CFTC Commodity Futures Trading Commission

Transcription

1 Technical Guidance Document for 17 CFR Parts 15, 17, 18, and 20 Ownership and Control Reports, Forms 102/102S, 40/40S, and 71 Ownership and Control Reports Forms 102A/102B/102S, 40/40S, and 71 Technical Guidance Document April 29, 2014 Version 3 Commodity Futures Trading Commission This Technical Guidance Document (the Technical Document ) provides technical specifications for transmitting Forms 102A, 102B, 102S, 40 and 71 via FTP submissions. This Technical Document is for al use only, and is not a legal document. It is intended as a supplement to the OCR Final Rule (as defined below), which rule contains the regulatory requirements applicable to parties submitting the forms described above. When reviewing this Technical Document, reporting parties should review and consult the OCR Final Rule, including the requirements of the reporting forms attached as an appendix thereto. This Technical Document was drafted consistent with the OCR Final Rule, and all relevant communications from Commission staff are also intended to be consistent with the OCR Final Rule. In the event of any conflict between the requirements of the OCR Final Rule (including the questions and instructions on the reporting forms attached thereto) and either (a) this Technical April 29, 2014 Page 1 of 269

2 Document or (b) any verbal communications by Commission staff regarding this Technical Document or the OCR Final Rule, the OCR Final Rule controls. April 29, 2014 Page 2 of 269

3 Table of Contents Change Log... 4 Introduction... 5 OCR Final Rule... 5 Technical Requirements... 5 OCR Submission Procedure(s)... 5 Name the File(s) for submission... 5 Assemble and Compress the File(s)... 6 Connect to with Secure FTP... 7 Transmit the File(s)... 7 Data Dictionary for OCR Batch Header... 8 Data Dictionary for Form 102 Cover Sheet... 9 Data Dictionary for Form 102A Identifying and reporting a special account Data Dictionary for Form 102B Identifying and reporting a volume threshold account Data Dictionary for Form 102S Identifying and reporting a consolidated account Data Dictionary for Form 71 Identification of omnibus accounts and sub-accounts Data Dictionary for Form 40 Statement of reporting trader Appendix A: SFTP Registration Appendix B: Supplemental Lists Supplemental List I: List of Business Sectors and Subsectors Supplemental List II: List of Commodity Group and Individual Commodities Supplemental List III: List of Business Purposes of Commodity Derivatives Trading April 29, 2014 Page 3 of 269

4 Change Log Version Date Change 2 2/20/2014 ORGTYPE variable removed from file name, and replaced with OCR for all file names, to simplify file naming process. See Name the File(s) for submission 2 2/20/2014 Additional Secure FTP instructions added. See Connect to with Secure FTP 2 2/20/2014 Valid values provided for the reporting market required in Form 102A, question 9. See row 82 in Form 102A schema. 2 2/20/2014 Erroneous line removed in Appendix A: SFTP Registration. 3 4/29/2014 Modified file naming convention to remove static OCR value. See Name the File(s) for submission 3 4/29/2014 Modified field length for Identifier field in file name. See Name the File(s) for submission 3 4/29/2014 Consolidated cftcbatch attributes and moved to new cftcheader element. See rows 1-4 in Data Dictionary for OCR Batch Header 3 4/29/2014 Added formcount element to cftcheader. See row 5 in Data Dictionary for OCR Batch Header 3 4/29/2014 Modified form element to be a required element. See row 1 in Data Dictionary for Form 102 Cover Sheet 3 4/29/2014 Added entitytype attribute to cftcform102 element. See row 5 in Data Dictionary for Form 102 Cover Sheet 3 4/29/2014 Added Ownership of a reportable position as a valid value for originreason element. See rows 2 and 5 in Form 102A schema 3 4/29/2014 Fixed erroneous reference in row 14 of Form 102A schema 3 4/29/2014 Moved marketidentifier attribute to relatedacctinfo element, to permit reporting of multiple reporting markets in connection with a single trading account. See row 82 in Form 102A schema and row 5 in 102B schema. 3 4/29/2014 Fixed erroneous references in question for reporting firms that are foreign brokers. See row 154 in Form 102A schema 3 4/29/2014 Added signature elements for each 102 form submission. See, e.g., rows in Form 102A schema 3 4/29/2014 Added paired swap and swaption indicators for 102S submissions. See rows in Form 102S schema 3 4/29/2014 Updated signature blocks in Form 40 schema. See rows /29/2014 Removed duplicative row in Supplemental List III in Appendix B April 29, 2014 Page 4 of 269

5 Introduction On November 18, 2013, the Commodity Futures Trading Commission ( Commission or ) adopted new rules and related forms to enhance its identification of futures and swap market participants (the OCR Final Rule ). These final rules leverage the Commission's current position and transaction reporting programs by requiring the electronic submission of trader identification and market participant data on amended Forms 102 and 40, and on new Form 71. The new and amended forms require the reporting of certain trading accounts active on reporting markets that are designated contract markets or swap execution facilities. Among other, the forms collect ownership and control with respect to both positionbased special accounts and trading accounts that meet specified volume-based reporting levels. This Technical Document is intended to provide technical specifications for transmitting Forms 102A, 102B, 102S, 40 and 71 via FTP submissions. At a later date, either an additional guidance document or an updated version of this document will be provided for registration and submission procedures in connection with the web-based Portal. OCR Final Rule When reviewing this Technical Document, reporting parties should review and consult the OCR Final Rule, including the requirements of the reporting forms attached as an appendix thereto. Reporting parties should visit this link 1 to view the OCR Final Rule on the Federal Register; visit this link 2 to view a pdf copy of the OCR Final Rule. Technical Requirements Please forward questions regarding format, content, and transmission of OCR data submissions to the at OCRTechSupport@cftc.gov. OCR Submission Procedure(s) There are two methods for submission of OCR related data 1. Secure FTP or 2. Portal Electronic Form: 3 Secure FTP 1. Create the report(s) and consolidate the report(s) into an -formatted file. 2. Name the file(s) using the OCR Reporting file name format. 3. Assemble and compress the files. 4. Connect to the FTP site. 5. Transmit the electronically formatted records to the Commission using Secure FTP. Name the File(s) for submission File Naming Convention Batch Submission The file name for submission should be created in the following manner: s-4040s-and See preceding Introduction for regarding guidance on the Portal. April 29, 2014 Page 5 of 269

6 OCRFORM_[FORMNUMBER]_[IDENTIFIER]_[YYYYMMDD]_[SOURCE].format File Naming Convention - Test Files Data providers can test their submissions by appending the string TEST to the end of their file names. OCRFORM_[FORMNUMBER]_[IDENTIFIER]_[YYYYMMDD]_[SOURCE]_TEST.f ormat Your firm can contact our Technical Support representative at (TBD) OCRTechSupport@cftc.gov to verify the results of test data you have submitted. FORMNUMBER: Form Submitted in File Form 102a, 102b, or 102s FORMNUMBER in File Name 102 Form Form For each different form number submitted send a separate file. For example, if you are submitting both a Form 102 and 71, they should be separate files. Also note for multiple submissions of the same form number they can be included in a single file. For example, if you are submitting multiple Form 102s, they can be in a single file. IDENTIFIER: This field is the 3 character identifier provided by the during the account registration process. YYYYMMDD: This field is the year (4 digits), month, and day of the report date. SOURCE: This field is the 1 character identifier which will be used to identify the origination of the file. File Origination Secure FTP Batch Submission SOURCE in Filename E FORMAT: Format of the File FORMAT in Filename formxml Assemble and Compress the File(s) The files should be compressed using an industry compression tool. Possible compression utilities are WinZip or GZIP. WinZip is available at and the GZIP utility is freely available at April 29, 2014 Page 6 of 269

7 Connect to with Secure FTP The uses Secure FTP (SFTP) to receive files. Reporting parties that are transmitting files to the will need to obtain a Secure FTP client that is FIPS compliant. Through the Secure FTP client, reporters can navigate to traders.cftc.gov and use their User ID and password to login and transmit submission files. Reporting parties SFTP account is already configured to require a password. If reporters want to bypass the password requirement, they will need to generate a Key Pair and send an to FtpSupport@cftc.gov which issues reporters Public Key and User ID. Reporters should keep their Private Key secure and only use it to communicate with the. The can accept two types of Keys: SSH Version 2.0 RSA key pair with bit strength between or SSH Version 2.0 DSA 1024 bit key pair. Many OCR reporting parties may already have FTP or SFTP accounts. Reporting parties with SFTP accounts can continue to use those accounts for OCR reporting. New reporters who do not already have an SFTP account, or reporters who only use non-secure FTP accounts, must request a Secure FTP account from the. See Appendix A to this Technical Document for FTP registration steps. Transmit the File(s) Transfer the compressed file(s) using normal FTP commands. Upon receipt of the file, software at the will ingest the file through our firewall and begin processing the data. April 29, 2014 Page 7 of 269

8 Dictionary for OCR Batch Header Data Dictionary for OCR Batch Header- Data 1. Message Transmit Datetime 2. Submission Contact 3. Submission Sent By Identifier Yes Yes Date of OCR Batch Submission Contact for Batch Submission Yes This field is the 3 character identifier provided by the during the account registration process for firm The format is YYYY-MM- DDThh:mm:ss[+ - ]hh:mm, where YYYY is the year, MM is the month, DD is the day of the month, hh is the hour of the day, mm is the minute of the hour and [+ - ]hh:mm is the time zone offset. cftcbatch/cftcheader@sentdate cftcbatch/cftcheader@ cftcbatch/cftcheader@sentby Page 8 of 269

9 Dictionary for OCR Batch Header- Data 4. On Behalf of identifier submitting batch file No -issued 3 character reporting firm identifier for firm reported in submission 5. Form Count Yes Identifies number of form submissions included in batch cftcbatch/cftcheader@onbehalfof cftcbatch/cftcheader@formcount Data Dictionary for Form 102 Cover Sheet Data Dictionary for Form 102 Cover Sheet- Data 1. Form Yes 102 cftcbatch/cftcform102@form April 29, 2014 Page 9 of 269

10 Dictionary for Form 102 Cover Sheet- Data 2. Reportable Type Indicator 3. Follow-On Information Will be Submitted Later 4. Optional Fields or Supplemental Fields Reported to LEI Provider Yes Yes Yes Indicates the type of account for which the reporting entity is reporting. Indicates certain Follow-On Information will be submitted by a later date specified in Indicates that one or more Optional Fields or Supplemental Fields not included in this submission were reported to the CICI Utility (or SA = Special (102A) VT = Volume Threshold (102B) CA = Consolidated (102S) Y = Yes N = No Y = Yes N = No cftcbatch/cftcform102@accountcategory cftcbatch/cftcform102@followoninformation ToCome cftcbatch/cftcform102@optionalorsuppfields SeparatelyReported 4 For additional on Follow-On Information, Optional Fields and Supplemental Fields, see the footnotes to the reporting forms in Appendix A of the OCR Final Rule. April 29, 2014 Page 10 of 269

11 Dictionary for Form 102 Cover Sheet- Data 5. Reporting Firm Entity Type 6. Name of Reporting Firm 7. Reporting Firm Street Address 8. Reporting Firm Suite 9. Reporting Firm City OptionalOrSuppF ieldsseparatelyre ported = N OptionalOrSuppF ieldsseparatelyre ported = N OptionalOrSuppF ieldsseparatelyre ported = N No OptionalOrSuppF other approved LEI provider) and are associated with the LEI provided in this submission Entity type of the reporting entity Legal name of the reporting entity Street address of the reporting entity Suite of the reporting entity City of the reporting entity LE = Legal Entity cftcbatch/cftcform102@entitytype cftcbatch/cftcform102@legalentityname cftcbatch/cftcform102@street cftcbatch/cftcform102@suite cftcbatch/cftcform102@city April 29, 2014 Page 11 of 269

12 Dictionary for Form 102 Cover Sheet- Data 10. Reporting Firm State 11. Reporting Firm Country 12. Reporting Firm Zip/Postal Code 13. Reporting Firm Contact Natural Person Last Name 14. Reporting Firm Contact Natural Person First ieldsseparatelyre ported = N OptionalOrSuppF ieldsseparatelyre ported = N OptionalOrSuppF ieldsseparatelyre ported = N OptionalOrSuppF ieldsseparatelyre ported = N OptionalOrSuppF ieldsseparatelyre ported = N OptionalOrSuppF ieldsseparatelyre State of the reporting entity Country of the reporting entity Zip code or postal code of the reporting entity Surname of the natural person who is a contact at the reporting entity Given or first in order name of the natural person who is a contact Two digit state code Two digit country code cftcbatch/cftcform102@state cftcbatch/cftcform102@country cftcbatch/cftcform102@postalcode contact@lastname contact@firstname April 29, 2014 Page 12 of 269

13 Dictionary for Form 102 Cover Sheet- Data Name ported = N at the reporting entity 15. Reporting Firm Contact Middle Name 16. Reporting Firm Contact Suffix 17. Reporting Firm Contact Job Title 18. Reporting Firm Contact Phone 19. Reporting Firm Contact Address No No OptionalOrSuppF ieldsseparatelyre ported = N OptionalOrSuppF ieldsseparatelyre ported = N OptionalOrSuppF ieldsseparatelyre Middle name of the natural person who is a contact at the reporting entity Suffix of the natural person who is a contact at the reporting entity Job title of the contact at the reporting entity Telephone number of the contact at the reporting entity address of the contact at the reporting entity contact@middlename contact@namesuffix contact@titleorposition contact@telephone contact@ April 29, 2014 Page 13 of 269

14 Dictionary for Form 102 Cover Sheet- Data ported = N 20. Reporting Firm Website 21. Reporting Firm NFA ID 22. Reporting Firm Legal Entity Identifier available OptionalOrSuppF ieldsseparatelyre ported = N available OptionalOrSuppF ieldsseparatelyre ported = N OptionalOrSuppF ieldsseparatelyre ported URL of the reporting entity s website The identification number given to the reporting entity by the National Futures Association The legal entity identifier (LEI) assigned to the reporting firm by the LEI issuer cftcbatch/cftcform102@website cftcbatch/cftcform102@nfaidentifier cftcbatch/cftcform102@legalentityidentifier April 29, 2014 Page 14 of 269

15 Dictionary for Form 102 Cover Sheet- Data 23. Reporting Firm Type futures commission merchant 24. Reporting Firm Type clearing member 25. Reporting Firm Type Foreign Broker 26. Reporting Firm Type Swap Dealer OptionalOrSuppF ieldsseparatelyre ported = N OptionalOrSuppF ieldsseparatelyre ported = N OptionalOrSuppF ieldsseparatelyre ported = N OptionalOrSuppF ieldsseparatelyre ported = N Indicates the type of reporting entity 5 Indicates the type of reporting entity Indicates the type of reporting entity Indicates the type of reporting entity Y = Yes N = No Y = Yes N = No Y = Yes N = No Y = Yes N = No cftcbatch/cftcform102@isfcm cftcbatch/cftcform102@iscm cftcbatch/cftcform102@isfb cftcbatch/cftcform102@isswapdealer 5 If a reporting party is submitting a 102A and reporting a special account that is active on multiple markets, the party should check multiple firm types in rows 23-26, if it acts in different capacities on these markets (for example, if the reporting party acts as an FCM on one of the markets, and acts as a clearing member on another of the markets). April 29, 2014 Page 15 of 269

16 Dictionary for Form 102 Cover Sheet- Data 27. Reporting Firm Type Other 28. Other Reporting Firm Type 29. Reporting Firm ID OptionalOrSuppF ieldsseparatelyre ported = N isother = Y OptionalOrSuppF ieldsseparatelyre ported = N Indicates the type of reporting entity Entity type of the reporting entity if isother Indicator was selected The alphanumeric identifier assigned by the Commission to the reporting entity Y = Yes N = No cftcbatch/cftcform102@isother cftcbatch/cftcform102@otherdescription cftcbatch/cftcform102@reportingidentifier April 29, 2014 Page 16 of 269

17 Dictionary for Form 102A Identifying and reporting a special account 6 Data Form 102A 1. New/Modifie d Indicator 1 Yes Indicates whether the special account (102A) is: Special account being reported for the first time Resubmitted or modified Informati on for a previously reported N = New M = Modified cftcbatch/cftcform102@inf ormationtype 6 When reviewing the data elements in this Technical Document, reporting parties should also review and consult the OCR Final Rule, including the requirements of the reporting forms attached as an appendix thereto. The reporting forms are the basis for these data elements. Reporting parties should visit this link to view the OCR Final Rule on the Federal Register: Visit this link to view a pdf copy of the OCR Final Rule: April 29, 2014 Page 17 of 269

18 Form 102A special account 2. Special Origination 3. Special 4. Special 2 Yes Indicates for which of the following reasons the account is being reported 3 Yes Numeric identifier used by the reporting entity to uniquely identify a special account 3 Yes The name of the special account OO = Ownership of a reportable position 7 CC = Control of a reportable position OC = Ownership and control of a reportable position OM = Omnibus account with a reportable position cftcbatch/cftcform102@ori ginreason cftcbatch/cftcform102@acc ount cftcbatch/cftcform102@acc ountname 7 Ownership of a reportable position has been added to make the schema conform to the choices in question 2 of Form 102A, which is included as an appendix to the OCR Final Rule. As noted in question 2 of Form 102A, however, reporting parties are not required to submit Form 102A based solely on ownership of a reportable position at this time. April 29, 2014 Page 18 of 269

19 Form 102A Name 5. House or Customer Indicator 6. Omnibus 7. Omnibus Information originreason= O O Conditional, if originreason= O M then Y else N originreason= O M assigned by the reporting firm If the reported special account is being reported based on ownership of a reportable position, indicates whether the special account is a house or customer account of the reporting firm 8 Indicates if the reported special account is an omnibus account If the reported special account is an omnibus account, indicate whether the H = House C = Customer Y = Yes N = No H = House C = Customer cftcbatch/cftcform102@acc ountclass cftcbatch/cftcform102@is Omnibus cftcbatch/cftcform102@acc ountclass 8 See preceding footnote. April 29, 2014 Page 19 of 269

20 Form 102A account is a house or customer omnibus account SPECIAL ACCOUNT OWNER(S) CONTACT INFORMATION 8. Special Owner Indicator 9. Special Owner Type Indicator 10. Special Owner Optional Fields or Supplemental Fields Reported to LEI Provider Conditional, if originreason= O C then isowner = Y originreason= O C originreason= O C Indicates reporting special account owner Indicates whether the special account owner is a legal entity or natural person Indicates that one or more Optional Fields or Supplemental Fields not included in this question were reported to the CICI Utility (or other approved LEI Y = Yes N = No LE = Legal Entity NP = Natural Person Y = Yes N = No edentity@isowner edentity@entitytype relatedentity@ OptionalOrSuppFieldsSepar atelyreported April 29, 2014 Page 20 of 269

21 Form 102A IF SPECIAL ACCOUNT OWNER IS A LEGAL ENTITY provider) and are associated with the LEI provided in this submission 11. Special Owner Legal Entity Name 6 originreason= O C OptionalOrSuppF ieldsseparatelyre ported = N entitytype= LE IF SPECIAL ACCOUNT OWNER IS A NATURAL PERSON Legal or registered name of the reportable account owner edentity@legalentityname 12. Special Owner Natural Person Last Name 6 originreason= O C OptionalOrSuppF ieldsseparatelyre ported = N And entitytype= NP Surname of the natural person reportable account owner edentity@lastname April 29, 2014 Page 21 of 269

22 Form 102A 13. Special Owner Natural Person First Name 14. Special Owner Natural Person Middle Name 15. Special Owner Natural Person Suffix originreason= O C OptionalOrSuppF ieldsseparatelyre ported = N entitytype= NP is available originreason= O C OptionalOrSuppF ieldsseparatelyre ported = N entitytype= NP is available originreason= O C OptionalOrSuppF ieldsseparatelyre Given or first in order name of the natural person reportable account owner Middle name of the natural person reportable account owner Suffx of the natural person reportable account owner edentity@firstname edentity@middlename edentity@namesuffix April 29, 2014 Page 22 of 269

23 Form 102A ported = N entitytype= NP FOR BOTH LEGAL ENTITIES NATURAL PERSONS 16. Special Owner Street Address 17. Special Owner City 18. Special Owner State originreason= O C OptionalOrSuppF ieldsseparatelyre ported = N originreason= O C OptionalOrSuppF ieldsseparatelyre ported = N originreason= O C OptionalOrSuppF ieldsseparatelyre ported = N Street address of the reportable account owner City of the reportable account owner State of the reportable account owner edentity@street edentity@city edentity@state April 29, 2014 Page 23 of 269

