<?xml version="1.0"?>
<Trade id="CDS">
  <TradeType>CreditDefaultSwap</TradeType>
  <Envelope>
    <CounterParty>CPTY_B</CounterParty>
    <NettingSetId>CPTY_B</NettingSetId>
    <PortfolioIds/>
    <AdditionalFields/>
  </Envelope>
  <CreditDefaultSwapData>
    <IssuerId>CPTY_A</IssuerId>
    <CreditCurveId>CPTY_A</CreditCurveId>
    <SettlesAccrual>true</SettlesAccrual>
    <ProtectionPaymentTime>atDefault</ProtectionPaymentTime>
    <LegData>
      <LegType>Fixed</LegType>
      <Payer>true</Payer>
      <Currency>EUR</Currency>
      <PaymentConvention>F</PaymentConvention>
      <DayCounter>A360</DayCounter>
      <Notionals>
        <Notional>10000000.000000</Notional>
        <Exchanges>
          <NotionalInitialExchange>false</NotionalInitialExchange>
          <NotionalFinalExchange>false</NotionalFinalExchange>
          <NotionalAmortizingExchange>false</NotionalAmortizingExchange>
        </Exchanges>
      </Notionals>
      <ScheduleData>
        <Rules>
          <StartDate>2016-03-01</StartDate>
          <EndDate>2021-03-01</EndDate>
          <Tenor>3M</Tenor>
          <Calendar>WeekendsOnly</Calendar>
          <Convention>Following</Convention>
          <TermConvention>Unadjusted</TermConvention>
          <Rule>CDS2015</Rule>
          <EndOfMonth/>
          <FirstDate/>
          <LastDate/>
        </Rules>
      </ScheduleData>
      <FixedLegData>
        <Rates>
          <Rate>0.0059</Rate>
        </Rates>
      </FixedLegData>
    </LegData>
  </CreditDefaultSwapData>
</Trade>
