DER fibo-der-com-fwd:CommodityForwardTransaction Transaction BASE DER fibo-der-com-fwd:CommodityPhysicalDelivery Commodity Physical The physical delivery of some commodity at some agreed point in the future. ASSOC DER fibo-der-com-fwd:hasCalculationAgent has Calculation Agent ASSOC DER fibo-der-com-fwd:referenceRate reference Rate Is actually a price of something. Commodity OTC BASE DER fibo-der-com-opt:CommodityOTCOptionContract Option Contract Definition needed. Commodity OTC BASE DER fibo-der-com-opt:CommodityOTCOptionTransaction Option Transaction BASE DER fibo-der-com-sp:CommoditiesSpotContract Commodities Spot The contract defined for or implied in a Commodities spot transaction. Commodities Spot BASE DER fibo-der-com-sp:CommoditiesSpotTransaction Transaction ASSOC DER fibo-der-com-sp:transacts transacts BASE DER fibo-der-com-sw:CommodityReturnLeg Commodity Return Leg Return on the value of an underlying commodity. BASE DER fibo-der-com-sw:CommoditySwapContract Commodity Swap Definition needed. BASE DER fibo-der-com-sw:CommoditySwapTransaction Commodity Swap ASSOC DER fibo-der-cr-cds:calculationAmount calculation Amount The notional amount of protection coverage. BASE DER fibo-der-cr-cds:CDSCashSettlement CDS Cash Settlement BASE DER fibo-der-cr-cds:CDSCashSettlementDealer CDS Cash Settlement obligation for purposes of cash settlement of a CDS. CDS Cash Settlement reference bank. Further notes: For example, Bid, Offer or Mid-market. FpML Definition: The BASE DER fibo-der-cr-cds:CDSCashSettlementQuotationMethod Quotation Method specification of the type of quotation rate to be obtained from each cash settlement CDS Cash Settlement purposes of cash settlement. FpML: The ISDA defined methodology for determining the final BASE DER fibo-der-cr-cds:CDSCashSettlementValuationMethod Valuation Method price of the reference obligation for purposes of cash settlement. CDS Contingent BASE DER fibo-der-cr-cds:CDSContingentDeliveryCommitment Delivery Commitment BASE DER fibo-der-cr-cds:CDSContingentDeliverySide CDS Contingent the deal take place. CDS Contingent The settlement of a CDS deal in the event that the events specified in the Contingent Leg of BASE DER fibo-der-cr-cds:CDSContingentDeliveryTerms Delivery Terms the deal take place. BASE DER fibo-der-cr-cds:CDSContingentTransaction CDS Contingent default Swap takes place. Deifnition Origin:SMER CDS Contingent place. This is the payment as agreed by the Protection Seller, who becomes the buyer of the BASE DER fibo-der-cr-cds:CDSContingentTransactionSettlement Transaction Settlement Deliverable Obligation. Deifnition Origin:SMER BASE DER fibo-der-cr-cds:CDSCreditEvent CDS Credit Event BASE DER fibo-der-cr-cds:CDSCreditEventReference CDS Credit Event BASE DER fibo-der-cr-cds:CDSFeeLegStream CDS Fee Leg Stream Terms defining the fee leg in a CDS contract BASE DER fibo-der-cr-cds:CDSFeePaymentCommitment CDS Fee Payment The commitment in a Credit Default Swap, to pay the fee or fees for the credit protection. CDS Fee Payment BASE DER fibo-der-cr-cds:CDSFeePaymentScheduleSpecification Schedule Specification A schedule expressing payment events and dates. BASE DER fibo-der-cr-cds:CDSParty CDS Party Either party to a Credit Default Swap contract. CDS Periodic Payment BASE DER fibo-der-cr-cds:CDSPeriodicPaymentSchedule Schedule The schedule of fixed amounts to be paid on specified payment dates. BASE DER fibo-der-cr-cds:CDSPhysicalSettlement CDS Physical Deifnition Origin:SMER BASE DER fibo-der-cr-cds:ContingentLeg Contingent Leg

FIB-DM 2020 Q1 DEV Entities Page 49/151 Entity Type Package Code Name Comment Contingent Transaction A commitment which is agreed in advance but which only comes into force on the BASE DER fibo-der-cr-cds:ContingentTransactionCommitment Commitment occurrence of some pre-agreed event. Credit Basket BASE DER fibo-der-cr-cds:CreditBasketReferenceConstituent Reference Constituent A constituent of the credit basket. In a credit default swap one party (the protection seller) agrees to compensate another party (the protection buyer) if a specified company or Sovereign (the reference entity) experiences Credit Default Swap a credit event, indicating it is or may be unable to service its debts. The protection seller is BASE DER fibo-der-cr-cds:CreditDefaultSwapContract Contract typically paid a fee and/or premium, expressed as an annualized percent of the notional in Credit Default Swap The transaction in which one party pay a fee or fees for credit protection and another BASE DER fibo-der-cr-cds:CreditDefaultSwapTransaction Transaction commits to enter into the contingent transaction if the credit event takes place. BASE DER fibo-der-cr-cds:CreditDerivativeContract Credit Derivative BASE DER fibo-der-cr-cds:CreditEventNotice Credit Event Notice An irrevocable written or verbal notice that describes a credit event that has occurred. BASE DER fibo-der-cr-cds:CreditEventUnderlying Credit Event BASE DER fibo-der-cr-cds:CreditProtectionCommitment Credit Protection The commitment in a Credit Defualt Swap, to protect against specified credit events. Credit Protection BASE DER fibo-der-cr-cds:CreditProtectionContingentLegTerms Contingent Leg Terms The leg of the swap which represents the credit protection. ASSOC DER fibo-der-cr-cds:defaultRequirement default Requirement The threshold for Obligation Acceleration ASSOC DER fibo-der-cr-cds:defaultRequirement.1 default Requirement.1 The threshold for Obligation Default ASSOC DER fibo-der-cr-cds:definedAs defined As ASSOC DER fibo-der-cr-cds:definedAs.1 defined As.1 ASSOC DER fibo-der-cr-cds:definedAs.2 defined As.2 ASSOC DER fibo-der-cr-cds:definesPeriodicPayments defines Periodic BASE DER fibo-der-cr-cds:DeliverableObligation Deliverable Obligation An asset which is to be delivered as settlement of a CDS deal. Deliverable Obligation The party which is obligated to purchase the Deliverable Obligation in the event that the CDS BASE DER fibo-der-cr-cds:DeliverableObligationBuyer Buyer Contingent Transaction takes place. Deifnition Origin:SMER Deliverable Obligation The party which is obligated to sell the Deliverable Obligation in the event that the CDS BASE DER fibo-der-cr-cds:DeliverableObligationSeller Seller Contingent Transaction takes place. Deifnition Origin:SMER ASSOC DER fibo-der-cr-cds:dependentOn dependent On ASSOC DER fibo-der-cr-cds:effectiveDate effective Date The effective starting date of the credit protection defined in the contract. BASE DER fibo-der-cr-cds:EscrowAgent Escrow Agent of some CDS contract. ASSOC DER fibo-der-cr-cds:establishes establishes BASE DER fibo-der-cr-cds:FeePaymentLeg Fee Payment Leg The fee leg in a CDS contract ASSOC DER fibo-der-cr-cds:hasBuyer has Buyer ASSOC DER fibo-der-cr-cds:hasDeliverySide has Delivery Side ASSOC DER fibo-der-cr-cds:hasFeeLeg has Fee Leg ASSOC DER fibo-der-cr-cds:hasReferenceObligation has Reference ASSOC DER fibo-der-cr-cds:hasSeller has Seller ASSOC DER fibo-der-cr-cds:hasSettlementSide has Settlement Side ASSOC DER fibo-der-cr-cds:hasSubject has Subject ASSOC DER fibo-der-cr-cds:initialPayment initial Payment date. ASSOC DER fibo-der-cr-cds:initialPoints initial Points The up-front points expressed as a percentage of the notional. BASE DER fibo-der-cr-cds:LocallyDefinedCreditBasket Locally Defined Credit A basket of securities and/or reference entities monitored for credit purposes. ASSOC DER fibo-der-cr-cds:marketFixedRate market Fixed Rate The credit spread ("fair value") at which the trade was executed. FIB-DM 2020 Q1 DEV Entities Page 50/151 Entity Type Package Code Name Comment ASSOC DER fibo-der-cr-cds:mayBe may Be ASSOC DER fibo-der-cr-cds:mayRequire may Require ASSOC DER fibo-der-cr-cds:minimumQuotationAmount minimum Quotation obligation for which the quote should be obtained. ASSOC DER fibo-der-cr-cds:notifiedBy notified By BASE DER fibo-der-cr-cds:NotifyingParty Notifying Party by means of a credit event notice. ASSOC DER fibo-der-cr-cds:notionalAmount notional Amount event of a default. Obligation Acceleration One or more of the obligations have been declared due and payable before they would BASE DER fibo-der-cr-cds:ObligationAcceleration (der) otherwise have been due and payable as a result of, or on the basis of, the occurrence of a One or more of the obligations have become capable of being declared due and payable Obligation Default before they would otherwise have been due and payable as a result of, or on the basis of, BASE DER fibo-der-cr-cds:ObligationDefault (der) the occurrence of a default, event of default or other similar condition or event other than The number of business days used in the determination of the physical settlement date. Further Notes The physical settlement date is this number of business days after all applicable conditions to settlement are satisfied. If a number of business days is not specified fallback provisions apply for determining the number of business days. If Section 8.5/8.6 of the 1999/2003 ISDA Definitions are to apply then it should be flagged that "Business Days Not Specified". If a specified number of business days are to apply these should be specified. If Section 8.5/8.6 of the 1999/2003 ISDA Definitions are to apply but capped at a maximum number of business days then the maximum number should be specified. ISDA 2003 Term: Physical Settlement Period Note that although this is described as a period, it is not a period of time from one date/time to another, but a duration i.e. a length of time (in business days). FpML: 'The number of business days used in the determination of the physical settlement physical Settlement date. The physical settlement date is this number of business days after all applicable ASSOC DER fibo-der-cr-cds:physicalSettlementPeriod Period conditions to settlement are satisfied. If a number of business days is not specified fallback BASE DER fibo-der-cr-cds:ProtectionBuyer Protection Buyer Protection Seller. The party which sells protection against a default on the Reference Obligation, to the Protection Buyer. This party commits to purchase the Refernce Obligation or some agreed BASE DER fibo-der-cr-cds:ProtectionSeller Protection Seller alternative (the Deliverable Obligation), or settle for an equivalent amount in cash, in the ASSOC DER fibo-der-cr-cds:protectionSellerPayment protection Seller A payment on a CDS trade where there is a payment from Seller to Buyer. An amount quoted, which is either an upper limit to the outstanding principal balance of the ASSOC DER fibo-der-cr-cds:quotationAmount quotation Amount reference obligation for which the quote should be obtained, or the floating rate payer The type of price quotations to be requested from dealers when determining the market ASSOC DER fibo-der-cr-cds:quotationMethod quotation Method value of the reference obligation for purposes of cash settlement. The legal entity on which the protection buyer is buying or selling protection and any BASE DER fibo-der-cr-cds:ReferenceEntity Reference Entity successor that assumes all or substantially all of its contractual and other obligations. This is The underlying obligation against which the CDS provides credit protection. The Reference Obligation is a financial instrument that is either issued or guaranteed by the reference BASE DER fibo-der-cr-cds:ReferenceObligation Reference Obligation entity. It serves to clarify the precise reference entity protection is being offered upon, and ASSOC DER fibo-der-cr-cds:scheduledTerminationDate scheduled Termination parties. ASSOC DER fibo-der-cr-cds:servedBy served By ASSOC DER fibo-der-cr-cds:settlementCurrency settlement Currency The currency in which the deal is to be settled. A single fixed amount that is payable by the buyer to the seller on the fixed rate payer ASSOC DER fibo-der-cr-cds:singlePayment single Payment payment date. The fixed amount to be paid is specified in terms of a known currency ASSOC DER fibo-der-cr-cds:specifies specifies FIB-DM 2020 Q1 DEV Entities Page 51/151 Entity Type Package Code Name Comment ASSOC DER fibo-der-cr-cds:specifies.1 specifies.1 ASSOC DER fibo-der-cr-cds:specifies.2 specifies.2 ASSOC DER fibo-der-cr-cds:specifiesDealer specifies Dealer ASSOC DER fibo-der-cr-cds:specifiesObligation specifies Obligation The date (however specified) after conditions to settlement have been satisfied, when the ASSOC DER fibo-der-cr-cds:valuationDate valuation Date calculation agent obtains a price quotation on the Reference Obligation for purposes of cash ASSOC DER fibo-der-cr-cds:valuationMethod valuation Method cash settlement. The time of day in the specified business center when the calculation agent seeks quotations ASSOC DER fibo-der-cr-cds:valuationTime valuation Time for an amount of the reference obligation for purposes of cash settlement. BASE DER fibo-der-der-cof:FuturesContractUnderlying Futures Contract An underlying which is a futures contract. ASSOC DER fibo-der-der-cof:hasUnderlying has Underlying ASSOC DER fibo-der-der-cof:identity identity BASE DER fibo-der-der-cof:OTCContractOnFuture OTC Contract On An option contract with an underlying futures contract. ASSOC DER fibo-der-der-fwd:allowsForOptionOf allows For Option Of BASE DER fibo-der-der-fwd:CalculationAgent Calculation Agent of the underlying is to be taken. BASE DER fibo-der-der-fwd:CashCloseout Cash Closeout than the underlying asset or commodity itself. ASSOC DER fibo-der-der-fwd:closedOutBy closed Out By BASE DER fibo-der-der-fwd:CloseTime Close Time ASSOC DER fibo-der-der-fwd:commitsTo commits To ASSOC DER fibo-der-der-fwd:deliveryAmount delivery Amount BASE DER fibo-der-der-fwd:DerivativesCloseTime Derivatives Close Time ASSOC DER fibo-der-der-fwd:embodies embodies ASSOC DER fibo-der-der-fwd:establishes establishes ASSOC DER fibo-der-der-fwd:establishes.1 establishes.1 Forward Cash BASE DER fibo-der-der-fwd:ForwardCashConditionalDeliveryCommitmentConditional Delivery Commitment to deliver agreed amountof cash in the event that the option is exercised. BASE DER fibo-der-der-fwd:ForwardCashDelivery Forward Cash Delivery exchange transaction.' Forward Cash Delivery BASE DER fibo-der-der-fwd:ForwardCashDeliveryCommitment Commitment A commitment to deliver a cash amount at an agreed date in the future. Forward Cash BASE DER fibo-der-der-fwd:ForwardCashSettlementCommitment Settlement A commitment to settle a cash amount at an agreed date in the future. Forward Cash 'This is the second of the two currency flows that define a single leg of a standard foreign BASE DER fibo-der-der-fwd:ForwardCashSettlementTermsSet Settlement Terms Set exchange transaction.' BASE DER fibo-der-der-fwd:ForwardContract Forward Contract buyer at some point in the future. BASE DER fibo-der-der-fwd:ForwardContractBuyer Forward Contract BASE DER fibo-der-der-fwd:ForwardContractSeller Forward Contract A seller of the underlying instrument in a Forward contract. Forward Delivery BASE DER fibo-der-der-fwd:ForwardDeliveryCommitment Commitment A commitment to deliver something at some time or under some terms in the future. BASE DER fibo-der-der-fwd:ForwardDeliveryTermsSet Forward Delivery The delivery of something in the future, at an agreed date or dates and under agreed terms. ASSOC DER fibo-der-der-fwd:forwardPrice forward Price The forward price of the underlying. BASE DER fibo-der-der-fwd:ForwardTransaction Forward Transaction future. BASE DER fibo-der-der-fwd:ForwardValuationTermsSet Forward Valuation Terms for valuation of underlying(s) for a Forward Contract. ASSOC DER fibo-der-der-fwd:hasBuyer has Buyer FIB-DM 2020 Q1 DEV Entities Page 52/151 Entity Type Package Code Name Comment ASSOC DER fibo-der-der-fwd:hasSeller has Seller ASSOC DER fibo-der-der-fwd:hasValuationTerms has Valuation Terms ASSOC DER fibo-der-der-fwd:hasValuationTimeOfDay has Valuation Time Of ASSOC DER fibo-der-der-fwd:hasValuationTiming has Valuation Timing Master Confirmation BASE DER fibo-der-der-fwd:MasterConfirmationValuationTimeTermsSetValuation Time Terms Formal terms specifying the time for Valuation of Equity Underlying. BASE DER fibo-der-der-fwd:OpenTime Open Time BASE DER fibo-der-der-fwd:OSP OSP ASSOC DER fibo-der-der-fwd:settlementAmount settlement Amount ASSOC DER fibo-der-der-fwd:side side ASSOC DER fibo-der-der-fwd:side.1 side.1 ASSOC DER fibo-der-der-fwd:specifies specifies BASE DER fibo-der-der-fwd:UnderlyingValuation Underlying Valuation The act of valuation of the underlying on some OTC Derivative. ASSOC DER fibo-der-der-fwd:undertakenBy undertaken By ASSOC DER fibo-der-der-fwd:valuationDate valuation Date BASE DER fibo-der-der-fwd:ValuationTimeType Valuation Time Type closing time of the exchange. BASE DER fibo-der-der-fwd:XETRA XETRA Absolute Price Strike Expression of the strike price as an absolute monetary price at which the option is to be BASE DER fibo-der-der-opt:AbsolutePriceStrikeSpecification Specification struck. ASSOC DER fibo-der-der-opt:accruesTo accrues To BASE DER fibo-der-der-opt:AsianExerciseTerms Partial Call party may or may not choose to exercise against. A commitment to pay out on the maximum or minimum of a set of assets. Further Notes Maximum of n Assets This rainbow is similar to the best of n assets plus cash we referred to in part a, with the exception that no cash payoff is possible and there is a strike price for this type of option. The payoff of a call and put are given as: Rainbow-Call = max[0, max(S1, S2) - BASE DER fibo-der-der-opt:AssetMaximumOrMinimumPayoutCommitmentSettlement X] Rainbow-Put = max[0, X - max(S1, S2)] Minimum of n Assets The counterpart to a BASE DER fibo-der-der-opt:AssetOrNothingPayoutCommitment Settlement Best Of Assets Plus BASE DER fibo-der-der-opt:BestOfAssetsPlusCashPayoutCommitmentCash Payout A commitment to pay out on the best of a number of assets, plus cash. Better Or Worse Of BASE DER fibo-der-der-opt:BetterOrWorseOfAssetsPayoutCommitmentAssets Payout A commitment to pay out on the best or worst of a number of assets. BASE DER fibo-der-der-opt:BinaryPayoutCommitment Broker Dealer Calculated Payout BASE DER fibo-der-der-opt:CalculatedPayoutCommitment Commitment BASE DER fibo-der-der-opt:CallOptionBuyer Call Option Buyer obligation to transact as the Buyer of the Option Underlying. Contracts between a buyer and a seller giving the buyer (holder) the right, but not the obligation, to buy the assets specified at a fixed price or formula, on or before a specified BASE DER fibo-der-der-opt:CallOptionContract Call Option Contract date. The seller of the call option assumes the obligation of delivering the assets specified BASE DER fibo-der-der-opt:CallOptionType Call Option Type BASE DER fibo-der-der-opt:CallOptionWritingParty Call Option Writing the Seller of the Option Underlying. Cash Or Nothing BASE DER fibo-der-der-opt:CashOrNothingPayoutCommitment Payout Commitment A commitment to pay out on a binary option, as cash or nothing. BASE DER fibo-der-der-opt:ChooserOptionContract Chooser Option FIB-DM 2020 Q1 DEV Entities Page 53/151 Entity Type Package Code Name Comment Conditional Payout BASE DER fibo-der-der-opt:ConditionalPayoutCommitment Commitment A commitment which is only made when certain defined conditions are met. Further notes: Like all contractual commitments, the details of the commitment (and in this case, the conditions) are defined in the corresponding Contractual Terms. These set out what the Defined Conditions commitment is and what the conditions are under which it is to be met. Term introduced in BASE DER fibo-der-der-opt:DefinedConditionsPayoutCommitment Payout Commitment order to support digital and other exotic options. Note this is similar to but distinct from ASSOC DER fibo-der-der-opt:definesOptional defines Optional Early Exercise The commitment to exercise the option ahead of the expiry date under given conditions as BASE DER fibo-der-der-opt:EarlyExerciseCommitment Commitment laid out in the Barrier Feature terms of the Option contract. ASSOC DER fibo-der-der-opt:effectiveDate effective Date The effective date for the option, that is the date from which the derivative contract is valid, ASSOC DER fibo-der-der-opt:enteredIntoBy entered Into By ASSOC DER fibo-der-der-opt:expressedAs expressed As Fixed Lookback Strike BASE DER fibo-der-der-opt:FixedLookbackStrikeFormula Formula Fixed Lookback Strike BASE DER fibo-der-der-opt:FixedLookbackStrikeFormulaExpression Formula Expression Strike terms which reflect the difference between a running maximum value of the Fixed Lookback Strike observable during the lookback period, and the pre-agreed strike. The agreed settlement is BASE DER fibo-der-der-opt:FixedLookbackStrikeTerms Terms based on the difference between these. Further Notes This is only settled in cash and the BASE DER fibo-der-der-opt:FixedStrikeAmount Fixed Strike Amount BASE DER fibo-der-der-opt:FixedStrikeTerms Fixed Strike Terms struck. Floating Lookback BASE DER fibo-der-der-opt:FloatingLookbackFormulaExpression Formula Expression Floating Lookback BASE DER fibo-der-der-opt:FloatingLookbackStrikeFormula Strike Formula Floating Lookback BASE DER fibo-der-der-opt:FloatingLookbackStrikeSchedule Strike Schedule Floating Lookback BASE DER fibo-der-der-opt:FloatingLookbackStrikeTerms Strike Terms ASSOC DER fibo-der-der-opt:hasBuyer has Buyer ASSOC DER fibo-der-der-opt:hasDirection has Direction ASSOC DER fibo-der-der-opt:hasExpression has Expression ASSOC DER fibo-der-der-opt:hasExpression.1 has Expression.1 ASSOC DER fibo-der-der-opt:hasFeature has Feature ASSOC DER fibo-der-der-opt:hasFormula has Formula ASSOC DER fibo-der-der-opt:hasFormula.1 has Formula.1 ASSOC DER fibo-der-der-opt:hasOptionType has Option Type to sell a specific underlying asset) ASSOC DER fibo-der-der-opt:hasOptionTypeElectionDate has Option Type Call or a Put, ASSOC DER fibo-der-der-opt:hasPayer has Payer ASSOC DER fibo-der-der-opt:hasPaymentDate has Payment Date The payment date for the Option Premium. ASSOC DER fibo-der-der-opt:hasPremium has Premium ASSOC DER fibo-der-der-opt:hasPremiumType has Premium Type The type of premium payment. FpML: 'Premium type for a forward starting equity option.' FIB-DM 2020 Q1 DEV Entities Page 54/151 Entity Type Package Code Name Comment ASSOC DER fibo-der-der-opt:hasReceiver has Receiver ASSOC DER fibo-der-der-opt:hasResetSchedule has Reset Schedule ASSOC DER fibo-der-der-opt:hasSchedule has Schedule ASSOC DER fibo-der-der-opt:hasSeller has Seller ASSOC DER fibo-der-der-opt:hasStrikeTerms has Strike Terms ASSOC DER fibo-der-der-opt:hasValuationDate has Valuation Date ASSOC DER fibo-der-der-opt:hasValuationTerms has Valuation Terms ASSOC DER fibo-der-der-opt:includesSpecificationTerm includes Specification ASSOC DER fibo-der-der-opt:isOf is Of ASSOC DER fibo-der-der-opt:isRightTo is Right To ASSOC DER fibo-der-der-opt:isUsually is Usually An option which comes into existence if the knock-in event happens. It works exactly the BASE DER fibo-der-der-opt:KnockIn Knock In reverse of a knock-out. In a knock-in, an option comes into existence if a certain level is hit. An option which ceases to exist if the knock-out event occurs. A knock out happens when a BASE DER fibo-der-der-opt:KnockOut Knock Out particular level is hit (like the Swiss franc touching the level of 1.10 against the dollar), when BASE DER fibo-der-der-opt:LinearPayoutCommitment Linear Payout The commitment to pay out on a straight vanilla option. BASE DER fibo-der-der-opt:LinearPayoutTerms Linear Payout Terms Terms governing the payment commitment on a vanilla option. BASE DER fibo-der-der-opt:LookbackExpression Lookback Expression An expression of a lookback formula BASE DER fibo-der-der-opt:LookbackObservableValue Lookback Observable Lookback Observable BASE DER fibo-der-der-opt:LookbackObservableValueAtMaturity Value At Maturity Lookback Observable BASE DER fibo-der-der-opt:LookbackObservableValueDuringLookbackPeriodValue During Lookback ASSOC DER fibo-der-der-opt:lookbackPeriod lookback Period The period in which the strike BASE DER fibo-der-der-opt:LookbackStrikeObservable Lookback Strike The agreed parameter which is used in the formula for fixed OR floating lookback. Strike terms in which the value of some observed variable (the underlying) is looked back at BASE DER fibo-der-der-opt:LookbackStrikeTerms Lookback Strike Terms during some period, typically a period ending in the maturity of the Option, and the payoff is ASSOC DER fibo-der-der-opt:makes makes ASSOC DER fibo-der-der-opt:makes.1 makes.1 BASE DER fibo-der-der-opt:ObservableBestValue Observable Best Value BASE DER fibo-der-der-opt:ObservableFinalValue Observable Final Value BASE DER fibo-der-der-opt:ObservableUnderlier Observable Underlier asset. A transaction which is defined in an options contract and which may or may not take place, at the discretion of the holder of the option. If it does take place, this will be a transaction for the purchase or sale of the deliverable underlying as defined in the option contract, or some cash equivalent thereof. Further notes: This is not any different from any other kind of derivatives transaction. The Transaction is still defined as the purchase and sale of the underlying even if it is cash settled. It is defined as the swap of the fixed price for the current market price. Would define a reference price for the current market price if it's not a physical settlement. Would for example define the use of a calculation agent. Scenarios: 1. Agree to cash settle even though the underlying is a deliverable 2. Agree to settle cash because it's Optional Underlying difficult to get hold of the underlying 3. The underlying is by its nature not deliverable 4. Fx BASE DER fibo-der-der-opt:OptionalUnderlyingTransaction Transaction where the deliverable is a currency to cash delivery is synonymous with delivery of the

FIB-DM 2020 Q1 DEV Entities Page 55/151 Entity Type Package Code Name Comment BASE DER fibo-der-der-opt:OptionBarrierFeatureEvent Option Barrier Feature An event which defines when an option feature comes into effect. Option Barrier Feature Formal terms setting out when and under what circumstances the option contract is deemed BASE DER fibo-der-der-opt:OptionBarrierFeatureTerms Terms to be in force. This takes the form of an event and the relationship between the event and BASE DER fibo-der-der-opt:OptionBinaryPayoutTerms Option Binary Payout Terms governing a binary payout commitment. BASE DER fibo-der-der-opt:OptionBuyer Option Buyer BASE DER fibo-der-der-opt:OptionBuyerCommitment Option Buyer Commitments, if any, on the part of the holder (buyer) of the Option. A transaction which is defined in an options contract and which may or may not take place, BASE DER fibo-der-der-opt:OptionCallTransaction Option Call Transaction at the discretion of the holder of the option. If it does take place, this will be a transaction for Option Conditional BASE DER fibo-der-der-opt:OptionConditionalPayoutTerms Payout Terms Terms governing a conditional payment commitment on an option. Option Exercise Time BASE DER fibo-der-der-opt:OptionExerciseTimeTermsSet Terms Set Types of feature for an option. This itemizes whether the option comes into force (Knock In) BASE DER fibo-der-der-opt:OptionFeature Option Feature or ceases being in force (Knock Out) when the stated event occurs. BASE DER fibo-der-der-opt:OptionParty Option Party BASE DER fibo-der-der-opt:OptionPayoutCommitment Option Payout Commitment by the issuer to pay out on an option should the holder choose to exercise this. BASE DER fibo-der-der-opt:OptionPayoutTerms Option Payout Terms into by the writing party to the option. BASE DER fibo-der-der-opt:OptionPremium Option Premium The amount paid for an option. BASE DER fibo-der-der-opt:OptionPremiumExpression Option Premium The formal expression of the Option Premium. BASE DER fibo-der-der-opt:OptionPremiumFixed Option Premium Fixed Option Premium BASE DER fibo-der-der-opt:OptionPremiumPaymentArrangement Payment Arrangement Premium Type for Forward Start Equity Options. Option Premium Pre Or BASE DER fibo-der-der-opt:OptionPremiumPreOrPostType Post Type BASE DER fibo-der-der-opt:OptionPremiumVariability Option Premium BASE DER fibo-der-der-opt:OptionPremiumVariable Option Premium BASE DER fibo-der-der-opt:OptionPutTransaction Option Put Transaction BASE DER fibo-der-der-opt:OptionStrikeResetSchedule Option Strike Reset Contractual terms setting out the price or level at which the option is to be struck. FpML BASE DER fibo-der-der-opt:OptionStrikeTerms Option Strike Terms strike: 'Defines whether it is a price or level at which the option has been, or will be, struck.' BASE DER fibo-der-der-opt:OptionTerms Option Terms BASE DER fibo-der-der-opt:OptionTransactionParty Option Transaction The party to an Option transaction. BASE DER fibo-der-der-opt:OptionType Option Type BASE DER fibo-der-der-opt:OptionTypeSelection Option Type Selection to sell a specific underlying asset). BASE DER fibo-der-der-opt:OptionUnderlyingBuyer Option Underlying The buyer of the underlying in an Option Transaction. BASE DER fibo-der-der-opt:OptionUnderlyingSeller Option Underlying BASE DER fibo-der-der-opt:OptionValuationTerms Option Valuation BASE DER fibo-der-der-opt:OptionWriterCommitment Option Writer Commitment on the part of the writer (issuing party) of the Option. The writing party of an OTC Option, i.e. the seller of a contract. This is the party that grants BASE DER fibo-der-der-opt:OptionWritingParty Option Writing Party the rights defined by this instrument and in return receives a payment for it. BASE DER fibo-der-der-opt:OTCOptionContract OTC Option Contract characteristics of the options traded. ASSOC DER fibo-der-der-opt:paymentAmount payment Amount The monetary amount paid as the Premium. BASE DER fibo-der-der-opt:PayoffAssetsList Payoff Assets List conditinal payoff commitments. FIB-DM 2020 Q1 DEV Entities Page 56/151 Entity Type Package Code Name Comment Payoff Commitment BASE DER fibo-der-der-opt:PayoffCommitmentReferenceAsset Reference Asset ASSOC DER fibo-der-der-opt:percentageOfNotional percentage Of Notional transaction. Percentage Strike Price BASE DER fibo-der-der-opt:PercentageStrikePriceSpecification Specification BASE DER fibo-der-der-opt:PostpaidPremiumType Postpaid Premium BASE DER fibo-der-der-opt:PremiumPayer Premium Payer The party responsible for making the payment of an Equity Option Premium. Premium Percentage BASE DER fibo-der-der-opt:PremiumPercentageOfNotionalExpressionOf Notional Expression The expression of the premium as a percentage of the notional value of the transaction. Premium Price Per BASE DER fibo-der-der-opt:PremiumPricePerOptionExpression Option Expression The expression of the premium as a function of the number of options. The party that receives the payments of an Equity Option Premium. FpML: 'A reference to BASE DER fibo-der-der-opt:PremiumReceiver Premium Receiver the party that receives the payments corresponding to this structure.' BASE DER fibo-der-der-opt:PrepaidPremiumType Prepaid Premium Type ASSOC DER fibo-der-der-opt:pricePerOption price Per Option The amount of premium to be paid expressed as a monetary amount to be paid per option. BASE DER fibo-der-der-opt:PutOptionBuyer Put Option Buyer obligation to transact as the Seller of the Option Underlying. BASE DER fibo-der-der-opt:PutOptionContract Put Option Contract BASE DER fibo-der-der-opt:PutOptionType Put Option Type BASE DER fibo-der-der-opt:PutOptionWritingParty Put Option Writing the Buyer of the Option Underlying. ASSOC DER fibo-der-der-opt:receives receives ASSOC DER fibo-der-der-opt:receives.1 receives.1 ASSOC DER fibo-der-der-opt:references references BASE DER fibo-der-der-opt:ResetableStrikeTerms Resetable Strike Terms Securities Transaction The option itself, that is the right but not the obligation to proceed with a transaction at BASE DER fibo-der-der-opt:SecuritiesTransactionOption Option some time in the future under terms defined in the option contract. This option is held and ASSOC DER fibo-der-der-opt:setsOut sets Out ASSOC DER fibo-der-der-opt:setsOut.1 sets Out.1 ASSOC DER fibo-der-der-opt:strikeCurrency strike Currency The currency in which the option strike is specified or denominated. ASSOC DER fibo-der-der-opt:strikeDeterminationDate strike Determination The date on which the strike is determined, BASE DER fibo-der-der-opt:StrikeFormula Strike Formula The strike price for the option is the agreed price for the transaction if this takes place. BASE DER fibo-der-der-opt:StrikePrice Strike Price Applies to all options types. Action: Make sure that's there for all Options types. ASSOC DER fibo-der-der-opt:strikePriceAbsoluteAmount strike Price Absolute The absolute monetary price at which the option has been struck. ASSOC DER fibo-der-der-opt:strikePricePercentage strike Price Percentage The price or level expressed as a percentage of the forward starting spot price. ASSOC DER fibo-der-der-opt:subtracts subtracts ASSOC DER fibo-der-der-opt:subtracts.1 subtracts.1 ASSOC DER fibo-der-der-opt:subtractsFrom subtracts From ASSOC DER fibo-der-der-opt:subtractsFrom.1 subtracts From.1 BASE DER fibo-der-der-opt:UnderlyingOnOption Underlying On Option Option Instrument. BASE DER fibo-der-der-opt:UpOrDown Up Or Down Variable Premium BASE DER fibo-der-der-opt:VariablePremiumDeterminationFormula Determination Formula Formula for agreed determination of the variable premium. BASE DER fibo-der-der-rsw:AssetDerivativeContract Servicer FIB-DM 2020 Q1 DEV Entities Page 57/151 Entity Type Package Code Name Comment BASE DER fibo-der-der-rsw:AssetReturnCommitment Transaction Event BASE DER fibo-der-der-rsw:AssetReturnStream Trustee A leg in which the returns on an asset are paid. ASSOC DER fibo-der-der-rsw:definedAs defined As ASSOC DER fibo-der-der-rsw:hasFundingLeg has Funding Leg ASSOC DER fibo-der-der-rsw:hasReferenceAsset has Reference Asset ASSOC DER fibo-der-der-rsw:hasReturnLeg has Return Leg BASE DER fibo-der-der-rsw:ReturnLeg Return Leg BASE DER fibo-der-der-rsw:ReturnSwapContract Return Swap Contract Return Swap The transaction of a total Return Swap. This is the transaction in which the return on some BASE DER fibo-der-der-rsw:ReturnSwapTransaction Transaction asset is exchanged for some agreed payment or series of payments. BASE DER fibo-der-der-rsw:SimpleReturnStream Simple Return Stream debt instrument or the dividends on an equity. BASE DER fibo-der-der-rsw:TotalReturnSwapContract Total Return Swap ASSOC DER fibo-der-der-sp:hasImpliedContract has Implied Contract ASSOC DER fibo-der-der-sp:settlementAmount settlement Amount BASE DER fibo-der-der-sp:SpotCashSettlementTerms Spot Cash Settlement A contract relating to a transaction which is for immediate settlement. Further notes: A spot transaction simply means a transaction in which some goods or currency are exchanged for some other goods or currency, with no future delivery provision. A Spot contract is the usually unwritten contract which by definition underlies that kind of transaction. Spot means for immediate settlement. Immediate here means the minimum number of days that are possible. This includes general retail transactions as well as the specialixed types of spot transactiojn foud in the financial services and treasury trading contexts, such as Fx Spots (a BASE DER fibo-der-der-sp:SpotContract Spot Contract sub type of this) and commodity spot transactions. However the settlement date is still some BASE DER fibo-der-der-sp:SpotPayer Spot Payer BASE DER fibo-der-der-sp:SpotReceiver Spot Receiver BASE DER fibo-der-der-sp:SpotTransaction Spot Transaction ASSOC DER fibo-der-der-spn:embodies embodies ASSOC DER fibo-der-der-spn:hasExerciseProcedure has Exercise Procedure ASSOC DER fibo-der-der-spn:hasPremium has Premium ASSOC DER fibo-der-der-spn:isRightTo is Right To The option, that is the right but not the obligation, to enter into a Swap transaction at some BASE DER fibo-der-der-spn:LegalSwapOption Legal Swap Option time in the future under terms defined in the Swaption contract. ASSOC DER fibo-der-der-spn:paymentDate payment Date ASSOC DER fibo-der-der-spn:premiumAmount premium Amount BASE DER fibo-der-der-spn:SwaptionContract Swaption Contract Option taken on interest rate swaps. These are FX interest rate option. BASE DER fibo-der-der-spn:SwaptionExerciseProcedrure Swaption Exercise Procedure for the exercise of the Swaption. BASE DER fibo-der-der-spn:SwaptionPremium Swaption Premium BASE DER fibo-der-der-spn:SwaptionTransaction Swaption Transaction BASE DER fibo-der-drc-bsc:CashflowExpression Cashflow Expression formula BASE DER fibo-der-drc-bsc:CashflowFormula Cashflow Formula a formula for determining cashflows for a derivative instrument BASE DER fibo-der-drc-bsc:CashflowTerms Cashflow Terms terms setting out a cashflow structure of payments committed to by one party to a contract BASE DER fibo-der-drc-bsc:DeliverCash Deliver Cash commitment to deliver cash at the earliest available date as per settlement convention BASE DER fibo-der-drc-bsc:DeliveryTerms Delivery Terms (der) under what conditions at the time of settlement FIB-DM 2020 Q1 DEV Entities Page 58/151 Entity Type Package Code Name Comment BASE DER fibo-der-drc-bsc:DerivativeContractParty Derivative Contract a party to a derivative instrument an entity that enables each party to an agreement, contract, or transaction to substitute, Derivatives Clearing through novation or otherwise, the credit of the DCO for the credit of the parties; arranges BASE DER fibo-der-drc-bsc:DerivativesClearingOrganization Organization or provides, on a multilateral basis, for the settlement or netting of obligations; or otherwise BASE DER fibo-der-drc-bsc:DerivativeTransactionTerms Derivative Transaction to the other Designated Contract an exchange, trading system, or platform that enables listing for trading futures or option BASE DER fibo-der-drc-bsc:DesignatedContractMarket Market contracts based on any underlying commodity, index or instrument relates a derivative to an asset, such as one or more financial instrument(s), index or ASSOC DER fibo-der-drc-bsc:hasUnderlier has Underlier parameter, or combination thereof on which the contract is based an entity that solicits or accepts orders for futures or options contracts traded on or subject BASE DER fibo-der-drc-bsc:IntroducingBroker Introducing Broker to the rules of an exchange; and does not accept any money, securities, or property (or BASE DER fibo-der-drc-bsc:NonPhysicalUnderlier Non Physical Underlier an underlier that does not represent a deliverable asset BASE DER fibo-der-drc-bsc:ObservableValue Observable Value a value for something that can be observed in the marketplace OTC Contract BASE DER fibo-der-drc-bsc:OTCContractSettlementTerms Settlement Terms settlement terms specific to an over-the-counter agreement BASE DER fibo-der-drc-bsc:OTCDerivativeContract OTC Derivative an over-the-counter agreement that is also a derivative instrument BASE DER fibo-der-drc-bsc:OTCDerivativeTransaction OTC Derivative a derivative transaction that is struck over the counter between two parties BASE DER fibo-der-drc-bsc:OTCInstrument OTC Instrument exchange BASE DER fibo-der-drc-bsc:OTCProduct OTC Product contract or contracts BASE DER fibo-der-drc-bsc:OTCTransaction OTC Transaction an over-the-counter transaction to exchange an instrument for some consideration OTC Transaction a formal confirmation document that codifies the terms and conditions of the transaction BASE DER fibo-der-drc-bsc:OTCTransactionConfirmation Confirmation between the parties BASE DER fibo-der-drc-bsc:OTCTransactionParty OTC Transaction Party a party to an over-the-counter agreement BASE DER fibo-der-drc-bsc:ParametricCashflowTerms Parametric Cashflow terms for a set of cashflows defined according to a mathematical formula BASE DER fibo-der-drc-bsc:Underlier Underlier for the derivative instrument ASSOC DER fibo-der-drc-cfd:confersControlOf confers Control Of Cash settled contract where you buy or sell control of a particular asset such as USD. Further notes: You don't expect to deliver it, instead, at the end of the stated period you will take the current market value of the asset and pay the difference between the current market value and the value that you contracted for. Review session notes: Q: What are they? A: Cash settled contract where you buy or sell control of a particular asset such as USD. You don't expect to deliver it, instead, at the end of th estated period you will take the current market value of the asset and pay the difference between the current market value and the value that you contracted for. Just the same as a non deliverable forward. Differences: CFD are more a retail based product, they don't speciy a delivery date, they roll on a daily basis, the holder pays a margin but they don't determine the date where you have to settle. They rollover each day, but each day the holder has to provide a margin (and fees). Can roll along as long as you like, squaring up the current value and roll on for next day. No option to gake BASE DER fibo-der-drc-cfd:ContractForDifference Contract For Difference any value out of it. You can choose to terminate it, at which point youclear it at its current In principle they can be rolled on any agreed basis. Usually no firm idea on when the parties ASSOC DER fibo-der-drc-cfd:rollingFrequency rolling Frequency want to settle, will hold untilo they feel like terminating, nbut there's no reason why this BASE DER fibo-der-drc-ma:CreditEventDefinition Credit Event Definition contract definition for a credit event as it pertains to the master agreement BASE DER fibo-der-drc-ma:CreditSupportAgreement Credit Support BASE DER fibo-der-drc-ma:CreditSupportBeneficiary Credit Support FIB-DM 2020 Q1 DEV Entities Page 59/151 Entity Type Package Code Name Comment BASE DER fibo-der-drc-ma:CreditSupportDefaultEvent Credit Support Default Failure of some Credit Support Agreement. BASE DER fibo-der-drc-ma:CrossDefaultProvisions Cross Default BASE DER fibo-der-drc-ma:CurrencySpecificationTerm Currency Specification Term defining the currency or currencies for payments. BASE DER fibo-der-drc-ma:DefaultingParty Defaulting Party default Interest ASSOC DER fibo-der-drc-ma:defaultInterestCompoundingBasis Compounding Basis The basis upon which default interest is to be calculated, as a period of time (e.g. daily). BASE DER fibo-der-drc-ma:DefaultInterestObligation Default Interest Obligation in respect of defaults in the performance of any payment obligation. BASE DER fibo-der-drc-ma:DeliveryObligation Delivery Obligation specified in any Confirmation made by that party. Derivative Transaction a master agreement covering derivatives transactions to be carried out between the parties BASE DER fibo-der-drc-ma:DerivativeTransactionMasterAgreement Master Agreement to this contract ASSOC DER fibo-der-drc-ma:describesTreatmentOf describes Treatment Of BASE DER fibo-der-drc-ma:EarlyTermination Early Termination termination of an agreement for any reason prior to its expiration date ASSOC DER fibo-der-drc-ma:hasBeneficiary has Beneficiary ASSOC DER fibo-der-drc-ma:hasEarlyTerminationDate has Early Termination indicates a termination date that occurs prior to an explicit expiration date ASSOC DER fibo-der-drc-ma:invokedInEventOf invoked In Event Of ASSOC DER fibo-der-drc-ma:invokedInEventOf.1 invoked In Event Of.1 ASSOC DER fibo-der-drc-ma:isFailureInForceOf is Failure In Force Of ASSOC DER fibo-der-drc-ma:isPredicatedOn is Predicated On Master Agreement Account Change The obligtation to notify the counterparty to this agreement, of any changes in account BASE DER fibo-der-drc-ma:MasterAgreementAccountChangeNotificationObligationNotification Obligation details. Master Agreement BASE DER fibo-der-drc-ma:MasterAgreementChangeNotificationObligationChange Notification The obligtaion to notify the counterparty to this agreement, of any changes in details. Master Agreement Conditions precedent on payment or delivery on a transaction transacted under this Master BASE DER fibo-der-drc-ma:MasterAgreementConditionsPrecedent Conditions Precedent Agreement. Master Agreement BASE DER fibo-der-drc-ma:MasterAgreementContractualCommitmentContractual The currency for payments under this Master Agreement. ISDA Master Agreement example text: Payment in the Contractual Currency. Each payment under this Agreement will be made in the relevant currency specified in this Agreement for that payment (the "Contractual Currency"). To the extent permitted by applicable law, any obligation to make payments under this Agreement in the Contractual Currency will not be discharged or satisfied by any tender in any currency other than the Contractual Currency, except to the extent such tender results in the actual receipt by the party to which payment is owed, acting in a reasonable manner and in good faith in converting the currency so tendered into the Contractual Currency, of the full amount in the Contractual Currency of all amounts payable in respect of master Agreement this Agreement. If for any reason the amount in the Contractual Currency so received falls ASSOC DER fibo-der-drc-ma:masterAgreementCurrency Currency short of the amount in the Contractual Currency payable in respect of this Agreement, the Master Agreement BASE DER fibo-der-drc-ma:MasterAgreementEarlyTerminationProvisionsEarly Termination Terms and Conditions around early termination of the Master Agreement. Master Agreement BASE DER fibo-der-drc-ma:MasterAgreementEarlyTerminationRight Early Termination Right a contractual right of a party to the master agreement to terminate the agreement early BASE DER fibo-der-drc-ma:MasterAgreementElement Master Agreement between contract parties FIB-DM 2020 Q1 DEV Entities Page 60/151 Entity Type Package Code Name Comment Master Agreement BASE DER fibo-der-drc-ma:MasterAgreementObligationTerms Obligation Terms contract terms setting out the obligations on a party to the agreement Master Agreement BASE DER fibo-der-drc-ma:MasterAgreementRepresentation Representation a representation made by one of the parties included in the master agreement Master Agreement Right To Termination BASE DER fibo-der-drc-ma:MasterAgreementRightToTerminationFollowingDefaultEventFollowing Default the right to terminate a master agreement following an event of default Master Agreement Right To Termination BASE DER fibo-der-drc-ma:MasterAgreementRightToTerminationFollowingTerminationEventFollowing Termination the right to terminate the agreement following some termination-triggering event Master Agreement Termination Event means an Illegality, a Tax Event or a Tax Event Upon Merger or, if BASE DER fibo-der-drc-ma:MasterAgreementTerminationEvent Termination Event specified to be applicable, a Credit Event Upon Merger or an Additional Termination Event. Master Agreement a provision in the master agreement, setting out the conditions, consequences etc. of BASE DER fibo-der-drc-ma:MasterAgreementTerminationProvision Termination Provision termination of the agreement ASSOC DER fibo-der-drc-ma:mayBeVariedByOne may Be Varied By One ASSOC DER fibo-der-drc-ma:mayVary may Vary BASE DER fibo-der-drc-ma:NettingTerms Netting Terms in respect of that Netting. BASE DER fibo-der-drc-ma:NonDefaultingParty Non Defaulting Party Obligation In Respect Some obligation on one or other party in respect of any netting up of amounts due under a BASE DER fibo-der-drc-ma:ObligationInRespectOfNetting Of Netting combination of transactions transacted under this Master Agreement. Obligation in regard to other defaults on obligations. Example Contract Text: "If, prior to the Other Amounts occurrence or effective designation of an Early Termination Date in respect of the relevant BASE DER fibo-der-drc-ma:OtherAmountsObligation Obligation Transaction, a party defaults in the performance of any obligation required to be settled by BASE DER fibo-der-drc-ma:PaymentObligation Payment Obligation specified in any Confirmation made by that party. Payment Obligation As Obligation for payment in settlement of a transaction when this payment takes the form of BASE DER fibo-der-drc-ma:PaymentObligationAsDelivery Delivery delivery of some payment in kind. ASSOC DER fibo-der-drc-ma:paymentPlaceSpecification payment Place The place for payments specified in this Master Agreement. Payment Place BASE DER fibo-der-drc-ma:PaymentPlaceSpecificationMethod Specification Method Selection of possible places to be specified for the payments in a Master Agreement. Payment Place Specified Either In BASE DER fibo-der-drc-ma:PaymentPlaceSpecifiedEitherInMasterAgreementOrConfirmationMaster Agreement Or Payment Place BASE DER fibo-der-drc-ma:PaymentPlaceSpecifiedInConfirmationMessageSpecified In Payment Place BASE DER fibo-der-drc-ma:PaymentPlaceSpecifiedInMasterAgreementSpecified In Master ASSOC DER fibo-der-drc-ma:specifies specifies ASSOC DER fibo-der-drc-ma:specifies.1 specifies.1 Tax Withholding Grossup Obligations in respect of Tax, that is an obligation to deduct or withhold tax in BASE DER fibo-der-drc-ma:TaxWithholdingGrossupObligation Grossup Obligation respect of payments made under transactions governed by the Master Agreement. Tax Withholding Obligation in respect of liability for tax. This defines whether or not the party which is BASE DER fibo-der-drc-ma:TaxWithholdingLiability Liability required to deduct some tax payment and does not do so, is then entitled to receive the BASE DER fibo-der-drc-ma:TaxWithholdingObligation Tax Withholding An obligation with regard to the payment of taxes. FIB-DM 2020 Q1 DEV Entities Page 61/151 Entity Type Package Code Name Comment ASSOC DER fibo-der-drc-ma:thresholdAmount threshold Amount a tradable debt instrument issued by an entity for sale in a jurisdiction other than the one in BASE DER fibo-der-drc-pn:ParticipationNote Participation Note which the entity is registered, and based on the holding by that entity of underlying BASE DER fibo-der-drc-raw:AllotmentRight Custodian charge. A formula used to calculate the number of securities for an Allotment Right, based on the BASE DER fibo-der-drc-raw:AllotmentRightFormula Customer number of these instruments that the holder holds. Conesnsus:Review The party which is the holder of an allotment right. This is identified as being a party which is BASE DER fibo-der-drc-raw:AllotmentRightHolder Customer also an existing holder of the security identified as the underlying security. BASE DER fibo-der-drc-raw:CommodityWarrant Commodity Warrant A derivative based on commodities contracts traded on exchanges. Commodity Warrant Terms setting out how a commodity warrant may be exercised, including the form which BASE DER fibo-der-drc-raw:CommodityWarrantExerciseTerms Exercise Terms delivery takes. BASE DER fibo-der-drc-raw:CompanyWarrant Company Warrant Warrants which are issued by the issuer of the underlying. Company Warrant Terms setting out how a company warrant or naked warrant may be exercised, including the BASE DER fibo-der-drc-raw:CompanyWarrantExerciseTerms Exercise Terms form which delivery takes. BASE DER fibo-der-drc-raw:CoveredWarrant Covered Warrant Covered Warrant BASE DER fibo-der-drc-raw:CoveredWarrantExerciseTerms Exercise Terms ASSOC DER fibo-der-drc-raw:delivery delivery BASE DER fibo-der-drc-raw:ExchangeTradedWarrant Exchange Traded A warrant which is traded on a securities exchange. ASSOC DER fibo-der-drc-raw:givesRightToBuy gives Right To Buy ASSOC DER fibo-der-drc-raw:givesTheRightToBuy gives The Right To Buy ASSOC DER fibo-der-drc-raw:hasExerciseTerms has Exercise Terms ASSOC DER fibo-der-drc-raw:hasListing has Listing ASSOC DER fibo-der-drc-raw:hasWarrantUnderlying has Warrant number Of Securities ASSOC DER fibo-der-drc-raw:numberOfSecuritiesDeterminedBy Determined By Anti-takeover device that gives a prospective acquiree’s shareholders the right to buy usually BASE DER fibo-der-drc-raw:PurchaseRight Purchase Right shares of the firm or shares of anyone who acquires the firm at a deep discount to their fair Stockholders Rights corporation at a predetermined price (normally less than the current market price) in BASE DER fibo-der-drc-raw:StockholdersRightsInstrument Instrument proportion to the number of securities already owned. Privileges allotted to existing security holders, entitling them to subscribe to new securities at BASE DER fibo-der-drc-raw:SubscriptionRight Subscription Right a price normally lower than the prevailing market price. BASE DER fibo-der-drc-raw:ThirdPartyWarrantIssuer Third Party Warrant BASE DER fibo-der-drc-raw:TraditionalWarrant Traditional Warrant specified amount of a share. BASE DER fibo-der-drc-raw:UnderlyingIssuer Underlying Issuer underlying securities. Financial instruments which permit the holder to purchase or sell back to the issuer a BASE DER fibo-der-drc-raw:Warrant Warrant specified amount of a financial instrument, commodity, currency or other during a specified Warrant Exercise Terms setting out how a warrant instrument may be exercised. Further Notes Exercise terms BASE DER fibo-der-drc-raw:WarrantExerciseTerms Terms as defined here also cover the automatic exercise of the warrant in the event of its expiry. The issuer of a Warrant. This is defined in terms of what individual entity is the issuer and BASE DER fibo-der-drc-raw:WarrantIssuer Warrant Issuer also what other roles they may or may not play for a specific type of warranty, specifically The listing of a warrant on a securities exchange. Action: confirm whether all the facts shown BASE DER fibo-der-drc-raw:WarrantListing Warrant Listing for listing of tradable securities generally, apply to the listing of a warrant. Also determine

FIB-DM 2020 Q1 DEV Entities Page 62/151 Entity Type Package Code Name Comment BASE DER fibo-der-drc-swp:BasisSwap Basis Swap a swap in which payment streams are referenced to different bases ASSOC DER fibo-der-drc-swp:exchanges exchanges gives or takes one thing in return for another the terms for the fixed payment leg of a swap such as a dividend swap, or for any swap that BASE DER fibo-der-drc-swp:FixedPaymentLeg Fixed Payment Leg has a fixed leg, including, for example, a single stock swap ASSOC DER fibo-der-drc-swp:hasLeg has Leg relates a swap to the legs (swap streams) that comprise the swap ASSOC DER fibo-der-drc-swp:hasPayingParty has Paying Party defines the payer party for a funding leg of a swap ASSOC DER fibo-der-drc-swp:hasPaymentSchedule has Payment Schedule defines a schedule of payments for a funding leg of a swap ASSOC DER fibo-der-drc-swp:hasReceivingParty has Receiving Party defines the recipient for a funding leg of a swap ASSOC DER fibo-der-drc-swp:hasSwapIdentifier has Swap Identifier relates a swap lifecycle event to the identifier for the swap a financial service provider that maintains a substantial position in swaps for any of the major swap categories, excluding positions held for hedging or mitigating commercial risk BASE DER fibo-der-drc-swp:MajorSwapParticipant Major Swap Participant and positions maintained by an employee benefit plan for the primary purpose of hedging or a derivative instrument that facilitates the exchange of financial instruments among the parties; the instruments can be almost anything, but most swaps involve cash flows (streams BASE DER fibo-der-drc-swp:Swap Swap of payments or other commitments over time) based on a notional principal amount that a formal confirmation that codifies the terms and conditions specific to a lifecycle event with BASE DER fibo-der-drc-swp:SwapConfirmation Swap Confirmation respect to the overall transaction between the parties BASE DER fibo-der-drc-swp:SwapDataRepository Swap Data Repository recordkeeping a financial service provider that holds itself out as a dealer in swaps; makes a market in swaps; regularly enters into swaps with counterparties as an ordinary course of business for BASE DER fibo-der-drc-swp:SwapDealer Swap Dealer its own account; or engages in any activity causing the person to be commonly known in the BASE DER fibo-der-drc-swp:SwapExecutionFacility Swap Execution Facility swaps terms defining and commitment to fulfill the future payment or cashflow requirements (e.g., BASE DER fibo-der-drc-swp:SwapLeg Swap Leg interest payments, coupon payments, etc.) for one leg of a swap transaction an event that occurs during the lifecycle of a swap, where the overall set of events includes BASE DER fibo-der-drc-swp:SwapLifecycleEvent Swap Lifecycle Event those specific to the issuer, front office, middle office, and/or back office processes BASE DER fibo-der-drc-swp:SwapLifecycleEventIdentifier Swap Lifecycle Event an identifier that uniquely identifies a specific event in the lifecycle of a swap BASE DER fibo-der-drc-swp:SwapParty Swap Party a party to a swap and therefore a legal party to the contract that embodies that transaction BASE DER fibo-der-drc-swp:SwapPayingParty Swap Paying Party the contract BASE DER fibo-der-drc-swp:SwapReceivingParty Swap Receiving Party contract BASE DER fibo-der-drc-swp:SwapStreamEvent Swap Stream Event stream BASE DER fibo-der-drc-swp:SwapTerms Swap Terms the legal contractual terms of a swap transaction a unique swap identifier (USI) is an identifier for a swap transaction, that is the CFTC term or BASE DER fibo-der-drc-swp:UniqueSwapIdentifier Unique Swap Identifier Unique Transaction Identifier (UTI) which is the term used more globally is an identifier on An option on a traded futures contract for a Bond. When exercised, the holder exercises the BASE DER fibo-der-etd-eto:BondOption Bond Option right to buy the future on a Bond, s/he does not exercise the right to buy a bond. BASE DER fibo-der-etd-eto:BondOptionUnderlying Bond Option same exchange. An option to buy or sell the future on some underlying commodity. The exercise is always to BASE DER fibo-der-etd-eto:CommoditiesOption Commodities Option buy the underlying asset i.e. the future instrument NOT the underlying goods. Commodities Option The underlying on a Commodities Option, which is the corresponding Commodity Future BASE DER fibo-der-etd-eto:CommoditiesOptionUnderlying Underlying contract on the same exchange. Currency Option Contractual terms defining when or under what circumstances an currency option is to be BASE DER fibo-der-etd-eto:CurrencyOptionExerciseTerms Exercise Terms exercised. ASSOC DER fibo-der-etd-eto:delivery delivery FIB-DM 2020 Q1 DEV Entities Page 63/151 Entity Type Package Code Name Comment Equity Index Option BASE DER fibo-der-etd-eto:EquityIndexOptionUnderlying Underlying The inderlying of the equity index option, which is a reference index consisting of shares. Equity options are the most common type of equity derivative. They provide the right, but BASE DER fibo-der-etd-eto:EquityOption Equity Option not the obligation to trade a quantity of stock at a set price at a future time. BASE DER fibo-der-etd-eto:EquityOptionUnderlying Equity Option The equity security that must be delivered when the option contract is exercised. Exchange Traded market move or to protect holdings in the underlying instruments. The difference is that the BASE DER fibo-der-etd-eto:ExchangeTradedEquityIndexOption Equity Index Option underlying instruments are indexes. Exchange Traded BASE DER fibo-der-etd-eto:ExchangeTradedOptionContract Option Contract Exchange Traded BASE DER fibo-der-etd-eto:ExchangeTradedOptionTransaction Option Transaction BASE DER fibo-der-etd-eto:ForeignCurrencyOption Foreign Currency the security itself. Future Options Contractual terms defining when or under what circumstances an options instrument may be BASE DER fibo-der-etd-eto:FutureOptionsExerciseTerms Exercise Terms exercised. BASE DER fibo-der-etd-eto:FxOptionUnderlying Fx Option Underlying The underlying of the foreign currency option is a currency spot rate. ASSOC DER fibo-der-etd-eto:hasContractDuration has Contract Duration ASSOC DER fibo-der-etd-eto:hasCounterparty has Counterparty ASSOC DER fibo-der-etd-eto:hasFeature has Feature ASSOC DER fibo-der-etd-eto:hasListing has Listing has Price ASSOC DER fibo-der-etd-eto:hasPriceDeterminationMethod Determination Method BASE DER fibo-der-etd-eto:IndexOptionExerciseTerms Index Option Exercise exercised. BASE DER fibo-der-etd-eto:InterestRateOption Interest Rate Option of the corresponding interest rate future. BASE DER fibo-der-etd-eto:IROptionUnderlying IR Option Underlying contract on the same exchange. An option whose contract expires at a date longer than one year. Also known as long-term equity anticipation securities (LEAPS). From Investopedia: These options are called long-term Long Term Equity equity anticipation securities (LEAPS). By providing opportunities to control and manage risk BASE DER fibo-der-etd-eto:LongTermEquityOption Option or even to speculate, LEAPS are virtually identical to regular options. LEAPS, however, An Option Contract after the stage where a Derivatives Exchange has novated this contract and become the principal to it, for purposes of clearing and settlement. The Clearing House novates both contract. So when you are on the floor (as a Broker), you trade with another Broker. Then you take it to th eRing, and present it to the Ring. So you write a contract and give it to the ringleader, who then books it. So the party you dealt with deals with the exahcnge, and you deal with the exchange. THen there are two contracts for one deal. So the Novated Option answer here is that there are two novated contracts for one Options deal. Difference: If not BASE DER fibo-der-etd-eto:NovatedOptionContract Contract open outcry? In OO the deal is done and given to the ringleader, who represents the Cleaing Novated Option BASE DER fibo-der-etd-eto:NovatedOptionContractPrincipal Contract Principal Option Contract On Future options are the most common type of equity derivative. They provide the right, but BASE DER fibo-der-etd-eto:OptionContractOnFutures Futures not the obligation to trade a quantity of futures instruments at a set price at a future time. The Guarantor of an options security. This is the party that agreed to make good any losses BASE DER fibo-der-etd-eto:OptionGuarantor Option Guarantor incurred by the holder in the event of a default by the issuer.

