ALERT® COMMON REFERENCE DATA FEBRUARY 19, 2021 © 2021 The Depository Trust & Clearing Corporation. All rights reserved. The services described herein are provided under the “DTCC” brand name by certain affiliates of The Depository Trust & Clearing Corporation (“DTCC”). DTCC itself does not provide such services. Each of these affiliates is a separate legal entity, subject to the laws and regulations of the particular country or countries in which such entity operates. Please see www.dtcc.com for more information on DTCC, its affiliates and the services they offer. Publication Code: AL766 Service: ALERT Title: Common Reference Data TABLE OF CONTENTS Preface 5 Overview 5 Audience 5 Questions? 5 Related Documents and Training 5 1. Introduction 6 2. Country Code (ALERT and ISO) 7 Currency Code 17 Allowed Currencies for Continuous Linked Settlement (CLS) Method 17 OFAC-Sanctioned Currency Codes 18 3. ALERT Methods 19 ALERT Method Available for all Countries 19 ALERT Country Codes for CLS Method 20 ALERT Methods by Country of Settlement 21 4. Fund Type 41 5. ALERT Methods by Derivatives Clearing Houses 42 6. Security Type Code (ALERT) 44 Alternate Security Types 46 Alternative Security Types Specific to Hong Kong and China Country Codes 47 Additional F/X Security Types 47 7. ALERT Confirm Recipient Category Code Versions 49 Confirm Recipient Category Codes Version 2.2 49 Confirm Recipient Category Codes Version 3.0 49 8. Account Type 50 9. Affirming Party 51 ALERT Common Reference Data PREFACE Overview This document list common reference data values you can use n ALERT® platform's web interface, the ALERT Platform's direct interfaces, and the ALERT Plus module. Audience This document is for: l Technical staff who support the ALERT platform l Users who want to understand the common reference data values used in the ALERT Platform's web interface, the ALERT Direct interfaces, and the ALERT Plus module. Questions? The DTCC Client Center provides general assistance and technical help. Visit www.dtcc.com/client-center to: l Enter a service request or check l Search the knowledge base l Obtain contact information Related Documents and Training ALERT platform: For related documents and videos, and all documents referenced in this document, go to the Institutional Trade Processing - ALERT Learning Center. Preface 5 ALERT Common Reference Data 1. INTRODUCTION This Common Reference Data (CRD) contains, in alphabetical order, tables of allowed values for fields in the ALERT Platform's web interface, The ALERT Platforms' Direct interfaces, and the ALERT Plus module. This guide is intended is intended to provide a general overview of best practices by jurisdiction and asset class. It is not a comprehensive view of every rule. 1. Introduction 6 ALERT Common Reference Data 2. COUNTRY CODE (ALERT AND ISO) The ALERT platform implements proprietary ALERT platform and ISO country codes as follows: l The ALERT Platforms' Direct interfaces use only proprietary ALERT country codes, which are either two- or three-letter codes. l The ALERT Platform's web interface and the ALERT Plus module use only the two-letter ISO country codes. For a complete listing of ISO country codes, consult the ISO website at https://www.iso.org/obp/ui. Table 2.1 lists the ALERT platform country code and corresponding ISO country code values. Table 2.1 ALERT and ISO Country Codes Country Name ALERT Code ISO Code A Afghanistan AF AF Åland Islands AX AX Albania AL AL Algeria DZ DZ American Samoa AS AS Andorra AD AD Angola AO AO Anguilla AI AI Antarctica AQ AQ Antigua and Barbuda AG AG Argentina ARG AR Armenia AM AM Aruba AW AW Australia AUS AU Austria AUT AT Azerbaijan AZ AZ B Bahamas BS BS Bahrain BH BH Bangladesh BGD BD 2. Country Code (ALERT and ISO) 7 ALERT Common Reference Data Table 2.1 ALERT and ISO Country Codes (continued) Country Name ALERT Code ISO Code Barbados BB BB Belarus BY BY Belgium BEL BE Belize BZ BZ Benin BJ BJ Bermuda BMU BM Bhutan BT BT Bolivia, Plurinational State of BO BO Bonaire, Sint Eustatius and Saba BQ BQ Bosnia and Herzegovina BA BA Botswana BW BW Bouvet Island BV BV Brazil BRA BR British Indian Ocean Territory IO IO Brunei Darussalam BN BN Bulgaria BG BG Burkina Faso BF BF Burundi BI BI C Cambodia KH KH Cameroon CM CM Canada CAN CA Cape Verde CV CV Cayman Islands CYM KY Central African Republic CF CF Chad TD TD Chile CHL CL China CHN CN Christmas Island CX CX Cocos (Keeling) Islands CC CC Colombia COL CO 2. Country Code (ALERT and ISO) 8 ALERT Common Reference Data Table 2.1 ALERT and ISO Country Codes (continued) Country Name ALERT Code ISO Code Comoros Islands KM KM Congo CG CG Congo, The Democratic Republic of the CD CD Cook Islands CK CK Costa Rica CRI CR Côte D'Ivoire CI CI Croatia HR HR Cuba* CU* CU* Curaçao CW CW Cyprus CY CY Czech Republic CZ CZ D Denmark DNK DK Djibouti DJ DJ Dominica DM DM Dominican Republic DO DO E Ecuador ECU EC Egypt EG EG El Salvador SV SV Equatorial Guinea GQ GQ Eritrea ER ER Estonia EE EE Ethiopia ET ET Europe EUR EU F Falkland Islands (Malvinas) FK FK Faroe Islands FO FO Fiji FJ FJ Finland FIN FI France FRA FR 2. Country Code (ALERT and ISO) 9 ALERT Common Reference Data Table 2.1 ALERT and ISO Country Codes (continued) Country Name ALERT Code ISO Code French Guiana GF GF French Polynesia PF PF French Southern Territories TF TF G Gabon GA GA Gambia GM GM Georgia GE GE Germany DEU DE Ghana GH GH Gibraltar GI GI Greece GRC GR Greenland GL GL Grenada GD GD Guadeloupe GP GP Guam GU GU Guatemala GT GT Guernsey GG GG Guinea GN GN Guinea-Bissau GW GW Guyana GY GY H Haiti HT HT Heard Island and McDonald Islands HM HM Holy See (Vatican City State) VA VA Honduras HN HN Hong Kong HKG HK Hungary HUN HU I Iceland ISL IS India IND IN Indonesia IDN ID 2. Country Code (ALERT and ISO) 10 ALERT Common Reference Data Table 2.1 ALERT and ISO Country Codes (continued) Country Name ALERT Code ISO Code Iran, Islamic Republic of* IR* IR* Iraq IQ IQ Ireland IRL IE Isle of Man IM IM Israel ISR IL Italy ITA IT J Jamaica JM JM Japan JPN JP Jersey Channel Island JE JE Jordan JO JO K Kazakhstan KZ KZ Kenya KE KE Kiribati KI KI Korea, Democratic People's Republic of (North)* KP* KP* Korea, Republic of (South) KOR KR Kuwait KW KW Kyrgyzstan KG KG L Lao People's Democratic Republic LA LA Latvia LV LV Lebanon LB LB Lesotho LS LS Liberia LR LR Libya LY LY Liechtenstein LI LI Lithuania LT LT Luxembourg LUX LU M 2. Country Code (ALERT and ISO) 11 ALERT Common Reference Data Table 2.1 ALERT and ISO Country Codes (continued) Country Name ALERT Code ISO Code Macao MO MO Macedonia, The Former Yugoslav Republic of MK MK Madagascar MG MG Malawi MW MW Malaysia MYS MY Maldives MV MV Mali ML ML Malta MT MT Marshall Islands MH MH Martinique MQ MQ Mauritania MR MR Mauritius MU MU Mayotte YT YT Mexico MEX MX Micronesia, Federated States of FM FM Moldova, Republic of MD MD Monaco MC MC Mongolia MN MN Montenegro ME ME Montserrat MS MS Morocco MAR MA Mozambique MZ MZ N Namibia NA NA Nauru NR NR Nepal NP NP Netherlands NLD NL New Caledonia NC NC New Zealand NZL NZ Nicaragua NI NI Niger NE NE 2. Country Code (ALERT and ISO) 12 ALERT Common Reference Data Table 2.1 ALERT and ISO Country Codes (continued) Country Name ALERT Code ISO Code Nigeria NG NG Niue NU NU Norfolk Island NF NF Northern Mariana Islands MP MP Norway NOR NO O Oman OM OM P Pakistan PAK PK Palau PW PW Palestinian Territory, Occupied PS PS Panama PAN PA Papua New Guinea PNG PG Paraguay PY PY Peru PER PE Philippines PHL PH Pitcairn PN PN Poland POL PL Portugal PRT PT Puerto Rico PR PR Q Qatar QA QA R Réunion RE RE Romania ROM RO Russian Federation RUS RU Rwanda RW RW S Saint Barthélemy BL BL Saint Helena SH SH Saint Kitts and Nevis KN KN 2. Country Code (ALERT and ISO) 13 ALERT Common Reference Data Table 2.1 ALERT and ISO Country Codes (continued) Country Name ALERT Code ISO Code St. Lucia LC LC Saint Martin (French Part) MF MF Saint Pierre and Miquelon PM PM Saint Vincent and the Grenadines VC VC Samoa WSM WS San Marino SM SM Sao Tome and Principe ST ST Saudi Arabia SAU SA Senegal SN SN Serbia RS RS Seychelles SC SC Sierra Leone SL SL Singapore SGP SG Sint Maarten (Dutch Part) SX SX Slovakia SK SK Slovenia SI SI Solomon Islands SB SB Somalia SO SO South Africa ZAF ZA South Georgia and the South Sandwich Islands GS GS Spain ESP ES Sri Lanka LKA LK Sudan SD SD Suriname SR SR Svalbard and Jan Mayen SJ SJ Swaziland SZ SZ Sweden SWE SE Switzerland CHE CH Syrian Arab Republic* SY* SY* T Taiwan, Province of China TWN TW 2. Country Code (ALERT and ISO) 14 ALERT Common Reference Data Table 2.1 ALERT and ISO Country Codes (continued) Country Name ALERT Code ISO Code Tajikistan TJ TJ Tanzania, United Republic of TZ TZ Thailand THA TH Timor-Leste TL TL Togo TG TG Tokelau TK TK Tonga TO TO Trinidad and Tobago TTO TT Tunisia TN TN Turkey TUR TR Turkmenistan TM TM Turks and Caicos Islands TC TC Tuvalu TV TV U Uganda UG UG Ukraine UA UA United Arab Emirates AE AE United Kingdom GBR GB United States USA US US Minor Outlying Isles UM UM Uruguay UY UY Uzbekistan UZ UZ V Vanuatu VU VU Venezuela VEN VE Vietnam VNM VN Virgin Islands, British VG VG Virgin Islands, U.S.