<?xml version='1.0' encoding='UTF-8'?>
<Portfolio>
    <Trade id="Fx_Vol_Swap">
        <TradeType>FxVarianceSwap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <FxVarianceSwapData>
            <StartDate>2025-10-22</StartDate>
            <EndDate>2026-04-26</EndDate>
            <Currency>USD</Currency>
            <Underlying>
                <Type>FX</Type>
                <Name>TR20H-EUR-USD</Name>
            </Underlying>
            <LongShort>Long</LongShort>
            <Strike>0.02</Strike>
            <Notional>50000</Notional>
            <Calendar>US</Calendar>
            <MomentType>Volatility</MomentType>
        </FxVarianceSwapData>
    </Trade>
</Portfolio>