FIB-DM 2020 Q1 DEV Entities Page 64/151 Entity Type Package Code Name Comment Option Instrument Contractual terms defining when or under what circumstances an options instrument may be BASE DER fibo-der-etd-eto:OptionInstrumentExerciseTerms Exercise Terms exercised. BASE DER fibo-der-etd-eto:OptionOnFuturesUnderlying Option On Futures the same derivatives exchange. An entity which is responsible for clearing transactions for put and call options on common BASE DER fibo-der-etd-eto:OptionsClearingEntity Options Clearing Entity stocks and other equity issues, stock indexes, foreign currencies, interest rate composites BASE DER fibo-der-etd-eto:OptionsExchangeParticipant Options Exchange BASE DER fibo-der-etd-eto:OptionsListing Options Listing individual exchange. ASSOC DER fibo-der-etd-eto:optionType option Type Whether the option is a call or a put option. ASSOC DER fibo-der-etd-eto:pricingToBeDeterminedBy pricing To Be BASE DER fibo-der-etd-eto:SingleStockOption Single Stock Option Option instrument based on a single equity security (share) underlying. ASSOC DER fibo-der-etd-eto:specifies specifies Standardized Exercise Standard exercise terms for an option contract, determined in advance by the exchange. BASE DER fibo-der-etd-eto:StandardizedExerciseTerms Terms These will become exercise terms of an individual option contract. These may be varied or Standardized Options A standardized set of terms for an options contract. These are defined by a securities BASE DER fibo-der-etd-eto:StandardizedOptionsTerms Terms exchange or an options clearing entity. Options contracts issued by the exchange may BASE DER fibo-der-etd-eto:StockOptionExerciseTerms Stock Option Exercise instrument may be exercised. ASSOC DER fibo-der-etd-eto:strikePrice strike Price Predetermined price at which the holder will have to buy or sell the underlying currency. ASSOC DER fibo-der-etd-eto:strikePrice.1 strike Price.1 the underlying. ASSOC DER fibo-der-etd-eto:strikePrice.3 strike Price.3 Predetermined price at which the holder will have to buy or sell the underlying instrument. ASSOC DER fibo-der-etd-eto:strikeSpread strike Spread Predetermined spread at which the holder may exercise the contract. Traded Option The principal to the Traded Option contract. THis is the party which gives the other party the BASE DER fibo-der-etd-eto:TradedOptionPrincipal Principal right to take up the obligation, and which is obliged to honor that transaction if that option is BASE DER fibo-der-etd-eto:TradedOptionsCounterparty Traded Options BASE DER fibo-der-etd-fut:BondFuture Bond Future A future instrument where the underlying is a bond. Bond Future Bond Futures contracts issued by and traded on that exchange will take on these terms or BASE DER fibo-der-etd-fut:BondFutureStandardizedTerms Standardized Terms override them. BASE DER fibo-der-etd-fut:BondFutureUnderlying Bond Future The Bond which is the underlying instrument of a Bond Future contract. A futures contract tied to the movement of a particular commodity. This enables contract BASE DER fibo-der-etd-fut:CommodityFuture Commodity Future buyers to buy a specific amount of a commodity at a specific price on a particular date in the ASSOC DER fibo-der-etd-fut:contractValue contract Value The deliverable value of goods, instruments or commodities underlying the futures contract. Delivery means physically delivering the underlying asset on the agreed date. Term in an BASE DER fibo-der-etd-fut:DeliverPhysical Deliver Physical options or futures contract which requires the actual underlying asset to be delivered upon Squaring off means taking a position opposite your initial one. For example, you square off BASE DER fibo-der-etd-fut:DeliverySquaringOff Delivery Squaring Off the purchase of a gold futures contract by selling the identical contract. BASE DER fibo-der-etd-fut:EquityFuture Equity Future issued and traded share. Equity Future Share BASE DER fibo-der-etd-fut:EquityFutureShareUnderlying Underlying A share which is the underlying of an Equities Future contract. Equity Future Equity Futures contracts issued by and traded on that exchange will take on these terms or BASE DER fibo-der-etd-fut:EquityFutureStandardizedTerms Standardized Terms override them. BASE DER fibo-der-etd-fut:FinancialFuture Financial Future A futures contract based on a financial instrument. Financial Future exchange. Financial Futures contracts issued by and traded on that exchange will take on BASE DER fibo-der-etd-fut:FinancialFutureStandardizedTerms Standardized Terms these terms or override them.

FIB-DM 2020 Q1 DEV Entities Page 65/151 Entity Type Package Code Name Comment The start date of the range of dates by which the underlying for a futures contract must be ASSOC DER fibo-der-etd-fut:firstDeliveryDate first Delivery Date delivered in order for the terms of the contract to be fulfilled. ASSOC DER fibo-der-etd-fut:firstNoticeDate first Notice Date The first date at which a delivery notice can be issued. Agreement to buy or sell a specific amount of a commodity, a currency or a financial instrument at a particular price on a stipulated future date. A futures contract obligates the buyer to purchase the underlying commodity, currency or financial instrument and the seller to sell it unless the contract is sold to another before settlement date which may happen if a trader waits to take a profit or cut a loss. Further notes: This contrasts with options trading in which the option buyer may choose whether or not to exercise the option by the exercise date. Unlike options, futures convey an obligation to buy. The risk to the holder is unlimited, and because the payoff pattern is symmetrical, the risk to the seller is unlimited as well. Dollars lost and gained by each party on a futures contract are equal and opposite. In other words, futures trading is a zero-sum game. Futures contracts are forward contracts, meaning they represent a pledge to make a certain transaction at a future date. The exchange of BASE DER fibo-der-etd-fut:FutureInstrument Future Instrument assets occurs on the date specified in the contract. Futures are distinguished from generic Futures Commodity BASE DER fibo-der-etd-fut:FuturesCommodityUnderlying Underlying A negotiable commodity as the underlying of a Futures contract. BASE DER fibo-der-etd-fut:FuturesIndexUnderlying Futures Index An economic rate which is the underlying of a Futures contract. BASE DER fibo-der-etd-fut:FuturesListing Futures Listing A listing of a futures instrument on a derivatives exchange. Futures Trading The party which is the principal of the Futures contract. This is the party that sets the terms BASE DER fibo-der-etd-fut:FuturesTradingAccountProvider Account Provider of the contract. BASE DER fibo-der-etd-fut:FuturesTransaction Futures Transaction traded. ASSOC DER fibo-der-etd-fut:hasListing has Listing has Settlement The action by which an underlying commodity, security, cash value, or delivery instrument ASSOC DER fibo-der-etd-fut:hasSettlementArrangement Arrangement covering a contract is tendered and received by the contract holder. BASE DER fibo-der-etd-fut:IndexFuture Index Future multiple for determining the price of the futures contract. Index Future Index Futures contracts issued by and traded on that exchange will take on these terms or BASE DER fibo-der-etd-fut:IndexFutureStandardizedTerms Standardized Terms override them. BASE DER fibo-der-etd-fut:InterestRateFuture Interest Rate Future underlying asset. Interest Rate Future BASE DER fibo-der-etd-fut:InterestRateFutureDebtUnderlying Debt Underlying The debt instrument which is the underlying of an Interest Rate Future contract. Interest Rate Future exchange. Interest Rate Futures contracts issued by and traded on that exchange will take on BASE DER fibo-der-etd-fut:InterestRateFutureStandardizedTerms Standardized Terms these terms or override them. The last date in the range of dates by which the underlying for a futures contract must be ASSOC DER fibo-der-etd-fut:lastDeliveryDate last Delivery Date delivered in order for the terms of the contract to be fulfilled. ASSOC DER fibo-der-etd-fut:lastNoticeDate last Notice Date The last date at which a delivery notice can be issued. An amount necessary to cover the purchase of the underlying security since delivery is ASSOC DER fibo-der-etd-fut:marginProvision margin Provision mandatory, be it physical or cash. Failing to provide a sufficient provision will result in a BASE DER fibo-der-etd-fut:MoneyMarketFuture Money Market Future A future instrument where the underlying is a money market instrument. Money Market Future exchange. Money Market Futures contracts issued by and traded on that exchange will take BASE DER fibo-der-etd-fut:MoneyMarketFutureStandardizedTerms Standardized Terms on these terms or override them. Money Market Future BASE DER fibo-der-etd-fut:MoneyMarketFutureUnderlying Underlying The money market instrument which is the underlying of a Money Market Futures contract. ASSOC DER fibo-der-etd-fut:pricingDeterminedBy pricing Determined By FIB-DM 2020 Q1 DEV Entities Page 66/151 Entity Type Package Code Name Comment ASSOC DER fibo-der-etd-fut:specifiesDeliveryMethod specifies Delivery future is exercised. Standardized Standard terms for a commodity futures contract, determined in advance by the exchange. BASE DER fibo-der-etd-fut:StandardizedCommodityFutureTerms Commodity Future These will become terms of an individual futures contract. Standardized Futures Standard terms out by the exchange which will apply to any listing of a futures contract on BASE DER fibo-der-etd-fut:StandardizedFuturesListingTerms Listing Terms this exchange. Standardized Futures A set of standard terms for futures contracts, as set out by the derivatives exchange. Futures BASE DER fibo-der-etd-fut:StandardizedFuturesTerms Terms contracts issued by and traded on that exchange will take on these terms or override them. ASSOC DER fibo-der-etd-fut:tickValue tick Value contract size multiplied by the tick size. The service... This is correect - this role applies the same to Futures and Options contracts on derivatives exchanges. This is always on a Futures Exchange. There are similar terms / BASE DER fibo-der-etd-std:DerivativesClearing Derivatives Clearing facilities for options traded on a Stock Exchange. Also American v European by implication of BASE DER fibo-der-etd-std:DerivativesExchange Derivatives Exchange Exchange where futures contracts and options on futures contracts are traded. BASE DER fibo-der-etd-std:DerivativesListing Derivatives Listing exchange. Derivatives Price BASE DER fibo-der-etd-std:DerivativesPriceDeterminationMethod Determination Method Method by which prices are arrived at for derivatives securities (futures or options). Electronic Price BASE DER fibo-der-etd-std:ElectronicPriceDeterminationMethod Determination Method Other price determination method. More information required. Method of trading on a commodity exchange. The term derives from the fact that traders Open Outcry Price must shout out their buy or sell orders. When a trader shouts he wants to sell at a particular BASE DER fibo-der-etd-std:OpenOutcryPriceDeterminationMethod Determination Method price and someone else shouts he wants to buy at that price the two traders have made a BASE DER fibo-der-fx-ctr:ExchangeRateUnderlying Exchange Rate Foreign Exchange BASE DER fibo-der-fx-ctr:ForeignExchangeDerivativeContract Derivative Contract ASSOC DER fibo-der-fx-ctr:identity identity BASE DER fibo-der-fx-ctr:OTCFxProduct OTC Fx Product An OTC Product for foreign exchange, whereby two or more currencies are transacted. ASSOC DER fibo-der-fx-fwd:embodies embodies exchanged Currency FpML has a term exchangedCurrency1 but this refers to the currency flow not the currency ASSOC DER fibo-der-fx-fwd:exchangedCurrencyOne One as in USD, CDN etc. FpML definition for exchangedCurrency1: 'This is the first of the two ASSOC DER fibo-der-fx-fwd:exchangedCurrencyTwo exchanged Currency ASSOC DER fibo-der-fx-fwd:forwardRate forward Rate The rate at which the seller currency is purchased in the buyer currency. A agreement to deliver and settle a given amount of currency in one currency, in exchange BASE DER fibo-der-fx-fwd:FxForwardContract Fx Forward Contract for a given amount in another currency, at an agreed date in the future and at an agreed rate BASE DER fibo-der-fx-fwd:FxForwardOutright Fx Forward Outright FX Forward Outright A forward contract in the forex market that locks in the price at which an entity can buy or BASE DER fibo-der-fx-fwd:FXForwardOutrightContract Contract sell a currency on a future date. Also known as "outright forward currency transaction", BASE DER fibo-der-fx-fwd:FxForwardTransaction Fx Forward Transaction date in the future. ASSOC DER fibo-der-fx-fwd:hasPart has Part ASSOC DER fibo-der-fx-fwd:hasPart.1 has Part.1 ASSOC DER fibo-der-fx-fwd:side side ASSOC DER fibo-der-fx-fwd:side.1 side.1 ASSOC DER fibo-der-fx-opt:allowsForOptionOf allows For Option Of ASSOC DER fibo-der-fx-opt:buyer buyer ASSOC DER fibo-der-fx-opt:buyerIsParty buyer Is Party

FIB-DM 2020 Q1 DEV Entities Page 67/151 Entity Type Package Code Name Comment ASSOC DER fibo-der-fx-opt:buyingCurrency buying Currency The currency in which the option is bought. BASE DER fibo-der-fx-opt:CashCallOption Cash Call Option Option to purchase cash at an agreed rate on an agreed date. BASE DER fibo-der-fx-opt:CashPutOption Cash Put Option Option to sell cash at an agreed rate on an agreed date. ASSOC DER fibo-der-fx-opt:establishes establishes ASSOC DER fibo-der-fx-opt:establishes.1 establishes.1 ASSOC DER fibo-der-fx-opt:expiry expiry this is the latest possible expiry date and time.' BASE DER fibo-der-fx-opt:ForeignExchangeOption Foreign Exchange Foreign Exchange BASE DER fibo-der-fx-opt:ForeignExchangeOptionBuyer Option Buyer Foreign Exchange A standard FX OTC option (European or American) which may be a complete trade in its own BASE DER fibo-der-fx-opt:ForeignExchangeOptionLeg Option Leg right or part of a trade strategy. FpML A type that is used for describing a standard FX OTC Foreign Exchange ASSOC DER fibo-der-fx-opt:ForeignExchangeOptionPremium Option Premium FpML 'Premium amount or premium installment amount for an option.' Foreign Exchange BASE DER fibo-der-fx-opt:ForeignExchangeOptionSeller Option Seller Foreign Exchange Define option as a wrapper. Done on a spot txn, but could logically be others. Adds the right BASE DER fibo-der-fx-opt:ForeignExchangeOptionTransaction Option Transaction whether or not to go into that. BASE DER fibo-der-fx-opt:FxCallOptionContract Fx Call Option Contract BASE DER fibo-der-fx-opt:FxPutOptionContract Fx Put Option Contract BASE DER fibo-der-fx-opt:FxVolatilityOption Fx Volatility Option or taxonomy. ASSOC DER fibo-der-fx-opt:hasCorrespondingContract has Corresponding ASSOC DER fibo-der-fx-opt:hasLeg has Leg ASSOC DER fibo-der-fx-opt:hasSeller has Seller A contract that grants the holder the right, but not the obligation, to buy or sell currency at a BASE DER fibo-der-fx-opt:OTCCurrencyOption OTC Currency Option specified exchange rate during a specified period of time. ASSOC DER fibo-der-fx-opt:seller seller ASSOC DER fibo-der-fx-opt:sellingCurrency selling Currency The currency in which the Option is sold. ASSOC DER fibo-der-fx-sp:buyerCurrency buyer Currency The buyer's currency as specified in the contract. ASSOC DER fibo-der-fx-sp:establishes establishes BASE DER fibo-der-fx-sp:FxSpot Fx Spot The rate of a foreign-exchange contract for immediate delivery. Also known as "benchmark BASE DER fibo-der-fx-sp:FxSpotContract Fx Spot Contract rates", "straightforward rates" or "outright rates", spot rates represent the price that a buyer BASE DER fibo-der-fx-sp:FxSpotTransaction Fx Spot Transaction has Corresponding ASSOC DER fibo-der-fx-sp:hasCorrespondingTransaction Transaction ASSOC DER fibo-der-fx-sp:hasSide has Side ASSOC DER fibo-der-fx-sp:sellerCurrency seller Currency The seller's currency as specified in the contract. ASSOC DER fibo-der-fx-sw:embodies embodies BASE DER fibo-der-fx-sw:FxForwardForwardSwap Fx Forward Forward BASE DER fibo-der-fx-sw:FxSwap Fx Swap BASE DER fibo-der-fx-sw:FxSwapContract Fx Swap Contract ASSOC DER fibo-der-fx-sw:hasCorrespondingForward has Corresponding ASSOC DER fibo-der-fx-sw:hasCorrespondingSpot has Corresponding FIB-DM 2020 Q1 DEV Entities Page 68/151 Entity Type Package Code Name Comment BASE DER fibo-der-rat-fra:ForwardRateAgreement Forward Rate Definition needed. BASE DER fibo-der-rat-indo:OTCIndexOption OTC Index Option payment, since physical delivery is not possible. The Strike rate is to be subtracted from the Observable rate on the reset date, to determine the settlement amount. This is incorrect. Cap applies to borrower. the Cap is the max amount I will pay to borrow. I take a capped rate. I am the buyer of the option. The market rate this time is higher than the capped rate. You as the seller of the option will pay me thedifference bwteen the capped rate and the market reate. If the market rate is lower than the capped rate no one pays anything because I will not exercise my right to that capped rate. So no money changes hands at settlement. Then: capped Loan: What I would be paying would be interest at the market rate if the market rate is lower, but if the market rate is higher then I would pay interest at the capped rate. This is the difference between a cap as a BASE DER fibo-der-rat-iro:CapDetermination Cap Determination loan or as a cash settled thing. These represent different kinds of contract: Non loan one: BASE DER fibo-der-rat-iro:CapLoan Cap Loan BASE DER fibo-der-rat-iro:CapOrFloorDetermination Cap Or Floor a Floor (something goes no lower than this). ASSOC DER fibo-der-rat-iro:exerciseDateOffset exercise Date Offset exercised. The Observable rate is to be subtracted from the Strike rate on the reset date, to determine BASE DER fibo-der-rat-iro:FloorDetermination Floor Determination the settlement amount. Floor: I am an investor and I am specifying the minimum return I will BASE DER fibo-der-rat-iro:FloorLoan Floor Loan ASSOC DER fibo-der-rat-iro:hasResetSchedule has Reset Schedule Whether the Strike rate is to be subtracted from the Observable rate on the reset date, or ASSOC DER fibo-der-rat-iro:hasStrikeEffect has Strike Effect whether the Observable rate is to be subtracted from the Strike rate, to determine the ASSOC DER fibo-der-rat-iro:interestAccrualDateOffset interest Accrual Date for the next period. Interest Rate Option BASE DER fibo-der-rat-iro:InterestRateOptionStrikeTermsSet Strike Terms Set Terms for the exercise of the Interest Rate Option. A strip or sequential set of options with periodic reset dates, such that each period between BASE DER fibo-der-rat-iro:OptionStripContract Option Strip Contract resets behaves like an individual option (known as a Caplet or Floorlet). BASE DER fibo-der-rat-iro:OptionStripResetSchedule Option Strip Reset Schedule of dates on which the Option Strip rate is determined and reset. A strip of options in which interest payable in each period is either the Observable BASE DER fibo-der-rat-iro:OTCInterestRateCapOptionContract Arrangement (lcc) (Underlying) rate or the Strike rate, at the holder's discretion, and in which the Strike rate BASE DER fibo-der-rat-iro:OTCInterestRateFloorOptionContract Identifier (lcc) BASE DER fibo-der-rat-iro:OTCInterestRateOption OTC Interest Rate An option that tracks the cap and floor of an underlying interest rate. ASSOC DER fibo-der-rat-iro:settlementDateOffset settlement Date Offset The period in days between each Reset Date and the corresponding Settlement Date. Cross Currency Interest an interest rate swap in which the two streams of interest payments are in different BASE DER fibo-der-rtd-irswp:CrossCurrencyInterestRateSwap Rate Swap currencies Explicit Interest payment is calculated based on the rate (fixed or floating) and the notional amount (in the BASE DER fibo-der-rtd-irswp:ExplicitInterestAmountCalculationEventAmount Calculation payment currency, and factored for Fx if necessary), on a given date Fixed Float Cross floating interest payments and the two streams of interest payments are in different BASE DER fibo-der-rtd-irswp:FixedFloatCrossCurrencyInterestRateSwapCurrency Interest Rate currencies BASE DER fibo-der-rtd-irswp:FixedFloatInterestRateSwap Fixed Float Interest floating interest payments Fixed Float Single floating interest payments and where both payment streams are expressed in terms of the BASE DER fibo-der-rtd-irswp:FixedFloatSingleCurrencyInterestRateSwapCurrency Interest Rate same currency BASE DER fibo-der-rtd-irswp:FixedInterestRateLeg Fixed Interest Rate Leg interest

FIB-DM 2020 Q1 DEV Entities Page 69/151 Entity Type Package Code Name Comment Float Float Cross an interest rate swap that exchanges cashflows based on two different interest rates in BASE DER fibo-der-rtd-irswp:FloatFloatCrossCurrencyInterestRateSwapCurrency Interest Rate different currencies BASE DER fibo-der-rtd-irswp:FloatFloatInterestRateSwap Float Float Interest an interest rate swap that exchanges cashflows based on two different floating interest rates Float Float Single an interest rate swap that exchanges cashflows based on two different floating interest rates BASE DER fibo-der-rtd-irswp:FloatFloatSingleCurrencyInterestRateSwapCurrency Interest Rate in the same currency BASE DER fibo-der-rtd-irswp:FloatingInterestRateLeg Floating Interest Rate underlying interest reference rate ASSOC DER fibo-der-rtd-irswp:hasFirstNotionalStepDate has First Notional Step indicates the initial date in a notional step schedule ASSOC DER fibo-der-rtd-irswp:hasFloatingRateCap has Floating Rate Cap indicates an optional ceiling or 'cap' on interest rates on floating rate debts ASSOC DER fibo-der-rtd-irswp:hasFloatingRateFloor has Floating Rate Floor indicates an optional lower bound on interest rates on floating rate debts has Interest Calculation ASSOC DER fibo-der-rtd-irswp:hasInterestCalculationSchedule Schedule links a set of terms to a corresponding schedule for calculating interest has Interest Rate Reset links a set of terms to a corresponding schedule for resetting the interest rate, which may be ASSOC DER fibo-der-rtd-irswp:hasInterestRateResetSchedule Schedule either a regular or ad hoc schedule ASSOC DER fibo-der-rtd-irswp:hasLastNotionalStepDate has Last Notional Step indicates the final date in a notional step schedule ASSOC DER fibo-der-rtd-irswp:hasNotionalStepSchedule has Notional Step or ad hoc schedule BASE DER fibo-der-rtd-irswp:InterestRateStreamEvent Interest Rate Stream an interest-rate specific event occurring with respect to one leg of a swap BASE DER fibo-der-rtd-irswp:InterestRateSwap Interest Rate Swap a swap in which the underlier for one or both legs is an interest rate BASE DER fibo-der-rtd-irswp:InterestRateSwapLeg Interest Rate Swap Leg cashflow representation for the stream of payments BASE DER fibo-der-rtd-irswp:NotionalStepAmount Notional Step Amount the amount of money that is subtracted from the notional on each step date BASE DER fibo-der-rtd-irswp:NotionalStepChangeEvent Notional Step Change an event on which a step change in the notional amount of the swap stream occurs Notional Step BASE DER fibo-der-rtd-irswp:NotionalStepPercentageAmount Percentage Amount the percentage amount by which the notional changes on each step date Notional Step Period a recurrence interval indicating the frequency with which step changes occur, which is a BASE DER fibo-der-rtd-irswp:NotionalStepPeriodLength Length multiple of the calculation period in the calculation schedule BASE DER fibo-der-rtd-irswp:NotionalStepSchedule Notional Step Schedule sequence of step events Single Currency an interest rate swap in which the two streams of interest payments are in the same BASE DER fibo-der-rtd-irswp:SingleCurrencyInterestRateSwap Interest Rate Swap currency Swap Stream BASE DER fibo-der-rtd-irswp:SwapStreamCalculationRelativeDate Calculation Relative a calculation date that is relative to the rate reset schedule Swap Stream Interest BASE DER fibo-der-rtd-irswp:SwapStreamInterestCalculation Calculation an expression that represents a calculation of interest Swap Stream Interest BASE DER fibo-der-rtd-irswp:SwapStreamInterestCalculationScheduleCalculation Schedule a parametric schedule that represents the dates on which interest is calculated BASE DER fibo-der-rtd-irswp:SwapStreamInterestPayment Swap Stream Interest an event involving the payment of interest for a given swap leg Swap Stream Interest BASE DER fibo-der-rtd-irswp:SwapStreamInterestPaymentSchedule Payment Schedule a parametric schedule that represents the dates on which interest is due to be paid Swap Stream Interest BASE DER fibo-der-rtd-irswp:SwapStreamInterestRateReset Rate Reset an event on which an interest rate for a given swap stream changes (resets) Swap Stream Interest BASE DER fibo-der-rtd-irswp:SwapStreamInterestRateResetSchedule Rate Reset Schedule a parametric schedule of reset dates Swap Stream Interest BASE DER fibo-der-rtd-irswp:SwapStreamInterestRateSettingEvent Rate Setting Event an event on which an interest rate for a given swap stream is determined

FIB-DM 2020 Q1 DEV Entities Page 70/151 Entity Type Package Code Name Comment Swap Stream Interest BASE DER fibo-der-rtd-irswp:SwapStreamInterestSettingRelativeDateSetting Relative Date a date on which an interest rate is revised is that is relative to a rate reset event BASE DER fibo-der-rtd-isw:InflationIndexFallBackBond Inflation Index Fall 1.8. BASE DER fibo-der-rtd-isw:InflationIndexUnderlying Inflation Index BASE DER fibo-der-rtd-isw:InflationLeg Inflation Leg BASE DER fibo-der-rtd-isw:InflationSwapContract Inflation Swap Contract Draft definition: This is a swap instrument which makes reference to an inflation index. BASE DER fibo-der-rtd-isw:InflationSwapTransaction Inflation Swap interest rate (usually or always fixed interest). ASSOC DER fibo-der-rtd-isw:lag lag corresponding term in FpML and use that here. ASSOC DER fibo-der-rtd-isw:specifies specifies Economic Rate Based BASE DER fibo-der-rtd-rtd:EconomicRateBasedDerivativeInstrument Derivative Instrument a rate-based derivative whose underlier is an economic indicator BASE DER fibo-der-rtd-rtd:EconomicRateObservable Economic Rate a rate-based observable that is specifically an economic indicator Interest Rate Derivative BASE DER fibo-der-rtd-rtd:InterestRateDerivativeInstrument Instrument a rate-based derivative whose underlier is an interest rate BASE DER fibo-der-rtd-rtd:InterestRateObservable Interest Rate a rate-based observable that is specifically an interest rate Rate Based Derivative BASE DER fibo-der-rtd-rtd:RateBasedDerivativeInstrument Instrument a derivative instrument whose underlier is a non-physical observable rate a non-physical observable value, such as an interest rate, market rate, economic indicator, BASE DER fibo-der-rtd-rtd:RateBasedObservable Rate Based Observable statistical measure calculated over some collection of indices, or some other rate that is BASE FBC fibo-fbc-dae-cre:Bankruptcy Bankruptcy unable to meet debt obligations credit event representing a violation of an express, or implied, condition of a contract to do BASE FBC fibo-fbc-dae-cre:BreachOfCovenant Breach Of Covenant or not to do something that has a negative financial impact event signifying a sudden change in a borrower's credit standing, such as bankruptcy or a BASE FBC fibo-fbc-dae-cre:CreditEvent Credit Event violation of a bond indenture or loan agreement, that raises doubts about the borrower's credit event representing a failure to meet a contractual obligation, such as, but not limited BASE FBC fibo-fbc-dae-cre:DefaultEvent Default Event to, failure to repay a debt including interest or principal on a loan or security Distressed Ratings credit event triggered when the credit rating of the reference obligation is downgraded to a BASE FBC fibo-fbc-dae-cre:DistressedRatingsDowngrade Downgrade distressed rating level or the rating is withdrawn by one or more ratings agency BASE FBC fibo-fbc-dae-cre:Downgrade Downgrade credit event triggered when the credit rating of the reference obligation is downgraded BASE FBC fibo-fbc-dae-cre:EntitySpecificCreditEvent Entity Specific Credit obligation BASE FBC fibo-fbc-dae-cre:FailureToPay Failure To Pay obligation is missed BASE FBC fibo-fbc-dae-cre:FailureToPayInterest Failure To Pay Interest amount paid is less than the required amount BASE FBC fibo-fbc-dae-cre:FailureToPayPrincipal Failure To Pay Principal amount paid is less than the required amount BASE FBC fibo-fbc-dae-cre:FilingForBankruptcy Filing For Bankruptcy credit event that involves an initial request of a court to be recognized as bankrupt BASE FBC fibo-fbc-dae-cre:HardCreditEvent Hard Credit Event default event that is not repairable has Default Threshold ASSOC FBC fibo-fbc-dae-cre:hasDefaultThresholdAmount Amount specifies an amount of money that triggers a repudiation/moratorium or restructuring event window following any payment due date during which a party must fulfil its obligations before a failure to pay credit event occurs. Further notes: ISDA 2003 Term: Grace Period. Note this may be a period denominated in business days or calendar days - this is a qualifying ASSOC FBC fibo-fbc-dae-cre:hasGracePeriod has Grace Period fact about the referenced term "Date Period". FpML full definition: 'The number of calendar ASSOC FBC fibo-fbc-dae-cre:hasPaymentThreshold has Payment Threshold indicates a threshold with respect to triggering the failure to pay event

FIB-DM 2020 Q1 DEV Entities Page 71/151 Entity Type Package Code Name Comment default event involving non-payment of several installment payments as scheduled in the BASE FBC fibo-fbc-dae-cre:InstallmentDefault Installment Default terms of the agreement, or non-payment of a call by the beneficial owner BASE FBC fibo-fbc-dae-cre:MaturityExtension Maturity Extension obligation BASE FBC fibo-fbc-dae-cre:Moratorium Moratorium are resolved Obligation Acceleration credit event triggered when one or more reference obligations become immediately due and BASE FBC fibo-fbc-dae-cre:ObligationAcceleration (fbc) payable as a result of a default or covenant breach on the reference entity's other debt BASE FBC fibo-fbc-dae-cre:ObligationDefault Obligation Default (fbc) credit event triggered as a result of an obligation-specific default Obligation entity-specific credit event that materially impacts an obligation, such as an interest rate BASE FBC fibo-fbc-dae-cre:ObligationRestructuring Restructuring reduction, principal reduction, deferral of interest or principal, change in priority ranking, or Obligation Specific credit event that relates to an individual credit agreement or debt instrument (reference BASE FBC fibo-fbc-dae-cre:ObligationSpecificCreditEvent Credit Event obligation) BASE FBC fibo-fbc-dae-cre:Repudiation Repudiation honor its terms BASE FBC fibo-fbc-dae-cre:SoftCreditEvent Soft Credit Event default event that is repairable BASE FBC fibo-fbc-dae-cre:WriteDown Write Down outstanding principal amount, is reduced BASE FBC fibo-fbc-dae-crf:CommittedCreditFacility Committed Credit borrower. Committed Credit A tranche of a credit facility which has been formally agreed between a potential lender and BASE FBC fibo-fbc-dae-crf:CommittedCreditFacilityTranche Facility Tranche a potential borrower. BASE FBC fibo-fbc-dae-crf:CreditAgreementTerms Credit Agreement potential lender to a potential borrower. BASE FBC fibo-fbc-dae-crf:CreditExtension Credit Extension A service whereby credit is extended from the service provider to some party i.e. a borrower. An option to borrow money. Defines the parameters in which you are able to draw down BASE FBC fibo-fbc-dae-crf:CreditFacility Credit Facility some amount as a loan, debt finance, or some other financial commitment. BASE FBC fibo-fbc-dae-crf:CreditFacilityAgreement Credit Facility terms stated in this contract. Credit Facility Guaranty BASE FBC fibo-fbc-dae-crf:CreditFacilityGuarantyTranche Tranche BASE FBC fibo-fbc-dae-crf:CreditFacilityLoanTranche Credit Facility Loan A tranche of a credit facility the purpose of which is a kind of Loan. Credit Facility BASE FBC fibo-fbc-dae-crf:CreditFacilitySecuritiesTranche Securities Tranche An individual tranche of the Credit Facility. This is the maximal amount of credit that can be BASE FBC fibo-fbc-dae-crf:CreditFacilityTranche Credit Facility Tranche extended to the potential borrower for the stated purpose. BASE FBC fibo-fbc-dae-crf:CreditFacilityTypeSelection Credit Facility Type Types of purpose for which a credit facility tranche may be set up or may exist. BASE FBC fibo-fbc-dae-crf:CreditProvider Credit Provider ASSOC FBC fibo-fbc-dae-crf:hasTranche has Tranche The purpose for which the Tranche may exist. Notes 10 Feb: Question: What about a website that offers facilities for multiple purposes? Sometimes facility and purpose are not kept distinct. Differences: Retail lending - as modeled here commercial lending - see notes Purpose - Specific lenders e.g. Sallie Mae: Is it a loan or a credit facility? Is it structured similar to Construction / project loan? May look like multiple loans but these are fungible so it looks like one loan? Semantically: Facility v Loan? Student loan: usually for no more than one year. Would have multiple loans, so e.g. 2 or 3 semesters. School sets up number of disbursements so that tan equal amount goes at the start of a given semestrer. Next year you apply again for the loan AND before that you reassess the credit worthiness, so this means you are applying for a new Credit Facility Tranche as defined here. Always treated as a ASSOC FBC fibo-fbc-dae-crf:hasTranchePurpose has Tranche Purpose separate loan. School also has to certify that loan. See status - schol status, grace period ASSOC FBC fibo-fbc-dae-crf:issuedAs issued As FIB-DM 2020 Q1 DEV Entities Page 72/151 Entity Type Package Code Name Comment BASE FBC fibo-fbc-dae-crf:LoanPrecedentConditions Loan Precedent Conditions which must be met before a loan may be approved. ASSOC FBC fibo-fbc-dae-crf:setsOutCommitmentTo sets Out Commitment BASE FBC fibo-fbc-dae-crf:UncommittedCreditFacility Uncommitted Credit Uncommitted Credit BASE FBC fibo-fbc-dae-crf:UncommittedCreditFacilityTranche Facility Tranche ASSOC FBC fibo-fbc-dae-crt:concernsParty concerns Party indicates the party for which something is being or has been requested BASE FBC fibo-fbc-dae-crt:CreditInquiry Credit Inquiry borrower's creditworthiness BASE FBC fibo-fbc-dae-crt:CreditInquiryType Credit Inquiry Type by some indirect means BASE FBC fibo-fbc-dae-crt:CreditMessage Credit Message notice on a credit report to alert a reviewer of special or exceptional information BASE FBC fibo-fbc-dae-crt:CreditMessageType Credit Message Type classifier that categorizes credit messages BASE FBC fibo-fbc-dae-crt:CreditRating Credit Rating or financial obligation rating agency that publishes reports assessing the creditworthiness of a borrower or legal BASE FBC fibo-fbc-dae-crt:CreditRatingAgency Credit Rating Agency entity, either generally or with respect to a specific obligation BASE FBC fibo-fbc-dae-crt:CreditRatingModel Code Element (lcc) algorithm for computing a credit rating BASE FBC fibo-fbc-dae-crt:CreditRatingModelType Code Set (lcc) a type corresonding to a family of credit scoring algorithms sharing common characteristics rating scale for assigning a credit rating to individual, entity, or instrument, including defining BASE FBC fibo-fbc-dae-crt:CreditRatingScale Credit Rating Scale a set of codes or numeric scores and indicating how an assessment that is assigned a score BASE FBC fibo-fbc-dae-crt:CreditReport Credit Report report describing the creditworthiness and related credit attributes of a borrower BASE FBC fibo-fbc-dae-crt:CreditReportCategory Credit Report Category classifier for credit reports, often available from multiple vendors BASE FBC fibo-fbc-dae-crt:CreditReportProduct Credit Report Product branded credit report offered in the marketplace BASE FBC fibo-fbc-dae-crt:CreditTradeLine Credit Trade Line information derived from the transaction history of a credit account BASE FBC fibo-fbc-dae-crt:CreditWatchDirection Credit Watch Direction BASE FBC fibo-fbc-dae-crt:CreditWatchDowngrade Credit Watch BASE FBC fibo-fbc-dae-crt:CreditWatchOutlook Credit Watch Outlook BASE FBC fibo-fbc-dae-crt:CreditWatchUpgrade Credit Watch Upgrade ASSOC FBC fibo-fbc-dae-crt:hasCoveragePeriod has Coverage Period covers ASSOC FBC fibo-fbc-dae-crt:hasWatchDirection has Watch Direction that rating is on watch ASSOC FBC fibo-fbc-dae-crt:hasWatchOutlook has Watch Outlook indicates the expected outlook for the rated entity Instrument Credit investment credit rating that provides an opinion of creditworthiness of an instrument, BASE FBC fibo-fbc-dae-crt:InstrumentCreditRating Rating typically with some relationship to the creditworthiness of the issuer(s) BASE FBC fibo-fbc-dae-crt:InvestmentCreditRating Investment Credit limited to an instrument or organization BASE FBC fibo-fbc-dae-crt:OnWatchOutlook On Watch Outlook BASE FBC fibo-fbc-dae-crt:OrganizationCreditRating Organization Credit credit rating that provides an opinion of creditworthiness of an organization BASE FBC fibo-fbc-dae-crt:ShortTermCreditRating Short Term Credit into default within a year BASE FBC fibo-fbc-dae-crt:StableOutlook Stable Outlook BASE FBC fibo-fbc-dae-dbt:Accrual Accrual the process of accumulating interest or other income that has been earned but not paid Draw Up Offering the process of reduction of debt or other costs through periodic charges to assets or BASE FBC fibo-fbc-dae-dbt:Amortization Memorandum liabilities, such as through principal payments on mortgages Draw Up Offering a schedule of periodic payments (repayment installments) that specify changes in the BASE FBC fibo-fbc-dae-dbt:AmortizationSchedule Memorandum balance of the debt over time a party to a debt instrument that is obligated to repay the amount borrowed (principal) with BASE FBC fibo-fbc-dae-dbt:Borrower Borrower interest and other fees according to the terms of the instrument BASE FBC fibo-fbc-dae-dbt:BorrowingCapacity Borrowing Capacity an amount of money that an individual or organization can borrow FIB-DM 2020 Q1 DEV Entities Page 73/151 Entity Type Package Code Name Comment BASE FBC fibo-fbc-dae-dbt:Collateral Collateral credit, or provision securities written contract that specifies terms, over and above those specified in a promissory note, BASE FBC fibo-fbc-dae-dbt:CollateralAgreement Collateral Agreement loan, or other debt instrument, under which the collateral must be made available to the a contractual agreement in which a debtor receives something of value and agrees to repay BASE FBC fibo-fbc-dae-dbt:CreditAgreement Credit Agreement the creditor at some date in the future, in some form (e.g., cash, securities, etc.), generally BASE FBC fibo-fbc-dae-dbt:Creditor Creditor some service exists a business recurrence interval convention that is used to calculate the number of days in an BASE FBC fibo-fbc-dae-dbt:DayCountConvention Investor interest payment, which applies to the amount of accrued interest or the present value for BASE FBC fibo-fbc-dae-dbt:Debt Obligation Acceleration an obligation to pay something, such as an amount of money, good, service, or instrument BASE FBC fibo-fbc-dae-dbt:Debtor Debtor a party that owes a debt or other obligation to another party contract terms that specify the formal rights and obligations of borrower and lender under a BASE FBC fibo-fbc-dae-dbt:DebtTerms Debt Terms contract in which funds are lent from the one party to the other BASE FBC fibo-fbc-dae-dbt:ExtensionProvision Extension Provision contract terms that specify the conditions under which a contract can be extended BASE FBC fibo-fbc-dae-dbt:FixedInterestRate Fixed Interest Rate an interest rate that does not fluctuate over the lifetime of a loan or other debt instrument BASE FBC fibo-fbc-dae-dbt:FloatingInterestRate Floating Interest Rate a variable interest rate that is based on a specific index or benchmark rate amortization in which the very last payment (which, if the schedule was calculated correctly, BASE FBC fibo-fbc-dae-dbt:FullAmortization Full Amortization should be equal to all others) pays off all remaining principal and interest on the loan ASSOC FBC fibo-fbc-dae-dbt:governsPaymentOf governs Payment Of element those terms apply to identifies the convention that defines how interest accrues on something, that is the number ASSOC FBC fibo-fbc-dae-dbt:hasAccrualBasis has Accrual Basis of days in a month and days in a year that are counted when performing interest accrual ASSOC FBC fibo-fbc-dae-dbt:hasAvailableAmount has Available Amount indicates an amount of money available for an individual or organization to borrow ASSOC FBC fibo-fbc-dae-dbt:hasBorrower has Borrower that are incurring the debt ASSOC FBC fibo-fbc-dae-dbt:hasCompoundingFrequency has Compounding the frequency at which interest is compounded ASSOC FBC fibo-fbc-dae-dbt:hasDebtAmount has Debt Amount indicates the monetary amount of the debt ASSOC FBC fibo-fbc-dae-dbt:hasDenomination has Denomination the face value of currency units, coins, or securities ASSOC FBC fibo-fbc-dae-dbt:hasExtendablePeriod has Extendable Period indicates the date period during which an extension is allowable ASSOC FBC fibo-fbc-dae-dbt:hasExtensionProvision has Extension Provision identifies a contract provision allowing extension of repayment or maturity dates has Final Interest ASSOC FBC fibo-fbc-dae-dbt:hasFinalInterestPaymentDate Payment Date the date on which the last interest payment is due has Initial Interest ASSOC FBC fibo-fbc-dae-dbt:hasInitialInterestAccrualDate Accrual Date the date from which interest begins to accrue has Initial Interest ASSOC FBC fibo-fbc-dae-dbt:hasInitialInterestPaymentDate Payment Date the date on which the first interest payment is due has Initial Principal ASSOC FBC fibo-fbc-dae-dbt:hasInitialPrincipalPaymentDate Payment Date the date on which the first payment against the principal is due ASSOC FBC fibo-fbc-dae-dbt:hasInterestPaymentDay has Interest Payment the day of the month on which interest payments must be made on the debt has Interest Payment ASSOC FBC fibo-fbc-dae-dbt:hasInterestPaymentFrequency Frequency the frequency at which interest payments must be made on the debt relates something, such as an agreement, or debt instrument, to the rate (typically annual) of ASSOC FBC fibo-fbc-dae-dbt:hasInterestRate has Interest Rate interest that is to be paid by the debtor to the creditor on the debt ASSOC FBC fibo-fbc-dae-dbt:hasLender has Lender that are financing the debt ASSOC FBC fibo-fbc-dae-dbt:hasOutstandingAmount has Outstanding a specific point in time

