<?xml version="1.0"?>
<Portfolio>

  <!--
  <Trade id="Swap_Euribor">
    <TradeType>Swap</TradeType>
    <Envelope>
      <CounterParty>CPTY_A</CounterParty>
      <NettingSetId>CPTY_A</NettingSetId>
      <AdditionalFields/>
    </Envelope>
    <SwapData>
      <LegData>
        <LegType>Floating</LegType>
        <Payer>true</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>10000000</Notional>
        </Notionals>
        <DayCounter>A360</DayCounter>
        <PaymentConvention>ModifiedFollowing</PaymentConvention>
        <FloatingLegData>
          <Index>EUR-EURIBOR-3M</Index>
          <Spreads>
            <Spread>0.0</Spread>
          </Spreads>
        </FloatingLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2025-02-12</StartDate>
            <EndDate>2030-02-12</EndDate>
            <Tenor>3M</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>ModifiedFollowing</Convention>
            <TermConvention>ModifiedFollowing</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
      <LegData>
        <LegType>Fixed</LegType>
        <Payer>false</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>10000000</Notional>
        </Notionals>
        <DayCounter>T360</DayCounter>
        <PaymentConvention>ModifiedFollowing</PaymentConvention>
        <FixedLegData>
          <Rates>
            <Rate>0.02283</Rate>
          </Rates>
        </FixedLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2025-02-12</StartDate>
            <EndDate>2030-02-12</EndDate>
            <Tenor>1Y</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>ModifiedFollowing</Convention>
            <TermConvention>ModifiedFollowing</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
	</LegData>
    </SwapData>
  </Trade>
  -->
  
  <!--
  <Trade id="Swap_EUR">
    <TradeType>Swap</TradeType>
    <Envelope>
      <CounterParty>CPTY_A</CounterParty>
      <NettingSetId>CPTY_A</NettingSetId>
      <AdditionalFields/>
    </Envelope>
    <SwapData>
      <LegData>
        <LegType>Floating</LegType>
        <Payer>true</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>10000000</Notional>
        </Notionals>
        <DayCounter>A360</DayCounter>
        <PaymentConvention>ModifiedFollowing</PaymentConvention>
        <FloatingLegData>
          <Index>EUR-ESTER</Index>
          <Spreads>
            <Spread>0.0</Spread>
          </Spreads>
        </FloatingLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2025-02-12</StartDate>
            <EndDate>2035-02-12</EndDate>
            <Tenor>1D</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>ModifiedFollowing</Convention>
            <TermConvention>ModifiedFollowing</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
      <LegData>
        <LegType>Fixed</LegType>
        <Payer>false</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>10000000</Notional>
        </Notionals>
        <DayCounter>A360</DayCounter>
        <PaymentConvention>ModifiedFollowing</PaymentConvention>
        <FixedLegData>
          <Rates>
            <Rate>0.02177</Rate>
          </Rates>
        </FixedLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2025-02-12</StartDate>
            <EndDate>2035-02-12</EndDate>
            <Tenor>1Y</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>ModifiedFollowing</Convention>
            <TermConvention>ModifiedFollowing</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
	</LegData>
    </SwapData>
    </Trade>
    -->
  <!--
  <Trade id="Swap_USD">
    <TradeType>Swap</TradeType>
    <Envelope>
      <CounterParty>CPTY_A</CounterParty>
      <NettingSetId>CPTY_A</NettingSetId>
      <AdditionalFields/>
    </Envelope>
    <SwapData>
      <LegData>
        <LegType>Floating</LegType>
        <Payer>true</Payer>
        <Currency>USD</Currency>
        <Notionals>
          <Notional>10000000</Notional>
        </Notionals>
        <DayCounter>A360</DayCounter>
        <PaymentConvention>ModifiedFollowing</PaymentConvention>
        <FloatingLegData>
          <Index>USD-SOFR</Index>
          <Spreads>
            <Spread>0.0</Spread>
          </Spreads>
        </FloatingLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2025-02-12</StartDate>
            <EndDate>2035-02-12</EndDate>
            <Tenor>1D</Tenor>
            <Calendar>US</Calendar>
            <Convention>ModifiedFollowing</Convention>
            <TermConvention>ModifiedFollowing</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
      <LegData>
        <LegType>Fixed</LegType>
        <Payer>false</Payer>
        <Currency>USD</Currency>
        <Notionals>
          <Notional>10000000</Notional>
        </Notionals>
        <DayCounter>A360</DayCounter>
        <PaymentConvention>ModifiedFollowing</PaymentConvention>
        <FixedLegData>
          <Rates>
            <Rate>0.04074</Rate>
          </Rates>
        </FixedLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2025-02-12</StartDate>
            <EndDate>2035-02-12</EndDate>
            <Tenor>1Y</Tenor>
            <Calendar>US</Calendar>
            <Convention>ModifiedFollowing</Convention>
            <TermConvention>ModifiedFollowing</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
	</LegData>
    </SwapData>
  </Trade>
  -->

