Reportable Fields

• Duration
• Counterparty 2
• Identifier of the basket's constituents
• Reference Rate/Other Reference Rate (aka Underlier ID) - for Commodities
• Related Futures Contract (e.g., CFTC Public Masking Indicator)
• Component Reference Price Category (e.g., Block/Large Notional/Cap Category)
• Commodity Swap Category/Other Commodity Swap Category (e.g., CFTC Public Masking)
• Commodity Region/Other Commodity Region (e.g., CFTC Public dissemination masking)