<?xml version='1.0' encoding='UTF-8'?>
<Portfolio>
    <Trade id="Bond_Call_Option_StrikePrice">
        <TradeType>BondOption</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <BondOptionData>
            <OptionData>
                <LongShort>Long</LongShort>
                <OptionType>Call</OptionType>
                <Style>European</Style>
                <Settlement>Physical</Settlement>
                <ExerciseDates>
                    <ExerciseDate>2028-02-02</ExerciseDate>
                </ExerciseDates>
            </OptionData>
            <StrikeData>
                <StrikePrice>
                    <Value>1</Value>
                    <Currency>EUR</Currency>
                </StrikePrice>
            </StrikeData>
            <Redemption>100.00</Redemption>
            <PriceType>Dirty</PriceType>
            <KnocksOut>false</KnocksOut>
            <BondData>
                <SecurityId>ISIN:IE00BH3SQ895</SecurityId>
                <BondNotional>10000000</BondNotional>
            </BondData>
        </BondOptionData>
    </Trade>
    <Trade id="Bond_Call_Option_YieldStrike">
        <TradeType>BondOption</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <BondOptionData>
            <OptionData>
                <LongShort>Long</LongShort>
                <OptionType>Call</OptionType>
                <Style>European</Style>
                <Settlement>Physical</Settlement>
                <ExerciseDates>
                    <ExerciseDate>2028-02-02</ExerciseDate>
                </ExerciseDates>
            </OptionData>
            <StrikeData>
                <StrikeYield>
                    <Yield>0.055</Yield>
                    <Compounding>SimpleThenCompounded</Compounding>
                </StrikeYield>
            </StrikeData>
            <Redemption>100.00</Redemption>
            <PriceType>Dirty</PriceType>
            <KnocksOut>false</KnocksOut>
            <BondData>
                <SecurityId>ISIN:IE00BH3SQ895</SecurityId>
                <BondNotional>10000000</BondNotional>
            </BondData>
        </BondOptionData>
    </Trade>
</Portfolio>
