Swap CPTY_A CPTY_A Fixed true EUR 10000000.000000 30/360 F 0.02 20160301 20360301 1Y TARGET F F Forward Floating false EUR 10000000.000000 A360 MF EUR-EURIBOR-6M 0.000000 false 2 20160301 20360301 6M TARGET MF MF Forward Swap CPTY_A CPTY_A Fixed true USD 10000000.000000 30/360 F 0.02 20160301 20360301 1Y US F F Forward Floating false USD 10000000.000000 A360 MF USD-LIBOR-3M 0.000000 false 2 20160301 20360301 3M US MF MF Forward Swaption CPTY_A CPTY_A Long Call Physical false 2026-02-25 2027-02-25 2028-02-25 2029-02-25 2030-02-25 2031-02-25 2032-02-25 2033-02-25 2034-02-25 2035-02-25 Floating false EUR 1000000 A360 ModifiedFollowing EUR-EURIBOR-6M 0.0 2 false 2026-03-01 2036-03-01 6M TARGET Following Following Forward Fixed true EUR 1000000 ACT/ACT Following 0.02 2026-03-01 2036-03-01 1Y TARGET Following Following Forward FxOption CPTY_A CPTY_A Long Call Cash false 2026-03-01 EUR 1000000 USD 1100000 Swap CPTY_A CPTY_A PF1 Floating false USD 100000000 true true A360 MF USD-LIBOR-6M 0.000000 false 2 20160205 20260205 6M TARGET MF MF Forward Floating true EUR 88312931.57 true true A360 MF EUR-EURIBOR-6M 0.015 false 2 20160205 20260205 6M TARGET MF MF Forward FxSwap CPTY_A CPTY_A 2016-09-01 EUR 1000000 USD 1100000 2026-09-01 1300000 1000000