<?xml version='1.0' encoding='UTF-8'?>
<Portfolio>
    <Trade id="CALLABLE_SWAP_withExerciseDate">
        <TradeType>CallableSwap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <CallableSwapData>
            <OptionData>
                <LongShort>Short</LongShort>
                <Style>Bermudan</Style>
                <!-- notice date conventions -->
                <NoticePeriod>2D</NoticePeriod>
                <NoticeConvention>F</NoticeConvention>
                <NoticeCalendar>TARGET</NoticeCalendar>
                <Settlement>Physical</Settlement>
                <ExerciseFees>
                    <!-- 10bp fee relative to notional -->
                    <ExerciseFee type="Percentage">0.0010</ExerciseFee>
                    <!-- 15k absolute fee from 2030 onwards-->
                    <ExerciseFee startDate="2037-09-29" type="Absolute">15000</ExerciseFee>
                    <!-- 5bp fee from 2032 onwards -->
                    <ExerciseFee startDate="2039-09-30" type="Percentage">0.0005</ExerciseFee>
                </ExerciseFees>
                <!-- exercise fee settlement conventions -->
                <ExerciseFeeSettlementPeriod>5D</ExerciseFeeSettlementPeriod>
                <ExerciseFeeSettlementConvention>MF</ExerciseFeeSettlementConvention>
                <ExerciseFeeSettlementCalendar>TARGET</ExerciseFeeSettlementCalendar>
                <ExerciseDates>
                    <ExerciseDate>2035-09-30</ExerciseDate>
                    <ExerciseDate>2036-09-29</ExerciseDate>
                    <ExerciseDate>2037-09-29</ExerciseDate>
                    <ExerciseDate>2038-09-29</ExerciseDate>
                    <ExerciseDate>2039-09-30</ExerciseDate>
                    <ExerciseDate>2040-09-29</ExerciseDate>
                </ExerciseDates>
            </OptionData>
            <LegData>
                <LegType>Floating</LegType>
                <Payer>true</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>10000000</Notional>
                    <Notional startDate="2036-09-29">9000000</Notional>
                    <Notional startDate="2037-09-29">8000000</Notional>
                    <Notional startDate="2038-09-29">7000000</Notional>
                    <Notional startDate="2039-09-30">6000000</Notional>
                    <Notional startDate="2040-09-29">5000000</Notional>
                    <Notional startDate="2041-09-29">4000000</Notional>
                    <Notional startDate="2042-09-29">3000000</Notional>
                    <Notional startDate="2043-09-30">2000000</Notional>
                    <Notional startDate="2044-09-29">1000000</Notional>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>ModifiedFollowing</PaymentConvention>
                <FloatingLegData>
                    <Index>EUR-EURIBOR-3M</Index>
                    <Spreads>
                        <Spread>0.0</Spread>
                    </Spreads>
                </FloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2035-09-30</StartDate>
                        <EndDate>2045-09-29</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <LegData>
                <LegType>Fixed</LegType>
                <Payer>false</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>10000000</Notional>
                    <Notional startDate="2036-09-29">9000000</Notional>
                    <Notional startDate="2037-09-29">8000000</Notional>
                    <Notional startDate="2038-09-29">7000000</Notional>
                    <Notional startDate="2039-09-30">6000000</Notional>
                    <Notional startDate="2040-09-29">5000000</Notional>
                    <Notional startDate="2041-09-29">4000000</Notional>
                    <Notional startDate="2042-09-29">3000000</Notional>
                    <Notional startDate="2043-09-30">2000000</Notional>
                    <Notional startDate="2044-09-29">1000000</Notional>
                </Notionals>
                <DayCounter>ACT/ACT</DayCounter>
                <PaymentConvention>Following</PaymentConvention>
                <FixedLegData>
                    <Rates>
                        <Rate>0.05</Rate>
                    </Rates>
                </FixedLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2035-09-30</StartDate>
                        <EndDate>2045-09-29</EndDate>
                        <Tenor>1Y</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>Following</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </CallableSwapData>
    </Trade>
</Portfolio>