FIB-DM 2020 Q1 DEV Entities Page 74/151 Entity Type Package Code Name Comment indicates the face value of an obligation, such as a bond or loan, that must be repaid at ASSOC FBC fibo-fbc-dae-dbt:hasPrincipal has Principal maturity, i.e., the base amount raised by a mortgage or other debt instrument ASSOC FBC fibo-fbc-dae-dbt:hasPrincipalPaymentDay has Principal Payment the day of the month on which payments on the principal must be made has Principal Payment ASSOC FBC fibo-fbc-dae-dbt:hasPrincipalPaymentFrequency Frequency the frequency at which payments on the principal must be made ASSOC FBC fibo-fbc-dae-dbt:hasPrincipalRepaymentDate has Principal relates an instrument to the date by which the principal must be repaid in full the cost of using credit, or another's money, expressed as a rate per period of time, payable BASE FBC fibo-fbc-dae-dbt:Interest Interest by a debtor to a creditor in consideration of the credit extended to the debtor BASE FBC fibo-fbc-dae-dbt:InterestPaymentTerms Interest Payment contract terms for payment of interest on a debt ASSOC FBC fibo-fbc-dae-dbt:isAmortizationOf is Amortization Of asset or liability ASSOC FBC fibo-fbc-dae-dbt:isBasedOn is Based On (fbc) relates something to something else on which it rests, or that supports it in some way ASSOC FBC fibo-fbc-dae-dbt:isCollateralizationOf is Collateralization Of been pledged as security for the debt ASSOC FBC fibo-fbc-dae-dbt:isCollateralizedBy is Collateralized By relates a credit agreement or debt instrument to property pledged as security for the debt ASSOC FBC fibo-fbc-dae-dbt:isInterestOn is Interest On links a monetary amount that is the cost of using credit to the debt that it applies to ASSOC FBC fibo-fbc-dae-dbt:isOwed is Owed links a creditor to a debt that is owed to them ASSOC FBC fibo-fbc-dae-dbt:isOwedTo is Owed To links a debt to the party to which it is owed ASSOC FBC fibo-fbc-dae-dbt:isPrincipalOf is Principal Of it applies to BASE FBC fibo-fbc-dae-dbt:Lender Lender usually with interest a variable interest rate charged by a financial institution for borrowing that is not prescribed BASE FBC fibo-fbc-dae-dbt:ManagedInterestRate Managed Interest Rate as a margin over base rate but is set from time to time by the institution BASE FBC fibo-fbc-dae-dbt:NegativeAmortization Negative Amortization amortization in which the payments made do not cover the interest due ASSOC FBC fibo-fbc-dae-dbt:owes owes links a party to a debt that they owe BASE FBC fibo-fbc-dae-dbt:PartialAmortization Partial Amortization payment of all remaining principal and interest with respect to a debt: the value of an obligation, such as a bond or loan, raised and that BASE FBC fibo-fbc-dae-dbt:Principal Principal must be repaid at maturity; for investments: the original amount of money invested, BASE FBC fibo-fbc-dae-dbt:PrincipalRepaymentTerms Principal Repayment contract terms that specify requirements for repayment of the principal BASE FBC fibo-fbc-dae-dbt:RateResetTimeOfDay Rate Reset Time Of Day market data provider BASE FBC fibo-fbc-dae-dbt:RedemptionProvision Redemption Provision some stipulated price BASE FBC fibo-fbc-dae-dbt:VariableInterestRate Variable Interest Rate an interest rate that is allowed to vary over the maturity of a loan or other debt instrument BASE FBC fibo-fbc-dae-gty:CollateralizedGuaranty Collateralized Guaranty (usually in return for a loan) BASE FBC fibo-fbc-dae-gty:GovernmentGuaranty Government Guaranty a guaranty provided by a government entity, e.g. for a government-backed security BASE FBC fibo-fbc-dae-gty:Guarantor Guarantor some other party a commitment whereby something, such as a debt, cash flows on a debt instrument (e.g., BASE FBC fibo-fbc-dae-gty:Guaranty Guaranty interest payments), or performance of some obligation, is guaranteed if the person or ASSOC FBC fibo-fbc-dae-gty:hasGuaranteedAmount has Guaranteed relates the guaranty to the monetary amount guaranteed ASSOC FBC fibo-fbc-dae-gty:hasGuarantor has Guarantor relates the guarantor to the contract for which they are providing a guaranty ASSOC FBC fibo-fbc-dae-gty:hasPriorityLevel has Priority Level for example for a credit enhancement priority BASE FBC fibo-fbc-dae-gty:InsuranceBackedGuaranty Insurance Backed a guaranty that is realized as an insurance policy a contract document that (1) puts an indemnity cover into effect, (2) serves as a legal evidence of the insurance agreement, (3) sets out the exact terms on which the indemnity BASE FBC fibo-fbc-dae-gty:InsurancePolicy Insurance Policy cover has been provided, and (4) states associated information such as the (a) specific risks BASE FBC fibo-fbc-dae-gty:Insurer Insurer a financial service provider that issues an insurance policy ASSOC FBC fibo-fbc-dae-gty:isGuaranteedBy is Guaranteed By relates guaranty to the contract guarantor, i.e., to the legal person providing the guaranty FIB-DM 2020 Q1 DEV Entities Page 75/151 Entity Type Package Code Name Comment BASE FBC fibo-fbc-dae-gty:JointGuaranty Joint Guaranty a guaranty provided by two or more parties, jointly and severally a letter from a bank or other creditworthy institution guaranteeing that a buyer's payment to BASE FBC fibo-fbc-dae-gty:LetterOfCredit Letter Of Credit a seller will be received on time and for the correct amount Letter Of Credit a guaranty that takes the form of a letter of credit, i.e., a document issued by a bank BASE FBC fibo-fbc-dae-gty:LetterOfCreditGuaranty Guaranty guaranteeing the payment up to a stated amount for a specified period BASE FBC fibo-fbc-dae-gty:NegativePledge Negative Pledge security for lender(s) or investor(s) BASE FBC fibo-fbc-dae-gty:Policyholder Policyholder a counterparty to and typically owner of an insurance policy; an insured party BASE FBC fibo-fbc-dae-gty:PriorityLevel Priority Level enhancement priority BASE FBC fibo-fbc-fct-bc:BusinessCenterCode Business Center Code a code used to denote a municipality or business center BASE FBC fibo-fbc-fct-bc:BusinessCenterCodeScheme Business Center Code the coding scheme used to define a set of codes for municipalities or business centers Business Day a code used to denote convention for specifying what happens when a date falls on a day BASE FBC fibo-fbc-fct-bc:BusinessDayAdjustmentCode Adjustment Code that is weekend or holiday in some municipality or business center Business Register identifier that uniquely identifies a business register, such as a register identified by the BASE FBC fibo-fbc-fct-breg:BusinessRegisterIdentifier Identifier Global Legal Entity Identifier Foundation (GLEIF) registration authorities list Business Registration BASE FBC fibo-fbc-fct-breg:BusinessRegistrationAuthority Authority registration authority that is responsible for maintaining a registry of business entities BASE FBC fibo-fbc-fct-breg:BusinessRegistry Business Registry registry for registering and maintaining information about business entities BASE FBC fibo-fbc-fct-breg:BusinessRegistryEntry Business Registry Entry entry in a business registry BASE FBC fibo-fbc-fct-breg:EntityExpirationReason Entity Expiration code for the reason that a legal entity ceased to exist and/or operate Entity Legal Form registry for registering and maintaining information about the legal forms that are valid for BASE FBC fibo-fbc-fct-breg:EntityLegalFormRegistry Registry business entities for a particular jurisdiction following the ISO 20275 standard Entity Legal Form BASE FBC fibo-fbc-fct-breg:EntityLegalFormRegistryEntry Registry Entry entry in an entity legal form registry that conforms to ISO 20275 BASE FBC fibo-fbc-fct-breg:EntityStatus Entity Status lifecycle stage indicating the operational and/or legal status of an entity BASE FBC fibo-fbc-fct-breg:EntityValidationLevel Entity Validation Level data provided by the registrant ASSOC FBC fibo-fbc-fct-breg:hasEntityExpirationReason has Entity Expiration etc.) ASSOC FBC fibo-fbc-fct-breg:hasEntityStatus has Entity Status indicates the status of the entity (i.e., active, inactive) ASSOC FBC fibo-fbc-fct-breg:hasRegistrationStatus has Registration Status indicates the status of a specific registration, such as for an identifier or license has Validation identifies the business registration authority for the legal entity, used by the Local Operating ASSOC FBC fibo-fbc-fct-breg:hasValidationAuthority Authority Unit (LOU) as the basis for validation, as defined in the GLEIF Registration Authorities List ASSOC FBC fibo-fbc-fct-breg:hasValidationLevel has Validation Level entity BASE FBC fibo-fbc-fct-breg:LegalEntityIdentifierRegistry Legal Entity Identifier jurisdiction Legal Entity Identifier entry in a legal entity identifier registry that conforms to ISO 17442 and the Global Legal BASE FBC fibo-fbc-fct-breg:LegalEntityIdentifierRegistryEntry Registry Entry Entity Identifier Foundation (GLEIF) Common Data Format (CDF) BASE FBC fibo-fbc-fct-breg:LocalOperatingUnit Local Operating Unit Foundation to do so Local Operating Unit identifier that uniquely identifies a local operating unit (LOU), issued by the Global Legal BASE FBC fibo-fbc-fct-breg:LocalOperatingUnitIdentifier Identifier Entity Identifier Foundation (GLEIF) North American BASE FBC fibo-fbc-fct-breg:NorthAmericanIndustryClassificationSystemCodeIndustry Classification the North American Industry Classification System (NAICS) code representing an industry North American BASE FBC fibo-fbc-fct-breg:NorthAmericanIndustryClassificationSystemSchemeIndustry Classification the scheme defining the North American Industry Classification System (NAICS) Codes Registration Authority identifier that uniquely identifies a business registry, and is associated with a registration BASE FBC fibo-fbc-fct-breg:RegistrationAuthorityCode Code authority and jurisdiction, issued by the Global Legal Entity Identifier Foundation (GLEIF) FIB-DM 2020 Q1 DEV Entities Page 76/151 Entity Type Package Code Name Comment lifecycle stage indicating the status of a given registration of something, such as a business or BASE FBC fibo-fbc-fct-breg:RegistrationStatus Registration Status legal entity, as specified by the registration authority Standard Industrial BASE FBC fibo-fbc-fct-breg:StandardIndustrialClassificationCode Classification Code the SIC code representing an industry Standard Industrial BASE FBC fibo-fbc-fct-breg:StandardIndustrialClassificationScheme Classification Scheme the scheme defining the Standard Industrial Classification (SIC) Code List a not-for-profit financial institution, typically formed by the employees of a company, labor union, or religious group, operated as a cooperative association organized for the purpose of BASE FBC fibo-fbc-fct-cafse:CanadianCreditUnion Alpha3Code (lr) promoting thrift among its members and creating a source of credit for provident or an undertaking whose business is to receive deposits or other repayable funds from the BASE FBC fibo-fbc-fct-eufse:CRDCreditInstitution CRD Credit Institution public and to grant credits for its own account as defined by the European Banking Authority an undertaking the business of which is to take deposits or other repayable funds from the BASE FBC fibo-fbc-fct-eufse:CreditInstitution Credit Institution public and to grant credits for its own account, and to which authorisation has been granted Credit Institution Or a European financial institution that is a credit institution or an investment firm as defined by BASE FBC fibo-fbc-fct-eufse:CreditInstitutionOrInvestmentFirm Investment Firm the European Banking Authority (EBA) European Economic a branch of a credit institution authorised in another European Economic Area (EEA) country BASE FBC fibo-fbc-fct-eufse:EuropeanEconomicAreaBranch Area Branch that has the right to passport its activities any legal person whose regular occupation or business is the provision of one or more BASE FBC fibo-fbc-fct-eufse:InvestmentFirm Investment Firm investment services to third parties and/or the performance of one or more investment a firm dealing for its own account on markets in financial futures or options or other derivatives and on cash markets for the sole purpose of hedging positions on derivatives markets, or dealing for the accounts of other members of those markets and being BASE FBC fibo-fbc-fct-eufse:LocalFirm Local Firm guaranteed by clearing members of the same markets, where responsibility for ensuring the Non European BASE FBC fibo-fbc-fct-eufse:NonEuropeanEconomicAreaBranch Economic Area Branch a branch of a credit institution whose Head Office is in a third country a legal person that has been granted authorisation in accordance with Article 10 to provide BASE FBC fibo-fbc-fct-eufse:PaymentInstitution Payment Institution and execute payment services throughout the European community Credit Institution European Banking Authority (EBA) as provided by the various national banking authorities for BASE FBC fibo-fbc-fct-eurga:CreditInstitutionRegisterEntry Register Entry those institutions that qualify a depository institution, usually a corporation, that accepts deposits, makes loans, pays BASE FBC fibo-fbc-fct-fse:Bank Bank checks, and performs related services, for individual members of the public, businesses or Bank For International and financial stability, helping to foster international cooperation in those areas and acting as BASE FBC fibo-fbc-fct-fse:BankForInternationalSettlements Settlements a bank for central banks any company that owns and/or has direct or indirect control of one or more banks; BHCs BASE FBC fibo-fbc-fct-fse:BankHoldingCompany Bank Holding Company may also own nonbanking subsidiaries such as broker-dealers and asset managers a product provided to consumers and businesses by a bank or similar depository institution BASE FBC fibo-fbc-fct-fse:BankingProduct Banking Product such as a checking account, savings account, certificate of deposit, debit or pre-paid card, or a financial service offered by a bank or similar depository institution, such as a cash BASE FBC fibo-fbc-fct-fse:BankingService Banking Service management service, foreign exchange service, lending or credit service, investment service, BASE FBC fibo-fbc-fct-fse:BrokerageFirm Brokerage Firm dealer, depending on the transaction Business Identifier an international identifier for financial and non-financial institutions used to facilitate BASE FBC fibo-fbc-fct-fse:BusinessIdentifierCode Code automated processing of information for financial services Business Identifier identify financial and non-financial institutions used to facilitate automated processing of BASE FBC fibo-fbc-fct-fse:BusinessIdentifierCodeScheme Code Scheme information for financial services FIB-DM 2020 Q1 DEV Entities Page 77/151 Entity Type Package Code Name Comment BASE FBC fibo-fbc-fct-fse:BusinessPartyPrefix Business Party Prefix a four-character (4 alphanumeric) code associated with the individual institution or business BASE FBC fibo-fbc-fct-fse:BusinessPartySuffix Business Party Suffix a two-character (2 alphanumeric) code associated with the individual institution or business BASE FBC fibo-fbc-fct-fse:CentralBank Central Bank (or group of countries) Central Counterparty BASE FBC fibo-fbc-fct-fse:CentralCounterpartyClearingHouse Clearing House a clearing house that helps facilitate trading in derivatives and equities markets BASE FBC fibo-fbc-fct-fse:CentralSecuritiesDepository Central Securities ('securities'), for example bonds and shares a commercial bank that facilitates payment and settlement of financial transactions, such as BASE FBC fibo-fbc-fct-fse:ClearingBank Clearing Bank check clearing or facilitating trades between the sellers and buyers of securities or other BASE FBC fibo-fbc-fct-fse:ClearingCorporation Clearing Corporation a clearing house that is organized as a corporation a financial service provider that is exchange affiliated and provides clearing services, BASE FBC fibo-fbc-fct-fse:ClearingHouse Clearing House including the validation, delivery, and settlement of financial transactions, for financial a set of activities provided on behalf of an institutional market participant by a clearing BASE FBC fibo-fbc-fct-fse:ClearingService Clearing Service services provider following a trade that finalizes the transfer of security ownership a bank that provides services, such as accepting deposits, giving business loans and auto BASE FBC fibo-fbc-fct-fse:CommercialBank Commercial Bank loans, mortgage lending, and basic investment products like savings accounts and certificates Commercial Finance a finance company that makes loans to manufacturers and wholesalers, secured by accounts BASE FBC fibo-fbc-fct-fse:CommercialFinanceCompany Company receivable, inventories, and equipment Commodity Trading an individual or organization that directly or indirectly advises others as to the value or BASE FBC fibo-fbc-fct-fse:CommodityTradingAdvisor Advisor advisability of buying or selling futures contracts or options BASE FBC fibo-fbc-fct-fse:ConsumerFinanceCompany Consumer Finance which they operate a not-for-profit depository institution that makes personal loans and offers other consumer BASE FBC fibo-fbc-fct-fse:CreditUnion Credit Union banking services, organized for the purpose of promoting thrift among its members and BASE FBC fibo-fbc-fct-fse:DepositoryInstitution Depository Institution public or other institutions Electronic Funds instrument, that is initiated through an electronic terminal, telephone, or computer and that BASE FBC fibo-fbc-fct-fse:ElectronicFundsTransferService Transfer Service orders or authorizes a financial institution to debit or credit an account Face Amount face-amount certificates of the installment type, or which has been engaged in such business BASE FBC fibo-fbc-fct-fse:FaceAmountCertificateCompany Certificate Company and has any such certificate outstanding a financial intermediary in the business of making loans to individuals or businesses that BASE FBC fibo-fbc-fct-fse:FinanceCompany Finance Company obtains its financing from banks, institutions, and other money market sources rather than a financial service provider identified as either a government agency or privately owned BASE FBC fibo-fbc-fct-fse:FinancialInstitution Financial Institution entity that collects funds from the public and from other institutions, and invests those funds Financial Service an identifier that is officially allocated to a financial service provider based on a function that BASE FBC fibo-fbc-fct-fse:FinancialServiceProviderIdentifier Provider Identifier they provide, typically in a jurisdiction over which a regulatory agency has some jurisdiction Financial Service the scheme that defines the financial service provider identifier per the issuing registration BASE FBC fibo-fbc-fct-fse:FinancialServiceProviderIdentifierScheme Provider Identifier authority or regulatory agency Futures Commission orders to buy or sell futures contracts, options on futures, retail off-exchange forex BASE FBC fibo-fbc-fct-fse:FuturesCommissionMerchant Merchant contracts, or swaps and (2) accepts money or other assets from customers to support such ASSOC FBC fibo-fbc-fct-fse:hasDateEstablished has Date Established the date that the financial service provider was established ASSOC FBC fibo-fbc-fct-fse:hasDateInsured has Date Insured client accounts a business (corporation, limited liability company, or limited partnership) that has been BASE FBC fibo-fbc-fct-fse:HoldingCompany Holding Company established to own stock in another company, typically to own enough voting shares to have a non-depository institution whose primary and predominant business activity is the writing BASE FBC fibo-fbc-fct-fse:InsuranceCompany Insurance Company of insurance or the reinsuring of risks underwritten by insurance companies, and that

FIB-DM 2020 Q1 DEV Entities Page 78/151 Entity Type Package Code Name Comment a financial service in which the insurer promises to provide compensation for specific BASE FBC fibo-fbc-fct-fse:InsuranceService Insurance Service potential future losses in exchange for a periodic payment a financial service provider that performs a variety of services. Investment banks specialize in large and complex financial transactions such as underwriting, acting as an intermediary BASE FBC fibo-fbc-fct-fse:InvestmentBank Investment Bank between a securities issuer and the investing public, facilitating mergers and other corporate Any issuer which: (a) is or holds itself out as being engaged primarily, or proposes to engage primarily, in the business of investing, reinvesting, or trading in securities; (b) is engaged or proposes to engage in the business of issuing face-amount certificates of the installment type, or has been engaged in such business and has any such certificate outstanding; or (c) is BASE FBC fibo-fbc-fct-fse:InvestmentCompany Investment Company engaged or proposes to engage in the business of investing, reinvesting, owning, holding, or a financial service designed to assist investors in using capital to create more money, either through income-producing vehicles or through more risk-oriented ventures to result in BASE FBC fibo-fbc-fct-fse:InvestmentService Investment Service capital gains, including but not limited to providing investment advice, asset and portfolio BASE FBC fibo-fbc-fct-fse:ManagementCompany Management Company amount certificate company or unit investment fund. a financial service provided by a financial institution to a merchant or other business, BASE FBC fibo-fbc-fct-fse:MerchantService Merchant Service including but not limited to managing financial transactions via a secure channel BASE FBC fibo-fbc-fct-fse:MonetaryAuthority Monetary Authority some country or group of countries Non Depository any financial institution that acts as the middleman between two parties in a financial BASE FBC fibo-fbc-fct-fse:NonDepositoryInstitution Institution transaction, and that does not provide traditional depository services, such as brokerage a financial service that involves acceptance of electronic payments by a variety of payment BASE FBC fibo-fbc-fct-fse:PaymentService Payment Service methods including credit card, bank-based payments such as direct debit, bank transfer, and a financial service, typically provided to small businesses that are not large enough to have BASE FBC fibo-fbc-fct-fse:PayrollService Payroll Service an internal finance organization, that involves managing payment of wages to employees Principal underwriter of or for any investment company other than a closed-end company, or of any security issued by such a company, means any underwriter who as principal purchases from such company, or pursuant to contract has the right (whether absolute or conditional) from time to time to purchase from such company, any such security for distribution, or who as agent for such company sells or has the right to sell any such security to a dealer or to the public or both, but does not include a dealer who purchases from such company through a principal underwriter acting as agent for such company. Principal underwriter of or for a closed-end company or any issuer which is not an investment BASE FBC fibo-fbc-fct-fse:PrincipalUnderwriter Principal Underwriter company, or of any security issued by such a company or issuer, means any underwriter ASSOC FBC fibo-fbc-fct-fse:regulatesSupplyOf regulates Supply Of market by means of rules and regulations BASE FBC fibo-fbc-fct-fse:SalesFinanceCompany Sales Finance Company consumer and commercial goods dealers A savings association is defined as: (a) any Federal savings association, where a Federal savings association means any Federal savings association or Federal savings bank which is chartered under section 1464 of the Federal Deposit Insurance Act; (b) any State savings association, where a State savings association means any building and loan association, savings and loan association, or homestead association; or any cooperative bank (other than a cooperative bank which is a State bank as defined in subsection (a)(2)) of the Federal BASE FBC fibo-fbc-fct-fse:SavingsAssociation Savings Association Deposit Insurance Act, which is organized and operating according to the laws of the State Self Regulating a non-governmental organization that has the power to create and exercise some degree of BASE FBC fibo-fbc-fct-fse:SelfRegulatingOrganization Organization regulatory authority over an industry or profession in some country or group of countries BASE FBC fibo-fbc-fct-fse:Underwriter Underwriter a commission, premium, spread or interest BASE FBC fibo-fbc-fct-fse:UnderwritingArrangement Underwriting a contractual agreement between parties that commits the underwriter to assuming risk FIB-DM 2020 Q1 DEV Entities Page 79/151 Entity Type Package Code Name Comment an investment company which (a) is organized under a trust indenture, contract of custodianship or agency, or similar instrument, (b) does not have a board of directors, and BASE FBC fibo-fbc-fct-fse:UnitInvestmentTrust Unit Investment Trust (c) issues only redeemable securities, each of which represents an undivided interest in a unit Wealth Management a high-level financial service that combines financial and investment advice, accounting and BASE FBC fibo-fbc-fct-fse:WealthManagementService Service tax services, retirement planning and legal or estate planning for one set fee Business Identifier an entry in a registry that conforms to ISO 9362:2014 for the mananagement of BIC codes BASE FBC fibo-fbc-fct-ireg:BusinessIdentifierCodeDataRecord Code Data Record and related registration information Market Identifier Code BASE FBC fibo-fbc-fct-ireg:MarketIdentifierCodeRegistryEntry Registry Entry an entry in a market identifier code registry that conforms to ISO 10383 any organization, association, or group of persons, whether incorporated or unincorporated, which constitutes, maintains, or provides a facility for bringing together purchasers and BASE FBC fibo-fbc-fct-mkt:Exchange Exchange sellers of financial instruments, commodities, or other products, services, or goods, and has Market Identifier ASSOC FBC fibo-fbc-fct-mkt:hasMarketIdentifierCodeStatus Code Status indicates the status of a specific market identifier code (MIC) an identifier and code that specifies a universal method of identifying exchanges, trading platforms and regulated or non-regulated markets as sources of prices and related BASE FBC fibo-fbc-fct-mkt:MarketIdentifier Market Identifier information in order to facilitate automated processing, i.e., stock exchanges, regulated BASE FBC fibo-fbc-fct-mkt:MarketIdentifierCodeStatus Market Identifier Code authority Market Segment Level an exchange/market/trade reporting facility that specializes in one or more specific BASE FBC fibo-fbc-fct-mkt:MarketSegmentLevelMarket Market instruments or that is regulated uniquely from the operating-level market that manages it Market Segment Level a market identifier that identifies a section of an exchange/market/trade reporting facility BASE FBC fibo-fbc-fct-mkt:MarketSegmentLevelMarketIdentifier Market Identifier that specializes in one or more specific instruments or that is regulated differently BASE FBC fibo-fbc-fct-mkt:MultilateralTradingFacility Multilateral Trading parties ASSOC FBC fibo-fbc-fct-mkt:operatesInCountry operates In Country indicates the country in which the exchange is registered and operates ASSOC FBC fibo-fbc-fct-mkt:operatesInMunicipality operates In operates BASE FBC fibo-fbc-fct-mkt:OperatingLevelMarket Operating Level Market an exchange/market/trade/reporting facility that operates in a specific market/country Operating Level Market a market identifier that identifies an entity operating an exchange/market/trade/reporting BASE FBC fibo-fbc-fct-mkt:OperatingLevelMarketIdentifier Identifier facility that operates in a specific market/country a multi-lateral system which is not an RM or an MTF and in which multiple third-party buying Organized Trading and selling interests in bonds, structured finance products, emission allowances or BASE FBC fibo-fbc-fct-mkt:OrganizedTradingFacility Facility derivatives are able to interact in the system in a way that results in a contract in accordance a multilateral system operated by an investment firm or market operator, which brings Registered Multilateral together multiple third-party buying and selling interests in financial instruments in the BASE FBC fibo-fbc-fct-mkt:RegisteredMultilateralTradingFacility Trading Facility system, in accordance with non-discretionary rules, in a way that results in a contract in a medium for the exchange of goods or services over which a government body exerts a level BASE FBC fibo-fbc-fct-mkt:RegulatedMarket Regulated Market of control. This control may require market participants to comply with environmental an investment firm that, on an organised, frequent, systematic and substantial basis, deals BASE FBC fibo-fbc-fct-mkt:SystematicInternaliser Systematic Internaliser on its own account by executing client orders outside a regulated market, MTF or OTF ASSOC FBC fibo-fbc-fct-ra:hasRegistrationAuthority has Registration indicates the registration authority for something ASSOC FBC fibo-fbc-fct-ra:hasRegistryEntry has Registry Entry links a registry to entries that it contains ASSOC FBC fibo-fbc-fct-ra:isRegisteredIn is Registered In indicates the registry that something is registered in ASSOC FBC fibo-fbc-fct-ra:registers registers records something in a registry or archive BASE FBC fibo-fbc-fct-ra:Registrar Registrar registration services, including official record keeping BASE FBC fibo-fbc-fct-ra:RegistrationAuthority Registration Authority services FIB-DM 2020 Q1 DEV Entities Page 80/151 Entity Type Package Code Name Comment BASE FBC fibo-fbc-fct-ra:RegistrationCapacity Registration Capacity some registration authority BASE FBC fibo-fbc-fct-ra:RegistrationScheme Registration Scheme scheme for organizing information and allocating identifiers to items in a registry BASE FBC fibo-fbc-fct-ra:RegistrationService Registration Service service provided to individuals and/or organizations to register items in a registry BASE FBC fibo-fbc-fct-ra:Registry Registry authoritative record or collection of records relating to something BASE FBC fibo-fbc-fct-ra:RegistryEntry Registry Entry independently identified entry for something recorded in a registry BASE FBC fibo-fbc-fct-ra:RegistryIdentifier Registry Identifier registry for the identified item ASSOC FBC fibo-fbc-fct-ra:specifies specifies states a fact about something a party empowered as an official representative by a regulatory agency to investigate and BASE FBC fibo-fbc-fct-rga:Examiner Examiner review specified documents for accuracy and truthfulness Government Issued grant of permission needed to legally perform some task, provide some service, exercise a BASE FBC fibo-fbc-fct-rga:GovernmentIssuedLicense License certain privilege, or pursue some business or occupation ASSOC FBC fibo-fbc-fct-rga:isRegulatedBy is Regulated By indicates a regulatory agency that has regulatory authority for something ASSOC FBC fibo-fbc-fct-rga:regulates regulates organization, or product Regulation BASE FBC fibo-fbc-fct-rga:RegulationIdentificationScheme Identification Scheme a scheme for organizing information and allocating identifiers to regulations BASE FBC fibo-fbc-fct-rga:RegulationIdentifier Regulation Identifier an identifier associated with a regulation BASE FBC fibo-fbc-fct-rga:RegulatoryAgency Regulatory Agency over something in a regulatory or supervisory capacity the capacity of some natural person to regulate some industry, organization, or product by BASE FBC fibo-fbc-fct-rga:RegulatoryCapacity Regulatory Capacity virtue of some certification program on behalf of some regulatory agency a report required to support operational transparency that demonstrates compliance with BASE FBC fibo-fbc-fct-rga:RegulatoryReport Regulatory Report some specification, law, policy, restriction, or other rule specified by a regulatory agency a service provided by a regulatory agency, which may include, but not be limited to, BASE FBC fibo-fbc-fct-rga:RegulatoryService Regulatory Service examination, monitoring, supervision, testing, or other capabilities required to ensure the Agreement a corporation chartered by a state to engage in international banking, so named because the BASE FBC fibo-fbc-fct-usfse:AgreementCorporation Corporation corporation enters into an 'agreement' with the Fed's Board of Governors that it will limit its BASE FBC fibo-fbc-fct-usfse:CooperativeBank Cooperative Bank Island or Vermont BASE FBC fibo-fbc-fct-usfse:EdgeCorporation Edge Corporation financial operations any federally-chartered financial institution that is supervised, examined, and regulated by Farm Credit System the Farm Credit Administration and operates in accordance with the Farm Credit Act of 1971, BASE FBC fibo-fbc-fct-usfse:FarmCreditSystemInstitution Institution as amended, 12 U.S.C. 2001 et seq. All Farm Credit System institutions are federally- BASE FBC fibo-fbc-fct-usfse:FinancialHoldingCompany Financial Holding Gramm-Leach-Bliley Act of 1999 BASE FBC fibo-fbc-fct-usfse:IndustrialBank Industrial Bank 'investment shares' and by accepting deposits BASE FBC fibo-fbc-fct-usfse:MutualSavingsBank Mutual Savings Bank portion of its funds into mortgage loans BASE FBC fibo-fbc-fct-usfse:NationalBank National Bank Currency (OCC) rather than by a state banking department Non Depository Trust depository trust companies can either be Federal Reserve Members or Federal Reserve Non- BASE FBC fibo-fbc-fct-usfse:NonDepositoryTrustCompany Company members BASE FBC fibo-fbc-fct-usfse:SavingsAndLoanAssociation Savings And Loan primarily into residential mortgage loans Savings And Loan loan holding company, and explicitly excludes any company that is also a bank holding BASE FBC fibo-fbc-fct-usfse:SavingsAndLoanHoldingCompany Holding Company company a banking institution organized to encourage thrift by paying interest dividends on savings; BASE FBC fibo-fbc-fct-usfse:SavingsBank Savings Bank savings banks can have state and federal affiliations, for example, State Savings Banks and BASE FBC fibo-fbc-fct-usfse:StateCharteredBank State Chartered Bank a commercial bank whose charter is approved by a state banking department an organization that primarily accepts savings account deposits and invests most of the BASE FBC fibo-fbc-fct-usfse:ThriftInstitution Thrift Institution proceeds in mortgages; savings banks and savings and loan associations and credit unions FIB-DM 2020 Q1 DEV Entities Page 81/151 Entity Type Package Code Name Comment BASE FBC fibo-fbc-fct-usfse:USBank US Bank a bank that is licensed to conduct business in the United States US Bank Holding a bank holding company that is licensed to conduct business in the United States and is BASE FBC fibo-fbc-fct-usfse:USBankHoldingCompany Company regulated and supervised by the Federal Reserve in accordance with the Bank Holding a cooperative association organized for the purpose of promoting thrift among its members BASE FBC fibo-fbc-fct-usfse:USCreditUnion US Credit Union and creating a source of credit for provident or productive purposes an entry in the ABA IIN registry, a repository of financial institution characteristics collected BASE FBC fibo-fbc-fct-usjrga:ABAIINRegistryEntry ABAIIN Registry Entry by the ABA for those institutions to which they issue IINs BASE FBC fibo-fbc-fct-usjrga:ABARTNRegistryEntry ABARTN Registry Entry by the ABA Registrar on behalf of the ABA BASE FBC fibo-fbc-fct-usjrga:FDICCertificateNumber FDIC Certificate application for insurance an entry in the FDIC institution directory, a repository of financial institution characteristics BASE FBC fibo-fbc-fct-usjrga:FDICRegistryEntry FDIC Registry Entry collected by the FDIC related to the institutions they insure BASE FBC fibo-fbc-fct-usjrga:FederalReserveDistrict Federal Reserve District named for the city in which that reserve bank is located Federal Reserve District Federal Reserve district and member bank, with jurisdiction over a specific region of the US, BASE FBC fibo-fbc-fct-usjrga:FederalReserveDistrictBank Bank named for the city in which the reserve bank is located Federal Reserve District BASE FBC fibo-fbc-fct-usjrga:FederalReserveDistrictIdentifier Identifier identifier associated with a Federal Reserve district BASE FBC fibo-fbc-fct-usjrga:FRSMemberBank FRS Member Bank financial institution that is a member of the Federal Reserve System (FRS) BASE FBC fibo-fbc-fct-usjrga:FRSNonMemberBank FRS Non Member Bank financial institution that is not a member of the Federal Reserve System (FRS) BASE FBC fibo-fbc-fct-usjrga:FRSStateMemberBank FRS State Member state-chartered bank that is a member of the Federal Reserve System (FRS) has Primary Federal ASSOC FBC fibo-fbc-fct-usjrga:hasPrimaryFederalRegulator Regulator identifies the primary federal regulator for an institution has Secondary Federal identifies an additional federal regulator, over and above the primary federal regulator, for ASSOC FBC fibo-fbc-fct-usjrga:hasSecondaryFederalRegulator Regulator an institution BASE FBC fibo-fbc-fct-usjrga:IssuerIdentificationNumber Issuer Identification issued by a particular financial institution an entry in the the National Information Center (NIC) repository, a repository of financial BASE FBC fibo-fbc-fct-usjrga:NICRegistryEntry NIC Registry Entry data and institution characteristics collected by the Federal Reserve System BASE FBC fibo-fbc-fct-usjrga:PrimaryFederalRegulator Primary Federal (NIC) registry Research Statistics Supervision Discount BASE FBC fibo-fbc-fct-usjrga:ResearchStatisticsSupervisionDiscountIdentifierIdentifier a unique identifier assigned by the Federal Reserve to financial institutions a unique nine digit identifier, used in the United States, to identify a banking or other Routing Transit financial institution to clear funds or process checks; the routing transit number, as it BASE FBC fibo-fbc-fct-usjrga:RoutingTransitNumber Number appears on a check, specifically denotes the banking institution that holds the account in BASE FBC fibo-fbc-fi-fi:CashInstrument Cash Instrument transferable (highly liquid) BASE FBC fibo-fbc-fi-fi:CommodityInstrument Commodity Instrument agricultural product BASE FBC fibo-fbc-fi-fi:CurrencyInstrument Currency Instrument a financial instrument used for the purposes of currency trading a financial instrument enables the issuing party to raise funds by accepting the obligation to BASE FBC fibo-fbc-fi-fi:DebtInstrument Payment Obligation repay a lender by a particular time in accordance with the terms of a contract BASE FBC fibo-fbc-fi-fi:DerivativeInstrument Derivative Instrument derived from one or more underlying assets BASE FBC fibo-fbc-fi-fi:Entitlement Entitlement specific assets on terms specified BASE FBC fibo-fbc-fi-fi:EquityInstrument Equity Instrument a financial instrument representing an ownership interest in an entity or pool of assets BASE FBC fibo-fbc-fi-fi:ExemptSecurity Exempt Security security that is exempt from certain regulatory rules BASE FBC fibo-fbc-fi-fi:FinancialInstrument Financial Instrument or equity instrument of another entity

FIB-DM 2020 Q1 DEV Entities Page 82/151 Entity Type Package Code Name Comment Financial Instrument BASE FBC fibo-fbc-fi-fi:FinancialInstrumentIdentifier Identifier an identifier for a financial instrument BASE FBC fibo-fbc-fi-fi:Future Future assets specified at an agreed price ASSOC FBC fibo-fbc-fi-fi:hasDurationToMaturity has Duration To scheduled maturity date has Principal Executive relates an organization, specifically the issuer of a financial instrument, to its principal ASSOC FBC fibo-fbc-fi-fi:hasPrincipalExecutiveOfficeAddress Office Address executive address, as required for issuance of that instrument has Scheduled indicates the date on which the principal amount of an instrument is due to be repaid to the ASSOC FBC fibo-fbc-fi-fi:hasScheduledMaturityDate Maturity Date investor and interest payments stop and/or the date on which the instrument may be ASSOC FBC fibo-fbc-fi-fi:hasTerm has Term intended to last ASSOC FBC fibo-fbc-fi-fi:hasTimeToMaturity has Time To Maturity instrument or offering ASSOC FBC fibo-fbc-fi-fi:hasValueExpressedIn has Value Expressed In relates an instrument to the currency its value is typically expressed in ASSOC FBC fibo-fbc-fi-fi:isLegallyRecordedIn is Legally Recorded In recorded for regulatory and/or tax purposes any party who issues (or proposes to issue, in a formal filing) any financial instrument, where BASE FBC fibo-fbc-fi-fi:Issuer Issuer a party can be a natural person, company, government, or political subdivision, agency, or ASSOC FBC fibo-fbc-fi-fi:mayBeTradedIn may Be Traded In optionally identifies one or more markets in which the security may be traded BASE FBC fibo-fbc-fi-fi:NegotiableSecurity Negotiable Security a security that can be transferred or delivered to another party BASE FBC fibo-fbc-fi-fi:NonNegotiableSecurity Non Negotiable a security that is not transferable to another party A financial derivative which represents a contract sold by one party (option writer) to another party (option holder). The contract offers the buyer the right, but not the obligation, BASE FBC fibo-fbc-fi-fi:Option Option to buy (call) or sell (put) a security or other financial asset at an agreed-upon price (the strike BASE FBC fibo-fbc-fi-fi:PackagedFinancialProduct Packaged Financial instruments, including other financial products BASE FBC fibo-fbc-fi-fi:SecuritiesTransaction Securities Transaction a trade that represents the execution of an order to buy or sell a security Securities Transaction BASE FBC fibo-fbc-fi-fi:SecuritiesTransactionIdentifier Identifier an identifier for a securities transaction BASE FBC fibo-fbc-fi-fi:Security Security a financial instrument that can be bought or sold BASE FBC fibo-fbc-fi-fi:StandardizedTerms Standardized Terms a contract by agreement BASE FBC fibo-fbc-fi-ip:BestBid Best Bid highest bid price a prospective buyer is willing to pay at a particular time for a given security BASE FBC fibo-fbc-fi-ip:BestOffer Best Offer time BASE FBC fibo-fbc-fi-ip:BidAskSpread Bid Ask Spread difference between an offer (ask) price and a bid price BASE FBC fibo-fbc-fi-ip:BidPrice Bid Price (fbc) \ price a prospective buyer is willing to pay Closing Price strategy for calculating or otherwise determining an official closing price, typically by an BASE FBC fibo-fbc-fi-ip:ClosingPriceDeterminationMethod Determination Method exchange or trading venue BASE FBC fibo-fbc-fi-ip:CollectionOfSecurityPrices Collection Of Security associated with it, for some security BASE FBC fibo-fbc-fi-ip:CompositeMarket Composite Market group of exchanges or trading venues referenced for pricing purposes has Closing Price ASSOC FBC fibo-fbc-fi-ip:hasClosingPriceDeterminationMethod Determination Method indicates a strategy by which the closing price is determined ASSOC FBC fibo-fbc-fi-ip:hasPricingSource has Pricing Source indicates the origin of a given price for a financial instrument ASSOC FBC fibo-fbc-fi-ip:hasRateOfReturn has Rate Of Return of time ASSOC FBC fibo-fbc-fi-ip:hasTradingDateTime has Trading Date Time indicates the specific date and time associated with a given price BASE FBC fibo-fbc-fi-ip:HighPrice High Price highest price for a given security over the period specified BASE FBC fibo-fbc-fi-ip:InternalRateOfReturn Internal Rate Of Return discount rate that results in a net present value (NPV) of zero for a series of future cash flows BASE FBC fibo-fbc-fi-ip:IntraDayPrice Intra Day Price given exchange or composite group of exchanges BASE FBC fibo-fbc-fi-ip:LowPrice Low Price lowest value for a given security over the period specified FIB-DM 2020 Q1 DEV Entities Page 83/151 Entity Type Package Code Name Comment BASE FBC fibo-fbc-fi-ip:MarketPrice Market Price last reported price at which a security was sold BASE FBC fibo-fbc-fi-ip:MidPrice Mid Price arithmetic mean between bid and offer prices BASE FBC fibo-fbc-fi-ip:OfferPrice Offer Price price suggested by a prospective seller at a particular time for a given security BASE FBC fibo-fbc-fi-ip:OfficialClosingPrice Official Closing Price price of the final trade of a security at the end of a trading day on a given exchange BASE FBC fibo-fbc-fi-ip:OpeningPrice Opening Price price at which a security or commodity starts a trading day BASE FBC fibo-fbc-fi-ip:PriceAnalytic Price Analytic statistical measure involving security prices BASE FBC fibo-fbc-fi-ip:PriceSpread Price Spread difference between two prices BASE FBC fibo-fbc-fi-ip:PricingModel Pricing Model formula used to determine a value for an instrument at a given point in time net gain or loss on an investment over a specified time period, expressed as a percentage of BASE FBC fibo-fbc-fi-ip:RateOfReturn Rate Of Return the investment's initial cost or value as of a specific point in time monetary price that some party is willing to pay, has recently paid, or would like to be paid BASE FBC fibo-fbc-fi-ip:SecurityPrice Security Price for a given financial instrument at some point in time Volume Weighted multiplying each trade by its volume, adding the results, then dividing by the volume traded BASE FBC fibo-fbc-fi-ip:VolumeWeightedAveragePrice Average Price for the day Volume Weighted price determined by multiplying each trade by its volume, adding the results, then dividing by BASE FBC fibo-fbc-fi-ip:VolumeWeightedOpenPrice Open Price the volume over a certain period during the trading day (rather than over the course of the BASE FBC fibo-fbc-fi-ip:Yield Yield return on the investor's capital investment BASE FBC fibo-fbc-fi-ip:YieldSpread Yield Spread the spread between the yields of two items has Preferred ASSOC FBC fibo-fbc-fi-stl:hasPreferredSettlementCurrency Settlement Currency indicates the preferred currency for settlement purposes Security Delivery the method specified for transferring a commodity, currency, security, cash or another BASE FBC fibo-fbc-fi-stl:SecurityDeliveryMethod Method instrument as defined in the settlement terms of the contract the act of finalizing a transaction, concluding negotiations, finalizing accounting, exchanging BASE FBC fibo-fbc-fi-stl:Settlement Settlement (fbc)) consideration, and/or legally recording documents, as applicable, as a result of that a convention employed to determine the closing date (from the stated settlement date) in BASE FBC fibo-fbc-fi-stl:SettlementConvention Settlement Convention the process of settling a transaction on which securities or interests in securities are container for records associated with a business arrangement for regular dealings or services BASE FBC fibo-fbc-pas-caa:Account Account (such as personal or professional services, banking) BASE FBC fibo-fbc-pas-caa:AccountHolder Account Holder party holding an account BASE FBC fibo-fbc-pas-caa:AccountIdentifier Account Identifier identifier that denotes an account BASE FBC fibo-fbc-pas-caa:AccountingTransaction Accounting Transaction event or condition recognized by an entry in the records of an account BASE FBC fibo-fbc-pas-caa:AccountProvider Account Provider party that provides and services the account Account Specific service-agreement that is account-specific, applicable in cases where a client holds multiple BASE FBC fibo-fbc-pas-caa:AccountSpecificServiceAgreement Service Agreement accounts with differing terms and conditions BASE FBC fibo-fbc-pas-caa:Balance Balance amount of money available or owed BASE FBC fibo-fbc-pas-caa:BankAccount Bank Account account held or provided by, as a service, a bank BASE FBC fibo-fbc-pas-caa:BankAccountIdentifier Bank Account Identifier identifier that identifies a bank account BASE FBC fibo-fbc-pas-caa:BankIdentifier Bank Identifier of that financial institution servicing an account Basic Bank Account identifier that uniquely identifies an individual account at a specific financial institution in a BASE FBC fibo-fbc-pas-caa:BasicBankAccountIdentifier Identifier particular country and which includes a bank identifier of the financial institution servicing BASE FBC fibo-fbc-pas-caa:BrokerageAccount Brokerage Account orders BASE FBC fibo-fbc-pas-caa:CertificateOfDeposit Certificate Of Deposit certain "term" or period of time.

FIB-DM 2020 Q1 DEV Entities Page 84/151 Entity Type Package Code Name Comment non-interest-bearing deposit account in which deposits are payable immediately on demand, Demand Deposit or that are issued with an original maturity or required notice period of less than seven days, BASE FBC fibo-fbc-pas-caa:DemandDepositAccount Account or that represent funds for which the depository institution does not reserve the right to BASE FBC fibo-fbc-pas-caa:DepositAccount Deposit Account and management BASE FBC fibo-fbc-pas-caa:Fee Fee charge for services performed BASE FBC fibo-fbc-pas-caa:FinancialServiceAccount Financial Service or service BASE FBC fibo-fbc-pas-caa:GeneralLedger General Ledger accounting period ASSOC FBC fibo-fbc-pas-caa:hasAccountCloseDate has Account Close Date relates an account to the date that it was closed ASSOC FBC fibo-fbc-pas-caa:hasAccountOpenDate has Account Open Date relates an account to the date that it was created or opened ASSOC FBC fibo-fbc-pas-caa:hasBalance has Balance relates an account to the net amount of money available in that account International Bank identifier for a bank account that is an expanded version of the basic bank account number BASE FBC fibo-fbc-pas-caa:InternationalBankAccountIdentifier Account Identifier (BBAN), intended for use internationally BASE FBC fibo-fbc-pas-caa:InvestmentAccount Investment Account institution Investment Or Deposit account associated with a product or service that requires the account holder to provide BASE FBC fibo-fbc-pas-caa:InvestmentOrDepositAccount Account funds for management by the account provider BASE FBC fibo-fbc-pas-caa:LedgerAccount Ledger Account account recorded in a general ledger account associated with a service in which the account holder receives funds from the BASE FBC fibo-fbc-pas-caa:LoanOrCreditAccount Loan Or Credit Account account provider under certain terms and conditions for repayment Non Transaction BASE FBC fibo-fbc-pas-caa:NonTransactionDepositAccount Deposit Account any deposit account that is not explicitly considered a transaction account ASSOC FBC fibo-fbc-pas-caa:realizes realizes makes concrete BASE FBC fibo-fbc-pas-caa:RelationshipManager Relationship Manager their relationship with the service provider time deposit account that allows deposits evidenced by a negotiable or nonnegotiable instrument, or a deposit in book entry form evidenced by a receipt or similar acknowledgement issued by the bank, that provides, on its face, that the amount of such Time Certificate Of deposit is payable to the bearer, to any specified person, or to the order of a specified BASE FBC fibo-fbc-pas-caa:TimeCertificateOfDepositAccount Deposit Account person, as follows: (1) on a certain date not less than seven days after the date of deposit, (2) deposit account that the depositor does not have a right, and is not permitted, to make withdrawals from within six days after the date of deposit unless the deposit is subject to an BASE FBC fibo-fbc-pas-caa:TimeDepositAccount Time Deposit Account early withdrawal penalty of at least seven days' simple interest on amounts withdrawn time deposit account that allows deposits (other than time certificates of deposit) for which Time Deposit Open there is in force a written contract with the depositor that neither the whole nor any part of BASE FBC fibo-fbc-pas-caa:TimeDepositOpenAccount Account such deposit may be withdrawn prior to (1) the date of maturity which shall be not less than deposit or account from which the depositor or account holder is permitted to make transfers or withdrawals by negotiable or transferable instruments, payment orders of Transaction Deposit withdrawal, telephone transfers, or other similar devices for the purpose of making BASE FBC fibo-fbc-pas-caa:TransactionDepositAccount Account payments or transfers to third persons or others or from which the depositor may make third an agreement that designates a party as a registered agent to represent and act on behalf of BASE FBC fibo-fbc-pas-fpas:AgencyAgreement Agency Agreement another party in some, typically legal, financial, or medical capacity Agent For Service Of a registered agent (person or organization) designated by a business entity, such as a BASE FBC fibo-fbc-pas-fpas:AgentForServiceOfProcess Process corporation, to receive legal correspondence on behalf of the business entity in the BASE FBC fibo-fbc-pas-fpas:Basket Basket and sold in some marketplace BASE FBC fibo-fbc-pas-fpas:BasketConstituent Basket Constituent component of a basket BASE FBC fibo-fbc-pas-fpas:Broker Broker commission FIB-DM 2020 Q1 DEV Entities Page 85/151 Entity Type Package Code Name Comment BASE FBC fibo-fbc-pas-fpas:BrokerDealer Broker Dealer (ambs) dealer, depending on the transaction a list of goods and/or services available for sale with their description and possibly prices, BASE FBC fibo-fbc-pas-fpas:Catalog Catalog published as a printed or electronic document (e-catalog) BASE FBC fibo-fbc-pas-fpas:Dealer Obligation Acceleration transaction BASE FBC fibo-fbc-pas-fpas:Exposure Exposure danger, risk of suffering a loss, or uncertainty ASSOC FBC fibo-fbc-pas-fpas:facilitates facilitates provides the context in which an event, a task, a conversation or something else can occur the extent to which an individual or organization is open to risk of suffering a loss in a BASE FBC fibo-fbc-pas-fpas:FinancialExposure Financial Exposure transaction, or with respect to some investment or set of investments, e.g., some holding; Financial any financial service in which a third party (the intermediary) matches lenders and investors BASE FBC fibo-fbc-pas-fpas:FinancialIntermediationService Intermediation Service with entrepreneurs and other borrowers in need of capital a product provided to consumers and businesses by financial institutions such as banks, BASE FBC fibo-fbc-pas-fpas:FinancialProduct Financial Product insurance companies, brokerage firms, consumer finance companies, and investment BASE FBC fibo-fbc-pas-fpas:FinancialProductCatalog Financial Product other product details a service provided to consumers and businesses by financial institutions such as banks, BASE FBC fibo-fbc-pas-fpas:FinancialService Financial Service insurance companies, brokerage firms, consumer finance companies, and investment Financial Service a functional entity either licensed to provide financial services to consumers and/or BASE FBC fibo-fbc-pas-fpas:FinancialServiceProvider Provider businesses or established by law to provide financial services, such as a central bank ASSOC FBC fibo-fbc-pas-fpas:hasGeneratingEntity has Generating Entity specifies a legal entity that generates something has Generating Entity ASSOC FBC fibo-fbc-pas-fpas:hasGeneratingEntityIdentifier Identifier specifies an identifier for the entity that generated something ASSOC FBC fibo-fbc-pas-fpas:hasLegalAgent has Legal Agent someone else under specific circumstances relates something to a voluntary but conditional promise submitted by a buyer or seller ASSOC FBC fibo-fbc-pas-fpas:hasOffering has Offering (offeror) to another (offeree) for acceptance, and which becomes legally enforceable if indicates the notional monetary amount (face value), determined based on reference data, ASSOC FBC fibo-fbc-pas-fpas:hasOfferingAmount has Offering Amount market rates or some other agreed method associated with some offering ASSOC FBC fibo-fbc-pas-fpas:hasOfferingPrice has Offering Price indicates the price associated with an offering, which may be an explicit or calculated price ASSOC FBC fibo-fbc-pas-fpas:hasSettlementDate has Settlement Date indicates the date by which an executed order or transaction must be settled ASSOC FBC fibo-fbc-pas-fpas:hasTradeDate has Trade Date indicates the date on which a security or commodity future trade actually takes place BASE FBC fibo-fbc-pas-fpas:Holding Holding holds title and of which one has possession BASE FBC fibo-fbc-pas-fpas:LegalAgent Legal Agent any party that has been legally empowered to act on behalf of another party BASE FBC fibo-fbc-pas-fpas:LicensedAgent Licensed Agent empowered to act on behalf of another party BASE FBC fibo-fbc-pas-fpas:Offeree Offeree terms of the offering an expression of interest in providing something to someone that is contigent upon BASE FBC fibo-fbc-pas-fpas:Offering Offering acceptance, forbearance, or some other consideration, as desired by the offeree(s) BASE FBC fibo-fbc-pas-fpas:Offeror Offeror the terms of the offering BASE FBC fibo-fbc-pas-fpas:Position Position an investor's stake, i.e., a holding, in a particular asset (such as an individual security) ASSOC FBC fibo-fbc-pas-fpas:precedes precedes to one that occurs before it BASE FBC fibo-fbc-pas-fpas:ProductLifecycle Product Lifecycle a lifecycle specific to a product or product family BASE FBC fibo-fbc-pas-fpas:ProductLifecycleEvent Product Lifecycle Event a kind of event that occurs during one or more stages of a product lifecycle Product Lifecycle Event BASE FBC fibo-fbc-pas-fpas:ProductLifecycleEventOccurrence Occurrence an occurrence of an event that occurs during a specific stage of a specific product lifecycle BASE FBC fibo-fbc-pas-fpas:ProductLifecycleOccurrence Product Lifecycle a realization of a product lifecycle BASE FBC fibo-fbc-pas-fpas:ProductLifecycleStage Product Lifecycle Stage a phase in a product lifecycle

