<?xml version='1.0' encoding='UTF-8'?>
<Portfolio>
    <Trade id="FX_DOUBLE_ONE-TOUCH_OPTION">
        <TradeType>FxDoubleTouchOption</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <FxDoubleTouchOptionData>
            <OptionData>
                <LongShort>Long</LongShort>
                <PayOffAtExpiry>true</PayOffAtExpiry>
                <ExerciseDates>
                    <ExerciseDate>2026-02-12</ExerciseDate>
                </ExerciseDates>
            </OptionData>
            <BarrierData>
                <Type>KnockIn</Type>
                <Levels>
                    <Level>0.00800</Level>
                    <Level>0.01025</Level>
                </Levels>
            </BarrierData>
            <ForeignCurrency>JPY</ForeignCurrency>
            <DomesticCurrency>USD</DomesticCurrency>
            <PayoffCurrency>USD</PayoffCurrency>
            <PayoffAmount>10000000</PayoffAmount>
        </FxDoubleTouchOptionData>
    </Trade>
    <Trade id="FX_DOUBLE_NO-TOUCH_OPTION">
        <TradeType>FxDoubleTouchOption</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <FxDoubleTouchOptionData>
            <OptionData>
                <LongShort>Short</LongShort>
                <PayOffAtExpiry>true</PayOffAtExpiry>
                <ExerciseDates>
                    <ExerciseDate>2027-04-13</ExerciseDate>
                </ExerciseDates>
            </OptionData>
            <BarrierData>
                <Type>KnockOut</Type>
                <Levels>
                    <Level>1.21000</Level>
                    <Level>1.31000</Level>
                </Levels>
            </BarrierData>
            <ForeignCurrency>GBP</ForeignCurrency>
            <DomesticCurrency>USD</DomesticCurrency>
            <PayoffCurrency>USD</PayoffCurrency>
            <PayoffAmount>1000000</PayoffAmount>
            <StartDate>2024-08-12</StartDate>
            <FXIndex>FX-TR20H-GBP-USD</FXIndex>
            <Calendar>NYB,LNB</Calendar>
        </FxDoubleTouchOptionData>
    </Trade>
</Portfolio>
