<?xml version='1.0' encoding='UTF-8'?>
<Portfolio>
    <Trade id="CPI_Swap_using_InflationSwap">
        <TradeType>InflationSwap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <InflationSwapData>
            <LegData>
                <LegType>Floating</LegType>
                <Payer>true</Payer>
                <Currency>GBP</Currency>
                <Notionals>
                    <Notional>10000000</Notional>
                </Notionals>
                <DayCounter>ACT/ACT</DayCounter>
                <PaymentConvention>ModifiedFollowing</PaymentConvention>
                <FloatingLegData>
                    <Index>GBP-LIBOR-6M</Index>
                    <Spreads>
                        <Spread>0.0</Spread>
                    </Spreads>
                    <IsInArrears>false</IsInArrears>
                </FloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-07-10</StartDate>
                        <EndDate>2028-07-09</EndDate>
                        <Tenor>6M</Tenor>
                        <Calendar>UK</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <LegData>
                <LegType>CPI</LegType>
                <Payer>false</Payer>
                <Currency>GBP</Currency>
                <Notionals>
                    <Notional>10000000</Notional>
                    <Exchanges>
                        <NotionalInitialExchange>false</NotionalInitialExchange>
                        <NotionalFinalExchange>true</NotionalFinalExchange>
                    </Exchanges>
                </Notionals>
                <DayCounter>ACT/ACT</DayCounter>
                <PaymentConvention>Following</PaymentConvention>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-07-10</StartDate>
                        <EndDate>2028-07-09</EndDate>
                        <Tenor>1Y</Tenor>
                        <Calendar>UK</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
                <CPILegData>
                    <Index>UKRPI</Index>
                    <Rates>
                        <Rate>0.02</Rate>
                    </Rates>
                    <BaseCPI>210</BaseCPI>
                    <StartDate>2023-07-10</StartDate>
                    <ObservationLag>2M</ObservationLag>
                    <Interpolation>Linear</Interpolation>
                </CPILegData>
            </LegData>
        </InflationSwapData>
    </Trade>
    <Trade id="CPI_Swap_using_Swap">
        <TradeType>Swap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <SwapData>
            <LegData>
                <LegType>Floating</LegType>
                <Payer>true</Payer>
                <Currency>GBP</Currency>
                <Notionals>
                    <Notional>10000000</Notional>
                </Notionals>
                <DayCounter>ACT/ACT</DayCounter>
                <PaymentConvention>ModifiedFollowing</PaymentConvention>
                <FloatingLegData>
                    <Index>GBP-LIBOR-6M</Index>
                    <Spreads>
                        <Spread>0.0</Spread>
                    </Spreads>
                    <IsInArrears>false</IsInArrears>
                </FloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-07-10</StartDate>
                        <EndDate>2028-07-09</EndDate>
                        <Tenor>6M</Tenor>
                        <Calendar>UK</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <LegData>
                <LegType>CPI</LegType>
                <Payer>false</Payer>
                <Currency>GBP</Currency>
                <Notionals>
                    <Notional>10000000</Notional>
                    <Exchanges>
                        <NotionalInitialExchange>false</NotionalInitialExchange>
                        <NotionalFinalExchange>true</NotionalFinalExchange>
                    </Exchanges>
                </Notionals>
                <DayCounter>ACT/ACT</DayCounter>
                <PaymentConvention>Following</PaymentConvention>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-07-10</StartDate>
                        <EndDate>2028-07-09</EndDate>
                        <Tenor>1Y</Tenor>
                        <Calendar>UK</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
                <CPILegData>
                    <Index>UKRPI</Index>
                    <Rates>
                        <Rate>0.02</Rate>
                    </Rates>
                    <BaseCPI>210</BaseCPI>
                    <StartDate>2023-07-10</StartDate>
                    <ObservationLag>2M</ObservationLag>
                    <Interpolation>Linear</Interpolation>
                </CPILegData>
            </LegData>
        </SwapData>
    </Trade>
</Portfolio>
