<?xml version='1.0' encoding='UTF-8'?>
<Portfolio>
    <Trade id="CPI_Swap_ZC_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>ZeroCouponFixed</LegType>
                <Payer>true</Payer>
                <Currency>GBP</Currency>
                <Notionals>
                    <Notional>184500.0000</Notional>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <ScheduleData>
                    <Rules>
                        <StartDate>2027-01-05</StartDate>
                        <EndDate>2032-09-06</EndDate>
                        <Tenor>0D</Tenor>
                        <Calendar>GBP</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Zero</Rule>
                    </Rules>
                </ScheduleData>
                <ZeroCouponFixedLegData>
                    <Rates>
                        <Rate>0.016500</Rate>
                    </Rates>
                    <Compounding>Compounded</Compounding>
                </ZeroCouponFixedLegData>
            </LegData>
            <LegData>
                <LegType>CPI</LegType>
                <Payer>false</Payer>
                <Currency>GBP</Currency>
                <Notionals>
                    <Notional>184500</Notional>
                    <Exchanges>
                        <NotionalFinalExchange>true</NotionalFinalExchange>
                    </Exchanges>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>F</PaymentConvention>
                <ScheduleData>
                    <Dates>
                        <Calendar>GBP</Calendar>
                        <Dates>
                            <Date>2032-09-06</Date>
                        </Dates>
                    </Dates>
                </ScheduleData>
                <CPILegData>
                    <Index>UKRPI</Index>
                    <Rates>
                        <Rate>0</Rate>
                    </Rates>
                    <BaseCPI>114.4</BaseCPI>
                    <StartDate>2027-01-05</StartDate>
                    <ObservationLag>3M</ObservationLag>
                    <Interpolation>Linear</Interpolation>
                    <SubtractInflationNotional>true</SubtractInflationNotional>
                </CPILegData>
            </LegData>
        </InflationSwapData>
    </Trade>
    <Trade id="CPI_Swap_ZC_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>ZeroCouponFixed</LegType>
                <Payer>true</Payer>
                <Currency>GBP</Currency>
                <Notionals>
                    <Notional>184500.0000</Notional>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <ScheduleData>
                    <Rules>
                        <StartDate>2027-01-05</StartDate>
                        <EndDate>2032-09-06</EndDate>
                        <Tenor>0D</Tenor>
                        <Calendar>GBP</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Zero</Rule>
                    </Rules>
                </ScheduleData>
                <ZeroCouponFixedLegData>
                    <Rates>
                        <Rate>0.016500</Rate>
                    </Rates>
                    <Compounding>Compounded</Compounding>
                </ZeroCouponFixedLegData>
            </LegData>
            <LegData>
                <LegType>CPI</LegType>
                <Payer>false</Payer>
                <Currency>GBP</Currency>
                <Notionals>
                    <Notional>184500</Notional>
                    <Exchanges>
                        <NotionalFinalExchange>true</NotionalFinalExchange>
                    </Exchanges>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>F</PaymentConvention>
                <ScheduleData>
                    <Dates>
                        <Calendar>GBP</Calendar>
                        <Dates>
                            <Date>2032-09-06</Date>
                        </Dates>
                    </Dates>
                </ScheduleData>
                <CPILegData>
                    <Index>UKRPI</Index>
                    <Rates>
                        <Rate>0</Rate>
                    </Rates>
                    <BaseCPI>114.4</BaseCPI>
                    <StartDate>2027-01-05</StartDate>
                    <ObservationLag>3M</ObservationLag>
                    <Interpolation>Linear</Interpolation>
                    <SubtractInflationNotional>true</SubtractInflationNotional>
                </CPILegData>
            </LegData>
        </SwapData>
    </Trade>
</Portfolio>
