<?xml version="1.0"?>
<Trade id="CdsOption_01_19">
  <TradeType>CreditDefaultSwapOption</TradeType>
  <Envelope>
  <CounterParty>CPTY_A</CounterParty>
  <NettingSetId>CPTY_A</NettingSetId>
  <PortfolioIds/>
  <AdditionalFields/>
  </Envelope>
  <CreditDefaultSwapOptionData>
    <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>2016-06-01</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>0.0058</Rate>
        </Rates>
        </FixedLegData>
      </LegData>
    </CreditDefaultSwapData>
    <OptionData>
      <LongShort>Long</LongShort>
      <OptionType>Call</OptionType>
      <Style>European</Style>
      <Settlement>Cash</Settlement>
      <PayOffAtExpiry>false</PayOffAtExpiry>
      <ExerciseDates>
        <ExerciseDate>2016-06-01</ExerciseDate>
      </ExerciseDates>
    </OptionData>
  </CreditDefaultSwapOptionData>
</Trade>
