<?xml version='1.0' encoding='UTF-8'?>
<Portfolio>
    <Trade id="CMS_Swap_DurAdjusted">
        <TradeType>Swap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <SwapData>
            <LegData>
                <LegType>CMS</LegType>
                <Payer>false</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>21000000</Notional>
                </Notionals>
                <DayCounter>Simple</DayCounter>
                <PaymentConvention>Following</PaymentConvention>
                <PaymentLag>0</PaymentLag>
                <PaymentCalendar>TARGET</PaymentCalendar>
                <CMSLegData>
                    <Index>EUR-CMS-20Y</Index>
                    <Spreads>
                        <Spread>0</Spread>
                    </Spreads>
                    <Gearings>
                        <Gearing>1</Gearing>
                    </Gearings>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>2</FixingDays>
                </CMSLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2026-12-29</StartDate>
                        <EndDate>2030-12-29</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>EUR</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Backward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </SwapData>
    </Trade>
    <Trade id="CMS_Capped">
        <TradeType>Swap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <SwapData>
            <LegData>
                <LegType>CMS</LegType>
                <Payer>false</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>21000000</Notional>
                </Notionals>
                <DayCounter>Simple</DayCounter>
                <PaymentConvention>Following</PaymentConvention>
                <PaymentLag>0</PaymentLag>
                <PaymentCalendar>TARGET</PaymentCalendar>
                <CMSLegData>
                    <Index>EUR-CMS-20Y</Index>
                    <Spreads>
                        <Spread>0</Spread>
                    </Spreads>
                    <Gearings>
                        <Gearing>1</Gearing>
                    </Gearings>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>2</FixingDays>
                    <Caps>
                        <Cap>0.015</Cap>
                    </Caps>
                    <NakedOption>false</NakedOption>
                </CMSLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2026-12-29</StartDate>
                        <EndDate>2030-12-29</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>EUR</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Backward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </SwapData>
    </Trade>
    <Trade id="CMS_Cap">
        <TradeType>Swap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <SwapData>
            <LegData>
                <LegType>CMS</LegType>
                <Payer>false</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>21000000</Notional>
                </Notionals>
                <DayCounter>Simple</DayCounter>
                <PaymentConvention>Following</PaymentConvention>
                <PaymentLag>0</PaymentLag>
                <PaymentCalendar>TARGET</PaymentCalendar>
                <CMSLegData>
                    <Index>EUR-CMS-20Y</Index>
                    <Spreads>
                        <Spread>0</Spread>
                    </Spreads>
                    <Gearings>
                        <Gearing>1</Gearing>
                    </Gearings>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>2</FixingDays>
                    <Caps>
                        <Cap>0.015</Cap>
                    </Caps>
                    <NakedOption>true</NakedOption>
                </CMSLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2026-12-29</StartDate>
                        <EndDate>2030-12-29</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>EUR</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Backward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </SwapData>
    </Trade>
    <Trade id="DurAdjCMS_Swap_Adj_1">
        <TradeType>Swap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <SwapData>
            <LegData>
                <LegType>DurationAdjustedCMS</LegType>
                <Payer>false</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>21000000</Notional>
                </Notionals>
                <DayCounter>Simple</DayCounter>
                <PaymentConvention>Following</PaymentConvention>
                <PaymentLag>0</PaymentLag>
                <PaymentCalendar>TARGET</PaymentCalendar>
                <DurationAdjustedCMSLegData>
                    <Index>EUR-CMS-20Y</Index>
                    <Spreads>
                        <Spread>0</Spread>
                    </Spreads>
                    <Gearings>
                        <Gearing>1</Gearing>
                    </Gearings>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>2</FixingDays>
                </DurationAdjustedCMSLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2026-12-29</StartDate>
                        <EndDate>2030-12-29</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>EUR</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Backward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </SwapData>
    </Trade>
    <Trade id="DurAdjCMS_Capped_Adj_1">
        <TradeType>Swap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <SwapData>
            <LegData>
                <LegType>DurationAdjustedCMS</LegType>
                <Payer>false</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>21000000</Notional>
                </Notionals>
                <DayCounter>Simple</DayCounter>
                <PaymentConvention>Following</PaymentConvention>
                <PaymentLag>0</PaymentLag>
                <PaymentCalendar>TARGET</PaymentCalendar>
                <DurationAdjustedCMSLegData>
                    <Index>EUR-CMS-20Y</Index>
                    <Spreads>
                        <Spread>0</Spread>
                    </Spreads>
                    <Gearings>
                        <Gearing>1</Gearing>
                    </Gearings>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>2</FixingDays>
                    <Caps>
                        <Cap>0.015</Cap>
                    </Caps>
                    <NakedOption>false</NakedOption>
                </DurationAdjustedCMSLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2026-12-29</StartDate>
                        <EndDate>2030-12-29</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>EUR</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Backward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </SwapData>
    </Trade>
    <Trade id="DurAdjCMS_Cap_Adj_1">
        <TradeType>Swap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <SwapData>
            <LegData>
                <LegType>DurationAdjustedCMS</LegType>
                <Payer>false</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>21000000</Notional>
                </Notionals>
