<?xml version='1.0' encoding='UTF-8'?>
<Portfolio>
    <Trade id="Cap_MXN">
        <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>Floating</LegType>
                <Payer>true</Payer>
                <Currency>MXN</Currency>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>Following</PaymentConvention>
                <Notionals>
                    <Notional>2000000000</Notional>
                </Notionals>
                <ScheduleData>
                    <Rules>
                        <StartDate>2024-04-22</StartDate>
                        <EndDate>2026-01-26</EndDate>
                        <Tenor>28D</Tenor>
                        <Calendar>MXN</Calendar>
                        <Convention>Following</Convention>
                        <Rule>Backward</Rule>
                    </Rules>
                </ScheduleData>
                <FloatingLegData>
                    <Index>MXN-TIIE-28D</Index>
                    <Spreads>
                        <Spread>0</Spread>
                    </Spreads>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>1</FixingDays>
                </FloatingLegData>
            </LegData>
            <Caps>
                <Cap>0.08</Cap>
            </Caps>
            <Floors/>
        </CapFloorData>
    </Trade>
</Portfolio>