  <!--
  <Trade id="Swap_SOFR_3M">
    <TradeType>Swap</TradeType>
    <Envelope>
      <CounterParty>CPTY_A</CounterParty>
      <NettingSetId>CPTY_A</NettingSetId>
      <AdditionalFields/>
    </Envelope>
    <SwapData>
      <LegData>
        <LegType>Floating</LegType>
        <Payer>true</Payer>
        <Currency>USD</Currency>
        <Notionals>
          <Notional>10000000</Notional>
        </Notionals>
        <DayCounter>A360</DayCounter>
        <PaymentConvention>ModifiedFollowing</PaymentConvention>
        <FloatingLegData>
          <Index>USD-SOFR-3M</Index>
          <Spreads>
            <Spread>0.0</Spread>
          </Spreads>
        </FloatingLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2025-02-12</StartDate>
            <EndDate>2030-02-12</EndDate>
            <Tenor>3M</Tenor>
            <Calendar>US</Calendar>
            <Convention>ModifiedFollowing</Convention>
            <TermConvention>ModifiedFollowing</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
      <LegData>
        <LegType>Fixed</LegType>
        <Payer>false</Payer>
        <Currency>USD</Currency>
        <Notionals>
          <Notional>10000000</Notional>
        </Notionals>
        <DayCounter>A360</DayCounter>
        <PaymentConvention>ModifiedFollowing</PaymentConvention>
        <FixedLegData>
          <Rates>
            <Rate>0.04074</Rate>
          </Rates>
        </FixedLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2025-02-12</StartDate>
            <EndDate>2030-02-12</EndDate>
            <Tenor>1Y</Tenor>
            <Calendar>US</Calendar>
            <Convention>ModifiedFollowing</Convention>
            <TermConvention>ModifiedFollowing</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
	</LegData>
    </SwapData>
  </Trade>
  -->
  
  <!--
  <Trade id="FXFWD_EURUSD">
    <TradeType>FxForward</TradeType>
    <Envelope>
      <CounterParty>CPTY_A</CounterParty>
      <NettingSetId>CPTY_A</NettingSetId>
      <AdditionalFields/>
    </Envelope>
    <FxForwardData>
      <ValueDate>2035-02-10</ValueDate>
      <BoughtCurrency>EUR</BoughtCurrency>
      <BoughtAmount>1000000</BoughtAmount>
      <SoldCurrency>USD</SoldCurrency>
      <SoldAmount>1030750</SoldAmount>
    </FxForwardData>
  </Trade>
  -->

