<?xml version="1.0"?>
<Trade id="EqSwap_STOXX_decomp">
  <TradeType>EquitySwap</TradeType>
  <Envelope>
    <CounterParty>CPTY_B</CounterParty>
    <NettingSetId>CPTY_B</NettingSetId>
    <AdditionalFields>
      <index_decomposition>true</index_decomposition>
    </AdditionalFields>
  </Envelope>
  <EquitySwapData>
    <LegData>
      <Payer>true</Payer>
      <LegType>Floating</LegType>
      <Currency>EUR</Currency>
      <PaymentConvention>Following</PaymentConvention>
      <DayCounter>A360</DayCounter>
      <Notionals>
        <Notional>10000000</Notional>
      </Notionals>
      <FloatingLegData>
        <Index>EUR-EURIBOR-6M</Index>
        <Spreads>
          <Spread>0.005</Spread>
        </Spreads>
        <FixingDays>2</FixingDays>
        <IsInArrears>false</IsInArrears>
      </FloatingLegData>
      <ScheduleData>
        <Rules>
          <StartDate>2016-02-05</StartDate>
          <EndDate>2017-02-05</EndDate>
          <Tenor>6M</Tenor>
          <Calendar>EUR</Calendar>
          <Convention>ModifiedFollowing</Convention>
          <TermConvention>ModifiedFollowing</TermConvention>
          <Rule>Forward</Rule>
        </Rules>
      </ScheduleData>
    </LegData>
    <LegData>
      <Payer>false</Payer>
      <LegType>Equity</LegType>
      <Currency>EUR</Currency>
      <PaymentConvention>Following</PaymentConvention>
      <DayCounter>A360</DayCounter>
      <Notionals>
        <Notional>10000000</Notional>
      </Notionals>
      <EquityLegData>
        <ReturnType>Total</ReturnType>
        <Underlying>
          <Type>Equity</Type>
          <Name>SP5E</Name>
        </Underlying>
        <InitialPrice>2937.36</InitialPrice>
        <NotionalReset>false</NotionalReset>
        <FixingDays>2</FixingDays>
      </EquityLegData>
      <ScheduleData>
        <Rules>
          <StartDate>2016-02-05</StartDate>
          <EndDate>2017-02-05</EndDate>
          <Tenor>6M</Tenor>
          <Calendar>EUR</Calendar>
          <Convention>ModifiedFollowing</Convention>
          <TermConvention>ModifiedFollowing</TermConvention>
          <Rule>Forward</Rule>
        </Rules>
      </ScheduleData>
    </LegData>
  </EquitySwapData>
</Trade>
