<?xml version="1.0"?>
<Trade id="Ascot">
    <TradeType>Ascot</TradeType>
    <Envelope>
        <CounterParty>CPTY</CounterParty>
        <NettingSetId>NS</NettingSetId>
        <AdditionalFields>
            <party_id>party</party_id>
            <valuation_date>2025-02-10</valuation_date>
        </AdditionalFields>
    </Envelope>
    <AscotData>
        <!-- The underlying of the ascot. -->
        <ConvertibleBondData>
            <BondData>
                <!-- The ISIN identifying the underlying convertible bond -->
                <SecurityId>ISIN:DE000A3H2WP2</SecurityId>
                <!-- The bond notional on which the option is written. -->
                <BondNotional>1000000.00</BondNotional>
            </BondData>
        </ConvertibleBondData>
        <!-- The option terms -->
        <OptionData>
            <!-- Long or Short -->
            <LongShort>Long</LongShort>
            <!-- Put or Call -->
            <OptionType>Call</OptionType>
            <!-- only American supported -->
            <Style>American</Style>
            <!-- Physical or Cash -->
            <Settlement>Physical</Settlement>
            <!-- The last possible exercise date -->
            <ExerciseDates>
                <ExerciseDate>2030-10-08</ExerciseDate>
            </ExerciseDates>
            <!-- The option premiumn paid by the option holder -->
            <Premiums>
                <Premium>
                    <Amount>166000</Amount>
                    <Currency>EUR</Currency>
                    <PayDate>2021-10-10</PayDate>
                </Premium>
            </Premiums>
        </OptionData>
        <!-- The reference swap funding leg, the asset leg is implied from the bond data. Payer should be false,
         i.e. the swap is entered from the viewpoint of the asset swap buyer. -->
        <ReferenceSwapData>
            <LegData>
                <LegType>Floating</LegType>
                <Payer>false</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>1000000.00</Notional>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>ModifiedFollowing</PaymentConvention>
                <FloatingLegData>
                    <Index>EUR-EURIBOR-3M</Index>
                    <!-- The recall spread goes here. -->
                    <Spreads>
                        <Spread>0.02</Spread>
                    </Spreads>
                </FloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2021-10-08</StartDate>
                        <EndDate>2030-10-08</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Backward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </ReferenceSwapData>
    </AscotData>
</Trade>
