<?xml version="1.0"?>
<Portfolio>
  <Trade id="CPI_Swap_1">
    <TradeType>Swap</TradeType>
    <Envelope>
      <CounterParty>CPTY_A</CounterParty>
      <NettingSetId>CPTY_A</NettingSetId>
      <AdditionalFields/>
    </Envelope>
    <SwapData>
      <LegData>
        <LegType>ZeroCouponFixed</LegType>
        <Payer>true</Payer>
        <Currency>GBP</Currency>
        <DayCounter>Year</DayCounter>
        <PaymentConvention>Unadjusted</PaymentConvention>
        <Notionals>
          <Notional>10000000</Notional>
        </Notionals>
        <ScheduleData>
          <Rules>
            <StartDate>2016-02-05</StartDate>
            <EndDate>2036-02-05</EndDate>
            <Tenor>20Y</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>MF</Convention>
            <TermConvention>MF</TermConvention>
            <Rule>Zero</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
        <ZeroCouponFixedLegData>
		  <Rates>
            <Rate>0.056467309</Rate>
          </Rates>
          <Compounding>Compounded</Compounding>
        </ZeroCouponFixedLegData>
	  </LegData>
      <LegData>
        <LegType>CPI</LegType>
        <Payer>false</Payer>
        <Currency>GBP</Currency>
        <Notionals>
          <Notional>10000000</Notional>
		  <Exchanges>
		    <NotionalFinalExchange>true</NotionalFinalExchange>
		  </Exchanges>
        </Notionals>
        <DayCounter>ACT/ACT</DayCounter>
        <PaymentConvention>Following</PaymentConvention>
        <ScheduleData>
          <Dates>
		    <Calendar>UK</Calendar>
		    <Dates>
			  <Date>2036-02-05</Date>
			</Dates>
          </Dates>
        </ScheduleData>
        <CPILegData>
          <Index>UKRPI</Index>
          <Rates>
            <Rate>1</Rate>
          </Rates>
          <BaseCPI>210</BaseCPI>
	  <StartDate>2016-02-05</StartDate>
          <ObservationLag>2M</ObservationLag>
          <Interpolation>AsIndex</Interpolation>
	  <SubtractInflationNotional>false</SubtractInflationNotional>
        </CPILegData>
      </LegData>
    </SwapData>
  </Trade>
  <Trade id="CPI_Swap_2">
    <TradeType>Swap</TradeType>
    <Envelope>
      <CounterParty>CPTY_A</CounterParty>
      <NettingSetId>CPTY_A</NettingSetId>
      <AdditionalFields/>
    </Envelope>
    <SwapData>
      <LegData>
        <LegType>Floating</LegType>
        <Payer>true</Payer>
        <Currency>GBP</Currency>
        <Notionals>
          <Notional>10000000</Notional>
        </Notionals>
        <DayCounter>ACT/ACT</DayCounter>
        <PaymentConvention>ModifiedFollowing</PaymentConvention>
        <FloatingLegData>
          <Index>GBP-LIBOR-6M</Index>
          <Spreads>
            <Spread>0.0</Spread>
          </Spreads>
          <IsInArrears>false</IsInArrears>
        </FloatingLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2016-07-18</StartDate>
            <EndDate>2021-07-18</EndDate>
            <Tenor>6M</Tenor>
            <Calendar>UK</Calendar>
            <Convention>ModifiedFollowing</Convention>
            <TermConvention>ModifiedFollowing</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
      <LegData>
        <LegType>CPI</LegType>
        <Payer>false</Payer>
        <Currency>GBP</Currency>
        <Notionals>
          <Notional>10000000</Notional>
        </Notionals>
        <DayCounter>ACT/ACT</DayCounter>
        <PaymentConvention>Following</PaymentConvention>
        <ScheduleData>
          <Rules>
            <StartDate>2016-07-18</StartDate>
            <EndDate>2021-07-18</EndDate>
            <Tenor>1Y</Tenor>
            <Calendar>UK</Calendar>
            <Convention>ModifiedFollowing</Convention>
            <TermConvention>ModifiedFollowing</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
        <CPILegData>
          <Index>UKRPI</Index>
          <Rates>
            <Rate>0.02</Rate>
          </Rates>
          <BaseCPI>210</BaseCPI>
	  <StartDate>2016-07-18</StartDate>
          <ObservationLag>2M</ObservationLag>
          <Interpolation>AsIndex</Interpolation>
        </CPILegData>
      </LegData>
    </SwapData>
  </Trade>
  <Trade id="YearOnYear_Swap">
    <TradeType>Swap</TradeType>
    <Envelope>
      <CounterParty>CPTY_A</CounterParty>
      <NettingSetId>CPTY_A</NettingSetId>
      <AdditionalFields/>
    </Envelope>
    <SwapData>
      <LegData>
        <LegType>Fixed</LegType>
        <Payer>true</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>10000000.000000</Notional>
        </Notionals>
        <DayCounter>30/360</DayCounter>
        <PaymentConvention>F</PaymentConvention>
        <FixedLegData>
          <Rates>
            <Rate>0.008375</Rate>
          </Rates>
        </FixedLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2016-02-05</StartDate>
            <EndDate>2021-02-05</EndDate>
            <Tenor>1Y</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>F</Convention>
            <TermConvention>F</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
      <LegData>
        <LegType>YY</LegType>
        <Payer>false</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>10000000</Notional>
        </Notionals>
        <DayCounter>ACT/ACT</DayCounter>
        <PaymentConvention>Following</PaymentConvention>
        <ScheduleData>
          <Rules>
            <StartDate>2016-02-05</StartDate>
            <EndDate>2021-02-05</EndDate>
            <Tenor>1Y</Tenor>
            <Calendar>UK</Calendar>
            <Convention>ModifiedFollowing</Convention>
            <TermConvention>ModifiedFollowing</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
        <YYLegData>
          <Index>EUHICPXT</Index>
          <FixingDays>2</FixingDays>
          <ObservationLag>2M</ObservationLag>
        </YYLegData>
      </LegData>
    </SwapData>
  </Trade>
</Portfolio>