FIB-DM 2020 Q1 DEV Entities Page 86/151 Entity Type Package Code Name Comment Product Lifecycle Stage BASE FBC fibo-fbc-pas-fpas:ProductLifecycleStageOccurrence Occurrence an instance of a phase in an occurrence of a given product lifecycle BASE FBC fibo-fbc-pas-fpas:RegisteredAgent Registered Agent their behalf under a formal agency agreement a commodity under the jurisdiction of the regulatory agency, such as the Commodities BASE FBC fibo-fbc-pas-fpas:RegulatedCommodity Regulated Commodity Futures Trading Commission (CFTF), which includes any commodity traded in an organized ASSOC FBC fibo-fbc-pas-fpas:relatesTo relates To has a logical or causal connection with BASE FBC fibo-fbc-pas-fpas:SettlementTerms Settlement Terms of a transaction BASE FBC fibo-fbc-pas-fpas:ThirdPartyAgent Third Party Agent legally empowered to act on behalf of another party BASE FBC fibo-fbc-pas-fpas:Trade Trade and services BASE FBC fibo-fbc-pas-fpas:TradeIdentifier Trade Identifier an identifier for a trade BASE FBC fibo-fbc-pas-fpas:TradeLifecycle Trade Lifecycle a lifecycle that defines the evolution of a trade, from initiation through settlement BASE FBC fibo-fbc-pas-fpas:TradeLifecycleEvent Trade Lifecycle Event a kind of event that occurs during one or more stages of the lifecycle of a trade Trade Lifecycle Event BASE FBC fibo-fbc-pas-fpas:TradeLifecycleEventOccurrence Occurrence an occurrence of an event that occurs during a specific stage of a specific trade lifecycle BASE FBC fibo-fbc-pas-fpas:TradeLifecycleOccurrence Trade Lifecycle a realization of a trade lifecycle BASE FBC fibo-fbc-pas-fpas:TradeLifecycleStage Trade Lifecycle Stage a phase in the lifecycle of a trade Trade Lifecycle Stage BASE FBC fibo-fbc-pas-fpas:TradeLifecycleStageOccurrence Occurrence an instance of a phase in an occurrence of a given trade lifecycle an individual or organization or representative thereof that engages in the transfer of BASE FBC fibo-fbc-pas-fpas:Trader Trader financial assets in any financial market on behalf of a client or the financial services provider Unique Transaction a globally unique identifier for a reportable transaction, whose primary purpose is to BASE FBC fibo-fbc-pas-fpas:UniqueTransactionIdentifier Identifier uniquely identify individual OTC derivatives transactions in reports to trade repositories BASE FBC fibo-fbc-pas-fpas:WeightedBasket Weighted Basket basket whose constituents have some relative importance with respect to one another BASE FBC fibo-fbc-pas-fpas:WeightedBasketConstituent Weighted Basket is known BASE FND fibo-fnd-aap-agt:AutomatedSystem Automated System task. BASE FND fibo-fnd-aap-agt:AutonomousAgent Autonomous Agent An agent is an autonomous individual that can adapt to and interact with its environment. BASE FND fibo-fnd-aap-ppl:Adult Adult a person who has attained the age of majority as defined by given jurisdiction BASE FND fibo-fnd-aap-ppl:BirthCertificate Custodian representation of the ensuing registration of that birth BASE FND fibo-fnd-aap-ppl:BirthCertificateIdentificationScheme Custodian system for allocating identifiers to birth certificates BASE FND fibo-fnd-aap-ppl:BirthCertificateIdentifier Customer identifier associated with a vital record documenting the birth of a child an official document which states that a person may operate a motorized vehicle, such as a BASE FND fibo-fnd-aap-ppl:DriversLicense Drivers License motorcycle, car, truck or a bus, on a public roadway or provides official identifying Drivers License BASE FND fibo-fnd-aap-ppl:DriversLicenseIdentificationScheme Identification Scheme system for allocating identifiers to driver's, operating, or non-driver identification documents BASE FND fibo-fnd-aap-ppl:DriversLicenseIdentifier Drivers License driver identification card a minor who is allowed to conduct a business or any other occupation on his or her own BASE FND fibo-fnd-aap-ppl:EmancipatedMinor Emancipated Minor behalf or for their own account outside the control of a parent or guardian ASSOC FND fibo-fnd-aap-ppl:hasCitizenship has Citizenship links a person to their country of citizenship ASSOC FND fibo-fnd-aap-ppl:hasDateOfBirth has Date Of Birth links a person with their date of birth ASSOC FND fibo-fnd-aap-ppl:hasPlaceOfBirth has Place Of Birth links a person with their place of birth BASE FND fibo-fnd-aap-ppl:IdentityDocument Identity Document any legal document which may be used to verify aspects of a person's identity an adult who is legally identified as not having legal capacity, typically as a result of some BASE FND fibo-fnd-aap-ppl:IncapacitatedAdult Incapacitated Adult inherent physical or mental incapacity or as a result of having contracted some illness which FIB-DM 2020 Q1 DEV Entities Page 87/151 Entity Type Package Code Name Comment a person who has attained the age of majority as defined by given jurisdiction and is allowed BASE FND fibo-fnd-aap-ppl:LegallyCapableAdult Legally Capable Adult to conduct a business or any other occupation on his or her own behalf or for their own BASE FND fibo-fnd-aap-ppl:Minor Minor demarcates childhood from adulthood National Identification BASE FND fibo-fnd-aap-ppl:NationalIdentificationNumber Number a number or text which appears on an identity document issued by a country or jurisdiction National Identification BASE FND fibo-fnd-aap-ppl:NationalIdentificationNumberScheme Number Scheme system for allocating identifiers to national identification numbers BASE FND fibo-fnd-aap-ppl:Passport Passport its holder for the purpose of international travel BASE FND fibo-fnd-aap-ppl:PassportNumber Passport Number identifier associated with a passport Passport Number BASE FND fibo-fnd-aap-ppl:PassportNumberIdentificationScheme Identification Scheme system for allocating identifiers to passports BASE FND fibo-fnd-aap-ppl:Person Person a person; any member of the species homo sapiens ASSOC FND fibo-fnd-aap-ppl:verifiesAddress verifies Address verifies a person's address as recorded in an identity document BASE FND fibo-fnd-acc-aeq:Capital Capital business BASE FND fibo-fnd-acc-aeq:CapitalSurplus Capital Surplus issued BASE FND fibo-fnd-acc-aeq:Equity Equity the excess of asset value over liabilities asset in the form of stocks, bonds, rights, certificates, bank balances, etc., as distinguished BASE FND fibo-fnd-acc-aeq:FinancialAsset Financial Asset from tangible, physical assets or intangible assets such as intellectual property cash or cash equivalent(s) received during a period of time in exchange for labor or services, BASE FND fibo-fnd-acc-aeq:Income Income from the sale of goods or property, or as profit from financial investments portion of an organization belonging to the owners, represented by capital investments and BASE FND fibo-fnd-acc-aeq:OwnersEquity Owners Equity accumulated earnings less any dividends or other financial obligations BASE FND fibo-fnd-acc-aeq:PaidInCapital Paid In Capital assets received from investors in exchange for an ownership interest ASSOC FND fibo-fnd-acc-aeq:representsAnInterestIn represents An Interest indicates the entity, fund, or structured product that the equity represents an interest in BASE FND fibo-fnd-acc-aeq:RetainedEarnings Retained Earnings net profits kept to accumulate in a business after dividends are paid BASE FND fibo-fnd-acc-aeq:ShareholdersEquity Shareholders Equity product ASSOC FND fibo-fnd-acc-aeq:takesForm takes Form or equity BASE FND fibo-fnd-acc-cur:AmountOfMoney Finalize Prospectus a sum of money BASE FND fibo-fnd-acc-cur:CalculatedPrice Calculated Price a monetary price determined by a formula BASE FND fibo-fnd-acc-cur:Currency Currency monetary authorities responsible for it BASE FND fibo-fnd-acc-cur:CurrencyBasket Currency Basket value or the amount of an obligation BASE FND fibo-fnd-acc-cur:CurrencyIdentifier Currency Identifier a sequence of characters representing some currency BASE FND fibo-fnd-acc-cur:ExchangeRate Exchange Rate a rate at which one currency can be exchanged for another BASE FND fibo-fnd-acc-cur:Funds Funds accounting purposes BASE FND fibo-fnd-acc-cur:FundsIdentifier Funds Identifier the trigraph representing the funds a predicate indicating the base currency in an exchange rate; one unit of this currency ASSOC FND fibo-fnd-acc-cur:hasBaseCurrency has Base Currency represents R units of the dealt currency, where R is the exchange rate value ASSOC FND fibo-fnd-acc-cur:hasBaseMoneyUnit has Base Money Unit the currency in which the money amount is denominated ASSOC FND fibo-fnd-acc-cur:hasCurrency has Currency a medium of exchange value in which something, such as a monetary amount is defined ASSOC FND fibo-fnd-acc-cur:hasDealtCurrency has Dealt Currency represent one unit of the base currency ASSOC FND fibo-fnd-acc-cur:hasMonetaryAmount has Monetary Amount relates something to a monetary amount (e.g. credit limit, notional amount) ASSOC FND fibo-fnd-acc-cur:hasNotionalAmount has Notional Amount some monetary amount ASSOC FND fibo-fnd-acc-cur:hasPrice has Price indicates the value of something expressed as an amount of money or goods FIB-DM 2020 Q1 DEV Entities Page 88/151 Entity Type Package Code Name Comment BASE FND fibo-fnd-acc-cur:InterestRate Interest Rate use of assets ASSOC FND fibo-fnd-acc-cur:isTenderIn is Tender In a jurisdiction in which the currency is exchangeable for goods and services BASE FND fibo-fnd-acc-cur:MonetaryAmount Monetary Amount the measure which is an amount of money specified in monetary units BASE FND fibo-fnd-acc-cur:MonetaryMeasure Monetary Measure some measure of some sum of money BASE FND fibo-fnd-acc-cur:MonetaryPrice Monetary Price a price that that is expressed as a monetary amount BASE FND fibo-fnd-acc-cur:PercentageMonetaryAmount Percentage Monetary some notional amount or some concrete money amount BASE FND fibo-fnd-acc-cur:Price Price for something else a nominal monetary unit of measure used to represent the real value (or cost) of any BASE FND fibo-fnd-acc-cur:UnitOfAccount Unit Of Account economic item; i.e. goods, services, assets, liabilities, income, expenses BASE FND fibo-fnd-acc-cur:UnitOfAccountIdentifier Unit Of Account the trigraph representing the unit of account BASE FND fibo-fnd-agr-agr:Agreement Agreement acceptance of commitments on the part of either party BASE FND fibo-fnd-agr-agr:Beneficiary Beneficiary a party that receives some benefit or advantage or profits from something BASE FND fibo-fnd-agr-agr:Commitment Commitment refrain from acting in some manner. BASE FND fibo-fnd-agr-agr:CommitmentAtLarge Commitment At Large beneficiaries of that commitment ASSOC FND fibo-fnd-agr-agr:hasObligation has Obligation identifies a duty or obligation that a given party has taken on Individual Unilateral BASE FND fibo-fnd-agr-agr:IndividualUnilateralCommitment Commitment a commitment made by some party unilaterally to another specific party an agreement between two or more specific named parties. The rights and obligations BASE FND fibo-fnd-agr-agr:MutualAgreement Mutual Agreement pertaining to either party cannot be transferred to another party without prior agreement BASE FND fibo-fnd-agr-agr:MutualCommitment Mutual Commitment A commitment between two or more parties BASE FND fibo-fnd-agr-agr:Obligee Obligee an agreement BASE FND fibo-fnd-agr-agr:Obligor Obligor (fnd) something, or refrain from doing something BASE FND fibo-fnd-agr-agr:UnilateralCommitment Unilateral Commitment is made. condition that must be met, or an event or state of affairs that must occur, before a contract BASE FND fibo-fnd-agr-ctr:ConditionPrecedent Condition Precedent is considered in effect or certain obligations are expected of some party to that contract voluntary, deliberate agreement between two or more competent parties to which those BASE FND fibo-fnd-agr-ctr:Contract Contract parties agree to be legally bound, and to which the parties must have provided valuable BASE FND fibo-fnd-agr-ctr:ContractDocument Contract Document legal document that records the formal terms and conditions of some contract BASE FND fibo-fnd-agr-ctr:ContractOriginator Contract Originator party that originates a contract and acts as principal legally competant person or organization that has entered into the binding agreement, BASE FND fibo-fnd-agr-ctr:ContractParty Contract Party accepting and/or conceding obligations, responsibilities, and benefits as specified BASE FND fibo-fnd-agr-ctr:ContractPrincipal Contract Principal contract distinguishes any party as the principal BASE FND fibo-fnd-agr-ctr:ContractThirdParty Contract Third Party contract, deal, lawsuit, or transaction Contractual terms and conditions that define the commitment made by the contracting parties, such as BASE FND fibo-fnd-agr-ctr:ContractualCommitment Commitment rights and obligations when a contract is awarded or entered into BASE FND fibo-fnd-agr-ctr:ContractualDefinition Contractual Definition contractual element that defines something in a contract or other legal instrument general and special arrangements, provisions, requirements, rules, specifications, and BASE FND fibo-fnd-agr-ctr:ContractualElement Contractual Element standards that form an integral part of an agreement or contract BASE FND fibo-fnd-agr-ctr:Counterparty Counterparty party or parties with whom one negotiates on a given agreement ASSOC FND fibo-fnd-agr-ctr:definesTermsFor defines Terms For conditions indicates a person or organization that has entered into the binding agreement, accepting ASSOC FND fibo-fnd-agr-ctr:hasContractParty has Contract Party and/or conceding obligations, responsibilities, and benefits as specified has Contractual indicates an element, such as a contractual definition, term describing a commitment, right ASSOC FND fibo-fnd-agr-ctr:hasContractualElement Element or obligation, that forms part of an agreement or contract FIB-DM 2020 Q1 DEV Entities Page 89/151 Entity Type Package Code Name Comment ASSOC FND fibo-fnd-agr-ctr:hasCounterparty has Counterparty identifies a counterparty to a contract ASSOC FND fibo-fnd-agr-ctr:hasEffectiveDate has Effective Date indicates the date a contract, relationship, or policy comes into force ASSOC FND fibo-fnd-agr-ctr:hasEffectiveDateTimeStamp has Effective Date Time into force ASSOC FND fibo-fnd-agr-ctr:hasExecutionDate has Execution Date indicates the date a contract has been signed by all the necessary parties has Execution Date indicates the date and time, including time zone, a contract has been signed by all the ASSOC FND fibo-fnd-agr-ctr:hasExecutionDateTimeStamp Time Stamp necessary parties ASSOC FND fibo-fnd-agr-ctr:hasGoverningJurisdiction has Governing indicates the jurisdiction governing the contract, as agreed by all parties ASSOC FND fibo-fnd-agr-ctr:hasNonBindingTerms has Non Binding Terms refers to terms that are included in an agreement that are not considered legally binding ASSOC FND fibo-fnd-agr-ctr:hasPrincipalParty has Principal Party identifies the main or principal party to a contract ASSOC FND fibo-fnd-agr-ctr:hasThirdParty has Third Party defined by the contract. ASSOC FND fibo-fnd-agr-ctr:isEvidenceFor is Evidence For corroborates Mutual Contractual to either party cannot be transferred to another party without prior written permission or a BASE FND fibo-fnd-agr-ctr:MutualContractualAgreement Agreement change to the contract itself BASE FND fibo-fnd-agr-ctr:NonBindingTerms Non Binding Terms contractual commitments that do not have binding legal standing on the issuer or holder unconditional and unsecured promise by one party (the issuer or promisor) to another (the BASE FND fibo-fnd-agr-ctr:PromissoryNote Promissory Note payee or promisee) that commits the issuer to pay a specified sum on demand, or on a fixed ASSOC FND fibo-fnd-agr-ctr:qualifies qualifies limits, constrains or refines ASSOC FND fibo-fnd-agr-ctr:supersedes supersedes the or any earlier contract which this contract supersedes BASE FND fibo-fnd-agr-ctr:TermSheet Term Sheet business deal may be made contract in which the rights and obligations of one party (the holder) may be transferred to BASE FND fibo-fnd-agr-ctr:TransferableContract Transferable Contract another party, which thereby takes on the same rights and obligations with respect to the BASE FND fibo-fnd-agr-ctr:TransferableContractHolder Transferable Contract while they hold it contract in which only one party makes an express promise, or undertakes a performance BASE FND fibo-fnd-agr-ctr:UnilateralContract Unilateral Contract without first securing a reciprocal agreement from the other party BASE FND fibo-fnd-agr-ctr:VerbalContract Verbal Contract contract that exists as a result of some verbal exchange BASE FND fibo-fnd-agr-ctr:WrittenContract Written Contract formal contract that is written and signed by the parties thereto ASSOC FND fibo-fnd-agrx-ele:clauseContainsTerm clause Contains Term An individual term contained within the clause. BASE FND fibo-fnd-agrx-ele:ContractClause Contract Clause obligations to which it refers. The part of a contract which defines the parties and gives sufficient information for them to BASE FND fibo-fnd-agrx-ele:ContractPreamble Contract Preamble be unambiguously identified, along with other pertinent information such as the subject of BASE FND fibo-fnd-agrx-ele:ContractSection Contract Section subject matter. An individual term in a Contract. Forms part of a set of Contractual Terms. Also exists within BASE FND fibo-fnd-agrx-ele:ContractTerm Contract Term a Clause of a Contract A Clause exists within a Section of a Contract ASSOC FND fibo-fnd-agrx-ele:definedInClause defined In Clause The individual clause of the contract in which the set of terms is defined, if applicable. ASSOC FND fibo-fnd-agrx-ele:definedInSection defined In Section The section of the contract in which the contract terms set is defined. ASSOC FND fibo-fnd-agrx-ele:definesPrincipals defines Principals The identification of parties to the contract as embodied in the preamble. BASE FND fibo-fnd-agrx-ele:DRIP DRIP A kind of financial contract. Termination provisions as contained in the Contract. These set out the conditions under ASSOC FND fibo-fnd-agrx-ele:hasProvisions has Provisions which the contract may be terminated and the rights and obligations of each party in the ASSOC FND fibo-fnd-agrx-ele:identifiesCounterparty identifies Counterparty The counterparty to the contract, identified in the contract principals identification. ASSOC FND fibo-fnd-agrx-ele:identifiesPrincipal identifies Principal The principal to the contract, identified in the contract principals identification. ASSOC FND fibo-fnd-agrx-ele:identifiesThirdParty identifies Third Party A third party identified in the third party identification.

FIB-DM 2020 Q1 DEV Entities Page 90/151 Entity Type Package Code Name Comment Representations Section containing statements held out by one party to the other as being true and correct at BASE FND fibo-fnd-agrx-ele:RepresentationsSection Section the time of the Agreement. A representation, as contained in this section of a contract, is a ASSOC FND fibo-fnd-agrx-ele:sectionContainsClause section Contains Clause A clause contained in the contract section. BASE FND fibo-fnd-agrx-ele:TerminationProvisions Termination Provisions when it is. Section defining what is warranted by either party to the other. A warranty, as contained in BASE FND fibo-fnd-agrx-ele:WarrantiesSection Warranties Section this section of a contract, is a statement by one other party asserting that some given state BASE FND fibo-fnd-arr-arr:CollectionConstituent Collection Constituent a constituent of a collection BASE FND fibo-fnd-arr-arr:DatedCollectionConstituent Identify Underwriter a constituent of a collection that is associated with a date and time BASE FND fibo-fnd-arr-arr:DatedStructuredCollection Identify Underwriter a structured collection that includes some dated elements ASSOC FND fibo-fnd-arr-arr:hasConstituent has Constituent an essential part, component, or element of some collection or set a structure or means of organizing information such as a schema, numbering system, BASE FND fibo-fnd-arr-arr:Scheme Scheme organization scheme, measurement system, taxonomy, or language for organizing BASE FND fibo-fnd-arr-arr:StructuredCollection Structured Collection a collection that has a clearly defined structure or organization BASE FND fibo-fnd-arr-asmt:Appraisal Maturity Extension written estimate of the market value of something, provided by a qualified appraiser BASE FND fibo-fnd-arr-asmt:Appraiser Obligation Acceleration something BASE FND fibo-fnd-arr-asmt:AssessmentActivity Purchase Price someone or something BASE FND fibo-fnd-arr-asmt:AssessmentEvent Register Security something report that includes an opinion, judgement, appraisal, or view about something and typically BASE FND fibo-fnd-arr-asmt:AssessmentReport Register Security the methodology and raw inputs used to arrive at that opinion ASSOC FND fibo-fnd-arr-asmt:hasAppraiser has Appraiser relates something, e.g., a value assessment, to an agent that conducts that appraisal ASSOC FND fibo-fnd-arr-asmt:hasDateOfAssessment has Date Of date on which an assessment process was completed ASSOC FND fibo-fnd-arr-asmt:hasEstimatedValue has Estimated Value relates something to its estimated value BASE FND fibo-fnd-arr-asmt:Opinion Opinion judgement, appraisal, or view about something BASE FND fibo-fnd-arr-asmt:ValueAssessment Value Assessment assessment event to estimate the value of something a system for allocating classifiers (elements in a classification scheme) to objects, similar to BASE FND fibo-fnd-arr-cls:ClassificationScheme Classification Scheme identifiers in some cases; such classification schemes are intended to permit the BASE FND fibo-fnd-arr-cls:Classifier Classifier delineation, within a specified context Industry Sector BASE FND fibo-fnd-arr-cls:IndustrySectorClassificationScheme Classification Scheme a system for allocating classifiers to organizations by industry sector Industry Sector a standardized classification or delineation for an organization, or possibly for a security BASE FND fibo-fnd-arr-cls:IndustrySectorClassifier Classifier representing an interest in a given organization, per some scheme for such delineation, by BASE FND fibo-fnd-arr-com:Applicant Issuance Process party making some application request submitted by an applicant to receive something (e.g. a licence, a loan, a BASE FND fibo-fnd-arr-com:Application Issued membership) accompanied by documentation of pertinent information to determine ASSOC FND fibo-fnd-arr-com:hasApplicationDate has Application Date date on which an an application was completed and submitted ASSOC FND fibo-fnd-arr-com:isRequestFor is Request For relates a request to that which is being requested, e.g. a report ASSOC FND fibo-fnd-arr-com:isResponseTo is Response To context of communication ASSOC FND fibo-fnd-arr-com:isSentFrom is Sent From relates something, e.g. a communication to its source or origin to the agent that sent it ASSOC FND fibo-fnd-arr-com:isSentTo is Sent To request) to the agent that is its intended recipient BASE FND fibo-fnd-arr-com:Request Request occurrence whereby an agent asks another agent for something or to do something BASE FND fibo-fnd-arr-doc:Certificate Certificate document attesting to the truth of some fact or set of facts BASE FND fibo-fnd-arr-doc:Document Document that can be used to furnish evidence or information

FIB-DM 2020 Q1 DEV Entities Page 91/151 Entity Type Package Code Name Comment relates something, such as an agreement, contract, document, report, process, and so forth ASSOC FND fibo-fnd-arr-doc:hasDataSource has Data Source to a source of data used to analyze, develop, explain, produce, or otherwise create it (e.g., ASSOC FND fibo-fnd-arr-doc:hasDateOfIssuance has Date Of Issuance links something, typically an agreement, contract, or document, with the date it was issued ASSOC FND fibo-fnd-arr-doc:hasExpirationDate has Expiration Date expiration date ASSOC FND fibo-fnd-arr-doc:hasReportingPeriod has Reporting Period economic indicator, applies ASSOC FND fibo-fnd-arr-doc:hasTerminationDate has Termination Date which it was terminated ASSOC FND fibo-fnd-arr-doc:isAbout is About indicates the subject or topic of a given document a written or printed paper that bears the original, official, or legal form of something and can BASE FND fibo-fnd-arr-doc:LegalDocument Legal Document be used to furnish decisive evidence or information BASE FND fibo-fnd-arr-doc:Notice Notice made a memorialization and objective evidence of activities performed, events occurred, results BASE FND fibo-fnd-arr-doc:Record Record achieved, or statements made, regardless of its characteristics, media, physical form, or the ASSOC FND fibo-fnd-arr-doc:records records documents for later reference BASE FND fibo-fnd-arr-doc:ReferenceDocument Reference Document a document that provides pertinent details for consultation about a subject BASE FND fibo-fnd-arr-id:Index Index information or knowledge BASE FND fibo-fnd-arr-id:IndexingScheme Indexing Scheme system for indexing values, data, information, or knowledge ASSOC FND fibo-fnd-arr-id:isIndexTo is Index To that to which the index refers ASSOC FND fibo-fnd-arr-lif:hasLifecycle has Lifecycle characterizes it ASSOC FND fibo-fnd-arr-lif:hasStage has Stage in that lifecycle arrangement that compares the cyclical nature of families, organizations, processes, BASE FND fibo-fnd-arr-lif:Lifecycle Lifecycle products, marketing, and order management, portfolio management or other systems with BASE FND fibo-fnd-arr-lif:LifecycleEvent Lifecycle Event kind of event that occurs during one or more stages of a lifecycle BASE FND fibo-fnd-arr-lif:LifecycleEventOccurrence Lifecycle Event realization of an event in a stage of a lifecycle BASE FND fibo-fnd-arr-lif:LifecycleOccurrence Lifecycle Occurrence realization of a lifecycle BASE FND fibo-fnd-arr-lif:LifecycleStage Lifecycle Stage phase in a lifecycle BASE FND fibo-fnd-arr-lif:LifecycleStageOccurrence Lifecycle Stage realization of a phase in a given lifecycle BASE FND fibo-fnd-arr-lif:LifecycleStatus Lifecycle Status classifier indicating the position or state of something at a particular point in its life-cycle ASSOC FND fibo-fnd-arr-rep:isReportedTo is Reported To indicates the party to which something is reported ASSOC FND fibo-fnd-arr-rep:isSubmittedTo is Submitted To indicates the party to which something is submitted BASE FND fibo-fnd-arr-rep:Report Report recurring, regular, or as required basis BASE FND fibo-fnd-arr-rep:ReportingParty Reporting Party other business requirement ASSOC FND fibo-fnd-arr-rep:reportsOn reports On indicates a subject matter, observation(s), assessment(s), focus or other topic of a report ASSOC FND fibo-fnd-arr-rep:submits submits review BASE FND fibo-fnd-arr-rep:Submitter Submitter a party presenting something, such as a regulatory report ASSOC FND fibo-fnd-arr-rt:hasRatingScore has Rating Score indicates the grade or score associated with a rating with respect to a particular rating scale BASE FND fibo-fnd-arr-rt:QualitativeRatingScore Qualitative Rating star rating for something BASE FND fibo-fnd-arr-rt:QuantitativeRatingScore Quantitative Rating individual ASSOC FND fibo-fnd-arr-rt:rates rates indicates the instrument, party or something else to which a rating applies BASE FND fibo-fnd-arr-rt:Rating Rating respect to some scale according to some rating party BASE FND fibo-fnd-arr-rt:RatingAgency Rating Agency rating service BASE FND fibo-fnd-arr-rt:RatingAssessmentActivity Rating Assessment and the process used to determine that score BASE FND fibo-fnd-arr-rt:RatingAssessmentEvent Rating Assessment score BASE FND fibo-fnd-arr-rt:RatingIssuer Rating Issuer party that is responsible for issuing ratings FIB-DM 2020 Q1 DEV Entities Page 92/151 Entity Type Package Code Name Comment BASE FND fibo-fnd-arr-rt:RatingParty Rating Party person, organization or group that analyzes some aspect of something and develops a rating BASE FND fibo-fnd-arr-rt:RatingReport Rating Report report describing a set of ratings BASE FND fibo-fnd-arr-rt:RatingScale Rating Scale standard, or ranking BASE FND fibo-fnd-arr-rt:RatingScalePublisher Rating Scale Publisher ratings based on those schemes BASE FND fibo-fnd-arr-rt:RatingScore Rating Score grade, classification, or ranking of for something in accordance with some rating scale ASSOC FND fibo-fnd-arr-rt:usesRatingParty uses Rating Party rating performer an issuer uses to assess ratings BASE FND fibo-fnd-dt-bd:BusinessDayAdjustment Business Day holiday in one or more business centers BASE FND fibo-fnd-dt-bd:BusinessDayConvention Business Day holiday BASE FND fibo-fnd-dt-bd:BusinessRecurrenceInterval Business Recurrence recurrence interval that is specified using a business recurrence interval convention Business Recurrence month, a particular day of the month, a day of the week, or more specifically, a t-bill auction BASE FND fibo-fnd-dt-bd:BusinessRecurrenceIntervalConvention Interval Convention date BASE FND fibo-fnd-dt-bd:Convention Convention widely accepted or established way of doing 'something' within some community of practice BASE FND fibo-fnd-dt-bd:DayOfMonth Investor specific, recurring day of the month BASE FND fibo-fnd-dt-bd:DayOfWeek Issuance Process specific, recurring day of the week BASE FND fibo-fnd-dt-bd:EndOfMonth End Of Month the last day of a calendar month, irrespective of the length of the calendar month ASSOC FND fibo-fnd-dt-bd:hasBusinessDayAdjustment has Business Day holidays ASSOC FND fibo-fnd-dt-bd:hasBusinessDayConvention has Business Day not a business day has Business identifies a convention regarding how certain recurring dates should be handled with respect ASSOC FND fibo-fnd-dt-bd:hasBusinessRecurrenceIntervalConvention Recurrence Interval to a given schedule, such as the end of the month ASSOC FND fibo-fnd-dt-bd:holdsDuring holds During specifies that some condition or state is true (holds) during a specified date period BASE FND fibo-fnd-dt-fd:AdHocSchedule Ad Hoc Schedule a schedule that consists of (comprises) AdHocScheduleEntries, each of which specifies a date BASE FND fibo-fnd-dt-fd:AdHocScheduleEntry Ad Hoc Schedule Entry AdHocSchedule BASE FND fibo-fnd-dt-fd:CalculatedDate Calculated Date a date that is or will be calculated in some way an enumeration that indicates whether a CalendarSpecifiedDate is figured with respect to a BASE FND fibo-fnd-dt-fd:CalendarPeriod Calendar Period calendar week, a calendar month, a calendar quarter, or a calendar year a RecurrenceInterval that is specified as the nth day of some CalendarPeriod (such as a Calendar Specified calendar month), and a TimeDirection (forward from the beginning of the month, or BASE FND fibo-fnd-dt-fd:CalendarSpecifiedInterval Interval backwards from the end). The nth day is an ordinal number, not a cardinal number. '1' Draw Up Offering BASE FND fibo-fnd-dt-fd:Date Memorandum a calendar day on some calendar a time span over one or more calendar days, defined by at least two of three properties: (1) BASE FND fibo-fnd-dt-fd:DatePeriod Finalize Pool Content a start date, (2) an end date, and (3) a date period (duration); if more than one of these BASE FND fibo-fnd-dt-fd:DateTime Identify Conforming a combination of a date and a time, without a time zone BASE FND fibo-fnd-dt-fd:DateTimeStamp Identify Conforming a combination of a date, a time, and a time zone BASE FND fibo-fnd-dt-fd:Duration Duration an interval of time of some specific length BASE FND fibo-fnd-dt-fd:ExplicitDate Explicit Date a date in which the 'hasDateValue' property is required BASE FND fibo-fnd-dt-fd:ExplicitDatePeriod Explicit Date Period a date period for which the start date, end date, and duration are all explicit BASE FND fibo-fnd-dt-fd:ExplicitDuration Explicit Duration a duration for which the 'hasDurationValue' property must be set BASE FND fibo-fnd-dt-fd:ExplicitRecurrenceInterval Explicit Recurrence a recurrence interval defined via an explicit duration relates something to the date on which it is accurate or valid (e.g. a credit report has an ASSOC FND fibo-fnd-dt-fd:hasAsOfDate has As Of Date asOfDate that means the date when the information was drawn) identifies a calendar period used in computing a CalendarSpecifiedDate, such as a calendar ASSOC FND fibo-fnd-dt-fd:hasCalendarPeriod has Calendar Period week, calendar month, calendar quarter, or calendar year FIB-DM 2020 Q1 DEV Entities Page 93/151 Entity Type Package Code Name Comment ASSOC FND fibo-fnd-dt-fd:hasDate has Date identifies a specific date ASSOC FND fibo-fnd-dt-fd:hasDateAdded has Date Added indicates the date something was included in something else ASSOC FND fibo-fnd-dt-fd:hasDatePeriod has Date Period identifies a specific period of time, including a start date, end date and or duration ASSOC FND fibo-fnd-dt-fd:hasDateReceived has Date Received relates something to the date when it was received, e.g., a loan application request ASSOC FND fibo-fnd-dt-fd:hasDateTime has Date Time identifies a specific date and time of day, excluding the time zone ASSOC FND fibo-fnd-dt-fd:hasDateTimeStamp has Date Time Stamp identifies a specific date and time of day, including the time zone ASSOC FND fibo-fnd-dt-fd:hasDuration has Duration the duration of a date period or similar concept, such as the tenor of a contract ASSOC FND fibo-fnd-dt-fd:hasEndDate has End Date the ending date of some Schedule or DatePeriod ASSOC FND fibo-fnd-dt-fd:hasExplicitDate has Explicit Date something ASSOC FND fibo-fnd-dt-fd:hasFinalStub has Final Stub identifies any special period at the end of a regular schedule ASSOC FND fibo-fnd-dt-fd:hasInitialStub has Initial Stub identifies any special period at the start of a regular schedule ASSOC FND fibo-fnd-dt-fd:hasOverallPeriod has Overall Period identifies a DatePeriod that includes all the Dates of a Schedule, including any ScheduleStubs ASSOC FND fibo-fnd-dt-fd:hasRecurrenceInterval has Recurrence Interval indicates the frequency with which some event or publication occurs ASSOC FND fibo-fnd-dt-fd:hasRecurrenceStartDate has Recurrence Start the starting Date of the first recurrence of a RegularSchedule ASSOC FND fibo-fnd-dt-fd:hasSchedule has Schedule indicates a schedule for something ASSOC FND fibo-fnd-dt-fd:hasStartDate has Start Date the starting Date of something ASSOC FND fibo-fnd-dt-fd:hasStub has Stub links an abbreviated period at the start or end of some schedule to the overall schedule ASSOC FND fibo-fnd-dt-fd:hasTimeDirection has Time Direction end of a calendar period. ASSOC FND fibo-fnd-dt-fd:isRelativeTo is Relative To identifies a RelativeDate or RelativeDatePeriod defined relative to this Date BASE FND fibo-fnd-dt-fd:RecurrenceInterval Recurrence Interval a time interval that is consistent between elements of a regular schedule BASE FND fibo-fnd-dt-fd:RegularSchedule Regular Schedule a schedule whose time intervals recur regularly BASE FND fibo-fnd-dt-fd:RelativeDate Relative Date a calculated date that is some duration before or after another date BASE FND fibo-fnd-dt-fd:Schedule Schedule be done a date period before the start of the recurring part of a schedule or after the end of the BASE FND fibo-fnd-dt-fd:ScheduleStub Schedule Stub recurring part, which may be associated with a specific occurrence kind BASE FND fibo-fnd-dt-fd:SpecifiedDate Specified Date 'hasDateSpecification' property BASE FND fibo-fnd-dt-fd:TimeDirection Time Direction the end of a calendar period BASE FND fibo-fnd-dt-fd:TimeInstant Time Instant a temporal entity that is a member of a time scale, with no extent or duration BASE FND fibo-fnd-dt-fd:TimeInterval Time Interval a segment of the time axis, a location in time, with an extent or duration BASE FND fibo-fnd-dt-fd:TimeOfDay Time Of Day explicit time, according to a clock ASSOC FND fibo-fnd-dt-oc:exemplifies exemplifies is a realization or example of ASSOC FND fibo-fnd-dt-oc:hasEventDate has Event Date identifies a date associated with an event (occurrence) ASSOC FND fibo-fnd-dt-oc:hasInput has Input or process ASSOC FND fibo-fnd-dt-oc:hasOccurrence has Occurrence identifies events of a given occurrence kind, typically as they occur in a schedule ASSOC FND fibo-fnd-dt-oc:hasOutput has Output process ASSOC FND fibo-fnd-dt-oc:isTriggeredBy is Triggered By An OccurrenceBasedDate is triggered by an Occurrence that exemplifies the OccurrenceKind. An Occurrence is a happening of an OccurrenceKind. Each Occurrence has a DateTimeStamp, BASE FND fibo-fnd-dt-oc:Occurrence Occurrence which identifies when the Occurrence happened, and a Location (possibly virtual), that An OccurrenceBaseDate is a CalculatedDate that is defined with respect to the Occurrence of some OccurrenceKind. The 'hasDateValue' property of an OccurrenceBasedDate is not set BASE FND fibo-fnd-dt-oc:OccurrenceBasedDate Occurrence Based Date until the Occurrence happens. The 'triggeredBy' property relates an OccurrenceBasedDate BASE FND fibo-fnd-dt-oc:OccurrenceKind Occurrence Kind instances of OccurrenceKind are types of events, each having a description BASE FND fibo-fnd-gao-gl:Goal Goal commits, in order to achieve a desired state FIB-DM 2020 Q1 DEV Entities Page 94/151 Entity Type Package Code Name Comment BASE FND fibo-fnd-gao-obj:BusinessObjective Business Objective available resources BASE FND fibo-fnd-gao-obj:BusinessStrategy Business Strategy strategy for achieving a specific business goal, objective, solution or outcome BASE FND fibo-fnd-gao-obj:DistributionStrategy Distribution Strategy form of a dividend or coupon objective that reflects the strategic financial goals and direction of a person, organization or BASE FND fibo-fnd-gao-obj:FinancialObjective Financial Objective system within a time frame and available resources ASSOC FND fibo-fnd-gao-obj:hasObjective has Objective and with available resources financial objective used by an investor to determine whether or not a given potential BASE FND fibo-fnd-gao-obj:InvestmentObjective Investment Objective investment is appropriate for themselves or on behalf of another party ASSOC FND fibo-fnd-gao-obj:isDesignedToAchieve is Designed To Achieve goal, objective, or intended result BASE FND fibo-fnd-gao-obj:Objective Objective attain in order to achieve its long-term goals BASE FND fibo-fnd-gao-obj:SalesStrategy Sales Strategy reducing costs, and optimizing revenues BASE FND fibo-fnd-gao-obj:Strategy Strategy plan or method for achieving a specific goal, objective, solution or outcome A constitution defines the basic principles and laws of a nation, state, or social group that BASE FND fibo-fnd-law-cor:Constitution Constitution determine the powers and duties of the government and guarantee certain rights to the ASSOC FND fibo-fnd-law-cor:constrains constrains forces, compels, or obliges BASE FND fibo-fnd-law-cor:CourtOfLaw Court Of Law common law. BASE FND fibo-fnd-law-cor:GovernmentalConstitution Governmental a set of rules and principles that define the nature and extent of government ASSOC FND fibo-fnd-law-cor:hasInforce has Inforce currently in force in that situation or jurisdiction BASE FND fibo-fnd-law-cor:Law Law behavior An authoritative rule or law; a decree or command; a public injunction or regulation, such as BASE FND fibo-fnd-law-cor:Ordinance Ordinance a city ordinance against excessive horn blowing. (Source: Dictionary.com) ASSOC FND fibo-fnd-law-jur:appliesIn applies In indicates the jurisdiction in which a law, regulation, or legal system applies BASE FND fibo-fnd-law-jur:CivilLawJurisdiction Civil Law Jurisdiction a civil law jurisdiction a legal system originating in Europe, intellectualized within the framework of late Roman BASE FND fibo-fnd-law-jur:CivilLawSystem Civil Law System law, and whose most prevalent feature is that its core principles are codified into a referable BASE FND fibo-fnd-law-jur:CommonLawJurisdiction Common Law a jurisdiction based on common law BASE FND fibo-fnd-law-jur:CommonLawSystem Common Law System decisions of courts and similar tribunals ASSOC FND fibo-fnd-law-jur:hasReach has Reach extent in which the jurisdiction has effect BASE FND fibo-fnd-law-jur:Jurisdiction Jurisdiction to interpret and apply the law Legal regimen of a country consisting of (1) a written or oral constitution, (2) primary legislation (statutes) enacted by the legislative body established by the constitution, (3) BASE FND fibo-fnd-law-jur:LegalSystem Legal System subsidiary legislation (bylaws) made by person or bodies authorized by the primary BASE FND fibo-fnd-law-jur:StatuteLaw Statute Law (in the case of an absolute monarchy) a demand or assertion made by one party on another, based on facts that, taken together, BASE FND fibo-fnd-law-lcap:Claim Claim give rise to a legally enforceable right or judicial action BASE FND fibo-fnd-law-lcap:ContingentObligation Contingent Obligation an obligation that depends on a future event or the performance of an action BASE FND fibo-fnd-law-lcap:ContingentRight Contingent Right a right that depends on a future event or the performance of an action BASE FND fibo-fnd-law-lcap:ContractualCapability Contractual Capability the capacity to enter into legally binding contracts BASE FND fibo-fnd-law-lcap:ContractualObligation Contractual Obligation an obligation or duty that is specified in and imposed by a contract a contractual right that may be exercised at some point in the future, such as an option to BASE FND fibo-fnd-law-lcap:ContractualOption Contractual Option extend a contract, or other available but not obligatory rights as defined in the contract BASE FND fibo-fnd-law-lcap:ContractualRight Contractual Right a contingent right conferred via a contract Delegated Legal institutionalized and legal power inherent in a particular job, function, or position that is BASE FND fibo-fnd-law-lcap:DelegatedLegalAuthority Authority meant to enable its holder to successfully carry out his or her responsibilities, where such FIB-DM 2020 Q1 DEV Entities Page 95/151 Entity Type Package Code Name Comment BASE FND fibo-fnd-law-lcap:Duty Duty some obligation which exists and is imposed on some individual ASSOC FND fibo-fnd-law-lcap:hasCapacity has Capacity or has certain rights or obligations ASSOC FND fibo-fnd-law-lcap:implements implements carries out or puts into effect, fulfills ASSOC FND fibo-fnd-law-lcap:implies implies facts, or events BASE FND fibo-fnd-law-lcap:LegalCapacity Legal Capacity resources to do so BASE FND fibo-fnd-law-lcap:LegalConstruct Legal Construct something which is conferred by way of law or contract, such as a right BASE FND fibo-fnd-law-lcap:LegalObligation Legal Obligation an obligation or duty that is enforceable by a court a contingent right or privilege that, if challenged, would be supported in court as a claim that BASE FND fibo-fnd-law-lcap:LegalRight Legal Right is recognizable and enforceable in law, statutes, regulations, or other legislative actions BASE FND fibo-fnd-law-lcap:LiabilityCapacity Liability Capacity the ability to be sued at law BASE FND fibo-fnd-law-lcap:License License grant of permission needed to do something BASE FND fibo-fnd-law-lcap:Licensee Licensee a party to whom a license has been granted BASE FND fibo-fnd-law-lcap:LicenseIdentifier License Identifier an identifier associated with a license issues a license required in order to perform some task, provide some service, exercise some ASSOC FND fibo-fnd-law-lcap:licenses licenses privilege, or pursue some line of business or occupation to some party BASE FND fibo-fnd-law-lcap:Licensor Licensor a party who grants a license BASE FND fibo-fnd-law-lcap:LitigationCapacity Litigation Capacity the legal capacity to pursue a litigation action in law system of principles, rules and guidelines, adopted by an organization to guide decision BASE FND fibo-fnd-law-lcap:Policy Policy making with respect to particular situations and implemented via procedures or protocols to BASE FND fibo-fnd-law-lcap:Regulation Regulation a rule used to carry out a law BASE FND fibo-fnd-law-lcap:ReportingPolicy Reporting Policy policy specifying principles, rules and/or guidelines regarding some aspect of reporting BASE FND fibo-fnd-law-lcap:SignatoryCapacity Signatory Capacity legal person the possession by a party, direct or indirect, of the power to direct or cause the direction of BASE FND fibo-fnd-oac-ctl:Control Control the management and policies of a thing, whether through the ownership of voting shares, by BASE FND fibo-fnd-oac-ctl:ControlledThing Controlled Thing thing over which some party exercises some form of control in some context BASE FND fibo-fnd-oac-ctl:ControllingCapacity Controlling Capacity which is controlled BASE FND fibo-fnd-oac-ctl:ControllingParty Controlling Party Party which exercises some form of control in some context. BASE FND fibo-fnd-oac-ctl:DeFactoControl Issuance Process if not explicitly stated (or actually standardized) BASE FND fibo-fnd-oac-ctl:DeJureControl Issued control that is formalized in law, or codified in some legal instrument ASSOC FND fibo-fnd-oac-ctl:hasPartyInControl has Party In Control indicates the party in a control relationship where a party controls a thing ASSOC FND fibo-fnd-oac-ctl:isInControlOfThing is In Control Of Thing Indicates the thing in a control relationship where a party controls a thing The intersection of ownership and control reflects the unique case where an independent BASE FND fibo-fnd-oac-oac:OwnershipAndControl Ownership And Control party both owns and controls another independent thing. ASSOC FND fibo-fnd-oac-oac:ownsAndControls owns And Controls owned BASE FND fibo-fnd-oac-own:Asset Reverse Mortgage something of monetary value that is owned or provides benefit to some party ASSOC FND fibo-fnd-oac-own:hasOwnedThing has Owned Thing indicates the party in an ownership relationship where a party owns a thing ASSOC FND fibo-fnd-oac-own:hasOwningParty has Owning Party indicates the thing in an ownership relationship where a party owns a thing BASE FND fibo-fnd-oac-own:IntangibleAsset Intangible Asset identifiable, non-monetary asset that lacks physical substance ASSOC FND fibo-fnd-oac-own:isOwnedBy is Owned By identifies the party that owns the asset BASE FND fibo-fnd-oac-own:Owner Owner Party. Ownership is the context in which some Party is said to own some Independent Thing. The BASE FND fibo-fnd-oac-own:Ownership Ownership Party is defined as such due to its being the owning party to that Thing. ASSOC FND fibo-fnd-oac-own:owns owns to have (something) as one's own, possess FIB-DM 2020 Q1 DEV Entities Page 96/151 Entity Type Package Code Name Comment BASE FND fibo-fnd-oac-own:TangibleAsset Tangible Asset asset that is a physical, measurable resource, i.e., one that takes a physical form BASE FND fibo-fnd-org-fm:FormalOrganization Formal Organization responsibilities BASE FND fibo-fnd-org-fm:Group Group unit BASE FND fibo-fnd-org-fm:InformalOrganization Informal Organization organization that is not formally constituted in some way ASSOC FND fibo-fnd-org-fm:isDomiciledIn is Domiciled In headquarters is located collection of one or more people, or groups of people formed together into a community or BASE FND fibo-fnd-org-org:Organization Organization other social, commercial or political structure to act, or that is designated to act, towards a party that acquires, or agrees to acquire, ownership (in case of goods), or benefit or usage BASE FND fibo-fnd-pas-pas:Buyer Buyer (in case of services), in exchange for money or other consideration under a contract of sale ASSOC FND fibo-fnd-pas-pas:buys buys purchase ASSOC FND fibo-fnd-pas-pas:buysFrom buys From make a purchase BASE FND fibo-fnd-pas-pas:Client Client services from another party BASE FND fibo-fnd-pas-pas:ClientIdentifier Client Identifier an identifier for a client BASE FND fibo-fnd-pas-pas:Commodity Commodity type BASE FND fibo-fnd-pas-pas:Consumer Consumer a party that utilizes economic goods or services BASE FND fibo-fnd-pas-pas:ContractualProduct Contractual Product a product that is realized as a contract BASE FND fibo-fnd-pas-pas:ContractualTemplateProduct Contractual Template in a template BASE FND fibo-fnd-pas-pas:Customer Customer (pas) between different products and suppliers BASE FND fibo-fnd-pas-pas:CustomerIdentifier Delivery Terms an identifier for a customer BASE FND fibo-fnd-pas-pas:CustomProduct Customer or designed to order BASE FND fibo-fnd-pas-pas:Good Good any tangible thing that is not money or real estate BASE FND fibo-fnd-pas-pas:NegotiableCommodity Negotiable Commodity a commodity that can be bought or sold in some marketplace a product that is readily available from merchandise in stock, or can be quickly and easily BASE FND fibo-fnd-pas-pas:OffTheShelfProduct Off The Shelf Product configured to order, not specially designed or custom-made BASE FND fibo-fnd-pas-pas:PreciousMetal Precious Metal a metal that is considered to be rare and/or have a high economic value BASE FND fibo-fnd-pas-pas:PreciousMetalIdentifier Precious Metal the trigraph representing the precious metal BASE FND fibo-fnd-pas-pas:Producer Producer the manufacturer of a product, also called maker A commercially distributed good that is (1) tangible property, (2) the output or result of a BASE FND fibo-fnd-pas-pas:Product Product fabrication, manufacturing, or production process, or (3) something that passes through a BASE FND fibo-fnd-pas-pas:ProductIdentifier Product Identifier an identifier for a product ASSOC FND fibo-fnd-pas-pas:provisions provisions customizes, provides, or outfits something required for use in delivering a service BASE FND fibo-fnd-pas-pas:Seller Seller a party that makes, offers or contracts to make a sale to an actual or potential buyer ASSOC FND fibo-fnd-pas-pas:sells sells make available for sale BASE FND fibo-fnd-pas-pas:Service Service a service is consumed at the point of sale a written contract between a client and service provider whereby the service provider BASE FND fibo-fnd-pas-pas:ServiceAgreement Service Agreement supplies some service in the form of time, effort, and/or expertise in exchange for a party that provides and typically provisions professional services, such as consulting, BASE FND fibo-fnd-pas-pas:ServiceProvider Service Provider financial, legal, real estate, education, communications, storage, or processing services, to BASE FND fibo-fnd-pas-pas:Supplier Supplier a party that supplies goods or services ASSOC FND fibo-fnd-pas-pas:supplies supplies provide BASE FND fibo-fnd-pas-pas:TransactionConfirmation Transaction transaction any sale, assignment, lease, license, loan, advance, contribution, or other transfer of any BASE FND fibo-fnd-pas-pas:TransactionEvent Transaction Event (pas) interest in or right to use any property (tangible or intangible) or money, however that

FIB-DM 2020 Q1 DEV Entities Page 97/151 Entity Type Package Code Name Comment ASSOC FND fibo-fnd-pas-psch:fulfillsObligation fulfills Obligation satisfies a requirement for payment of some claim, debt, or other obligation ASSOC FND fibo-fnd-pas-psch:hasPaymentAmount has Payment Amount specifies the amount of money involved in a payment ASSOC FND fibo-fnd-pas-psch:hasPaymentSchedule has Payment Schedule specifies the schedule for payment of an obligation a party to whom a debt should be paid, or to whose order a bill of exchange, note, or check BASE FND fibo-fnd-pas-psch:Payee Payee is made payable, or who receives or will receive a payment from a payer in partial or BASE FND fibo-fnd-pas-psch:Payer Payer fulfillment of an obligation BASE FND fibo-fnd-pas-psch:Payment Payment delivery of money in fulfillment of an obligation, such as to satisfy a claim or debt BASE FND fibo-fnd-pas-psch:PaymentEvent Payment Event an event that involves delivery of money in fulfillment of an obligation BASE FND fibo-fnd-pas-psch:PaymentObligation Payment Obligation something), according to the terms stated in a contract schedule for delivery of money in fulfillment of an obligation, such as a coupon payment BASE FND fibo-fnd-pas-psch:PaymentSchedule Payment Schedule schedule, loan payment schedule, interest payment schedule BASE FND fibo-fnd-plc-adr:Address Address index to a location to which communications may be delivered BASE FND fibo-fnd-plc-adr:AddressComponent Address Component aspect of an address BASE FND fibo-fnd-plc-adr:AddressingScheme Addressing Scheme system for allocating addresses to objects BASE FND fibo-fnd-plc-adr:ConventionalStreetAddress Conventional Street delivered Geographic Directional BASE FND fibo-fnd-plc-adr:GeographicDirectionalSymbol Symbol code element that gives directional information for postal delivery indicates a means by which something (in the case of a network address) or some entity may ASSOC FND fibo-fnd-plc-adr:hasAddress has Address be located or contacted or may receive correspondence ASSOC FND fibo-fnd-plc-adr:hasIndividualPostcode has Individual Postcode local postal service ASSOC FND fibo-fnd-plc-adr:hasPostdirectionalSymbol has Postdirectional street address ASSOC FND fibo-fnd-plc-adr:hasPredirectionalSymbol has Predirectional before the street name in a street address ASSOC FND fibo-fnd-plc-adr:hasPrimaryAddressNumber has Primary Address specifies a a location with respect to a given street ASSOC FND fibo-fnd-plc-adr:hasSecondaryUnit has Secondary Unit slip, mailbox, and so forth, at a given street address indicates a fully-specified address component that consists of a primary address number, ASSOC FND fibo-fnd-plc-adr:hasStreetAddress has Street Address predirectional, street name, suffix, postdirectional, and an optional secondary unit ASSOC FND fibo-fnd-plc-adr:hasStreetName has Street Name specifies an identifier for a street in some context (e.g., 'Baker', 'First', 'Main') ASSOC FND fibo-fnd-plc-adr:hasStreetSuffix has Street Suffix located along a waterway has Structure Or specifies an identifier for a building, house, office complex, shopping center, or other ASSOC FND fibo-fnd-plc-adr:hasStructureOrComplexName Complex Name structure ASSOC FND fibo-fnd-plc-adr:hasTransliteratedAddress has Transliterated identifies a transliterated (i.e., in Latin or Romanized ASCII) address for the registered entity BASE FND fibo-fnd-plc-adr:PhysicalAddress Physical Address located for any kind of organization or person BASE FND fibo-fnd-plc-adr:PhysicalAddressIdentifier Physical Address BASE FND fibo-fnd-plc-adr:PhysicalAddressingScheme Physical Addressing scheme for specifying physical addresses according to a country specific standard BASE FND fibo-fnd-plc-adr:Postcode Postcode sequence of characters used to assist in the sorting of mail BASE FND fibo-fnd-plc-adr:PostCodeArea Post Code Area physical area uniquely identified by some postal code BASE FND fibo-fnd-plc-adr:PostdirectionalSymbol Postdirectional Symbol address BASE FND fibo-fnd-plc-adr:PostOfficeBox Post Office Box post office box associated with an address Post Office Box physical address used to deliver communications to a designated container at a local post BASE FND fibo-fnd-plc-adr:PostOfficeBoxAddress Address office or the local equivalent for the jurisdiction, where mail is held until the recipient BASE FND fibo-fnd-plc-adr:PostOfficeBoxDesignator Post Office Box designator used, together with an identifier, for a post office box BASE FND fibo-fnd-plc-adr:PredirectionalSymbol Predirectional Symbol street name in a street address BASE FND fibo-fnd-plc-adr:PrimaryAddressNumber Primary Address address component that identifies a location with respect to a given street FIB-DM 2020 Q1 DEV Entities Page 98/151 Entity Type Package Code Name Comment BASE FND fibo-fnd-plc-adr:RegionSpecificIdentifier Region Specific geographic region or subdivision identifier used internally by a country or other region address component that identifies an individual unit within a larger structure, such as an BASE FND fibo-fnd-plc-adr:SecondaryUnit Secondary Unit apartment, office, hangar, slip, mailbox, and so forth, at a given street address BASE FND fibo-fnd-plc-adr:SecondaryUnitDesignator Secondary Unit office, mail stop, or other similar designation BASE FND fibo-fnd-plc-adr:SecondaryUnitIndicator Secondary Unit particular street address index to a location that consists of a primary address number, predirectional, street name, BASE FND fibo-fnd-plc-adr:StreetAddress Street Address suffix, postdirectional, and an optional secondary unit BASE FND fibo-fnd-plc-adr:StreetName Street Name identifier for a street in some context (e.g., city, municipality, geographic region) BASE FND fibo-fnd-plc-adr:StreetSuffix Street Suffix classifier for a street or other delivery location, such as a dwelling located along a waterway BASE FND fibo-fnd-plc-adr:StructureOrComplexName Structure Or Complex identifier for a building, house, office complex, shopping center, or other structure Supplemental Address address component that provides additional information that is important to ensuring BASE FND fibo-fnd-plc-adr:SupplementalAddressComponent Component proper delivery of communications Supplemental Address route, building complex, shopping center, condominium complex, mail box, or other similar BASE FND fibo-fnd-plc-adr:SupplementalAddressDesignator Designator designation Supplemental Address address component that includes a specific route, box, apartment, condominium or other BASE FND fibo-fnd-plc-adr:SupplementalAddressIndicatorOrUnit Indicator Or Unit indicator or unit associated with a specific address BASE FND fibo-fnd-plc-adr:VirtualAddress Virtual Address address identifying a virtual, i.e. non-physical, location A capability represents the ability to perform a particular type of work and may involve BASE FND fibo-fnd-plc-fac:Capability Capability people with particular skills and knowledge, intellectual property, defined practices, something that is built, contrived, established, or installed to serve a particular purpose, or BASE FND fibo-fnd-plc-fac:Facility Facility make some course of action or operation easier, or provide some capability or service A physical site is a an actual location that situates something, typically a structure or building, archeological dig, landing location for an aircraft or spacecraft, etc. From biology, this could also be the site of a wound, and active site, and so forth. A physical site has certain BASE FND fibo-fnd-plc-fac:PhysicalSite Physical Site characteristics that contribute to the context it provides, including area, shape, accessibility, BASE FND fibo-fnd-plc-fac:Site Site A site is a place, setting, or context in which something is situated. ASSOC FND fibo-fnd-plc-fac:situates situates indicates the place, setting, or context in which something is situated BASE FND fibo-fnd-plc-fac:Venue Venue occurs there BASE FND fibo-fnd-plc-loc:BusinessCenter Business Center municipality where business is conducted, especially one that is considered a financial center BASE FND fibo-fnd-plc-loc:County County governmental services BASE FND fibo-fnd-plc-loc:FederalCapitalArea Federal Capital Area the federal government BASE FND fibo-fnd-plc-loc:FederalState Federal State recognized as a country ASSOC FND fibo-fnd-plc-loc:hasBusinessCenter has Business Center adjust dates ASSOC FND fibo-fnd-plc-loc:hasCountry has Country identifies a country ASSOC FND fibo-fnd-plc-loc:hasCounty has County indicates a country subdivision providing certain local governmental services ASSOC FND fibo-fnd-plc-loc:hasCoverageArea has Coverage Area applies, or in which something is available ASSOC FND fibo-fnd-plc-loc:hasMunicipality has Municipality indicates a business center, city, or municipality ASSOC FND fibo-fnd-plc-loc:hasRegion has Region indicates a demarcated area on the surface of the Earth ASSOC FND fibo-fnd-plc-loc:hasSubdivision has Subdivision identifies a country subdivision (state, province, region, etc.) ASSOC FND fibo-fnd-plc-loc:isLocatedAt is Located At relates something to a location, which might be physical or virtual BASE FND fibo-fnd-plc-loc:Municipality Municipality or jurisdiction BASE FND fibo-fnd-plc-loc:Parcel Parcel tract or plot of land BASE FND fibo-fnd-plc-loc:PhysicalLocation Physical Location location in physical space FIB-DM 2020 Q1 DEV Entities Page 99/151 Entity Type Package Code Name Comment BASE FND fibo-fnd-plc-loc:PopulatedPlace Populated Place importance tract or plot of land including any fixed structures on it, as well as the natural resources of BASE FND fibo-fnd-plc-loc:RealEstate Real Estate the land including uncultivated flora and fauna, farmed crops and livestock, water, and any delivery address that has all the address elements necessary to allow an exact match with BASE FND fibo-fnd-plc-uspsa:CompleteAddress Complete Address the current Postal Service ZIP+4 and City State files to obtain the finest level of ZIP+4 and BASE FND fibo-fnd-plc-uspsa:DeliveryAddressCodeSet Delivery Address Code U.S. Postal Service Publication 28 BASE FND fibo-fnd-plc-uspsa:DeliveryPointCode Delivery Point Code specific set of digits between 00 and 99 assigned to a delivery point BASE FND fibo-fnd-plc-uspsa:DeliveryPointCodeSet Delivery Point Code Set U.S. Postal Service Publication 28 Department Of State delivery address whose delivery address line uses 'UNIT' followed by the unit identifier, BASE FND fibo-fnd-plc-uspsa:DepartmentOfStateAddress Address followed by 'BOX' followed by box number, in place of a street address, 'DPO' as the literal Department Of State component of a Department of State address that includes 'UNIT' followed by the unit BASE FND fibo-fnd-plc-uspsa:DepartmentOfStateUnitComponent Unit Component identifier BASE FND fibo-fnd-plc-uspsa:GeneralDeliveryAddress General Delivery (no abbreviation), in place of a street address ASSOC FND fibo-fnd-plc-uspsa:hasUrbanization has Urbanization address BASE FND fibo-fnd-plc-uspsa:HighwayContractRoute Highway Contract highway contract route associated with an address Highway Contract delivery address whose delivery address line uses the abbreviation 'HC', followed by the BASE FND fibo-fnd-plc-uspsa:HighwayContractRouteAddress Route Address route identifier, followed by 'BOX' followed by box number, in place of a street address BASE FND fibo-fnd-plc-uspsa:InternationalAddress International Address physical address that explicitly includes a country BASE FND fibo-fnd-plc-uspsa:Mailbox Mailbox mailbox, other than a U.S. Post Office box, associated with an address delivery address whose delivery address line uses an abbreviation for the unit or command Overseas Military such as 'CMR', 'PSC', or 'UNIT', or 'HC', followed by the unit identifier, followed by 'BOX' BASE FND fibo-fnd-plc-uspsa:OverseasMilitaryAddress Address followed by box number, in place of a street address, either 'APO' or 'FPO' as the literal value delivery address provided by a commercial mail receiving company that includes a Private Mail Box supplementary address line containing the abbreviation 'PMB' or the pound "#" symbol BASE FND fibo-fnd-plc-uspsa:PrivateMailBoxAddress Address followed by the mailbox number; alternatively, 'PMB' or '#" and the mailbox number can be delivery address for a delivery point in Puerto Rico that may include a supplementary BASE FND fibo-fnd-plc-uspsa:PuertoRicoAddress Puerto Rico Address address line containing the abbreviation 'URB' followed by the name of the urbanization area BASE FND fibo-fnd-plc-uspsa:RuralRoute Rural Route mail route outside the city or township limits in a rural area associated with an address delivery address whose delivery address line uses the abbreviation 'RR', followed by the BASE FND fibo-fnd-plc-uspsa:RuralRouteAddress Rural Route Address route identifier, followed by 'BOX' followed by box number, in place of a street address delivery address that is fully spelled out, abbreviated by using the Postal Service standard BASE FND fibo-fnd-plc-uspsa:StandardizedAddress Standardized Address abbreviations or as given in the current Postal Service ZIP+4 file BASE FND fibo-fnd-plc-uspsa:Urbanization Urbanization an area, sector, or development within a larger geographic area US Postal Service combined with the ZIP + 4 code, the delivery point code provides a unique identifier for BASE FND fibo-fnd-plc-uspsa:USPostalServiceAddressIdentifier Address Identifier every deliverable address served by the USPS BASE FND fibo-fnd-plc-uspsa:ZIPCode ZIP Code postal zone system used in the U.S. to facilitate the delivery of mail, consisting of a five- or nine-digit code Zone Improvement Plan (ZIP) printed directly after the address, the first five digits BASE FND fibo-fnd-plc-uspsa:ZipCodeScheme Zip Code Scheme (initial code) indicating the state and post office or postal zone, the last four (expanded code) BASE FND fibo-fnd-plc-uspsa:ZIPPlus4Code ZIP Plus4Code describes by its trademark ZIP+4 virtual address that defines an electronic messaging endpoint to which email messages can BASE FND fibo-fnd-plc-vrt:ElectronicMailAddress Electronic Mail Address be delivered, typically via an Simple Mail Transfer Protocol (SMTP) based communications ASSOC FND fibo-fnd-plc-vrt:hasElectronicMailAddress has Electronic Mail contacted or may receive correspondence