24 Form 102A 19. Special Owner Country 20. Special Owner Zip/Postal Code 21. Special Owner Phone originreason= O C OptionalOrSuppF ieldsseparatelyre ported = N originreason= O C OptionalOrSuppF ieldsseparatelyre ported = N originreason= O C OptionalOrSuppF ieldsseparatelyre ported = N Country of the reportable account owner Zip/Postal code of the reportable account owner Phone of the reportable account owner edentity@country edentity@postalcode edentity@telephone 22. Special Owner Address 6 originreason= O C OptionalOrSuppF ieldsseparatelyre address of the reportable account owner edentity@ April 29, 2014 Page 24 of 269

25 Form 102A ported = N IF SPECIAL ACCOUNT OWNER IS A LEGAL ENTITY 23. Special Owner Contact Last Name 6 originreason= O C entitytype= LE OptionalOrSuppF ieldsseparatelyre ported = N Surname of the contact person for the owner edentity/contact@lastname 24. Special Owner Contact First Name 6 originreason= O C entitytype= LE OptionalOrSuppF ieldsseparatelyre ported = N First name of the contact person for the owner edentity/contact@firstname 25. Special Owner 6 originreason= O Job title of the contact person for the owner edentity/contact@titleorpo sition April 29, 2014 Page 25 of 269

26 Form 102A Contact Job Title C entitytype= LE OptionalOrSuppF ieldsseparatelyre ported = N 26. Contact Relationship to Special Owner 27. Special Owner Contact Phone 28. Special Owner originreason= O C entitytype= LE OptionalOrSuppF ieldsseparatelyre ported = N originreason= O C entitytype= LE OptionalOrSuppF ieldsseparatelyre ported = N originreason= O Contact relationship to the owner Phone number of the contact person for the owner address of the contact person for the edentity/contact@relationsh ip edentity/contact@telephone edentity/contact@ April 29, 2014 Page 26 of 269

27 Form 102A Contact Address C entitytype= LE OptionalOrSuppF ieldsseparatelyre ported = N FOR BOTH LEGAL ENTITIES NATURAL PERSONS owner 29. Special Owner Website 6 available originreason= O C OptionalOrSuppF ieldsseparatelyre ported = N URL of the owner s website edentity@website 30. Special Owner NFA ID 6 available originreason= O C OptionalOrSuppF ieldsseparatelyre ported = N The identification number given to the ownership entity by the National Futures Association edentity@nfaidentifier April 29, 2014 Page 27 of 269

28 Form 102A 31. Special Owner Legal Entity Identifier (LEI) 6 available originreason= O C OptionalOrSuppF ieldsseparatelyre ported The legal entity identifier (LEI) assigned to the ownership entity by the LEI issuer SPECIAL ACCOUNT CONTROLLER(S) CONTACT INFORMATION edentity@legalentityidentif ier 32. Special Indicator 33. Special Type Indicator 34. Special originreason = OC OR originreason = CC then is = Y originreason = OC OR originreason = CC Indicates reporting special account controller Indicates whether the special account is a legal entity or natural person Indicates that one or more Y = Yes N = No LE = Legal Entity NP = Natural Person Y = Yes N = No edentity@is edentity@entitytype edentity@optionalorsuppf April 29, 2014 Page 28 of 269

29 Form 102A Optional Fields or Supplemental Fields Reported to LEI Provider originreason = OC OR originreason = CC IF SPECIAL ACCOUNT CONTROLLER IS A LEGAL ENTITY Optional Fields or Supplemental Fields not included in this question were reported to the CICI Utility (or other approved LEI provider) and are associated with the LEI provided in this submission ieldsseparatelyreported 35. Special Legal Entity Name 7 originreason = OC OR originreason = CC entitytype= LE OptionalOrSuppF ieldsseparatelyre ported = N Legal or registered name of the reportable account edentity@legalentityname April 29, 2014 Page 29 of 269

30 Form 102A IF SPECIAL ACCOUNT CONTROLLER IS A NATURAL PERSON 36. Special Natural Person Last Name 37. Special Natural Person First Name 7 7 originreason = OC OR originreason = CC entitytype= NP OptionalOrSuppF ieldsseparatelyre ported = N originreason = OC OR originreason = CC entitytype= NP OptionalOrSuppF ieldsseparatelyre ported = N Surname of the natural person reportable account (if natural person) Given or first in order name of the natural person reportable account edentity@lastname edentity@firstname April 29, 2014 Page 30 of 269

31 Form 102A 38. Special Natural Person Middle Name 39. Special Natural Person Suffix 7 7 available originreason = OC OR originreason = CC entitytype= NP OptionalOrSuppF ieldsseparatelyre ported = N available originreason = OC OR originreason = CC entitytype= NP OptionalOrSuppF ieldsseparatelyre Middle name of the natural person reportable account Suffix of the natural person reportable account edentity@middlename edentity@namesuffix April 29, 2014 Page 31 of 269

32 Form 102A ported = N FOR BOTH LEGAL ENTITIES NATURAL PERSONS 40. Special Street Address 41. Special Suite 7 7 originreason = OC OR originreason = CC OptionalOrSuppF ieldsseparatelyre ported = N available originreason = OC OR originreason = CC OptionalOrSuppF ieldsseparatelyre ported = N Street address of the reportable account Suite of the reportable account edentity@street edentity@suite April 29, 2014 Page 32 of 269

33 Form 102A 42. Special City 43. Special State 44. Special Country originreason = OC OR originreason = CC OptionalOrSuppF ieldsseparatelyre ported = N originreason = OC OR originreason = CC OptionalOrSuppF ieldsseparatelyre ported = N originreason = OC OR originreason = CC City of the reportable account State of the reportable account Country of the reportable account edentity@city edentity@state edentity@country April 29, 2014 Page 33 of 269

34 Form 102A 45. Special Zip/Postal Code 46. Special Phone 47. Special Address OptionalOrSuppF ieldsseparatelyre ported = N originreason = OC OR originreason = CC OptionalOrSuppF ieldsseparatelyre ported = N originreason = OC OR originreason = CC OptionalOrSuppF ieldsseparatelyre ported = N originreason = OC OR originreason = Zip/Postal code of the reportable account Phone of the reportable account address of the reportable account edentity@postalcode edentity@telephone edentity@ April 29, 2014 Page 34 of 269

35 Form 102A CC OptionalOrSuppF ieldsseparatelyre ported = N IF SPECIAL ACCOUNT CONTROLLER IS A LEGAL ENTITY 48. Special Contact Last Name 7 originreason = OC OR originreason = CC entitytype= LE OptionalOrSuppF ieldsseparatelyre ported = N Surname of the natural person contact for the edentity/contact@lastname 49. Special Contact First Name 7 originreason = OC OR originreason = CC First name of the natural person contact for the edentity/contact@firstname April 29, 2014 Page 35 of 269

36 Form 102A 50. Special Contact Job Title 7 entitytype= LE OptionalOrSuppF ieldsseparatelyre ported = N originreason = OC OR originreason = CC entitytype= LE OptionalOrSuppF ieldsseparatelyre ported = N Job title of the contact person for entity edentity/contact@titleorpo sition 51. Contact Relationship to Special 7 originreason = OC OR originreason = CC entitytype= LE Contact relationship to the controller edentity/contact@relationsh ip April 29, 2014 Page 36 of 269

37 Form 102A OptionalOrSuppF ieldsseparatelyre ported = N 52. Special Contact Phone 7 originreason = OC OR originreason = CC entitytype= LE OptionalOrSuppF ieldsseparatelyre ported = N Phone number of the contact person for the entity edentity/contact@telephone 53. Special Contact Address 7 originreason = OC OR originreason = CC entitytype= LE OptionalOrSuppF address of the contact person for the entity edentity/contact@ April 29, 2014 Page 37 of 269

38 Form 102A ieldsseparatelyre ported = N 54. Special Website 55. Special NFA ID 56. Special available originreason = OC OR originreason = CC OptionalOrSuppF ieldsseparatelyre ported = N available originreason = OC OR originreason = CC OptionalOrSuppF ieldsseparatelyre ported= N URL of the s website The identification number given to the entity by the National Futures Association The legal entity identifier (LEI) edentity@website edentity@nfaidentifier edentity@legalentityidentif April 29, 2014 Page 38 of 269

39 Form 102A Legal Entity Identifier (LEI) available originreason = OC OR originreason = CC OptionalOrSuppF ieldsseparatelyre ported assigned to the entity by the LEI issuer OMNIBUS ACCOUNT ORIGINATOR CONTACT INFORMATION ier 57. Omnibus Indicator 58. Omnibus Optional Fields or Supplemental Fields Reported to LEI Provider 8 8 originreason = OM Then is originreason= O M Indicates reporting special account orginiator Indicates that one or more Optional Fields or Supplemental Fields not included in this question were reported to the CICI Utility (or other approved LEI Y = Yes N = No Y = Yes N = No edentity@is edentity@optionalorsuppf ieldsseparatelyreported April 29, 2014 Page 39 of 269

40 Form 102A 59. Omnibus Entity Type 60. Omnibus Name 61. Omnibus Street Address 62. Omnibus Yes, entitytype= LE originreason= O M OptionalOrSuppF ieldsseparatelyre ported= N entitytype= LE originreason= O M OptionalOrSuppF ieldsseparatelyre ported= N provider) and are associated with the LEI provided in this submission Legal name of the reportable account Street address of the reportable account Suite of the reportable account LE = Legal Entity edentity@entitytype edentity@legalentityname edentity@street edentity@suite April 29, 2014 Page 40 of 269

41 Form 102A Suite 63. Omnibus City 64. Omnibus State 65. Omnibus Country available originreason= O M OptionalOrSuppF ieldsseparatelyre ported= N originreason= O M OptionalOrSuppF ieldsseparatelyre ported= N originreason= O M OptionalOrSuppF ieldsseparatelyre ported= N originreason= O M OptionalOrSuppF ieldsseparatelyre ported= N City of the reportable account State of the reportable account Country of the reportable account edentity@city edentity@state edentity@country April 29, 2014 Page 41 of 269

42 Form 102A 66. Omnibus Zip/Postal Code 67. Omnibus Phone 68. Omnibus Contact Last Name 69. Omnibus Contact First Name originreason= O M OptionalOrSuppF ieldsseparatelyre ported= N originreason= O M OptionalOrSuppF ieldsseparatelyre ported= N originreason= O M OptionalOrSuppF ieldsseparatelyre ported= N originreason= O M OptionalOrSuppF ieldsseparatelyre ported= N Zip/Postal code of the reportable account Phone of the reportable account Surname of the natural person contact for the First name of the natural person contact for the edentity@postalcode edentity@telephone edentity/contact@lastname edentity/contact@firstname April 29, 2014 Page 42 of 269

43 Form 102A 70. Omnibus Contact Middle Name 71. Omnibus Contact Suffix 72. Omnibus Contact Job Title 73. Contact Relationship to Omnibus originreason= O M OptionalOrSuppF ieldsseparatelyre ported= N originreason= O M OptionalOrSuppF ieldsseparatelyre ported= N originreason= O M OptionalOrSuppF ieldsseparatelyre ported= N originreason= O M OptionalOrSuppF ieldsseparatelyre ported= N Middle name of the natural person contact for the Suffix of the natural person contact for the Job title of the contact person at or related to the entity Contact relationship to the entity edentity/contact@middlena me edentity/contact@namesuff ix edentity/contact@titleorpo sition edentity/contact@relationsh ip April 29, 2014 Page 43 of 269

44 Form 102A 74. Omnibus Contact Phone 75. Omnibus Contact Address 76. Omnibus Website 77. Special NFA ID originreason= O M OptionalOrSuppF ieldsseparatelyre ported= N originreason= O M OptionalOrSuppF ieldsseparatelyre ported= N available originreason= O M OptionalOrSuppF ieldsseparatelyre ported= N available originreason= O Phone number of the contact person for the entity address of the contact person for the entity URL of the s website The identification number given to the entity by the National Futures edentity/contact@telephone edentity/contact@ edentity@website edentity@nfaidentifier April 29, 2014 Page 44 of 269

45 Form 102A 78. Omnibus Legal Entity Identifier (LEI) 8 M OptionalOrSuppF ieldsseparatelyre ported = N available originreason= O M OptionalOrSuppF ieldsseparatelyre ported Association The legal entity identifier (LEI) assigned to the entity by the LEI issuer IDENTIFICATION OF TRADING ACCOUNT(S) THAT COMPRISE THE SPECIAL ACCOUNT 9 edentity@legalentityidentif ier 79. Special Trading Indicator 9 Yes, istrading Y = Yes N = No ed@istradingacco unt 9 Page of the OCR final rule contains a discussion of how to identify the trading account numbers that comprise a special account and, by extension, identify the reporting market at which each trading account number appears. This discussion states that, Trading accounts that comprise a position-based special account include all of those trading accounts that: (1) are used to execute trades cleared by the clearing member submitting the 102A; (2) are owned or controlled by the entity identified as owning or controlling the special account reported on a 102A; and (3) execute transactions in the same commodity or commodities in which the special account has a reportable position. April 29, 2014 Page 45 of 269

46 Form 102A 80. Special Trading 9 istrading 81. Short Code 9 istrading Reporting Market 10 istrading For each special account reported by an entity acting as a clearing member, provide the trading account number For each special account reported by an entity acting as a clearing member, provide the related short code Identify the reporting market at which each trading account number appears ISO Market Identifier Code (MIC) located at: 22.org/MIC/homep agemic.htm 11 ed@accountnumbe r 10 See preceding footnote. 11 See the website at for a list of trading organizations regulated by the. April 29, 2014 Page 46 of 269

47 Form 102A TRADING ACCOUNT OWNERSHIP CONTROL INFORMATION OMNIBUS ACCOUNT INFORMATION 83. Trading Omnibus Indicator 84. House or Customer Indicator 85. Trading Omnibus 10i 10i 10i istrading istrading isomnibus Conditional, if istrading isomnibus For each trading account identified in question 9, is such account an omnibus account If the reportable Trading is being reported as an Omnibus indicate whether the Trading Omnibus is a house or customer account of the reporting firm Indicates reportable Trading Omnibus Y = Yes N = No H = House C = Customer Y = Yes N = No ed@isomnibus ed@accountclass ed/relatedentity@is April 29, 2014 Page 47 of 269

48 Form 102A Indicator 86. Trading Omnibus Optional Fields or Supplemental Fields Reported to LEI Provider 87. Trading Omnibus Entity Type 88. Trading Omnibus 10i THEN is = Y Conditional, if istrading isomnibus 10i Yes, entitytype = LE 10i istrading orginiator Indicates that one or more Optional Fields or Supplemental Fields not included in this question were reported to the CICI Utility (or other approved LEI provider) and are associated with the LEI provided in this submission Name of omnibus trading account originator Y = Yes N = No LE=Legal Entity ed/relatedentity@ OptionalOrSuppFieldsSepar atelyreported ed/relatedentity@e ntitytype ed/relatedentity@le galentityname April 29, 2014 Page 48 of 269

49 Form 102A Name 89. Trading Omnibus Street Address 90. Trading Omnibus Suite 10i 10i isomnibus OptionalOrSuppF ieldsseparatelyre ported = N istrading isomnibus OptionalOrSuppF ieldsseparatelyre ported = N available istrading isomnibus OptionalOrSuppF ieldsseparatelyre ported = N Street address of omnibus trading account Suite of omnibus trading account ed/relatedentity@st reet ed/relatedentity@s uite April 29, 2014 Page 49 of 269

50 Form 102A 91. Trading Omnibus City 92. Trading Omnibus State 93. Trading Omnibus Country 10i 10i 10i istrading isomnibus OptionalOrSuppF ieldsseparatelyre ported = N istrading isomnibus OptionalOrSuppF ieldsseparatelyre ported = N istrading isomnibus OptionalOrSuppF City of the omnibus trading account State of the omnibus trading account Country of the omnibus trading account ed/relatedentity@ci ty ed/relatedentity@st ate ed/relatedentity@c ountry April 29, 2014 Page 50 of 269

51 Form 102A ieldsseparatelyre ported = N 94. Trading Omnibus Zip/Postal Code 95. Trading Omnibus Phone 96. Trading Omnibus Contact Last 10i 10i 10i istrading isomnibus OptionalOrSuppF ieldsseparatelyre ported = N istrading isomnibus OptionalOrSuppF ieldsseparatelyre ported = N istrading isomnibus Zip/Postal code of the omnibus trading account Phone of the omnibus trading account Surname of the contact for the ed/relatedentity@p ostalcode ed/relatedentity@te lephone ed/relatedentity/con tact@lastname April 29, 2014 Page 51 of 269

52 Form 102A Name 97. Trading Omnibus Contact First Name 98. Trading Omnibus Contact Middle Name 10i 10i entitytype= LE OptionalOrSuppF ieldsseparatelyre ported = N istrading isomnibus entitytype= LE OptionalOrSuppF ieldsseparatelyre ported = N available istrading isomnibus entitytype= LE First name of the contact for the Middle name of the contact for the ed/relatedentity/con tact@firstname ed/relatedentity/con tact@middlename April 29, 2014 Page 52 of 269

53 Form 102A 99. Trading Omnibus Contact Suffix 100. Trading Omnibus Contact Job Title 10i 10i OptionalOrSuppF ieldsseparatelyre ported = N available istrading isomnibus entitytype= LE OptionalOrSuppF ieldsseparatelyre ported = N istrading isomnibus entitytype= LE OptionalOrSuppF Suffix of the contact for the Job title of the contact person for entity ed/relatedentity/con tact@namesuffix ed/relatedentity/con tact@titleorposition April 29, 2014 Page 53 of 269

54 Form 102A ieldsseparatelyre ported = N 101. Contact Relationship to Trading Omnibus 102. Trading Omnibus Contact Phone 10i 10i istrading isomnibus entitytype= LE OptionalOrSuppF ieldsseparatelyre ported = N istrading isomnibus entitytype= LE OptionalOrSuppF ieldsseparatelyre ported = N Contact relationship to the entity Phone number of the contact person for the entity ed/relatedentity/con tact@relationship ed/relatedentity/con tact@telephone April 29, 2014 Page 54 of 269

55 Form 102A 103. Trading Omnibus Contact Address 10i istrading isomnibus entitytype= LE OptionalOrSuppF ieldsseparatelyre ported = N address of the contact person for the entity ed/relatedentity/con tact@ 104. Trading Omnibus Website 10i available istrading isomnibus entitytype= LE OptionalOrSuppF ieldsseparatelyre ported = N URL of the s website ed/relatedentity@w ebsite April 29, 2014 Page 55 of 269

56 Form 102A 105. Trading Omnibus NFA ID 106. Trading Omnibus Legal Entity Identifier (LEI) 10i 10i TRADING ACCOUNT OWNER(S) available istrading isomnibus OptionalOrSuppF ieldsseparatelyre ported= N available istrading isomnibus OptionalOrSuppF ieldsseparatelyre ported The identification number given to the entity by the National Futures Association The legal entity identifier (LEI) assigned to the entity by the LEI issuer ed/relatedentity@n FAIdentifier ed/relatedentity@le galentityidentifier 107. Trading 10ii Indicates reporting special Y = Yes N = No related/relatedentit April 29, 2014 Page 56 of 269

57 Form 102A Owner Indicator 108. Trading Owner Type Indicator 109. Trading Owner Optional Fields or Supplemental Fields Reported to LEI Provider 10ii 10ii istrading THEN isowner istrading isowner Conditional, if istrading isowner account owner Indicates whether the special account owner is a legal entity or natural person Indicates that one or more Optional Fields or Supplemental Fields not included in this question were reported to the CICI Utility (or other approved LEI provider) and are associated with the LEI provided LE = Legal Entity NP = Natural Person Y = Yes N = No y@isowner related/relatedentit y@entitytype related/relatedentit y@optionalorsuppfieldsse paratelyreported April 29, 2014 Page 57 of 269

58 Form 102A in this submission IF TRADING ACCOUNT OWNER IS A LEGAL ENTITY 110. Trading Owner Legal Entity Name 10ii istrading isowner entitytype= LE OptionalOrSuppF ieldsseparatelyre ported= N IF TRADING ACCOUNT OWNER IS A NATURAL PERSON Legal or registered name of the trading account owner related/relatedentit y@legalentityname 111. Trading Owner Natural Person Last Name 10ii istrading Surname of the natural person trading account owner related/relatedentit y@lastname April 29, 2014 Page 58 of 269

59 Form 102A 112. Trading Owner Natural Person First Name 113. Trading Owner Middle Name 10ii 10ii isowner entitytype= NP OptionalOrSuppF ieldsseparatelyre ported= N istrading isowner entitytype= NP OptionalOrSuppF ieldsseparatelyre ported= N available istrading Given or first in order name of the natural person trading account owner Middle name of the natural person trading account owner related/relatedentit y@firstname related/relatedentit y@middlename April 29, 2014 Page 59 of 269

