{"text_format":"2","workbook":"xls","n_sheets":4,"sheets":["Swap Portfolio","Fixed Income Portfolio","Swap Portfolio Descriptions","FI Portfolio Descriptions"],"not_rendered":{"charts":0,"images":0,"macros":0,"external_links":2,"defined_names":3,"comments":0,"pivot_tables":0},"unopened":[],"bounds":{"document_bytes":16777216,"sheet_cells":100000,"run_cost":"one","rows_first":2000,"rows_last":500,"rows_between":2000,"halvings":0,"cell_chars":16384,"cell_head_chars":4096},"cells_cut":0,"cells_raw":0,"read":"whole","date_system":"1900","formulas":"cached_only"}

{"sheet":"Swap Portfolio","index":0,"n_rows":28,"n_cols":36,"rows_kept":28,"cut":false,"hidden":false,"merged":[],"flags":["formulas_cached_only"]}
["PORTFOLIO_ID","g_ProductType","g_OurRef","g_SwapType","g_IMM","g_TradeDate","g_EffectiveDate","g_TerminationDate","g_BusDayConv","g_Currency","g_Notional","g_PartyA","g_PartyB","p_FloatRateOpt","p_Spread","p_Rate","p_FirstFixingRate","p_PeriodEnd","p_DayCountFrac","p_BusDayConv","p_FinancialCentre","p_DesignatedMat","p_CompType","p_Compfrequency","r_FloatRateOpt","r_Spread","r_Rate","r_FirstFixingRate","r_PeriodEnd","r_DayCountFrac","r_BusDayConv","r_FinancialCentre","r_DesignatedMat","r_CompType","r_Compfrequency","p_Rollday"]
["PF_TESTCASE_XM_1.1","IRS",198,"FIXEDFLOAT","N","2013-10-31","2013-10-31","2023-10-31","MODIFIEDF","EUR",100000000,"ProcABIC","ProcBBIC",null,0,1.66,null,"Y","30E/360","MODIFIEDF",null,"1Y",null,null,"EUR-EURIBOR-REUTERS",0,0,null,"Y","ACT/360","MODIFIEDF",null,"6M",null,null,4]
["PF_TESTCASE_XM_1.2","IRS",199,"FLOATFIXED","N","2013-10-31","2013-10-31","2023-10-31","MODIFIEDF","EUR",100000000,"ProcABIC","ProcBBIC","EUR-EURIBOR-REUTERS",0,0,null,"Y","ACT/360","MODIFIEDF",null,"6M",null,null,null,0,1.66,null,"Y","30E/360","MODIFIEDF",null,"1Y",null,null,4]
["PF_TESTCASE_XM_1.3","IRS",200,"FLOATFIXED","N","2013-10-31","2013-10-31","2023-10-31","MODIFIEDF","CHF",100000000,"ProcABIC","ProcBBIC","CHF-LIBOR-BBA",0,0,null,"Y","ACT/360","MODIFIEDF",null,"6M",null,null,null,0,0.9575,null,"Y","30E/360","MODIFIEDF",null,"1Y",null,null,4]
["PF_TESTCASE_XM_2.1","IRS",201,"FIXEDFLOAT","N","2013-10-31","2013-10-31","2015-10-31","MODIFIEDF","EUR",100000000,"ProcABIC","ProcBBIC",null,0,0.4776,null,"Y","30E/360","MODIFIEDF",null,"1Y",null,null,"EUR-EURIBOR-REUTERS",0,0,null,"Y","ACT/360","MODIFIEDF",null,"6M",null,null,4]
["PF_TESTCASE_XM_2.1","IRS",202,"FIXEDFLOAT","N","2013-10-31","2013-10-31","2018-10-31","MODIFIEDF","EUR",100000000,"ProcABIC","ProcBBIC",null,0,0.9724,null,"Y","30E/360","MODIFIEDF",null,"1Y",null,null,"EUR-EURIBOR-REUTERS",0,0,null,"Y","ACT/360","MODIFIEDF",null,"6M",null,null,4]