FIB-DM 2020 Q1 DEV Entities Page 100/151 Entity Type Package Code Name Comment indicates a virtual address composed of a sequence of digits and symbols that may be ASSOC FND fibo-fnd-plc-vrt:hasTelephoneNumber has Telephone Number assigned to a fixed-line telephone subscriber station, a wireless electronic telephony device, BASE FND fibo-fnd-plc-vrt:NetworkLocation Network Location interface) BASE FND fibo-fnd-plc-vrt:NotionalPlace Notional Place etc. virtual address that may be assigned to a fixed-line telephone subscriber station connected to a telephone line or to a wireless electronic telephony device, such as a radio telephone or BASE FND fibo-fnd-plc-vrt:TelephoneNumber Telephone Number a mobile telephone, or to other devices or services for data transmission via the public BASE FND fibo-fnd-plc-vrt:VirtualLocation Virtual Location geographic boundaries ASSOC FND fibo-fnd-pty-pty:hasCommencementDate has Commencement the date a party relationship comes into force ASSOC FND fibo-fnd-pty-pty:hasParty has Party or other business arrangement ASSOC FND fibo-fnd-pty-pty:hasPartyInRole has Party In Role policy, regulation, or other business relationship ASSOC FND fibo-fnd-pty-pty:hasRelatedPartyInRole has Related Party In role BASE FND fibo-fnd-pty-pty:IndependentParty Independent Party any person or organization BASE FND fibo-fnd-pty-pty:OrganizationMember Organization Member identifies that which has a membership role in some organization BASE FND fibo-fnd-pty-pty:PartyInRole Party In Role which they play some part i.e. are party to Party In Role BASE FND fibo-fnd-pty-pty:PartyInRoleIdentificationScheme Identification Scheme system for allocating identifiers to parties BASE FND fibo-fnd-pty-pty:PartyInRoleIdentifier Party In Role Identifier they play in some context BASE FND fibo-fnd-pty-rl:AgentInRole Agent In Role playing in a given situational context. ASSOC FND fibo-fnd-pty-rl:hasRole has Role entity plays in some relationship and context ASSOC FND fibo-fnd-pty-rl:playsRole plays Role some circumstance BASE FND fibo-fnd-pty-rl:Role Role conceptualised by actors in the context of some situation. BASE FND fibo-fnd-pty-rl:ThingInRole Thing In Role context quantity kind in a conventionally chosen subset of a given system of quantities, where no BASE FND fibo-fnd-qt-qtu:BaseQuantity Base Quantity subset quantity can be expressed in terms of the others BASE FND fibo-fnd-qt-qtu:BaseUnit Base Unit for a base quantity BASE FND fibo-fnd-qt-qtu:DerivedQuantity Derived Quantity quantity measurement unit that is defined with respect to one or more base units, such as as a BASE FND fibo-fnd-qt-qtu:DerivedUnit Derived Unit product of powers of one or more other measurement units BASE FND fibo-fnd-qt-qtu:Dimensionality Dimensionality classifier that represents a set of equivalent units of measure indicates the dimension associated with a given quantity kind in some system of quantities ASSOC FND fibo-fnd-qt-qtu:hasDimension has Dimension (which may also be derived and depends on the choice of base quantity) ASSOC FND fibo-fnd-qt-qtu:hasFactor has Factor or expression ASSOC FND fibo-fnd-qt-qtu:hasMeasurementUnit has Measurement Unit indicates the unit in which something is expressed ASSOC FND fibo-fnd-qt-qtu:hasQuantityKind has Quantity Kind indicates the quantity kind involved in the definition of a quantity or factor ASSOC FND fibo-fnd-qt-qtu:hasQuantityValue has Quantity Value together with its unit of measure (if applicable) indicates something that the subject is derived from: a derived quantity is derived from a ASSOC FND fibo-fnd-qt-qtu:isDerivedFrom is Derived From base quantity; a derived unit is derived from a base unit quantity, defined and adopted by convention, with which any other quantity of the same BASE FND fibo-fnd-qt-qtu:MeasurementUnit Measurement Unit kind can be compared to express the ratio of the two quantities as a number BASE FND fibo-fnd-qt-qtu:Quantity Quantity respect to a reference BASE FND fibo-fnd-qt-qtu:QuantityKind Quantity Kind classifier for 'quantity' that characterizes quantities as being mutually comparable BASE FND fibo-fnd-qt-qtu:QuantityKindFactor Quantity Kind Factor factor in a product of powers that defines a derived quantity

FIB-DM 2020 Q1 DEV Entities Page 101/151 Entity Type Package Code Name Comment BASE FND fibo-fnd-qt-qtu:QuantityValue Quantity Value number and measurement unit together giving magnitude of a quantity BASE FND fibo-fnd-qt-qtu:Rate Rate quantity measured with respect to some other quantity ASSOC FND fibo-fnd-qt-qtu:specializes specializes indicates something whose nature is more general (broader than) the subject BASE FND fibo-fnd-qt-qtu:SystemOfQuantities System Of Quantities set of quantities together with a set of non-contradictory equations relating those quantities set of measurement units associated with a system of quantities, together with a set of rules BASE FND fibo-fnd-qt-qtu:SystemOfUnits System Of Units that assign one measurement unit to be the base unit for each base quantity in the system of BASE FND fibo-fnd-qt-qtu:UnitFactor Unit Factor factor in a product of powers that defines a derived unit ASSOC FND fibo-fnd-rel-rel:appliesTo applies To a relation indicating something that is pertinent or relevant to the concept ASSOC FND fibo-fnd-rel-rel:appoints appoints sets by authority or by mutual agreement the relationship between an event (the cause) and a second event (the effect), where the ASSOC FND fibo-fnd-rel-rel:causes causes second event is understood as a consequence of the first; also, the relationship between a ASSOC FND fibo-fnd-rel-rel:characterizes characterizes a feature or quality that distinguishes something from something else ASSOC FND fibo-fnd-rel-rel:comprises comprises includes, especially within a particular scope, is made up of ASSOC FND fibo-fnd-rel-rel:confers confers grants or bestows by virtue of some authority ASSOC FND fibo-fnd-rel-rel:controls controls exercises authoritative or dominating influence over; directs ASSOC FND fibo-fnd-rel-rel:defines defines meaning of, fixes or marks the limits of, demarcates ASSOC FND fibo-fnd-rel-rel:designates designates to name something officially or appoint someone to a position officially ASSOC FND fibo-fnd-rel-rel:embodies embodies concrete and perceptible ASSOC FND fibo-fnd-rel-rel:evaluates evaluates (rel) assesses the nature, quality, or ability of someone or something ASSOC FND fibo-fnd-rel-rel:generates generates produces through the application of one or more mathematical or logical steps or rules ASSOC FND fibo-fnd-rel-rel:governs governs prevails or has decisive influence over; exercises authority ASSOC FND fibo-fnd-rel-rel:hasContext has Context provides a context in which something is defined, expressed, or represented ASSOC FND fibo-fnd-rel-rel:hasDesignation has Designation relates an individual or organization to a position, role, or other designation ASSOC FND fibo-fnd-rel-rel:hasIdentity has Identity provides a means for identifying something that fills a particular role is the relationship between a party and something it possesses, or over which it exercises ASSOC FND fibo-fnd-rel-rel:holds holds some ownership or control or has at its discretion the ability to dispose of it as it sees fit ASSOC FND fibo-fnd-rel-rel:involves involves (of a situation or event) includes (something) as a necessary part or result ASSOC FND fibo-fnd-rel-rel:isConferredOn is Conferred On that on which the conferred thing is conferred ASSOC FND fibo-fnd-rel-rel:issues issues officially makes something available ASSOC FND fibo-fnd-rel-rel:manages manages relates an autonomous agent to something that it directs in some way ASSOC FND fibo-fnd-rel-rel:mandates mandates similar concept that requires it ASSOC FND fibo-fnd-rel-rel:produces produces process ASSOC FND fibo-fnd-rel-rel:provides provides makes something available BASE FND fibo-fnd-rel-rel:Reference Reference a concept that refers to (or stands in for) another concept BASE FND fibo-fnd-rel-rel:Referent Referent the concept that another concept stands for or refers to ASSOC FND fibo-fnd-rel-rel:refersTo refers To referent for that reference relates some textual or other symbol or some set of words to some concept that has the ASSOC FND fibo-fnd-rel-rel:represents represents sense or meaning the representation is intended to convey BASE FND fibo-fnd-txn-acc:AccountsLedgerEntry Accounts Ledger Entry ASSOC FND fibo-fnd-txn-acc:amount amount ASSOC FND fibo-fnd-txn-acc:isPartOf is Part Of ASSOC FND fibo-fnd-txn-acc:reflectedInSome reflected In Some ASSOC FND fibo-fnd-txn-acc:triggers triggers FIB-DM 2020 Q1 DEV Entities Page 102/151 Entity Type Package Code Name Comment BASE FND fibo-fnd-txn-cle:AccountingReportingParty Accounting Reporting The party, from the perspective of which economic facts are defined. BASE FND fibo-fnd-txn-cle:AspectViewingParty Paying Agent The party from the perspective of which the aspect is defined. ASSOC FND fibo-fnd-txn-cle:asReportedBy as Reported By ASSOC FND fibo-fnd-txn-cle:asSeenBy as Seen By BASE FND fibo-fnd-txn-cle:CashflowCommitment Cashflow Commitment A legal or contractual commitment to some cash flows in the future. Contractual An obligation which is one perspective on a commitment which is both a contractual BASE FND fibo-fnd-txn-cle:ContractualTransactionObligation Transaction Obligation commitment and a transaction-related economic commitment. BASE FND fibo-fnd-txn-cle:DebtClaim Obligor ASSOC FND fibo-fnd-txn-cle:definedOnThePartOf defined On The Part Of Needs to be unpicked Equity represents ownership in some venture. You own a piece of the assets of the venture, which gives you a claim on those assets. there is parallel to the BASE FND fibo-fnd-txn-cle:EquityClaim Equity Claim discharging of obligations and rights in a transaction, in there here, the obligation/right ASSOC FND fibo-fnd-txn-cle:hasEnd has End ASSOC FND fibo-fnd-txn-cle:hasStart has Start BASE FND fibo-fnd-txn-cle:REATransactionObligation REA Transaction BASE FND fibo-fnd-txn-cle:REATransactionRight REA Transaction Right BASE FND fibo-fnd-txn-ecr:EconomicContext Economic Context BASE FND fibo-fnd-txn-ecr:EconomicResource Economic Resource Anything that can bought sold or exchanged. The material form of the Economic Resource; that is the thing which is recognized as being an Economic Resource as defined here, Editorial Note: This would usually be some Independent Thing. However it is conceivable that the existence of some relative thing, for example an asset, may itself be regarded and defined as a resource, over and above the role or context already defined for it. Therefore this identity relationship has a range of Thing, but is modeled as a sub property of "identity" to make this conclusion explicit. Editorial Note: ASSOC FND fibo-fnd-txn-ecr:takesMaterialForm takes Material Form This is a relationship with the sense that some relative thing takes the form of something, ASSOC FND fibo-fnd-txn-ev:bestows bestows Contractual A commitment, defined in a Contract, in which one Party to that Contract undertakes to do BASE FND fibo-fnd-txn-ev:ContractualUndertaking Undertaking something or to deliver something or make some payment, to the other Party. BASE FND fibo-fnd-txn-ev:DischargingEvent Discharging Event The event in which the ASSOC FND fibo-fnd-txn-ev:givesRiseTo gives Rise To ASSOC FND fibo-fnd-txn-ev:isMadeAsPartOf is Made As Part Of ASSOC FND fibo-fnd-txn-ev:isPartyTo is Party To ASSOC FND fibo-fnd-txn-ev:isUndertakingTo is Undertaking To ASSOC FND fibo-fnd-txn-ev:madeBy made By BASE FND fibo-fnd-txn-ev:Revaluation Revaluation ASSOC FND fibo-fnd-txn-ev:terminates terminates BASE FND fibo-fnd-txn-ev:TransactionUndertaking Transaction service or make some payment in cash or in kind. ASSOC FND fibo-fnd-txn-ev:undertakenBy undertaken By BASE FND fibo-fnd-txn-ev:Undertaking Undertaking Some undertaking to act. BASE FND fibo-fnd-txn-ev:UndertakingEvent Undertaking Event some other party. BASE FND fibo-fnd-txn-ev:UndertakingParty Undertaking Party ASSOC FND fibo-fnd-txn-mkt:consideration consideration ASSOC FND fibo-fnd-txn-mkt:counterparty counterparty FIB-DM 2020 Q1 DEV Entities Page 103/151 Entity Type Package Code Name Comment customer Transacts ASSOC FND fibo-fnd-txn-mkt:customerTransactsWithVendor With Vendor Any transaction which defines a supply of some negotiable item in return for some BASE FND fibo-fnd-txn-mkt:MarketTransaction Market Transaction Consideration. The Market Transaction has a Principal and a Counterparty, i.e. it is not Market Transaction BASE FND fibo-fnd-txn-mkt:MarketTransactionInvoicingTerms Invoicing Terms Market Transaction BASE FND fibo-fnd-txn-mkt:MarketTransactionPaymentTerms Payment Terms ASSOC FND fibo-fnd-txn-mkt:paymentTerms payment Terms ASSOC FND fibo-fnd-txn-mkt:principal principal BASE FND fibo-fnd-txn-mkt:TransactionCounterparty Transaction BASE FND fibo-fnd-txn-mkt:TransactionPrincipal Transaction Principal Quantified Raw Some measured or quantified amount of some raw material. Scope Note: This is a kind of BASE FND fibo-fnd-txn-qr:QuantifiedRawMaterial Material economic resource i.e. it may be bought or sold or exchanged, or put to work in some quantified Raw The actual numerical amount of some material, that is represented as quantified raw ASSOC FND fibo-fnd-txn-qr:quantifiedRawMaterialTakesMaterialForm Material Takes material. BASE FND fibo-fnd-txn-qr:QuantifiedResource Quantified Resource An amount of something which is defined in terms of its use for some purpose. Contractual Economic An economic agreement forming part of a transaction, which has contractual standing as BASE FND fibo-fnd-txn-rea:ContractualEconomicAgreement Agreement evidenced by a contract between the two parties to the Agreement. contractual Economic ASSOC FND fibo-fnd-txn-rea:contractualEconomicAgreementHasParty Agreement Has Party Contractual Economic Some Commitment, made as part of a transaction (economic) agreement, which has BASE FND fibo-fnd-txn-rea:ContractualEconomicCommitment Commitment contractual standing. contractual Economic ASSOC FND fibo-fnd-txn-rea:contractualEconomicCommitmentDescribedInCommitment BASE FND fibo-fnd-txn-rea:ContractualTransaction Contractual An economic transaction which has some contractual basis. Contractual BASE FND fibo-fnd-txn-rea:ContractualTransactionParty Transaction Party That which is party to a transaction which has contractual standing. contractual ASSOC FND fibo-fnd-txn-rea:contractualTransactionPartyIdentity Transaction Party Transaction Party is identified as some form of Legal Entity in all cases. ASSOC FND fibo-fnd-txn-rea:definedInContextOf defined In Context Of BASE FND fibo-fnd-txn-rea:EconomicAgreement Economic Agreement economic Agreement ASSOC FND fibo-fnd-txn-rea:economicAgreementGovernsTransaction Governs Transaction The transaction which is set out by this agreement. Some Commitment which forms part of the subject of some Transaction, being an BASE FND fibo-fnd-txn-rea:EconomicCommitment Economic Commitment undertaking by one or other of the parties to the transaction, extended to the other party to BASE FND fibo-fnd-txn-rea:EconomicContract Economic Contract A contract relating to and governing an economic transaction between two parties. BASE FND fibo-fnd-txn-rea:EconomicContractTermsSet Economic Contract Terms underlying the contract for a transaction. BASE FND fibo-fnd-txn-rea:EconomicTransaction Economic Transaction Some exchange of some items of economic value between two parties (economic agents). establishes Contractual An economic contract sets up some commitment on the part of one or other party to the ASSOC FND fibo-fnd-txn-rea:establishesContractualEconomicCommitmentEconomic Commitment contract. ASSOC FND fibo-fnd-txn-rea:hasCorresponding has Corresponding

FIB-DM 2020 Q1 DEV Entities Page 104/151 Entity Type Package Code Name Comment has Corresponding ASSOC FND fibo-fnd-txn-rea:hasCorrespondingAlternativeAspect Alternative Aspect ASSOC FND fibo-fnd-txn-rea:hasPerspective has Perspective ASSOC FND fibo-fnd-txn-rea:hasTransactionComponent has Transaction ASSOC FND fibo-fnd-txn-rea:hasTransactionParty has Transaction Party ASSOC FND fibo-fnd-txn-rea:isImbalanceIn is Imbalance In described) between one party and another. BASE FND fibo-fnd-txn-rea:REAClaim REA Claim two parties with respect to one another. sets Out Contractual The economic commitment set out in the terms to the contract which formalizes the ASSOC FND fibo-fnd-txn-rea:setsOutContractualEconomicCommitmentEconomic Commitment agreement to the transaction. ASSOC FND fibo-fnd-txn-rea:subject subject ASSOC FND fibo-fnd-txn-rea:transactedUnder transacted Under BASE FND fibo-fnd-txn-rea:TransactionBusinessEvent Transaction Business Occurrence in time that partners to a business transaction wish to monitor or control. transaction Embodies ASSOC FND fibo-fnd-txn-rea:transactionEmbodiesEconomicAgreementEconomic Agreement BASE FND fibo-fnd-txn-rea:TransactionEvent Transaction Event (txn) The event component of a transaction BASE FND fibo-fnd-txn-rea:TransactionEventAspect Transaction Event A transaction side as seen from the perspective of one of the parties to the transaction. transaction Event ASSOC FND fibo-fnd-txn-rea:transactionEventFollowsBusinessProcess Follows Business BASE FND fibo-fnd-txn-rea:TransactionParty Transaction Party of economic value or some payment or both. ASSOC FND fibo-fnd-txn-rea:transactsWith transacts With ASSOC FND fibo-fnd-txn-sec:embodies embodies Financial Primary BASE FND fibo-fnd-txn-sec:FinancialPrimaryMarketTransaction Market Transaction Financial Securities Secondary Market A Transaction in which some negotiable security is provided in exchange for some BASE FND fibo-fnd-txn-sec:FinancialSecuritiesSecondaryMarketTransactionTransaction Consideration. ASSOC FND fibo-fnd-txn-sec:follows follows ASSOC FND fibo-fnd-txn-sec:governs governs Securities Transaction The contract (written or implied) which governs the transaction of securities in the BASE FND fibo-fnd-txn-sec:SecuritiesTransactionContract Contract secondary Market. Securities Transaction BASE FND fibo-fnd-txn-sec:SecuritiesTransactionCounterparty Counterparty Securities Transaction BASE FND fibo-fnd-txn-sec:SecuritiesTransactionPrincipal Principal BASE FND fibo-fnd-txn-sec:SettlementProcess Settlement Process BASE FND fibo-fnd-txn-sec:WhenIssuedTransaction When Issued Trading in securities ahead of them being traded. BASE FND fibo-fnd-txn-sup:BundleOfResources Bundle Of Resources BASE FND fibo-fnd-txn-sup:Customer Customer (txn)) ASSOC FND fibo-fnd-txn-sup:customer customer BASE FND fibo-fnd-txn-sup:DeliveryTerms Delivery Terms (fnd) ASSOC FND fibo-fnd-txn-sup:denomination denomination "Monetary Amount". ASSOC FND fibo-fnd-txn-sup:governedByTerms governed By Terms

FIB-DM 2020 Q1 DEV Entities Page 105/151 Entity Type Package Code Name Comment ASSOC FND fibo-fnd-txn-sup:supply supply BASE FND fibo-fnd-txn-sup:SupplyTransaction Supply Transaction BASE FND fibo-fnd-txn-sup:SupplyTransactionTerms Supply Transaction BASE FND fibo-fnd-txn-sup:Vendor Vendor ASSOC FND fibo-fnd-txn-sup:vendor vendor BASE FND fibo-fnd-txn-txnx:ContractuallyDefinedBenefit Contractually Defined Some benefit from one party to the other party, defined in contractual terms. BASE FND fibo-fnd-txn-txnx:ContractualRelationship Contractual some rights under a contract, to one another. BASE FND fibo-fnd-txn-txnx:CoveredTransaction Covered Transaction A transaction covered by some Master Agreement. A legal contract which is deemed to apply to a number of future activities between the BASE FND fibo-fnd-txn-txnx:MasterAgreement Master Agreement parties thereto and having force over future agreements or contracts to be brought into BASE FND fibo-fnd-txn-txnx:MasterAgreementObligation Master Agreement obligation set out in some master agreement BASE FND fibo-fnd-utl-alx:AnnualizedStandardDeviation Issuance Process standard deviation for some measure over a specific reference period BASE FND fibo-fnd-utl-alx:ArithmeticMean Obligor sum of a collection of numbers divided by the number of numbers in the collection BASE FND fibo-fnd-utl-alx:Aspect Paying Agent charateristic or feature that can be used to dimensionalize, filter, or subset something BASE FND fibo-fnd-utl-alx:AverageAbsoluteDeviation Average Absolute average of the absolute deviations from a central point BASE FND fibo-fnd-utl-alx:CalculationFormula Calculation Formula something BASE FND fibo-fnd-utl-alx:Constant Constant or expression BASE FND fibo-fnd-utl-alx:Difference Difference another BASE FND fibo-fnd-utl-alx:Dispersion Dispersion degree of scatter or variability shown by observations ASSOC FND fibo-fnd-utl-alx:evaluates evaluates (utl)) calculates a quantity value based on some mathematical formula BASE FND fibo-fnd-utl-alx:Expression Expression finite combination of symbols that are well-formed according to applicable rules BASE FND fibo-fnd-utl-alx:FinitePopulation Finite Population population for which it is possible to count its units BASE FND fibo-fnd-utl-alx:Formula Formula general fact or rule expressed in letters and symbols; may consist of one or more expressions mean that indicates the central tendency or typical value of a set of numbers by using the BASE FND fibo-fnd-utl-alx:GeometricMean Geometric Mean product of their values (as opposed to the arithmetic mean which uses their sum) ASSOC FND fibo-fnd-utl-alx:hasApplicableDatePeriod has Applicable Date indicates the date period for which the statistical measure is applicable ASSOC FND fibo-fnd-utl-alx:hasArgument has Argument variable ASSOC FND fibo-fnd-utl-alx:hasBasePeriod has Base Period recent reporting period is compared ASSOC FND fibo-fnd-utl-alx:hasExpression has Expression specifies a mathematical or other formal expression, which may be part of a formula ASSOC FND fibo-fnd-utl-alx:hasFormula has Formula chemical formula ASSOC FND fibo-fnd-utl-alx:hasMinuend has Minuend specifies the quantity value from which something is subtracted; the value that is diminished ASSOC FND fibo-fnd-utl-alx:hasObservedValue has Observed Value specifies a collection of values over which some analysis is performed ASSOC FND fibo-fnd-utl-alx:hasOperand has Operand indicates the operand of a mathematical argument, parameter or other similar concept ASSOC FND fibo-fnd-utl-alx:hasPeriodicity has Periodicity specifies a recurrence interval (monthly, quarterly, annual) that a statistical measure reflects ASSOC FND fibo-fnd-utl-alx:hasReferencePeriod has Reference Period applies ASSOC FND fibo-fnd-utl-alx:hasReleaseDate has Release Date specifies the release date for a given economic indicator ASSOC FND fibo-fnd-utl-alx:hasSubtrahend has Subtrahend specifies the quantity value that is subtracted from something ASSOC FND fibo-fnd-utl-alx:isEvaluatedBy is Evaluated By links a quantity value to the expression that generated it ASSOC FND fibo-fnd-utl-alx:isMeasureOf is Measure Of indicates the concept being measured BASE FND fibo-fnd-utl-alx:Mean Mean most common measure of central tendency; the average of a set of numbers BASE FND fibo-fnd-utl-alx:Measure Measure ascertained by measuring BASE FND fibo-fnd-utl-alx:Median Median distribution, into two halves BASE FND fibo-fnd-utl-alx:MedianAbsoluteDeviation Median Absolute arithmetic mean, the median or the mode FIB-DM 2020 Q1 DEV Entities Page 106/151 Entity Type Package Code Name Comment BASE FND fibo-fnd-utl-alx:NumericIndex Numeric Index change in some aggregate relative to the value of the aggregate at a reference period BASE FND fibo-fnd-utl-alx:Percentage Percentage variable and equal to 100 BASE FND fibo-fnd-utl-alx:QualifiedMeasure Qualified Measure calculated proportional relationship between two different numbers or quantities, or in mathematics a BASE FND fibo-fnd-utl-alx:Ratio Ratio quotient of two numbers or expressions, arrived at by dividing one by the other BASE FND fibo-fnd-utl-alx:RatioValue Ratio Value a datum of a specific quantity type measure of the extent to which the estimate of a characteristic from different possible BASE FND fibo-fnd-utl-alx:SamplingVariance Sampling Variance samples of the same size and the same design differ from one another BASE FND fibo-fnd-utl-alx:ScopedMeasure Scoped Measure applies BASE FND fibo-fnd-utl-alx:StandardDeviation Standard Deviation mean of a data set physical location that is defined per some program for designating geographic regions for the BASE FND fibo-fnd-utl-alx:StatisticalArea Statistical Area purposes of tabulating and presenting statistical data Statistical Area identifier for a physical location that is defined per a nationally consistent program for BASE FND fibo-fnd-utl-alx:StatisticalAreaIdentifier Identifier designating geographic regions for the purposes of tabulating and presenting statistical data summary (means, mode, total, index, etc.) of the individual quantitative variable values for BASE FND fibo-fnd-utl-alx:StatisticalMeasure Statistical Measure the statistical units in a specific group (study domain) BASE FND fibo-fnd-utl-alx:StatisticalPopulation Statistical Population statistical universe filtered by time and region BASE FND fibo-fnd-utl-alx:StatisticalProgram Statistical Program one or more studies or surveys collection representing the total membership, or 'universe', of people, resources, products, BASE FND fibo-fnd-utl-alx:StatisticalUniverse Statistical Universe services, events, or entities of interest for some question, experiment, survey or statistical BASE FND fibo-fnd-utl-alx:Total Total sum of the values for some characteristic of all units BASE FND fibo-fnd-utl-alx:Variable Variable symbol that represents a parameter in a formula or expression BASE FND fibo-fnd-utl-alx:Variance Variance mean of a data set BASE FND fibo-fnd-utl-alx:WeightingFunction Weighting Function element of a set with respect to the whole BASE FND fibo-fnd-utl-av:MaturityLevel Maturity Level classifier used to indicate state of an artifact with respect to its development lifecycle BASE FND fibo-fnd-utl-val:BasisPointsValue Basis Points Value one hundredth of one percentage point A floating point representation of a number. Note that this class is not intended to be used BASE FND fibo-fnd-utl-val:FloatingPointValue Floating Point Value directly (in these cases use xsd:double) but is intended to be subclassed with values with An integer value is a numeric value with that represents an Integer using an xsd:integer. Note BASE FND fibo-fnd-utl-val:IntegerValue Integer Value that this class is not intended to be used directly (in these cases use xsd:integer) but is BASE FND fibo-fnd-utl-val:NumericRatioValue Numeric Ratio Value A numeric value representing a ratio between two other numeric values. A numeric value is a single value intended to represent any number without restriction as to BASE FND fibo-fnd-utl-val:NumericValue Numeric Value precision, scale or representation. The number or expression is contained in the BASE FND fibo-fnd-utl-val:PercentageValue Percentage Value hundred. A single value is a Value with exactly one distinguished 'hasDataValue' property that BASE FND fibo-fnd-utl-val:SingleValue Single Value represents the primary data element of that value. Other properties of a SingleValue may be A text value is a single value representing textural information represented as an xsd:string. BASE FND fibo-fnd-utl-val:TextValue Text Value Note that this class is not intended to be used directly (in these cases use xsd:string) but is

FIB-DM 2020 Q1 DEV Entities Page 107/151 Entity Type Package Code Name Comment A Value is an immutable piece of information without a specific lifetime or identity independent of the properties that have such a value as their subject. Subtypes of Value are intended to include semantic, business relevant types that are not independent, mediating or relative things. Value is not intended to be used directly (a concept known as "abstract" in other languages such as UML), but is intended to have subclasses that are used in domain models. All explicit triples which have a value instance as their subject (with the exception of BASE FND fibo-fnd-utl-val:Value Value annotations) are defined as part of the identity of the value instance. The set of such Canadian Consumer an economic indicator representing a measure of changes over time in the prices of a fixed BASE IND fibo-ind-ei-caei:CanadianConsumerPriceIndex Price Index basket of consumer goods and services that Canadian private households consume Canadian Households soldiers on military bases, people living on First Nations reserves, institutionalized persons, BASE IND fibo-ind-ei-caei:CanadianHouseholdsConsumersUniverse Consumers Universe and households living in the rural areas of the three northern territories Canadian Producer an economic indicator representing a measure of the change over time in the prices of a BASE IND fibo-ind-ei-caei:CanadianProducerPriceIndex Price Index fixed-basket of domestic producer goods and services BASE IND fibo-ind-ei-caei:IndustrialProductsSector Industrial Products sold by manufacturers in Canada a classifier for a sector of the economy used for price indices focused on contractors' selling BASE IND fibo-ind-ei-caei:NewHousingSector New Housing Sector prices of new residential houses, where detailed specifications pertaining to each house BASE IND fibo-ind-ei-caei:RawMaterialsSector Raw Materials Sector for further processing BASE IND fibo-ind-ei-ei:AverageDailyEarnings Average Daily Earnings a measure of the average daily wage an employee makes over the reporting period BASE IND fibo-ind-ei-ei:AverageEarnings Average Earnings a measure of the average wage an hourly or salaried worker makes in a given period of time BASE IND fibo-ind-ei-ei:AverageHourlyEarnings Average Hourly a measure of the average hourly wage an employee makes over the reporting period BASE IND fibo-ind-ei-ei:AverageMonthlyEarnings Average Monthly a measure of the average monthly wage an employee makes over the reporting period BASE IND fibo-ind-ei-ei:AverageWeeklyEarnings Average Weekly a measure of the average weekly wage an employee makes over the reporting period Capital Labor Energy Materials Multifactor BASE IND fibo-ind-ei-ei:CapitalLaborEnergyMaterialsMultifactorProductivityProductivity a ratio of a quantity index of gross output to a quantity index of combined inputs Capital Labor a ratio of a quantity index of value added to a quantity index of combined labor and capital BASE IND fibo-ind-ei-ei:CapitalLaborMultifactorProductivityValueAddedMultifactor input Capital Productivity BASE IND fibo-ind-ei-ei:CapitalProductivityValueAdded Value Added a ratio of a quantity index of value added to a quantity index of capital input BASE IND fibo-ind-ei-ei:Civilian Civilian a person that is not a member of the military (i.e., that is not on active duty) BASE IND fibo-ind-ei-ei:CivilianLaborForce Civilian Labor Force during a given reporting period Civilian Labor Force an economic indicator representing the rate of participation the labor force of a given BASE IND fibo-ind-ei-ei:CivilianLaborForceParticipationRate Participation Rate economy for some specified period Civilian Non live in institutions (for example, correctional facilities, long-term care hospitals, and nursing BASE IND fibo-ind-ei-ei:CivilianNonInstitutionalPopulation Institutional Population homes), and are not on active military duty BASE IND fibo-ind-ei-ei:CombinedStatisticalArea Combined Statistical measured by commuting patterns BASE IND fibo-ind-ei-ei:ConsumerPriceIndex Consumer Price Index consumer goods and services that households consume a statistical measure of economic activity that is regular and comparable in the context of a BASE IND fibo-ind-ei-ei:EconomicIndicator Economic Indicator statistical area (region), used for analysis of economic performance and predictions of future BASE IND fibo-ind-ei-ei:EmployedPopulation Employed Population a subset of the civilian labor force considered to be employed during the reporting period Employment an economic indicator representing the ratio of the employed population with respect to the BASE IND fibo-ind-ei-ei:EmploymentPopulationRatio Population Ratio overall civilian non-institutional population of a given economy for some specified period BASE IND fibo-ind-ei-ei:Enterprise Enterprise a functional business entity that produces and/or sells goods or services FIB-DM 2020 Q1 DEV Entities Page 108/151 Entity Type Package Code Name Comment a statistical universe consisting of enterprises designed for the purposes of supporting BASE IND fibo-ind-ei-ei:EnterprisePopulation Enterprise Population surveys such as those used as the basis for employment and producer price indices BASE IND fibo-ind-ei-ei:Establishment Establishment an enterprise (or part of an enterprise) that operates from a single physical location the total number of persons who work in or for the establishment including working Establishment proprietors, active business partners and unpaid family workers, as well as persons working BASE IND fibo-ind-ei-ei:EstablishmentEmployment Employment outside the establishment when paid by and under the control of the establishment, for BASE IND fibo-ind-ei-ei:EstablishmentPopulation Establishment a subset of the enterprise population focused on establishments BASE IND fibo-ind-ei-ei:FixedBasket Fixed Basket time BASE IND fibo-ind-ei-ei:FixedBasketConstituent Fixed Basket component of a fixed basket Goods Or Services a statistical universe consisting of specific goods and/or services designed for the purposes of BASE IND fibo-ind-ei-ei:GoodsOrServicesPopulation Population supporting surveys such as those used as the basis for price indices Government Specified BASE IND fibo-ind-ei-ei:GovernmentSpecifiedStatisticalArea Statistical Area statistical area defined by a government agency Gross Domestic an economic indicator representing the broadest measure of aggregate economic activity, BASE IND fibo-ind-ei-ei:GrossDomesticProduct Product measuring the total unduplicated market value of all final goods and services produced ASSOC IND fibo-ind-ei-ei:hasIndicatorValue has Indicator Value specifies quantity value for a given indicator ASSOC IND fibo-ind-ei-ei:hasSeriesOrigin has Series Origin specifies the original starting date for the time series for a given economic indicator an individual or small group of persons who occupy a housing unit (such as a house or BASE IND fibo-ind-ei-ei:Household Household apartment) as their usual place of residence, who pool some, or all, of their income and a house, an apartment, a mobile home or trailer, a group of rooms, or a single room BASE IND fibo-ind-ei-ei:HousingUnit Housing Unit occupied as separate living quarters, or if vacant, intended for occupancy as separate living BASE IND fibo-ind-ei-ei:InflationRate Inflation Rate period, for a given statistical area Input Producer Price an economic indicator representing a measure of the rate of change over time in the prices BASE IND fibo-ind-ei-ei:InputProducerPriceIndex Index of inputs of goods and services purchased by the producer BASE IND fibo-ind-ei-ei:InstitutionalPerson Institutional Person rehabilitation, or incarceration a party that is capable, in its own right, of owning assets, incurring liabilities, and engaging in BASE IND fibo-ind-ei-ei:InstitutionalUnit Institutional Unit economic activities and in transactions with other parties Labor Productivity BASE IND fibo-ind-ei-ei:LaborProductivityGrossOutput Gross Output a ratio of a quantity index of gross output to a quantity index of labor input Labor Productivity BASE IND fibo-ind-ei-ei:LaborProductivityValueAdded Value Added a ratio of a quantity index of value added to a quantity index of labor input Metropolitan Statistical one or more adjacent counties or county equivalents that have at least one urban core area BASE IND fibo-ind-ei-ei:MetropolitanStatisticalArea Area of at least 50,000 population, plus adjacent territory that has a high degree of social and Micropolitan Statistical one or more adjacent counties or county equivalents that have at least one urban core area BASE IND fibo-ind-ei-ei:MicropolitanStatisticalArea Area of at least 10,000 population but less than 50,000, plus adjacent territory that has a high BASE IND fibo-ind-ei-ei:MilitaryPerson Military Person a person that is a member of the active duty military BASE IND fibo-ind-ei-ei:OutputProducerPriceIndex Output Producer Price of products sold as they leave the producer Personal Consumption an economic indicator representing a measure of the value of the goods and services BASE IND fibo-ind-ei-ei:PersonalConsumptionExpenditures Expenditures purchased by, or on the behalf of, 'persons' Population Not In a subset of the civilian, noninstitutional population, that is considered neither employed nor BASE IND fibo-ind-ei-ei:PopulationNotInLaborForce Labor Force unemployed by the reporting agency during the reporting period BASE IND fibo-ind-ei-ei:ProducerPriceIndex Producer Price Index of goods and services bought and sold by producers BASE IND fibo-ind-ei-ei:Productivity Productivity measure of input use BASE IND fibo-ind-ei-ei:UltimateConsumer Ultimate Consumer a person that is the ultimate user of a good, product or service FIB-DM 2020 Q1 DEV Entities Page 109/151 Entity Type Package Code Name Comment Unemployed a subset of the civilian labor force that is considered to have had no employment but was BASE IND fibo-ind-ei-ei:UnemployedPopulation Population available for work, except for temporary illness, and had made specific efforts to find an economic indicator representing the ratio of the unemployed population with respect to BASE IND fibo-ind-ei-ei:UnemploymentRate Unemployment Rate the civilian labor force of a given economy for some specified period Value Added Producer an economic indicator representing a weighted average of the input and output producer BASE IND fibo-ind-ei-ei:ValueAddedProducerPriceIndex Price Index price indices BASE IND fibo-ind-ei-pub:EconomicIndicatorPublisher Economic Indicator indicators BASE IND fibo-ind-ei-pub:EconomicNewsRelease Economic News economic news Statistical Information BASE IND fibo-ind-ei-pub:StatisticalInformationPublisher Publisher a publisher that publishes statistical information a statistical information publisher comprised of the government agencies and departments BASE IND fibo-ind-ei-usei:AmericanStatisticsPublisher Delivery Terms that publish statistical information on behalf of the U.S. Federal Government Consumer Expenditure a program conducted on a regular basis that provides information on the buying habits of BASE IND fibo-ind-ei-usei:ConsumerExpenditureSurvey Survey consumers, including data on their expenditures, income, and consumer unit (families and Current Employment a survey conducted on a regular basis that presents analytical information related to BASE IND fibo-ind-ei-usei:CurrentEmploymentStatistics Statistics businesses and government agencies, in order to provide detailed industry data on a survey conducted on a regular basis that presents analytical information related to the Current Population general population of a given statistical area with respect to labor force, employment, BASE IND fibo-ind-ei-usei:CurrentPopulationSurvey Survey unemployment, persons not in the labor force, hours of work, earnings, and other Employment Situation labor force of a given statistical area, surveyed with respect to businesses, and is, for the BASE IND fibo-ind-ei-usei:EmploymentSituationEstablishmentSurveyEstablishment Survey most part, seasonally adjusted Employment Situation labor force of a given statistical area, surveyed with respect to households, and is, for the BASE IND fibo-ind-ei-usei:EmploymentSituationHouseholdSurvey Household Survey most part, seasonally adjusted BASE IND fibo-ind-ei-usei:EmploymentSituationSurvey Employment Situation employment characteristics of a given statistical area BASE IND fibo-ind-ei-usei:PointOfPurchaseSurvey Point Of Purchase items and services by consumers Urban Consumer Price an economic indicator representing a measure of the average change over time in the prices BASE IND fibo-ind-ei-usei:UrbanConsumerPriceIndex Index paid by urban consumers for a market basket of consumer goods and services BASE IND fibo-ind-ei-usei:UrbanConsumersUniverse Urban Consumers household that make joint expenditure decisions BASE IND fibo-ind-ei-usei:USProducerPriceIndex US Producer Price received by domestic producers for their output Currency Conversion a foreign exchange service involving the conversion of currency of one country or group of BASE IND fibo-ind-fx-fx:CurrencyConversionService Service countries for another, typically, but not always, as a counter transaction BASE IND fibo-ind-fx-fx:CurrencyForwardRate Currency Forward Rate expressed as a premium on the spot rate BASE IND fibo-ind-fx-fx:CurrencySpotBuyRate Currency Spot Buy Rate an indicative spot buying market rate as observed by the reporting source BASE IND fibo-ind-fx-fx:CurrencySpotMidRate Currency Spot Mid reporting source BASE IND fibo-ind-fx-fx:CurrencySpotRate Alpha2Code (cr) a rate to exchange one currency for another for immediate delivery BASE IND fibo-ind-fx-fx:CurrencySpotSellRate Currency Spot Sell Rate an indicative spot selling market rate as observed by the reporting source Foreign Exchange a financial service involving the exchange of one currency for another, conversion of one BASE IND fibo-ind-fx-fx:ForeignExchangeService Service currency for another, and transfer of money from one country to another whereby currency BASE IND fibo-ind-fx-fx:FxSpotVolatility Fx Spot Volatility a measure of exchange rate fluctuation has Quotation Block indicates the amount of the dealt currency which would be exchanged in a trade for which ASSOC IND fibo-ind-fx-fx:hasQuotationBlockAmountBasis Amount Basis the stated spot rate applies has Quotation ASSOC IND fibo-ind-fx-fx:hasQuotationSettlementBasis Settlement Basis indicates the settlement period for a trade for which the stated spot rate applies ASSOC IND fibo-ind-fx-fx:hasQuoteCurrency has Quote Currency of the base currency FIB-DM 2020 Q1 DEV Entities Page 110/151 Entity Type Package Code Name Comment International Electronic an electronic funds transfer (EFT) service involving the transfer of funds across national BASE IND fibo-ind-fx-fx:InternationalElectronicFundsTransferService Funds Transfer Service borders, that may also involve currency conversion ASSOC IND fibo-ind-fx-fx:isPremiumOn is Premium On an exchange rate expressed as a premium on the spot rate for the currency pair BASE IND fibo-ind-fx-fx:QuotedExchangeRate Quoted Exchange Rate quoted against another (base) currency a measure of the overall price level of a given rate, calculated as the sum of all values of the rates for a particular reference rate, foreign exchange rate, lending rate, or other market rate BASE IND fibo-ind-ind-ind:DailyAverageMarketRate Delivery Terms divided by the total number of rates collected over the course of a twenty-four (24) hour BASE IND fibo-ind-ind-ind:EndOfDayMarketRate End Of Day Market a specific date Financial Information a formal organization acting as a publisher or provider of information related to the financial BASE IND fibo-ind-ind-ind:FinancialInformationPublisher Publisher markets or of interest to financial market participants such as information on economies ASSOC IND fibo-ind-ind-ind:hasQuotationDate has Quotation Date indicates the quotation date for a given market rate or indicator ASSOC IND fibo-ind-ind-ind:isVolatilityOf is Volatility Of indicates something to which the volatility measure applies and of which it is a measure a rate that measures market trends for a set of instruments (S&P500, NASDAQ composite, 30 BASE IND fibo-ind-ind-ind:MarketRate Market Rate day CD) or that describes the economic climate for an industry (Dow Jones Industrial Average BASE IND fibo-ind-ind-ind:MarketSpread Market Spread a statistical measure providing the difference (or spread) between two market rates BASE IND fibo-ind-ind-ind:PriceStructure Price Structure such that volatility may be constructed for the structure BASE IND fibo-ind-ind-ind:PriceVolatility Price Volatility a statistical measure of the rate of change in pricing for a given security or market index Published Financial BASE IND fibo-ind-ind-ind:PublishedFinancialInformation Information published information made available by a financial information publisher BASE IND fibo-ind-ind-ind:QuotedPrice Quoted Price a monetary price quoted by some publisher on a given date a structured collection of rates, such as interest rates, or bond yields with different terms to BASE IND fibo-ind-ind-ind:TermStructure Term Structure maturity, such that a yield curve may be constructed for the structure BASE IND fibo-ind-ind-ind:Volatility Volatility some period of time BASE IND fibo-ind-ir-ir:BaseRate Base Rate calculated ASSOC IND fibo-ind-ir-ir:hasRateResetTimeOfDay has Rate Reset Time Of time every business day ASSOC IND fibo-ind-ir-ir:hasReferenceCurrency has Reference relates something to the currency it is based on indicates the length of time for which a given rate, such as an interbank rate, exchange rate, ASSOC IND fibo-ind-ir-ir:hasTenor has Tenor other market rate is quoted, or a debt instrument has remaining prior to maturity or BASE IND fibo-ind-ir-ir:InterbankBidRate Interbank Bid Rate deposits from other banks BASE IND fibo-ind-ir-ir:InterbankMidRate Interbank Mid Rate interbank rate that represents the mid-point between bid and offer rates BASE IND fibo-ind-ir-ir:InterbankOfferedRate Interbank Offered Rate interbank rate that is the interest rate at which participating banks lend money BASE IND fibo-ind-ir-ir:InterbankRate Interbank Rate reference rate that is the rate of interest charged on short-term loans between banks BASE IND fibo-ind-ir-ir:InterestRateAuthority Interest Rate Authority financial service provider/publisher responsible for specifying some benchmark interest rate BASE IND fibo-ind-ir-ir:InterestRateBenchmark Interest Rate central bank or group of financial institutions Interest Rate BASE IND fibo-ind-ir-ir:InterestRateBenchmarkClassificationScheme Benchmark scheme for classifying interest rate benchmarks, such as the FpML classification scheme BASE IND fibo-ind-ir-ir:MarketDataProvider Market Data Provider publisher of data relevant to financial markets reference rate that is an interest rate at which a depository institution lends funds to another BASE IND fibo-ind-ir-ir:OvernightRate Overnight Rate depository institution (short-term), or the interest rate the central bank charges a financial BASE IND fibo-ind-ir-ir:ReferenceInterestRate Reference Interest Rate market rate that is a rate of interest paid by or agreed among some bank or set of banks Specific Provider interest rate benchmark that is made available by a specific market data provider for BASE IND fibo-ind-ir-ir:SpecificProviderInterestRateBenchmark Interest Rate reference purposes BASE IND fibo-ind-mkt-bas:BasketOfCreditRisks Basket Of Credit Risks basket of securities and / or legal entities, collected for the purpose of identifying risk FIB-DM 2020 Q1 DEV Entities Page 111/151 Entity Type Package Code Name Comment BASE IND fibo-ind-mkt-bas:BasketOfEquities Basket Of Equities basket of securities whose constituents are equity instruments Capitalization Based weighting function derived from the movement in market capitalization (share price time the BASE IND fibo-ind-mkt-bas:CapitalizationBasedWeightingFunction Weighting Function number of shares outstanding) of the companies tracked by the index BASE IND fibo-ind-mkt-bas:CreditIndex Credit Index portfolio BASE IND fibo-ind-mkt-bas:CreditIndexConstituent Credit Index constituent of a basket of credit risks, such as an event represented in a credit index BASE IND fibo-ind-mkt-bas:EquitiesBasketConstituent Equities Basket equity instrument that is a component of a basket of securities BASE IND fibo-ind-mkt-bas:EquityIndex Equity Index benchmark whose constituents are exclusively equity instruments ASSOC IND fibo-ind-mkt-bas:hasDurationOfProtection has Duration Of the index ASSOC IND fibo-ind-mkt-bas:hasOriginalNotionalValue has Original Notional indicates the notional amount represented by the index when it is first constituted ASSOC IND fibo-ind-mkt-bas:hasPremium has Premium indicates a premium payable for a contract based on the index ASSOC IND fibo-ind-mkt-bas:hasUpFrontFee has Up Front Fee index after the start of its life BASE IND fibo-ind-mkt-bas:ReferenceIndex Reference Index economic index over time ASSOC IND fibo-loan-ln-hmda:hasHMDA_DispositionDate has HMDA_Disposition the date associated with the HMDA Disposition for a HMDA Covered Loan HMDA_Covered Loan a closed-end mortgage loan or open-end line of credit that is not an excluded transaction for BASE LOAN fibo-loan-ln-hmda:HMDA_CoveredLoanContract Contract HMDA reporting under US section 1003.3(c) of the Revised Home Mortgage Disclosure Act of BASE LOAN fibo-loan-ln-hmda:HMDA_Disposition HMDA_Disposition a type of action taken regarding an application for a HMDA covered loan BASE LOAN fibo-loan-ln-hmda:HMDA_PreApprovalRequest HMDA_Pre Approval certain non-credit related conditions a report prepared to satisfy HMDA regulatory reporting requirements as described US BASE LOAN fibo-loan-ln-hmda:HMDA_Report HMDA_Report section 1003.3(c) of the Revised Home Mortgage Disclosure Act of 2015 category indicating whether the applicant or borrower submitted the application for the BASE LOAN fibo-loan-ln-hmda:HowSubmitted How Submitted covered loan directly to the reporting financial institution All Borrowers Monthly BASE LOAN fibo-loan-ln-ln:AllBorrowersMonthlyIncome Income total monthly qualifying income for all borrowers on the loan BASE LOAN fibo-loan-ln-ln:AmortizationType Finalize Pool Content classifier of amortization algorithms relates a new mortgage loan contract to a previous one made to a different borrower for the ASSOC LOAN fibo-loan-ln-ln:assumes assumes same property. The new contract is created via a legally binding process where the new Automated BASE LOAN fibo-loan-ln-ln:AutomatedUnderwritingSystem Underwriting System software sytstem that produces loan underwriting decisions BASE LOAN fibo-loan-ln-ln:BorrowerMonthlyIncome Borrower Monthly total monthly qualifying income of a potential borrower BASE LOAN fibo-loan-ln-ln:CashOutStatus Cash Out Status origination that refinances an existing loan BASE LOAN fibo-loan-ln-ln:ChargeCategory Charge Category classifier indicating what a charge is for (e.g. closing costs, interest) BASE LOAN fibo-loan-ln-ln:ClosedEndCredit Closed End Credit dispersed and the loan is partially repaid BASE LOAN fibo-loan-ln-ln:Comaker Comaker improving the quality of the debt Combined Loan To ratio of the total amount of debt that is secured by the property and the appraised value of BASE LOAN fibo-loan-ln-ln:CombinedLoanToValueRatio Value Ratio the asset securing the financing BASE LOAN fibo-loan-ln-ln:CommitmentToFund Commitment To Fund commitment that obliges the lender to provide funds pursuant to a loan BASE LOAN fibo-loan-ln-ln:CommitmentToPay Commitment To Pay make payments, pay origination fees) BASE LOAN fibo-loan-ln-ln:CommitmentToRepay Commitment To Repay pursuant to a loan BASE LOAN fibo-loan-ln-ln:CommitmentToReport Commitment To commitment obliging a party to deliver a report BASE LOAN fibo-loan-ln-ln:ConstructionType Construction Type particular kind of construction BASE LOAN fibo-loan-ln-ln:CreditRiskAssessment Credit Risk Assessment a loan BASE LOAN fibo-loan-ln-ln:DwellingCapacity Dwelling Capacity category indicating how many dwellings some property has BASE LOAN fibo-loan-ln-ln:Ethnicity Ethnicity language FIB-DM 2020 Q1 DEV Entities Page 112/151 Entity Type Package Code Name Comment has Appraisal residential real estate valuation services for properties on which they are considering ASSOC LOAN fibo-loan-ln-ln:hasAppraisalManagementCompany Management Company extending loans to homebuyers, as required by US law ASSOC LOAN fibo-loan-ln-ln:hasAppraisedValue has Appraised Value relates to a monetary amount that is the product of a valuation event ASSOC LOAN fibo-loan-ln-ln:hasApprovedAmount has Approved Amount relates, e.g. a loan, to the amount of funds approved ASSOC LOAN fibo-loan-ln-ln:hasClosingDate has Closing Date creating the obligations therein ASSOC LOAN fibo-loan-ln-ln:hasCost has Cost relates an item to its cost ASSOC LOAN fibo-loan-ln-ln:hasCreditLimit has Credit Limit line of credit) ASSOC LOAN fibo-loan-ln-ln:hasFirstRateChangeTerm has First Rate Change interest rate cannot change. ASSOC LOAN fibo-loan-ln-ln:hasNoteAmount has Note Amount relates something to an amount to be paid as specified on an executed promissory note has Originating Service relates something, typically a loan contract, to the service provider responsible for originated ASSOC LOAN fibo-loan-ln-ln:hasOriginatingServiceProvider Provider the loan ASSOC LOAN fibo-loan-ln-ln:hasOriginatorPerson has Originator Person relates something, typically a loan, to a person that initially originates or creates it relates a credit agreement, loan, or commitment to any history of payments that have been ASSOC LOAN fibo-loan-ln-ln:hasPaymentHistory has Payment History made by the borrower up to the point that payment history is requested ASSOC LOAN fibo-loan-ln-ln:hasPrePaymentPenaltyTerm has Pre Payment penalty ASSOC LOAN fibo-loan-ln-ln:hasPrincipalAmount has Principal Amount indicates the notional amount of the contract ASSOC LOAN fibo-loan-ln-ln:hasRequestedAmount has Requested Amount relates e.g. a request for a loan to the amount of funds requested (e.g. regarding a loan) has Scheduled Unpaid relates to what the balance should be after a scheduled payment is made according to ASSOC LOAN fibo-loan-ln-ln:hasScheduledUnpaidBalance Balance contract terms ASSOC LOAN fibo-loan-ln-ln:hasSeniorAppraiser has Senior Appraiser relates e.g. an appraisal to the appraiser with seniority or supervisory responsibilities ASSOC LOAN fibo-loan-ln-ln:hasTotalClosingCosts has Total Closing Costs 1026.38(f)(4). ASSOC LOAN fibo-loan-ln-ln:hasTotalPointsAndFees has Total Points And with Regulation Z, Truth in Lending. ASSOC LOAN fibo-loan-ln-ln:hasUnitCost has Unit Cost relates an item to its unit cost ASSOC LOAN fibo-loan-ln-ln:isInspectionOf is Inspection Of relates an inspection to the thing being inspected relates an occurrence to a party that fully or partially performs the activity or process ASSOC LOAN fibo-loan-ln-ln:isPerformedBy is Performed By corresponding to the occurrence (e.g. who performed an inspection) ASSOC LOAN fibo-loan-ln-ln:isServicedBy is Serviced By relates a loan to the financial service provider that services it BASE LOAN fibo-loan-ln-ln:LenderLienPosition Lender Lien Position category indicating whether the lender has the primary lien position BASE LOAN fibo-loan-ln-ln:LineItem Line Item description of a product or service including its unit cost, number of units and total cost agreement whereby one party extends money or credit to another party with the agreement BASE LOAN fibo-loan-ln-ln:Loan Loan that the borrowed money will be repaid according to specific terms BASE LOAN fibo-loan-ln-ln:LoanApplication Loan Application information used to decide whether to grant the loan BASE LOAN fibo-loan-ln-ln:LoanMarketCategory Loan Market Category category indicating the market domain in which the loan product is offered BASE LOAN fibo-loan-ln-ln:LoanOffering Loan Offering circumstances aimed at one potential borrower BASE LOAN fibo-loan-ln-ln:LoanPrincipal Loan Principal notional value of the loan that must be paid at or before maturity BASE LOAN fibo-loan-ln-ln:LoanProduct Loan Product institution with specific characteristics and terms BASE LOAN fibo-loan-ln-ln:LoanToValueRatio Loan To Value Ratio appraised value of the asset securing the financing Manufactured Home category indicating whether the covered loan is secured by a manufactured home only or BASE LOAN fibo-loan-ln-ln:ManufacturedHomeLegalClassification Legal Classification with land as well BASE LOAN fibo-loan-ln-ln:Mortgage Mortgage a loan contract that is secured by real property BASE LOAN fibo-loan-ln-ln:MortgageLoanPurpose Mortgage Loan dwelling construction, or loan refinancing the number permanently assigned by the Nationwide Mortgage Licensing System and BASE LOAN fibo-loan-ln-ln:NMLSR_ID NMLSR_ID Registry (NMLS) for each company, branch, and individual that maintains a single account on FIB-DM 2020 Q1 DEV Entities Page 113/151 Entity Type Package Code Name Comment Open End Loan a loan contract for a line of credit where a borrower may take money and pay it back up to BASE LOAN fibo-loan-ln-ln:OpenEndLoanContract Contract an agreed limit, and interest is charged only on the amount that remains, which may be paid Ownership Interest a category indicating the nature of the applicant's or borrower's ownership or leasehold BASE LOAN fibo-loan-ln-ln:OwnershipInterestType Type interest in the land where the manufactured home is located. record of actual payments of principal, interest, and other related amounts made by a BASE LOAN fibo-loan-ln-ln:PaymentHistory Payment History borrower to a lender or servicer in order to fulfill their re-payment obligation BASE LOAN fibo-loan-ln-ln:PreApprovalContract Pre Approval Contract property, and unchanged creditworthiness BASE LOAN fibo-loan-ln-ln:PreApprovalRequest Pre Approval Request a loan of up to a specified amount of money BASE LOAN fibo-loan-ln-ln:PrepaymentTerms Prepayment Terms principal repayment terms related to payment of the loan prior to maturity BASE LOAN fibo-loan-ln-ln:PropertyInspection Property Inspection status or deficiency BASE LOAN fibo-loan-ln-ln:PropertyUsage Property Usage a category indicating the manner in which the borrower intends to utilize the property BASE LOAN fibo-loan-ln-ln:PublicRecord Public Record government agencies BASE LOAN fibo-loan-ln-ln:PublicRecordCategory Public Record Category a particular classification of public record, e.g. tax lien, wage garnishment, foreclosure BASE LOAN fibo-loan-ln-ln:Race Race or eye color BASE LOAN fibo-loan-ln-ln:RealPropertyAppraisal Real Property Appraisal worth. a mortgage contract that pays out money to the borrower against a set principal limit that is BASE LOAN fibo-loan-ln-ln:ReverseMortgage Reverse Mortgage (ln) based on the value of existing equity in the underlying collateral. BASE LOAN fibo-loan-ln-ln:SecuredLoan Secured Loan loan, or that is secured via third-party guarantee an agreement between two trading parties that contains information about their relative BASE LOAN fibo-loan-ln-ln:SecurityAgreement Security Agreement duties and rights regarding the disposition of a specified asset that has been used as BASE LOAN fibo-loan-ln-ln:Servicer Servicer (loan) party that collects principal and interest payments on behalf of the lender Total Debt Expense a portion of 100 that represents the ratio of all monthly debt payments of all the borrowers, BASE LOAN fibo-loan-ln-ln:TotalDebtExpenseRatio Ratio including proposed housing expenses, to the income of the borrowers as relied upon to BASE LOAN fibo-loan-ln-ln:UnderwritingAutomation Underwriting underwriting system BASE LOAN fibo-loan-ln-ln:UnderwritingDecision Underwriting Decision underwriting system BASE LOAN fibo-loan-ln-ln:UniversalLoanIdentifier Universal Loan a unique identifier given to unequivocally identify a specific mortgage loan. ASSOC LOAN fibo-loan-ln-ln:usesFactor uses Factor relates e.g. a risk assessment to something used as a factor to make the assessment. ASSOC LOAN fibo-loan-loan-loan:accepts accepts ASSOC LOAN fibo-loan-loan-loan:borrows borrows ASSOC LOAN fibo-loan-loan-loan:drawnDownBy drawn Down By An amount of money, drawn down by one party (the borrower) from a credit tranche made BASE LOAN fibo-loan-loan-loan:LoanDrawdown Loan Drawdown available by another party (the lender) at a specific point in time. Formal terms for the loan loan Maximum Maximum balance - For loans with flexible re-draw facilities, the maximum loan amount that ASSOC LOAN fibo-loan-loan-loan:loanMaximumAllowedBalance Allowed Balance could potentially be outstanding loan Original Advance The Original Balance of the loan, that is the amount advanced under this loan. Further notes: ASSOC LOAN fibo-loan-loan-loan:loanOriginalAdvanceAmount Amount PoC workings: Original balance (inclusive of fees) BASE LOAN fibo-loan-loan-loan:LoanOriginator Loan Originator The party which finds the lender for the loan, for the borrower. BASE LOAN fibo-loan-loan-loan:LoanParty Loan Party A Party to the Loan. BASE LOAN fibo-loan-loan-loan:LoanRetainedAmount Loan Retained Amount date, for example construction deposit. ASSOC LOAN fibo-loan-loan-loan:loanRetainedAmount loan Retained Amount later date, for example construction deposit. ASSOC LOAN fibo-loan-loan-loan:loanSubsidyAmount loan Subsidy Amount Loan Subsidy Received - Amount of subsidy received from government by borrower. ASSOC LOAN fibo-loan-loan-loan:retainedUntil retained Until Date when the retained amount is to be drawn by. ASSOC LOAN fibo-loan-loan-loan:spread spread The percentage of interest added to the base rate.

