Date: 10/09/2015

EMIR Level 2 Validation

Changes to LME Clear Transaction Reporting

Please respond to:

LME Clear Relationship Management

lmeclearing@lme.com

EMIR Level 2 Validation Version 0.6 Final

LME Clear Transaction Reporting –EMIR Level 2 Validation Page 2

1 Background

Following on from the EMIR Level 1 validation rules implemented as of 1st December 2014, ESMA

have issued the Level 2 validation rules that provide details of the allowed content and format of the

fields included on reports made to a Trade Repository (TR). The Level 2 validation aims to improve

the quality of the data reported under EMIR and to increase the level of successful reconciliation

achieved when both counterparties have a reporting obligation ESMA.

This paper provides details of the changes that will be introduced to LME Clear’s transaction

reporting system to ensure Trade, Valuation (MTM), Position and Lifecycle Event reporting continue

to be accepted by our designated TR, DTCC. (Note: there are no changes to collateral reporting).

The aim of this paper is to provide LME Clear (LMEC) Member firms that do not use the LMEC EMIR

transaction reporting service (LMEwire), with details of changes to the reporting for LMEC as CCP.

As Member firms will face LMEC directly, Members need to be aware in advance of these changes

being introduced and to be able to make the necessary system changes to keep mis-match rates at

a minimum.

As per the ESMA timelines, these LMEC changes, at both individual field and reporting record level,

will go live on Monday 2nd November 2015.

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Contents

1 BACKGROUND 2

2 EMIR LEVEL 2 CHANGES 4

2.1 Records reported 4

2.2 New method for reporting New and Modify trades 5

2.3 Changes – Field by field 6

3 APPENDIX 10

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2 EMIR Level 2 Changes

2.1 Records reported

The following provides detail of the new record types that will be reported to the TR.

New ‘modify’ trade records – Trade Reporting 2

Upon the introduction of EMIR level 2 changes LMEC will be required to submit two

additional record types:

New trades (i.e. reported for the first time to the TR) and

Modified trades (i.e. netted to positions)

These will be submitted in separate files (currently, only a ‘new’ trade is reported).

New MTM records

Mark to Market Valuation reporting is no longer allowed to be reported within the position

message, so will need to be submitted on a separate valuation message.

As a result of introducing these 2 new record types, reporting for LMEC will include the following 4

separate records:

1. Trade Reporting 1 (‘Action Type’ = “N”, for new trades) – Will be reported as per current

trade reporting with field specific changes/additions incorporated

2. Trade Reporting 2 (‘Action Type’ = “Z”, for trades netted to positions) – Will be reported as

per Trade Reporting 1 with field specific changes / additions incorporated1

3. Positions – Will be reported as per current Position/MTM reporting but MTM fields not

populated and field specific changes / additions incorporated

4. MTMs – Will be reported as per new field guidelines from DTCC (refer to Appendix)

All field specific changes and additions are detailed in the following sub-sections.

1 Reporting of all executed trades twice through Trade Reporting 1 and Trade Reporting 2 will be

applicable to (a) Exchange Contracts (b) Client Cross (c) Client Trades (Client Trades also reported

when reporting Client Crosses)

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2.2 New method for reporting New and Modify trades

The below table provides detail of the new fields that will be added to the reporting carried out by LMEC. For clarity, the ’Reporting’ column

shows the updated field status (mandatory / optional / conditional / N/A) per report type at DTCC. The ‘Change’ column provides details of the

change and which report type(s) it applies to.

# EMIR

field

DTCC

Field

Description Reporting2 Change

Trade

Po

sition

Valu

ation

1 Action

Type

Action Type

Party 1 (field

153)

These fields are conditional for Trade

reporting only.

