<?xml version="1.0"?>
<NettingSetDefinitions>
  <NettingSet>
    <NettingSetId>CPTY_A</NettingSetId>
    <ActiveCSAFlag>true</ActiveCSAFlag>
    <CSADetails>
      <Bilateral>Bilateral</Bilateral>
      <CSACurrency>EUR</CSACurrency>
      <Index>EUR-EONIA</Index>
      <ThresholdPay>0</ThresholdPay>
      <ThresholdReceive>0</ThresholdReceive>
      <MinimumTransferAmountPay>100000</MinimumTransferAmountPay>
      <MinimumTransferAmountReceive>100000</MinimumTransferAmountReceive>
      <IndependentAmount>
        <IndependentAmountHeld>0</IndependentAmountHeld>
        <IndependentAmountType>FIXED</IndependentAmountType>
      </IndependentAmount>
      <MarginingFrequency>
        <CallFrequency>1D</CallFrequency>
        <PostFrequency>1D</PostFrequency>
      </MarginingFrequency>
      <MarginPeriodOfRisk>2W</MarginPeriodOfRisk>
      <CollateralCompoundingSpreadReceive>0.00</CollateralCompoundingSpreadReceive>
      <CollateralCompoundingSpreadPay>0.00</CollateralCompoundingSpreadPay>
      <EligibleCollaterals>
        <Currencies>
          <Currency>EUR</Currency>
        </Currencies>
      </EligibleCollaterals>
    </CSADetails>
  </NettingSet>
  <NettingSet>
    <NettingSetId>CPTY_B</NettingSetId>
    <ActiveCSAFlag>true</ActiveCSAFlag>
    <CSADetails>
      <Bilateral>Bilateral</Bilateral>
      <CSACurrency>EUR</CSACurrency>
      <Index>EUR-EONIA</Index>
      <ThresholdPay>0</ThresholdPay>
      <ThresholdReceive>0</ThresholdReceive>
      <MinimumTransferAmountPay>5000000</MinimumTransferAmountPay>
      <MinimumTransferAmountReceive>5000000</MinimumTransferAmountReceive>
      <IndependentAmount>
        <IndependentAmountHeld>0</IndependentAmountHeld>
        <IndependentAmountType>FIXED</IndependentAmountType>
      </IndependentAmount>
      <MarginingFrequency>
        <CallFrequency>1D</CallFrequency>
        <PostFrequency>1D</PostFrequency>
      </MarginingFrequency>
      <MarginPeriodOfRisk>2W</MarginPeriodOfRisk>
      <CollateralCompoundingSpreadReceive>0.00</CollateralCompoundingSpreadReceive>
      <CollateralCompoundingSpreadPay>0.00</CollateralCompoundingSpreadPay>
      <EligibleCollaterals>
        <Currencies>
          <Currency>EUR</Currency>
        </Currencies>
      </EligibleCollaterals>
    </CSADetails>
  </NettingSet>
</NettingSetDefinitions>
