<?xml version="1.0"?>
<Trade id="CAP_USD">
  <TradeType>CapFloor</TradeType>
  <Envelope>
    <CounterParty>CPTY_A</CounterParty>
    <NettingSetId>CPTY_A</NettingSetId>
    <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>20140923</StartDate>
      <EndDate>20260923</EndDate>
          -->
          <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>
