My battery died and when I replaced it I noticed the plug was just hanging there loose

 

Yes it looks like it's for what Jaguar calls "The Transit Relay". It's only used for shipping the car from the factory to the dealer. Suppose to help with battery drain while the cars are in transit so that's why it's called that. Then when the dealer goes thru the car before delivery to the customer the relay is removed and thrown away. That small plug is all that's left over and should be stowed in a dead end plug somewhere in the trunk. All JLR's have this plug but it's stored in different spots depending on the model of the car.
Pretty common for it to just be floating around in the trunk.

This picture is from an XJ so it might be stored in a different spot on your XF. I am not sure. On the X351's it's under the air block for the rear air suspension.



But it doesn't do anything and it's suppose to be an empty plug.
Maybe someone can guide you to where the XF's store this?
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Thanks Mr. John! Great picture.
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