<?xml version="1.0"?>
<Trade id="FX_KIKO_BARRIER_OPTION">
  <TradeType>FxKIKOBarrierOption</TradeType>
  <Envelope>
    <CounterParty>CPTY_A</CounterParty>
    <NettingSetId>CPTY_A</NettingSetId>
    <PortfolioIds>
      <PortfolioId>PF2</PortfolioId>
    </PortfolioIds>
    <AdditionalFields />
  </Envelope>
  <FxKIKOBarrierOptionData>
    <OptionData>
      <LongShort>Long</LongShort>
      <OptionType>Call</OptionType>
      <Style>European</Style>
      <Settlement>Cash</Settlement>
      <PayOffAtExpiry>false</PayOffAtExpiry>
      <ExerciseDates>
        <ExerciseDate>2022-03-01</ExerciseDate>
      </ExerciseDates>
      <PremiumAmount>10900</PremiumAmount>
      <PremiumCurrency>USD</PremiumCurrency>
      <PremiumPayDate>2022-01-30</PremiumPayDate>
    </OptionData>
    <Barriers>
      <BarrierData>
        <Type>UpAndIn</Type>
        <Levels>
          <Level>1.10</Level>
        </Levels>
      </BarrierData>
      <BarrierData>
        <Type>DownAndOut</Type>
        <Levels>
          <Level>1.06</Level>
        </Levels>
      </BarrierData>
    </Barriers>
    <StartDate>2022-02-01</StartDate>
    <Calendar>US</Calendar>
    <FXIndex>FX-Reuters-EUR-USD</FXIndex>
    <BoughtCurrency>EUR</BoughtCurrency>
    <BoughtAmount>1000000</BoughtAmount>
    <SoldCurrency>USD</SoldCurrency>
    <SoldAmount>1080000</SoldAmount>
  </FxKIKOBarrierOptionData>
</Trade>