["PF_TESTCASE_XM_2.1","IRS",203,"FIXEDFLOAT","N","2013-10-31","2013-10-31","2023-10-31","MODIFIEDF","EUR",100000000,"ProcABIC","ProcBBIC",null,0,1.66,null,"Y","30E/360","MODIFIEDF",null,"1Y",null,null,"EUR-EURIBOR-REUTERS",0,0,null,"Y","ACT/360","MODIFIEDF",null,"6M",null,null,4]
["PF_TESTCASE_XM_2.1","IRS",204,"FIXEDFLOAT","N","2013-10-31","2013-10-31","2043-10-31","MODIFIEDF","EUR",100000000,"ProcABIC","ProcBBIC",null,0,2.3836,null,"Y","30E/360","MODIFIEDF",null,"1Y",null,null,"EUR-EURIBOR-REUTERS",0,0,null,"Y","ACT/360","MODIFIEDF",null,"6M",null,null,4]
["PF_TESTCASE_XM_2.2","IRS",205,"FLOATFIXED","N","2013-10-31","2013-10-31","2015-10-31","MODIFIEDF","EUR",100000000,"ProcABIC","ProcBBIC","EUR-EURIBOR-REUTERS",0,0,null,"Y","ACT/360","MODIFIEDF",null,"6M",null,null,null,0,0.4776,null,"Y","30E/360","MODIFIEDF",null,"1Y",null,null,4]
["PF_TESTCASE_XM_2.2","IRS",206,"FLOATFIXED","N","2013-10-31","2013-10-31","2018-10-31","MODIFIEDF","EUR",100000000,"ProcABIC","ProcBBIC","EUR-EURIBOR-REUTERS",0,0,null,"Y","ACT/360","MODIFIEDF",null,"6M",null,null,null,0,0.9724,null,"Y","30E/360","MODIFIEDF",null,"1Y",null,null,4]
["PF_TESTCASE_XM_2.2","IRS",207,"FLOATFIXED","N","2013-10-31","2013-10-31","2023-10-31","MODIFIEDF","EUR",100000000,"ProcABIC","ProcBBIC","EUR-EURIBOR-REUTERS",0,0,null,"Y","ACT/360","MODIFIEDF",null,"6M",null,null,null,0,1.66,null,"Y","30E/360","MODIFIEDF",null,"1Y",null,null,4]
["PF_TESTCASE_XM_2.2","IRS",208,"FLOATFIXED","N","2013-10-31","2013-10-31","2043-10-31","MODIFIEDF","EUR",100000000,"ProcABIC","ProcBBIC","EUR-EURIBOR-REUTERS",0,0,null,"Y","ACT/360","MODIFIEDF",null,"6M",null,null,null,0,2.3836,null,"Y","30E/360","MODIFIEDF",null,"1Y",null,null,4]
["PF_TESTCASE_XM_2.3","IRS",209,"FIXEDFLOAT","N","2013-10-31","2013-10-31","2015-10-31","MODIFIEDF","EUR",100000000,"ProcABIC","ProcBBIC",null,0,0.4776,null,"Y","30E/360","MODIFIEDF",null,"1Y",null,null,"EUR-EURIBOR-REUTERS",0,0,null,"Y","ACT/360","MODIFIEDF",null,"6M",null,null,4]
["PF_TESTCASE_XM_2.3","IRS",210,"FLOATFIXED","N","2013-10-31","2013-10-31","2018-10-31","MODIFIEDF","EUR",100000000,"ProcABIC","ProcBBIC","EUR-EURIBOR-REUTERS",0,0,null,"Y","ACT/360","MODIFIEDF",null,"6M",null,null,null,0,0.9724,null,"Y","30E/360","MODIFIEDF",null,"1Y",null,null,4]
["PF_TESTCASE_XM_2.3","IRS",211,"FIXEDFLOAT","N","2013-10-31","2013-10-31","2023-10-31","MODIFIEDF","EUR",100000000,"ProcABIC","ProcBBIC",null,0,1.66,null,"Y","30E/360","MODIFIEDF",null,"1Y",null,null,"EUR-EURIBOR-REUTERS",0,0,null,"Y","ACT/360","MODIFIEDF",null,"6M",null,null,4]
