<?xml version="1.0"?>
<Trade id="Composite">
  <TradeType>CompositeTrade</TradeType>
  <Envelope>
    <CounterParty>CPTY_A</CounterParty>
    <NettingSetId>CPTY_A</NettingSetId>
  </Envelope>
  <CompositeTradeData>
    <Currency>USD</Currency>
    <NotionalCalculation>Sum</NotionalCalculation>
    <Components>
      <SubTrade id="Swap_EUR">
        <SubTradeType>Swap</SubTradeType>
        <Envelope>
          <CounterParty>CPTY_A</CounterParty>
          <NettingSetId>CPTY_A</NettingSetId>
          <AdditionalFields/>
        </Envelope>
        <SwapData>
          <LegData>
            <LegType>Fixed</LegType>
            <Payer>true</Payer>
            <Currency>EUR</Currency>
            <Notionals>
              <Notional>10000000.000000</Notional>
            </Notionals>
            <DayCounter>30/360</DayCounter>
            <PaymentConvention>F</PaymentConvention>
            <FixedLegData>
              <Rates>
                <Rate>0.02</Rate>
              </Rates>
            </FixedLegData>
            <ScheduleData>
              <Rules>
                <StartDate>20160301</StartDate>
                <EndDate>20360301</EndDate>
                <Tenor>1Y</Tenor>
                <Calendar>TARGET</Calendar>
                <Convention>F</Convention>
                <TermConvention>F</TermConvention>
                <Rule>Forward</Rule>
                <EndOfMonth/>
                <FirstDate/>
                <LastDate/>
              </Rules>
            </ScheduleData>
          </LegData>
          <LegData>
            <LegType>Floating</LegType>
            <Payer>false</Payer>
            <Currency>EUR</Currency>
            <Notionals>
              <Notional>10000000.000000</Notional>
            </Notionals>
            <DayCounter>A360</DayCounter>
            <PaymentConvention>MF</PaymentConvention>
            <FloatingLegData>
              <Index>EUR-EURIBOR-6M</Index>
              <Spreads>
                <Spread>0.000000</Spread>
              </Spreads>
              <IsInArrears>false</IsInArrears>
              <FixingDays>2</FixingDays>
            </FloatingLegData>
            <ScheduleData>
              <Rules>
                <StartDate>20160301</StartDate>
                <EndDate>20360301</EndDate>
                <Tenor>6M</Tenor>
                <Calendar>TARGET</Calendar>
                <Convention>MF</Convention>
                <TermConvention>MF</TermConvention>
                <Rule>Forward</Rule>
                <EndOfMonth/>
                <FirstDate/>
                <LastDate/>
              </Rules>
            </ScheduleData>
          </LegData>
        </SwapData>
      </SubTrade>
      <SubTrade id="BermSwp">
        <SubTradeType>Swaption</SubTradeType>
        <Envelope>
          <CounterParty>CPTY_A</CounterParty>
          <NettingSetId>CPTY_A</NettingSetId>
          <AdditionalFields/>
        </Envelope>
        <SwaptionData>
          <OptionData>
            <LongShort>Long</LongShort>
            <OptionType>Call</OptionType>
            <Style>Bermudan</Style>
            <Settlement>Physical</Settlement>
            <PayOffAtExpiry>false</PayOffAtExpiry>
            <ExerciseDates>
              <ExerciseDate>2026-02-25</ExerciseDate>
              <ExerciseDate>2027-02-25</ExerciseDate>
              <ExerciseDate>2028-02-25</ExerciseDate>
              <ExerciseDate>2029-02-25</ExerciseDate>
              <ExerciseDate>2030-02-25</ExerciseDate>
              <ExerciseDate>2031-02-25</ExerciseDate>
              <ExerciseDate>2032-02-25</ExerciseDate>
              <ExerciseDate>2033-02-25</ExerciseDate>
              <ExerciseDate>2034-02-25</ExerciseDate>
              <ExerciseDate>2035-02-25</ExerciseDate>
            </ExerciseDates>
          </OptionData>
          <LegData>
            <LegType>Floating</LegType>
            <Payer>false</Payer>
            <Currency>EUR</Currency>
            <Notionals>
              <Notional>1000000</Notional>
            </Notionals>
            <DayCounter>A360</DayCounter>
            <PaymentConvention>ModifiedFollowing</PaymentConvention>
            <FloatingLegData>
              <Index>EUR-EURIBOR-6M</Index>
              <Spreads>
                <Spread>0.0</Spread>
              </Spreads>
              <FixingDays>2</FixingDays>
              <IsInArrears>false</IsInArrears>
            </FloatingLegData>
            <ScheduleData>
              <Rules>
                <StartDate>2026-03-01</StartDate>
                <EndDate>2036-03-01</EndDate>
                <Tenor>6M</Tenor>
                <Calendar>TARGET</Calendar>
                <Convention>Following</Convention>
                <TermConvention>Following</TermConvention>
                <Rule>Forward</Rule>
                <EndOfMonth/>
                <FirstDate/>
                <LastDate/>
              </Rules>
            </ScheduleData>
          </LegData>
          <LegData>
            <LegType>Fixed</LegType>
            <Payer>true</Payer>
            <Currency>EUR</Currency>
            <Notionals>
              <Notional>1000000</Notional>
            </Notionals>
            <DayCounter>ACT/ACT</DayCounter>
            <PaymentConvention>Following</PaymentConvention>
            <FixedLegData>
              <Rates>
                <Rate>0.02</Rate>
              </Rates>
            </FixedLegData>
            <ScheduleData>
              <Rules>
                <StartDate>2026-03-01</StartDate>
                <EndDate>2036-03-01</EndDate>
                <Tenor>1Y</Tenor>
                <Calendar>TARGET</Calendar>
                <Convention>Following</Convention>
                <TermConvention>Following</TermConvention>
                <Rule>Forward</Rule>
                <EndOfMonth/>
                <FirstDate/>
                <LastDate/>
              </Rules>
            </ScheduleData>
          </LegData>
        </SwaptionData>
      </SubTrade>
    </Components>
  </CompositeTradeData>
</Trade>