60 Form 102A 114. Trading Owner Suffix 10ii isowner entitytype= NP OptionalOrSuppF ieldsseparatelyre ported= N available istrading isowner entitytype= NP OptionalOrSuppF ieldsseparatelyre ported= N FOR BOTH LEGAL ENTITIES NATURAL PERSONS Suffix of the natural person trading account owner related/relatedentit y@namesuffix April 29, 2014 Page 60 of 269

61 Form 102A 115. Trading Owner Street Address 116. Trading Owner Suite 10ii 10ii istrading isowner OptionalOrSuppF ieldsseparatelyre ported= N FollowOnInform ationtocome= N istrading isowner OptionalOrSuppF ieldsseparatelyre ported= N FollowOnInform Street address of the trading account owner Suite of the trading account owner related/relatedentit y@street related/relatedentit y@suite April 29, 2014 Page 61 of 269

62 Form 102A ationtocome= N 117. Trading Owner City 118. Trading Owner State 10ii 10ii istrading isowner OptionalOrSuppF ieldsseparatelyre ported= N FollowOnInform ationtocome= N istrading isowner OptionalOrSuppF City of the trading account owner State of the trading account owner related/relatedentit y@city related/relatedentit y@state April 29, 2014 Page 62 of 269

63 Form 102A 119. Trading Owner Country 120. Trading Owner Zip/Postal Code 10ii 10ii ieldsseparatelyre ported= N FollowOnInform ationtocome= N istrading isowner OptionalOrSuppF ieldsseparatelyre ported= N FollowOnInform ationtocome= N istrading isowner Country of the trading account owner Zip/Postal code of the trading account owner related/relatedentit y@country related/relatedentit y@postalcode April 29, 2014 Page 63 of 269

64 Form 102A 121. Trading Owner Phone 10ii OptionalOrSuppF ieldsseparatelyre ported= N FollowOnInform ationtocome= N istrading isowner OptionalOrSuppF ieldsseparatelyre ported= N FollowOnInform ationtocome= N IF TRADING ACCOUNT OWNER IS A NATURAL PERSON Phone of the trading account owner related/relatedentit y@telephone 122. Trading Owner 10ii istrading address of the trading account owner related/relatedentit y@ April 29, 2014 Page 64 of 269

65 Form 102A Address isowner entitytype= NP OptionalOrSuppF ieldsseparatelyre ported= N FollowOnInform ationtocome= N IF TRADING ACCOUNT OWNER IS A LEGAL ENTITY 123. Trading Owner Contact Last Name 10ii istrading isowner entitytype= LE Surname of the natural person contact for the owner related/relatedentit y/contact@lastname April 29, 2014 Page 65 of 269

66 Form 102A 124. Trading Owner Contact First Name 125. Trading Owner Contact Middle 10ii 10ii OptionalOrSuppF ieldsseparatelyre ported= N FollowOnInform ationtocome= N istrading isowner entitytype= LE OptionalOrSuppF ieldsseparatelyre ported= N FollowOnInform ationtocome= N available istrading First name of the natural person contact for the owner Middle name of the natural person contact for the owner related/relatedentit y/contact@firstname related/relatedentit y/contact@middlename April 29, 2014 Page 66 of 269

67 Form 102A Name 126. Trading Owner Contact Suffix 10ii isowner entitytype= LE OptionalOrSuppF ieldsseparatelyre ported= N FollowOnInform ationtocome= N available istrading isowner entitytype= LE OptionalOrSuppF Suffix of the natural person contact for the owner related/relatedentit y/contact@namesuffix April 29, 2014 Page 67 of 269

68 Form 102A 127. Trading Owner Contact Job Title 128. Contact Relationship to Trading Owner 10ii 10ii ieldsseparatelyre ported= N FollowOnInform ationtocome= N istrading isowner entitytype= LE OptionalOrSuppF ieldsseparatelyre ported= N FollowOnInform ationtocome= N istrading Job title of the contact person for the ownership entity Contact relationship to the trading account owner related/relatedentit y/contact@titleorposition related/relatedentit y/contact@relationship April 29, 2014 Page 68 of 269

69 Form 102A 129. Trading Owner Contact Phone 10ii isowner entitytype= LE OptionalOrSuppF ieldsseparatelyre ported= N FollowOnInform ationtocome= N istrading isowner entitytype= LE OptionalOrSuppF ieldsseparatelyre ported= N FollowOnInform ationtocome= N Phone number of the contact person for the ownership entity related/relatedentit y/contact@telephone April 29, 2014 Page 69 of 269

70 Form 102A 130. Trading Owner Contact Address 131. Trading Owner Website 10ii 10ii istrading isowner entitytype= LE OptionalOrSuppF ieldsseparatelyre ported= N FollowOnInform ationtocome= N available istrading isowner OptionalOrSuppF address of the contact person for the ownership entity URL of the owner s website related/relatedentit y/contact@ related/relatedentit y@website April 29, 2014 Page 70 of 269

71 Form 102A 132. Trading Owner NFA ID 133. Trading Owner Legal Entity Identifier (LEI) 10ii 10ii ieldsseparatelyre ported= N FollowOnInform ationtocome= N available istrading isowner OptionalOrSuppF ieldsseparatelyre ported= N FollowOnInform ationtocome= N available istrading The identification number given to the ownership entity by the National Futures Association The legal entity identifier (LEI) assigned to the ownership entity by the LEI issuer related/relatedentit y@nfaidentifier related/relatedentit y@legalentityidentifier April 29, 2014 Page 71 of 269

72 Form 102A isowner OptionalOrSuppF ieldsseparatelyre ported FollowOnInform ationtocome= N TRADING ACCOUNT CONTROLLER(S) 134. Trading Indicator 135. Trading Entity Type 136. Trading 10iii 10iii 10iii Conditional, if istrading THEN is Conditional, if istrading is THEN entitytype= NP Indicates reporting special account Surname of the natural person Y = Yes N = No NP = Natural Person related/relatedentit y@is related/relatedentit y@entitytype related/relatedentit April 29, 2014 Page 72 of 269

73 Form 102A Natural Person Last Name 137. Trading Natural Person First Name 138. Trading Natural Person Middle Name 139. Trading Natural Person Suffix 10iii 10iii 10iii istrading is istrading is available istrading is available istrading trading account Given or first in order name of the natural person trading account Middle name of the natural person trading account Suffix of the natural person trading account related/relatedentit related/relatedentit related/relatedentit April 29, 2014 Page 73 of 269

74 Form 102A 140. Trading Street Address 141. Trading Suite 10iii 10iii is istrading is FollowOnInform ationtocome= N available istrading is FollowOnInform ationtocome= N Street address of the trading account Suite of the trading account related/relatedentit y@street related/relatedentit y@suite April 29, 2014 Page 74 of 269

75 Form 102A 142. Trading City 143. Trading State 10iii 10iii istrading is FollowOnInform ationtocome= N istrading is FollowOnInform ationtocome= N City of the trading account State of the trading account related/relatedentit y@city related/relatedentit y@state April 29, 2014 Page 75 of 269

76 Form 102A 144. Trading Country 145. Trading Zip/Postal Code 146. Trading Phone 10iii 10iii 10iii istrading is FollowOnInform ationtocome= N istrading is FollowOnInform ationtocome= N istrading Country of the trading account Zip/Postal code of the trading account Phone of the trading account related/relatedentit y@country related/relatedentit y@postalcode related/relatedentit y@telephone April 29, 2014 Page 76 of 269

77 Form 102A 147. Trading Name of Employer 148. Trading Employer NFA ID 10iii 10iii is FollowOnInform ationtocome= N istrading is FollowOnInform ationtocome= N available istrading related/relatedentit y@employername related/relatedentit y@employernfaidentifier April 29, 2014 Page 77 of 269

78 Form 102A 149. Trading Employer Legal Entity Identifier 150. Trading Job Title 10iii 10iii is FollowOnInform ationtocome= N available istrading is FollowOnInform ationtocome= N istrading is Job title of the contact person for the entity related/relatedentit y@employerlei related/relatedentit y@titleorposition April 29, 2014 Page 78 of 269

79 Form 102A 151. Relationship to Trading Owner 152. Trading Address 10iii 10iii FollowOnInform ationtocome= N istrading is FollowOnInform ationtocome= N istrading is FollowOnInform ationtocome= N Relationship to the trading account owner address of the trading account related/relatedentit y@relationship related/relatedentit y@ April 29, 2014 Page 79 of 269

80 Form 102A 153. Trading NFA ID 10iii available istrading is FollowOnInform ationtocome= N FOR REPORTING FIRMS THAT ARE FOREIGN BROKERS The identification number given to the entity by the National Futures Association related/relatedentit y@nfaidentifier 154. U.S. Futures Commission Merchant Indicator 11 Conditional, if cftcform102@is FB = Y THEN relatedentity@is FCM = Y Indicates U.S. futures commission merchant when reporting firm indicated as foreign broker Y = Yes N = No edentity@isfcm Foreign broker reporting parties may report multiple U.S. futures commission merchants in response to question 11 on the Form 102A. To do so, reporting parties must provide an additional relatedentity element for each reported U.S. FCM. Each element should contain isfcm = Y and all fields should be completed with respect to each reported U.S. FCM. April 29, 2014 Page 80 of 269

81 Form 102A 155. U.S. Futures Commission Merchant Entity Type 156. U.S. Futures Commission Merchant Legal Entity Name 157. U.S. Futures Commission Merchant Street Address 158. U.S. Futures Commission Merchant Suite 159. U.S. Futures Commission Merchant City Conditional, if isfcm = Y THEN entitytype = LE Conditional, if isfcm = Y Conditional, if isfcm = Y available isfcm = Y Conditional, if isfcm = Y Legal Entity Name of the U.S. Futures Commission Merchant Street address of the reportable account U.S. Futures Commission Merchant Suite of the reportable account U.S. Futures Commission Merchant City of the reportable account U.S. Futures Commission Merchant LE = Legal Entity edentity@entitytype edentity@legalentityname edentity@street edentity@suite edentity@city April 29, 2014 Page 81 of 269

82 Form 102A 160. U.S. Futures Commission Merchant State 161. U.S. Futures Commission Merchant Country 162. U.S. Futures Commission Merchant Zip/Postal Code 163. U.S. Futures Commission Merchant Contact Last Name 164. U.S. Futures Commission Merchant Conditional, if isfcm = Y Conditional, if isfcm = Y Conditional, if isfcm = Y Conditional, if isfcm = Y Conditional, if isfcm = Y State of the reportable account U.S. Futures Commission Merchant Country of the reportable account U.S. Futures Commission Merchant Zip/Postal code of the reportable account U.S. Futures Commission Merchant Surname of the natural person contact for the U.S. Futures Commission Merchant First name of the natural person contact for the edentity@state edentity@country edentity@postalcode edentity/contact@lastname edentity/contact@firstname April 29, 2014 Page 82 of 269

83 Form 102A Contact First Name 165. U.S. Futures Commission Merchant Contact Middle Name 166. U.S. Futures Commission Merchant Contact Suffix 167. U.S. Futures Commission Merchant Contact Job Title 168. U.S. Futures Commission Merchant Contact Phone available isfcm = Y available isfcm = Y Conditional, if isfcm = Y Conditional, if isfcm = Y U.S. Futures Commission Merchant Middle name of the natural person contact for the U.S. Futures Commission Merchant Suffix of the natural person contact for the U.S. Futures Commission Merchant Job title of the contact person at or related to the U.S. Futures Commission Merchant entity Phone number of the contact person at or related to the U.S. Futures Commission edentity/contact@middlena me edentity/contact@namesuff ix edentity/contact@titleorpo sition edentity/contact@telephone April 29, 2014 Page 83 of 269

84 Form 102A Merchant entity 169. U.S. Futures Commission Merchant Contact Address 170. Reporting Firm Authorizatio n Indicator 171. Authorized Representativ e Last Name 11 Signature/Authen tication Signature/Authen tication Conditional, if isfcm = Y Yes Yes address of the contact person at or related to the U.S. Futures Commission Merchant entity Indicates if the submitter is duly authorized by the reporting firm to provide the and representations submitted on this Form 102, and that and representations are true and correct Surname of the authorized representative Y = authorized N = not authorized edentity/contact@ cont act@isauthorizedrepresent ative cont act@lastname April 29, 2014 Page 84 of 269

85 Form 102A 172. Authorized Representativ e First Name 173. Authorized Representativ e Middle Name 174. Authorized Representativ e Name Suffix 175. Authorized Representativ e Position 176. Authorized Representativ e Submitted on behalf of 177. Date of Submission Signature/Authen tication Signature/Authen tication Signature/Authen tication Signature/Authen tication Signature/Authen tication Signature/Authen tication Yes Yes Yes Yes Yes Yes Given or first in order name of the authorized representative Middle name of the authorized representative Generation or name suffix of the authorized representative Job position of the authorized representative Reporting Firm Name 102 was submitted on behalf of Date [indicated by the authorized representative] that the form was submitted to cont act@firstname cont act@middlename cont act@namesuffix cont act@titleorposition cftcbatch/cftcform102@on BehalfOf cftcbatch/cftcform102@su bmitdate April 29, 2014 Page 85 of 269

86 Dictionary for Form 102B Identifying and reporting a volume threshold account 13 Note with regard to give-up reporting on Form 102B: 14 Data Form 102B 1. New/Modifie d Indicator 1 Yes Indicates whether the volume threshold account (102B) is: Resubmitted or modified Informati on for a previousl y reported volume threshold account N = New M = Modified cftcbatch/cftcform102@inf ormationtype 13 When reviewing the data elements in this Technical Document, reporting parties should also review and consult the OCR Final Rule, including the requirements of the reporting forms attached as an appendix thereto. The reporting forms are the basis for these data elements. Reporting parties should visit this link to view the OCR Final Rule on the Federal Register: Visit this link to view a pdf copy of the OCR Final Rule: 14 When reporting via Form 102B, reporting parties that receive give-up trades on a delayed basis may account for those trades as of the date the trade was originally executed, or as of the date on which the trade is actually received by the reporting party. April 29, 2014 Page 86 of 269

87 Form 102B Resubmitted or modified Informati on for a previousl y reported volume threshold account 2. Volume Threshold Trading Indicator 3. Volume Threshold Trading 2 2 Yes, istradingaccoun t istradingaccoun t 4. Short Code 2 istradingaccoun t For each Volume Threshold reported by an entity, provide the trading account number For each Volume Threshold reported by an entity, provide the related short Y = Yes N = No ed@istradingacco unt ed@account April 29, 2014 Page 87 of 269

88 Form 102B code 5. Reporting Market 6. Associated Special Indicator 2 istradingaccoun t Identify the reporting market at which each trading account number appears 15 3 No If the volume threshold account has been previously identified as a trading account that comprises a special account(s) reported by a clearing member in question 9 in ISO Market Identifier Code (MIC) located at: 2.org/MIC/homepa gemic.htm 16 Y = Yes N = No ed@isspecialaccou nt 15 If a trading account number appears at multiple reporting markets, then reporting parties may report multiple reporting markets in response to question 2 on the Form 102B. In this case, parties should report a short code for the trading account in connection with each such reporting market. 16 See the website at for a list of trading organizations regulated by the. April 29, 2014 Page 88 of 269

89 Form 102B section 102A 7. Associated Special 3 No If the volume threshold account has been previously identified as a trading account that comprises a special account(s) reported by a clearing member in question 9 in section 102A VOLUME THRESHOLD ACCOUNT OWNERSHIP CONTROL INFORMATION ed@account OMNIBUS ACCOUNT INFORMATION 8. Volume Threshold Omnibus Indicator 4 istradingaccoun t Is the Volume Threshold an omnibus account, or used to execute trades for an omnibus account Y = Yes N = No ed@isomnibus April 29, 2014 Page 89 of 269

90 Form 102B 9. House or Customer Indicator 10. Volume Threshold Omnibus Indicator 4 4 istradingaccoun t isomnibus istradingaccoun t isomnibus THEN is = Y If the reported Volume Threshold is being reported as an Omnibus indicate whether the Volume Threshold Omnibus is a house or customer account of the reporting firm Indicates reporting Volume Threshold Omnibus originator H = House C = Customer Y = Yes N = No ed@accountclass ed/relatedentity@is April 29, 2014 Page 90 of 269

91 Form 102B 11. Volume Threshold Omnibus Optional Fields or Supplementa l Fields Reported to LEI Provider 12. Volume Threshold Omnibus Entity Type 13. Volume Threshold Omnibus istradingaccoun t isomnibus Yes, entitytype= LE istradingaccoun t isomnibus Indicates that one or more Optional Fields or Supplemental Fields not included in this question were reported to the CICI Utility (or other approved LEI provider) and are associated with the LEI provided in this submission Legal or registered name of the reportable account Y = Yes N = No LE=Legal Entity ed/relatedentity@o ptionalorsuppfieldsseparat elyreported ed/relatedentity@en titytype ed/relatedentity@le galentityname April 29, 2014 Page 91 of 269

92 Form 102B Name OptionalOrSupp FieldsSeparately Reported = N 14. Volume Threshold Omnibus Street Address 4 istradingaccoun t isomnibus OptionalOrSupp FieldsSeparately Reported = N Street address of the reportable account ed/relatedentity@st reet 15. Volume Threshold Omnibus Suite 4 available istradingaccoun t isomnibus OptionalOrSupp FieldsSeparately Reported = N Suite of the reportable account ed/relatedentity@su ite April 29, 2014 Page 92 of 269

93 Form 102B 16. Volume Threshold Omnibus City 17. Volume Threshold Omnibus State 18. Volume Threshold Omnibus istradingaccoun t isomnibus OptionalOrSupp FieldsSeparately Reported = N istradingaccoun t isomnibus OptionalOrSupp FieldsSeparately Reported = N istradingaccoun t isomnibus City of the reportable account State of the reportable account Country of the reportable account ed/relatedentity@ci ty ed/relatedentity@st ate ed/relatedentity@co untry April 29, 2014 Page 93 of 269

94 Form 102B Country 19. Volume Threshold Omnibus Zip/Postal Code 20. Volume Threshold Omnibus Phone 21. Volume Threshold Omnibus OptionalOrSupp FieldsSeparately Reported = N istradingaccoun t isomnibus OptionalOrSupp FieldsSeparately Reported = N istradingaccoun t isomnibus OptionalOrSupp FieldsSeparately Reported = N istradingaccoun t Zip/Postal code of the reportable account Phone of the reportable account Surname of the natural person contact for the ed/relatedentity@p ostalcode ed/relatedentity@te lephone ed/relatedentity/con tact@lastname April 29, 2014 Page 94 of 269

95 Form 102B Contact Last Name 22. Volume Threshold Omnibus Contact First Name 4 isomnibus entitytype= LE OptionalOrSupp FieldsSeparately Reported = N istradingaccoun t isomnibus entitytype= LE OptionalOrSupp FieldsSeparately Reported = N First name of the natural person contact for the ed/relatedentity/con tact@firstname 23. Volume Threshold Omnibus Contact Middle 4 available istradingaccoun t isomnibus Middle name of the natural person contact for the ed/relatedentity/con tact@middlename April 29, 2014 Page 95 of 269

96 Form 102B Name 24. Volume Threshold Omnibus Contact Suffix 25. Volume Threshold Omnibus Contact Job 4 4 entitytype= LE OptionalOrSupp FieldsSeparately Reported = N available istradingaccoun t isomnibus entitytype= LE OptionalOrSupp FieldsSeparately Reported = N istradingaccoun t isomnibus Suffix of the natural person contact for the Job title of the contact person for the entity ed/relatedentity/con tact@namesuffix ed/relatedentity/con tact@titleorposition April 29, 2014 Page 96 of 269

97 Form 102B Title 26. Contact Relationship to Volume Threshold Omnibus 27. Volume Threshold Omnibus Contact Phone 4 4 entitytype= LE OptionalOrSupp FieldsSeparately Reported = N istradingaccoun t isomnibus entitytype= LE OptionalOrSupp FieldsSeparately Reported = N istradingaccoun t isomnibus entitytype= LE OptionalOrSupp FieldsSeparately Contact relationship to the entity Phone number of the contact person for the entity ed/relatedentity/con tact@relationship ed/relatedentity/con tact@telephone April 29, 2014 Page 97 of 269