Permissible values of Action Type:

o "N" = New (a derivative contract

reported for the first time)

o "M" = Modify (a modification of details of

a previously reported derivative contract)

o "E" = Error (a cancellation of a wrongly

submitted report)

o "C" = Cancel (a termination of an existing

contract)

o "Z" = Compression (a compression of the

reported contract)

o "V" = Valuation update (an update of a

contract valuation)

o "O" = Other (any other amendment to

the report)

C N/A N/A Trade Reporting

For LME Trade Reporting 1 (trades reported for the first time to TR) and Trade Reporting 2 (trades

netted to position) will be reported separately to TR whereby Action Type will be “N” and “Z”

respectively. All new trades reported will populate the following fields differently across the 2 records:

EMIR Field: Action Type N/A Action Type Compression

DTCC Field: Action Type Party1 Action Lifecycle Event Compression

Trade Reporting 1 “N” “New” “New” “false”

Trade Reporting 2 “Z” “Modify” “Compression” “false”

This field will not be populated on Position, MTM or Lifecycle Event records.

Trade ID Seeding

Upon the introduction of Level 2 validation trades can only be reported once with ‘Action Type’

=”N” (TR use the ‘Trade ID’) to determine whether a trade has been reported previously). This

rule will apply to trades reported before and after Level 2 validation go-live. Therefore,

following go-live of Level 2 validation, updates to trades that have previously been reported to

DTCC must have an ‘Action Type’ that is not “N”.

2 Key: R- Required; C – Conditional; O – Optional; N/A – Not Applicable

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2.3 Changes – Field by field

The following table provides the specific field by field changes that will be introduced to the reporting carried out by LME Clear when reporting

for LME Clear as the CCP. For clarity, the ’Reporting’ column shows the updated field status (mandatory / optional / conditional / N/A) per

report type at DTCC. The ‘Change’ column provides details of the change and which report type(s) it applies to.

# EMIR field DTCC

Field

Current State – Trade

Reporting

Current State –

Positions/MTMs &

Lifecycle Events

Reporting

Reporting2 Change

Trade

Po

sition

Valu

ation

2 Product ID 1

(Annex #

1/2/3)

Product ID

Value 1 (field

83)

’Product ID Value 1’ is

populated with an AII

(Alternative Investment

Identifier) construct as

concatenation: Exchange

MIC + Exchange Product

Code + Derivative Type +

Put / Call Identifier +

Expiry Date + Strike Price

(with Put / Call Identifier

and Strike Price only

included for Options).

As per ‘Current State –

Trade Reporting’

R R N/A For Trades and Positions:

AII code will no longer be allowed to exceed 12 characters. Therefore, the

AII code will be replaced by Exchange Product Code (e.g. “AHD” or “NIE”)

when populating ‘Product ID 1’.

3 Product ID 2

(Annex #

1/2/3)

Product ID

Prefix 2(field

84)

Reported on LME trades. As per ‘Current State –

Trade Reporting’

N/A N/A N/A For Trades, Positions, Valuations and Lifecycle Events:

The prefix relating to ‘Product ID 2’ will no longer need to be populated and

will be left blank. However, the value of ‘Product ID 2’ is still required and

will remain unchanged.

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# EMIR field DTCC

Field

Current State – Trade

Reporting

Current State –

Positions/MTMs &

Lifecycle Events

Reporting

Reporting2 Change

Trade

Po

sition

Valu

ation

4 Mark to

market value

of contract

(Annex # 17)

MTM Value

Party 1 (field

62)

Not reported on LME

trades.

Reported on LME

position/mtm records but

not lifecycle events.

N/A N/A C The following changes form part of new MTM records as defined in the

above ‘Records Reported’ section.

For Valuations:

‘Mark to market value of contract’ will be submitted on a Valuation record

only.

For Positions:

This field will no longer be reported in the Position report.

(note: as per current practice, no valuation fields will be reported on

trades)

5 Currency of

the mark to

market value

of contract

(Annex # 18)

MTM

Currency

Party 1 (field

65)

Not reported on LME

trades for members, clients

and LMEC.

Reported on LME

position/mtm records

but not lifecycle events.

N/A N/A C For Valuations:

’Currency of the mark to market value of contract’ will be submitted on a

Valuation record only.

For Positions:

This field will no longer be reported in the Position report.

(note: as per current practice, no valuation fields will be reported on

trades)

EMIR Level 2 Validation Version 0.6 Final

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# EMIR field DTCC

Field

Current State – Trade

Reporting

Current State –

Positions/MTMs &

Lifecycle Events

Reporting

Reporting2 Change

Trade

Po

sition

Valu

ation

6 Valuation

Date

Valuation

Time

(Annex #

19/20)

Valuation

Datetime

Party 1 (field

68)

Not reported on LME

trades.