FIB-DM 2020 Q1 DEV Entities Page 114/151 Entity Type Package Code Name Comment ASSOC LOAN fibo-loan-loan-reg:administeredBy administered By Borrower Data BASE LOAN fibo-loan-loan-reg:BorrowerDataProtectionRequirement Protection Borrower Disclosure BASE LOAN fibo-loan-loan-reg:BorrowerDisclosureRequirement Requirement BASE LOAN fibo-loan-loan-reg:BorrowerRight Borrower Right Consumer Credit Equal BASE LOAN fibo-loan-loan-reg:ConsumerCreditEqualTreatmentRequirementTreatment Consumer Credit BASE LOAN fibo-loan-loan-reg:ConsumerCreditProtectionLaw Protection Law Applicable regulations: vary by jurisdiciton. for example, only being allowed ot divulge actual judgements against a party, but not things that are not substantiated by judgements. For Consumer Credit example, slow payments which are not covered by some judgement against the party. There BASE LOAN fibo-loan-loan-reg:ConsumerCreditReferenceAgency Reference Agency will be different regulatory requirments about: 1. What the CR Agency can hold 2. Who they BASE LOAN fibo-loan-loan-reg:ConsumerCreditRequirement Consumer Credit Requirement set out on the lender about how they must treat the appliction to a loan BASE LOAN fibo-loan-loan-reg:ConsumerProtectionAgency Consumer Protection Some agency tasked with regulating consumer protection in some jurisdiction. BASE LOAN fibo-loan-loan-reg:ConsumerProtectionLaw Consumer Protection BASE LOAN fibo-loan-loan-reg:ConsumerRight Consumer Right Credit Reference REquirements other than data protection, governing what a credit reference agency can or BASE LOAN fibo-loan-loan-reg:CreditReferenceAgencyRequirements Agency Requirements cannot do. Requirements defining how data about individuals is held. Example is the EU DA directive and laws, which make the data the property of the individual that data is about. Covers - Draw Up Offering what information i sheld - who information can be divulged to. - the individual's rights in BASE LOAN fibo-loan-loan-reg:DataProtectionRequirement Memorandum respect of that information Privacy regulations cover most of this. EU defines "Personal Disclosure Requirement for disclosure to borrowers or potential borrowers. There are two kinds of BASE LOAN fibo-loan-loan-reg:DisclosureRequirement Requirement disclosure requirement: 1. Disclosure about the information held on the borrower 2. BASE LOAN fibo-loan-loan-reg:EqualTreatmentRight Equal Treatment Right The right to equal treatment under the law. BASE LOAN fibo-loan-loan-reg:GoodFaithEstimate Good Faith Estimate termination) of the loan. BASE LOAN fibo-loan-loan-reg:InformationRight Information Right The right to full and fair disclosure of

FIB-DM 2020 Q1 DEV Entities Page 115/151 Entity Type Package Code Name Comment Rights on the lender to protect them against loss. furthe rNtoes: Logically, considering the two parties, they both have protecxtion mechanisms. so while the lender has protecxtion mechanisms through mortgage insurance, and the consumer has protextion mechanisms such as good faith estimates. also the agencies (see Consumer Protection Agency), an instance of which is the CFPB in the US (just set up). Lender rights are: - expressed in the Contract Consumer protection develops becaues the contract is written by the potential Lender. So the rights are introcued to rectify the imbalance between the two parties. Same goes for insurance. consumer protection laws (governe dby the relevant consumer protection agency. So the lender protexts itself as it writes th contract AND does the things it needs to do to protext itself, but on the approval process, and with later instruments such as insurance. Interestingly., it is the Borrower who pays for this by paying for credit reports etc. So the borrower protects itself by other mechanisms. Caveat emptor - displaced by regulation (the buyer is protected by regulation). Uberimae Fidae - in the utmost good faith. Mortgage Insurance is an additional means of mitigating the risk, that the lended may have., so if the information assessed is not accurate, or if the borrower's situation changes for the BASE LOAN fibo-loan-loan-reg:LenderRight Lender Right worse. then the risk rating may go down. So the Mortgage Insurance is a further strategy BASE LOAN fibo-loan-loan-reg:LoanProductRepresentations Loan Product Representations about the loan product and the appropriateness of this for the borrower. BASE LOAN fibo-loan-loan-reg:LoanRegulatoryRequirement Loan Regulatory legislation. ASSOC LOAN fibo-loan-loan-reg:overseenBy overseen By Product Disclosure A requirement governing what representations can be made about a product, as it affects BASE LOAN fibo-loan-loan-reg:ProductDisclosureRequirement Requirement the consumer. BASE LOAN fibo-loan-loan-reg:ProductDisclosureRight Product Disclosure The right to information about products at the point of purchasing these. BASE LOAN fibo-loan-loan-reg:RegB Reg B US regulation concerning "Equal credit opportunity act" Electronic delivery of disclosures ASSOC LOAN fibo-loan-loan-reg:regulates regulates BASE LOAN fibo-loan-loan-reg:RegZ Reg Z disclosures BASE LOAN fibo-loan-loan-reg:Representation Representation Right Of Credit Record BASE LOAN fibo-loan-loan-reg:RightOfCreditRecordCorrection Correction The right to have a credit record corrected. BASE LOAN fibo-loan-tem-app:BorrowerInformation Borrower Information information about the borrower ASSOC LOAN fibo-loan-tem-app:hasApplicationPhase has Application Phase The phase within the application lifecycle, that this Loan Application is at, ASSOC LOAN fibo-loan-tem-app:hasGrossIncome has Gross Income indicates the personal gross income of the borrower BASE LOAN fibo-loan-tem-app:IncomeVerificationReport Income Verification borrower's income Individual Person BASE LOAN fibo-loan-tem-app:IndividualPersonCreditRating Credit Rating credit rating that provides an opinion of the creditworthiness of a person Loan Application At BASE LOAN fibo-loan-tem-app:LoanApplicationAtAgreementStage Agreement Stage Loan Application At BASE LOAN fibo-loan-tem-app:LoanApplicationAtDisbursementStage Disbursement Stage Loan Application information whose purpose is to identify the borrower and to assess their ability to pay BASE LOAN fibo-loan-tem-app:LoanApplicationBorrowerAssessmentInformationBorrower Assessment (credit worthiness etc.) BASE LOAN fibo-loan-tem-app:LoanApplicationPhase Loan Application Phase BASE LOAN fibo-loan-tem-app:LoanApplicationStatus Loan Application Status BASE LOAN fibo-loan-tem-app:LoanAppraiser Loan Appraiser That party which appraises the borrower for the purposes of the loan.

FIB-DM 2020 Q1 DEV Entities Page 116/151 Entity Type Package Code Name Comment BASE LOAN fibo-loan-tem-app:LoanAtApplicationStage Loan At Application BASE LOAN fibo-loan-tem-app:MortgageLoanApplication Mortgage Loan BASE LOAN fibo-loan-tem-app:MortgageLoanAppraiser Mortgage Loan That party which appraises the borrower for the purposes of the loan. BASE LOAN fibo-loan-tem-cl:ConstructionLoanSnapshot Construction Loan Information at a point in time, specific to a Construction Loan. ASSOC LOAN fibo-loan-tem-cl:loanAdvanceToDate loan Advance To Date The amount of principal advanced to date. ASSOC LOAN fibo-loan-tem-ev:borrowerCCJudgementDate borrower CC borrower regardless of satisfied or not borrower CC borrower that were satisfied / unsatsified (at time of underwriting ) is computed by selecting ASSOC LOAN fibo-loan-tem-ev:borrowerCCJudgementValueAmount Judgement Value the satisfaction code value of interest and aggregating against all borrower CC Judgements ASSOC LOAN fibo-loan-tem-ev:carriesOut carries Out BASE LOAN fibo-loan-tem-ev:CollateralValuation Collateral Valuation A valuation of the collateral Real Property to support the Property collateral Arrangement BASE LOAN fibo-loan-tem-ev:CountyCourt County Court BASE LOAN fibo-loan-tem-ev:CountyCourtJudgment County Court satisfied/unsatisfied. This is a value changing event. BASE LOAN fibo-loan-tem-ev:DateOfPurchase Finalize Pool Content Default Proceeding (1) Default amount (2) Property Sale (3) Loss amount (4) Recoveries (5) Professional BASE LOAN fibo-loan-tem-ev:DefaultProceedingTypeSelection Type Selection Negligence ASSOC LOAN fibo-loan-tem-ev:deliveredBy delivered By ASSOC LOAN fibo-loan-tem-ev:determines determines BASE LOAN fibo-loan-tem-ev:InformativeEvent Informative Event An event which reflects some change in information about something. ASSOC LOAN fibo-loan-tem-ev:isAgainst is Against ASSOC LOAN fibo-loan-tem-ev:isBuyer is Buyer ASSOC LOAN fibo-loan-tem-ev:isNot is Not ASSOC LOAN fibo-loan-tem-ev:isStatusOf is Status Of BASE LOAN fibo-loan-tem-ev:LegalProceeding Legal Proceeding [no definition] Further Review This is typically part of mortgagte servicing. THere would typically be a whole department dealing with this. Dealing with default, helping borrowers make payment Collections Default admin Foreclosure Reselling All dealt with by several sub departments. This requires subject matter experts in this area. 1. scoping Identify default as a possible state. This hands off to other business processes. Once you get into the default scenario we are talking about a proces that is going to fall into place over a period of time. The bank works out what to do with the default scenario, e.g. whether it restructures, forecloses, seeks restitution from the security (collateral). It does nto help us to understand the structure of the loan, rather tha consequences of the loan. If we were to further explore Loan Default the default detail we would bring in other SMEs. And we would have to model a process BASE LOAN fibo-loan-tem-ev:LoanDefaultProceeding Proceeding flow. 1.1 impact on the pool of an MBS Loan Default Proceeding (special ase of legal thing) is Undefined PoC SDM Notes: Default or Foreclosure amount - Total default amount before the application of sale proceeds and recoveries.  (AO 146, RR 135) Loan Default Proceeding_cd= (1) Default amount

Sale price - Price achieved on sale of property ( AO 147, RR 137 )  Loan Default Proceeding_cd= (2) Property Sale

Loss on Sale   Total loss net of fees, accrued interest etc. after application of sale proceeds (excluding prepayment charge if subordinate to principal recoveries). Show any loan Default gain on sale as a negative number (AO 148, RR 138 )  Loan Default Proceeding_cd = (3) ASSOC LOAN fibo-loan-tem-ev:loanDefaultProceedingAmount Proceeding Amount Loss amount

Cumulative Reocveries - ony relevant for cases with losses  ( AO ASSOC LOAN fibo-loan-tem-ev:loanDefaultProceedingType loan Default The type of default proceeding. BASE LOAN fibo-loan-tem-ev:MortgageLending Mortgage Lending FIB-DM 2020 Q1 DEV Entities Page 117/151 Entity Type Package Code Name Comment BASE LOAN fibo-loan-tem-ev:NonPayment Non Payment BASE LOAN fibo-loan-tem-ev:NonValueChangingActivity Non Value Changing BASE LOAN fibo-loan-tem-ev:Prepayment Prepayment BASE LOAN fibo-loan-tem-ev:PropertyBuyer Property Buyer property Lenders advance prior to a securitisation (RR 106) </p> <p> Current valuation date - The ASSOC LOAN fibo-loan-tem-ev:propertyLendersValuation_dt Valuation_dt date of most recent valuation ( (RR 112 ) </p> <p> (AO 124-125) </p> property Lenders ASSOC LOAN fibo-loan-tem-ev:propertyLendersValuationType Valuation Type The type of valuation performed at origination. Property Lenders BASE LOAN fibo-loan-tem-ev:PropertyLendersValuationTypeSelection Valuation Type BASE LOAN fibo-loan-tem-ev:PropertyPurchaseAndSale Property Purchase And The sale and purchase of real estate. BASE LOAN fibo-loan-tem-ev:PropertyRelatedActivity Property Related mortgage lending and propery purchase for now BASE LOAN fibo-loan-tem-ev:PropertyValuation Property Valuation example, for the purpose of granting or denoying a loan). Property Valuation BASE LOAN fibo-loan-tem-ev:PropertyValuationHistoricalInformation Historical Information Valuation of the property at some point in time. The party which carries out the valluation of the property for the purpose of a mortgage BASE LOAN fibo-loan-tem-ev:PropertyValuer Property Valuer loan. Further notes: Also: See Event State Analysis at Fannie Mae, for core processes, as ASSOC LOAN fibo-loan-tem-ev:purchaseDate purchase Date BASE LOAN fibo-loan-tem-ev:PurchasePrice Purchase Price (loan) ASSOC LOAN fibo-loan-tem-ev:resultsIn results In ASSOC LOAN fibo-loan-tem-ev:resultsIn.1 results In.1 ASSOC LOAN fibo-loan-tem-ev:takesPlaceUnder takes Place Under ASSOC LOAN fibo-loan-tem-ev:valuationDate valuation Date ASSOC LOAN fibo-loan-tem-ev:value value Some event or activity which changes the value of something. Examples: A value changing event can be for instance (in securities), a declaration of a dividend. This is an event which BASE LOAN fibo-loan-tem-ev:ValueChangingActivity Value Changing Activity changes the value of something. CAE that are in FIBIM are value changing events. Changes to BASE LOAN fibo-loan-tem-ph:DeferredLoan Deferred Loan BASE LOAN fibo-loan-tem-ph:DelinquentLoan Delinquent Loan A loan which is an active loan (in Repayment phase), which is in default. BASE LOAN fibo-loan-tem-ph:DisbursedLoan Disbursed Loan ASSOC LOAN fibo-loan-tem-ph:disbursementDate disbursement Date ASSOC LOAN fibo-loan-tem-ph:hasLoanPhase has Loan Phase ASSOC LOAN fibo-loan-tem-ph:hasStatus has Status BASE LOAN fibo-loan-tem-ph:InDefaultLoan In Default Loan Formal notice served. ASSOC LOAN fibo-loan-tem-ph:inDefaultLoanIncludes in Default Loan time. BASE LOAN fibo-loan-tem-ph:LoanPaidInFull Loan Paid In Full BASE LOAN fibo-loan-tem-ph:LoanPhase Loan Phase ASSOC LOAN fibo-loan-tem-ph:loanStatus loan Status BASE LOAN fibo-loan-tem-ph:RepaidLoan Repaid Loan ASSOC LOAN fibo-loan-tem-ph:repaymentDate repayment Date The date the loan was deemed to be repaid. BASE LOAN fibo-loan-tem-ph:RepaymentPhase Repayment Phase BASE LOAN fibo-loan-tem-sta:ActiveLoanStatus Active Loan Status Status of a Loan which is in the Disbursement phase. ASSOC LOAN fibo-loan-tem-sta:allocationToFees allocation To Fees The amount of the payment which is allocated to other fees. FIB-DM 2020 Q1 DEV Entities Page 118/151 Entity Type Package Code Name Comment ASSOC LOAN fibo-loan-tem-sta:allocationToInterest allocation To Interest The amount allocated to Interest ASSOC LOAN fibo-loan-tem-sta:allocationToPrincipal allocation To Principal The amount of the information allocated to Principal ASSOC LOAN fibo-loan-tem-sta:cumulativePrepaidAmount cumulative Prepaid The cumulative amount that has been pre paid. ASSOC LOAN fibo-loan-tem-sta:currentLoanRate current Loan Rate The rate payable on the loan at this point in time. ASSOC LOAN fibo-loan-tem-sta:hasActiveStatus has Active Status ASSOC LOAN fibo-loan-tem-sta:hasLifecycleStatus has Lifecycle Status ASSOC LOAN fibo-loan-tem-sta:hasLoanApplicationStatus has Loan Application ASSOC LOAN fibo-loan-tem-sta:hasSnapshot has Snapshot ASSOC LOAN fibo-loan-tem-sta:informationDate information Date The date on which this information applies. ASSOC LOAN fibo-loan-tem-sta:informationDate.1 information Date.1 The date on which these facts are or were applicable. Legal Proceedings BASE LOAN fibo-loan-tem-sta:LegalProceedingsStatusSelection Status Selection The status of any legal proceedings. BASE LOAN fibo-loan-tem-sta:LegalProceedingStatus Legal Proceeding The status of some legal proceeding at some point in time. Arrears describes the whole period where a loan is either delinquent or in default. [mixed BASE LOAN fibo-loan-tem-sta:LoanArrearsStatus Loan Arrears Status bag of types of Status] formerly Loan Status. Now: The status of arrears performance at any Loan Default BASE LOAN fibo-loan-tem-sta:LoanDefaultProceedingStatus Proceeding Status The status of loan default legal proceeding at some point in time. ASSOC LOAN fibo-loan-tem-sta:loanLastPrepaymentAmount loan Last Prepayment Date. BASE LOAN fibo-loan-tem-sta:LoanLifecycleStatus Loan Lifecycle Status BASE LOAN fibo-loan-tem-sta:LoanPayment Loan Payment set. loan Payment ASSOC LOAN fibo-loan-tem-sta:loanPaymentInformationDate Information Date The actual date on which the payment was made. BASE LOAN fibo-loan-tem-sta:LoanPaymentStatus Loan Payment Status BASE LOAN fibo-loan-tem-sta:LoanPerformanceStatus Loan Performance The current performance of the loan, as one of a list of possible statuses. The current performance of the loan, as one of a list of possible statuses. Relates to the performance in terms of whether the customer is paying in time or is in default, and more generally in terms of meeting their obligations in terms of principal or interest payment or any other obligations defined in the Loan Contract (agreement). Performing Arrears Default or Foreclosure Redeemed Repurchased by Seller Review notes Differs from Account Status which would be Open, Closed, etc. There may be other covenants that might need to be met for example in terms of credit rating. Student Loans addtional statuses In school [status of the student, that impacts the loan] Implication is that they don't have to pay it back while they are still in school. so this can impact the loan status but does not always Grace [no longer in school but there is a grace period before they have to go into repayment] This is a phase Repayment Repaid in full Student Loan phases include: Pre-disbursement - this crosses phase [others may exist] (no default or foreclose) Not the same as Origination or Application loan Performance status. Then there are sub-statuses. E.g. in the "!Repayment" status, there may be a set of ASSOC LOAN fibo-loan-tem-sta:loanPerformanceStatus Status sub-statuses e.g. charge-off, settlement, resell. Similarly in the origination / application Loan Performance BASE LOAN fibo-loan-tem-sta:LoanPerformanceStatusSelection Status Selection loan Prepayment ASSOC LOAN fibo-loan-tem-sta:loanPrepaymentPenaltiesCumulativePaidAmountPenalties Cumulative Pre-Payment Penalties - Cumulative amount of pre-payment penalties paid to date BASE LOAN fibo-loan-tem-sta:LoanPrepaymentStatus Loan Prepayment Information about prepayments of the loan, at a given point in time.

FIB-DM 2020 Q1 DEV Entities Page 119/151 Entity Type Package Code Name Comment BASE LOAN fibo-loan-tem-sta:LoanSnapshotOrStatus Loan Snapshot Or Information applicable to a loan at a given date. BASE LOAN fibo-loan-tem-sta:LoanStatus Loan Status Statuses which occur for a period of time, relating to a loan. ASSOC LOAN fibo-loan-tem-sta:loanStatusArrearsBalance loan Status Arrears Arrears Balance as at the Status Date. ASSOC LOAN fibo-loan-tem-sta:loanStatusArrearsDuration loan Status Arrears The length of time that the loan has been in arrears. loan Status The date when the borrower had an arrangement put in place to reduce the balance of any ASSOC LOAN fibo-loan-tem-sta:loanStatusPerformanceArrangementDatePerformance arrears whilst maintaining their current payment. ASSOC LOAN fibo-loan-tem-sta:paymentAmount payment Amount The amount paid by the borrower at the information date. ASSOC LOAN fibo-loan-tem-sta:status status The status of the proceedings in question. BASE LOAN fibo-loan-tem-sta:StudentLoanActiveStatus Student Loan Active (the disbursement phase). Student Loan Active BASE LOAN fibo-loan-tem-sta:StudentLoanActiveStatusSelection Status Selection ASSOC LOAN fibo-loan-tem-sta:studentLoanStatus student Loan Status (the disbursement phase). ASSOC LOAN fibo-loan-tem-tem:determines determines ASSOC LOAN fibo-loan-tem-tem:givesRiseTo gives Rise To ASSOC LOAN fibo-loan-tem-tem:hasBalance has Balance ASSOC LOAN fibo-loan-tem-tem:hasRateRecord has Rate Record ASSOC LOAN fibo-loan-tem-tem:isAbout is About BASE LOAN fibo-loan-tem-tem:LoanBalance Loan Balance The outstanding balance on a loan at a particular point in time. ASSOC LOAN fibo-loan-tem-tem:loanBalance loan Balance Current Balance of the loan at the stated date. ASSOC LOAN fibo-loan-tem-tem:loanBalanceAsAt loan Balance As At Amount is a dated value and so has a date. BASE LOAN fibo-loan-tem-tem:LoanBalanceDetermination Loan Balance BASE LOAN fibo-loan-tem-tem:LoanBalanceRecord Loan Balance Record BASE LOAN fibo-loan-tem-tem:LoanDeterminer Loan Determiner Remove it. But add a fact about time history of amounts on those loans where the interest amount can be change by the lender. Undefined PoC SDM Notes: Currentinterestratemargin(forfixedrateloansthisisthesameasthecurrentinterestrate,forfloatin grateloans<br /> thisisthemarginover(orunderifinputasanegative)theindexrate. </p> <p> allows derivation of (93) Date interest rate next changes (e.g. discount loan Interest Margin margin changes, fixed period ends, loan re-fixed etc. this is not the next LIBOR reset date) ASSOC LOAN fibo-loan-tem-tem:loanInterestMarginRate Rate </p> <p> using : (Loan Rate.)Loan Interest Margin_rt where (loan This is also a timed variable with a present value and a time series of past values. What is it? A record of the rates that may have been charged in a variable rate loan. Therefore, this BASE LOAN fibo-loan-tem-tem:LoanInterestRate Loan Interest Rate variable is the "Interest Rate" of the loan. It is a "Dated Parameter" - dates are taken care of Undefined PoC SDM Notes: Requirement to derive  (85) Current interest rate (%) is satisfied by: ( Loan Rate.) Loan Intrest_rt where ; (Loan Rate. )LoanRate_dt >= today AND > ASSOC LOAN fibo-loan-tem-tem:loanInterestRate loan Interest Rate any other date in the set Requirement to derive (92)  Next Interest Rate satisfied by: ( BASE LOAN fibo-loan-tem-tem:LoanRateDetermination Loan Rate BASE LOAN fibo-loan-typ-cl:ConstructionLoan Construction Loan BASE LOAN fibo-loan-typ-cl:ConstructionLoanContract Construction Loan

FIB-DM 2020 Q1 DEV Entities Page 120/151 Entity Type Package Code Name Comment A loan taken out for construction purposes. Further notes: These are a temporary loan. when the construction is finished then that loan is transformed to another loan, which would be a permanent loan. Information to follow on what the new permanent loan would be. Terms are adjusted in the new loan, since in construction loans the rates are significantly higher. This is an incentive to complete the construction works. Notes from PoC reviews, discussing Maximum Balance concept: In a Construction Loan you agree a maximum amount that you could draw. As you progress with the construction you continue to draw more and more. So you start with the minimum. Example: for purpose of construction of a house you could need to borrow up to 500K and the bank establishes the milestones at which certain amounts are Construction Loan made availalbe and can be drawn. For instance prior to start you might draw 10%, (50K); the BASE LOAN fibo-loan-typ-cl:ConstructionLoanCreditFacilityTranche Credit Facility Tranche next 50K would be available to draw only once the foundations are laid. And so on. Construction Loan An agreed point at which an amount is advanced to the lender on completion of some pre- BASE LOAN fibo-loan-typ-cl:ConstructionLoanMilestoneTermsSet Milestone Terms Set agreed scope of works on the construction. ASSOC LOAN fibo-loan-typ-cl:hasMilestoneTerm has Milestone Term ASSOC LOAN fibo-loan-typ-cl:maximumAllowedBalance maximum Allowed could potentially be outstanding maximum Anticipated Maximum balance - For loans with flexible re-draw facilities, the maximum loan amount that ASSOC LOAN fibo-loan-typ-cl:maximumAnticipatedBalance Balance could potentially be outstanding milestone Maximum The maximum amount of the loan that can be drawn by the Borrower on completion of this ASSOC LOAN fibo-loan-typ-cl:milestoneMaximumDrawdownAmount Drawdown Amount Milestone. Loan extended for a commercial purpose. Further notes: Commercial Loans: Talk about property like office building. Borrower is a small business or corporation. Meanings: Loan extended for a commercial purpose versus Loan extended to a corporate entity Example: BASE LOAN fibo-loan-typ-com:CommercialLoan Commercial Loan Aus: Nature of security e.g. private property versus commercial property being pledged as BASE LOAN fibo-loan-typ-com:CommercialLoanBorrower Commercial Loan The borrower of a Commercial Loan BASE LOAN fibo-loan-typ-com:CorporateBorrower Corporate Borrower A borrower which is a Corporation. becomes Revolving ASSOC LOAN fibo-loan-typ-cr:becomesRevolvingLineOfCredit Line Of Credit BASE LOAN fibo-loan-typ-cr:CreditCard Credit Card BASE LOAN fibo-loan-typ-cr:HomeEquityLineOfCredit Home Equity Line Of borrower. Home Equity Line Of A credit line on a house or other property, that can be drawn down and/or paid back by the BASE LOAN fibo-loan-typ-cr:HomeEquityLineOfCreditContract Credit Contract borrower. Home Equity Line Of BASE LOAN fibo-loan-typ-cr:HomeEquityLineOfCreditTranche Credit Tranche ASSOC LOAN fibo-loan-typ-cr:maximumAllowedBalance maximum Allowed The maximum loan amount that is allowed to be outstanding as defined in this loan contract. maximum Anticipated ASSOC LOAN fibo-loan-typ-cr:maximumAnticipatedBalance Balance The maximum loan amount that could potentially be outstanding. Revolving Credit Contract which embodies and defines the terms and conditions for a credit line based on BASE LOAN fibo-loan-typ-cr:RevolvingCreditContract Contract some collaterial, which can be drawn down and/or paid back by the borrower. BASE LOAN fibo-loan-typ-cr:RevolvingLineOfCredit Revolving Line Of borrower. Revolving Line Of A contractually committed line of credit which is issued as a revolving line of credit which can BASE LOAN fibo-loan-typ-cr:RevolvingLineOfCreditTranche Credit Tranche be drawn upon and has collateral BASE LOAN fibo-loan-typ-gen:AutoLoan Auto Loan A loan specifically for the purpose of automobile purchase. BASE LOAN fibo-loan-typ-gen:AutoLoanContract Auto Loan Contract

FIB-DM 2020 Q1 DEV Entities Page 121/151 Entity Type Package Code Name Comment BASE LOAN fibo-loan-typ-gen:MarineFinance Marine Finance A loan for the purchase of a boat or other vessel. BASE LOAN fibo-loan-typ-gen:MarineFinanceContract Marine Finance Contract embodying the terms under which a loan is advanced for marine finance. ASSOC LOAN fibo-loan-typ-gen:percentageAdvanced percentage Advanced The percentage of the purchase price advanced as the loan. BASE LOAN fibo-loan-typ-mtg:CombinationMortgage Combination Mortgage BASE LOAN fibo-loan-typ-mtg:Construction Construction BASE LOAN fibo-loan-typ-mtg:DebtConsolidation Obligor BASE LOAN fibo-loan-typ-mtg:EquityRelease Equity Release BASE LOAN fibo-loan-typ-mtg:GovernmentSponsoredLoan Government BASE LOAN fibo-loan-typ-mtg:InvestmentHomeLoan Investment Home Loan A loan for a second or subsequent property which is taken out for investment purposes. BASE LOAN fibo-loan-typ-mtg:InvestmentMortgage Investment Mortgage ASSOC LOAN fibo-loan-typ-mtg:isLienOn is Lien On Mortgage Indemnity insurance-backed guarantee that protects lenders if the mortgage repayments cease for BASE LOAN fibo-loan-typ-mtg:MortgageIndemnityGuarantee Guarantee some reason, perhaps due to death or a homeowner being made redundant at work Mortgage Indemnity guarantor and insurer that provides mortgage insurance in the form of a mortgage indemnity BASE LOAN fibo-loan-typ-mtg:MortgageIndemnityGuarantor Guarantor guarantee (MIG) Mortgage Indemnity BASE LOAN fibo-loan-typ-mtg:MortgageIndemnityInsurancePolicy Insurance Policy insurance policy providing the mortgage indemnity guarantee ASSOC LOAN fibo-loan-typ-mtg:mortgagePurpose mortgage Purpose The purpose for which the Mortgage Loan has been taken out. BASE LOAN fibo-loan-typ-mtg:Purchase Purchase BASE LOAN fibo-loan-typ-mtg:Remortgage Remortgage Remortgage On BASE LOAN fibo-loan-typ-mtg:RemortgageOnDifferentTerms Different Terms Remortgage With BASE LOAN fibo-loan-typ-mtg:RemortgageWithEquityRelease Equity Release BASE LOAN fibo-loan-typ-mtg:Renovation Renovation Designed for senior citizens who want to borrow against the equity of house. The house has been paid for. How is it different?: Scenario based. If you have someone who is asset rich but cash poor then a traditional view of the mortgage wqould say yoiu must have th ecash to repay the loan, which would not apply in this case: we actually don't anticipate that you BASE LOAN fibo-loan-typ-mtg:ReverseMortgage Reverse Mortgage (typ) would repay it, maybe not even regular amounts on the loan, but when the loan expires, e.g. BASE LOAN fibo-loan-typ-mtg:RightToBuy Right To Buy BASE LOAN fibo-loan-typ-mtg:SecondHomeLoan Second Home Loan A loan which may be used for a vacation home or second home used for personal reasons. BASE LOAN fibo-loan-typ-per:PersonalLoan Personal Loan Consumer Loan: The recipient (borrower) is an end consumer. Types: Home Mortgage BASE LOAN fibo-loan-typ-per:PersonalLoanBorrower Personal Loan BASE LOAN fibo-loan-typ-per:PersonalLoanContract Personal Loan Contract individual human beings in their personal capacities. BASE LOAN fibo-loan-typ-prod:AutoLoanPurpose Auto Loan Purpose BASE LOAN fibo-loan-typ-prod:BridgingLoanPurpose Bridging Loan Purpose BASE LOAN fibo-loan-typ-prod:ConstructionLoanPurpose Construction Loan Credit Card Receivable BASE LOAN fibo-loan-typ-prod:CreditCardReceivablePurpose Purpose ASSOC LOAN fibo-loan-typ-prod:hasPreconditions has Preconditions BASE LOAN fibo-loan-typ-prod:HomeEquityLoanPurpose Home Equity Loan ASSOC LOAN fibo-loan-typ-prod:isTemplateFor is Template For FIB-DM 2020 Q1 DEV Entities Page 122/151 Entity Type Package Code Name Comment BASE LOAN fibo-loan-typ-prod:LoanProductDisclosureRight Loan Product agreements for same. A selection of different types of loan purpose, being the purpose for which and manner in which loan (credit) draw-down amounts are to be used. This shows the purpose for which BASE LOAN fibo-loan-typ-prod:LoanPurpose Collection (lcc) credit is to be used, and implies certain kinds of fact that relate to that specific type of loan BASE LOAN fibo-loan-typ-prod:MortgageProduct Mortgage Product BASE LOAN fibo-loan-typ-prod:MotorhomeLoanPurpose Motorhome Loan BASE LOAN fibo-loan-typ-prod:OrdinaryLoanPurpose Ordinary Loan Purpose BASE LOAN fibo-loan-typ-prod:OverdraftFacilityPurpose Overdraft Facility Residential Houseboat BASE LOAN fibo-loan-typ-prod:ResidentialHouseboatLoanPurpose Loan Purpose BASE LOAN fibo-loan-typ-prod:StudentLoanPurpose Student Loan Purpose BASE LOAN fibo-loan-typ-prod:WorkingCapitalPurpose Working Capital BASE LOAN fibo-loan-typ-sec:CollateralizedSecuredLoan Collateralized Secured Loan in which some asset is provided as collateral to the loan. ASSOC LOAN fibo-loan-typ-sec:coveredBy covered By BASE LOAN fibo-loan-typ-sec:GuaranteedLoan Guaranteed Loan Loan secured by guaranty. ASSOC LOAN fibo-loan-typ-sec:howSecured.2 how Secured.2 BASE LOAN fibo-loan-typ-sec:LoanSecuritizationMethod Loan Securitization BASE LOAN fibo-loan-typ-sec:SecuredByCollateral Secured By Collateral BASE LOAN fibo-loan-typ-sec:SecuredByGuaranty Secured By Guaranty BASE LOAN fibo-loan-typ-stu:StudentBorrower Student Borrower BASE LOAN fibo-loan-typ-stu:StudentLoan Student Loan A loan provided for the purposes of education. BASE LOAN fibo-loan-typ-stu:StudentLoanContract Student Loan Contract The contract for a Student Loan. BASE LOAN fibo-loan-typ-uns:UnsecuredLoan Unsecured Loan BASE MD fibo-md-civx-fun:AccruedFees Accrued Fees BASE MD fibo-md-civx-fun:AccruedIncome Accrued Income BASE MD fibo-md-civx-fun:AccruedTaxes Accrued Taxes ASSOC MD fibo-md-civx-fun:appliesTo applies To BASE MD fibo-md-civx-fun:BidPrice Bid Price (md) ASSOC MD fibo-md-civx-fun:determinationDate determination Date The date when the price is determined. and time. ASSOC MD fibo-md-civx-fun:determinationDate.1 determination Date.1 ASSOC MD fibo-md-civx-fun:determinationPeriod determination Period THe period for which the performance is determined ASSOC MD fibo-md-civx-fun:determines determines BASE MD fibo-md-civx-fun:FeePayable Fee Payable BASE MD fibo-md-civx-fun:FundPrice Fund Price BASE MD fibo-md-civx-fun:FundsTax Funds Tax BASE MD fibo-md-civx-fun:FundUnitPerformance Fund Unit Performance ASSOC MD fibo-md-civx-fun:hasPerformance has Performance ASSOC MD fibo-md-civx-fun:hasPrice has Price ASSOC MD fibo-md-civx-fun:incurs incurs ASSOC MD fibo-md-civx-fun:incursFees incurs Fees ASSOC MD fibo-md-civx-fun:incursFees.1 incurs Fees.1 ASSOC MD fibo-md-civx-fun:incursTax incurs Tax ASSOC MD fibo-md-civx-fun:incursTax.1 incurs Tax.1 FIB-DM 2020 Q1 DEV Entities Page 123/151 Entity Type Package Code Name Comment ASSOC MD fibo-md-civx-fun:incursTransactionFee incurs Transaction Fee BASE MD fibo-md-civx-fun:mutuallyExclusive mutually Exclusive BASE MD fibo-md-civx-fun:NetAssetValue Net Asset Value BASE MD fibo-md-civx-fun:RedemptionPrice Redemption Price BASE MD fibo-md-civx-fun:SigmaValueOfHoldings Sigma Value Of BASE MD fibo-md-civx-fun:Swing Swing BASE MD fibo-md-civx-fun:SwingPrice Swing Price ASSOC MD fibo-md-dbtx-aly:aggregateOf aggregate Of ASSOC MD fibo-md-dbtx-aly:aggregateOf.1 aggregate Of.1 An estimate of the number of terms to maturity, taking the possibility of early payments into BASE MD fibo-md-dbtx-aly:AverageLife Average Life account. Average life is calculated using the weighted average time to the receipt of all BASE MD fibo-md-dbtx-aly:AverageLifeAtIssue Average Life At Issue The Average Life analytic at the time the security was issued. ASSOC MD fibo-md-dbtx-aly:averageLifeValue average Life Value this would be expressed as a month eg 50 months. ASSOC MD fibo-md-dbtx-aly:averageLifeValue.1 average Life Value.1 The value of the Average Life analytic at the time the security was issued. Collection Of Debt BASE MD fibo-md-dbtx-aly:CollectionOfDebtInstruments Instruments statistical population consisting of one or more tradable debt instrument(s) BASE MD fibo-md-dbtx-aly:CollectionOfDebtPools Collection Of Debt statistical population consisting of one or more pools consisting of debt instrument(s) The second derivative of a security's price with respect to its yield, divided by the security's price. A security exhibits positive convexity when its price rises more for a downward move in its yield than its price declines for an equal upward move in its yield. Further notes: A measure of the change in price for a given change in Modified Duration. This always (necessarily) refers to Modified Duration. This is used as another risk measurement. Numerator is always (a) duration - either MacCaulays or Modified. Always rate of change of (one of the) Duration against some other parameter. The other paramater can be characterised as a Yield (it may be the Price, but that has a relationship to the Yield in any case). REVIEW: Inconsistency in the above - is it always necessarily Modified Duration that is referred to, or "any" Duration measure (Macaulays and.or Modified)? notes 9 Dec A measure of the sensitivity of the price with reference to interest rates. This is normally determined BASE MD fibo-md-dbtx-aly:DebtConvexityAnalytic Partial Call with reference to maturity, but since there are different maturity dates, this figure gives an BASE MD fibo-md-dbtx-aly:DebtInstrumentAnalyticalParameter Payment Obligation may vary over time BASE MD fibo-md-dbtx-aly:DebtPoolAnalyticalParameter Transaction Event securitized debt products ASSOC MD fibo-md-dbtx-aly:definedInRelationTo defined In Relation To ASSOC MD fibo-md-dbtx-aly:derivedFrom derived From ASSOC MD fibo-md-dbtx-aly:derivedUsing derived Using ASSOC MD fibo-md-dbtx-aly:determinedBy determined By BASE MD fibo-md-dbtx-aly:DurationAnalytic Duration Analytic Weighted average time to receipt of all the payments. BASE MD fibo-md-dbtx-aly:EffectiveDuration Effective Duration BASE MD fibo-md-dbtx-aly:EquivalentLifeAnalytic Equivalent Life Analytic ASSOC MD fibo-md-dbtx-aly:equivalentLifeValue equivalent Life Value The Equivalent Life in years at the stated date. Equivalent Yield BASE MD fibo-md-dbtx-aly:EquivalentYieldCalculationMethod Calculation Method ASSOC MD fibo-md-dbtx-aly:factorValue factor Value The factor, expressed as a numeric amount in the past or present. BASE MD fibo-md-dbtx-aly:FFIECDown300PrepaySpeed FFIEC Down300Prepay calculations in the "down 300" scenario.

FIB-DM 2020 Q1 DEV Entities Page 124/151 Entity Type Package Code Name Comment BASE MD fibo-md-dbtx-aly:FFIECUp300PrepaySpeed FFIEC Up300Prepay calculations in the "up 300" scenario. ASSOC MD fibo-md-dbtx-aly:hasAnalytic has Analytic ASSOC MD fibo-md-dbtx-aly:hasFactor has Factor ASSOC MD fibo-md-dbtx-aly:hasMeasure has Measure BASE MD fibo-md-dbtx-aly:ICMAYieldFormula ICMA Yield Formula fixed-rate bonds. BASE MD fibo-md-dbtx-aly:ImpliedForwardRate Implied Forward Rate A dollar-weighted average measuring the age of the individual loans in a mortgage pass- Instrument Weighted through or pooled security, such as Ginnie Mae or a Freddie Mac security. The WALA is BASE MD fibo-md-dbtx-aly:InstrumentWeightedAverageLoanAge Average Loan Age measured as the time in months since the origination of the loans, with the weighting based Instrument Weighted backed security. The higher the weighted average to maturity of the loans, the longer the BASE MD fibo-md-dbtx-aly:InstrumentWeightedAverageRemainingMaturityAverage Remaining loans in the security have until maturity. The spread determined internally within the organisation from information available at their own trading desks. Further Notes Internal prices within a bank would be determined by Internally Determined surveying their own traders. So e.g. corporate desk trades these 30 bonds, get the daily BASE MD fibo-md-dbtx-aly:InternallyDeterminedPriceSpread Price Spread spreads on those at the end of the day and calculate the price. The traders determine the ASSOC MD fibo-md-dbtx-aly:isAggregateOf is Aggregate Of ASSOC MD fibo-md-dbtx-aly:isDefaultIn is Default In ASSOC MD fibo-md-dbtx-aly:isRateOfChangeOf is Rate Of Change Of BASE MD fibo-md-dbtx-aly:KeyRateDuration Key Rate Duration Some measure of the life of a security, other than the actual time to maturity itself. This is a derived figure, based on certain parameters as appropriate to that type of instrument, to BASE MD fibo-md-dbtx-aly:LifeAnalytic Life Analytic give a figure that is equivalent to and similar to the basic maturity of the instrument, for the Maturity Equivalent Prepayment speed that results in the same average life as that computed for the BASE MD fibo-md-dbtx-aly:MaturityEquivalentPSA PSA Collateralized Mortgage Obligation (CMO), Asset Backed Securities (ABS) or Mortgage Modified Duration The percentage price change of a security for a given change in yield. The higher the BASE MD fibo-md-dbtx-aly:ModifiedDurationAnalytic Analytic modified duration of a security, the higher its risk. Ad/ModDuration = [duration / {1 + ASSOC MD fibo-md-dbtx-aly:modifiedDurationValue modified Duration The Modified Duration in Years. Mortgage Instrument The weighted average of the time until all maturities on mortgages in a mortgage-backed Weighted Average security (MBS). The higher the weighted average to maturity, the longer the mortgages in the BASE MD fibo-md-dbtx-aly:MortgageInstrumentWeightedAverageRemainingMaturityRemaining Maturity security have until maturity. Partial Calls Estimation BASE MD fibo-md-dbtx-aly:PartialCallsEstimationModel Model A model of how the early partial calls are estimated. BASE MD fibo-md-dbtx-aly:PoolFactor Pool Factor percentage. The rate at which the pool is paying down. This is based on observed factor. CPR, SMM, etc. etc. Measured differently for different kinds of security. CBO might have a prepayment rate for example if the underlying bond is callable. with a non agency mortgge dela, defualts will BASE MD fibo-md-dbtx-aly:PoolPaydownRate Pool Paydown Rate effect this. so for instance there is principal is no lnger inthe pool because the mortgagee A dollar-weighted average measuring the age of the individual loans in a mortgage pass- Pool Weighted Average through or pooled security, such as Ginnie Mae or a Freddie Mac security. The WALA is BASE MD fibo-md-dbtx-aly:PoolWeightedAverageLoanAge Loan Age measured as the time in months since the origination of the loans, with the weighting based The weighted average of the time until all maturities on loans in a pool. The higher the Pool Weighted Average weighted average to maturity of the loans, the longer the loans in the pool have until BASE MD fibo-md-dbtx-aly:PoolWeightedAverageRemainingMaturityRemaining Maturity maturity. REVIEW: Adapted from instrument specific definition from Investopedia. Review of BASE MD fibo-md-dbtx-aly:PrepaymentSpeed Prepayment Speed The rate at which the pool is paying down. FIB-DM 2020 Q1 DEV Entities Page 125/151 Entity Type Package Code Name Comment BASE MD fibo-md-dbtx-aly:PVBP PVBP given 1 bp change in yield. ASSOC MD fibo-md-dbtx-aly:takesIntoAccount takes Into Account ASSOC MD fibo-md-dbtx-aly:wALAValue w ALA Value The weighted average loan age, at some point in the past or present. ASSOC MD fibo-md-dbtx-aly:wARMValue w ARM Value The amount of the WARM in the past or present. The absolute prepayment rate (for ABS) is the standard measure of prepayment rates in the auto-loan sector. ABS measures the monthly rate of loan prepayments as a percentage of Absolute Prepayment the original pool balance. ABS is defined by the following formula where SMM refers to BASE MD fibo-md-dbtx-py:AbsolutePrepaymentRate Rate Single Monthly Mortality, which measures the percentage of dollars prepaid in a given Absolute Prepayment which measures the percentage of dollars prepaid in a given month expressed as a BASE MD fibo-md-dbtx-py:AbsolutePrepaymentRateFormula Rate Formula percentage of the scheduled loan balance. ABS = (100 * SMM)/100 + (SMM X (Age- 1) absolute Prepayment ASSOC MD fibo-md-dbtx-py:absolutePrepaymentRateHasValue Rate Has Value The value of the rate itself, at a given point in time, expressed as a percentage. Accrued Interest The interest accrued on the bond or debt instrument at the time that the price is quoted. If BASE MD fibo-md-dbtx-py:AccruedInterestAmount Amount this is a dirty price, this is the amount of accrued interest that is included in the price. This is accrued Interest ASSOC MD fibo-md-dbtx-py:accruedInterestAmountHasValue Amount Has Value The amount of accrued interest, at a point in time, expressed as a percentage/ BASE MD fibo-md-dbtx-py:AlgoDebtCreditSpread Algo Debt Credit The Spread between the Debt Instrument Maturity and the Credit Rating of the Issuer. Yield determined on an equivalent basis to the yield of another bond. This is used to be able BASE MD fibo-md-dbtx-py:BondEquivalentYield Bond Equivalent Yield to realistically compare prices between debt instruments across different markets. BASE MD fibo-md-dbtx-py:BondExchangeClosingPrice Bond Exchange Closing The price at close of trading on a given trading day on an exchange. BASE MD fibo-md-dbtx-py:BondExchangeHighPrice Bond Exchange High The highest valuation over the period specified. BASE MD fibo-md-dbtx-py:BondExchangeLastPrice Bond Exchange Last The last (or most recent) valuation. Bond Exchange Low The lowest valuation over the period specified. Possibly but not necessarily based on a trade. BASE MD fibo-md-dbtx-py:BondExchangeLowPrice Price Determined by the trading venue as to whether it's based on a trade or an offer. this can be BASE MD fibo-md-dbtx-py:BondExchangeOpeningPrice Bond Exchange The value at the beginning of trading or opening of the market. BASE MD fibo-md-dbtx-py:BondMarket Bond Market BASE MD fibo-md-dbtx-py:BondMidPrice Bond Mid Price ASSOC MD fibo-md-dbtx-py:calculationFollowing calculation Following Cash Structured LIBOR+50bp i.e. the yield. When you get below a certain price you get a quote such as 65c to BASE MD fibo-md-dbtx-py:CashStructuredFinanceInstrumentPrice Finance Instrument a dollar. Percentage? not seen. Would be a whole number, interpreted as c/$ BASE MD fibo-md-dbtx-py:CleanPrice Clean Price A bond or debt instrument price that does not include accrued interest. BASE MD fibo-md-dbtx-py:CreditSpread Credit Spread more credit risk relative to one with less credit risk Current Yield BASE MD fibo-md-dbtx-py:CurrentYieldCalculationMethod Calculation Method The ratio of the interest payment amount to the clean price. BASE MD fibo-md-dbtx-py:DebtIndependentlyEvaluatedPrice Paying Agent Evaluated Price is the price you get from the vendors. BASE MD fibo-md-dbtx-py:DebtInstrumentYield Register Security The return on the debt instrument at the stated price. BASE MD fibo-md-dbtx-py:DebtPriceIndependentEvaluator Trustee The difference between the [what?] of a security and the fair price value of a different BASE MD fibo-md-dbtx-py:DebtPriceSpread Trustee security which is used as a point of reference. The spread is used to determine the price of BASE MD fibo-md-dbtx-py:DebtPublishedPointInTimePrice Trustee time such as the end of the trading day. BASE MD fibo-md-dbtx-py:DebtSecuritiesMarketMaker Debt Securities Market An actor which has the role of Market Maker in a given market. A price quoted for purchase of a quantity of a debt security in the marketplace. This may be BASE MD fibo-md-dbtx-py:DebtSecurityBidPrice Debt Security Bid Price either the OTC market or a securities exchange or a composite market consisting of several

FIB-DM 2020 Q1 DEV Entities Page 126/151 Entity Type Package Code Name Comment Debt Security Offer A price quoted for sale of a quantity of a debt security in the marketplace. This may be either BASE MD fibo-md-dbtx-py:DebtSecurityOfferPrice Price the OTC market or a securities exchange or a composite market consisting of several BASE MD fibo-md-dbtx-py:DebtSecurityPrice Debt Security Price price of a debt instrument at a specific point in time BASE MD fibo-md-dbtx-py:DebtYieldToAverageLife Debt Yield To Average The yield achieved by substituting a bond's average life for the issue's final maturity date. BASE MD fibo-md-dbtx-py:DebtYieldToEquivalentLife Debt Yield To The yield achieved by substituting a bond's equivalent life for the issue's final maturity date. The internal rate of return an investor would achieve if he or she purchased that bond at its BASE MD fibo-md-dbtx-py:DebtYieldToMaturity Debt Yield To Maturity current dirty price, and held it to maturity, assuming all coupon and principal payments are BASE MD fibo-md-dbtx-py:DebtYieldToNextCall Debt Yield To Next Call The yield of a bond to the next possible call date. BASE MD fibo-md-dbtx-py:DebtYieldToWorst Debt Yield To Worst Yield to the worst case of when the instrument might be called. BASE MD fibo-md-dbtx-py:DefaultRate Default Rate The rate at which holders of loans in the pool default on those loans. ASSOC MD fibo-md-dbtx-py:defaultRateValue default Rate Value BASE MD fibo-md-dbtx-py:DerivedPrice Derived Price at which something actually traded or was quoted. ASSOC MD fibo-md-dbtx-py:determinedUsing determined Using determines Market ASSOC MD fibo-md-dbtx-py:determinesMarketPriceForDebt Price For Debt BASE MD fibo-md-dbtx-py:DirtyPrice Dirty Price ASSOC MD fibo-md-dbtx-py:dirtyPriceIncludes dirty Price Includes BASE MD fibo-md-dbtx-py:DiscountedInstrumentYield Discounted Instrument divided by the period to maturity as a fraction of a year. BASE MD fibo-md-dbtx-py:EffectiveYield Effective Yield ASSOC MD fibo-md-dbtx-py:evaluatedBy evaluated By BASE MD fibo-md-dbtx-py:ExchangeTradedBondPrice Exchange Traded Bond exchange Traded Bond ASSOC MD fibo-md-dbtx-py:exchangeTradedBondPriceHasValue Price Has Value The percentage value of the price at a given point in time ASSOC MD fibo-md-dbtx-py:hasApplicablePeriod has Applicable Period ASSOC MD fibo-md-dbtx-py:hasDefaultRate has Default Rate ASSOC MD fibo-md-dbtx-py:hasOutlookPeriod has Outlook Period ASSOC MD fibo-md-dbtx-py:hasWac has Wac ASSOC MD fibo-md-dbtx-py:hasYield has Yield BASE MD fibo-md-dbtx-py:InterpolatedPrice Interpolated Price curve. ASSOC MD fibo-md-dbtx-py:isDefaultMethodFor is Default Method For BASE MD fibo-md-dbtx-py:IssuerCreditRating Issuer Credit Rating Japanese Compound BASE MD fibo-md-dbtx-py:JapaneseCompoundYieldCalculationMethodYield Calculation No definition in selection list. Japanese Simple Yield Simple Yield. note hat Japanese Compound yield also here (from FIBIM or anothe rlist, added BASE MD fibo-md-dbtx-py:JapaneseSimpleYieldCalculationMethod Calculation Method 25 nov with the rest). BASE MD fibo-md-dbtx-py:LoanAge Loan Age The age of the loan. BASE MD fibo-md-dbtx-py:LoanPoolPrepaymentModel Loan Pool Prepayment loan pool. BASE MD fibo-md-dbtx-py:LoanPrepaymentFormula Loan Prepayment The formula which embodies the model for loan pool prepayment speed. BASE MD fibo-md-dbtx-py:LocallyDerivedPrice Locally Derived Price day spread. Mac Caulays Duration BASE MD fibo-md-dbtx-py:MacCaulaysDurationAnalytic Analytic BASE MD fibo-md-dbtx-py:MBSFactor MBS Factor BASE MD fibo-md-dbtx-py:NativeYield Native Yield for the market that the security is traded in. FIB-DM 2020 Q1 DEV Entities Page 127/151 Entity Type Package Code Name Comment Native Yield Calculation BASE MD fibo-md-dbtx-py:NativeYieldCalculationMethod Method The convention used in the marketplace for that security. BASE MD fibo-md-dbtx-py:NextCall Next Call The next call of the issue, as at the current time. BASE MD fibo-md-dbtx-py:NextCallDate Next Call Date The next date on which the issue can be called, from the present date. BASE MD fibo-md-dbtx-py:NextPut Next Put The next available put date for the issue, as at the current time. NB specified as a spread. synonym: OAS Based on different Int Rate paths. There are different OAS models just like there are different Yield methods. Also would make reference to the Yield Curve - but these are parameters that go into that model. Limit this model at the BASE MD fibo-md-dbtx-py:OptionAdjustedYield Option Adjusted Yield point where it distinguishes the difference between things - we are not in a position to BASE MD fibo-md-dbtx-py:OTCBondMarketPrice OTC Bond Market Price The price determined for the marketplace for a bond which is traded over the counter. otc Bond Market Price ASSOC MD fibo-md-dbtx-py:otcBondMarketPriceHasValue Has Value ASSOC MD fibo-md-dbtx-py:pointInTimePriceHasValue point In Time Price Has value. Change this to BP. ASSOC MD fibo-md-dbtx-py:priceValue price Value instrument. BASE MD fibo-md-dbtx-py:PublishedEndOfDayPrice Published End Of Day A price published by a market data vendor at the end of the trading day. Published Price As Rate with reference to some reference rate. The reference rate may be either a market interest BASE MD fibo-md-dbtx-py:PublishedPriceAsRateSpread Spread rate such as an IBOR or the rate of interest on some reference instrument. Relatively Defined Debt BASE MD fibo-md-dbtx-py:RelativelyDefinedDebtInstrumentYield Instrument Yield ASSOC MD fibo-md-dbtx-py:relativeTo relative To Relative Yield BASE MD fibo-md-dbtx-py:RelativeYieldCalculationMethod Calculation Method The method used in determining Yield in the Russian markets. This is based on an effective Russian Yield yield with fundamentally different math. To give an example of the use of a different "yield BASE MD fibo-md-dbtx-py:RussianYieldCalculationMethod Calculation Method type", we have Russia, which trades based on an effective yield. The price-yield math is BASE MD fibo-md-dbtx-py:RussianYieldFormula Russian Yield Formula This is based on a different Effective Yield than on another market. Secondary Market BASE MD fibo-md-dbtx-py:SecondaryMarketBondDealing Bond Dealing BASE MD fibo-md-dbtx-py:SecuritiesTrading Securities Trading Simple Yield The annual rate of return expressed as a percentage. This is the return divided by the outlay BASE MD fibo-md-dbtx-py:SimpleYieldCalculationMethod Calculation Method and multiplied by 100 to express the figure as a percentage. Spanish Yield BASE MD fibo-md-dbtx-py:SpanishYieldCalculationMethod Calculation Method The method used in determining annual yield in Spanish corporate bonds. US Corporate Bond BASE MD fibo-md-dbtx-py:USCorporateBondYieldCalculationMethodYield Calculation This has 30/360 and semi-annual compounding. ASSOC MD fibo-md-dbtx-py:usedToDetermine used To Determine US Treasury Yield BASE MD fibo-md-dbtx-py:USTreasuryYieldCalculationMethod Calculation Method ASSOC MD fibo-md-dbtx-py:wACHasValue w AC Has Value The value of the Weighted Average Coupon at some point in the past or at the present time. Wall Street Yield BASE MD fibo-md-dbtx-py:WallStreetYieldCalculationMethod Calculation Method No definition.Term put here from memory.

