Swap CPTY NS party 2025-02-10 Fixed false EUR 10000000.000000 30/360 F 0.011244 2023-01-31 2043-01-31 1Y TARGET MF Forward FormulaBased true EUR 10000000.000000 A360 MF max({EUR-CMS-10Y}-{EUR-CMS-1Y},0.005) 2 2023-01-31 2043-01-31 6M TARGET MF Forward Swap CPTY NS party 2025-02-10 Fixed true EUR 10000000.000000 30/360 F 0.011244 2023-01-31 2043-01-31 1Y TARGET MF Forward FormulaBased false EUR 10000000.000000 A360 MF ({EUR-CMS-10Y}-{EUR-CMS-1Y}) + 0.01*(gtZero({EUR-CMS-10Y}-{EUR-CMS-1Y})) 2 2023-01-31 2043-01-31 6M TARGET MF Forward Bond CPTY NS party 2025-02-10 CPTY_A ISIN:IE00BH3SQ895 SECURITY_1 BENCHMARK-EUR 2 TARGET 2023-01-31 FormulaBased false EUR 10000000.000000 ACT/ACT F min(max({EUR-CMS-10Y}-{EUR-CMS-1Y},0.0),0.03) 2 2023-01-31 2033-01-31 1Y TARGET F Forward