98 Form 102B Reported = N 28. Volume Threshold Omnibus Contact Address 29. Volume Threshold Omnibus Website 4 4 istradingaccoun t isomnibus entitytype= LE OptionalOrSupp FieldsSeparately Reported = N available if istradingaccoun t isomnibus entitytype= LE OptionalOrSupp address of the contact person for the entity URL of the s website ed/relatedentity/con tact@ ed/relatedentity@w ebsite April 29, 2014 Page 98 of 269

99 Form 102B 30. Volume Threshold Omnibus NFA ID 31. Volume Threshold Omnibus Legal Entity Identifier (LEI) 4 4 FieldsSeparately Reported = N available if istradingaccoun t isomnibus OptionalOrSupp FieldsSeparately Reported= N istradingaccoun t isomnibus OptionalOrSupp FieldsSeparately Reported VOLUME THRESHOLD ACCOUNT OWNER(S) The identification number given to the entity by the National Futures Association The legal entity identifier (LEI) assigned to the entity by the LEI issuer ed/relatedentity@n FAIdentifier ed/relatedentity@le galentityidentifier April 29, 2014 Page 99 of 269

100 Form 102B 32. Volume Threshold Owner Indicator 33. Volume Threshold Owner Type Indicator 34. Volume Threshold Owner Optional Fields or Supplementa l Fields Reported to LEI Provider istradingaccoun t THEN isowner istradingaccoun t isowner istradingaccoun t isowner Indicates reportable Volume Threshold account owner Indicates whether the Volume Threshold account owner is a legal entity or natural person Indicates that one or more Optional Fields or Supplemental Fields not included in this question were reported to the CICI Utility (or other approved LEI provider) and are Y = Yes N = No LE = Legal Entity NP = Natural Person aratelyreported April 29, 2014 Page 100 of 269

101 Form 102B associated with the LEI provided in this submission IF VOLUME THRESHOLD ACCOUNT OWNER IS A LEGAL ENTITY 35. Volume Threshold Owner Legal Entity Name 5 istradingaccoun t isowner entitytype= LE OptionalOrSupp FieldsSeparately Reported= N Legal or registered name of the reportable account owner IF VOLUME THRESHOLD ACCOUNT OWNER IS A NATURAL PERSON 36. Volume Threshold Owner Last Name 5 istradingaccoun t Surname of the natural person reportable account owner April 29, 2014 Page 101 of 269

102 Form 102B 37. Volume Threshold Owner First Name 38. Volume Threshold Owner Middle 5 5 isowner entitytype= NP OptionalOrSupp FieldsSeparately Reported= N istradingaccoun t isowner entitytype= NP OptionalOrSupp FieldsSeparately Reported= N available istradinga Given or first in order name of the natural person reportable account owner Middle name of the natural person reportable account owner April 29, 2014 Page 102 of 269

103 Form 102B Name 39. Volume Threshold Owner Suffix 5 ccount isowner entitytype= NP OptionalOrSupp FieldsSeparately Reported= N available istradinga ccount isowner entitytype= NP OptionalOrSupp FieldsSeparately Reported= N Suffix of the natural person reportable account owner April 29, 2014 Page 103 of 269

104 Form 102B FOR BOTH LEGAL ENTITIES NATURAL PERSONS 40. Volume Threshold Owner Street Address 41. Volume Threshold Owner Suite 5 5 istradingaccoun t isowner OptionalOrSupp FieldsSeparately Reported= N FollowOnInform ationtocome= N available istradingaccoun t Street address of the reportable account owner Suite of the reportable account owner April 29, 2014 Page 104 of 269

105 Form 102B 42. Volume Threshold Owner City 43. Volume Threshold 5 5 isowner OptionalOrSupp FieldsSeparately Reported= N FollowOnInform ationtocome= N istradingaccoun t isowner OptionalOrSupp FieldsSeparately Reported= N FollowOnInform ationtocome= N istradingaccoun City of the reportable account owner State of the reportable account owner April 29, 2014 Page 105 of 269

106 Form 102B Owner State 44. Volume Threshold Owner Country 5 t isowner OptionalOrSupp FieldsSeparately Reported= N FollowOnInform ationtocome= N istradingaccoun t isowner OptionalOrSupp FieldsSeparately Reported= N FollowOnInform ationtocome= Country of the reportable account owner April 29, 2014 Page 106 of 269

107 Form 102B N 45. Volume Threshold Owner Zip/Postal Code 46. Volume Threshold Owner Phone 5 5 istradingaccoun t isowner OptionalOrSupp FieldsSeparately Reported= N FollowOnInform ationtocome= N istradingaccoun t isowner Zip/Postal code of the reportable account owner Phone of the reportable account owner April 29, 2014 Page 107 of 269

108 Form 102B OptionalOrSupp FieldsSeparately Reported= N FollowOnInform ationtocome= N IF VOLUME THRESHOLD ACCOUNT OWNER IS A NATURAL PERSON 47. Volume Threshold Owner Address 5 istradingaccoun t isowner entitytype= NP OptionalOrSupp FieldsSeparately Reported= N FollowOnInform ationtocome= address of the reportable account owner April 29, 2014 Page 108 of 269

109 Form 102B N IF VOLUME THRESHOLD ACCOUNT OWNER IS A LEGAL ENTITY 48. Volume Threshold Owner Contact Last Name 49. Volume Threshold Owner Contact First 5 5 istradingaccoun t isowner entitytype= LE OptionalOrSupp FieldsSeparately Reported= N FollowOnInform ationtocome= N istradingaccoun t Surname of the natural person contact for the owner First name of the natural person contact for the owner related/relatedentity /contact@lastname related/relatedentity /contact@firstname April 29, 2014 Page 109 of 269

110 Form 102B Name 50. Volume Threshold Owner Contact Middle Name 5 isowner entitytype= LE OptionalOrSupp FieldsSeparately Reported= N FollowOnInform ationtocome= N available istradingaccoun t isowner entitytype= LE OptionalOrSupp FieldsSeparately Middle name of the natural person contact for the owner related/relatedentity /contact@middlename April 29, 2014 Page 110 of 269

111 Form 102B 51. Volume Threshold Owner Contact Suffix 52. Volume Threshold 5 5 Reported= N FollowOnInform ationtocome= N available istradingaccoun t isowner entitytype= LE OptionalOrSupp FieldsSeparately Reported= N FollowOnInform ationtocome= N istradingaccoun Suffix of the natural person contact for the owner Job title of the contact person at for the ownership related/relatedentity /contact@namesuffix related/relatedentity /contact@titleorposition April 29, 2014 Page 111 of 269

112 Form 102B Owner Contact Job Title 53. Contact Relationship to Volume Threshold Owner 5 t isowner entitytype= LE OptionalOrSupp FieldsSeparately Reported= N FollowOnInform ationtocome= N istradingaccoun t isowner entitytype= LE OptionalOrSupp FieldsSeparately entity Contact relationship to the ownership entity related/relatedentity /contact@relationship April 29, 2014 Page 112 of 269

113 Form 102B 54. Volume Threshold Owner Contact Phone 55. Volume Threshold Owner Contact 5 5 Reported= N FollowOnInform ationtocome= N istradingaccoun t isowner entitytype= LE OptionalOrSupp FieldsSeparately Reported= N FollowOnInform ationtocome= N istradingaccoun t Phone number of the contact person for the ownership entity address of the contact person for the ownership entity related/relatedentity /contact@telephone related/relatedentity /contact@ April 29, 2014 Page 113 of 269

114 Form 102B Address 56. Volume Threshold Owner Website 5 isowner entitytype= LE OptionalOrSupp FieldsSeparately Reported= N FollowOnInform ationtocome= N available, if istradingaccoun t isowner OptionalOrSupp FieldsSeparately Reported= N URL of the owner s website April 29, 2014 Page 114 of 269

115 Form 102B 57. Volume Threshold Owner NFA ID 58. Volume Threshold Owner Legal Entity Identifier 5 5 FollowOnInform ationtocome= N available istradingaccoun t isowner OptionalOrSupp FieldsSeparately Reported= N FollowOnInform ationtocome= N available istradingaccoun t The identification number given to the ownership entity by the National Futures Association The legal entity identifier (LEI) assigned to the ownership entity by the LEI issuer April 29, 2014 Page 115 of 269

116 Form 102B (LEI) isowner OptionalOrSupp FieldsSeparately Reported FollowOnInform ationtocome= N VOLUME THRESHOLD ACCOUNT CONTROLLER(S) 59. Volume Threshold Indicator 60. Volume Threshold Entity Type 6 6 istradingaccoun t THEN is istradingaccoun t Indicates reporting Volume Threshold account Y = Yes N = No NP = Natural Person April 29, 2014 Page 116 of 269

117 Form 102B 61. Volume Threshold Natural Person Last Name 62. Volume Threshold Natural Person First Name 63. Volume Threshold Natural Person Middle is THEN entitytype= NP istradingaccoun t is istradingaccoun t is available istradingaccoun t Surname of the natural person reportable account Given or first in order name of the natural person reportable account Middle name of the natural person reportable account April 29, 2014 Page 117 of 269

118 Form 102B Name 64. Volume Threshold Natural Person Suffix 65. Volume Threshold Street Address 66. Volume Threshold is available istradingaccoun t is istradingaccoun t is FollowOnInform ationtocome= N Conditional (not required), if istradingaccoun Suffix of the natural person reportable account Street address of the reportable account Suite of the reportable account April 29, 2014 Page 118 of 269

119 Form 102B Suite 67. Volume Threshold City 68. Volume Threshold State 6 6 t is FollowOnInform ationtocome= N istradingaccoun t is FollowOnInform ationtocome= N istradingaccoun t City of the reportable account State of the reportable account April 29, 2014 Page 119 of 269

120 Form 102B 69. Volume Threshold Country 70. Volume Threshold Zip/Postal Code 6 6 is FollowOnInform ationtocome= N istradingaccoun t is FollowOnInform ationtocome= N istradingaccoun t is FollowOnInform ationtocome= Country of the reportable account Zip/Postal code of the reportable account April 29, 2014 Page 120 of 269

121 Form 102B N 71. Volume Threshold Phone 72. Volume Threshold Name of Employer 6 6 istradingaccoun t is FollowOnInform ationtocome= N istradingaccoun t is FollowOnInform ationtocome= N Phone of the reportable account April 29, 2014 Page 121 of 269

122 Form 102B 73. Volume Threshold Employer NFA ID 74. Volume Threshold Employer Legal Entity Identifier 6 6 available istradingaccoun t is FollowOnInform ationtocome= N available istradingaccoun t is FollowOnInform ationtocome= N April 29, 2014 Page 122 of 269

123 Form 102B 75. Volume Threshold Job Title 76. Relationship to Volume Threshold Owner 77. Volume Threshold istradingaccoun t is FollowOnInform ationtocome= N istradingaccoun t is FollowOnInform ationtocome= N istradingaccoun t Job title of the contact person forthe entity Contact relationship to trading account owner address of the reportable account April 29, 2014 Page 123 of 269

124 Form 102B Address 78. Volume Threshold NFA ID 79. Reporting Firm Authorizatio n Indicator 6 Signature/Authent ication is FollowOnInform ationtocome= N available istradingaccoun t is FollowOnInform ationtocome= N Yes The identification number given to the entity by the National Futures Association Indicates if the submitter is duly authorized by the reporting firm to provide the and Y = authorized N = not authorized cont act@isauthorizedrepresent ative April 29, 2014 Page 124 of 269

125 Form 102B 80. Authorized Representati ve Last Name 81. Authorized Representati ve First Name 82. Authorized Representati ve Middle Name 83. Authorized Representati ve Name Suffix 84. Authorized Representati ve Position Signature/Authent ication Signature/Authent ication Signature/Authent ication Signature/Authent ication Signature/Authent ication Yes Yes Yes Yes Yes representations submitted on this Form 102, and that and representations are true and correct Surname of the authorized representative Given or first in order name of the authorized representative Middle name of the authorized representative Generation or name suffix of the authorized representative Job position of the authorized representative cont cont cont cont cont April 29, 2014 Page 125 of 269

126 Form 102B 85. Authorized Representati ve Submitted on behalf of 86. Date of Submission Signature/Authent ication Signature/Authent ication Yes Yes Reporting Firm Name 102 was submitted on behalf of Date [indicated by the authorized representative] that the form was submitted to BehalfOf mitdate Data Dictionary for Form 102S Identifying and reporting a consolidated account 17 Data Form 102S 1. New/Modifie d Indicator 1 Yes Indicates whether the consolidated N = New M = Modified cftcbatch/cftcform102@inf ormationtype 17 When reviewing the data elements in this Technical Document, reporting parties should also review and consult the OCR Final Rule, including the requirements of the reporting forms attached as an appendix thereto. The reporting forms are the basis for these data elements. Reporting parties should visit this link to view the OCR Final Rule on the Federal Register: Visit this link to view a pdf copy of the OCR Final Rule: April 29, 2014 Page 126 of 269

127 Form 102S S Counterparty Identifier account (102S) is: Counterp arty or customer reported for the first time Resubmitted or modified Informati on for a previousl y reported counterpa rty or customer 2 Yes A unique identifier for each reporting entity or counterparty/cust omer as assigned by the reporting entity ed@account April 29, 2014 Page 127 of 269

128 Form 102S 3. House or Customer Indicator 4. Consolidated Omnibus Indicator 5. House or Customer Indicator 3i Yes Consolidated account type 3ii Yes Is the reportable consolidated account an omnibus account, or used to execute trades for an omnibus account 3ii isomnibus If the reported Consolidated is being reported as an Omnibus indicate whether the Volume Threshold Omnibus is a house or customer account of the reporting firm H = House C = Customer Y = Yes N = No H = House C = Customer cftcbatch/cftcform102@acc ountclass ed@isomnibus ed@accountclass April 29, 2014 Page 128 of 269

129 Form 102S CONSOLIDATED ACCOUNT OWNERSHIP CONTROL INFORMATION OMNIBUS ACCOUNT INFORMATION 6. Consolidated Omnibus Indicator 7. Consolidated Omnibus Optional Fields or Supplementa l Fields Reported to LEI Provider 3ii 3ii isomnibus THEN is = Y isomnibus Indicates reporting Consolidated Omnibus originator Indicates that one or more Optional Fields or Supplemental Fields not included in this question were reported to the CICI Utility (or other approved LEI provider) and are associated with the LEI provided in this submission Y = Yes N = No Y = Yes N = No ed/relatedentity@is ed/relatedentity@o ptionalorsuppfieldsseparat elyreported April 29, 2014 Page 129 of 269

130 Form 102S 8. Consolidated Omnibus Entity Type 9. Consolidated Omnibus Name 3ii 3ii Yes, entitytype= LE isomnibus OptionalOrSupp FieldsSeparately Reported = N Name of the reportable account LE=Legal Entity ed/relatedentity@en titytype ed/relatedentity@le galentityname 10. Consolidated Omnibus Street Address 3ii isomnibus OptionalOrSupp FieldsSeparately Reported = N Street address of the reportable account ed/relatedentity@st reet 11. Consolidated Omnibus Suite 3ii available isomnibus Suite of the reportable account ed/relatedentity@su ite April 29, 2014 Page 130 of 269

131 Form 102S 12. Consolidated Omnibus City 13. Consolidated Omnibus State 14. Consolidated Omnibus Country 15. Consolidated Omnibus 3ii 3ii 3ii 3ii OptionalOrSupp FieldsSeparately Reported = N isomnibus OptionalOrSupp FieldsSeparately Reported = N isomnibus OptionalOrSupp FieldsSeparately Reported = N isomnibus OptionalOrSupp FieldsSeparately Reported = N isomnibus City of the reportable account State of the reportable account Country of the reportable account Zip/Postal code of the reportable account ed/relatedentity@ci ty ed/relatedentity@st ate ed/relatedentity@co untry ed/relatedentity@p ostalcode April 29, 2014 Page 131 of 269

132 Form 102S Zip/Postal Code 16. Consolidated Omnibus Phone 17. Consolidated Omnibus Contact Last Name 18. Consolidated Omnibus Contact First Name 3ii 3ii 3ii OptionalOrSupp FieldsSeparately Reported = N isomnibus OptionalOrSupp FieldsSeparately Reported = N isomnibus entitytype= LE OptionalOrSupp FieldsSeparately Reported = N isomnibus entitytype= LE OptionalOrSupp FieldsSeparately Phone of the reportable account Surname of the natural person contact for the First name of the natural person contact for the ed/relatedentity@te lephone ed/relatedentity/con tact@lastname ed/relatedentity/con tact@firstname April 29, 2014 Page 132 of 269

133 Form 102S Reported = N 19. Consolidated Omnibus Contact Middle Name 20. Consolidated Omnibus Contact Suffix 21. Consolidated 3ii 3ii 3ii available isomnibus entitytype= LE OptionalOrSupp FieldsSeparately Reported = N available isomnibus entitytype= LE OptionalOrSupp FieldsSeparately Reported = N Middle name of the natural person contact for the Suffix of the natural person contact for the Job title of the contact person ed/relatedentity/con tact@middlename ed/relatedentity/con tact@namesuffix ed/relatedentity/con April 29, 2014 Page 133 of 269

134 Form 102S Omnibus Contact Job Title 22. Contact Relationship to Consolidated Omnibus 23. Consolidated Omnibus Contact Phone 3ii 3ii isomnibus entitytype= LE OptionalOrSupp FieldsSeparately Reported = N Conditional, if isomnibus entitytype= LE OptionalOrSupp FieldsSeparately Reported = N isomnibus entitytype= LE OptionalOrSupp FieldsSeparately Reported = N for the entity Contact relationship to the entity Phone number of the contact person for the entity tact@titleorposition ed/relatedentity/con tact@relationship ed/relatedentity/con tact@telephone April 29, 2014 Page 134 of 269

135 Form 102S 24. Consolidated Omnibus Contact Address 25. Consolidated Omnibus Website 26. Consolidated Omnibus NFA ID 3ii 3ii 3ii isomnibus entitytype= LE OptionalOrSupp FieldsSeparately Reported = N available isomnibus entitytype= LE OptionalOrSupp FieldsSeparately Reported= N available isomnibus OptionalOrSupp FieldsSeparately address of the contact person for the entity URL of the s website The identification number given to the entity by the National Futures Association ed/relatedentity/con tact@ ed/relatedentity@w ebsite ed/relatedentity@n FAIdentifier April 29, 2014 Page 135 of 269

136 Form 102S Reported= N 27. Consolidated Omnibus Legal Entity Identifier (LEI) 3ii available isomnibus OptionalOrSupp FieldsSeparately Reported The legal entity identifier (LEI) assigned to the entity by the LEI issuer ed/relatedentity@le galentityidentifier CONSOLIDATED ACCOUNT OWNER(S) 28. Consolidated Owner Indicator 29. Consolidated Owner Type Indicator 30. Consolidated Owner 3iii 3iii 3iii THEN isowner isowner Indicates reportable Consolidated account owner Indicates whether the Consolidated account owner is a legal entity or natural person Indicates that one or more Optional Fields Y = Yes N = No LE = Legal Entity NP = Natural Person Y = Yes N = No April 29, 2014 Page 136 of 269

137 Form 102S Optional Fields or Supplementa l Fields Reported to LEI Provider isowner IF CONSOLIDATED ACCOUNT OWNER IS A LEGAL ENTITY or Supplemental Fields not included in this question were reported to the CICI Utility (or other approved LEI provider) and are associated with the LEI provided in this submission aratelyreported 31. Consolidated Owner Legal Entity Name 3iii isowner entitytype= LE OptionalOrSupp FieldsSeparately Reported= N Legal or registered name of the reportable account owner April 29, 2014 Page 137 of 269

138 Form 102S IF CONSOLIDATED ACCOUNT OWNER IS A NATURAL PERSON 32. Consolidated Owner Last Name 33. Consolidated Owner First Name 34. Consolidated Owner 3iii 3iii 3iii isowner entitytype= NP OptionalOrSupp FieldsSeparately Reported= N isowner entitytype= NP OptionalOrSupp FieldsSeparately Reported= N Surname of the natural person reportable account owner Given or first in order name of the natural person reportable account owner Middle name of the natural person reportable April 29, 2014 Page 138 of 269

139 Form 102S Middle Name 35. Consolidated Owner Suffix 3iii available isowner entitytype= NP OptionalOrSupp FieldsSeparately Reported= N available isowner entitytype= NP OptionalOrSupp FieldsSeparately Reported= N FOR BOTH LEGAL ENTITIES NATURAL PERSONS account owner Suffix of the natural person reportable account owner 36. Consolidated 3iii Street address of the reportable related/relatedentity April 29, 2014 Page 139 of 269

