<?xml version='1.0' encoding='UTF-8'?>
<Portfolio>
    <Trade id="CPI_Cap">
        <TradeType>CapFloor</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <CapFloorData>
            <LongShort>Long</LongShort>
            <LegData>
                <LegType>CPI</LegType>
                <Payer>false</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>10000000</Notional>
                    <Exchanges>
                        <NotionalFinalExchange>true</NotionalFinalExchange>
                    </Exchanges>
                </Notionals>
                <DayCounter>ACT/ACT</DayCounter>
                <PaymentConvention>Following</PaymentConvention>
                <ScheduleData>
                    <Dates>
                        <Calendar>EUR</Calendar>
                        <Dates>
                            <Date>2043-02-03</Date>
                        </Dates>
                    </Dates>
                </ScheduleData>
                <CPILegData>
                    <Index>EUHICPXT</Index>
                    <Rates>
                        <Rate>1</Rate>
                    </Rates>
                    <BaseCPI>100</BaseCPI>
                    <StartDate>2023-02-03</StartDate>
                    <ObservationLag>3M</ObservationLag>
                    <Interpolation>Linear</Interpolation>
                    <SubtractInflationNotional>true</SubtractInflationNotional>
                </CPILegData>
            </LegData>
            <Caps>
                <Cap>0.03</Cap>
            </Caps>
        </CapFloorData>
    </Trade>
</Portfolio>