Reported on LME

position/mtm records for

members, clients and

LMEC, but not lifecycle

events.

N/A N/A C For Valuations:

’Valuation Date and Valuation Time’ will be submitted on a Valuation

message type only.

For Position:

This field will no longer be reported in the Position report.

7 Valuation type

(Annex # 21)

Valuation

Type Party 1

(field 71)

Not reported on trades. Reported on LME

positions

“MarkToMarket”, but not

lifecycle events.

N/A N/A C For Valuations:

’Valuation type’ will be submitted on a Valuation message type only,

as “MarkToMarket”.

For Positions:

This field will no longer be reported in the Position report.

8 Compression

(Annex # 11)

Compression

(field 143)

Reported on LME trades as

“false”.

Reported on LME

positions and lifecycle

events as “true”.

R N/A N/A For positions:

‘Compression’ will change to N/A and therefore will be submitted with a

blank value, but will be defaulted to “true” by DTCC.

For all Lifecycle Events (including compressions):

It will remain blank on lifecycle events.

For Trades:

For trades (trade reporting 1 and 2), the ‘Compression’ field will remain

unchanged i.e., “false”.

EMIR Level 2 Validation Version 0.6 Final

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# EMIR field DTCC

Field

Current State – Trade

Reporting

Current State –

Positions/MTMs &

Lifecycle Events

Reporting

Reporting2 Change

Trade

Po

sition

Valu

ation

9 Action Type

(Annex # 58 /

59)

Lifecycle

Event (field

118)

Reported on LME trades as

“Compression”

Reported on LME

positions as “EOD

Valuation Update”

R R N/A For LME ‘Trade Reporting 1’ (new) trades:

It will be reported as “New”.

For LME ‘Trade Reporting 2’ (modify) trades:

It will be reported as “Modify”.

For LME Positions:

It will be reported as “EOD”.

For Valuations:

It will be left blank.

(note: for LME Lifecycle Events it will continue to be reported as per

the relevant lifecycle event)

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3 Appendix

MTM Valuation Message file

LMEwire Key:

(1) Leave_Blank - Don’t populate field

(2) Populate as per text detailed (e.g. Trade = "Trade")

(3) Use logic / calculation provided

GTR Field Status Key: R - Required, C - Conditional, O - Optional, N/A - Not Applicable

