<?xml version="1.0"?>
<Portfolio>
  <Trade id="Swap_20">
    <TradeType>Swap</TradeType>
    <Envelope>
      <CounterParty>CPTY_A</CounterParty>
      <NettingSetId>CPTY_A</NettingSetId>
      <AdditionalFields/>
    </Envelope>
    <SwapData>
      <LegData>
        <LegType>Fixed</LegType>
        <Payer>false</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>10000000.000000</Notional>
        </Notionals>
        <DayCounter>30/360</DayCounter>
        <PaymentConvention>F</PaymentConvention>
        <FixedLegData>
          <Rates>
            <Rate>0.02</Rate>
          </Rates>
        </FixedLegData>
        <ScheduleData>
          <Rules>
            <StartDate>20151028</StartDate>
            <EndDate>20351028</EndDate>
            <Tenor>1Y</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>F</Convention>
            <TermConvention>F</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
      <LegData>
        <LegType>Floating</LegType>
        <Payer>true</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>10000000.000000</Notional>
        </Notionals>
        <DayCounter>A360</DayCounter>
        <PaymentConvention>MF</PaymentConvention>
        <FloatingLegData>
          <Index>EUR-EURIBOR-6M</Index>
          <Spreads>
            <Spread>0.000000</Spread>
          </Spreads>
          <IsInArrears>false</IsInArrears>
          <FixingDays>2</FixingDays>
        </FloatingLegData>
        <ScheduleData>
          <Rules>
            <StartDate>20151028</StartDate>
            <EndDate>20351028</EndDate>
            <Tenor>6M</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>MF</Convention>
            <TermConvention>MF</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
    </SwapData>
  </Trade>
  <!--
   <Trade id="Swp">
     <TradeType>ScriptedTrade</TradeType>
     <Envelope>
       <CounterParty>CPTY_A</CounterParty>
       <NettingSetId>CPTY_A</NettingSetId>
       <AdditionalFields/>
     </Envelope>
     <ScriptedTradeData>
       <ScriptName>Swap</ScriptName>
       <Data>
         <Number>
           <Name>Notional</Name>
           <Value>10000000</Value>
         </Number>
         <Number>
           <Name>FixedRatePayer</Name>
           <Value>1</Value>
         </Number>
         <Currency>
           <Name>PayCurrency</Name>
           <Value>EUR</Value>
         </Currency>
         <Daycounter>
           <Name>FixedDayCounter</Name>
           <Value>30/360</Value>
         </Daycounter>
         <Number>
           <Name>FixedRate</Name>
           <Value>0.02</Value>
         </Number>
         <Event>
           <Name>FixedLegSchedule</Name>
           <ScheduleData>
             <Rules>
               <StartDate>2016-03-01</StartDate>
               <EndDate>2036-03-01</EndDate>
               <Tenor>1Y</Tenor>
               <Calendar>TARGET</Calendar>
               <Convention>Following</Convention>
               <TermConvention>Following</TermConvention>
               <Rule>Forward</Rule>
               <EndOfMonth/>
               <FirstDate/>
               <LastDate/>
             </Rules>
           </ScheduleData>
         </Event>
         <Daycounter>
           <Name>FloatDayCounter</Name>
           <Value>A360</Value>
         </Daycounter>
         <Index>
           <Name>FloatIndex</Name>
           <Value>EUR-EURIBOR-6M</Value>
         </Index>
         <Number>
           <Name>FloatSpread</Name>
           <Value>0.0000</Value>
         </Number>
         <Event>
           <Name>FloatLegSchedule</Name>
           <ScheduleData>
             <Rules>
               <StartDate>2016-03-01</StartDate>
               <EndDate>2036-03-01</EndDate>
               <Tenor>6M</Tenor>
               <Calendar>TARGET</Calendar>
               <Convention>Following</Convention>
               <TermConvention>Following</TermConvention>
               <Rule>Forward</Rule>
               <EndOfMonth/>
               <FirstDate/>
               <LastDate/>
             </Rules>
           </ScheduleData>
         </Event>
         <Event>
           <Name>FixingSchedule</Name>
           <DerivedSchedule>
             <BaseSchedule>FloatLegSchedule</BaseSchedule>
             <Shift>-2D</Shift>
             <Calendar>TARGET</Calendar>
             <Convention>F</Convention>
           </DerivedSchedule>
         </Event>
       </Data>
     </ScriptedTradeData>
     </Trade>
     -->
</Portfolio>
