<?xml version='1.0' encoding='UTF-8'?>
<Portfolio>
    <Trade id="TRS_with_BondPositions">
        <TradeType>TotalReturnSwap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <TotalReturnSwapData>
            <UnderlyingData>
                <SubTrade>
                    <SubTradeType>BondPosition</SubTradeType>
                    <BondBasketData>
                        <Quantity>1000</Quantity>
                        <!-- Identifier is optional when Underlying bonds are defined -->
                        <Identifier>CUSTOM</Identifier>
                        <Underlying>
                            <Type>Bond</Type>
                            <Name>IE00BH3SQ895</Name>
                            <IdentifierType>ISIN</IdentifierType>
                            <Weight>0.5</Weight>
                        </Underlying>
                        <Underlying>
                            <Type>Bond</Type>
                            <Name>IT0005177909</Name>
                            <IdentifierType>ISIN</IdentifierType>
                            <Weight>0.5</Weight>
                        </Underlying>
                    </BondBasketData>
                </SubTrade>
            </UnderlyingData>
            <!-- the return leg definition -->
            <ReturnData>
                <Payer>false</Payer>
                <!-- the trade ccy, also called return ccy -->
                <Currency>EUR</Currency>
                <!-- reference schedule definition, valuation dates are derived from this schedule -->
                <ScheduleData>
                    <Rules>
                        <StartDate>2025-02-11</StartDate>
                        <EndDate>2029-02-11</EndDate>
                        <Tenor>6M</Tenor>
                        <Calendar>EUR</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
                <ObservationLag>0D</ObservationLag>
                <!-- FX Conversion Details, required if asset ccy != return ccy -->
                <FXTerms>
                    <FXIndex>FX-TR20H-EUR-USD</FXIndex>
                </FXTerms>
            </ReturnData>
            <!-- the funding leg definition -->
            <FundingData>
                <!-- any number of legs, must all be in the return ccy -->
                <LegData>
                    <Payer>true</Payer>
                    <LegType>Floating</LegType>
                    <Currency>EUR</Currency>
                    <PaymentConvention>Following</PaymentConvention>
                    <DayCounter>A360</DayCounter>
                    <FloatingLegData>
                        <Index>EUR-EURIBOR-6M</Index>
                        <Spreads>
                            <Spread>0.01</Spread>
                        </Spreads>
                        <FixingDays>2</FixingDays>
                        <IsInArrears>false</IsInArrears>
                    </FloatingLegData>
                    <ScheduleData>
                        <Rules>
                            <StartDate>2025-02-11</StartDate>
                            <EndDate>2035-02-11</EndDate>
                            <Tenor>6M</Tenor>
                            <Calendar>EUR</Calendar>
                            <Convention>ModifiedFollowing</Convention>
                            <Rule>Forward</Rule>
                        </Rules>
                    </ScheduleData>
                </LegData>
            </FundingData>
        </TotalReturnSwapData>
    </Trade>
</Portfolio>