GTR ETD

Field #GTR Field

Field

StatusExample EMIR Field

EMIR

Annex #EMIR Field Type

1 Comment O Leave_Blank N/A N/A N/A

2 Version O Leave_Blank N/A N/A N/A

3 Message Type R Valuation N/A N/A N/A

4 Action R New N/A N/A N/A

5 Transaction Type N/A Leave_Blank N/A N/A N/A

6 UTI Prefix O Leave_Blank N/A N/A N/A

7 UTI Value R LMEwire will auto-populate UTI Value Trade ID 8 Table 2 - Common Data

8 Primary Asset Class R Commodity N/A N/A N/A

9 Exchange Traded Derivative indicator R true N/A N/A N/A

10 As of Date/Time N/A Leave_Blank N/A N/A N/A

11 Event ID Party 1 N/A Leave_Blank N/A N/A N/A

12 Event ID Party 2 N/A Leave_Blank N/A N/A N/A

13 Additional Repository 1 Prefix N/A Leave_Blank N/A N/A N/A

14 Additional Repository 1 Value N/A Leave_Blank N/A N/A N/A

15 Reporting Obligation Party 1 N/A ESMA N/A N/A N/A

16 Reporting Obligation Party 2 N/A Leave_Blank N/A N/A N/A

17 Trade Party 1 Prefix R LEI Counterparty ID 2Table 1 - Counterparty

Data

18 Trade Party 1 Value R LMEwire will auto-populate LEI Counterparty ID 2Table 1 - Counterparty

Data

19 Trade Party 2 Prefix R LEICounterparty ID (of the other

counterparty )3

Table 1 - Counterparty

Data

20 Trade Party 2 Value R LMEwire will auto-populate LEI Counterparty ID (of the other

counterparty )3

Table 1 - Counterparty

Data

21 Trade Party 1 Domicile N/A Leave_Blank Domicile of the counterparty 5Table 1 - Counterparty

Data

22 Trade Party 2 Domicile N/A Leave_Blank Domicile of the counterparty 5Table 1 - Counterparty

Data

23 Trade Party 1 Branch Location N/A Leave_Blank Domicile of the counterparty 5Table 1 - Counterparty

Data

24 Trade Party 2 Branch Location N/A Leave_Blank Domicile of the counterparty 5Table 1 - Counterparty

Data

25 Trade Party 1 Corporate Sector N/A Leave_BlankCorporate sector of the

counterparty6

Table 1 - Counterparty

Data

26 Trade Party 2 Corporate Sector N/A Leave_BlankCorporate sector of the

counterparty6

Table 1 - Counterparty

Data

27Trade Party 1 Financial Entity

JurisdictionN/A

LMEwire will auto-poulate jurisdiction or

leave blank.

E.g. "ESMA" if Trade party is a Financial

Counterparty (F) and

Leave_Blank if Trade party is a Non-

Financial Counterparty (N).

Financial or non-financial nature

of the counterparty 7

Table 1 - Counterparty

Data

28Trade Party 1 Non-financial Entity

JurisdictionN/A

LMEwire will auto-poulate jurisdiction or

leave blank.

E.g. "ESMA" if Trade party is a Non-

Financial Counterparty (N) and

Leave_Blank if Trade party is a Financial

Counterparty (F).

Financial or non-financial nature

of the counterparty 7

Table 1 - Counterparty

Data

29Trade Party 2 Financial Entity

JurisdictionN/A Leave_Blank

Financial or non-financial nature

of the counterparty 7

Table 1 - Counterparty

Data

30Trade Party 2 Non-financial Entity

JurisdictionN/A Leave_Blank

Financial or non-financial nature

of the counterparty 7

Table 1 - Counterparty

Data

31 Broker Id Party 1 Prefix N/A Leave_Blank Broker ID 8Table 1 - Counterparty

Data

32 Broker Id Party 1 Value N/A Leave_Blank Broker ID 8Table 1 - Counterparty

Data

33 Broker Id Party 2 Prefix N/A Leave_Blank Broker ID 8Table 1 - Counterparty

Data

34 Broker Id Party 2 Value N/A Leave_Blank Broker ID 8Table 1 - Counterparty

Data

35 Data Submitter Prefix R LEIReporting entity ID (used in

conjunction with submitted for)9

Table 1 - Counterparty

Data

36 Data Submitter Value R LMEwire will auto-populate LEI Reporting entity ID (used in

conjunction with submitted for)9

Table 1 - Counterparty

Data

37 Submitted For Prefix C LEI N/A N/A N/A

38 Submitted For Value R LMEwire will auto-populate LEI N/A N/A N/A

39 Reporting Delegation Model N/A Leave_Blank N/A N/A N/A

40 Clearing Broker Party 1 Prefix N/A Leave_Blank Clearing member ID 10Table 1 - Counterparty

Data

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41 Clearing Broker Party 1 Value N/A Leave_Blank Clearing member ID 10Table 1 - Counterparty

