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What is the difference between the three terms: surname, family name and last name?

Do they mean the same?

Or are there any particular contexts wherein one is more appropriate than the other?

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You may find this of interest: Last name v. Surname –  KitFox Jun 13 '11 at 19:39
I've noticed that the term "last name" can be confusing to immigrants [particularly] from China because in the Chinese language people present the family name first when saying or writing a person's full name. –  Randolf Richardson Jun 13 '11 at 19:54
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3 Answers

Surname and last name both imply position, assuming a construct of "given name, family name". This doesn't work in countries that reverse this to "family name, given name", like China. Using "family name" and "given name" avoids the confusion of having last names first and first names last.

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It's not clear that surname implies positioning at the end. "Sur" means above, which suggests coming before the given name (in top-down, L-to-R order as English is written). To someone who knows the modern meaning of surname, it is unambiguous, but generally "family name" is preferred if non-native speakers may be in the audience, since it requires a smaller vocabulary. –  mgkrebbs Jun 13 '11 at 21:28
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"Last name" is the name that comes after the first and middle names, and is used in titles i.e. Mr. "last name" or Miss "last name".

Although "surname" is generally understood as the "last name", and used in titles, this is not necessarily so: Here's a definition of "surname":

a name added to a person's name, as one indicating a circumstance of birth or some characteristic or achievement; epithet.

"Family name" is one that is shared with the family, but is not necessarily the surname.

A good example to sum all this up would be the name of the main character of Kidnapped, David Balfour of the Shaws.

His family name is the Shaws, but he is addressed as "Mr. Balfour". His surname, in this case, is the same as his last name.

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This definition of "surname" is does not correspond to the way the word is usually used today: it is archaic or technical. –  Colin Fine Jun 14 '11 at 13:28
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It is quite interesting if you see system followed in Sri Lanka

For example, my name: XXX Mudiyansealge (Family Name) XXXX XXXXX (given names) XXXXX (last name). I find it very difficult to plug this in to applications and in IT systems.

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