<?xml version='1.0' encoding='UTF-8'?>
<Portfolio>
    <Trade id="EqMarginSwap_STOXX">
        <TradeType>Swap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <SwapData>
            <LegData>
                <Payer>true</Payer>
                <LegType>EquityMargin</LegType>
                <Currency>EUR</Currency>
                <PaymentConvention>Following</PaymentConvention>
                <DayCounter>A360</DayCounter>
                <Notionals>
                    <Notional>10000000</Notional>
                </Notionals>
                <EquityMarginLegData>
                    <Rates>
                        <Rate>0.003</Rate>
                    </Rates>
                    <InitialMarginFactor>0.121</InitialMarginFactor>
                    <Multiplier>10</Multiplier>
                    <EquityLegData>
                        <ReturnType>Total</ReturnType>
                        <Name>RIC:.STOXX50E</Name>
                        <InitialPrice>2946</InitialPrice>
                        <NotionalReset>false</NotionalReset>
                        <FixingDays>2</FixingDays>
                    </EquityLegData>
                </EquityMarginLegData>
                <ScheduleData>
                    <Dates>
                        <Dates>
                            <Date>2025-02-10</Date>
                            <Date>2025-05-11</Date>
                            <Date>2025-08-11</Date>
                            <Date>2025-11-11</Date>
                            <Date>2026-02-10</Date>
                            <Date>2026-05-10</Date>
                        </Dates>
                    </Dates>
                </ScheduleData>
            </LegData>
            <LegData>
                <Payer>false</Payer>
                <LegType>Equity</LegType>
                <Currency>EUR</Currency>
                <PaymentConvention>Following</PaymentConvention>
                <DayCounter>A360</DayCounter>
                <Notionals>
                    <Notional>10000000</Notional>
                </Notionals>
                <EquityLegData>
                    <ReturnType>Total</ReturnType>
                    <Name>RIC:.STOXX50E</Name>
                    <InitialPrice>2937.36</InitialPrice>
                    <NotionalReset>false</NotionalReset>
                    <FixingDays>2</FixingDays>
                </EquityLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2024-02-10</StartDate>
                        <EndDate>2026-02-11</EndDate>
                        <Tenor>6M</Tenor>
                        <Calendar>EUR</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </SwapData>
    </Trade>
</Portfolio>