FIB-DM 2020 Q1 DEV Entities Page 128/151 Entity Type Package Code Name Comment The weighted-average gross interest rates of the pool of mortgages that underlie a mortgage- Weighted Average backed security (MBS) at the time the securities were issued. A mortgage-backed security's BASE MD fibo-md-dbtx-py:WeightedAverageCoupon Coupon current WAC can differ from its original WAC as the underlying mortgages pay down at Weighted Average BASE MD fibo-md-dbtx-py:WeightedAverageTimeToReceiptOfCashflowsTime To Receipt Of The weighted average time to the receipt of cashflows for an instrument. BASE MD fibo-md-dbtx-py:WorstCall Worst Call call event representing the worst case with respect to when the instrument might be called BASE MD fibo-md-dbtx-py:YieldCalculationFormula Yield Calculation The formula used in determining the Yield. The method by which the yield is calculated. This includes a formula for calculation and a specific day count convention and compounding. You would apply this calculation method Yield Calculation on top of the underlying terms and conditions, do for example the holiday calenders and so BASE MD fibo-md-dbtx-py:YieldCalculationMethod Method on, are used in these formulae. For final cash flow: Japanese yield will round down accrued BASE MD fibo-md-dbtx-py:YieldToNextPut Yield To Next Put BASE MD fibo-md-der-fut:ExchangeFuturesPrice Exchange Futures Price BASE MD fibo-md-der-fut:FuturesClosingPrice Futures Closing Price BASE MD fibo-md-der-fut:FuturesDailySettlementPrice Futures Daily Review whether this exists BASE MD fibo-md-der-fut:FuturesGreek Futures Greek underlying parameters on which the value depends BASE MD fibo-md-der-fut:FuturesTheta Alpha2Code (lr) Futures Trading A party who has an account for futures trading at a derivatives exchange. Further notes: The BASE MD fibo-md-der-fut:FuturesTradingAccountHolder Account Holder trader opens an account with a given amount known as a margin. BASE MD fibo-md-der-fut:FuturesVega Futures Vega BASE MD fibo-md-der-fut:InitialMargin Initial Margin fulfilled BASE MD fibo-md-der-fut:MinimumMargin Minimum Margin The lowest amount an account can reach before needing to be replenished. BASE MD fibo-md-derx-eto:Delta Delta Theoretical price BASE MD fibo-md-derx-eto:ETOptionPremium ET Option Premium monetary amount; the rate is a percentage. options prices types: Bid Ask There is also a bid/ask spread exchange will quote option price BASE MD fibo-md-derx-eto:ExchangeOptionsPrice Exchange Options Price as a premium rate. e.g. I ill pay you 2% of face value of underlying trade. That turns into a ASSOC MD fibo-md-derx-eto:expressedAs expressed As BASE MD fibo-md-derx-eto:OptionClosingPrice Option Closing Price Option Daily The official price at the end of a trading session. This price is established by The Options BASE MD fibo-md-derx-eto:OptionDailySettlementPrice Settlement Price Clearing Corporation and is used to determine changes in account equity, margin Intrinsic Value (Calls): When the underlying security's price is higher than the strike price a call option is said to be "in-the-money." Intrinsic Value (Puts): If the underlying security's BASE MD fibo-md-derx-eto:OptionIntrinsicValue Option Intrinsic Value price is less than the strike price, a put option is "in-the-money." Only in-the-money options BASE MD fibo-md-derx-eto:OptionsGreek Options Greek underlying parameters on which the value depends A measure of the rate of change in an option's theoretical value for a one-unit change in time BASE MD fibo-md-derx-eto:OptionsTheta Options Theta to the option's expiration date. Action: add terms that define or influence this. A measure of the rate of change in an option's theoretical value for a one-unit change in the BASE MD fibo-md-derx-eto:OptionsVega Options Vega volatility assumption. Action: add terms that define or influence this. Theoretical value looks at variability of the price. The longer until exercise the more this will Option Theoretical vary. the more likely it is to finish in the money, the more I am likely to pay for it. But BASE MD fibo-md-derx-eto:OptionTheoreticalValue Value meanwhile, I also have to look at the current value - the amount I would pay for the thing.

FIB-DM 2020 Q1 DEV Entities Page 129/151 Entity Type Package Code Name Comment Prior to expiration, any premium in excess of intrinsic value is called time value. Time value is also known as the amount an investor is willing to pay for an option above its intrinsic value, in the hope that at some time prior to expiration its value will increase because of a BASE MD fibo-md-derx-eto:OptionTimeValue Option Time Value favorable change in the price of the underlying security. The longer the amount of time for A measure of the fluctuation in the market price of the underlying security. Mathematically, volatility is the annualized standard deviation of returns. More generally: A measure of stock BASE MD fibo-md-derx-eto:OptionVolatility Option Volatility price fluctuation. Mathematically the volatility is the annualized standard deviation of a BASE MD fibo-md-temx-crs:CreditOK Credit OK Not defaulted. BASE MD fibo-md-temx-crs:InDefault In Default The issuer has failed to pay somthing that they are contractually obliged to pay. BASE MD fibo-md-temx-crs:SecurityCashflowStatus Security Cashflow The status of the cashflow due to the holder from the security. BASE MD fibo-md-temx-crs:SecurityCreditStatus Security Credit Status BASE MD fibo-md-temx-trs:Active Active Security is actively traded BASE MD fibo-md-temx-trs:ActivelyTrading Actively Trading Security is actively traded on the exchange or trading facility Exchange Security BASE MD fibo-md-temx-trs:ExchangeSecurityTradingStatus Trading Status trading status of a listed security on a given trading exchange BASE MD fibo-md-temx-trs:Inactive Inactive BASE MD fibo-md-temx-trs:Issued Issued (md) The security has been issued into the secondary market. BASE MD fibo-md-temx-trs:SecurityLifecycleStatus Security Lifecycle status of a security within its lifecycle BASE MD fibo-md-temx-trs:SecurityTradingStatus Security Trading Status relating to trading BASE MD fibo-md-temx-trs:TradingHalted Trading Halted BASE MD fibo-md-temx-trs:WhenDistributed When Distributed certificates are delivered BASE MD fibo-md-temx-trs:WhenIssued Alpha3Code (cr) it is to be issued. BASE MD fibo-md-temx-trs:Worthless Worthless Announcement by the regulator that the security has become worthless. BASE SEC fibo-sec-dbt-ab-abs:ABSDeal ABS Deal The issue of a series of Cash Asset Backed Security certificates. BASE SEC fibo-sec-dbt-ab-abs:ABSDealProspectus ABS Deal Prospectus asset backed security issue. The issuer of the (Cash) Asset Backed Security. This is generally a Special Purpose Vehicle set up by a corporation. Further details from riskglossary.com: To create an ABS, a corporation creates a special purpose vehicle to which it sells the assets. While is is common to speak of the corporation as the issuer of the ABS, legally, it is the trust or special purpose vehicle that is the issuer. It sells securities to investors. To protect investors from possible bankruptcy of the corporation, there are three legal safeguards: - Transfer of assets from the corporation is a non-recourse, true sale. - Investors receive a perfected interest in the assets' cash flows. - A BASE SEC fibo-sec-dbt-ab-abs:ABSIssuer ABS Issuer non-consolidation legal opinion is obtained certifying that assets of the trust or special BASE SEC fibo-sec-dbt-ab-abs:AutoLoanABS Auto Loan ABS loans or leases. BASE SEC fibo-sec-dbt-ab-abs:AutoLoanPool Auto Loan Pool A loan pool covering automobile-related loans. BASE SEC fibo-sec-dbt-ab-abs:AutoLoanPoolConstituent Auto Loan Pool An auto loan defined as a constituent of an Auto Loan Pool. ASSOC SEC fibo-sec-dbt-ab-abs:balanceAtInclusionDate balance At Inclusion An asset-backed security is a type of bond or note that is based on pools of assets, or Cash Asset Backed collateralized by the cash flows from a specified pool of underlying assets. Assets are pooled BASE SEC fibo-sec-dbt-ab-abs:CashAssetBackedSecurityInstrument Security Instrument to make otherwise minor and uneconomical investments worthwhile, while also reducing ASSOC SEC fibo-sec-dbt-ab-abs:category category Auto-loans ABS are classified into three categories: prime, non-prime, and sub-prime. BASE SEC fibo-sec-dbt-ab-abs:ControlledAmortizationBond Controlled bond that is securitized using a controlled amortization structure

FIB-DM 2020 Q1 DEV Entities Page 130/151 Entity Type Package Code Name Comment Controlled method of providing investors with a relatively predictable repayment schedule, even though BASE SEC fibo-sec-dbt-ab-abs:ControlledAmortizationStructure Amortization Structure the underlying assets are nonamortizing Identification Scheme These are generally issued by a bank and backed by largely unsecured obligations owed by BASE SEC fibo-sec-dbt-ab-abs:CreditCardABS (lcc) individuals to the issuer of the card. Definition origin:CESR BASE SEC fibo-sec-dbt-ab-abs:CreditCardPool Credit Card Pool ASSOC SEC fibo-sec-dbt-ab-abs:definesTermsFor defines Terms For ASSOC SEC fibo-sec-dbt-ab-abs:describedAs described As BASE SEC fibo-sec-dbt-ab-abs:EsotericABS Esoteric ABS An asset backed security based on some underlying promised future cashflow. BASE SEC fibo-sec-dbt-ab-abs:FullyAmortizingBond Fully Amortizing Bond amortizing bond that returns principal to investors over the life of the security The ABS has an underlying pool asset which is either a loan pool or a credit card pool. This is actually defined as being any kind of pool asset that is not a mortgage pool, so any other ASSOC SEC fibo-sec-dbt-ab-abs:hasUnderlyingAssets has Underlying Assets types of pool should be added. This is more satisfactory that modeling it with a "not" ASSOC SEC fibo-sec-dbt-ab-abs:hasUnderlyingCashflow has Underlying Home Equity Line Of BASE SEC fibo-sec-dbt-ab-abs:HomeEquityLineOfCreditPool Credit Pool Home Equity Line Of BASE SEC fibo-sec-dbt-ab-abs:HomeEquityLineOfCreditPoolConstituentCredit Pool Constituent A line of credit defined as a constituent of a Home Equity Line Of Credit Pool. BASE SEC fibo-sec-dbt-ab-abs:IndexAmortizingBond Index Amortizing Bond BASE SEC fibo-sec-dbt-ab-abs:IndexBasedCouponBond Index Based Coupon interest rate, such as an economic indicator BASE SEC fibo-sec-dbt-ab-abs:IndexLinkedCoupon Index Linked Coupon BASE SEC fibo-sec-dbt-ab-abs:IndexLinkedCouponTerms Index Linked Coupon Index Linked Principal terms for payment of the principal that tie the principal amounts to some underlying index BASE SEC fibo-sec-dbt-ab-abs:IndexLinkedPrincipalDeterminationTermsDetermination Terms or interest rate Inflation Bond Interest BASE SEC fibo-sec-dbt-ab-abs:InflationBondInterestPaymentTerms Payment Terms terms for the payment of interest on an inflation bond Inflation Bond Principal BASE SEC fibo-sec-dbt-ab-abs:InflationBondPrincipalRepaymentTermsRepayment Terms terms specifying how the principal amount on an inflation bond is to be paid down Inflation Bond Variable BASE SEC fibo-sec-dbt-ab-abs:InflationBondVariableCoupon Coupon Inflation Bond Variable BASE SEC fibo-sec-dbt-ab-abs:InflationBondVariableCouponTerms Coupon Terms BASE SEC fibo-sec-dbt-ab-abs:InflationFactorExpression Inflation Factor inflation rate BASE SEC fibo-sec-dbt-ab-abs:LoanPool Loan Pool A number of loans, combined into a single pool and used as an asset. BASE SEC fibo-sec-dbt-ab-abs:LoanPoolConstituent Loan Pool Constituent A loan constituent of a Loan Pool. ASSOC SEC fibo-sec-dbt-ab-abs:poolHasLoanType pool Has Loan Type The type of loans that make up the pool. Principal Payment BASE SEC fibo-sec-dbt-ab-abs:PrincipalPaymentCalculation Calculation a formula for calculation of principal payments for certain kinds of bonds BASE SEC fibo-sec-dbt-ab-abs:PromisedCashFlowAsset Promised Cash Flow An asset which takes the form of some promised future cashflow. This may be securitized. ASSOC SEC fibo-sec-dbt-ab-abs:specifiesIndexParameter specifies Index indicates the index specified in the formula for determination of principal paydown amounts ASSOC SEC fibo-sec-dbt-ab-abs:subordinatedTo subordinated To BASE SEC fibo-sec-dbt-ab-abs:WACBondCoupon WAC Bond Coupon BASE SEC fibo-sec-dbt-ab-cbo:BondPool Bond Pool A pool investment consisting of a collection of Bonds. BASE SEC fibo-sec-dbt-ab-cbo:CBODeal CBO Deal An issue of Collateralized Bond Obligation notes. FIB-DM 2020 Q1 DEV Entities Page 131/151 Entity Type Package Code Name Comment A multitranche debt structure similar in some respects to a collateralized mortgage obligation (CMO) structure. Typically low-rated bonds rather than mortgages serve as the BASE SEC fibo-sec-dbt-ab-cbo:CBOInstrument CBO Instrument collateral. The organization creating and promoting the structure usually holds the BASE SEC fibo-sec-dbt-ab-cdo:ABSCDODeal ABSCDO Deal An issue of Asset Backed Security CDO notes. BASE SEC fibo-sec-dbt-ab-cdo:ABSCDOInstrument ABSCDO Instrument CDO where the underlying asset pool is ABS. Arbitrage CDO/CLO/CBO - the reference assets are bought by a firm or conduit or SPV BASE SEC fibo-sec-dbt-ab-cdo:ArbitrageCDO Obligation Default (Special Purpose Vehicle) with a view to repackage them and sell them on as the structured BASE SEC fibo-sec-dbt-ab-cdo:ArbitrageCdoObjective Obligation Default tranches. BASE SEC fibo-sec-dbt-ab-cdo:BalanceSheetCDO Balance Sheet CDO company/firm's balance sheet. BASE SEC fibo-sec-dbt-ab-cdo:BalanceSheetCDOObjective Balance Sheet CDO The objective is that the CDO is created to move assets off the originator balance sheet. ASSOC SEC fibo-sec-dbt-ab-cdo:becomesConstituent becomes Constituent BASE SEC fibo-sec-dbt-ab-cdo:CashABSPool Cash ABS Pool A pool investment consisting of a collection of cash ABS instruments. BASE SEC fibo-sec-dbt-ab-cdo:CashCDO Cash CDO A CDO which has an uderlying portfolio of assets which are held by the issuer. BASE SEC fibo-sec-dbt-ab-cdo:CashCDOTranche Cash CDO Tranche A cash-flow CDO is analogous to a CMO. Cash flows from collateral are used to pay principal and interest to investors. If such cash flows prove inadequate, principal and interest is paid BASE SEC fibo-sec-dbt-ab-cdo:CashflowCDO Cashflow CDO to tranches according to seniority. At any point in time, all immediate obligations to a given BASE SEC fibo-sec-dbt-ab-cdo:CashflowStructure Cashflow Structure used to pay principal and interest to investors. CDO Cashflow BASE SEC fibo-sec-dbt-ab-cdo:CDOCashflowTreatmentStructure Treatment Structure The way in which cash flows are handled in a CDO. BASE SEC fibo-sec-dbt-ab-cdo:CDODeal CDO Deal An Issue of a set of CDO tranches as part of an offering to the market. The party which issues the CDO on behalf of the sponsor. This is identified as being a Special Purpose Vehicle (SPV) set up specifically to issue the CDO. A CDO has a sponsoring organization, which establishes a special purpose vehicle to hold collateral and issue BASE SEC fibo-sec-dbt-ab-cdo:CDOIssuingParty CDO Issuing Party securities. Sponsors can include banks, other financial institutions or investment managers, BASE SEC fibo-sec-dbt-ab-cdo:CDOManagementStyle CDO Management The manner in which reference assets are managed during the life of a CDO. Collateralized Debt Obligation. This is a type of asset-backed security and is constructed from a portfolio of fixed income assets including corporate loans and mortgage backed securities. A special purpose vehicle (SPV) issues notes to investors in order to raise funds that are invested in a portfolio of those fixed income assets, held by the SPV as collateral for the notes. Further notes: Collateralized Debt Obligation, for example, ABS CDO which consists of a portfolio of different ABS bonds, and the payments to the holders of these trust certificates are derived from the cash flows of the ABS bonds. This CDO instrument is part of a CDO issue, consisting of individual CDO instruments of a given seniority. Often referred to as tranches and slices (Investopedia). Investopedia: Similar in structure to a collateralized mortgage obligation (CMO) or collateralized bond obligation (CBO), CDOs are unique in that they represent different types of debt and credit risk. In the case of CDOs, these different BASE SEC fibo-sec-dbt-ab-cdo:CDONote CDO Note types of debt are often referred to as 'tranches' or 'slices'. Each slice has a different maturity BASE SEC fibo-sec-dbt-ab-cdo:CDOOriginationObjective CDO Origination The origin or motivation behind a CDO issue. BASE SEC fibo-sec-dbt-ab-cdo:CDOPool CDO Pool A pool of CDO securities. The underlying of the CDO Squared is a pool of CDO instruments. BASE SEC fibo-sec-dbt-ab-cdo:CDOPortfolio CDO Portfolio A portfolio in which the reference assets of the CDO are held. The portfolio manager for a managed CDO or arbitrage CDO (also called an asset manager). BASE SEC fibo-sec-dbt-ab-cdo:CDOPortfolioManager CDO Portfolio Manager This assumes that the role is the same in both cases. BASE SEC fibo-sec-dbt-ab-cdo:CDOPortfolioTrustee CDO Portfolio Trustee FIB-DM 2020 Q1 DEV Entities Page 132/151 Entity Type Package Code Name Comment BASE SEC fibo-sec-dbt-ab-cdo:CDOReferenceObligation CDO Reference A CDS Reference Obligation specifically defined for and referenced in a Synthectic CDO. BASE SEC fibo-sec-dbt-ab-cdo:CDOSquaredDeal CDO Squared Deal An issue of CDO Squared notes. BASE SEC fibo-sec-dbt-ab-cdo:CDOSquaredInstrument CDO Squared CDOs where the underlying asset pool is CDOs. CDO Tranche Seniority BASE SEC fibo-sec-dbt-ab-cdo:CDOTrancheSenioritySelection Selection The seniority of a tranche of a CDO issue. ASSOC SEC fibo-sec-dbt-ab-cdo:confersOwnershipOf confers Ownership Of A selection of types of creditworthiness, such as sub prime. Created for ABS but may be BASE SEC fibo-sec-dbt-ab-cdo:Creditworthiness Creditworthiness referred to in any instrument or tranche where this is a feature. BASE SEC fibo-sec-dbt-ab-cdo:CreditworthinessSelection Creditworthiness ASSOC SEC fibo-sec-dbt-ab-cdo:describedAs described As has CDO Origination ASSOC SEC fibo-sec-dbt-ab-cdo:hasCDOOriginationObjective Objective ASSOC SEC fibo-sec-dbt-ab-cdo:hasTranche has Tranche ASSOC SEC fibo-sec-dbt-ab-cdo:hasTranche.1 has Tranche.1 ASSOC SEC fibo-sec-dbt-ab-cdo:hasTranche.2 has Tranche.2 ASSOC SEC fibo-sec-dbt-ab-cdo:hasTranche.3 has Tranche.3 ASSOC SEC fibo-sec-dbt-ab-cdo:hasUnderlyingPool has Underlying Pool A CDO which combines features both of the cash and synthetic CDO. This is a CDO with tranches of cash and tranches of synthetic underlying assets. Further notes: So for example BASE SEC fibo-sec-dbt-ab-cdo:HybridCDO Hybrid CDO an issiue of $550 million may have $500 million in an asset pool and an additional $50 million ASSOC SEC fibo-sec-dbt-ab-cdo:issues issues ASSOC SEC fibo-sec-dbt-ab-cdo:managedBy managed By BASE SEC fibo-sec-dbt-ab-cdo:ManagedCDO Managed CDO manager may alter the portfolio as they see fit. Managed CDO A portfolio where the reference assets of the CDO are bought (the portfolio is ramped up) BASE SEC fibo-sec-dbt-ab-cdo:ManagedCDOPortfolio Portfolio and then the CDO manager may alter the portfolio as they see fit. BASE SEC fibo-sec-dbt-ab-cdo:ManagedManagementStyle Managed Management Whether the CDO is static or managed. This refers to whether or not the CDO manager may make changes to the reference portfolio during the life of the security. Further notes: If it is static, collateral is fixed through the life of the CDO. The reference assets are bought and ASSOC SEC fibo-sec-dbt-ab-cdo:managementStyle management Style then are kept untouched for the term of the product.If it is managed, the reference assets ASSOC SEC fibo-sec-dbt-ab-cdo:managementStyle.1 management Style.1 manager may alter the portfolio as they see fit. ASSOC SEC fibo-sec-dbt-ab-cdo:manages manages BASE SEC fibo-sec-dbt-ab-cdo:MarketValueCDO Market Value CDO BASE SEC fibo-sec-dbt-ab-cdo:MarketValueStructure Market Value Structure BASE SEC fibo-sec-dbt-ab-cdo:MBSInstrumentSlice MBS Instrument Slice A holding of an individual slice or slices of a tranche. BASE SEC fibo-sec-dbt-ab-cdo:MezzanineCDOTranche Mezzanine CDO typically rated B to BBB. ASSOC SEC fibo-sec-dbt-ab-cdo:origination.2 origination.2 ASSOC SEC fibo-sec-dbt-ab-cdo:overseenBy overseen By ASSOC SEC fibo-sec-dbt-ab-cdo:ratedAtIssue rated At Issue ASSOC SEC fibo-sec-dbt-ab-cdo:ratedAtIssue.1 rated At Issue.1 The most senior tranche of the CDO issue. Typically rated A to AAA. If there are defaults or BASE SEC fibo-sec-dbt-ab-cdo:SeniorCDOTranche Senior CDO Tranche the CDO's collateral otherwise underperforms, scheduled payments to senior tranches take

FIB-DM 2020 Q1 DEV Entities Page 133/151 Entity Type Package Code Name Comment The seniority which defines this tranche. This is the precedence order for scheduled payments. Further notes: Tranches are categorized as senior, mezzanine, and subordinated/equity, according to their degree of credit risk. If there are defaults or the CDO's collateral otherwise underperforms, scheduled payments to senior tranches take precedence over those of mezzanine tranches, and scheduled payments to mezzanine ASSOC SEC fibo-sec-dbt-ab-cdo:seniority seniority tranches take precedence over those to subordinated/equity tranches. Senior and mezzanine A CDO where collateral is fixed through the life of the CDO. The reference assets are bought BASE SEC fibo-sec-dbt-ab-cdo:StaticCDO Static CDO and then are kept untouched for the term of the product. A portfolio where collateral of the CDO is fixed through the life of the CDO. The reference BASE SEC fibo-sec-dbt-ab-cdo:StaticCDOPortfolio Static CDO Portfolio assets are bought and then are kept untouched for the term of the product. BASE SEC fibo-sec-dbt-ab-cdo:StaticManagementStyle Static Management ASSOC SEC fibo-sec-dbt-ab-cdo:structure structure The source of funds for the CDO. This is either cashflow or market value. The source of funds for the CDO is market value. This means that principal and interest ASSOC SEC fibo-sec-dbt-ab-cdo:structure.2 structure.2 payments to investors come from both collateral cash flows as well as sales of collateral. Subordinated CDO The subordinated (also known as equity) CDO tranche is the most junior tranche in the CDO BASE SEC fibo-sec-dbt-ab-cdo:SubordinatedCDOEquity Equity issue. If there are defaults or the CDO's collateral otherwise underperforms, scheduled ASSOC SEC fibo-sec-dbt-ab-cdo:subordinatedTo subordinated To BASE SEC fibo-sec-dbt-ab-cdo:SuperSeniorCDOTranche Super Senior CDO A tranche at the very top of a CDO Issue. BASE SEC fibo-sec-dbt-ab-cdo:TruePSObjective True PS Objective BASE SEC fibo-sec-dbt-ab-clo:CLO CLO BASE SEC fibo-sec-dbt-ab-clo:CLODeal CLO Deal An issue of Collateralized Loan Obligations. ASSOC SEC fibo-sec-dbt-ab-clo:isPoolOf is Pool Of BASE SEC fibo-sec-dbt-ab-cmo:AgencyCMO Agency CMO BASE SEC fibo-sec-dbt-ab-cmo:AgencyIOTranche Agency IO Tranche BASE SEC fibo-sec-dbt-ab-cmo:AgencyJumpTranche Agency Jump Tranche tranche will begin to receive payments. A Jump Z tranche is like a Z tranche but if there is some sort of trigger event reached then the holders of the Jump Z tranche will begin to receive payments. Regular non-Sticky Jump Z BASE SEC fibo-sec-dbt-ab-cmo:AgencyJumpZTranche Agency Jump Z Tranche tranches maintain their changed status only while the trigger event is in effect, and revert to BASE SEC fibo-sec-dbt-ab-cmo:AgencyPOTranche Agency PO Tranche Principal Only tranche. This tranche will only pay principal. Regular non-Sticky Jump Z tranches maintain their changed status only while the trigger BASE SEC fibo-sec-dbt-ab-cmo:AgencyRegularJumpZ Agency Regular Jump Z event is in effect, and revert to their old payment status once the trigger event has passed. BASE SEC fibo-sec-dbt-ab-cmo:AgencyStickyJumpZ Agency Sticky Jump Z retired. BASE SEC fibo-sec-dbt-ab-cmo:AgencyZTranche Agency Z Tranche A tranche that does not receive payments while other tranches remain. BASE SEC fibo-sec-dbt-ab-cmo:CMODeal CMO Deal An issue of Collateralized mortgaged Obligations. ASSOC SEC fibo-sec-dbt-ab-cmo:hasUnderlyingPool has Underlying Pool ASSOC SEC fibo-sec-dbt-ab-cmo:identity identity BASE SEC fibo-sec-dbt-ab-cmo:IOette I Oette REVIEW: Is this a kind of IO Tranche. BASE SEC fibo-sec-dbt-ab-cmo:JumpZTriggerEvent Jump Z Trigger Event The event which triggers the Jump Z BASE SEC fibo-sec-dbt-ab-cmo:JumpZTriggerEventReversal Jump Z Trigger Event The reversal of the event which triggers the Jump Z BASE SEC fibo-sec-dbt-ab-cmo:PAC-1Class PAC-1Class tranche. BASE SEC fibo-sec-dbt-ab-cmo:PAC-2Class PAC-2Class scheduled payment structure like a PAC bond. BASE SEC fibo-sec-dbt-ab-cmo:PAC-3Class PAC-3Class Planned Amortization Class tranche. Additional support tranche with scheduled payments. BASE SEC fibo-sec-dbt-ab-cmo:PACPOTranche PACPO Tranche Planned Amortization Class principal only tranche.

FIB-DM 2020 Q1 DEV Entities Page 134/151 Entity Type Package Code Name Comment PAC Tranche BASE SEC fibo-sec-dbt-ab-cmo:PACTrancheAmortizationSchedule Amortization Schedule BASE SEC fibo-sec-dbt-ab-cmo:PAC-ZTranche PAC-Z Tranche Planned Amortization Class tranche which is also a Z tranche, that is Definition needed. Planned Amortization Planned Amortization Class tranche.This is a tranche where the principal payment must BASE SEC fibo-sec-dbt-ab-cmo:PlannedAmortizationClassBond Class Bond follow a certain schedule. ASSOC SEC fibo-sec-dbt-ab-cmo:providesPrepaymentSupport provides Prepayment provides Prepayment ASSOC SEC fibo-sec-dbt-ab-cmo:providesPrepaymentSupportFor Support For ASSOC SEC fibo-sec-dbt-ab-cmo:revertsOn reverts On ASSOC SEC fibo-sec-dbt-ab-cmo:specifies specifies ASSOC SEC fibo-sec-dbt-ab-cmo:specifies.1 specifies.1 ASSOC SEC fibo-sec-dbt-ab-cmo:specifiesReverseTrigger specifies Reverse ASSOC SEC fibo-sec-dbt-ab-cmo:specifiesTrigger specifies Trigger BASE SEC fibo-sec-dbt-ab-cmo:SuperPOTranche Super PO Tranche generic PO. ASSOC SEC fibo-sec-dbt-ab-cmo:supportedBy supported By BASE SEC fibo-sec-dbt-ab-cmo:SupportTranche Support Tranche A tranche which provides payment support to a PAC Tranche. Targeted Amortization Class. This is related to a PAC tranche and has a payment schedule BASE SEC fibo-sec-dbt-ab-cmo:TACTranche TAC Tranche geared towards a specified prepayment speed (called the pricing speed). Agency CMO TAC Tranche BASE SEC fibo-sec-dbt-ab-cmo:TACTrancheAmortizationSchedule Amortization Schedule ASSOC SEC fibo-sec-dbt-ab-cmo:takesPrepaymentAfter takes Prepayment ASSOC SEC fibo-sec-dbt-ab-cmo:takesPrepaymentAfter.1 takes Prepayment Any event where some value passes some threashold. Or some other type of business event. BASE SEC fibo-sec-dbt-ab-cmo:TriggerEvent Trigger Event This is not restricted to "trigger" in the sense of a value passing a threshold. Can also be an ASSOC SEC fibo-sec-dbt-ab-lpn:hasSyndicateMember has Syndicate Member BASE SEC fibo-sec-dbt-ab-lpn:LeadManager Lead Manager or any potential loan Loan Participation BASE SEC fibo-sec-dbt-ab-lpn:LoanParticipationNoteFacility Note Facility A facility formed as part of a LPN which can be drawn down by the borrower. Loan Participation BASE SEC fibo-sec-dbt-ab-lpn:LoanParticipationNoteSyndicateMemberNote Syndicate a fixed-income security that permits investors to buy portions of an outstanding loan or Syndicated Loan package of loans; LPN holders participate, on a pro rata basis, in collecting interest and BASE SEC fibo-sec-dbt-ab-lpn:SyndicatedLoanParticipationNote Participation Note principal payments. Banks or other financial institutions often enter into loan participation BASE SEC fibo-sec-dbt-ab-mbs:AgencyMBSDeal Agency MBS Deal An issue of securities backed by pools of mortgages held by government agencies. The issuer of the pass through MBS is an Agency issuer. This is identified as being some kind BASE SEC fibo-sec-dbt-ab-mbs:AgencyMBSIssuer Agency MBS Issuer of agency that is set up specifically to issue these instruments. BASE SEC fibo-sec-dbt-ab-mbs:AgencyMBSPool Agency MBS Pool A pool investment consisting of a collection of Agency MBS instruments. BASE SEC fibo-sec-dbt-ab-mbs:AgencyMortgagePool Agency Mortgage Pool A pool of agency mortgages. ASSOC SEC fibo-sec-dbt-ab-mbs:cashflowPrecedence cashflow Precedence BASE SEC fibo-sec-dbt-ab-mbs:CommercialMBS Commercial MBS ASSOC SEC fibo-sec-dbt-ab-mbs:denomination denomination The currency amount in which the Note is denominated, for example $500 notes. The currency amount in which the Note is denominated, for example $500 notes. This term ASSOC SEC fibo-sec-dbt-ab-mbs:denomination.1 denomination.1 added by symmettry with MBS Tranche Note. needs to be reviewed and validated. FIB-DM 2020 Q1 DEV Entities Page 135/151 Entity Type Package Code Name Comment BASE SEC fibo-sec-dbt-ab-mbs:FHLMC-GoldPool FHLMC-Gold Pool BASE SEC fibo-sec-dbt-ab-mbs:FHLMC-Pool FHLMC-Pool BASE SEC fibo-sec-dbt-ab-mbs:FloaterTranche Floater Tranche A floater tranche is a tranche that is keyed to an index and a spread. BASE SEC fibo-sec-dbt-ab-mbs:FNMA-Pool FNMA-Pool BASE SEC fibo-sec-dbt-ab-mbs:GNMA-IIPool GNMA-II Pool BASE SEC fibo-sec-dbt-ab-mbs:GNMA-iPool GNMA-i Pool BASE SEC fibo-sec-dbt-ab-mbs:GNMA-PlatinumPool GNMA-Platinum Pool BASE SEC fibo-sec-dbt-ab-mbs:GovernmentMortgageAgency Government Mortgage An agency set up by a government for the purpose of issuing mortgages. ASSOC SEC fibo-sec-dbt-ab-mbs:hasNote has Note ASSOC SEC fibo-sec-dbt-ab-mbs:hasPotentialEvent has Potential Event BASE SEC fibo-sec-dbt-ab-mbs:InverseFloaterTranche Inverse Floater Tranche ASSOC SEC fibo-sec-dbt-ab-mbs:isAlso is Also ASSOC SEC fibo-sec-dbt-ab-mbs:isAlso.1 is Also.1 ASSOC SEC fibo-sec-dbt-ab-mbs:isSliceOf is Slice Of Issued And Securitized An agency mortgage pool which has been securitized as part of an agency Mortgage Backed BASE SEC fibo-sec-dbt-ab-mbs:IssuedAndSecuritizedAgencyMortagePoolAgency Mortage Pool Security. Issued And Securitized A non agency mortgage pool which has been securitized as part of a tranched Mortgage BASE SEC fibo-sec-dbt-ab-mbs:IssuedAndSecuritizedNonAgencyMortgagePoolNon Agency Mortgage Backed Security. Issued And Securitized A pool of individual debts (such as loans or mortgages) which is securitized as part of the BASE SEC fibo-sec-dbt-ab-mbs:IssuedAndSecuritizedPoolOfIndividualDebtsPool Of Individual issue of some security. BASE SEC fibo-sec-dbt-ab-mbs:MBSDeal MBS Deal The issue of a series of Mortgage Backed Security certificates. BASE SEC fibo-sec-dbt-ab-mbs:MBSDealProspectus MBS Deal Prospectus mortgage backed security issue. Term origin:SMER BASE SEC fibo-sec-dbt-ab-mbs:MBSIssuer MBS Issuer The issuer of a Mortgage Backed Security. BASE SEC fibo-sec-dbt-ab-mbs:MBSPool MBS Pool A pool investment consisting of a collection of MBS instruments. BASE SEC fibo-sec-dbt-ab-mbs:MBSTrancheNote MBS Tranche Note An individual note of a tranche. Mezzanine MBS Specific kinds of tranche are modeled for example and investigation only and have been BASE SEC fibo-sec-dbt-ab-mbs:MezzanineMBSTranche Tranche removed from the diagrams. These will be removed from the final model. Mortgage Backed BASE SEC fibo-sec-dbt-ab-mbs:MortgageBackedSecurityInstrument Security Instrument Mortgage Debt Assets pledged to a lender until a loan is repaid. Further notes: This provides BASE SEC fibo-sec-dbt-ab-mbs:MortgageCollateral Mortgage Collateral one means by which some extension of finance (such as a loan, debt or equity issue) is under- BASE SEC fibo-sec-dbt-ab-mbs:MortgageDebt Mortgage Debt Mortgage debt issued under a Mortgage Backed Security. BASE SEC fibo-sec-dbt-ab-mbs:MortgagePool Mortgage Pool A number of mortgages combined into a single pool and used as an asset. BASE SEC fibo-sec-dbt-ab-mbs:MortgagePoolConstituent Mortgage Pool Amortgage defined as a constituent of a Mortgage Pool. BASE SEC fibo-sec-dbt-ab-mbs:NonAgencyIOTranche Non Agency IO Tranche Interest Only tranche, meaning that this tranche will only pay interest. BASE SEC fibo-sec-dbt-ab-mbs:NonAgencyJumpTranche Non Agency Jump tranche will begin to receive payments. A Jump Z tranche is like a Z tranche but if there is some sort of trigger event reached then the Non Agency Jump Z holders of the Jump Z tranche will begin to receive payments. Regular non-Sticky Jump Z BASE SEC fibo-sec-dbt-ab-mbs:NonAgencyJumpZTranche Tranche tranches maintain their changed status only while the trigger event is in effect, and revert to A party which is a non agency issuer of MBS securities. The identity of this party may be a BASE SEC fibo-sec-dbt-ab-mbs:NonAgencyMBSIssuer Non Agency MBS Issuer bank or a specialist (non agency) mortgage company. Term origin:MBS PoC Reviews BASE SEC fibo-sec-dbt-ab-mbs:NonAgencyMortgagePool Non Agency Mortgage BASE SEC fibo-sec-dbt-ab-mbs:NonAgencyPOTranche Non Agency PO Principal Only tranche. This tranche will only pay principal. FIB-DM 2020 Q1 DEV Entities Page 136/151 Entity Type Package Code Name Comment Non Agency Regular Regular non-Sticky Jump Z tranches maintain their changed status only while the trigger BASE SEC fibo-sec-dbt-ab-mbs:NonAgencyRegularJumpZTranche Jump Z Tranche event is in effect, and revert to their old payment status once the trigger event has passed. Non Agency Sticky Sticky Jump Z tranches maintain the payment priority of a Jump Z tranche until they are BASE SEC fibo-sec-dbt-ab-mbs:NonAgencyStickyJumpZTranche Jump Z Tranche retired. BASE SEC fibo-sec-dbt-ab-mbs:NonAgencyZTranche Non Agency Z Tranche A tranche that does not receive payments while other tranches remain. BASE SEC fibo-sec-dbt-ab-mbs:PassThroughMBSDeal Pass Through MBS Deal through to investors Pass Through MBS Deal BASE SEC fibo-sec-dbt-ab-mbs:PassThroughMBSDealProspectus Prospectus The written prospectus for an agency, pass through issue of Mortgage Backed Securities BASE SEC fibo-sec-dbt-ab-mbs:PassThroughMBSInstrument Pass Through MBS investor by way of redemption payments. Pass Through MBS BASE SEC fibo-sec-dbt-ab-mbs:PassThroughMBSInstrumentNote Instrument Note An individual note of a pass through instrument. Pass Through MBS The party which agrees to buy any certificates that are not bought by investors Term BASE SEC fibo-sec-dbt-ab-mbs:PassThroughMBSIssueUnderwriter Issue Underwriter origin:MBS PoC Reviews BASE SEC fibo-sec-dbt-ab-mbs:Pass-throughPool Pass-through Pool BASE SEC fibo-sec-dbt-ab-mbs:PayingAgent Paying Agent (sec) BASE SEC fibo-sec-dbt-ab-mbs:PrivateLabelMBSDeal Private Label MBS Deal ASSOC SEC fibo-sec-dbt-ab-mbs:providesCreditSupportTo provides Credit BASE SEC fibo-sec-dbt-ab-mbs:RegularFloaterTranche Regular Floater the index. BASE SEC fibo-sec-dbt-ab-mbs:ResidentialMBS Residential MBS of residential mortgage loans. Unknown Further notes: Verify whether Residual Tranche and Support Tranche are meant to BASE SEC fibo-sec-dbt-ab-mbs:ResidualTranche Residual Tranche be in the same list of types as PAC etc. i.e. can a tranche not be PAC and Residual? this looks ASSOC SEC fibo-sec-dbt-ab-mbs:responsibleFor responsible For ASSOC SEC fibo-sec-dbt-ab-mbs:reverts reverts BASE SEC fibo-sec-dbt-ab-mbs:SBA-Pool SBA-Pool BASE SEC fibo-sec-dbt-ab-mbs:SecuritizedMortgagePool Securitized Mortgage A mortgage pool which is securitized as part of the issue of some mortgage backed security. BASE SEC fibo-sec-dbt-ab-mbs:SecurityNote Security Note issued in notes of different denominations. Specific kinds of tranche are modeled for example and investigation only and have been BASE SEC fibo-sec-dbt-ab-mbs:SeniorMBSTranche Senior MBS Tranche removed from the diagrams. These will be removed from the final model. Specific kinds of tranche are modeled for example and investigation only and have been ASSOC SEC fibo-sec-dbt-ab-mbs:seniorTo senior To removed from the diagrams. These will be removed from the final model. BASE SEC fibo-sec-dbt-ab-mbs:SpecialistMortgageIssuer Specialist Mortgage general public. ASSOC SEC fibo-sec-dbt-ab-mbs:specifiesTrigger specifies Trigger payments. Subordinated MBS Specific kinds of tranche are modeled for example and investigation only and have been BASE SEC fibo-sec-dbt-ab-mbs:SubordinatedMBSTranche Tranche removed from the diagrams. These will be removed from the final model. BASE SEC fibo-sec-dbt-ab-mbs:SuperFloaterTranche Super Floater Tranche BASE SEC fibo-sec-dbt-ab-mbs:TranchedMBSDeal Tranched MBS Deal Tranched MBS Deal BASE SEC fibo-sec-dbt-ab-mbs:TranchedMBSDealProspectus Prospectus BASE SEC fibo-sec-dbt-ab-mbs:TranchedMBSInstrument Tranched MBS Tranched MBS Issue The party which agrees to buy any certificates that are not bought by investors Term BASE SEC fibo-sec-dbt-ab-mbs:TranchedMBSIssueUnderwriter Underwriter origin:MBS PoC Reviews BASE SEC fibo-sec-dbt-ab-mbs:TrancheNonPayment Tranche Non Payment a credit event. BASE SEC fibo-sec-dbt-ab-mbs:TrancheRatingAtIssue Tranche Rating At Issue The rating at issue of a tranche of a security. Note this is under review FIB-DM 2020 Q1 DEV Entities Page 137/151 Entity Type Package Code Name Comment BASE SEC fibo-sec-dbt-ab-mbs:TrancheType Tranche Type the type of tranche in a tranched MBS security A party which has some role in relation to some financial investment (portfolio, issue etc.) BASE SEC fibo-sec-dbt-ab-mbs:Trustee Trustee (sec) which is formally defined as being a "Trustee" in that context. ASSOC SEC fibo-sec-dbt-ab-pbs:backs backs Cash Structured BASE SEC fibo-sec-dbt-ab-pbs:CashStructuredFinanceInstrument Finance Instrument A structured finance instrument with a real asset underlying. Cash Structured BASE SEC fibo-sec-dbt-ab-pbs:CashStructuredFinanceInstrumentPoolFinance Instrument A pool investment consisting of a collection of cash structured finance instruments. BASE SEC fibo-sec-dbt-ab-pbs:CollateralizedDebt Collateralized Debt Debt issued under some Security, with some Collateral. Collateralized BASE SEC fibo-sec-dbt-ab-pbs:CollateralizedObligationDeal Obligation Deal Pending further investigation. At present: CDO = issued against pool of securities MBS = issued against pool of individual debts (base loans) Action: identify if this is the case. Option Collateralized 1: Model as it was; Option 2: Add a level of detail in between, whereby there is a pool of BASE SEC fibo-sec-dbt-ab-pbs:CollateralizedObligationInstrument Obligation Instrument pools or some other such thing Option 3: this is a terminological thing only in that CDOs are ASSOC SEC fibo-sec-dbt-ab-pbs:dealAmount deal Amount The amount of the overall deal. ASSOC SEC fibo-sec-dbt-ab-pbs:developsInto develops Into ASSOC SEC fibo-sec-dbt-ab-pbs:hasIssuer has Issuer ASSOC SEC fibo-sec-dbt-ab-pbs:hasTrancheType has Tranche Type ASSOC SEC fibo-sec-dbt-ab-pbs:hasUnderlying has Underlying ASSOC SEC fibo-sec-dbt-ab-pbs:hasUnderlying.1 has Underlying.1 ASSOC SEC fibo-sec-dbt-ab-pbs:issuedBy issued By The asset pool which is the underlying of a traditional or cash structured finance instrument. ASSOC SEC fibo-sec-dbt-ab-pbs:isTrancheOf is Tranche Of This is a real pool of real assets, as distinct from synthetic pools. ASSOC SEC fibo-sec-dbt-ab-pbs:lifecycleState lifecycle State issuance process, to securitized pool. ASSOC SEC fibo-sec-dbt-ab-pbs:mayBe may Be BASE SEC fibo-sec-dbt-ab-pbs:PoolBackedDealProspectus Pool Backed Deal backed security issue. Term origin:SMER Pool Backed Securities The issue of a series of Pool Backed Security certificates. These are (at least in this context) BASE SEC fibo-sec-dbt-ab-pbs:PoolBackedSecuritiesDeal Deal securities issued backed by a pool of individual loans, mortgages or other individual loan A type of bond or note which derives its cashflow from some underlying pool of debt in Pool Backed Security which loans or mortgage advanced to borrowers are pooled together for the purposes of BASE SEC fibo-sec-dbt-ab-pbs:PoolBackedSecurityInstrument Instrument creating this type of security. Further notes: This is distinguished from CDO instruments BASE SEC fibo-sec-dbt-ab-pbs:PoolBackedSecurityIssuer Pool Backed Security Security or CDO. BASE SEC fibo-sec-dbt-ab-pbs:PoolOfIndividualDebts Pool Of Individual BASE SEC fibo-sec-dbt-ab-pbs:SecuritizedDebtPool Securitized Debt Pool Structured Finance A security that has periodic principal payments with the amount of principal that is paid BASE SEC fibo-sec-dbt-ab-pbs:StructuredFinanceInstrument Instrument being dictated by a published factor. Structured Finance BASE SEC fibo-sec-dbt-ab-pbs:StructuredFinanceInstrumentPool Instrument Pool A pool investment consisting of a collection of structured finance instruments. BASE SEC fibo-sec-dbt-ab-spv:DebtSecuritiesIssuance Debt Securities SPV set up to issue debt instruments such as for structured finance. A Special Purpose Vehicle (SPV) set up specifically to issue a debt security or securities. It is BASE SEC fibo-sec-dbt-ab-spv:DebtSPV Debt SPV set up by a company or a group of companies to create instruments that are off the BASE SEC fibo-sec-dbt-ab-spv:SecuritiesIssuance Securities Issuance The SPV is set up to issue securities.