["PF_TESTCASE_XM_2.3","IRS",212,"FLOATFIXED","N","2013-10-31","2013-10-31","2043-10-31","MODIFIEDF","EUR",100000000,"ProcABIC","ProcBBIC","EUR-EURIBOR-REUTERS",0,0,null,"Y","ACT/360","MODIFIEDF",null,"6M",null,null,null,0,2.3836,null,"Y","30E/360","MODIFIEDF",null,"1Y",null,null,4]
["PF_TESTCASE_XM_2.4","IRS",213,"FLOATFIXED","N","2013-10-31","2013-10-31","2015-01-04","MODIFIEDF","EUR",100000000,"ProcABIC","ProcBBIC","EUR-EURIBOR-REUTERS",0,0,null,"Y","ACT/360","MODIFIEDF",null,"6M",null,null,null,0,0.4776,null,"Y","30E/360","MODIFIEDF",null,"1Y",null,null,4]
["PF_TESTCASE_XM_2.4","IRS",214,"FLOATFIXED","N","2013-10-31","2013-10-31","2018-01-04","MODIFIEDF","EUR",100000000,"ProcABIC","ProcBBIC","EUR-EURIBOR-REUTERS",0,0,null,"Y","ACT/360","MODIFIEDF",null,"6M",null,null,null,0,0.9724,null,"Y","30E/360","MODIFIEDF",null,"1Y",null,null,4]
["PF_TESTCASE_XM_2.4","IRS",215,"FLOATFIXED","N","2013-10-31","2013-10-31","2023-01-04","MODIFIEDF","EUR",100000000,"ProcABIC","ProcBBIC","EUR-EURIBOR-REUTERS",0,0,null,"Y","ACT/360","MODIFIEDF",null,"6M",null,null,null,0,1.66,null,"Y","30E/360","MODIFIEDF",null,"1Y",null,null,4]
["PF_TESTCASE_XM_2.4","IRS",216,"FLOATFIXED","N","2013-10-31","2013-10-31","2043-01-04","MODIFIEDF","EUR",100000000,"ProcABIC","ProcBBIC","EUR-EURIBOR-REUTERS",0,0,null,"Y","ACT/360","MODIFIEDF",null,"6M",null,null,null,0,2.3836,null,"Y","30E/360","MODIFIEDF",null,"1Y",null,null,4]
["PF_TESTCASE_XM_2.4","IRS",217,"FIXEDFLOAT","N","2013-10-31","2013-10-31","2015-01-04","MODIFIEDF","CHF",100000000,"ProcABIC","ProcBBIC",null,0,0.4776,null,"Y","30E/360","MODIFIEDF",null,"1Y",null,null,"CHF-LIBOR-BBA",0,0,null,"Y","ACT/360","MODIFIEDF",null,"6M",null,null,4]
["PF_TESTCASE_XM_2.4","IRS",218,"FIXEDFLOAT","N","2013-10-31","2013-10-31","2018-01-04","MODIFIEDF","CHF",100000000,"ProcABIC","ProcBBIC",null,0,0.9724,null,"Y","30E/360","MODIFIEDF",null,"1Y",null,null,"CHF-LIBOR-BBA",0,0,null,"Y","ACT/360","MODIFIEDF",null,"6M",null,null,4]
["PF_TESTCASE_XM_2.4","IRS",219,"FIXEDFLOAT","N","2013-10-31","2013-10-31","2023-01-04","MODIFIEDF","CHF",100000000,"ProcABIC","ProcBBIC",null,0,1.66,null,"Y","30E/360","MODIFIEDF",null,"1Y",null,null,"CHF-LIBOR-BBA",0,0,null,"Y","ACT/360","MODIFIEDF",null,"6M",null,null,4]
["PF_TESTCASE_XM_2.4","IRS",220,"FIXEDFLOAT","N","2013-10-31","2013-10-31","2043-01-04","MODIFIEDF","CHF",100000000,"ProcABIC","ProcBBIC",null,0,2.3836,null,"Y","30E/360","MODIFIEDF",null,"1Y",null,null,"CHF-LIBOR-BBA",0,0,null,"Y","ACT/360","MODIFIEDF",null,"6M",null,null,4]
["PF_TESTCASE_XM_2.5","IRS",221,"FLOATFIXED","N","2013-10-31","2013-10-31","2018-10-31","MODIFIEDF","EUR",100000000,"ProcABIC","ProcBBIC","EUR-EURIBOR-REUTERS",0,0,null,"Y","ACT/360","MODIFIEDF",null,"6M",null,null,null,0,0.9724,null,"Y","30E/360","MODIFIEDF",null,"1Y",null,null,4]