Data

42 Clearing Broker Party 2 Prefix N/A Leave_Blank Clearing member ID 10Table 1 - Counterparty

Data

43 Clearing Broker Party 2 Value N/A Leave_Blank Clearing member ID 10Table 1 - Counterparty

Data

44 Execution Agent Party 1 Prefix N/A Leave_Blank N/A N/A N/A

45 Execution Agent Party 1 Value N/A Leave_Blank N/A N/A N/A

46 Execution Agent Party 2 Prefix N/A Leave_Blank N/A N/A N/A

47 Execution Agent Party 2 Value N/A Leave_Blank N/A N/A N/A

48 Beneficiary ID Party 1 Prefix N/A Leave_Blank Beneficiary ID 11Table 1 - Counterparty

Data

49 Beneficiary ID Party 1 Value N/A Leave_Blank Beneficiary ID 11Table 1 - Counterparty

Data

50 Beneficiary ID Party 2 Prefix N/A Leave_Blank Beneficiary ID 11Table 1 - Counterparty

Data

51 Beneficiary ID Party 2 Value N/A Leave_Blank Beneficiary ID 11Table 1 - Counterparty

Data

52 Trading capacity Party 1 N/A Leave_Blank Trading capacity 12Table 1 - Counterparty

Data

53 Trading capacity Party 2 N/A Leave_Blank Trading capacity 12Table 1 - Counterparty

Data

54 Buyer Prefix N/A Leave_Blank Counterparty side 13Table 1 - Counterparty

Data

55 Buyer Value N/A Leave_Blank Counterparty side 13Table 1 - Counterparty

Data

56 Buyer Prefix (Party 2) N/A Leave_Blank Counterparty side 13Table 1 - Counterparty

Data

57 Buyer Value (Party 2) N/A Leave_Blank Counterparty side 13Table 1 - Counterparty

Data

58 Party Region N/A Leave_Blank N/A N/A N/A

59 Counterparty Region N/A Leave_BlankContract with non-EEA

counterparty14

Table 1 - Counterparty

Data

60Directly linked to commercial activity or

treasury financing Party 1N/A Leave_Blank

Directly linked to commercial

activity or treasury financing15

Table 1 - Counterparty

Data

61Directly linked to commercial activity or

treasury financing Party 2N/A Leave_Blank

Directly linked to commercial

activity or treasury financing15

Table 1 - Counterparty

Data

62 MTM Value Party 1 CLMEwire will auto-populate MTM value

with the relevant direction (+/-).Mark to market value of contract 17

Table 1 - Counterparty

Data

63 MTM Value Party 2 CLMEwire will auto-populate MTM value

with the relevant direction (+/-).Mark to market value of contract 17

Table 1 - Counterparty

Data

64 MTM Value CCP O Leave_Blank Mark to market value of contract 17Table 1 - Counterparty

Data

65 MTM Currency Party 1 CLMEwire will auto-populate the relevant

MTM value currency.

Currency of the mark to market

value of contract 18

Table 1 - Counterparty

Data

66 MTM Currency Party 2 C Leave_BlankCurrency of mark to market

value of the contract18

Table 1 - Counterparty

Data

67 MTM Currency CCP C Leave_BlankCurrency of mark to market

value of the contract18

Table 1 - Counterparty

Data

68 Valuation Datetime Party 1 C

Time will always be 23:59 and Date taken

from Member's submitted Report field

'Report Date' from Header record row.

For example, for 02/11/15 = "2015-11-

02T23:59:00Z"

Valuation Date

Valuation Time19 / 20

Table 1 - Counterparty

Data

69 Valuation Datetime Party 2 C Leave_BlankValuation date

Valuation time19 / 20

Table 1 - Counterparty

Data

70 Valuation Datetime CCP C Leave_BlankValuation date

Valuation time19 / 20

Table 1 - Counterparty

Data

71 Valuation Type Party 1 C MarktoMarket Valuation type 21Table 1 - Counterparty

Data

72 Valuation Type Party 2 C Leave_Blank Valuation type 21Table 1 - Counterparty

Data

73 Valuation Type CCP C Leave_Blank Valuation type 21Table 1 - Counterparty

Data

74 Collateralized Party 1 N/A Leave_Blank Collateralisation 22Table 1 - Counterparty

Data

75 Collateralized Party 2 N/A Leave_Blank Collateralisation 22Table 1 - Counterparty

Data

76 Collateral portfolio code Party 1 N/A Leave_Blank Collateral portfolio code 24Table 1 - Counterparty

Data

77 Collateral portfolio code Party 2 N/A Leave_Blank Collateral portfolio code 24Table 1 - Counterparty

Data

78 Value of the collateral Party 1 N/A Leave_Blank Value of the collateral 25Table 1 - Counterparty

Data

79 Value of the collateral Party 2 N/A Leave_Blank Value of the collateral 25Table 1 - Counterparty

Data

80 Currency of the collateral value Party 1 N/A Leave_Blank Currency of the collateral value 26Table 1 - Counterparty

Data

81 Currency of the collateral value Party 2 N/A Leave_Blank Currency of the collateral value 26Table 1 - Counterparty

Data

82 Product ID Prefix 1 N/A Leave_Blank

Taxonomy used

Product ID 1

Product ID 2

1 / 2 / 3 Table 2 - Common Data

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83 Product ID Value 1 N/A Leave_Blank

