<Portfolio>
  <Trade id="trade_01">
    <TradeType>Swap</TradeType>
    <Envelope>
      <CounterParty>CPTY_A</CounterParty>
      <NettingSetId>CPTY_A</NettingSetId>
    </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>2020-11-04</StartDate>
            <EndDate>2040-11-04</EndDate>
            <Tenor>20Y</Tenor>
            <Calendar>UK</Calendar>
            <Convention>MF</Convention>
            <TermConvention>MF</TermConvention>
            <Rule>Zero</Rule>
          </Rules>
        </ScheduleData>
        <ZeroCouponFixedLegData>
          <Rates>
            <Rate>0.031925</Rate>
          </Rates>
          <Compounding>Compounded</Compounding>
          <SubtractNotional>false</SubtractNotional>
        </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>2040-11-04</Date>
            </Dates>
          </Dates>
        </ScheduleData>
        <CPILegData>
          <Index>UKRPI</Index>
          <Rates>
            <Rate>1</Rate>
          </Rates>
          <BaseCPI>293.3</BaseCPI>
          <StartDate>2020-11-04</StartDate>
          <ObservationLag>2M</ObservationLag>
          <Interpolation>AsIndex</Interpolation>
          <SubtractInflationNotional>false</SubtractInflationNotional>
        </CPILegData>
      </LegData>
    </SwapData>
  </Trade>
  <Trade id="trade_02">
    <TradeType>Swap</TradeType>
    <Envelope>
      <CounterParty>CPTY_A</CounterParty>
      <NettingSetId>CPTY_A</NettingSetId>
    </Envelope>
    <SwapData>
      <LegData>
        <LegType>ZeroCouponFixed</LegType>
        <Payer>true</Payer>
        <Currency>EUR</Currency>
        <DayCounter>Year</DayCounter>
        <PaymentConvention>Unadjusted</PaymentConvention>
        <Notionals>
          <Notional>10000000</Notional>
        </Notionals>
        <ScheduleData>
          <Rules>
            <StartDate>2020-11-04</StartDate>
            <EndDate>2040-11-04</EndDate>
            <Tenor>20Y</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>MF</Convention>
            <TermConvention>MF</TermConvention>
            <Rule>Zero</Rule>
          </Rules>
        </ScheduleData>
        <ZeroCouponFixedLegData>
          <Rates>
            <Rate>0.0116875</Rate>
          </Rates>
          <Compounding>Compounded</Compounding>
          <SubtractNotional>false</SubtractNotional>
        </ZeroCouponFixedLegData>
      </LegData>
      <LegData>
        <LegType>CPI</LegType>
        <Payer>false</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>10000000</Notional>
          <Exchanges>
            <NotionalFinalExchange>true</NotionalFinalExchange>
          </Exchanges>
        </Notionals>
        <DayCounter>ACT/ACT</DayCounter>
        <PaymentConvention>Following</PaymentConvention>
        <ScheduleData>
          <Dates>
            <Calendar>TARGET</Calendar>
            <Dates>
              <Date>2040-11-04</Date>
            </Dates>
          </Dates>
        </ScheduleData>
        <CPILegData>
          <Index>EUHICPXT</Index>
          <Rates>
            <Rate>1</Rate>
          </Rates>
          <BaseCPI>104.9</BaseCPI>
          <StartDate>2020-11-04</StartDate>
          <ObservationLag>3M</ObservationLag>
          <Interpolation>AsIndex</Interpolation>
          <SubtractInflationNotional>false</SubtractInflationNotional>
        </CPILegData>
      </LegData>
    </SwapData>
  </Trade>
  <Trade id="trade_03">
    <TradeType>Swap</TradeType>
    <Envelope>
      <CounterParty>CPTY_A</CounterParty>
      <NettingSetId>CPTY_A</NettingSetId>
    </Envelope>
    <SwapData>
      <LegData>
        <LegType>Fixed</LegType>
        <Payer>true</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>10000000</Notional>
        </Notionals>
        <DayCounter>30/360</DayCounter>
        <PaymentConvention>MF</PaymentConvention>
        <FixedLegData>
          <Rates>
            <Rate>0.010963</Rate>
          </Rates>
        </FixedLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2020-11-04</StartDate>
            <EndDate>2040-11-04</EndDate>
            <Tenor>1Y</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>MF</Convention>
            <TermConvention>MF</TermConvention>
            <Rule>Backward</Rule>
          </Rules>
        </ScheduleData>
      </LegData>
      <LegData>
        <LegType>YY</LegType>
        <Payer>false</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>10000000</Notional>
        </Notionals>
        <DayCounter>30/360</DayCounter>
        <PaymentConvention>MF</PaymentConvention>
        <ScheduleData>
          <Rules>
            <StartDate>2020-11-04</StartDate>
            <EndDate>2040-11-04</EndDate>
            <Tenor>1Y</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>MF</Convention>
            <TermConvention>MF</TermConvention>
            <Rule>Backward</Rule>
          </Rules>
        </ScheduleData>
        <YYLegData>
          <Index>EUHICPXT</Index>
          <FixingDays>0</FixingDays>
          <ObservationLag>3M</ObservationLag>
        </YYLegData>
      </LegData>
    </SwapData>
  </Trade>
  <Trade id="trade_04">
    <TradeType>Swap</TradeType>
    <Envelope>
      <CounterParty>CPTY_A</CounterParty>
      <NettingSetId>CPTY_A</NettingSetId>
    </Envelope>
    <SwapData>
      <LegData>
        <LegType>Fixed</LegType>
        <Payer>true</Payer>
        <Currency>GBP</Currency>
        <Notionals>
          <Notional>10000000</Notional>
        </Notionals>
        <DayCounter>30/360</DayCounter>
        <PaymentConvention>MF</PaymentConvention>
        <FixedLegData>
          <Rates>
            <Rate>0.031356</Rate>
          </Rates>
        </FixedLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2020-11-04</StartDate>
            <EndDate>2040-11-04</EndDate>
            <Tenor>1Y</Tenor>
            <Calendar>UK</Calendar>
            <Convention>MF</Convention>
            <TermConvention>MF</TermConvention>
            <Rule>Backward</Rule>
          </Rules>
        </ScheduleData>
      </LegData>
      <LegData>
        <LegType>YY</LegType>
        <Payer>false</Payer>
        <Currency>GBP</Currency>
        <Notionals>
          <Notional>10000000</Notional>
        </Notionals>
        <DayCounter>30/360</DayCounter>
        <PaymentConvention>MF</PaymentConvention>
        <ScheduleData>
          <Rules>
            <StartDate>2020-11-04</StartDate>
            <EndDate>2040-11-04</EndDate>
            <Tenor>1Y</Tenor>
            <Calendar>UK</Calendar>
            <Convention>MF</Convention>
            <TermConvention>MF</TermConvention>
            <Rule>Backward</Rule>
          </Rules>
        </ScheduleData>
        <YYLegData>
          <Index>UKRPI</Index>
          <FixingDays>0</FixingDays>
          <ObservationLag>2M</ObservationLag>
        </YYLegData>
      </LegData>
    </SwapData>
  </Trade>
</Portfolio>