["PF_TESTCASE_XM_2.5","IRS",222,"FLOATFIXED","N","2013-10-31","2013-10-31","2023-10-31","MODIFIEDF","EUR",100000000,"ProcABIC","ProcBBIC","EUR-EURIBOR-REUTERS",0,0,null,"Y","ACT/360","MODIFIEDF",null,"6M",null,null,null,0,1.66,null,"Y","30E/360","MODIFIEDF",null,"1Y",null,null,4]
["PF_TESTCASE_XM_2.6","IRS",223,"FLOATFIXED","N","2013-10-31","2013-10-31","2018-10-31","MODIFIEDF","EUR",100000000,"ProcABIC","ProcBBIC","EUR-EURIBOR-REUTERS",0,0,null,"Y","ACT/360","MODIFIEDF",null,"6M",null,null,null,0,0.9724,null,"Y","30E/360","MODIFIEDF",null,"1Y",null,null,4]
["PF_TESTCASE_XM_2.6","IRS",224,"FLOATFIXED","N","2013-10-31","2013-10-31","2023-10-31","MODIFIEDF","EUR",100000000,"ProcABIC","ProcBBIC","EUR-EURIBOR-REUTERS",0,0,null,"Y","ACT/360","MODIFIEDF",null,"6M",null,null,null,0,1.66,null,"Y","30E/360","MODIFIEDF",null,"1Y",null,null,4]

{"sheet":"Fixed Income Portfolio","index":1,"n_rows":28,"n_cols":8,"rows_kept":28,"cut":false,"hidden":false,"merged":[],"flags":["formulas_cached_only"]}
["PORTFOLIO_ID","EXCHANGE_CODE","PRODUCT_SHORTNAME","CALL_PUT_FLAG","CURRENCY","EXPIRY_DATE","STRIKE_PRICE","POSITION_SIZE"]
["PF_TESTCASE_XM_1.1","FBND","FGBL","F","EUR",20131208,0,-10]
["PF_TESTCASE_XM_1.2","FBND","FGBL","F","EUR",20131208,0,-1000]
["PF_TESTCASE_XM_1.3","FBND","CONF","F","EUR",20131208,0,-1000]
["PF_TESTCASE_XM_2.1","FBND","FGBS","F","EUR",20131208,0,-1000]
["PF_TESTCASE_XM_2.1","FBND","FGBM","F","EUR",20131208,0,-1000]
["PF_TESTCASE_XM_2.1","FBND","FGBL","F","EUR",20131208,0,-1000]
["PF_TESTCASE_XM_2.1","FBND","FGBX","F","EUR",20131208,0,-1000]
["PF_TESTCASE_XM_2.2","FBND","FGBS","F","EUR",20131208,0,-1000]
["PF_TESTCASE_XM_2.2","FBND","FGBM","F","EUR",20131208,0,-1000]
["PF_TESTCASE_XM_2.2","FBND","FGBL","F","EUR",20131208,0,-1000]
["PF_TESTCASE_XM_2.2","FBND","FGBX","F","EUR",20131208,0,-1000]
["PF_TESTCASE_XM_2.3","FBND","FGBS","F","EUR",20131208,0,-1000]
["PF_TESTCASE_XM_2.3","FBND","FGBM","F","EUR",20131208,0,-1000]
["PF_TESTCASE_XM_2.3","FBND","FGBL","F","EUR",20131208,0,-1000]
["PF_TESTCASE_XM_2.3","FBND","FGBX","F","EUR",20131208,0,-1000]
["PF_TESTCASE_XM_2.4","FBND","FGBS","F","EUR",20131208,0,-1000]
["PF_TESTCASE_XM_2.4","FBND","FGBM","F","EUR",20131208,0,-1000]
["PF_TESTCASE_XM_2.4","FBND","FGBL","F","EUR",20131208,0,-1000]
["PF_TESTCASE_XM_2.4","FBND","FGBX","F","EUR",20131208,0,-1000]
["PF_TESTCASE_XM_2.5","FBND","FGBM","F","EUR",20131208,0,-1000]
["PF_TESTCASE_XM_2.5","FBND","FGBL","F","EUR",20131208,0,-1000]
["PF_TESTCASE_XM_2.5","FBND","FOAM","F","EUR",20131208,0,-1000]
["PF_TESTCASE_XM_2.5","FBND","FOAT","F","EUR",20131208,0,-1000]