140 Form 102S Owner Street Address 37. Consolidated Owner Suite 38. Consolidated Owner City 39. Consolidated Owner State 3iii 3iii 3iii isowner OptionalOrSupp FieldsSeparately Reported= N isowner OptionalOrSupp FieldsSeparately Reported= N isowner OptionalOrSupp FieldsSeparately Reported= N account owner Suite of the reportable account owner City of the reportable account owner State of the reportable account April 29, 2014 Page 140 of 269

141 Form 102S 40. Consolidated Owner Country 41. Consolidated Owner Zip/Postal Code 42. Consolidated Owner Phone 3iii 3iii 3iii isowner OptionalOrSupp FieldsSeparately Reported= N isowner OptionalOrSupp FieldsSeparately Reported= N isowner OptionalOrSupp FieldsSeparately Reported= N Country of the reportable account owner Zip/Postal code of the reportable account owner Phone of the reportable account owner April 29, 2014 Page 141 of 269

142 Form 102S isowner OptionalOrSupp FieldsSeparately Reported= N IF CONSOLIDATED ACCOUNT OWNER IS A NATURAL PERSON 43. Consolidated Owner Address 3iii isowner entitytype= NP OptionalOrSupp FieldsSeparately Reported= N address of the reportable account owner IF CONSOLIDATED ACCOUNT OWNER IS A LEGAL ENTITY 44. Consolidated Owner Contact Last Name 3iii isowner Surname of the contact person for the owner related/relatedentity /contact@lastname April 29, 2014 Page 142 of 269

143 Form 102S 45. Consolidated Owner Contact First Name 46. Consolidated Owner Contact Middle Name 3iii 3iii entitytype= LE OptionalOrSupp FieldsSeparately Reported= N isowner entitytype= LE OptionalOrSupp FieldsSeparately Reported= N available isowner entitytype= LE OptionalOrSupp FieldsSeparately First name of the contact person for the owner Middle name of the contact person for the owner related/relatedentity /contact@firstname related/relatedentity /contact@middlename April 29, 2014 Page 143 of 269

144 Form 102S Reported= N 47. Consolidated Owner Contact Suffix 48. Consolidated Owner Contact Job Title 3iii 3iii available isowner entitytype= LE OptionalOrSupp FieldsSeparately Reported= N isowner entitytype= LE OptionalOrSupp FieldsSeparately Reported= N Suffix of the contact person for the owner Job title of the contact person for the ownership entity related/relatedentity /contact@namesuffix related/relatedentity /contact@titleorposition April 29, 2014 Page 144 of 269

145 Form 102S 49. Contact Relationship to Consolidated Owner 50. Consolidated Owner Contact Phone 51. Consolidated Owner Contact Address 3iii 3iii 3iii isowner entitytype= LE OptionalOrSupp FieldsSeparately Reported= N isowner entitytype= LE OptionalOrSupp FieldsSeparately Reported= N isowner Contact relationship to the ownership entity Phone number of the contact person for the ownership entity address of the contact person for the ownership entity related/relatedentity /contact@relationship related/relatedentity /contact@telephone related/relatedentity /contact@ April 29, 2014 Page 145 of 269

146 Form 102S 52. Consolidated Owner Website 53. Consolidated Owner NFA ID 3iii 3iii entitytype= LE OptionalOrSupp FieldsSeparately Reported= N available isowner OptionalOrSupp FieldsSeparately Reported= N available isowner OptionalOrSupp FieldsSeparately Reported= N URL of the owner s website The identification number given to the ownership entity by the National Futures Association April 29, 2014 Page 146 of 269

147 Form 102S 54. Consolidated Owner Legal Entity Identifier (LEI) 3iii available isowner OptionalOrSupp FieldsSeparately Reported CONSOLIDATED ACCOUNT CONTROLLER(S) The legal entity identifier (LEI) assigned to the ownership entity by the LEI issuer 55. Consolidated Indicator 56. Consolidated Entity Type 57. Consolidated Optional 3iv 3iv 3iv THEN is is Indicates reporting Consolidated account Indicates that one or more Optional Fields or Supplemental Y = Yes N = No LE = Legal Entity NP = Natural Person Y = Yes N = No aratelyreported April 29, 2014 Page 147 of 269

148 Form 102S Fields or Supplementa l Fields Reported to LEI Provider is Fields not included in this question were reported to the CICI Utility (or other approved LEI provider) and are associated with the LEI provided in this submission IF CONSOLIDATED ACCOUNT CONTROLLER IS A LEGAL ENTITY 58. Consolidated Legal Entity Name 3iv is entitytype= LE OptionalOrSupp FieldsSeparately Reported= N Legal or registered name of the reportable account IF CONSOLIDATED ACCOUNT CONTROLLER IS A NATURAL PERSON April 29, 2014 Page 148 of 269

149 Form 102S 59. Consolidated Natural Person Last Name 60. Consolidated Natural Person First Name 61. Consolidated Natural Person Middle Name 3iv 3iv 3iv is OptionalOrSupp FieldsSeparately Reported= N is OptionalOrSupp FieldsSeparately Reported= N available is OptionalOrSupp FieldsSeparately Surname of the natural person reportable account Given or first in order name of the natural person reportable account April 29, 2014 Page 149 of 269

150 Form 102S Reported= N 62. Consolidated Natural Person Suffix 3iv available isomnibus= N is OptionalOrSupp FieldsSeparately Reported= N FOR BOTH LEGAL ENTITIES NATURAL PERSONS 63. Consolidated Street Address 64. Consolidated 3iv 3iv is OptionalOrSupp FieldsSeparately Reported= N Street address of the reportable account Suite of the reportable account April 29, 2014 Page 150 of 269

151 Form 102S Suite 65. Consolidated City 66. Consolidated State 3iv 3iv available is OptionalOrSupp FieldsSeparately Reported= N is OptionalOrSupp FieldsSeparately Reported= N is OptionalOrSupp FieldsSeparately Reported= N City of the reportable account State of the reportable account April 29, 2014 Page 151 of 269

152 Form 102S 67. Consolidated Country 68. Consolidated Zip/Postal Code 69. Consolidated Phone 70. Consolidated Address 3iv 3iv 3iv 3iv is is OptionalOrSupp FieldsSeparately Reported= N is OptionalOrSupp FieldsSeparately Reported= N is Country of the reportable account Zip/Postal code of the reportable account Phone of the reportable account address of the reportable account April 29, 2014 Page 152 of 269

153 Form 102S OptionalOrSupp FieldsSeparately Reported= N IF CONSOLIDATED ACCOUNT CONTROLLER IS A LEGAL ENTITY 71. Consolidated Contact Last Name 72. Consolidated Contact First Name 3iv 3iv is entitytype= LE OptionalOrSupp FieldsSeparately Reported= N is entitytype= LE OptionalOrSupp FieldsSeparately Surname of the contact person for the owner First name of the contact person for the owner related/relatedentity /contact@lastname related/relatedentity /contact@firstname April 29, 2014 Page 153 of 269

154 Form 102S Reported= N 73. Consolidated Contact Middle Name 74. Consolidated Contact Suffix 3iv 3iv available isomnibus= N is entitytype= LE OptionalOrSupp FieldsSeparately Reported= N available isomnibus= N is entitytype= LE OptionalOrSupp FieldsSeparately Middle name of the contact person for the owner Suffix of the contact person for the owner related/relatedentity /contact@middlename related/relatedentity /contact@namesuffix April 29, 2014 Page 154 of 269

155 Form 102S Reported= N 75. Consolidated Contact Job Title 76. Contact Relationship to Consolidated 77. Consolidated 3iv 3iv 3iv is entitytype= LE OptionalOrSupp FieldsSeparately Reported= N is entitytype= LE OptionalOrSupp FieldsSeparately Reported= N Job title of the contact person at or related to the controller entity Contact relationship to controller entity Phone number of the contact person for the related/relatedentity /contact@titleorposition related/relatedentity /contact@relationship related/relatedentity /contact@telephone April 29, 2014 Page 155 of 269

156 Form 102S Contact Phone 78. Consolidated Contact Address 79. Consolidated NFA ID 3iv 3iv is entitytype= LE OptionalOrSupp FieldsSeparately Reported= N is entitytype= LE OptionalOrSupp FieldsSeparately Reported= N available is OptionalOrSupp controller entity address of the contact person for the controller entity The identification number given to the controller entity by the National Futures Association related/relatedentity /contact@ April 29, 2014 Page 156 of 269

157 Form 102S FieldsSeparately Reported= N 80. Consolidated Legal Entity Identifier (LEI) 3iv available is OptionalOrSupp FieldsSeparately Reported The legal entity identifier (LEI) assigned to the controller entity by the LEI issuer 81. Paired Swap Indicator 82. Paired Swaption Indicator 83. Paired Swaps and Swaptions Market Activity 4 Yes Indicates if response is related to paired swap activity 4 Yes Indicates if response is related to paired swaption activity 4 Yes Description of the nature of the counterparty s or customer s paired swaps and related/pairedswap OrSwaptionActivity@isSwa p related/pairedswap OrSwaptionActivity@isSwa ption related/pairedswap OrSwaptionActivity@descri ption April 29, 2014 Page 157 of 269

158 Form 102S swaptions market activity 84. Reporting Firm Authorizatio n Indicator 85. Authorized Representati ve Last Name 86. Authorized Representati ve First Name 87. Authorized Representati ve Middle Signature/Authent ication Signature/Authent ication Signature/Authent ication Signature/Authent ication Yes Yes Yes Yes Indicates if the submitter is duly authorized by the reporting firm to provide the and representations submitted on this Form 102, and that and representations are true and correct Surname of the authorized representative Given or first in order name of the authorized representative Middle name of the authorized representative Y = authorized N = not authorized cont act@isauthorizedrepresent ative cont act@lastname cont act@firstname cont act@middlename April 29, 2014 Page 158 of 269

159 Form 102S Name 88. Authorized Representati ve Name Suffix 89. Authorized Representati ve Position 90. Authorized Representati ve Submitted on behalf of 91. Date of Submission Signature/Authent ication Signature/Authent ication Signature/Authent ication Signature/Authent ication Yes Yes Yes Yes Generation or name suffix of the authorized representative Job position of the authorized representative Reporting Firm Name 102 was submitted on behalf of Date [indicated by the authorized representative] that the form was submitted to cont cont BehalfOf mitdate April 29, 2014 Page 159 of 269

160 Dictionary for Form 71 Identification of omnibus accounts and sub-accounts 18 Data 1. Form 2. Acknowledg ement of Definitions Indicator 3. New/Modifie d/correction Indicator Form 71 Acknowledgemen t of Definitions Yes 71 cftcbatch/cftcform71@for m Yes Yes Indicates whether the submitter acknowledged reading a list of terms used in the form Indicates whether the omnibus account is: New and being reported for the first time on a Form 71 Modified - Y = Yes N = No N = new M = modified C = corrected cftcbatch/cftcform71@ackn owledgedefinitions cftcbatch/cftcform71@info rmationtype 18 When reviewing the data elements in this Technical Document, reporting parties should also review and consult the OCR Final Rule, including the requirements of the reporting forms attached as an appendix thereto. The reporting forms are the basis for these data elements. Reporting parties should visit this link to view the OCR Final Rule on the Federal Register: Visit this link to view a pdf copy of the OCR Final Rule: April 29, 2014 Page 160 of 269

161 Form 71 previousl y reported on a Form 71 and being resubmitted because somethin g has changed Corrected - being reported in order to correct previousl y- submitted erroneous data Section A Yes number of the omnibus volume threshold account (from cftcbatch/cftcform71@acco unt 19 For all fields in section A and B of Form 71 that are marked as auto-populated in the reporting forms that appear as an appendix to the OCR Final Rule, the will provide these fields to FTP-based reporting parties in an or other transmission. Reporting parties should incorporate these fields in their FTP submission. April 29, 2014 Page 161 of 269

162 5. Form Type Origination 6. Name of Identifying Entity Form 71 Form 102B) or omnibus reportable subaccount (from Form 71) as identified on the referenced forms Section A Yes Form type of the form which identified the omnibus volume threshold account (Form 102B) or omnibus reportable subaccount (Form 71) Section A Yes Name of the clearing member (if Form 102B) or preceding originator (if Form 71) that identified the omnibus volume threshold account or omnibus reportable subaccount, 102B = Form 102B 71 = Form 71 cftcbatch/cftcform71@origi nalform April 29, 2014 Page 162 of 269

163 Form 71 respectively 7. Reporting Market 8. Entity Type Indicator 9. Name of 10. Street Address 11. Suite 12. City Section A Yes The reporting contract market on which the identified account is traded cftcbatch/cftcform71@mar ketid Section A Yes LE=Legal Entity cftcbatch/cftcform71@entit ytype Section A Yes cftcbatch/cftcform71@lega lentityname Section A Yes Street Address of the omnibus account originator as indicated on the Form 102B or Form 71 Section A available Section A Yes City of the omnibus account originator as indicated on the Form 102B or Form 71 cftcbatch/cftcform71@stree t cftcbatch/cftcform71@suite cftcbatch/cftcform71@city April 29, 2014 Page 163 of 269

164 13. State 14. Country 15. Zip/Postal Code 16. Phone 17. Contact Last Form 71 Section A Yes State of the omnibus account originator as indicated on the Form 102B or Form 71 Section A Yes Country of the omnibus account originator as indicated on the Form 102B or Form 71 Section A Yes Zip Code or Postal Code of the omnibus account originator as indicated on the Form 102B or Form 71 Section A Yes Phone of the omnibus account originator as indicated on the Form 102B or Form 71 Section A Yes Contact surname for the omnibus cftcbatch/cftcform71@state cftcbatch/cftcform71@cou ntry cftcbatch/cftcform71@post alcode cftcbatch/cftcform71@tele phone cftcbatch/cftcform71/conta ct@lastname April 29, 2014 Page 164 of 269

165 Name 18. Contact Middle Name 19. Contact First Name 20. Contact Suffix 21. Contact Job Title Form 71 Section A available account originator as indicated on the Form 102B or Form 71 Section A Yes Contact first in order name for the omnibus account originator as indicated on the Form 102B or Form 71 Section A available Section A Yes Job Title of the Contact for the omnibus account originator as indicated on the Form 102B or Form 71 cftcbatch/cftcform71/conta ct@middlename cftcbatch/cftcform71/conta ct@firstname cftcbatch/cftcform71/conta ct@namesuffix cftcbatch/cftcform71/conta ct@titleorposition April 29, 2014 Page 165 of 269

166 22. Contact Relationship to 23. Contact Phone 24. Contact Address 25. Website 26. NFA ID Form 71 Section A Yes Contact relationship to the originator Section A Yes Phone of the Contact for the omnibus account originator as indicated on the Form 102B or Form 71 Section A Yes Address of the Contact for the omnibus account originator as indicated on the Form 102B or Form 71 Section A Section A available available URL of the website of the omnibus account originator The identification number given to the originator by the National Futures Association cftcbatch/cftcform71/conta ct@relationship cftcbatch/cftcform71/conta ct@telephone cftcbatch/cftcform71/conta ct@ cftcbatch/cftcform71@nf AIdentifier April 29, 2014 Page 166 of 269

167 27. Legal Entity Identifier (LEI) 28. Allocation of Trades Indicator 29. Sum of Allocations Reportable Trading Volume for Recipient Indicator Form 71 Section A Section B 1 Section B 2 available Yes Yes The legal entity identifier (LEI) assigned to the originator by the LEI issuer Indicates if the originator allocated trades from the specified omnibus account on the specified date on the specified reporting market For cases where trades were allocated, indicates whether the sum of allocations resulted in reportable trading volume for a recipient account on the specified date on the specified reporting market Y = trades were allocated N = trades were not allocated Y = resulted in reportable trading volume N = did not result in reportable trading volume April 29, 2014 Page 167 of 269

168 Form 71 REPORTABLE SUB-ACCOUNT OWNERSHIP CONTROL INFORMATION OMNIBUS REPORTABLE SUB-ACCOUNT INFORMATION 30. Reportable Sub- 31. Reportable Sub- Omnibus Indicator 32. House or Customer Indicator 3 3ai 3aii isreportable tradesallocated= Y isreportable tradesallocated= Y isreportable tradesallocated= Y isomnibus Is the Reportable Sub- an omnibus account If the reported Reportable Sub- is being reported as an Omnibus indicate whether the Reportable Sub- Omnibus is a house or customer account of the reporting Y = Yes N = No H = House C = Customer cftcbatch/cftcform71/relate d@account cftcbatch/cftcform71/relate d@isomnibus cftcbatch/ April 29, 2014 Page 168 of 269

169 Form 71 firm 33. Reportable Sub- Omnibus Indicator 34. Reportable Sub- Omnibus Entity Type 35. Reportable Sub- Omnibus Name 36. Reportable Sub- Omnibus 3aii isreportable tradesallocated= Y isomnibus THEN is = Y Indicates reporting Volume Threshold Omnibus orginiator Y = Yes N = No cftcbatch/ cftcform71/related/ relatedentity@is 3aii Yes LE=Legal Entity cftcbatch/ cftcform71/related/ relatedentity@entitytype 3aii 3aii isreportable tradesallocated= Y isomnibus isreportable tradesallocated= Name of the reportable account Street address of the reportable account cftcbatch/ cftcform71/related/ relatedentity@legalentityn ame cftcbatch/ cftcform71/related/ relatedentity@street April 29, 2014 Page 169 of 269

170 Street Address 37. Reportable Sub- Omnibus Suite 38. Reportable Sub- Omnibus City 39. Reportable Sub- Omnibus State 40. Reportable Sub- Omnibus Form 71 3aii 3aii 3aii 3aii Y isomnibus available isreportable tradesallocated= Y isomnibus isreportable tradesallocated= Y isomnibus isreportable tradesallocated= Y isomnibus isreportable City of the reportable account State of the reportable account Country of the reportable account cftcbatch/ cftcform71/related/ relatedentity@suite cftcbatch/ cftcform71/related/ relatedentity@city cftcbatch/ cftcform71/related/ relatedentity@state cftcbatch/ cftcform71/related/ relatedentity@country April 29, 2014 Page 170 of 269

171 Country 41. Reportable Sub- Omnibus Zip/Postal Code 42. Reportable Sub- Omnibus Phone Form 71 3aii 3aii tradesallocated= Y isomnibus isreportable tradesallocated= Y isomnibus isreportable tradesallocated= Y isomnibus Zip/Postal code of the reportable account Phone of the reportable account cftcbatch/ cftcform71/related/ relatedentity@postalcode cftcbatch/ cftcform71/related/ relatedentity@telephone 43. Reportable Sub- Omnibus Contact Last Name 44. Reportable Sub- 3aii 3aii isreportable tradesallocated= Y isomnibus entitytype= LE Surname of the contact person for the First name of the contact person cftcbatch/ cftcform71/related/ relatedentity/contact@lastn ame cftcbatch/ cftcform71/related/ April 29, 2014 Page 171 of 269

172 Omnibus Contact First Name 45. Reportable Sub- Omnibus Contact Middle Name 46. Reportable Sub- Omnibus Contact Suffix Form 71 3aii 3aii isreportable tradesallocated= Y isomnibus entitytype= LE available isreportable tradesallocated= Y isomnibus entitytype= LE available isreportable tradesallocated= Y isomnibus entitytype= LE for the Middle name of the contact person for the Suffix of the contact person for the relatedentity/contact@firstn ame cftcbatch/ cftcform71/related/ relatedentity/contact@middl ename ed/relatedentity/con tact@namesuffix April 29, 2014 Page 172 of 269

173 47. Reportable Sub- Omnibus Contact Job Title 48. Contact Relationship to Reportable Sub- Omnibus 49. Reportable Sub- Omnibus Contact Phone 50. Reportable Sub- Form 71 3aii 3aii 3aii 3aii isreportable tradesallocated= Y isomnibus entitytype= LE isreportable tradesallocated= Y isomnibus entitytype= LE isreportable tradesallocated= Y isomnibus entitytype= LE Job title of the contact person for the entity Contact relationship to the entity Phone number of the contact person for the entity address of the contact ed/relatedentity/con tact@titleorposition cftcbatch/ cftcform71/related/ relatedentity/contact@relati onship cftcbatch/ cftcform71/related/ relatedentity/contact@telep hone cftcbatch/ cftcform71/related/ April 29, 2014 Page 173 of 269

174 Omnibus Contact Address 51. Reportable Sub- Omnibus Website 52. Reportable Sub- Omnibus NFA ID Form 71 3aii 3aii isreportable tradesallocated= Y isomnibus entitytype= LE available isreportable tradesallocated= Y isomnibus entitytype= LE available isreportable tradesallocated= Y isomnibus person for the entity URL of the s website The identification number given to the entity by the National Futures Association relatedentity/contact@ cftcbatch/ cftcform71/related/ relatedentity@website cftcbatch/ cftcform71/related/ relatedentity@nfaidentifie r April 29, 2014 Page 174 of 269

