<?xml version='1.0' encoding='UTF-8'?>
<Portfolio>
    <Trade id="RPA_CALLABLE">
        <TradeType>RiskParticipationAgreement</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <RiskParticipationAgreementData>
            <!-- RPA mandatory data -->
            <ParticipationRate>0.9</ParticipationRate>
            <ProtectionStart>2023-02-16</ProtectionStart>
            <ProtectionEnd>2042-04-22</ProtectionEnd>
            <CreditCurveId>RED:027A8A|SNRFOR|USD|XR14</CreditCurveId>
            <!-- optional data -->
            <IssuerId>CompanyXZY</IssuerId>
            <SettlesAccrual>false</SettlesAccrual>
            <FixedRecoveryRate>0.15</FixedRecoveryRate>
            <!-- protection fee, if Payer = true protection is bought, otherwise sold -->
            <ProtectionFee>
                <LegData>
                    <LegType>Cashflow</LegType>
                    <Payer>true</Payer>
                    <Currency>USD</Currency>
                    <CashflowData>
                        <Cashflow>
                            <Amount date="2023-04-25">121171.72</Amount>
                        </Cashflow>
                    </CashflowData>
                </LegData>
            </ProtectionFee>
            <!-- the underlying callable swap -->
            <Underlying>
                <OptionData>
                    <LongShort>Short</LongShort>
                    <Style>Bermudan</Style>
                    <!-- notice date conventions -->
                    <NoticePeriod>2D</NoticePeriod>
                    <NoticeConvention>F</NoticeConvention>
                    <NoticeCalendar>TARGET</NoticeCalendar>
                    <Settlement>Physical</Settlement>
                    <ExerciseDates>
                        <ExerciseDate>2032-04-22</ExerciseDate>
                        <ExerciseDate>2033-04-22</ExerciseDate>
                        <ExerciseDate>2034-04-22</ExerciseDate>
                        <ExerciseDate>2035-04-22</ExerciseDate>
                        <ExerciseDate>2036-04-22</ExerciseDate>
                        <ExerciseDate>2037-04-22</ExerciseDate>
                    </ExerciseDates>
                </OptionData>
                <LegData>
                    <LegType>Floating</LegType>
                    <Payer>true</Payer>
                    <Currency>EUR</Currency>
                    <Notionals>
                        <Notional>10000000</Notional>
                    </Notionals>
                    <DayCounter>A360</DayCounter>
                    <PaymentConvention>ModifiedFollowing</PaymentConvention>
                    <FloatingLegData>
                        <Index>EUR-EURIBOR-3M</Index>
                        <Spreads>
                            <Spread>0.0</Spread>
                        </Spreads>
                    </FloatingLegData>
                    <ScheduleData>
                        <Rules>
                            <StartDate>2032-04-22</StartDate>
                            <EndDate>2042-04-22</EndDate>
                            <Tenor>3M</Tenor>
                            <Calendar>TARGET</Calendar>
                            <Convention>ModifiedFollowing</Convention>
                            <Rule>Forward</Rule>
                        </Rules>
                    </ScheduleData>
                </LegData>
                <LegData>
                    <LegType>Fixed</LegType>
                    <Payer>false</Payer>
                    <Currency>EUR</Currency>
                    <Notionals>
                        <Notional>10000000</Notional>
                    </Notionals>
                    <DayCounter>ACT/ACT</DayCounter>
                    <PaymentConvention>Following</PaymentConvention>
                    <FixedLegData>
                        <Rates>
                            <Rate>0.05</Rate>
                        </Rates>
                    </FixedLegData>
                    <ScheduleData>
                        <Rules>
                            <StartDate>2032-04-22</StartDate>
                            <EndDate>2042-04-22</EndDate>
                            <Tenor>1Y</Tenor>
                            <Calendar>TARGET</Calendar>
                            <Convention>Following</Convention>
                            <Rule>Forward</Rule>
                        </Rules>
                    </ScheduleData>
                </LegData>
            </Underlying>
        </RiskParticipationAgreementData>
    </Trade>
</Portfolio>