["PF_TESTCASE_XM_2.5","FBND","FGBM","F","EUR",20131208,0,-1000]
["PF_TESTCASE_XM_2.5","FBND","FGBL","F","EUR",20131208,0,-1000]
["PF_TESTCASE_XM_2.5","FBND","FBTS","F","EUR",20131208,0,-1000]
["PF_TESTCASE_XM_2.5","FBND","FBTM","F","EUR",20131208,0,-1000]

{"sheet":"Swap Portfolio Descriptions","index":2,"n_rows":72,"n_cols":5,"rows_kept":72,"cut":false,"hidden":false,"merged":[[69,3,71,3],[47,0,49,0],[47,2,49,2],[50,0,52,0],[50,2,52,2],[66,4,68,4],[69,4,71,4],[64,0,65,0],[64,1,65,1],[64,2,65,2],[66,0,68,0],[66,2,68,2],[66,3,68,3],[69,0,71,0],[69,2,71,2],[40,0,41,0],[40,1,41,1],[40,2,41,2],[43,0,46,0],[43,1,46,1],[43,2,46,2],[36,0,37,0],[36,1,37,1],[36,2,37,2],[38,0,39,0],[38,1,39,1],[38,2,39,2],[34,2,35,2],[34,3,35,3],[22,0,30,0],[22,2,30,2],[31,0,33,0],[31,2,33,2],[31,4,33,4],[34,4,35,4],[12,0,13,0],[12,1,13,1],[12,2,13,2],[14,0,18,0],[14,1,18,1],[14,2,18,2],[31,3,33,3],[34,0,35,0],[0,4,1,4],[0,0,1,0],[0,2,1,2],[0,3,1,3],[4,0,7,0],[4,1,7,1],[4,2,7,2]],"flags":["formulas_cached_only"]}
["Column Heading","Optional/","Description","CSV File Format Rules (MarkitWire)","Eurex-Adjustments to MarkitWire-Template"]
[null,"Mandatory"]
["PORTFOLIO_ID","Mandatory","Unique identifier for the portfolio the position belongs to"]
["g_OurRef","Mandatory","Internal deal ID"]
["g_SwapType","Mandatory","Swap type in terms of the stream combinations","FIXEDFLOAT: IRS or OIS where Party A pays fixed and receives floating"]
[null,null,null,"FLOATFIXED: IRS or OIS where Party A pays floating and receives fixed"]
[null,null,null,"FLOATFLOAT: Single Currency Basis Swap where Party A pays floatingLeg and receives floatingLeg2"]
[null,null,null,"Any other value cannot be processed by MarkitWire and should be rejected, for example, FIXEDFIXED."]
["g_IMM","Mandatory","IMM roll dates indicator","“Y” or “N”","Will not be used: default to \"N\""]
["g_TradeDate","Mandatory","Trade date","Date"]
["g_EffectiveDate","Mandatory","Effective date","Date"]
["g_TerminationDate","Mandatory","Termination date","Date"]
["g_BusDayConv","Mandatory","Termination date business day convention","The following values would be accepted by MarkitWire (any other value should be rejected):"]
[null,null,null,"FOLLOWING, FOLL, MODIFIEDF, MODF, PRECEDING, PREC"]
["g_Currency","Mandatory","Trade Currency","ISO Currency. For SwapClear purposes one of:"]
[null,null,null,"AUD, CAD, CHF, DKK, EUR, GBP, HKD, JPY, NOK, NZD, PLN, SEK, USD, ZAR","CHF, EUR, GBP, USD, JPY only"]
[null,null,null,"Where product type is OIS, for SwapClear purposes:"]
[null,null,null,"CHF, EUR, GBP, USD"]
[null,null,null,"For other purposes any valid currency supported on MarkitWire’s OIS product template."]