175 53. Reportable Sub- Omnibus Legal Entity Identifier (LEI) Form 71 3aii available isreportable tradesallocated= Y isomnibus The legal entity identifier (LEI) assigned to the entity by the LEI issuer cftcbatch/ cftcform71/related/ relatedentity@legalentityid entifier NON-OMNIBUS REPORTABLE SUB-ACCOUNT OWNER(S) 54. Reportable Sub- Owner Indicator 55. Reportable Sub- Owner Type Indicator 3bi 3bi isreportable tradesallocated= Y THEN isowner isreportable tradesallocated= Y Indicates reporting Reportable Sub- account owner Indicates whether the Reportable Sub- owner is a legal entity or natural person Y = Yes N = No LE = Legal Entity NP = Natural Person cftcbatch/ cftcform71/ cftcbatch/ cftcform71/ April 29, 2014 Page 175 of 269

176 Form 71 isowner IF REPORTABLE SUB-ACCOUNT OWNER IS A LEGAL ENTITY 56. Reportable Sub- Owner Legal Entity Name 3bi isreportable tradesallocated= Y isowner entitytype= LE Legal or registered name of the reportable sub-account owner cftcbatch/ cftcform71/ IF REPORTABLE SUB-ACCOUNT OWNER IS A NATURAL PERSON 57. Reportable Sub- Owner Last Name 3bi isreportable tradesallocated= Y isowner Surname of the natural person reportable subaccount owner cftcbatch/ cftcform71/ April 29, 2014 Page 176 of 269

177 Form 71 entitytype= NP 58. Reportable Sub- Owner First Name 59. Reportable Sub- Owner Middle Name 60. Reportable Sub- Owner 3bi 3bi 3bi isreportable tradesallocated= Y isowner entitytype= NP available isreportable tradesallocated= Y isowner entitytype= NP Given or first in order name of the natural person reportable subaccount owner Middle name of the natural person reportable sub-account owner cftcbatch/cftcform71/ cftcbatch/cftcform71/ Suffix of the natural person reportable subcftcbatch/cftcform71/ April 29, 2014 Page 177 of 269

178 Suffix Form 71 available isreportabl e tradesallocated= Y isowner entitytype= NP FOR BOTH LEGAL ENTITIES NATURAL PERSONS account owner 61. Reportable Sub- Owner Street Address 62. Reportable Sub- Owner Suite 3bi 3bi isreportable tradesallocated= Y isowner available isreportabl e tradesallocated= Y Street address of the reportable sub-account owner Suite of the reportable subaccount owner cftcbatch/cftcform71/ cftcbatch/cftcform71/ April 29, 2014 Page 178 of 269

179 63. Reportable Sub- Owner City 64. Reportable Sub- Owner State 65. Reportable Sub- Owner Country Form 71 3bi 3bi 3bi isowner isreportable tradesallocated= Y isowner isreportable tradesallocated= Y isowner isreportable tradesallocated= Y City of the reportable subaccount owner State of the reportable subaccount owner Country of the reportable subaccount owner cftcbatch/cftcform71/ cftcbatch/cftcform71/ cftcbatch/cftcform71/ April 29, 2014 Page 179 of 269

180 Form 71 isowner 66. Reportable Sub- Owner Zip/Postal Code 67. Reportable Sub- Owner Phone 3bi 3bi isreportable tradesallocated= Y isowner isreportable tradesallocated= Y isowner Zip/Postal code of the reportable sub-account owner Phone of the reportable sub-account owner cftcbatch/cftcform71/ cftcbatch/cftcform71/ IF REPORTABLE SUB-ACCOUNT OWNER IS A NATURAL PERSON 68. Reportable Sub- Owner Address 3bi isreportable tradesallocated= address of the reportable sub-account owner cftcbatch/cftcform71/ April 29, 2014 Page 180 of 269

181 Form 71 Y isowner IF REPORTABLE SUB-ACCOUNT OWNER IS A LEGAL ENTITY 69. Reportable Sub- Owner Contact Last Name 70. Reportable Sub- Owner Contact First Name 3bi 3bi isreportable tradesallocated= Y isowner entitytype= LE isreportable tradesallocated= Y isowner entitytype= LE Surname of the contact person for the owner First name of the contact person for the owner cftcbatch/cftcform71/ related/relatedentity /contact@lastname cftcbatch/cftcform71/ related/relatedentity /contact@firstname April 29, 2014 Page 181 of 269

182 71. Reportable Sub- Owner Contact Middle Name 72. Reportable Sub- Owner Contact Suffix 73. Reportable Sub- Owner Form 71 3bi 3bi 3bi available isreportable tradesallocated= Y isowner entitytype= LE available isreportable tradesallocated= Y isowner entitytype= LE isreportable Middle name of the contact person for the owner Suffix of the contact person for the owner Job title of the contact person for the ownership cftcbatch/cftcform71/ related/relatedentity /contact@middlename cftcbatch/cftcform71/ related/relatedentity /contact@namesuffix cftcbatch/cftcform71/ related/relatedentity /contact@titleorposition April 29, 2014 Page 182 of 269

183 Contact Job Title 74. Contact Relationship to Reportable Sub- Owner 75. Reportable Sub- Owner Contact Phone Form 71 3bi 3bi tradesallocated= Y isowner entitytype= LE isreportable tradesallocated= Y isowner entitytype= LE isreportable tradesallocated= Y isowner entity Contact relationship to the ownership entity Phone number of the contact person for the ownership entity cftcbatch/cftcform71/ related/relatedentity /contact@relationship cftcbatch/cftcform71/ related/relatedentity /contact@telephone April 29, 2014 Page 183 of 269

184 Form 71 entitytype= LE 76. Reportable Sub- Owner Contact Address 77. Reportable Sub- Owner Website 78. Reportable Sub- Owner NFA 3bi 3bi 3bi isreportable tradesallocated= Y isowner entitytype= LE available isreportable tradesallocated= Y isowner entitytype= LE address of the contact person for the ownership entity URL of the owner s website The identification number given to the ownership cftcbatch/cftcform71/ related/relatedentity /contact@ cftcbatch/cftcform71/ cftcbatch/cftcform71/ April 29, 2014 Page 184 of 269

185 ID 79. Reportable Sub- Owner Legal Entity Identifier (LEI) Form 71 3bi available isreportable tradesallocated= Y isowner available isreportable tradesallocated= Y isowner entity by the National Futures Association The legal entity identifier (LEI) assigned to the ownership entity by the LEI issuer NON-OMNIBUS REPORTABLE SUB-ACCOUNT CONTROLLER(S) cftcbatch/cftcform71/ 80. Reportable Sub- Indicator 3bii isreportable tradesallocated= Y THEN Indicates reportable subaccount controller Y = Yes N = No cftcbatch/cftcform71/ April 29, 2014 Page 185 of 269

186 Form 71 is 81. Reportable Sub- Entity Type 82. Reportable Sub- Natural Person Last Name 3bii 3bii isreportable tradesallocated= Y is THEN entitytype= NP isreportable tradesallocated= Y is Reportable subaccount controller entity type Surname of the natural person reportable subaccount NP = Natural Person cftcbatch/cftcform71/ cftcbatch/cftcform71/ 83. Reportable Sub- Natural Person First Name 3bii isreportable tradesallocated= Y Given or first in order name of the natural person reportable subaccount cftcbatch/cftcform71/ April 29, 2014 Page 186 of 269

187 84. Reportable Sub- Natural Person Middle Name 85. Reportable Sub- Natural Person Suffix 86. Reportable Sub- Street Form 71 3bii 3bii 3bii is available isreportable tradesallocated= Y is available isreportable tradesallocated= Y is isreportable Middle name of the natural person reportable sub-account Suffix of the natural person reportable subaccount Street address of the reportable sub-account cftcbatch/cftcform71/ cftcbatch/cftcform71/ cftcbatch/cftcform71/ April 29, 2014 Page 187 of 269

188 Address 87. Reportable Sub- Suite 88. Reportable Sub- City 89. Reportable Sub- State Form 71 3bii 3bii 3bii tradesallocated= Y is available isreportable tradesallocated= Y is isreportable tradesallocated= Y is isreportable Suite of the reportable subaccount City of the reportable subaccount State of the reportable subaccount cftcbatch/cftcform71/ cftcbatch/cftcform71/ cftcbatch/cftcform71/ April 29, 2014 Page 188 of 269

189 90. Reportable Sub- Country 91. Reportable Sub- Zip/Postal Code 92. Reportable Sub- Phone Form 71 3bii 3bii 3bii tradesallocated= Y is isreportable tradesallocated= Y is isreportable tradesallocated= Y is isreportable tradesallocated= Y Country of the reportable subaccount Zip/Postal code of the reportable sub-account Phone of the reportable sub-account cftcbatch/cftcform71/ cftcbatch/cftcform71/ cftcbatch/cftcform71/ April 29, 2014 Page 189 of 269

190 93. Reportable Sub- Name of Employer 94. Reportable Sub- Job Title 95. Relationship to Reportable Sub- Owner Form 71 3bii 3bii 3bii is isreportable tradesallocated= Y is isreportable tradesallocated= Y is isreportable tradesallocated= Y Job title of the contact person for the entity Contact relationship to the Owner entity cftcbatch/cftcform71/ cftcbatch/cftcform71/ cftcbatch/cftcform71/ April 29, 2014 Page 190 of 269

191 Form 71 is 96. Reportable Sub- Address 97. Reportable Sub- NFA ID 98. Authorizatio n Indicator 3bii 3bii isreportable tradesallocated= Y is available isreportable tradesallocated= Y address of the reportable sub-account The identification number given to the entity by the National Futures Association is Section C Yes Indicates if the submitter is duly authorized by the relevant originator (as specified on the Form 102B or Y = authorized N = not authorized cftcbatch/cftcform71/ cftcbatch/cftcform71/ cftcbatch/cftcform71/conta ct@isauthorizedrep April 29, 2014 Page 191 of 269

192 99. Authorized Representati ve Last Name 100. Authorized Representati ve First Name 101. Authorized Representati ve Middle Name 102. Authorized Representati ve Name Suffix 103. Authorized Representati ve Position Form 71 Form 71), to provide the and representations submitted on this Form 71, and that and representations are true and correct Section C Yes Surname of the authorized representative Section C Yes Given or first in order name of the authorized representative Section C Yes Middle name of the authorized representative Section C Yes Generation or name suffix of the authorized representative Section C Yes Job position of the authorized representative cftcbatch/cftcform71/conta ct@lastname cftcbatch/cftcform71/conta ct@firstname cftcbatch/cftcform71/conta ct@middlename cftcbatch/cftcform71/conta ct@namesuffix cftcbatch/cftcform71/conta ct@titleorposition April 29, 2014 Page 192 of 269

193 104. Date of Submission Form 71 Section C Yes Date [indicated by the authorized representative] that the form was submitted to cftcbatch/cftcform71@sub mitdate Data Dictionary for Form 40 Statement of reporting trader 20 Data 1. Form 2. Acknowledg ement of Definitions Indicator Form 40 Section Acknowledgemen t of Definitions Yes 40 cftcbatch/cftcform40@form Yes Indicates whether the submitter acknowledged reading a list of terms used in the form Y = Yes N = No cftcbatch/cftcform40@ackn owledgedefinitions 20 When reviewing the data elements in this Technical Document, reporting parties should also review and consult the OCR Final Rule, including the requirements of the reporting forms attached as an appendix thereto. The reporting forms are the basis for these data elements. Reporting parties should visit this link to view the OCR Final Rule on the Federal Register: Visit this link to view a pdf copy of the OCR Final Rule: April 29, 2014 Page 193 of 269

194 3. New/Modifie d/correction Indicator Form 40 Yes Indicates whether the reportable trader is: New and being reported for the first time on a Form 40 Modified - previousl y reported on a Form 40 and being resubmitted because somethin g has changed Corrected - being reported in order to correct previousl N = New M = Modified C = Corrected cftcbatch/cftcform40@infor mationtype April 29, 2014 Page 194 of 269

195 Form 40 y- submitted erroneous data REPORTING TRADER CONTACT INFORMATION 4. Trader Type Indicator 1 Yes Indicates whether the reporting trader is a legal entity or natural person IF REPORTING TRADER IS A LEGAL ENTITY LE = Legal Entity NP = Natural Person cftcbatch/cftcform40@entit ytype 5. Legal Entity Name of Reporting Trader 1 entitytype = LE IF REPORTING TRADER IS A NATURAL PERSON The legal name of the reporting trader (if legal entity). cftcbatch/cftcform40@legal EntityName 6. Last Name of Reporting Trader 7. First Name of Reporting Trader 1 1 entitytype = NP entitytype = NP Surname of the reporting trader Given or first in order name of the reporting trader cftcbatch/cftcform40@last Name cftcbatch/cftcform40@first Name April 29, 2014 Page 195 of 269

196 8. Middle Name of Reporting Trader 9. Name Suffix of the Reporting Trader Form available entitytype = NP available entitytype = NP FOR BOTH LEGAL ENTITIES NATURAL PERSONS Middle name of the reporting trader Generational or name suffix of the reporting trader cftcbatch/cftcform40@mid dlename cftcbatch/cftcform40@nam esuffix 10. Street Address of Reporting Trader 11. Suite of Reporting Trader 12. City of Reporting Trader 13. State of Reporting Trader 1 Yes The street address of the reporting trader 1 available The suite number of the reporting trader 1 Yes The city of the reporting trader 1 Yes The two character abbreviation for cftcbatch/cftcform40@stree t cftcbatch/cftcform40@suite cftcbatch/cftcform40@city cftcbatch/cftcform40@state April 29, 2014 Page 196 of 269

197 14. Country of Reporting Trader 15. Zip/Postal Code of Reporting Trader 16. Phone of Reporting Trader 17. Address of Reporting Trader 18. Website of Reporting Trader 19. NFA ID of Reporting Trader Form 40 state of the reporting trader. 1 Yes The two character abbreviation for country of the reporting trader 1 Yes The zip code or postal code of the reporting trader 1 Yes The phone number of the reporting trader 1 Yes The address of the reporting trader 1 1 available available The website of the reporting trader The identification number given to the reporting trader by the cftcbatch/cftcform40@coun try cftcbatch/cftcform40@post alcode cftcbatch/cftcform40@telep hone cftcbatch/cftcform40@emai l cftcbatch/cftcform40@web site cftcbatch/cftcform40@nf AIdendtifier April 29, 2014 Page 197 of 269

198 20. Legal Entity Identifier of Reporting Trader 21. Name of Reporting Trader s Employer 22. Reporting Trader s Employer s NFA ID 23. Reporting Trader s Employer s Legal Entity Identifier Form 40 1 available National Futures Association The legal entity identifier (LEI) assigned to the reporting trader by the LEI issuer 1 Yes The name of the trader s employer 1 1 available available The identification number given to the reporting trader s employer by the National Futures Association The legal entity identifier (LEI) assigned to the reporting trader s employer by the LEI issuer CONTACT INFORMATION DERIVATIVES TRADING CONTACT PERSON cftcbatch/cftcform40@legal EntityIdentifier cftcbatch/cftcform40@emp loyername cftcbatch/cftcform40@emp loyernfaidentifier cftcbatch/cftcform40@emp loyerlei April 29, 2014 Page 198 of 269

199 24. Contact for Derivatives Trading of Reporting Trader 25. Individual to Contact Regarding Derivatives Trading has same as Reporting Trader 26. Last Name of Contact for Reporting Trader s Derivatives Trading 27. First Name of Contact for Reporting Trader s Derivatives Trading Form 40 2 Yes Indicates whether the contact is regarding the derivatives trading of the reporting traders 2 Yes Indicates whether the contact for derivatives trading is the same as the reporting trader 2 Yes Surname of the contact person for the reporting trader s derivatives trading 2 Yes Given or first in order name of the contact person for the reporting trader s derivatives trading Y = Yes N = No Y = Yes N = No cftcbatch/cftcform40/conta ct@isderivativespoc cftcbatch/cftcform40/conta ct@issameasreporter cftcbatch/cftcform40/contac t@lastname cftcbatch/cftcform40/contac t@firstname April 29, 2014 Page 199 of 269

200 28. Middle Name of Contact for Reporting Trader s Derivatives Trading 29. Name Suffix of Contact for Reporting Trader s Derivatives Trading 30. Street Address of Contact for Reporting Trader s Derivatives Trading 31. Suite of Contact for Reporting Trader s Derivatives Trading 32. City of Contact for Form available available Middle name of the contact person for the reporting trader s derivatives trading Suffix of the contact person for the reporting trader s derivatives trading 2 Yes Street Address of the contact person for the reporting trader s derivatives trading 2 available Suite number of the contact person for the reporting trader s derivatives trading 2 Yes City of the contact person cftcbatch/cftcform40/contac cftcbatch/cftcform40/contac t@namesuffix cftcbatch/cftcform40/contac t@street cftcbatch/cftcform40/contac t@suite cftcbatch/cftcform40/contac t@city April 29, 2014 Page 200 of 269

201 Reporting Trader s Derivatives Trading 33. State of Contact for Reporting Trader s Derivatives Trading 34. Country of Contact for Reporting Trader s Derivatives Trading 35. Zip/Postal Code of Contact for Reporting Trader s Derivatives Trading 36. Phone of Contact for Reporting Trader s Derivatives Form 40 for the reporting trader s derivatives trading 2 Yes State of the contact person for the reporting trader s derivatives trading 2 Yes Country of the contact person for the reporting trader s derivatives trading 2 Yes Zip Code or postal code of the contact person for the reporting trader s derivatives trading 2 Yes Phone of the contact person for the reporting trader s derivatives trading cftcbatch/cftcform40/contac t@state cftcbatch/cftcform40/contac t@country cftcbatch/cftcform40/contac t@postalcode cftcbatch/cftcform40/contac t@telephone April 29, 2014 Page 201 of 269

202 Trading Form Address of Contact for Reporting Trader s Derivatives Trading 38. NFA ID of Contact for Reporting Trader s Derivatives Trading 2 Yes Address of the contact person for the reporting trader s derivatives trading 2 available The identification number given to the contact by the National Futures Association CONTACT INFORMATION - RISK MANAGEMENT OPERATIONS CONTACT PERSON cftcbatch/cftcform40/contac t@ cftcbatch/cftcform40/contac t@nfaidentifier 39. Contact for Risk Management Operations of Reporting Trader 40. Individual to Contact 3 Yes Indicates whether the contact is regarding the Risk Management Operations of the reporting traders 3 Yes Indicates whether the contact Y = Yes N = No Y = Yes N = No cftcbatch/cftcform40/conta ct@isriskmanagementpoc cftcbatch/cftcform40/conta ct@issameasreporter April 29, 2014 Page 202 of 269

203 Regarding Risk Management Operations has same as Reporting Trader 41. Last Name of Contact for Reporting Trader s Risk Management Operations 42. First Name of Contact for Reporting Trader s Risk Management Operations 43. Middle Name of Contact for Reporting Trader s Risk Management Form 40 for risk management operations is the same as the reporting trader 3 Yes Surname for reportable contact person 3 Yes Given or first in order name for reportable contact person 3 available Middle name for reportable contact person cftcbatch/cftcform40/contac t@lastname cftcbatch/cftcform40/contac t@firstname cftcbatch/cftcform40/contac t@middlename April 29, 2014 Page 203 of 269

204 Operations Form Name Suffix of Contact for Reporting Trader s Derivatives Trading 45. Street Address of Contact for Reporting Trader s Risk Management Operations 46. Suite of Contact for Reporting Trader s Risk Management Operations 47. City of Contact for Reporting Trader s Risk 3 available Suffix for reportable contact person 3 Yes Street Address for reportable contact person 3 available Suite number for reportable contact person 3 Yes City for a reportable contact person cftcbatch/cftcform40/contac t@namesuffix cftcbatch/cftcform40/contac t@street cftcbatch/cftcform40/contac t@suite cftcbatch/cftcform40/contac t@city April 29, 2014 Page 204 of 269

205 Management Operations 48. State of Contact for Reporting Trader s Risk Management Operations 49. Country of Contact for Reporting Trader s Risk Management Operations 50. Zip/Postal Code of Contact for Reporting Trader s Risk Management Operations 51. Phone of Contact for Reporting Trader s Form 40 3 Yes State for a reportable contact person 3 Yes Country for reportable contact person 3 Yes Zip Code or postal code for reportable contact person 3 Yes Phone for reportable contact person cftcbatch/cftcform40/contac t@state cftcbatch/cftcform40/contac t@country cftcbatch/cftcform40/contac t@postalcode cftcbatch/cftcform40/contac t@telephone April 29, 2014 Page 205 of 269