Taxonomy used

Product ID 1

Product ID 2

1 / 2 / 3 Table 2 - Common Data

84 Product ID Prefix 2 N/A Leave_Blank

Taxonomy used

Product ID 1

Product ID 2

1 / 2 / 3 Table 2 - Common Data

85 Product ID Value 2 N/A Leave_Blank

Taxonomy used

Product ID 1

Product ID 2

1 / 2 / 3 Table 2 - Common Data

86 Underlying Asset N/A Leave_Blank Underlying 4 Table 2 - Common Data

87 Notional Currency/Units N/A Leave_BlankNotional currency 1

Notional currency 25 / 6 Table 2 - Common Data

88 Settlement Currency N/A Leave_Blank Deliverable currency 7 Table 2 - Common Data

89 Prior UTI Prefix N/A Leave_Blank N/A N/A N/A

90 Prior UTI Value N/A Leave_Blank N/A N/A N/A

91 Transaction Reference ID N/A Leave_Blank Transaction reference number 9 Table 2 - Common Data

92 Trade Party Internal Trade Reference O Leave_Blank N/A N/A N/A

93 Execution Venue Prefix N/A Leave_Blank Venue of execution 10 Table 2 - Common Data

94 Execution Venue Value N/A Leave_Blank Venue of execution 10 Table 2 - Common Data

95 Price Notation - Price N/A Leave_Blank Price / rate 12 Table 2 - Common Data

96 Price Notation - Price Type N/A Leave_Blank Price notation 13 Table 2 - Common Data

97 Notional Amount N/A Leave_Blank Notional amount 14 Table 2 - Common Data

98 Price Multiplier N/A Leave_Blank Price Multiplier 15 Table 2 - Common Data

99 Quantity N/A Leave_Blank Quantity 16 Table 2 - Common Data

100 Upfront payment N/A Leave_Blank Upfront payment 17 Table 2 - Common Data

101 Upfront payment CCY N/A Leave_Blank Upfront payment 17 Table 2 - Common Data

102 Delivery type N/A Leave_Blank Delivery type 18 Table 2 - Common Data

103 Execution Timestamp N/A Leave_Blank Execution timestamp 19 Table 2 - Common Data

104 Effective Date N/A Leave_Blank Effective date 20 Table 2 - Common Data

105 Scheduled Termination Date N/A Leave_Blank Maturity Date 21 Table 2 - Common Data

106 Termination Date N/A Leave_Blank Termination date 22 Table 2 - Common Data

107 Date of Settlement N/A Leave_Blank Date of Settlement 23 Table 2 - Common Data

108 Cleared N/A Leave_Blank Cleared 29 Table 2 - Common Data

109 Clearing Timestamp N/A Leave_Blank Clearing timestamp 30 Table 2 - Common Data

110 Clearing DCO Prefix N/A Leave_Blank CCP ID 31 Table 2 - Common Data

111 Clearing DCO Value N/A Leave_Blank CCP ID 31 Table 2 - Common Data

112 Intragroup N/A Leave_Blank Intragroup 32 Table 2 - Common Data

113 Option Type N/A Leave_Blank Option type 55 Table 2 - Common Data

114 Option Style N/A Leave_Blank Option style (exercise) 56 Table 2 - Common Data

115 Option Strike Price N/A Leave_Blank Strike price (cap/floor rate) 57 Table 2 - Common Data

116 Option Strike Price CCY N/A Leave_Blank N/A N/A N/A

117 Lifecycle event Effective Date N/A Leave_Blank N/A N/A N/A

118 Lifecycle Event N/A Leave_BlankAction Type (combined with GTR

field "Action")58 / 59 Table 2 - Common Data

119 Fixed rate of leg 1 N/A Leave_Blank Fixed rate of leg 1 33 Table 2 - Common Data

120 Fixed rate of leg 2 N/A Leave_Blank Fixed rate of leg 2 34 Table 2 - Common Data

121 Fixed rate day count N/A Leave_Blank Fixed rate day count 35 Table 2 - Common Data

122 Fixed leg payment frequency N/A Leave_Blank Fixed leg payment frequency 36 Table 2 - Common Data

