<?xml version="1.0"?>
  <Trade id="EquitySwap_1">
  <TradeType>EquitySwap</TradeType>
  <Envelope>
    <CounterParty>CPTY_A</CounterParty>
    <NettingSetId>CPTY_A</NettingSetId>
    <AdditionalFields/>
  </Envelope>
  <SwapData>
    <LegData>
      <LegType>Equity</LegType>
      <Payer>true</Payer>
      <Currency>USD</Currency>
      <Notionals>
        <Notional>100000000</Notional>
      </Notionals>
      <DayCounter>A360</DayCounter>
      <PaymentConvention>F</PaymentConvention>
      <EquityLegData>
        <ReturnType>Price</ReturnType>
        <Name>SP5</Name>
        <InitialPrice>2196.5</InitialPrice>
      </EquityLegData>
      <ScheduleData>
        <Rules>
          <StartDate>20160205</StartDate>
          <EndDate>20260205</EndDate>
          <Tenor>3M</Tenor>
          <Calendar>USD</Calendar>
          <Convention>F</Convention>
          <TermConvention>F</TermConvention>
          <Rule>Forward</Rule>
          <EndOfMonth/>
          <FirstDate/>
          <LastDate/>
        </Rules>
      </ScheduleData>
    </LegData>
    <LegData>
      <LegType>Floating</LegType>
      <Payer>false</Payer>
      <Currency>USD</Currency>
      <Notionals>
        <Notional>100000000</Notional>
        <Exchanges>
          <NotionalInitialExchange>false</NotionalInitialExchange>
          <NotionalFinalExchange>false</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>20160205</StartDate>
          <EndDate>20260205</EndDate>
          <Tenor>3M</Tenor>
          <Calendar>USD</Calendar>
          <Convention>MF</Convention>
          <TermConvention>MF</TermConvention>
          <Rule>Forward</Rule>
          <EndOfMonth/>
          <FirstDate/>
          <LastDate/>
        </Rules>
      </ScheduleData>
    </LegData>
  </SwapData>
</Trade>