206 Risk Management Operations 52. Address of Contact for Reporting Trader s Risk Management Operations 53. NFA ID of Contact for Reporting Trader s Risk Management Operations Form 40 3 Yes Address for reportable contact person 3 available The identification number given to the contact by the National Futures Association CONTACT INFORMATION INDIVIDUAL RESPONSIBLE FOR INFORMATION ON FORM 40 cftcbatch/cftcform40/contac t@ cftcbatch/cftcform40/contac t@nfaidentifier 54. Contact for Responsible Individual of Information on Form Yes Indicates whther the contact is regarding the Individual Responsible for on form40 Y = Yes N = No cftcbatch/cftcform40/conta ct@isforminformationpoc April 29, 2014 Page 206 of 269

207 55. Individual to Contact Regarding Information on Form 40 has same as Reporting Trader 56. Last Name of Contact for Reporting Trader s Form 40 Verification 57. First Name of Contact for Reporting Trader s Form 40 Verification 58. Middle Name of Contact for Reporting Trader s Form 40 Verification Form 40 4 Yes Indicates whether the contact for on Form 40 is the same as the reporting trader 4 Yes Surname for a natural person contact for Form 40 verification for the reporting trader 4 Yes Given or first in order name for a natural person contact for Form 40 verification for the reporting 4 available trader Middle name for a natural person contact for Form 40 verification for the reporting trader Y = Yes N = No cftcbatch/cftcform40/conta ct@issameasreporter cftcbatch/cftcform40/contac t@lastname cftcbatch/cftcform40/contac t@firstname cftcbatch/cftcform40/contac t@middlename April 29, 2014 Page 207 of 269

208 59. Name Suffix of Contact for Reporting Trader s Form 40 Verification 60. Street Address of Contact for Reporting Trader s Form 40 Verification 61. Suite of Contact for Reporting Trader s Form 40 Verification 62. City of Contact for Reporting Trader s Form 40 Verification 63. State of Contact for Reporting Form 40 4 available Suffix for a natural person contact for Form 40 verification for the reporting trader 4 Yes Street Address of the natural person contact for the reporting trader s Form 40 verification 4 available Suite number of the natural person contact for the reporting trader s Form 40 verification 4 Yes City of the natural person contact for the reporting trader s Form 40 verification 4 Yes State of the natural person contact for the cftcbatch/cftcform40/contac t@namesuffix cftcbatch/cftcform40/contac t@street cftcbatch/cftcform40/contac t@suite cftcbatch/cftcform40/contac t@city cftcbatch/cftcform40/contac t@state April 29, 2014 Page 208 of 269

209 Trader s Form 40 Verification 64. Country of Contact for Reporting Trader s Form 40 Verification 65. Zip/Postal Code of Contact for Reporting Trader s Form 40 Verification 66. Phone of Contact for Reporting Trader s Form 40 Verification 67. Address of Contact for Reporting Trader s Form 40 Form 40 reporting trader s Form 40 verification 4 Yes Country of the natural person contact for the reporting trader s Form 40 verification 4 Yes Zip code or postal code of the natural person contact for the reporting trader s Form 40 verification 4 Yes Phone number of the natural person contact for the reporting trader s Form 40 verification 4 Yes Address of the natural person contact for the reporting trader s Form 40 verification cftcbatch/cftcform40/cotnac t@country cftcbatch/cftcform40/contac t@postalcode cftcbatch/cftcform40/contac t@telephone cftcbatch/cftcform40/contac t@ April 29, 2014 Page 209 of 269

210 Verification Form NFA ID of Contact for Reporting Trader s Form 40 Verification 4 available OMNIBUS ACCOUNT CARRIER INFORMATION The identification number given to the contact by the National Futures Association cftcbatch/cftcform40/contac t@nfaidentifier 69. Customer Omnibus Indicator 70. Name of Omnibus Carrier 5 Yes Indicates whether the reporting trader has a customer omnibus account with a futures commission merchant, clearing member, or foreign broker 5 isomnibusaccou nt For traders that have a customer omnibus account(s), the name of the futures commission merchant, Y = Yes N = No cftcbatch/cftcform40@iso mnibus cftcbatch/cftcform40/omnib uscarrier@legalenti tyname April 29, 2014 Page 210 of 269

211 71. Futures Commission Merchant Omnibus Carrier Indicator 72. Clearing Member Omnibus Carrier Indicator 73. Foreign Broker Omnibus Carrier Indicator 74. Foreign Government Form isomnibusaccou nt isomnibusaccou nt isomnibusaccou nt clearing member, or foreign broker carrying the account(s) of the reporting trader Indicates whether the reporting trader has a customer omnibus account with a futures commission merchant Indicates whether the reporting trader has a customer omnibus account with a clearing member Indicates whether the reporting trader has a customer omnibus account with a foreign broker 6 Yes Indicates whether the reporting Y = Yes N = No Y = Yes N = No Y = Yes N = No Y = Yes N = No cftcbatch/cftcform40/omnib uscarrier@isfcm cftcbatch/cftcform40/omnib uscarrier@iscm cftcbatch/cftcform40/omnib uscarrier@isfb cftcbatch/cftcform40@isfo riegnaffiliated April 29, 2014 Page 211 of 269

212 Affiliation Indicator Form 40 FOREIGN GOVERNMENT AFFILIATION INFORMATION trader is directly or indirectly affiliated with a government other than that of the United States 75. Foreign Government Name 76. Nature of Foreign Government Affiliation(s) 6 6 NON-DOMESTIC ENTITY INFORMATION isforiegnaffiliat ed isforiegnaffiliat ed For reporting traders affiliated with foreign government(s), the name(s) of those foreign governments An explanation of the nature of affiliation(s) between the reporting trader and the foreign governments listed cftcbatch/cftcform40/foreig naffiliation@countryname cftcbatch/cftcform40/foreig naffiliation@relationship 77. Non- Domestic Entity 7 entitytype = LE Indicates if the reporting trader is organized Y = yes N = no cftcbatch/cftcform40@isfo riegnentity April 29, 2014 Page 212 of 269

213 Indicator 78. Country of Organization Form 40 7 isforiegnentity OWNERSHIP STRUCTURE OF REPORTING TRADER under the laws of countr(ies) other than the United States For reporting traders organized under the laws of countr(ies) other than the United States, the names of those countries cftcbatch/cftcform40/foregn LegalRegime@country PARENT / 10% OR GREATER OWNER OF THE REPORTING TRADER 79. Parent or Owner Indicator 80. Parent Company 81. Parent Generation Yes, isparentorowner isparentorowner isparentorowner Indicates whether the reporting trader has at least one parent/owner Indicates if the parent of the reporting trader is a Parent Company For each parent of the reporting trader, indicates Y = Has at least one parent or owner Y = yes N = no 2 = Parent of a parent 1 = Direct parent of cftcbatch/cftcform40/relate dentity@isparentorowner cftcbatch/cftcform40/relate dentity@isparentcompany cftcbatch/cftcform40/relate dentity@generation April 29, 2014 Page 213 of 269

214 82. Parent or Owner Entity Type Form 40 8 IF PARENT/OWNER IS A LEGAL ENTITY isparentcompan y isparentorowner the hierarchical level in the entity structure where the parent is located. Direct parents of the trader have Generation = 1; parents of a Generation +1 parent (parents of a direct parent) have Generation = 2 and so on. Indicates whether the parent/owner is a legal entity or a natural person a reporting trader LE = legal entity NP = natural person cftcbatch/cftcform40/relate dentity@entitytype 83. Parent or Owner Legal Entity Name 8 entitytype = LE isparentorowner The legal entity name of each parent/owner of the reporting trader (if the parent is a legal entity) cftcbatch/cftcform40/relate dentity@legalentityname April 29, 2014 Page 214 of 269

215 Form 40 IF PARENT/OWNER IS A NATURAL PERSON 84. Parent or Owner Last Name 85. Parent or Owner First Name 86. Parent or Owner Middle Name 87. Parent or Owner Name Suffix entitytype = NP isparentorowner entitytype = NP isparentorowner available If entitytype = NP isparentorowner available If entitytype = NP isparentorowner Surname of the parent/owner of the reporting trader Given or first in order name of the parent/owner of the reporting trader Middle name of the parent/owner of the reporting trader Generational or name suffix of the parent/owner of the reporting trader cftcbatch/cftcform40/relate dentity@lastname cftcbatch/cftcform40/relate dentity@firstname cftcbatch/cftcform40/relate dentity@middlename cftcbatch/cftcform40/relate dentity@namesuffix April 29, 2014 Page 215 of 269

216 Form 40 FOR BOTH LEGAL ENTITIES NATURAL PERSONS 88. Parent or Owner Street Address 89. Parent or Owner Suite 90. Parent or Owner City 91. Parent or Owner State 92. Parent or Owner Country isparentorowner available isparentorowner isparentorowner isparentorowner isparentorowner Street address of each parent/owner of the reporting trader Suite number of each parent/owner of the reporting trader City of each parent/owner of the reporting trader State of each parent/owner of the reporting trader Country of each parent/owner of the reporting trader cftcbatch/cftcform40/relate dentity@street cftcbatch/cftcform40/relate dentity@suite cftcbatch/cftcform40/relate dentity@city cftcbatch/cftcform40/relate dentity@state cftcbatch/cftcform40/relate dentity@country April 29, 2014 Page 216 of 269

217 93. Parent or Owner Zip/Postal Code 94. Parent or Owner Phone 95. Parent or Owner Website 96. Parent or Owner Address 97. Parent or Owner NFA ID Form isparentorowner isparentorowner available isparentorowner available isparentorowner Zip code or postal code of each parent/owner of the reporting trader Phone of each parent/owner of the reporting trader Website of each parent/owner of the reporting trader address of each parent/owner of the reporting trader The identification number given to the parent/owner of the reporting trader by the National Futures Association cftcbatch/cftcform40/relate dentity@postalcode cftcbatch/cftcform40/relate dentity@telephone cftcbatch/cftcform40/relate dentity@website cftcbatch/cftcform40/relate dentity@ cftcbatch/cftcform40/relate dentity@nfaidentifier April 29, 2014 Page 217 of 269

218 98. Parent or Owner Legal Entity Identifier Form 40 8 available isparentorowner % Owner 8 isparentorowner IF REPORTING TRADER IS A COMMODITY POOL The legal entity identifier (LEI) assigned to the parent/owner of the reporting trader by the LEI issuer Indicates if the parent of the reporting trader is a 10% beneficial owner Y = yes N = no cftcbatch/cftcform40/relate dentity@legalentityidentifie r cftcbatch/cftcform40/relate dentity@ispercent_ Commodity Pool Indicator 8i-8iii isparentorowner iscommoditypoo l For each parent/owner of the reporting trader that is a limited partner, shareholder, or other similar type of pool participant, indicates if the reported party is a commodity pool Y = Yes N = No cftcbatch/cftcform40/relate dentity@iscommoditypool April 29, 2014 Page 218 of 269

219 101. Parent or Owner Principal Indicator 102. Parent or Owner Affiliate Indicator Form 40 8i 8i isparentorowner iscommoditypoo l isparentorowner iscommoditypoo l For each parent/owner of the reporting trader that is a limited partner, shareholder, or other similar type of pool participant, indicates if the reported party is a principal of the operator of the commodity pool For each parent/owner of the reporting trader that is a limited partner, shareholder, or other similar type of pool participant, indicates if the reported party is an affiliate of the operator of the commodity pool Y = Yes N = No Y = yes N = no cftcbatch/cftcform40/relate dentity@isprincipal cftcbatch/cftcform40/relate dentity@isaffiliate April 29, 2014 Page 219 of 269

220 103. Parent or Owner Commodity Pool Operator Indicator % Ownership Indicator Form 40 8ii 8iii isparentorowner iscommoditypoo l isparentorowner iscommoditypoo l For each parent/owner of the reporting trader that is a limited partner, shareholder, or other similar type of pool participant, indicates if the reported party is also a commodity pool operator of the commodity pool For each parent/owner of the reporting trader that is a limited partner, shareholder, or other similar type of pool participant and where the operator of the commodity pool is exempt from registration under Y = Yes N = No Y = Yes N = No cftcbatch/cftcform40/relate dentity@iscommoditypool Operator cftcbatch/cftcform40/relate dentity@ispercent_25 April 29, 2014 Page 220 of 269

221 Form of the Commission s regulations, indicates if the reported party has an ownership or equity interest of 25 percent or greater in the commodity pool SUBSIDIARY OF THE REPORTING TRADER/PERSONS IN WHICH REPORTING TRADER HAS 10% OR GREATER OWNERSHIP INTEREST 105. Subsidiary or Owned Indicator 106. Subsidiary Company 9 9 Yes, issubsidiaryoro wned issubsidiaryoro wned Indicates whether the reporting trader has at least one subsidiary and, separately, all persons in which the reporting trader has a 10 percent or greater ownership interest Indicates if the reported party is a subsidiary of the reporting trader Y = Yes N = No Y = Yes N = No April 29, 2014 Page 221 of 269 cftcbatch/cftcform40/relate dentity@issubsidiaryorow ned cftcbatch/cftcform40/relate dentity@issubsidiarycomp any

222 107. Subsidiary Generation 108. Subsidiary or Owned Type Indicator Form issubsidiaryoro wned issubsidiarycom pany issubsidiaryoro wned IF SUBSIDIARY OR OWNED ENTITY IS A LEGAL ENTITY For each subsidiary entity of the reporting trader, indicates the hierarchical level in the entity structure where the subsidiary entity is located. Direct subsidiaries of the trader have Generation = -1; subsidiaries of a Generation -1 parent (subs of a sub) have Generation = - 2 and so on. For each reported party, indicates if the reported party is a natural person or a legal entity -2 = Sub of a sub -1 = Direct sub of a reporting trader LE = Legal Entity NP = Natural Person cftcbatch/cftcform40/relate dentity@generation cftcbatch/cftcform40/relate dentity@entitytype April 29, 2014 Page 222 of 269

223 109. Subsidiary or Owned Entity Name Form 40 9 Conditional entitytype = LE issubsidiaryoro wned Legal name of each subsidiary/owned entity of the reporting trader IF SUBSIDIARY OR OWNED ENTITY IS A NATURAL PERSON cftcbatch/cftcform40/relate dentity@legalentityname 110. Subsidiary or Owned Entity Last Name 111. Subsidiary or Owned Entity First Name 112. Subsidiary or Owned Entity Middle Name Conditional entitytype = NP issubsidiaryoro wned Conditional entitytype = NP issubsidiaryoro wned Conditional available entitytype = NP issubsidiaryoro wned Surname of each subsidiary/owned entity of the reporting trader Given or first in order name of each subsidiary/owned entity of the reporting trader Middle name of each subsidiary/owned entity of the reporting trader cftcbatch/cftcform40/relate dentity@lastname cftcbatch/cftcform40/relate dentity@firstname cftcbatch/cftcform40/relate dentity@middlename April 29, 2014 Page 223 of 269

224 113. Subsidiary or Owned Entity Name Suffix Form 40 9 Conditional available entitytype = NP issubsidiaryoro wned FOR BOTH LEGAL ENTITIES NATURAL PERSONS Generational or name suffix of each subsidiary/owned entity of the reporting trader cftcbatch/cftcform40/relate dentity@namesuffix 114. Subsidiary or Owned Entity Street Address 115. Subsidiary or Owned Entity Suite 116. Subsidiary or Owned Entity City 117. Subsidiary or Owned Entity State issubsidiaryoro wned issubsidiaryoro wned issubsidiaryoro wned issubsidiaryoro wned Street address of each subsidiary/owned entity of the reporting trader Suite number of each subsidiary/owned entity of the reporting trader City of each subsidiary/owned entity of the reporting trader State of each subsidiary/owned entity of the reporting trader cftcbatch/cftcform40/relate dentity@street cftcbatch/cftcform40/relate dentity@suite cftcbatch/cftcform40/relate dentity@city cftcbatch/cftcform40/relate dentity@state April 29, 2014 Page 224 of 269

225 118. Subsidiary or Owned Entity Country 119. Subsidiary or Owned Entity Zip/Postal Code 120. Subsidiary or Owned Entity Phone 121. Subsidiary or Owned Entity Website 122. Subsidiary or Owned Entity Address 123. Subsidiary or Owned Entity NFA Form issubsidiaryoro wned issubsidiaryoro wned issubsidiaryoro wned available issubsidiaryoro wned issubsidiaryoro wned Country of each subsidiary/owned entity of the reporting trader Zip code or postal code of each subsidiary/owned entity of the reporting trader Phone number of each subsidiary/owned entity of the reporting trader Website of each subsidiary/owned entity of the reporting trader address of each subsidiary/owned entity of the reporting trader The identification number given to cftcbatch/cftcform40/relate dentity@country cftcbatch/cftcform40/relate dentity@postalcode cftcbatch/cftcform40/relate dentity@telephone cftcbatch/cftcform40/relate dentity@website cftcbatch/cftcform40/relate dentity@ cftcbatch/cftcform40/relate dentity@nfaidentifier April 29, 2014 Page 225 of 269

226 ID 124. Subsidiary or Owned Entity Legal Entity Identifier Form 40 9 available If entitytype = LE issubsidiaryoro wned available If entitytype = LE issubsidiaryoro wned % Owned 9 issubsidiaryoro wned 126. Subsidiary Principal/Aff iliate Indicator 9i issubsidiaryoro wned the subsidiary/owned entity by the National Futures Association The legal entity identifier (LEI) assigned to the subsidiary/owned entity by the LEI issuer Indicates if the reported party is a person in which the reporting trader has a 10% or greater ownership interest For each subsidiary/owned entity that is a commodity pool and for which the reporting trader is a limited partner, Y = Yes N = No Y = Yes N = No cftcbatch/cftcform40/relate dentity@legalentityidentifie r cftcbatch/cftcform40/relate dentity@ispercent_10 cftcbatch/cftcform40/relate dentity@isprincipal April 29, 2014 Page 226 of 269

227 127. Subsidiary Affiliate Indicator 128. Subsidiary Commodity Pool Operator Indicator Form 40 9i 9ii issubsidiaryoro wned issubsidiaryoro wned shareholder, or other pool participant, indicates if the trader is a principal of the operator of the commodity pool For each subsidiary/owned entity that is a commodity pool and for which the reporting trader is a limited partner, shareholder, or other pool participant, indicates if the trader is an affiliate of the operator of the commodity pool For each reported party that is a commodity pool and for which the trader is a limited Y = Yes N = No Y = Yes, operator N = No, not the operator cftcbatch/cftcform40/relate dentity@isaffiliate cftcbatch/cftcform40/relate dentity@iscommoditypool Operator April 29, 2014 Page 227 of 269

228 129. Subsidiary 25% Ownership Indicator Form 40 9iii issubsidiaryoro wned partner, shareholder, or other pool participant, indicates if the trader is the commodity pool operator For each reported party that is a commodity pool and for which the trader is a limited partner, shareholder, or other pool participant, and for which the operator of the commodity pool is exempt from registration under 4.13 of the Commission s regulations, indicates if the trader has an ownership or equity interest of Y = 25% or greater interest N = not 25% or greater interest cftcbatch/cftcform40/relate dentity@ispercent_25 April 29, 2014 Page 228 of 269

229 Form percent or greater in the commodity pool CONTROL OF TRADING - PERSONS OTHER THAN REPORTING TRADER 130. Indicator 131. Alternate Trade Type Indicator 10 Yes List all persons outside of the reporting trader that control some or all of the derivatives trading of the reporting trader an alternate trade controller 10 isalternatetrade Control IF ALTERNATE TRADE CONTROLLER IS A LEGAL ENTITY For each alternate trade controller, indicates if the person is a natural person or legal entity Y=Yes N=No LE = Legal Entity NP = Natural Person cftcbatch/cftcform40/relate dentity@isalternatetradec ontrol cftcbatch/cftcform40/relate dentity@entitytype 132. Alternate Trade Legal Entity 10 entitytype = LE Legal name of each alternate trade controller cftcbatch/cftcform40/relate dentity@legalentityname April 29, 2014 Page 229 of 269

230 Name Form 40 isalternatetrade Control IF ALTERNATE TRADE CONTROLLER IS A NATURAL PERSON 133. Alternate Trade Last Name 134. Alternate Trade First Name 135. Alternate Trade Middle Name 136. Alternate Trade Name Suffix If entitytype = NP isalternatetrade Control Conditional, If entitytype = NP isalternatetrade Control Conditional (not required), If entitytype = NP isalternatetrade Control Conditional (not required), If entitytype = NP isalternatetrade Control Surname of each alternate trade controller Given or first in order name of each alternate trade controller Middle name of each alternate trade controller Generational or name suffix of each alternate trade controller cftcbatch/cftcform40/relate dentity@lastname cftcbatch/cftcform40/relate dentity@firstname cftcbatch/cftcform40/relate dentity@middlename cftcbatch/cftcform40/relate dentity@namesuffix April 29, 2014 Page 230 of 269