  <!--
  <Trade id="FX_CALL_OPTION_EURUSD">
    <TradeType>FxOption</TradeType>
    <Envelope>
      <CounterParty>CPTY_A</CounterParty>
      <NettingSetId>CPTY_A</NettingSetId>
      <AdditionalFields/>
    </Envelope>
    <FxOptionData>
      <OptionData>
        <LongShort>Long</LongShort>
        <OptionType>Call</OptionType>
        <Style>European</Style>
        <Settlement>Cash</Settlement>
        <PayOffAtExpiry>false</PayOffAtExpiry>
        <ExerciseDates>
          <ExerciseDate>2030-03-10</ExerciseDate>
        </ExerciseDates>
      </OptionData>
      <BoughtCurrency>EUR</BoughtCurrency>
      <BoughtAmount>1000000</BoughtAmount>
      <SoldCurrency>USD</SoldCurrency>
      <SoldAmount>1035807</SoldAmount>
    </FxOptionData>
  </Trade>
  -->
  <!--
  <Trade id="ForwardSwap">
    <TradeType>Swap</TradeType>
    <Envelope>
      <CounterParty>CPTY_A</CounterParty>
      <NettingSetId>CPTY_A</NettingSetId>
      <AdditionalFields/>
    </Envelope>
    <SwapData>
      <LegData>
        <LegType>Floating</LegType>
        <Payer>true</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>10000000</Notional>
        </Notionals>
        <DayCounter>A360</DayCounter>
        <PaymentConvention>ModifiedFollowing</PaymentConvention>
        <FloatingLegData>
          <Index>EUR-EURIBOR-3M</Index>
          <Spreads>
            <Spread>0.0</Spread>
          </Spreads>
        </FloatingLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2030-02-12</StartDate>
            <EndDate>2035-02-12</EndDate>
            <Tenor>3M</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>ModifiedFollowing</Convention>
            <TermConvention>ModifiedFollowing</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
      <LegData>
        <LegType>Fixed</LegType>
        <Payer>false</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>10000000</Notional>
        </Notionals>
        <DayCounter>ACT/ACT</DayCounter>
        <PaymentConvention>Following</PaymentConvention>
        <FixedLegData>
          <Rates>
            <Rate>0.0244</Rate>
          </Rates>
        </FixedLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2030-02-12</StartDate>
            <EndDate>2035-02-12</EndDate>
            <Tenor>1Y</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>Following</Convention>
            <TermConvention>Following</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
    </SwapData>
  </Trade>
  -->

  <Trade id="EuropeanSwaptionCash">
    <TradeType>Swaption</TradeType>
    <Envelope>
      <CounterParty>CPTY_A</CounterParty>
      <NettingSetId>CPTY_A</NettingSetId>
      <AdditionalFields/>
    </Envelope>
    <SwaptionData>
      <OptionData>
        <LongShort>Long</LongShort>
        <OptionType>Call</OptionType>
        <Style>European</Style>
        <Settlement>Cash</Settlement>
        <PayOffAtExpiry>false</PayOffAtExpiry>
        <ExerciseDates>
          <ExerciseDate>2030-02-10</ExerciseDate>
        </ExerciseDates>
	<PaymentData>
	  <Dates>
	    <Date>2030-02-11</Date>
	  </Dates>
	</PaymentData>
      </OptionData>
      <LegData>
        <LegType>Floating</LegType>
        <Payer>true</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>10000000</Notional>
        </Notionals>
        <DayCounter>A360</DayCounter>
        <PaymentConvention>ModifiedFollowing</PaymentConvention>
        <FloatingLegData>
          <Index>EUR-EURIBOR-3M</Index>
          <Spreads>
            <Spread>0.0</Spread>
          </Spreads>
        </FloatingLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2030-02-12</StartDate>
            <EndDate>2035-02-12</EndDate>
            <Tenor>3M</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>ModifiedFollowing</Convention>
            <TermConvention>ModifiedFollowing</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
      <LegData>
        <LegType>Fixed</LegType>
        <Payer>false</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>10000000</Notional>
        </Notionals>
        <DayCounter>ACT/ACT</DayCounter>
        <PaymentConvention>Following</PaymentConvention>
        <FixedLegData>
          <Rates>
            <Rate>0.0244</Rate>
          </Rates>
        </FixedLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2030-02-12</StartDate>
            <EndDate>2035-02-12</EndDate>
            <Tenor>1Y</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>Following</Convention>
            <TermConvention>Following</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
    </SwaptionData>
  </Trade>