                <DayCounter>Simple</DayCounter>
                <PaymentConvention>Following</PaymentConvention>
                <PaymentLag>0</PaymentLag>
                <PaymentCalendar>TARGET</PaymentCalendar>
                <DurationAdjustedCMSLegData>
                    <Index>EUR-CMS-20Y</Index>
                    <Spreads>
                        <Spread>0</Spread>
                    </Spreads>
                    <Gearings>
                        <Gearing>1</Gearing>
                    </Gearings>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>2</FixingDays>
                    <Caps>
                        <Cap>0.015</Cap>
                    </Caps>
                    <NakedOption>true</NakedOption>
                </DurationAdjustedCMSLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2026-12-29</StartDate>
                        <EndDate>2030-12-29</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>EUR</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Backward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </SwapData>
    </Trade>
    <Trade id="DurAdjCMS_Swap_Dur_10">
        <TradeType>Swap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <SwapData>
            <LegData>
                <LegType>DurationAdjustedCMS</LegType>
                <Payer>false</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>21000000</Notional>
                </Notionals>
                <DayCounter>Simple</DayCounter>
                <PaymentConvention>Following</PaymentConvention>
                <PaymentLag>0</PaymentLag>
                <PaymentCalendar>TARGET</PaymentCalendar>
                <DurationAdjustedCMSLegData>
                    <Index>EUR-CMS-20Y</Index>
                    <Duration>10</Duration>
                    <Spreads>
                        <Spread>0</Spread>
                    </Spreads>
                    <Gearings>
                        <Gearing>1</Gearing>
                    </Gearings>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>2</FixingDays>
                </DurationAdjustedCMSLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2026-12-29</StartDate>
                        <EndDate>2030-12-29</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>EUR</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Backward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </SwapData>
    </Trade>
    <Trade id="DurAdjCMS_Capped_Dur_10">
        <TradeType>Swap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <SwapData>
            <LegData>
                <LegType>DurationAdjustedCMS</LegType>
                <Payer>false</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>21000000</Notional>
                </Notionals>
                <DayCounter>Simple</DayCounter>
                <PaymentConvention>Following</PaymentConvention>
                <PaymentLag>0</PaymentLag>
                <PaymentCalendar>TARGET</PaymentCalendar>
                <DurationAdjustedCMSLegData>
                    <Index>EUR-CMS-20Y</Index>
                    <Duration>10</Duration>
                    <Spreads>
                        <Spread>0</Spread>
                    </Spreads>
                    <Gearings>
                        <Gearing>1</Gearing>
                    </Gearings>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>2</FixingDays>
                    <Caps>
                        <Cap>0.015</Cap>
                    </Caps>
                    <NakedOption>false</NakedOption>
                </DurationAdjustedCMSLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2026-12-29</StartDate>
                        <EndDate>2030-12-29</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>EUR</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Backward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </SwapData>
    </Trade>
    <Trade id="DurAdjCMS_Cap_Dur_10">
        <TradeType>Swap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <SwapData>
            <LegData>
                <LegType>DurationAdjustedCMS</LegType>
                <Payer>false</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>21000000</Notional>
                </Notionals>
                <DayCounter>Simple</DayCounter>
                <PaymentConvention>Following</PaymentConvention>
                <PaymentLag>0</PaymentLag>
                <PaymentCalendar>TARGET</PaymentCalendar>
                <DurationAdjustedCMSLegData>
                    <Index>EUR-CMS-20Y</Index>
                    <Duration>10</Duration>
                    <Spreads>
                        <Spread>0</Spread>
                    </Spreads>
                    <Gearings>
                        <Gearing>1</Gearing>
                    </Gearings>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>2</FixingDays>
                    <Caps>
                        <Cap>0.015</Cap>
                    </Caps>
                    <NakedOption>true</NakedOption>
                </DurationAdjustedCMSLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2026-12-29</StartDate>
                        <EndDate>2030-12-29</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>EUR</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Backward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </SwapData>
    </Trade>
    <Trade id="DurAdjCMS_Cap_Dur_10_As_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>DurationAdjustedCMS</LegType>
                <Payer>false</Payer>
                <Currency>EUR</Currency>
                <DayCounter>Simple</DayCounter>
                <PaymentConvention>Following</PaymentConvention>
                <PaymentLag>0</PaymentLag>
                <PaymentCalendar>TARGET</PaymentCalendar>
                <Notionals>
                    <Notional>21000000</Notional>
                </Notionals>
                <ScheduleData>
                    <Rules>
                        <StartDate>2026-12-29</StartDate>
                        <EndDate>2030-12-29</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>EUR</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Backward</Rule>
                    </Rules>
                </ScheduleData>
                <DurationAdjustedCMSLegData>
                    <Index>EUR-CMS-20Y</Index>
                    <Duration>10</Duration>
                    <Spreads>
                        <Spread>0</Spread>
                    </Spreads>
                    <Gearings>
                        <Gearing>1</Gearing>
                    </Gearings>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>2</FixingDays>
                </DurationAdjustedCMSLegData>
            </LegData>
            <Caps>
                <Cap>0.015</Cap>
            </Caps>
            <Floors/>
            <Premiums>
                <Premium>
                    <Amount>1000</Amount>
                    <Currency>EUR</Currency>
                    <PayDate>2028-01-26</PayDate>
                </Premium>
            </Premiums>
        </CapFloorData>
    </Trade>
</Portfolio>