231 Form 40 FOR BOTH LEGAL ENTITIES NATURAL PERSONS 137. Alternate Trade Street Address 138. Alternate Trade Suite 139. Alternate Trade City 140. Alternate Trade State 141. Alternate Trade Country If isalternatetrade Control If isalternatetrade Control If isalternatetrade Control If isalternatetrade Control If isalternatetrade Control Street address of each alternate trade controller Suite number of each alternate trade controller City of each alternate trade controller State of each alternate trade controller Country of each alternate trade controller cftcbatch/cftcform40/relate cftcbatch/cftcform40/relate cftcbatch/cftcform40/relate cftcbatch/cftcform40/relate cftcbatch/cftcform40/relate April 29, 2014 Page 231 of 269

232 142. Alternate Trade Zip/Postal Code 143. Alternate Trade Phone 144. Alternate Trade Website 145. Alternate Trade Address 146. Alternate Trade NFA ID Form If isalternatetrade Control If isalternatetrade Control If avaliable isalternatetrade Control isalternatetrade Control available isalternatetrade Control Zip code or postal code of each alternate trade controller Phone number of each alternate trade controller Website of each alternate trade controller address of each alternate trade controller The identification number given to the alternate trade controller by the National Futures Association cftcbatch/cftcform40/relate cftcbatch/cftcform40/relate cftcbatch/cftcform40/relate cftcbatch/cftcform40/relate cftcbatch/cftcform40/relate April 29, 2014 Page 232 of 269

233 147. Alternate Trade Legal Entity Identifier 148. Alternate Trade Some/All Indicator Form available isalternatetrade Control If isalternatetrade Control The legal entity identifier (LEI) assigned to the alternate trade controller by the LEI issuer Indicates if the alternate trade controller controls some or all of the derivatives trading of the reporting trader PERSONS FOR WHICH REPORTING TRADER CONTROLS TRADING S = Some A = All cftcbatch/cftcform40/relate dentity@legalentityidentifie r cftcbatch/cftcform40/relate dentity@towhatdegree 149. Controlee Indicator 150. Controlee Type Indicator 11 Yes List all persons for which the reporting trader controls some or all of the derivatives trading (a controlee ) 11 istradecontrolf or For each controlee, indicates whether the person is a legal entity or Y=Yes N=No LE = Legal Entity NP = Natural Person cftcbatch/cftcform40/relate dentity@istradecontrolfor cftcbatch/cftcform40/relate dentity@entitytype April 29, 2014 Page 233 of 269

234 Form 40 natural person IF CONTROLEE IS A LEGAL ENTITY 151. Controlee Legal Entity Name 11 IF CONTROLEE IS A NATURAL PERSON entitytype = LE istradecontrolf or Legal name of each controlee cftcbatch/cftcform40/relate dentity@legalentityname 152. Controlee Last Name 153. Controlee First Name 154. Controlee Middle Name entitytype = NP istradecontrolf or entitytype = NP istradecontrolf or avaliable Surname of each controlee Given or first in order name of each controlee Middle name of each controlee cftcbatch/cftcform40/relate dentity@lastname cftcbatch/cftcform40/relate dentity@firstname cftcbatch/cftcform40/relate dentity@middlename April 29, 2014 Page 234 of 269

235 155. Controlee Name Suffix Form entitytype = NP istradecontrolf or avaliable entitytype = NP istradecontrolf or FOR BOTH LEGAL ENTITIES NATURAL PERSONS Generational or name suffix of each controlee cftcbatch/cftcform40/relate dentity@namesuffix 156. Controlee Street Address 157. Controlee Suite 158. Controlee City istradecontrolf or avaliable istradecontrolf or istradecontrolf or Street address of each controlee Suite number of each controlee City of each controlee cftcbatch/cftcform40/relate dentity@street cftcbatch/cftcform40/relate dentity@suite cftcbatch/cftcform40/relate dentity@city April 29, 2014 Page 235 of 269

236 159. Controlee State 160. Controlee Country 161. Controlee Zip/Postal Code 162. Controlee Phone 163. Controlee Website 164. Controlee Address 165. Controlee NFA ID Form istradecontrolf or istradecontrolf or istradecontrolf or istradecontrolf or Information available istradecontrolf or istradecontrolf or If Information State of each controlee Country of each controlee Zip code or postal code of each controlee Phone number of each controlee Website of each controlee address of each controlee The identification number given to cftcbatch/cftcform40/relate cftcbatch/cftcform40/relate cftcbatch/cftcform40/relate cftcbatch/cftcform40/relate cftcbatch/cftcform40/relate cftcbatch/cftcform40/relate cftcbatch/cftcform40/relate April 29, 2014 Page 236 of 269

237 166. Controlee Legal Entity Identifier 167. Controlee Some/All Indicator Form Avaliable istradecontrolf or If Information Avaliable istradecontrolf or If istradecontrolf or the controlee by the National Futures Association The legal entity identifier (LEI) assigned to the controlee by the LEI issuer Indicates if the reporting trader controls some or all of the derivatives trading of the controlee S = Some A = All OTHER PERSON THAT INFLUENCES OR EXERCISES AUTHORITY OVER TRADING cftcbatch/cftcform40/relate dentity@legalentityidentifie r cftcbatch/cftcform40/relate dentity@towhatdegree 168. Influencer/ Authority Indicator 12 Yes List any other person(s) that directly or indirectly influence, or exercise authority over, some or all of the trading of the reporting trader, Y=Yes N=No cftcbatch/cftcform40/relate dentity@isotherinfluence April 29, 2014 Page 237 of 269

238 169. Influencer/A uthority Type Indicator Form isotherinfluence IF REPORTABLE INFLUENCER IS A LEGAL ENTITY 170. Influencer/A uthority Legal Entity Name 12 entitytype= LE isotherinfluence IF REPORTABLE INFLUENCER IS A NATURAL PERSON but who do not exercise control as defined in the OCR Final Rule (a Reportable Influencer ) For each reportable influencer, indicates whether the person is legal entity or natural person Legal name of each reportable influencer LE = Legal Entity NP = Natural Person cftcbatch/cftcform40/relate dentity@entitytype cftcbatch/cftcform40/relate dentity@legalentityname 171. Influencer/A uthority Last Name 12 entitytype= NP Surname of each reportable influencer cftcbatch/cftcform40/relate dentity@lastname April 29, 2014 Page 238 of 269

239 172. Influencer/A uthority First Name 173. Influencer/A uthority Middle Name 174. Influencer/A uthority Name Suffix Form isotherinfluence entitytype= NP isotherinfluence If Information Avaliable entitytype= NP isotherinfluence If Information Avaliable entitytype= NP isotherinfluence FOR BOTH LEGAL ENTITIES NATURAL PERSONS Given or first in order name of each reportable influencer Middle name of each reportable influencer Generational or name suffix of each reportable influencer cftcbatch/cftcform40/relate cftcbatch/cftcform40/relate cftcbatch/cftcform40/relate 175. Influencer/A uthority 12 Street address of each reportable cftcbatch/cftcform40/relate April 29, 2014 Page 239 of 269

240 Street Address 176. Influencer/A uthority Suite 177. Influencer/A uthority City 178. Influencer/A uthority State 179. Influencer/A uthority Country 180. Influencer/A uthority Zip/Postal Code 181. Influencer/A uthority Phone Form isotherinfluence If Information Avaliable isotherinfluence isotherinfluence isotherinfluence isotherinfluence isotherinfluence isotherinfluence influencer Suite number of each reportable influencer City of each reportable influencer State of each reportable influencer Country of each reportable influencer Zip code or postal code of each reportable influencer Phone number of each reportable influencer cftcbatch/cftcform40/relate cftcbatch/cftcform40/relate cftcbatch/cftcform40/relate cftcbatch/cftcform40/relate cftcbatch/cftcform40/relate cftcbatch/cftcform40/relate April 29, 2014 Page 240 of 269

241 182. Influencer/A uthority Website 183. Influencer/A uthority Address 184. Influencer/A uthority NFA ID 185. Influencer/A uthority Legal Entity Identifier 186. Influencer/A uthority Some/All Indicator Form Information Avalaible isotherinfluence isotherinfluence If Information available isotherinfluence If Information available isotherinfluence If isotherinfluence URL for the website of each reportable influencer address of each reportable influencer The identification number given to the influencer/author ity by the National Futures Association The legal entity identifier (LEI) assigned to the influencer/author ity by the LEI issuer Indicates if the identified party influences or exercises authority over S = Some A = All cftcbatch/cftcform40/relate dentity@website cftcbatch/cftcform40/relate dentity@ cftcbatch/cftcform40/relate dentity@nfaidentifier cftcbatch/cftcform40/relate dentity@legalentityidentifie r cftcbatch/cftcform40/relate dentity@towhatdegree April 29, 2014 Page 241 of 269

242 Form 40 some or all of the derivatives trading of the reporting trader EXPRESS OR IMPLIED AGREEMENT - CONTACT INFORMATION 187. Derivatives Trading Agreement Indicator 188. Reportable Party Entity Type 13 Yes Indicates if some or all of the derivatives trading of the reporting trader is subject to an express or implied agreement/under standing with any person(s) not already listed. 13 isotheragreeme nt IF REPORTABLE PARTY IS A LEGAL ENTITY For each reportable party, indicates such person is a legal entity or natural person Y = Yes N = No LE = Legal Entity NP = Natural Person cftcbatch/cftcform40/relate dentity@isotheragreement cftcbatch/cftcform40/relate dentity@entitytype 189. Reportable Party Legal 13 Legal name of each reportable cftcbatch/cftcform40/relate dentity@legalentityname April 29, 2014 Page 242 of 269

243 Form 40 Entity Name entitytype= LE isotheragreeme nt IF REPORTABLE PARTY IS A NATURAL PERSON party 190. Reportable Party Last Name 191. Reportable Party First Name 192. Reportable Party Middle Name 193. Reportable Party Name Suffix entitytype= NP isotheragreeme nt entitytype= NP isotheragreeme nt If Information Avaliable entitytype= NP isotheragreeme nt If Information Surname of each reportable party Given or first in order name of each reportable party Middle name of each reportable party Generational or name suffix of each reportable cftcbatch/cftcform40/relate dentity@lastname cftcbatch/cftcform40/relate dentity@firstname cftcbatch/cftcform40/relate dentity@middlename cftcbatch/cftcform40/relate dentity@namesuffix April 29, 2014 Page 243 of 269

244 Form 40 Avaliable entitytype= NP isotheragreeme nt FOR BOTH LEGAL ENTITIES NATURAL PERSONS party 194. Reportable Party Street Address 195. Reportable Party Suite 196. Reportable Party City 197. Reportable Party State 198. Reportable Party Country isotheragreeme nt If Information Avaliable isotheragreeme nt isotheragreeme nt isotheragreeme nt isotheragreeme Street address of each reportable party Suite number of each reportable party City of each reportable party State of each reportable party County of each reportable party cftcbatch/cftcform40/relate cftcbatch/cftcform40/relate cftcbatch/cftcform40/relate cftcbatch/cftcform40/relate cftcbatch/cftcform40/relate April 29, 2014 Page 244 of 269

245 Form 40 nt 199. Reportable Party Zip/Postal Code 200. Reportable Party Phone 201. Reportable Party Website 202. Reportable Party Address 203. Reportable Party NFA ID isotheragreeme nt isotheragreeme nt Information Avaliable isotheragreeme nt isotheragreeme nt Information avaliable isotheragreeme nt Zip Code or postal code of each reportable party Phone number of each reportable party URL for the website of each reportable party address of each reportable party The identification number given to the reportable party by the National Futures Association cftcbatch/cftcform40/relate cftcbatch/cftcform40/relate cftcbatch/cftcform40/relate cftcbatch/cftcform40/relate cftcbatch/cftcform40/relate April 29, 2014 Page 245 of 269

246 204. Reportable Party Legal Entity Identifier 205. Reportable Party Some/All Indicator Form Information avaliable isotheragreeme nt isotheragreeme nt The legal entity identifier (LEI) assigned to the reportable party by the LEI issuer Indicates if some or all of the reporting trader s derivatives trading is subject to an agreement or understanding with the reportable party S = Some A = All cftcbatch/cftcform40/relate dentity@legalentityidentifie r cftcbatch/cftcform40/relate dentity@towhatdegree THE FOLLOWING FORM 40 QUESTIONS REFERENCE DEFINITIONS SUPPLEMENTAL LISTS THAT APPEAR IN THE FORM 40 ATTACHED AS AN APPENDIX TO THE OCR FINAL RULE Commodity Index Trading Indicator (Paragraph A) 14i Yes Indicates if the reporting trader is engaged in Commodity Index Trading as defined in Y = Yes N = No cftcbatch/cftcform40@isco mmodityindextrader_invest or 21 Reporting parties should visit this link to view the OCR Final Rule on the Federal Register: Visit this link to view a pdf copy of the OCR Final Rule: April 29, 2014 Page 246 of 269

247 207. Commodity Index Trading Indicator (Paragraph B) 208. CIT Long/Short Exposure Indicator Form 40 Paragraph A of the CIT definition 14ii Yes Indicates if the reporting trader is engaged in Commodity Index Trading as defined in Paragraph B of the CIT definition 14iia iscommodityind extrader_manag er = Y Indicates if the reporting trader [that is engaged in Commodity Index Trading as defined in Paragraph B and with respect to commodities in Supplemental List II] is pursuing aggregate long or short exposure with respect to such commodities or Y = Yes N = No L = Long S = Short cftcbatch/cftcform40@isco mmodityindextrader_mana ger cftcbatch/cftcform40@com modityindexexposure April 29, 2014 Page 247 of 269

248 209. Commodity Index Trading Start Date Form 40 14iia Requ ired if iscommodityind extrader_manag er = Y commodity groups. It is not necessary to respond to this question with respect to CIT that tracks the performance of multiple unrelated commodities or commodity groups (e.g., an investment in an exchange-traded fund that tracks the performance of an index representing commodities spanning multiple commodity groups). For traders who are engaged in Commodity Index Trading as defined in YYYY-MM-DD cftcbatch/cftcform40@initi atedcommodityindextradin g April 29, 2014 Page 248 of 269

249 210. Swap Dealer Indicator 211. Major Swap Participant Indicator 212. Business Sector Form 40 OR iscommodityind extrader_investo r = Y Paragraph A or B of the CIT definition, indicates the month and year in which the trader first became engaged in such trading. 15 Yes Indicates if the reporting trader is a swap dealer as defined in 1.3(ppp) of regulations under the Commodity Exchange Act 16 Yes Indicates if the reporting trader is a Major Swap Participant, as defined in 1.3(qqq) of regulations under the Commodity Exchange Act 17 No Each business sector and subsector that Y = Yes N = No Y = Yes N = No See Appendix B of this Technical Document cftcbatch/cftcform40@issw apdealer cftcbatch/cftcform40@issw apparticipant cftcbatch/cftcform40/nature OfBusiness@businessSector April 29, 2014 Page 249 of 269

250 213. Business Subsector 214. Other Description Business Subsector 215. Primary Subsector Form 40 pertains to the business activities or occupation of the reporting trader 17 No Each business sector and subsector that pertains to the business activities or occupation of the reporting trader 17 No Description of the subsector in the event that Other is selected. 17 businesssubsect or is not null. In the event that more than one (sub)sector is listed, an indication of the (sub)sector primarily describes the nature of the reporting trader s business Supplemental List I for valid submission codes See Appendix B of this Technical Document Supplemental List I for valid submission codes Y=Yes N=No cftcbatch/cftcform40/nature OfBusiness@businessSubSe ctor cftcbatch/cftcform40/nature OfBusiness@otherDescripti on cftcbatch/cftcform40/nature OfBusiness@isPrimary April 29, 2014 Page 250 of 269

251 216. Commodities Traded 217. Commodity Groups Traded Form No Each individual commodity or commodity group that the reporting trader presently trades or expects to trade in the near future in derivatives markets (There is a supplementary list to select from in the form) 18 No Each individual commodity or commodity group that the reporting trader presently trades or expects to trade in the near future in derivatives markets (There is a supplementary list to select from in the form) See Appendix B of this Technical Document Supplemental List II for valid submission codes See Appendix B of this Technical Document Supplemental List II for valid submission codes cftcbatch/cftcform40/nature OfBusiness@commodity cftcbatch/cftcform40/nature OfBusiness@commodityGro up April 29, 2014 Page 251 of 269

252 218. Other Description Commodity/ Commodity Group Traded 219. Individual Commodity Business Purpose 220. Individual Commodity Predominant Business Purpose Indicator Form No A description of the commodity group and commodity in the event that the user selects Other Individual Commodity is selected, then business purpose must be added. ConditionalRequ ired if businesspurpose is not null. For each listed individual commodity, indicates the business purposes for which the reporting trader uses derivatives markets (There is a supplementary list to select from in the form) If the reporting trader has more than one business purpose for trading in an individual commodity, indicates the predominant See Appendix B of this Technical Document Supplemental List III for valid submission codes Y=Yes N=No cftcbatch/cftcform40/nature OfBusiness@otherDescripti on cftcbatch/cftcform40/nature OfBusiness@businessPurpo se cftcbatch/cftcform40/nature OfBusiness@isPrimary April 29, 2014 Page 252 of 269

253 221. Reporting Trader Authorizatio n Indicator 222. Authorized Representati ve Last Name 223. Authorized Representati ve First Name Form 40 business purpose Yes Indicates if the submitter is duly authorized by the reporting trader to provide the and representations submitted on this Form 40, and that and representations are true and correct 20 Yes Surname of the authorized representative 20 Yes Given or first in order name of the authorized representative Y = authorized N = not authorized cftcbatch/cftcform40/contac t@isauthorizedrepresentati ve cftcbatch/cftcform40/contac t@lastname cftcbatch/cftcform40/contac t@firstname 22 When responding to question 19, reporting traders should use their discretion in determining the predominant business purpose. A predominant business purpose may include, for example, the business purpose that is predominant in terms of monetary value, or other business purpose deemed predominant by a reporting trader. April 29, 2014 Page 253 of 269

254 224. Authorized Representati ve Middle Name 225. Authorized Representati ve Name Suffix 226. Authorized Representati ve Position 227. Authorized Representati ve Submitted on behalf of 228. Date of Submission Form Yes Middle name of the authorized representative 20 Yes Generation or name suffix of the authorized representative 20 Yes Job position of the authorized representative 20 Yes Reporting Trader Name 40 was submitted on behalf of 20 Yes Date [indicated by the authorized representative] that the form was submitted to cftcbatch/cftcform40/contac cftcbatch/cftcform40/contac cftcbatch/cftcform40/contac ehalfof mitdate April 29, 2014 Page 254 of 269

255 Appendix A: SFTP Registration To register an SFTP account: 1. Browse to the Creation Page on the Commission s website, 2. Confirm that you have read the agreement and agree to abide by its terms by selecting the Agreement to Terms of Use check box and clicking Agree. Page 255 of 269

256 April 29, 2014 Page 256 of 269

257 3. On the Request Creation page, supply the following : Requester first name The first name of the user requesting the account Requester last name The last name (or surname) of the user requesting the account Company name The Company that will be supplying the data to the address The address of the contact. The address must be from the domain that will be submitting data; the Reporting Entities domain. Third party domains (e.g., hotmail, yahoo, gmail) will not be accepted. Telephone The requester s phone number, should need to confirm the user via a phone call. Fax Not required Once you have submitted the data, the request will be passed to s Office of Data and Technology for approval. 4. Once the account creation is approved, you will be sent an with a link to confirm the request. Note the three-letter Alpha Code that must be used for all data submissions made by this company to the. April 29, 2014 Page 257 of 269

258 5. Click the confirmation link in the (or copy the URL into your web browser). 6. On the Confirm Your Request screen, confirm the account creation request by typing in the three-letter Alpha Code supplied in the and click Confirm. April 29, 2014 Page 258 of 269

259 A message will display indicating that your request has been submitted. You will receive two follow-on s from the. Each will address guidelines for using this account. The first will contain your new user ID and instructions on converting your FTP to a Secure FTP. April 29, 2014 Page 259 of 269

260 7. All reporting entities must exchange their Public Keys with the to activate their Secure FTP account. Send your Public Key to You will then receive the second , which will contain your new password for the FTP account. April 29, 2014 Page 260 of 269