IndexCreditDefaultSwap CPTY_B CPTY_B CPTY_D Y Y 20160206 20160208 0.0 Fixed true EUR 10000000.000000 A360 F 0.006 20160205 20260205 3M US F F CDS2015 CPTY_1 SECURITY_1 CPTY_1 100000.0 EUR CPTY_2 SECURITY_2 CPTY_2 100000.0 EUR CPTY_3 SECURITY_3 CPTY_3 100000.0 EUR SyntheticCDO CPTY_B CPTY_B CDXIG Y Y 20160206 20160208 0.0 0.0 0.1 Fixed true EUR 300000.000000 A360 F 0.0265 20160205 20260205 3M US F F CDS2015 CPTY_1 SECURITY_1 CPTY_1 1000000.0 EUR CPTY_2 SECURITY_2 CPTY_2 1000000.0 EUR CPTY_3 SECURITY_3 CPTY_3 1000000.0 EUR IndexCreditDefaultSwapOption CPTY_B CPTY_B 0.0060 Long Call Cash false 2016-08-03 CDXIG Y Y 20160804 0.0 Fixed true EUR 300000.000000 A360 F 0.0060 20160804 20210803 3M US F F CDS2015 CPTY_1 SECURITY_1 CPTY_1 100000.0 EUR CPTY_2 SECURITY_2 CPTY_2 100000.0 EUR CPTY_3 SECURITY_3 CPTY_3 100000.0 EUR EquitySwap CPTY_B CPTY_B true true Floating EUR Following A360 10000000 EUR-EURIBOR-6M 0.005 2 false 2016-02-05 2017-02-05 6M EUR ModifiedFollowing ModifiedFollowing Forward false Equity EUR Following A360 10000000 Total Equity SP5E 2937.36 false 2 2016-02-05 2017-02-05 6M EUR ModifiedFollowing ModifiedFollowing Forward