FIB-DM 2020 Q1 DEV Entities Page 138/151 Entity Type Package Code Name Comment BASE SEC fibo-sec-dbt-ab-spv:SecuritiesIssuanceSPV Securities Issuance SPV An SPV set up specifically to issue securities. Arbitrage synthetic CDO deals are motivated by regulatory or practical considerations that might make a bank want to retain ownership of debt while achieving capital relief through BASE SEC fibo-sec-dbt-ab-syn:ArbitrageSyntheticCDO Obligor CDSs. In this case, the sponsoring bank has a portfolio of obligations, called the reference ASSOC SEC fibo-sec-dbt-ab-syn:assetsManagedBy assets Managed By ASSOC SEC fibo-sec-dbt-ab-syn:fundedBy funded By ASSOC SEC fibo-sec-dbt-ab-syn:hasInvestmentGrade has Investment Grade ASSOC SEC fibo-sec-dbt-ab-syn:hasUnderlyingContract has Underlying The underlying CDS which is created to mechanise the cash flows in the synthetic portfolio. ASSOC SEC fibo-sec-dbt-ab-syn:holds holds ASSOC SEC fibo-sec-dbt-ab-syn:issues issues ASSOC SEC fibo-sec-dbt-ab-syn:isTrancheOf is Tranche Of ASSOC SEC fibo-sec-dbt-ab-syn:makesReferenceTo makes Reference To ASSOC SEC fibo-sec-dbt-ab-syn:notionallyHolds notionally Holds The percentage of defaults which holders of this are exposed to, that is the percentage of defaults that this tranche represents. Further Notes Review session notes 21 April: The first, second and so on, to stop paying out when there is a default. In each case you get the first, second etc. x% of defaults. Base underlying may be high or low quality. Create the pool by percentage Of Defaults buying or selling protection depending on hich way you want to go, e..g. have high quality ASSOC SEC fibo-sec-dbt-ab-syn:percentageOfDefaultsThisTranche This Tranche funds, (borrowers), would sell protection. If low quality, would buy protection to improve ASSOC SEC fibo-sec-dbt-ab-syn:simulatedBy simulated By The underlying CDS which is created to mechanise the cash flows in the synthetic portfolio. ASSOC SEC fibo-sec-dbt-ab-syn:simulates simulates ASSOC SEC fibo-sec-dbt-ab-syn:simulates.1 simulates.1 BASE SEC fibo-sec-dbt-ab-syn:SyntheticAmortizingSecurity Synthetic Amortizing Security constructed to emulate an amortizing security. BASE SEC fibo-sec-dbt-ab-syn:SyntheticBalanceSheetCDO Synthetic Balance BASE SEC fibo-sec-dbt-ab-syn:SyntheticCDO Synthetic CDO BASE SEC fibo-sec-dbt-ab-syn:SyntheticCDOPortfolio Synthetic CDO Portfolio Synthetic CDO Portfolio not holdings because they are not held, but in all other respects they are the constituents of BASE SEC fibo-sec-dbt-ab-syn:SyntheticCDOPortfolioConstituent Constituent the portfolio. BASE SEC fibo-sec-dbt-ab-syn:SyntheticCDOTranche Synthetic CDO Tranche Synthetic Debt example a synthesized portfolio of CDO / Bonds / ABS using Total Returns Swaps and CDS. BASE SEC fibo-sec-dbt-ab-syn:SyntheticDebtInstrumentPool Instrument Pool This does exist, it is just manufactured from different instruments. From April 28 review session: CDS mechanization: Q: Are the CDS taken out on the Synthetic Debt constituents of the (non owned) pool or on some other instrument? A: There is funding to Instrument Pool underpin the pool. The funding may be high grade debt or may be low grade. There is an BASE SEC fibo-sec-dbt-ab-syn:SyntheticDebtInstrumentPoolFundingAssetFunding Asset undedrlying source of funds. then you swap (using CDS) into other risks. so I might lend to a A Special Purpose Vehicle set up for the issuance of synthetics CDOs. This entity (like all SPVs) BASE SEC fibo-sec-dbt-ab-syn:SyntheticDebtSPV Synthetic Debt SPV its itself registered as some kind of legal entity, distinct from the sponsoring organization. It BASE SEC fibo-sec-dbt-ab-syn:SyntheticPoolAsset Synthetic Pool Asset Synthetic Structured BASE SEC fibo-sec-dbt-ab-syn:SyntheticStructuredFinanceInstrumentFinance Instrument ASSOC SEC fibo-sec-dbt-ab-syn:trancheType tranche Type BASE SEC fibo-sec-dbt-bnd:AmortizingBond Finalize Pool Content expense over the life of the bond

FIB-DM 2020 Q1 DEV Entities Page 139/151 Entity Type Package Code Name Comment fixed-income instrument in which the issuer owes the holders a debt and, depending on the BASE SEC fibo-sec-dbt-bnd:Bond Finalize Prospectus terms of the bond, is obliged to pay interest (the coupon) and/or to repay the principal at BASE SEC fibo-sec-dbt-bnd:BondAmortizationPaymentTerms Identify Conforming typically in equal payments at regular intervals BASE SEC fibo-sec-dbt-bnd:BondConversionTerms Identify Underwriter publicly traded share issued by of the same issuer). BASE SEC fibo-sec-dbt-bnd:BondCoupon Bond Coupon expressed as an annual percentage of the face value insurance policy that a bond issuer purchases that guarantees the repayment of the principal BASE SEC fibo-sec-dbt-bnd:BondInsurance Bond Insurance and all associated interest payments to the bondholders in the event of default Bond Principal BASE SEC fibo-sec-dbt-bnd:BondPrincipalRepaymentTerms Repayment Terms terms for the repayment of the principal on a bond BASE SEC fibo-sec-dbt-bnd:BondRegistrar Bond Registrar owners of a registered bond issue BASE SEC fibo-sec-dbt-bnd:BondVariableCoupon Bond Variable Coupon bond coupon that has a variable interest rate BASE SEC fibo-sec-dbt-bnd:BondWithPartialCall Bond With Partial Call discretion of the issuer Bond With Published BASE SEC fibo-sec-dbt-bnd:BondWithPublishedSinkingFund Sinking Fund bond whereby amortization is via a known and published schedule BASE SEC fibo-sec-dbt-bnd:BondWithWarrant Bond With Warrant bond issue whereby the issue includes a warrant BASE SEC fibo-sec-dbt-bnd:BuildAmericaBond Build America Bond and Reinvestment Act of 2009 (ARRA) BASE SEC fibo-sec-dbt-bnd:BulletBond Bullet Bond its lifetime Bullet Principal terms for repayment of the principal for a bond as a single payment covering the whole BASE SEC fibo-sec-dbt-bnd:BulletPrincipalRepaymentTerms Repayment Terms principal amount BASE SEC fibo-sec-dbt-bnd:CallableBond Callable Bond bond at the call price after the call protection period BASE SEC fibo-sec-dbt-bnd:CallableConvertibleBond Callable Convertible convertible bond that is also callable Certificate Of municipal security available to governing councils in case of emergency, such as a natural BASE SEC fibo-sec-dbt-bnd:CertificateOfObligation Obligation disaster, that needs immediate action without time for voter referendum Certificate Of municipal security evidencing a pro rata share in a specific pledged revenue stream, usually BASE SEC fibo-sec-dbt-bnd:CertificateOfParticipation Participation lease payments by the issuer that are typically subject to annual appropriation bond that gives the holder the right to convert the bond into a fixed number of shares BASE SEC fibo-sec-dbt-bnd:ConvertibleBond Convertible Bond (conversion ratio) if the equity price rises above a specified level (strike price) bond issued by a company in order to raise financing for purposes such as mergers and BASE SEC fibo-sec-dbt-bnd:CorporateBond Corporate Bond acquisitions, business expansion, or to cover ongoing operational needs BASE SEC fibo-sec-dbt-bnd:CouponPayment Coupon Payment payment event involving an interest payment on a bond BASE SEC fibo-sec-dbt-bnd:CouponPaymentTerms Coupon Payment terms for payment of interest on a bond BASE SEC fibo-sec-dbt-bnd:CouponSchedule Coupon Schedule payment schedule that consists of interest payments on a bond BASE SEC fibo-sec-dbt-bnd:EquityLinkedBond Equity Linked Bond total return (similar to total return swaps) Extraordinary provision that gives a bond issuer the right to call its bonds due to an unusual one-time BASE SEC fibo-sec-dbt-bnd:ExtraordinaryRedemptionProvision Redemption Provision occurrence, as specified in the offering statement First Regular Coupon scheduled date for the first regular coupon payment, in a regular repeating series of coupon BASE SEC fibo-sec-dbt-bnd:FirstRegularCouponDate Date periods, after any non standard (long or short) first coupon period in the schedule BASE SEC fibo-sec-dbt-bnd:FixedCouponBond Fixed Coupon Bond and remain constant while the security is outstanding BASE SEC fibo-sec-dbt-bnd:FixedCouponTerms Fixed Coupon Terms terms for payment of interest on a bond with a fixed interest rate BASE SEC fibo-sec-dbt-bnd:FloatingRateNote Floating Rate Note bond with a variable interest rate based on a published reference interest rate BASE SEC fibo-sec-dbt-bnd:FullFaithAndCreditBond Full Faith And Credit bond secured by an unconditional promise to pay by another entity General Obligation municipal bond that is backed by the full faith and credit and general resources of the issuing BASE SEC fibo-sec-dbt-bnd:GeneralObligationMunicipalBond Municipal Bond municipality, including its general taxing authority

FIB-DM 2020 Q1 DEV Entities Page 140/151 Entity Type Package Code Name Comment BASE SEC fibo-sec-dbt-bnd:GovernmentBond Government Bond debt security issued by a government to fund government spending Government Issued debt security issued by some government on behalf of some polity, including sovereign and BASE SEC fibo-sec-dbt-bnd:GovernmentIssuedDebtSecurity Debt Security municipal debt BASE SEC fibo-sec-dbt-bnd:GreenBond Green Bond bond issued specifically to fund climate or environmental projects specifies the date on which bonds are awarded to the lead manager or syndicate on ASSOC SEC fibo-sec-dbt-bnd:hasAwardDate has Award Date negotiated deals, or the date of bidding on competitive deals ASSOC SEC fibo-sec-dbt-bnd:hasCallPrice has Call Price the call premium, as specified in the contract ASSOC SEC fibo-sec-dbt-bnd:hasCallRateBasis has Call Rate Basis of Par or percentage of CAV ASSOC SEC fibo-sec-dbt-bnd:hasConvertibleDate has Convertible Date date on which a bond can be converted into the specified equity security ASSOC SEC fibo-sec-dbt-bnd:hasExerciseType has Exercise Type indicates the exercise convention specified in the call feature has Extraordinary relates the redemption provision of a debt instrument to one-time provision that may be ASSOC SEC fibo-sec-dbt-bnd:hasExtraordinaryRedemptionProvision Redemption Provision exercised by the issuer under certain circumstances indicates the final payment date of a loan or other financial instrument, at which point the ASSOC SEC fibo-sec-dbt-bnd:hasFinalMaturityDate has Final Maturity Date principal (and all remaining interest) is due to be paid ASSOC SEC fibo-sec-dbt-bnd:hasFirstCallPrice has First Call Price indicates the amount of the call on the first call date as specified in the call schedule has First Coupon specifies the first date on which the issuer or its agent expects or commits to make a coupon ASSOC SEC fibo-sec-dbt-bnd:hasFirstCouponPaymentDate Payment Date payment ASSOC SEC fibo-sec-dbt-bnd:hasFirstParCallDate has First Par Call Date indicates the first date on which the bond may be called at par for redemption ASSOC SEC fibo-sec-dbt-bnd:hasFirstParCallPrice has First Par Call Price specifies the amount of the call on the first par call date as specified in the call schedule ASSOC SEC fibo-sec-dbt-bnd:hasFirstPremiumCallDate has First Premium Call indicates the first date on which the bond may be called for redemption at a price above par ASSOC SEC fibo-sec-dbt-bnd:hasFirstPremiumCallPrice has First Premium Call price above par as specified in the call schedule ASSOC SEC fibo-sec-dbt-bnd:hasFirstPutDate has First Put Date indicates the initial date on which the holder may sell the bond to the issuer prior to maturity ASSOC SEC fibo-sec-dbt-bnd:hasFirstPutPrice has First Put Price specifies the initial price at which the holder may sell the bond to the issuer prior to maturity ASSOC SEC fibo-sec-dbt-bnd:hasFundingSource has Funding Source indicates the source of funds for a new issue of municipal securities has Last Coupon specifies the final date on which the issuer or its agent expects or commits to make a coupon ASSOC SEC fibo-sec-dbt-bnd:hasLastCouponPaymentDate Payment Date payment ASSOC SEC fibo-sec-dbt-bnd:hasLockoutPeriod has Lockout Period coupon payments are received by the security holder specifies the financial institution with trust powers, designated by the issuer or borrower, ASSOC SEC fibo-sec-dbt-bnd:hasMunicipalTrustee has Municipal Trustee that acts, pursuant to a bond contract, in a fiduciary capacity for the benefit of the has Original Issue ASSOC SEC fibo-sec-dbt-bnd:hasOriginalIssueDiscountAmount Discount Amount indicates the difference between the stated redemption price at maturity and the issue price has Partial Redemption indicates the convention used to determine how the redemption is allocated over the set of ASSOC SEC fibo-sec-dbt-bnd:hasPartialRedemptionAllocationConventionAllocation Convention bond holders has Penultimate ASSOC SEC fibo-sec-dbt-bnd:hasPenultimateCouponPaymentDate Coupon Payment Date specifies the last coupon payment prior to maturity ASSOC SEC fibo-sec-dbt-bnd:hasPremiumAmount has Premium Amount indicates the premium paid to a bond holder when the bond is called ASSOC SEC fibo-sec-dbt-bnd:hasPutDate has Put Date bond holder ASSOC SEC fibo-sec-dbt-bnd:hasPutFrequency has Put Frequency indicates the frequency of the tender or put period ASSOC SEC fibo-sec-dbt-bnd:hasRedemptionAmount has Redemption indicates the amount of the principal paid with a redemption payment identifies the dealer responsible for reselling to investors securities (such as variable rate ASSOC SEC fibo-sec-dbt-bnd:hasRemarketingAgent has Remarketing Agent demand obligations and other tender option bonds) that have been tendered for purchase ASSOC SEC fibo-sec-dbt-bnd:hasResetDateOffset has Reset Date Offset indicates the offset from the coupon payment date on which the rate is reset

FIB-DM 2020 Q1 DEV Entities Page 141/151 Entity Type Package Code Name Comment Implicit Full Faith And bond issued by a government sponsored agency or corporation rather than by the BASE SEC fibo-sec-dbt-bnd:ImplicitFullFaithAndCreditBond Credit Bond government directly BASE SEC fibo-sec-dbt-bnd:IndexLinkedSecurity Index Linked Security Consumer Price Index BASE SEC fibo-sec-dbt-bnd:InflationBond Inflation Bond bond whose principal amount is linked to an inflation rate index ASSOC SEC fibo-sec-dbt-bnd:isBasedOn is Based On (sec) indicates the economic indicator or market rate on which an index-based security depends Last Regular Coupon scheduled date of the last regular coupon payment, that is the last of the payments that are BASE SEC fibo-sec-dbt-bnd:LastRegularCouponDate Date made according to a regular repeating series of coupon periods, before any non-standard BASE SEC fibo-sec-dbt-bnd:ListedBond Listed Bond bond that may be traded on one or more exchanges BASE SEC fibo-sec-dbt-bnd:MakeWholeCall Make Whole Call call allowing the issuer to pay off remaining debt early BASE SEC fibo-sec-dbt-bnd:MandatoryConvertibleBond Mandatory Convertible convertible bond that converts into shares at maturity regardless of the equity price bond issued over time under a shelf registration program, where each issue may have a BASE SEC fibo-sec-dbt-bnd:MediumTermNote Medium Term Note different coupon and maturity typically ranging from one to ten years government bond that may be issued by states, cities, counties, special tax districts or special BASE SEC fibo-sec-dbt-bnd:MunicipalBond Municipal Bond agencies or authorities of state or local governments BASE SEC fibo-sec-dbt-bnd:MunicipalDebtFundsUsage Municipal Debt Funds to be applied Municipal Debt rate demand obligations and other tender option bonds) that have been tendered for BASE SEC fibo-sec-dbt-bnd:MunicipalDebtRemarketingAgent Remarketing Agent purchase by their owner Municipal Debt Source BASE SEC fibo-sec-dbt-bnd:MunicipalDebtSourceOfFunds Of Funds official statement identifying the source of funds for a new issue of municipal securities short-term obligation to repay a specified principal amount on a certain date, together with BASE SEC fibo-sec-dbt-bnd:MunicipalNote Municipal Note interest at a stated rate, usually payable from a defined source of anticipated revenues bond, note, warrant, certificate of participation or other obligation issued by a state or local BASE SEC fibo-sec-dbt-bnd:MunicipalSecurity Municipal Security government or their agencies or authorities (such as cities, towns, villages, counties or financial institution with trust powers, designated by the issuer or borrower, that acts, BASE SEC fibo-sec-dbt-bnd:MunicipalTrustee Municipal Trustee pursuant to a bond contract, in a fiduciary capacity for the benefit of the bondholders in BASE SEC fibo-sec-dbt-bnd:PartialCall Partial Call (sec) call of part of an issue call feature whereby the issuer can recall part of the issue on scheduled dates, where bonds BASE SEC fibo-sec-dbt-bnd:PartialCallFeature Partial Call Feature are selected to be called according to some rule, or by selecting various bonds at random Partial Redemption convention used to determine how the partial call will be actioned with respect to bond BASE SEC fibo-sec-dbt-bnd:PartialRedemptionAllocationConvention Allocation Convention selection BASE SEC fibo-sec-dbt-bnd:PerpetualBond Perpetual Bond bond that has no maturity date, i.e., one that pays interest in perpetuity BASE SEC fibo-sec-dbt-bnd:RateBasisConvention Rate Basis Convention basis for a percentage quoted rate as used in specifying bond call percentage amounts BASE SEC fibo-sec-dbt-bnd:RedemptionPayment Redemption Payment called BASE SEC fibo-sec-dbt-bnd:RedemptionSchedule Redemption Schedule dates BASE SEC fibo-sec-dbt-bnd:RegularCouponSchedule Regular Coupon payment dates BASE SEC fibo-sec-dbt-bnd:RegulatoryCall Regulatory Call call that is triggered by some regulatory event or rule BASE SEC fibo-sec-dbt-bnd:RemarketableBond Remarketable Bond through an auction process BASE SEC fibo-sec-dbt-bnd:RevenueBond Revenue Bond highway or local stadium BASE SEC fibo-sec-dbt-bnd:SecuredBond Secured Bond general promise to pay Sinking Fund BASE SEC fibo-sec-dbt-bnd:SinkingFundAmortizationTerms Amortization Terms terms for the paydown of principal in a sinking fund type of amortizing security BASE SEC fibo-sec-dbt-bnd:SovereignBond Sovereign Bond bond issued by a national or sovereign government of a country BASE SEC fibo-sec-dbt-bnd:SovereignDebtInstrument Sovereign Debt debt security issued by a national or sovereign government of a country

FIB-DM 2020 Q1 DEV Entities Page 142/151 Entity Type Package Code Name Comment BASE SEC fibo-sec-dbt-bnd:SpecialAssessmentBond Special Assessment an obligation payable from revenues of a special assessment BASE SEC fibo-sec-dbt-bnd:SpecialObligationBond Special Obligation bond secured by a limited revenue source or promise to pay BASE SEC fibo-sec-dbt-bnd:SpecialTaxBond Special Tax Bond taxes BASE SEC fibo-sec-dbt-bnd:StepEvent Step Event event whereby a set of fixed coupon terms comes into force as specified in a step schedule BASE SEC fibo-sec-dbt-bnd:SteppedCouponTerms Stepped Coupon Terms is outstanding schedule specifying the dates and rates relevant to securities that pay an initial interest rate BASE SEC fibo-sec-dbt-bnd:StepSchedule Step Schedule but also have a feature where set rate increases happen at periodic intervals BASE SEC fibo-sec-dbt-bnd:StepUpBond Step Up Bond bond with a coupon that increases (steps up) while the bond is outstanding bond that is part of a series of bonds formed by selling each interest payment and the BASE SEC fibo-sec-dbt-bnd:StripBond Strip Bond principal amount of a bond as separate zero coupon bonds. bond payable from the incremental increase in tax revenues realized from any increase in BASE SEC fibo-sec-dbt-bnd:TaxAllocationBond Tax Allocation Bond property value and other economic activity, often designed to capture the economic benefit BASE SEC fibo-sec-dbt-bnd:TreasuryBill Treasury Bill months BASE SEC fibo-sec-dbt-bnd:TreasuryBond Treasury Bond with 30 years being most common BASE SEC fibo-sec-dbt-bnd:TreasuryNote Treasury Note ten years BASE SEC fibo-sec-dbt-bnd:TreasurySecurity Treasury Security faith and credit guarantee BASE SEC fibo-sec-dbt-bnd:UnlistedBond Unlisted Bond bond that is traded over the counter rather than via an exchange or other listing facility BASE SEC fibo-sec-dbt-bnd:UnsecuredBond Unsecured Bond bond that is only secured by the bond issuer's good credit standing BASE SEC fibo-sec-dbt-bnd:VariableCouponBond Variable Coupon Bond bond that has a floating or variable interest rate, or coupon rate BASE SEC fibo-sec-dbt-bnd:VariableCouponTerms Variable Coupon Terms coupon rate for a variable coupon bond BASE SEC fibo-sec-dbt-bnd:VariableDebtPrincipal Variable Debt Principal principal that is defined in relation to some variable and so varies over time, as principal bond whose income may vary over time, because either the coupon rate or principal amount BASE SEC fibo-sec-dbt-bnd:VariableIncomeBond Variable Income Bond changes in line with an index or schedule over the life of the security Variable Interest BASE SEC fibo-sec-dbt-bnd:VariableInterestCalculationFormula Calculation Formula formula for the calculation of variable interest BASE SEC fibo-sec-dbt-bnd:VariableInterestExpression Variable Interest an expression used to determine a variable interest payment amount BASE SEC fibo-sec-dbt-bnd:VariablePrincipalBond Variable Principal Bond bond whose principal adjusts over time with changes in an index such as inflation or GDP Zero Coupon And Original Issue Discount BASE SEC fibo-sec-dbt-bnd:ZeroCouponAndOriginalIssueDiscountBondCallTermsBond Call Terms call feature specific to a zero coupon or original issue discount (OID) bond BASE SEC fibo-sec-dbt-bnd:ZeroCouponBond Zero Coupon Bond bond issued with a coupon rate of zero and at a deep discount to face value BASE SEC fibo-sec-dbt-bnd:ZeroCouponBondCall Zero Coupon Bond Call call event associated with a zero coupon or original issue discount bond BASE SEC fibo-sec-dbt-bnd:ZeroCouponTerms Zero Coupon Terms terms for payment of interest on a zero coupon bond BASE SEC fibo-sec-dbt-dbti:CallEvent Call Event an event associated with the call schedule for a debt instrument BASE SEC fibo-sec-dbt-dbti:CallFeature Call Feature after a call protection period BASE SEC fibo-sec-dbt-dbti:CallNotificationProvision Call Notification a provision of a call feature defining notification requirements BASE SEC fibo-sec-dbt-dbti:CallPremium Call Premium the price over par paid by an issuer to redeem securities when exercising a call provision BASE SEC fibo-sec-dbt-dbti:CallPrice Call Price price at which an asset is redeemed in the event of a call BASE SEC fibo-sec-dbt-dbti:CallSchedule Call Schedule a schedule of call prices and when they are in effect BASE SEC fibo-sec-dbt-dbti:CallWindow Call Window to holders BASE SEC fibo-sec-dbt-dbti:DebtOffering Settlement an offering of one or more debt instruments for sale a tradeable debt instrument that provides a return in the form of fixed periodic interest BASE SEC fibo-sec-dbt-dbti:FixedIncomeSecurity Fixed Income Security payments and the eventual return of principal at maturity FIB-DM 2020 Q1 DEV Entities Page 143/151 Entity Type Package Code Name Comment BASE SEC fibo-sec-dbt-dbti:FullyIndexedInterestRate Fully Indexed Interest a variable interest rate that is calculated by adding a margin to a specified index rate ASSOC SEC fibo-sec-dbt-dbti:hasCallFeature has Call Feature offering/instrument ASSOC SEC fibo-sec-dbt-dbti:hasDatedDate has Dated Date specifies the date on which interest begins to accrue on a fixed-income security ASSOC SEC fibo-sec-dbt-dbti:hasInterestPaymentTerms has Interest Payment instrument or a related contract document indicates the date on which the principal amount of a note, draft, acceptance bond or other ASSOC SEC fibo-sec-dbt-dbti:hasMaturityDate has Maturity Date debt instrument is due to be repaid to the investor and interest payments stop ASSOC SEC fibo-sec-dbt-dbti:hasNotificationProvision has Notification put notification) has Price And Yield Day indicates the convention used to determine the number of days in a month and days in a ASSOC SEC fibo-sec-dbt-dbti:hasPriceAndYieldDayCountConvention Count Convention year that are counted when performing calculations for yield and price figures ASSOC SEC fibo-sec-dbt-dbti:hasPutFeature has Put Feature offering/instrument ASSOC SEC fibo-sec-dbt-dbti:hasRedemptionProvision has Redemption contract document ASSOC SEC fibo-sec-dbt-dbti:hasRelativePriceAtIssue has Relative Price At namely par, premium or discount ASSOC SEC fibo-sec-dbt-dbti:hasRelativePriceAtMaturity has Relative Price At namely par, discount or premium has Relative Price At indicates a relative price with respect to the face value at the time an instrument is ASSOC SEC fibo-sec-dbt-dbti:hasRelativePriceAtRedemption Redemption redeemed, namely par, discount or premium ASSOC SEC fibo-sec-dbt-dbti:hasRepaymentTerms has Repayment Terms or a related contract document BASE SEC fibo-sec-dbt-dbti:InterestOnlyStrip Interest Only Strip debt instrument, such as a bond BASE SEC fibo-sec-dbt-dbti:IssuedDebt Issued Debt the holder or counterparty of that security BASE SEC fibo-sec-dbt-dbti:MakeWholeFeature Make Whole Feature a call provision allowing the issuer to pay off remaining debt early BASE SEC fibo-sec-dbt-dbti:Margin Margin charged to a borrower on a credit balance ASSOC SEC fibo-sec-dbt-dbti:mayBeSubordinatedTo may Be Subordinated in question BASE SEC fibo-sec-dbt-dbti:NonTradableDebtInstrument Non Tradable Debt a debt instrument that may not be bought or sold Non Tradable Debt terms for repayment of principal on debt instruments that are not traded securities, such as BASE SEC fibo-sec-dbt-dbti:NonTradableDebtRedemptionProvision Redemption Provision over the counter, bilateral paper BASE SEC fibo-sec-dbt-dbti:NotificationProvision Notification Provision a provision of a redemption feature defining notification requirements BASE SEC fibo-sec-dbt-dbti:PrescriptiveEvent Prescriptive Event an event related to the imposition or enforcement of a rule, method, formula, etc. BASE SEC fibo-sec-dbt-dbti:PrincipalOnlyStrip Principal Only Strip instrument, such as a bond BASE SEC fibo-sec-dbt-dbti:PubliclyIssuedDebt Publicly Issued Debt an issued debt in the form of a tradable debt instrument (security) BASE SEC fibo-sec-dbt-dbti:PutEvent Put Event 'put', or surrender of the instrument by the holder a redemption provision giving the holder the right, but not the obligation, to sell a specified BASE SEC fibo-sec-dbt-dbti:PutFeature Put Feature amount of the debt instrument (i.e., redeem it), prior to maturity BASE SEC fibo-sec-dbt-dbti:PutNotificationProvision Put Notification a provision of a put feature defining notification requirements BASE SEC fibo-sec-dbt-dbti:PutPremium Put Premium an amount over par that a debt instrument holder must pay to sell the security early BASE SEC fibo-sec-dbt-dbti:PutPrice Put Price price at which a debt instrument with a put feature may be sold by the holder a schedule that defines the events associated with the put feature of a debt instrument, i.e, BASE SEC fibo-sec-dbt-dbti:PutSchedule Put Schedule the dates on which the debt instrument may be sold at what price by the holder BASE SEC fibo-sec-dbt-dbti:PutWindow Put Window an issuer a prescriptive event involving the return of an investor's principal in a fixed-income security, BASE SEC fibo-sec-dbt-dbti:RedemptionEvent Redemption Event such as a preferred stock or bond, or the sale of units in a mutual fund BASE SEC fibo-sec-dbt-dbti:RelativePrice Relative Price point in time, defined as par, premium, or discount a tradeable debt instrument created either through the process of removing coupons from a BASE SEC fibo-sec-dbt-dbti:Strip Strip bond and then selling the separate parts as a zero coupon bond and an interest paying BASE SEC fibo-sec-dbt-dbti:TradableDebtInstrument Tradable Debt a debt instrument that is also a security, i.e., that can be bought and sold by the holder FIB-DM 2020 Q1 DEV Entities Page 144/151 Entity Type Package Code Name Comment Tradable Debt BASE SEC fibo-sec-dbt-dbti:TradableDebtInstrumentRedemptionProvisionInstrument terms for the redemption of the debt represented by a debt security BASE SEC fibo-sec-dbt-dbti:VariableIncomeSecurity Variable Income and determined by market forces BASE SEC fibo-sec-dbt-ex:AmericanExerciseTerms Delivery Terms date and date of expiration Bermudan Exercise exercise terms that stipulate that an option may only be exercised on predetermined dates BASE SEC fibo-sec-dbt-ex:BermudanExerciseTerms Terms within some exercise window, often on one day each month or at the date of expiration BASE SEC fibo-sec-dbt-ex:CanaryExerciseTerms Canary Exercise Terms until the first step is reached, but not after that point BASE SEC fibo-sec-dbt-ex:EuropeanExerciseTerms European Exercise exercise terms that stipulate that an option may only be exercised at the date of expiration BASE SEC fibo-sec-dbt-ex:ExerciseConvention Exercise Convention the rights defined in the option BASE SEC fibo-sec-dbt-ex:ExerciseTerms Exercise Terms exercise of an option ASSOC SEC fibo-sec-dbt-ex:hasExerciseDate has Exercise Date contract ASSOC SEC fibo-sec-dbt-ex:hasExerciseTerms has Exercise Terms links an option contract to any exercise terms that are specified therein ASSOC SEC fibo-sec-dbt-ex:hasExerciseWindow has Exercise Window of the contract BASE SEC fibo-sec-dbt-tstd:BankersAcceptance Bankers Acceptance a short-term debt instrument issued by a company that is guaranteed by a commercial bank short-term negotiable financial instrument consisting of an order in writing addressed by one BASE SEC fibo-sec-dbt-tstd:BillOfExchange Broker Dealer person (the seller of goods) to another (the buyer), requiring the latter to pay a fixed amount an unsecured short-term debt instrument typically issued by a bank, corporation, or foreign government to obtain funds to meet short-term debt obligations, such as accounts BASE SEC fibo-sec-dbt-tstd:CommercialPaper Commercial Paper receivable, inventories, or payroll, backed only by an issuing bank or company promise to BASE SEC fibo-sec-dbt-tstd:Drawee Drawee a party that is required to pay the amount stated on the bill of exchange to the payee BASE SEC fibo-sec-dbt-tstd:Drawer Drawer drawee) a certificate of deposit with a fixed interest rate issued in U.S. dollars outside the jurisdiction BASE SEC fibo-sec-dbt-tstd:EurodollarDeposit Eurodollar Deposit of the Federal Reserve, held at banks outside of the United States, including branches of U.S. BASE SEC fibo-sec-dbt-tstd:MoneyMarketInstrument Money Market fixed sum of money on a specified date an agreement between two parties whereby one party lends the other a security at a BASE SEC fibo-sec-dbt-tstd:RepurchaseAgreement Repurchase Agreement specified price with a commitment to take the security back at a later date for another ASSOC SEC fibo-sec-eq-dr:authorizedUnder authorized Under BASE SEC fibo-sec-eq-dr:DepositaryBank Depositary Bank A bank which is set up and authorized to issue Depositary Receipts. BASE SEC fibo-sec-eq-dr:DepositaryReceiptIssuer Depositary Receipt The party which is the issuer of a Depository Receipt in some jurisdiciton. ASSOC SEC fibo-sec-eq-dr:hasUnderlying has Underlying ASSOC SEC fibo-sec-eq-dr:identifiedAs identified As International BASE SEC fibo-sec-eq-dr:InternationalDepositaryReceipt Depositary Receipt Certificate which represent ownership of an underlying Equity. BASE SEC fibo-sec-eq-eq:CommonShare Common Share corporation's assets and earnings ASSOC SEC fibo-sec-eq-eq:confersOwnershipOf confers Ownership Of grants or bestows ownership via contract BASE SEC fibo-sec-eq-eq:ConvertiblePreferredShare Convertible Preferred a preferred share that is convertible into another security BASE SEC fibo-sec-eq-eq:CumulativePreferredShare Cumulative Preferred accumulate until paid out BASE SEC fibo-sec-eq-eq:Custodian Custodian (sec) a mutual fund, individual, or corporate client commitment to distribute a portion of earnings to shareholders, prorated by class of BASE SEC fibo-sec-eq-eq:Dividend Dividend security, to be paid in the form of money, shares, scrip, or on rare occasion, property Dividend Distribution convention by which dividends are distributed, i.e., by payment of a monetary amount or by BASE SEC fibo-sec-eq-eq:DividendDistributionMethod Method reinvestment, as specified by the board of directors at the time a decision to issue a dividend

FIB-DM 2020 Q1 DEV Entities Page 145/151 Entity Type Package Code Name Comment Dividend Or Share payment schedule indicating the dates on which dividends or share coupon payments are BASE SEC fibo-sec-eq-eq:DividendOrShareCouponSchedule Coupon Schedule due to be paid BASE SEC fibo-sec-eq-eq:EquityConversionTerms Equity Conversion conversion terms specifying the details regarding conversion of shares into other securities issuer of shares that represent equity ownership in a corporation, or ownership in a mutual BASE SEC fibo-sec-eq-eq:EquityIssuer Equity Issuer fund, or an interest in a general or limited partnership, or ownership in a structured product, BASE SEC fibo-sec-eq-eq:EquityPosition Equity Position position in an equity instrument BASE SEC fibo-sec-eq-eq:ExtraordinaryVotingRight Extraordinary Voting general meetings ASSOC SEC fibo-sec-eq-eq:hasCoupon has Coupon relates a preferred share to a dividend or coupon that applies to the share ASSOC SEC fibo-sec-eq-eq:hasDistributionMethod has Distribution indicates the method by which dividend or coupon payments are to be distributed has Dividend indicates a date on which an organization states that a dividend payment may be ASSOC SEC fibo-sec-eq-eq:hasDividendDeclarationDate Declaration Date anticipated, including the the dividend amount and the ex-dividend and payment dates ASSOC SEC fibo-sec-eq-eq:hasDividendRate has Dividend Rate indicates a pre-arranged dividend rate ASSOC SEC fibo-sec-eq-eq:hasExDividendDate has Ex Dividend Date dividend is paid to shareholders of record ASSOC SEC fibo-sec-eq-eq:hasGracePeriod has Grace Period to penalties indicates the date on which the issuer checks to determine whether or not a party was on ASSOC SEC fibo-sec-eq-eq:hasRecordDate has Record Date the company's books as a shareholder when required (i.e., they must have been on the indicates that a given share (share class) has higher seniority than the related share, meaning ASSOC SEC fibo-sec-eq-eq:isSeniorTo is Senior To that it gives the holder a higher claim on the assets of the issuer BASE SEC fibo-sec-eq-eq:LimitedPartnershipUnit Limited Partnership share in a limited partnership Limited Partnership BASE SEC fibo-sec-eq-eq:LimitedPartnershipUnitRestriction Unit Restriction restriction on ownership or transfer of the units BASE SEC fibo-sec-eq-eq:ListedShare Listed Share share that is listed on one or more platforms or venues Non Cumulative BASE SEC fibo-sec-eq-eq:NonCumulativePreferredShare Preferred Share preferred share whose dividend payments are not carried forward Non Participating BASE SEC fibo-sec-eq-eq:NonParticipatingPreferredShare Preferred Share preferred share that is not a participating preferred share BASE SEC fibo-sec-eq-eq:OrdinaryDividend Ordinary Dividend dividend that is paid to shareholders periodically BASE SEC fibo-sec-eq-eq:OrdinaryVotingRight Ordinary Voting Right voting right conferred on holders of common shares, as defined by the issuer Participating Preferred preferred share that, in addition to paying a stipulated dividend, gives the holder the right to BASE SEC fibo-sec-eq-eq:ParticipatingPreferredShare Share participate with common share holders in additional distributions of earnings under specified ASSOC SEC fibo-sec-eq-eq:pays pays relates a share to a dividend that it may pay to shareholders right that give the shareholder higher priority with respect to certain pre-defined dividend BASE SEC fibo-sec-eq-eq:PrecedenceRight Precedence Right payments over other shareholders and that pay out first in the case of liquidation share that pays dividends at a specified rate and has preference over common shares in the BASE SEC fibo-sec-eq-eq:PreferredShare Preferred Share payment of dividends and liquidation of corporate assets BASE SEC fibo-sec-eq-eq:PreferredShareCoupon Preferred Share often with a fixed payment amount and schedule BASE SEC fibo-sec-eq-eq:PrivatelyHeldShare Privately Held Share share in a security that signifies ownership in an entity that is not publicly traded BASE SEC fibo-sec-eq-eq:QualifiedDividend Qualified Dividend unqualified, or ordinary, dividends BASE SEC fibo-sec-eq-eq:RestrictedVotingRight Restricted Voting Right voting right that has certain limitations associated with it financial instrument that signifies a unit of equity ownership in a corporation, or a unit of BASE SEC fibo-sec-eq-eq:Share Collection (skos) ownership in a mutual fund, or interest in a general or limited partnership, or a unit of BASE SEC fibo-sec-eq-eq:ShareYield Share Yield ratio of the annualized dividend per share divided by the (current) price per share BASE SEC fibo-sec-eq-eq:SpecialDividend Special Dividend dividend that is paid to shareholders on a one-time basis

FIB-DM 2020 Q1 DEV Entities Page 146/151 Entity Type Package Code Name Comment ASSOC SEC fibo-sec-eq-eq:specifiesConversionDate specifies Conversion indicates the date on which, or after which, conversion may occur contractual right that specifies shareholder voting entitlements, such as to elect directors, BASE SEC fibo-sec-eq-eq:VotingRight Voting Right elect outside auditors, and vote on matters of corporate policy ASSOC SEC fibo-sec-sec-ast:hasAcquisitionPrice has Acquisition Price has a value as of the date of acquisition, expressed as an amount of money or goods BASE SEC fibo-sec-sec-ast:Portfolio Portfolio well as mutual funds BASE SEC fibo-sec-sec-ast:PortfolioHolding Portfolio Holding investor or entity BASE SEC fibo-sec-sec-ast:SecurityHolder Security Holder contract BASE SEC fibo-sec-sec-ast:SecurityHolding Security Holding a (tradable) security held in a portfolio BASE SEC fibo-sec-sec-bsk:BasketOfIndices Basket Of Indices basket composed of market indices BASE SEC fibo-sec-sec-bsk:BasketOfIndicesConstituent Basket Of Indices single constituent of a basket of indices BASE SEC fibo-sec-sec-bsk:BasketOfSecurities Basket Of Securities basket composed of securities, typically of a particular asset class such as equities or bonds BASE SEC fibo-sec-sec-bsk:MixedBasket Mixed Basket basket that has a mix of constituents, including securities and indices BASE SEC fibo-sec-sec-bsk:SecuritiesBasketConstituent Securities Basket security identified as a component of a basket of securities a financial instrument classifier for a group of securities that exhibit similar characteristics, BASE SEC fibo-sec-sec-cls:AssetClass Reverse Mortgage behave similarly in the marketplace and are subject to the same laws and regulations Financial Instrument a classification scheme defining a particular classifier for a security, such as the ISO 10962 CFI BASE SEC fibo-sec-sec-cls:FinancialInstrumentClassificationScheme Classification Scheme classification scheme Financial Instrument BASE SEC fibo-sec-sec-cls:FinancialInstrumentClassifier Classifier a standardized classifier for a financial instrument based on its type Financial Instrument formal definition of the structure and application of a particular set of financial instrument BASE SEC fibo-sec-sec-id:FinancialInstrumentIdentificationScheme Identification Scheme identifiers International Securities security identifier that is defined as specified in ISO 6166, Securities and related financial BASE SEC fibo-sec-sec-id:InternationalSecuritiesIdentificationNumberIdentification Number instruments -- International securities identification numbering system (ISIN) International Securities Identification BASE SEC fibo-sec-sec-id:InternationalSecuritiesIdentificationNumberingSchemeNumbering Scheme formal definition of the structure and application of a ISINs as defined in ISO 6166 ASSOC SEC fibo-sec-sec-id:isPreferredByExchange is Preferred By indicates the exchange that prefers a specific identifier for a security BASE SEC fibo-sec-sec-id:ListedSecurityIdentifier Listed Security publications National Numbering registration authority responsible for issuing and managing National Securities Identifying BASE SEC fibo-sec-sec-id:NationalNumberingAgency Agency Numbers for securities in accordance with the ISO 6166 standard in some jurisdiction National Securities generic, nine-digit alpha numeric code which identifies a fungible security, assigned by a BASE SEC fibo-sec-sec-id:NationalSecuritiesIdentifyingNumber Identifying Number national numbering agency under the ISO 6166 standard National Securities registry used by a national numbering agency to manage the financial instrument identifiers BASE SEC fibo-sec-sec-id:NationalSecuritiesIdentifyingNumberRegistryIdentifying Number and related information that it registers National Securities Identifying Number BASE SEC fibo-sec-sec-id:NationalSecuritiesIdentifyingNumberRegistryEntryRegistry Entry entry in a National Securities Identifying Number registry National Security security identification scheme, defining the format and structure of a National Securities BASE SEC fibo-sec-sec-id:NationalSecurityIdentificationScheme Identification Scheme Identifying Number (NSIN), published nationally on behalf of a country Preferred Listed BASE SEC fibo-sec-sec-id:PreferredListedSecurityIdentifier Security Identifier listed security identifier for a given security that is preferred by some exchange Proprietary Security BASE SEC fibo-sec-sec-id:ProprietarySecurityIdentificationScheme Identification Scheme security identification scheme published by a data provider or other commercial entity FIB-DM 2020 Q1 DEV Entities Page 147/151 Entity Type Package Code Name Comment BASE SEC fibo-sec-sec-id:ProprietarySecurityIdentifier Proprietary Security identifier supplied by a commercial data provider or government, such as a RIC code Security Identification BASE SEC fibo-sec-sec-id:SecurityIdentificationScheme Scheme formal definition of the structure and application of a particular set of securities identifiers BASE SEC fibo-sec-sec-id:SecurityIdentifier Security Identifier any publicly available identifier that is used to identify a security BASE SEC fibo-sec-sec-id:SecurityRegistry Security Registry house, or other financial services provider BASE SEC fibo-sec-sec-id:SecurityRegistryEntry Security Registry Entry entry in an exchange, clearing house, or other financial services provider securities repository BASE SEC fibo-sec-sec-id:TickerSymbol Ticker Symbol exchange-specific identifier for a particular security nine-character alphanumeric number that identifies all North American stocks and registered Committee On Uniform bonds for the purposes of facilitating clearing and settlement of trades, issued by CUSIP Securities Identification Global Services on behalf of the American Bankers' Association, which is a part of Standard BASE SEC fibo-sec-sec-idind:CommitteeOnUniformSecuritiesIdentificationProceduresNumberProcedures Number and Poor's Capital IQ, that is the National Numbering Agency Identifier for securities issued in BASE SEC fibo-sec-sec-idind:CommonCodeRegistryEntry Common Code Registry entry in a common code registry CUSIP International contains a letter of the alphabet in the first position signifying the issuer's country or BASE SEC fibo-sec-sec-idind:CUSIPInternationalNumberingSystemNumberNumbering System geographic region, issued by CUSIP Global Services Euroclear Clearstream nine-character alphanumeric securities identifier, issued in Luxembourg, jointly by Euroclear BASE SEC fibo-sec-sec-idind:EuroclearClearstreamCommonCode Common Code and Clearstream Financial Instrument financial instrument identifier that is defined as specified in the Object Management Group BASE SEC fibo-sec-sec-idind:FinancialInstrumentGlobalIdentifier Global Identifier (OMG) Financial Instrument Global Identifier (FIGI) Specification Financial Instrument BASE SEC fibo-sec-sec-idind:FinancialInstrumentGlobalIdentifierRegistryEntryGlobal Identifier entry in a Financial Instrument Global Identifier (FIGI) registry BASE SEC fibo-sec-sec-idind:ReutersInstrumentCode Reuters Instrument distributed by Thomson Reuters Stock Exchange Daily Securities Identifying Number (NSIN) for securities issued in the United Kingdom, which is BASE SEC fibo-sec-sec-idind:StockExchangeDailyOfficialListCode Official List Code also part of the ISIN for the security it identifies a securities offering that is sold on a best efforts, rather than firm commitment, basis, BASE SEC fibo-sec-sec-iss:BestEffortsOffering Best Efforts Offering whereby investment bankers commit to doing their best to sell the securities offered, but do BASE SEC fibo-sec-sec-iss:ConversionTerms Conversion Terms (usually of the same issuer) BASE SEC fibo-sec-sec-iss:ConvertibleSecurity Convertible Security a security that can be converted into another security BASE SEC fibo-sec-sec-iss:ExemptIssuer Exempt Issuer requirements a public offering involving securities that are exempt from certain regulatory reporting BASE SEC fibo-sec-sec-iss:ExemptOffering Exempt Offering requirements, either because the issuer is exempt or the transaction specific to the offering BASE SEC fibo-sec-sec-iss:ExemptTransaction Exempt Transaction regulatory agency Financial Instrument an identifier that is a short name for any kind of financial instrument within a defined BASE SEC fibo-sec-sec-iss:FinancialInstrumentShortName Short Name structure as specified in ISO 18774 BASE SEC fibo-sec-sec-iss:FirmCommitmentOffering Firm Commitment account ASSOC SEC fibo-sec-sec-iss:hasActualClosingDate has Actual Closing Date intended or planned closing date ASSOC SEC fibo-sec-sec-iss:hasAnnouncementDate has Announcement indicates the first day the public will receive information regarding a new security issue has Financial name, abbreviated instrument characteristics, and abbreviated instrument description per ASSOC SEC fibo-sec-sec-iss:hasFinancialInstrumentShortName Instrument Short the ISO standard ASSOC SEC fibo-sec-sec-iss:hasFirstTradeDate has First Trade Date indicates the date on which a newly issued security starts trading has First Trade ASSOC SEC fibo-sec-sec-iss:hasFirstTradeSettlementDate Settlement Date indicates the date on which the first trade of a newly issued security is settled ASSOC SEC fibo-sec-sec-iss:hasSubscriptionPeriod has Subscription Period issued

FIB-DM 2020 Q1 DEV Entities Page 148/151 Entity Type Package Code Name Comment indicates the registration authority for a given security, i.e., in the name of the owner on the ASSOC SEC fibo-sec-sec-iss:isRegisteredWith is Registered With books of the issuer, with the issuer's registrar, with a third-party transfer agent, with a BASE SEC fibo-sec-sec-iss:OfferingDocument Offering Document a legal document that states the objectives, risks and terms of an investment BASE SEC fibo-sec-sec-iss:OfferingStatement Offering Statement Securities Act of 1933 BASE SEC fibo-sec-sec-iss:PrivateOffering Private Offering an offering of securities made privately to a limited number of qualified potential investors Private Placement a legal document stating the objectives, risks and terms of investment involved with a private BASE SEC fibo-sec-sec-iss:PrivatePlacementMemorandum Memorandum placement BASE SEC fibo-sec-sec-iss:Prospectus Prospectus needs to make an informed investment decision BASE SEC fibo-sec-sec-iss:PublicOffering Public Offering requirements of the relevant regulatory authorities BASE SEC fibo-sec-sec-iss:SecuritiesContractTerms Securities Contract bought or sold and may or may not be negotiable BASE SEC fibo-sec-sec-iss:SecuritiesOffering Securities Offering an offering of a security (or securities) for sale a party that has purchased from an issuer with a view to, or sells for an issuer in connection with, the distribution of any security, or participates or has a direct or indirect participation BASE SEC fibo-sec-sec-iss:SecurityUnderwriter Security Underwriter in any such undertaking, or participates or has a participation in the direct or indirect an underwriting arrangement between an organization (typically an investment bank) and a Security Underwriting securities issuer that commits the underwriter to assuming risk involved in buying a new BASE SEC fibo-sec-sec-iss:SecurityUnderwritingArrangement Arrangement issue of securities from an issuing corporation or government entity and reselling it to the ASSOC SEC fibo-sec-sec-iss:specifiesConversionInto specifies Conversion specifies a security that will replace a convertible security under the terms of the agreement ASSOC SEC fibo-sec-sec-iss:underwrites underwrites instruments that are the subject of the offering BASE SEC fibo-sec-sec-lst:ExchangeAndListingService Exchange And Listing trading and (optionally) listing service for the purposes of securities trading ASSOC SEC fibo-sec-sec-lst:hasDelistingDate has Delisting Date specifies the date set by the exchange for delisting a security ASSOC SEC fibo-sec-sec-lst:hasHomeExchange has Home Exchange indicates the current exchange that is considered the primary trading venue for a security ASSOC SEC fibo-sec-sec-lst:hasLastTradingDateTime has Last Trading Date specifies the last date and time that the security was traded on the exchange ASSOC SEC fibo-sec-sec-lst:hasOriginalPlaceOfListing has Original Place Of indicates the original exchange that listed the security ASSOC SEC fibo-sec-sec-lst:hasTickSize has Tick Size exchange ASSOC SEC fibo-sec-sec-lst:isTradedOn is Traded On identifies the trading facility on which the security is traded BASE SEC fibo-sec-sec-lst:ListedSecurity Listed Security registered security listed on one or more exchanges BASE SEC fibo-sec-sec-lst:Listing Listing security available for trading ASSOC SEC fibo-sec-sec-lst:lists lists relates a given exchange-specific security listing to its issue BASE SEC fibo-sec-sec-lst:RegisteredSecurity Registered Security trading venue (market) or over the counter BASE SEC fibo-sec-sec-pls:DebtPool Transaction Event a pool consisting of debt instruments, such as bonds, loans or mortgages BASE SEC fibo-sec-sec-pls:FundFamily Fund Family a collection of managed investments that are all managed by a single investment institution BASE SEC fibo-sec-sec-pls:InstrumentPool Instrument Pool vehicle an investment pool that is controlled by a professional investment manager who invests the BASE SEC fibo-sec-sec-pls:ManagedInvestment Managed Investment pool in various financial instruments and assets that align with their investment objectives BASE SEC fibo-sec-sec-pls:Pool Pool a combination of resources for a common purpose or benefit BASE SEC fibo-sec-sec-pls:PoolConstituent Pool Constituent component of a pool BASE SEC fibo-sec-sec-pls:PooledFund Pooled Fund a pool of funds that a group of investors combines for common benefit BASE SEC fibo-sec-sec-pls:PoolEquity Pool Equity asset pool BASE SEC fibo-sec-sec-pls:SecuritiesPool Securities Pool a pool of securities organized for the purpose of issuing notes against those securities BASE SEC fibo-sec-sec-pls:SecuritiesPoolConstituent Securities Pool security that is included in a securities pool a kind of securities regulation passed by various states, designed to protect investors against BASE SEC fibo-sec-sec-rst:BlueSkyLaw Customer securities fraud by requiring sellers of new issues to register their offerings and provide FIB-DM 2020 Q1 DEV Entities Page 149/151 Entity Type Package Code Name Comment BASE SEC fibo-sec-sec-rst:ContractualRestriction Contractual Restriction specified in the terms of the instrument itself ASSOC SEC fibo-sec-sec-rst:hasHoldingPeriod has Holding Period identifies a holding period applicable to some financial asset ASSOC SEC fibo-sec-sec-rst:hasRestriction has Restriction identifies a restriction applicable to a given financial instrument or listing BASE SEC fibo-sec-sec-rst:IndividualInvestor Individual Investor a qualified investor from a legal perspective BASE SEC fibo-sec-sec-rst:InstitutionalInvestor Institutional Investor an organization that trades large volumes of securities Investors Domicile BASE SEC fibo-sec-sec-rst:InvestorsDomicileRestriction Restriction a legal holding restriction that specifies where holders of a security may be domiciled ASSOC SEC fibo-sec-sec-rst:isNotClearedIn is Not Cleared In under Blue Sky Restrictions BASE SEC fibo-sec-sec-rst:LegalHoldingRestriction Legal Holding a security restriction applicable to holding the security Qualified Investor a legal holding restriction specifying that only qualified investors may hold the security, BASE SEC fibo-sec-sec-rst:QualifiedInvestorRestriction Restriction optionally for a defined holding period (if this is not defined then the period is indefinite) a securities regulation defining an exemption through which corporations can issue BASE SEC fibo-sec-sec-rst:RegulationS Regulation S unregistered securities to qualified foreign investors and foreign institutions a Securities & Exchange Commission rule modifying a two-year holding period requirement BASE SEC fibo-sec-sec-rst:Restriction144A Restriction144A on privately placed securities to permit qualified institutional buyers to trade these positions BASE SEC fibo-sec-sec-rst:SecuritiesRegulation Securities Regulation a regulation codified in law specific to securities and investments BASE SEC fibo-sec-sec-rst:SecuritiesRestriction Securities Restriction by contract a restriction that limits trading in some manner, typically summarized on term sheets or in BASE SEC fibo-sec-sec-rst:TradingRestriction Trading Restriction other documentation, including but not limited to restrictions on day trading BASE SEC fibo-sec-sec-sch:AuctionDateRule Auction Date Rule some auction event BASE SEC fibo-sec-sec-sch:CalculationPeriod Calculation Period scheduled end date of the period Calculation Period an explicit duration defined as the number of days from the adjusted effective or start date BASE SEC fibo-sec-sec-sch:CalculationPeriodLength Length to the adjusted termination or end date calculated in accordance with the applicable day BASE SEC fibo-sec-sec-sch:DateReturnedBySettlementDateRule Finalize Prospectus date BASE SEC fibo-sec-sec-sch:DateReturnedByTradingDateRule Finalize Prospectus a rule-determined date that is a published rule for defining the date returned by trading date BASE SEC fibo-sec-sec-sch:FloatingRateNoteDate Floating Rate Note is a debt instrument with a variable interest rate BASE SEC fibo-sec-sec-sch:FloatingRateNoteDateRule Floating Rate Note a business day adjustment rule applied to floating-rate note instruments International Money a trading date rule defined as the last trading day of an Australian Stock Exchange (ASX) 90- Market Australian Day Bank Accepted Futures and Options product, one Sydney business day preceding the BASE SEC fibo-sec-sec-sch:InternationalMoneyMarketAustralianDollarTradingDateRuleDollar Trading Date asecond trading Friday date ofrule the defined relevant as settlementthe last trading month day / expiration day of the Canadian International Money Derivatives Exchange (Bourse do Montreal Inc.), three month Bankers' Acceptance Futures Market Canadian (Ticker symbol BAX), the second London banking day prior to the third Wednesday of the BASE SEC fibo-sec-sec-sch:InternationalMoneyMarketCanadianDollarTradingDateRuleDollar Trading Date contract month International Money a trading date rule defined as the last trading day of an Australian Stock Exchange (ASX) New Market New Zealand Zealand (NZ) 90-Day Bank Accepted Futures and Options product, the first Wednesday after BASE SEC fibo-sec-sec-sch:InternationalMoneyMarketNewZealandDollarTradingDateRuleDollar Trading Date the ninth day of the relevant settlement month International Money a settlement date rule as defined in the International Money Market (IMM) settlement dates BASE SEC fibo-sec-sec-sch:InternationalMoneyMarketSettlementDateRuleMarket Settlement calendar BASE SEC fibo-sec-sec-sch:NonRollingDate Non Rolling Date to any date specification BASE SEC fibo-sec-sec-sch:ParametricSchedule Parametric Schedule dividends, and interest BASE SEC fibo-sec-sec-sch:PeriodicScheduledEventDate Periodic Scheduled the date on which a schedule event occurs in some parametric schedule BASE SEC fibo-sec-sec-sch:RuleDeterminedDate Rule Determined Date a date determined by the application of some rule

FIB-DM 2020 Q1 DEV Entities Page 150/151 Entity Type Package Code Name Comment Scheduled Calculation BASE SEC fibo-sec-sec-sch:ScheduledCalculationPeriodEndEvent Period End Event the end date of a specific calculation period Scheduled Calculation BASE SEC fibo-sec-sec-sch:ScheduledCalculationPeriodStartEvent Period Start Event the start of a specific calculation period BASE SEC fibo-sec-sec-sch:SettlementDateRule Settlement Date Rule dates BASE SEC fibo-sec-sec-sch:TradingDateRule Trading Date Rule trading facility or authority, such as a stock exchange US Treasury Bill BASE SEC fibo-sec-sec-sch:USTreasuryBillAuctionDateRule Auction Date Rule a rule for setting auction dates for US Treasury bills BASE SEC fibo-sec-sec-sch:USTreasuryBillDate US Treasury Bill Date an auction date for US 13 week and 26 week Treasury bills ASSOC SEC lcc-cr:classifies classifies (lcc) BASE SEC lcc-lr:CodeSet Code Set ASSOC SEC lcc-lr:denotes denotes (lcc) BASE SEC lcc-lr:IdentificationScheme Identification Scheme BASE SEC lcc-lr:Identifier Identifier

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