  <!--
  <Trade id="BermudanSwaptionCash">
    <TradeType>Swaption</TradeType>
    <Envelope>
      <CounterParty>CPTY_A</CounterParty>
      <NettingSetId>CPTY_A</NettingSetId>
      <AdditionalFields/>
    </Envelope>
    <SwaptionData>
      <OptionData>
        <LongShort>Long</LongShort>
        <OptionType>Call</OptionType>
        <Style>European</Style>
        <Settlement>Cash</Settlement>
        <PayOffAtExpiry>false</PayOffAtExpiry>
        <ExerciseDates>
          <ExerciseDate>2030-02-10</ExerciseDate>
          <ExerciseDate>2031-02-10</ExerciseDate>
          <ExerciseDate>2032-02-10</ExerciseDate>
          <ExerciseDate>2033-02-10</ExerciseDate>
          <ExerciseDate>2034-02-10</ExerciseDate>
        </ExerciseDates>
      </OptionData>
      <LegData>
        <LegType>Floating</LegType>
        <Payer>true</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>10000000</Notional>
        </Notionals>
        <DayCounter>A360</DayCounter>
        <PaymentConvention>ModifiedFollowing</PaymentConvention>
        <FloatingLegData>
          <Index>EUR-EURIBOR-3M</Index>
          <Spreads>
            <Spread>0.0</Spread>
          </Spreads>
        </FloatingLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2030-02-12</StartDate>
            <EndDate>2035-02-12</EndDate>
            <Tenor>3M</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>ModifiedFollowing</Convention>
            <TermConvention>ModifiedFollowing</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
      <LegData>
        <LegType>Fixed</LegType>
        <Payer>false</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>10000000</Notional>
        </Notionals>
        <DayCounter>ACT/ACT</DayCounter>
        <PaymentConvention>Following</PaymentConvention>
        <FixedLegData>
          <Rates>
            <Rate>0.0244</Rate>
          </Rates>
        </FixedLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2030-02-12</StartDate>
            <EndDate>2035-02-12</EndDate>
            <Tenor>1Y</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>Following</Convention>
            <TermConvention>Following</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
    </SwaptionData>
  </Trade>
-->
  <!--
  <Trade id="Swap_SONIA_3M">
    <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>A365</DayCounter>
        <PaymentConvention>ModifiedFollowing</PaymentConvention>
        <FloatingLegData>
          <Index>GBP-SONIA-3M</Index>
          <Spreads>
            <Spread>0.0</Spread>
          </Spreads>
        </FloatingLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2025-02-12</StartDate>
            <EndDate>2035-02-12</EndDate>
            <Tenor>3M</Tenor>
            <Calendar>UK</Calendar>
            <Convention>ModifiedFollowing</Convention>
            <TermConvention>ModifiedFollowing</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
      <LegData>
        <LegType>Fixed</LegType>
        <Payer>false</Payer>
        <Currency>GBP</Currency>
        <Notionals>
          <Notional>10000000</Notional>
        </Notionals>
        <DayCounter>T360</DayCounter>
        <PaymentConvention>ModifiedFollowing</PaymentConvention>
        <FixedLegData>
          <Rates>
            <Rate>0.0391</Rate>
          </Rates>
        </FixedLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2025-02-12</StartDate>
            <EndDate>2035-02-12</EndDate>
            <Tenor>1Y</Tenor>
            <Calendar>UK</Calendar>
            <Convention>ModifiedFollowing</Convention>
            <TermConvention>ModifiedFollowing</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
	</LegData>
    </SwapData>
  </Trade>
  -->
  
</Portfolio>
