<?xml version="1.0"?>
  <Trade id="CAP_USD">
    <TradeType>CapFloor</TradeType>
    <Envelope>
      <CounterParty>CPTY_A</CounterParty>
      <NettingSetId>CPTY_A</NettingSetId>
      <PortfolioIds>
        <PortfolioId>PF2</PortfolioId>
      </PortfolioIds>
      <AdditionalFields/>
    </Envelope>
    <CapFloorData>
      <LongShort>Short</LongShort>
      <LegData>
        <LegType>Floating</LegType>
        <Payer>true</Payer>
        <Currency>USD</Currency>
        <DayCounter>ACT/360</DayCounter>
        <PaymentConvention>MF</PaymentConvention>
        <Notionals>
          <Notional>1000000.00</Notional>
        </Notionals>
        <ScheduleData>
          <Rules>
	    <StartDate>20160209</StartDate><!-- spot start -->
            <EndDate>20260209</EndDate>
            <Tenor>3M</Tenor>
            <Calendar>US</Calendar>
            <Convention>MF</Convention>
            <TermConvention>MF</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
        <FloatingLegData>
          <Index>USD-LIBOR-3M</Index>
          <Spreads>
            <Spread>0</Spread>
          </Spreads>
          <IsInArrears>false</IsInArrears>
          <FixingDays>2</FixingDays>
        </FloatingLegData>
      </LegData>
      <Caps>
        <Cap>0.04</Cap>
      </Caps>
      <Floors/>
    </CapFloorData>
  </Trade>