["g_Notional","Mandatory","Notional amount","Decimal"]
["g_PartyA","Mandatory","Party A BIC","BIC","can be dummy values"]
["g_PartyB","Mandatory","Party B BIC","BIC","can be dummy values"]
["p_FloatRateOpt","Mandatory on FLOAT","Payer Floating Rate Index","For SwapClear purposes one of:","Field will not be used and depending on g_Currency and g_productType  (for OIS) defaulted to one of:"]
[null,"Not present on FIXED",null,"AUD-BBR-BBSW, AUD-LIBOR-BBA, CAD-BA-CDOR, CAD-LIBOR-BBA, CHF-LIBOR-BBA, DKK-CIBOR-DKNA13, DKK-CIBOR2-DKNA13, EUR-LIBOR-BBA, EUR-EURIBOR-Reuters, EUR-EURIBOR-Telerate, GBP-LIBOR-BBA, HKD-HIBOR-HIBOR, HKD-HIBOR-HKAB, HKD-HIBOR-ISDC, JPY-LIBOR-BBA, NOK-NIBOR-NIBR, NZD-BBR-FRA, NZD-BBR-Telerate, SEK-STIBOR-SIDE, USD-LIBOR-BBA, PLN-WIBOR-WIBO, PLZ-WIBOR-WIBO, ZAR-JIBAR-SAFEX","CHF-LIBOR-BBA, EUR-EURIBOR-Reuters, GBP-LIBOR-BBA, USD-LIBOR-BBA, JPY-LIBOR-BBA"]
[null,null,null,"For other purposes any valid floating rate index supported on MarkitWire’s IRS product template.","USD-Federal Funds-H.15-OIS-COMPOUND"]
[null,null,null,"Where productType = OIS, for Swapclear purposes one of:","EUR-EONIA-OIS-COMPOUND"]
[null,null,null,"USD-Federal Funds-H.15-OIS-COMPOUND","GBP-WMBA-SONIA-COMPOUND"]
[null,null,null,"EUR-EONIA-OIS-COMPOUND","CHF-TOIS-OIS-COMPOUND"]
[null,null,null,"GBP-WMBA-SONIA-COMPOUND"]
[null,null,null,"CHF-TOIS-OIS-COMPOUND"]
[null,null,null,"For other purposes any valid floating rate index supported on MarkitWire’s OIS product template."]
["p_Spread","Mandatory on FLOAT","Payer Spread","Decimal. 1.00 implies 1 percent"]
[null,"Not present on FIXED"]
[null,"Not present on OIS"]
["p_Rate","Mandatory on FIXED","Payer Fixed Rate","Decimal. 1.00 implies 1 percent"]
[null,"Not present on FLOAT"]
["p_PeriodEnd","Mandatory","Payer period end date adjustment indicator","“Y” or “N”"]
[null,null,null,"Reject if FLOAT and equal to “N” as MarkitWire does not support “no period end date adjustment on floating leg”."]
["p_DayCountFrac","Mandatory","Payer Day count fraction","Following values would be accepted by MarkitWire. Any other value should be rejected:"]
[null,null,null,"30/360 or 360/360, 30E/360, 30E/360.ISDA, ACT/360, ACT/365.ISDA or ACT/365, ACT/365.FIXED or AFI/365, ACT/ACT.ISDA"]
["p_BusDayConv","Mandatory","Payer Business Day Convention","Following values would be accepted by MarkitWire. Any other value should be rejected:"]
[null,null,null,"FOLLOWING, FOLL, MODIFIEDF, MODF, PRECEDING, PREC"]
["p_FinancialCentre","Mandatory","Payer Payment/Roll Dates Holidays","Space separated list of business centre codes. Same code format as MarkitWire. Reject if any codes not recognised by MarkitWire.","Will not be used: default calendar based on g_Currency will be used"]
["p_DesignatedMat","Mandatory","Payer Fixed/Floating Payment Frequency","Following values would be accepted by MarkitWire. Any other value should be rejected:","For  OIS only 1Y and 1D values are allowed, otherwise:"]
[null,null,null,"1M, 3M, 6M, 1Y","1M, 3M, 6M, 1Y"]
[null,null,null,"1T is also allowed as a value for the fixed leg of an IRS when p_ZeroCoupon = ‘Y’"]
[null,null,null,"For  OIS only 1Y and 1T values are allowed"]
["p_CompType","Optional on FLOAT","Payer Compounding Method","Optional on FLOAT, not present on FIXED. Not present on OIS.","For Compounding Swaps only"]
[null,"Not present on FIXED",null,"FLAT, STRT, SpreadExclusive"]
