<Portfolio>
  <Trade id="SWAP_TRY_FIXED_USD_FLOAT">
    <TradeType>Swap</TradeType>
    <Envelope>
      <CounterParty>CP</CounterParty>
      <NettingSetId>NS</NettingSetId>
      <AdditionalFields/>
    </Envelope>
    <SwapData>
      <LegData>
        <LegType>Floating</LegType>
        <Payer>true</Payer>
        <Currency>USD</Currency>
        <Notionals>
          <Notional>10000000</Notional>
          <Exchanges>
            <NotionalInitialExchange>true</NotionalInitialExchange>
            <NotionalFinalExchange>true</NotionalFinalExchange>
          </Exchanges>
        </Notionals>
        <DayCounter>A360</DayCounter>
        <PaymentConvention>MF</PaymentConvention>
        <FloatingLegData>
          <Index>USD-LIBOR-3M</Index>
          <Spreads>
            <Spread>0.000000</Spread>
          </Spreads>
          <IsInArrears>false</IsInArrears>
          <FixingDays>2</FixingDays>
        </FloatingLegData>
        <ScheduleData>
          <Rules>
            <StartDate>20160209</StartDate>
            <EndDate>20210209</EndDate>
            <Tenor>3M</Tenor>
            <Calendar>US,UK,TRY</Calendar>
            <Convention>F</Convention>
            <TermConvention>F</TermConvention>
            <Rule>Backward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
      <LegData>
        <LegType>Fixed</LegType>
        <Payer>false</Payer>
        <Currency>TRY</Currency>
        <Notionals>
          <Notional>29232500</Notional>
          <Exchanges>
            <NotionalInitialExchange>true</NotionalInitialExchange>
            <NotionalFinalExchange>true</NotionalFinalExchange>
          </Exchanges>
        </Notionals>
        <DayCounter>A360</DayCounter>
        <PaymentConvention>F</PaymentConvention>
        <FixedLegData>
          <Rates>
            <Rate>0.1047</Rate>
          </Rates>
        </FixedLegData>
        <ScheduleData>
          <Rules>
            <StartDate>20160209</StartDate>
            <EndDate>20210209</EndDate>
            <Tenor>1Y</Tenor>
            <Calendar>US,UK,TRY</Calendar>
            <Convention>F</Convention>
            <TermConvention>F</TermConvention>
            <Rule>Backward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
    </SwapData>
  </Trade>
</Portfolio>