123 Floating rate payment frequency N/A Leave_BlankFloating rate payment

frequency37 Table 2 - Common Data

124 Floating rate reset frequency N/A Leave_Blank Floating rate reset frequency 38 Table 2 - Common Data

125 Floating rate of leg 1 N/A Leave_Blank Floating rate of leg 1 39 Table 2 - Common Data

126 Floating rate of leg 2 N/A Leave_Blank Floating rate of leg 2 40 Table 2 - Common Data

127 Currency 2 N/A Leave_Blank Currency 2 41 Table 2 - Common Data

128 Exchange rate 1 N/A Leave_Blank Exchange rate 1 42 Table 2 - Common Data

129 Forward exchange rate N/A Leave_Blank Forward exchange rate 43 Table 2 - Common Data

130 Exchange rate basis N/A Leave_Blank Exchange rate basis 44 Table 2 - Common Data

131 Commodity base N/A Leave_Blank Commodity base 45 Table 2 - Common Data

132 Commodity details N/A Leave_Blank Commodity details 46 Table 2 - Common Data

133 Delivery point or zone N/A Leave_Blank Delivery point or zone 47 Table 2 - Common Data

134 Interconnection Point N/A Leave_Blank Interconnection Point 48 Table 2 - Common Data

135 Load type N/A Leave_Blank Load type 49 Table 2 - Common Data

136 Delivery start date and time N/A Leave_Blank Delivery start date and time 50 Table 2 - Common Data

137 Delivery end date and time N/A Leave_Blank Delivery end date and time 51 Table 2 - Common Data

138 Contract capacity N/A Leave_Blank Contract capacity 52 Table 2 - Common Data

139 Quantity Unit N/A Leave_Blank Quantity Unit 53 Table 2 - Common Data

140 Price/time interval quantities N/A Leave_Blank Price/time interval quantities 54 Table 2 - Common Data

141 Clearing Threshold Party 1 N/A Leave_Blank Clearing threshold 16Table 1 - Counterparty

Data

142 Clearing Threshold Party 2 N/A Leave_Blank Clearing threshold 16Table 1 - Counterparty

Data

143 Compression N/A Leave_Blank Compression 11 Table 2 - Common Data

144 Confirmation Date Time N/A Leave_Blank Confirmation timestamp 26 Table 2 - Common Data

145 Confirmation Type N/A Leave_Blank Confirmation means 27 Table 2 - Common Data

146 Mandatory Clearing Indicator N/A Leave_Blank Clearing Obligation 28 Table 2 - Common Data

147 Data Submitter Message ID R

LMEwire will populate message ID. Each

file sent to DTCC wll have a 'Message ID'

that will be unique.

N/A N/A N/A

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148 Name of Trade Party 1 N/A Leave_Blank Name of counterparty 4Table 1 - Counterparty

Data

149 Name of Trade Party 2 N/A Leave_Blank Name of counterparty 4Table 1 - Counterparty

Data

150 Underlying Asset Identifier Type N/A Leave_Blank Underlying 4 Table 2 - Common Data

151 Master Agreement type N/A Leave_Blank Master Agreement type 24 Table 2 - Common Data

152 Master Agreement version N/A Leave_Blank Master Agreement version 25 Table 2 - Common Data

153 Action Type Party 1 N/A Leave_Blank Action Type Table 2 - Common Data

154 Action Type Party 2 N/A Leave_Blank Action Type Table 2 - Common Data

155 TBD 10 N/A Leave_Blank

156 TBD 11 N/A Leave_Blank

157 TBD 12 N/A Leave_Blank

158 TBD 13 N/A Leave_Blank

159 TBD 14 N/A Leave_Blank

160 TBD 15 N/A Leave_Blank

161 TBD 16 N/A Leave_Blank

162 TBD 17 N/A Leave_Blank

163 TBD 18 N/A Leave_Blank

164 TBD 19 N/A Leave_Blank

165 TBD 20 N/A Leave_Blank