[null,"Not present on OIS"]
["p_CompFrequency","Optional on FLOAT. Required if p_CompType is not empty.","Payer Compounding Frequency","Following values would be accepted by MarkitWire. Any other value should be rejected:","For Compounding Swaps only: 1M, 3M, 6M or ZERO for Zero compounding swaps"]
[null,"Not present on FIXED",null,"1M; 3M; 6M"]
[null,"Not present on OIS"]
["r_FloatRateOpt","See p_FloatRateOpt","Receiver Floating Rate Index","See p_FloatRateOpt","See p_FloatRateOpt"]
["r_Spread","See p_Spread","Receiver Spread","See p_Spread","See p_Spread"]
["r_Rate","See p_Rate","Receiver Fixed Rate","See p_Rate","See p_Rate"]
["r_PeriodEnd","See p_PeriodEnd","Receiver period end date adjustment indicator","See p_PeriodEnd","See p_PeriodEnd"]
["r_DayCountFrac","See p_DayCountFrac","Receiver day count fraction","See p_DayCountFrac","See p_DayCountFrac"]
["r_BusDayConv","See p_BusDayConv","Receiver Business Day Convention","See p_BusDayConv","See p_BusDayConv"]
["r_FinancialCentre","See p_FinancialCentre","Receiver Payment/Roll Dates Holidays","See p_FinancialCentre","See p_FinancialCentre"]
["r_DesignatedMat","See p_DesignatedMat","Receiver Fixed or Floating Payment Frequency","See p_DesignatedMat","See p_DesignatedMat"]
["r_CompType","See p_CompType","Receiver Compounding Method","See p_CompType","See p_CompType"]
["r_CompFrequency","See p_CompFrequency","Receiver Compounding Frequency","See p_CompFrequency","See p_CompFrequency"]
["p_Rollday","Mandatory","Roll Day","Integer 1 to 31"]
["g_ProductType","Optional","The product type","If this optional field is not supplied the product type will be assumed to be IRS.","IRS,OIS,FRA,CS are allowed, if this optional field is not supplied the product type will be assumed to be IRS."]
[null,null,null,"Valid values: IRS, OIS, single currency basis swap"]
["r_FirstFixingRate","Optional on FLOAT","This field represents the First Fixing Rate on a floating leg for the Receiver.","Decimal. 1.00 implies 1 percent"]
[null,"Not present on FIXED"]
[null,"Not present on OIS"]
["p_FirstFixingRate","Optional on FLOAT","This field represents the First Fixing Rate on a floating leg for the Payer.","Decimal. 1.00 implies 1 percent"]
[null,"Not present on FIXED"]
[null,"Not present on OIS"]

{"sheet":"FI Portfolio Descriptions","index":3,"n_rows":9,"n_cols":4,"rows_kept":9,"cut":false,"hidden":false,"merged":[],"flags":["formulas_cached_only"]}
["Column Heading","Optional/ Mandatory","Description","Example Values"]
["PORTFOLIO_ID","Mandatory","Unique identifier for the portfolio the position belongs to"]
["EXCHANGE_CODE","Mandatory","Exchange Code - Used to distinguish between Exchanges/Clearinghouses if required. Currently only 'E' (denotes Eurex Clearing) is available","E"]
["PRODUCT_SHORTNAME","Mandatory","Unique identifier of the product. For a list of possible values please refer to the lists in the guideline","ODAX, FDAX"]
["CALL_PUT_FLAG","Mandatory","Call, Put or Future position","C - Call, P - Put, F  - Future"]
["CURRENCY","Mandatory","Product Currency","EUR, GBP, USD, CHF"]
["EXPIRY_DATE","Mandatory","Expiry Date","yyyymmdd"]
["STRIKE_PRICE","Mandatory","Strike price","Positive number for options, 0 for futures"]
["POSITION_SIZE","Mandatory","Position Size. Negative numbers denote a short position","Positive or negative integer"]