<?xml version='1.0' encoding='UTF-8'?>
<Portfolio>
    <Trade id="Capped_swap_amortising">
        <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>Fixed</LegType>
                <Payer>false</Payer>
                <Currency>GBP</Currency>
                <Notionals>
                    <Notional>3000000</Notional>
                    <Notional>2800000</Notional>
                    <Notional>2600000</Notional>
                    <Notional>2400000</Notional>
                    <Notional>2200000</Notional>
                    <Notional>2000000</Notional>
                    <Notional>1800000</Notional>
                    <Notional>1600000</Notional>
                    <Notional>1400000</Notional>
                    <Notional>1200000</Notional>
                    <Notional>1000000</Notional>
                    <Notional>800000</Notional>
                    <Notional>600000</Notional>
                    <Notional>400000</Notional>
                    <Notional>200000</Notional>
                </Notionals>
                <DayCounter>ACT/365</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <FixedLegData>
                    <Rates>
                        <Rate>0.04</Rate>
                    </Rates>
                </FixedLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-01-15</StartDate>
                        <EndDate>2038-01-14</EndDate>
                        <Tenor>1Y</Tenor>
                        <Calendar>UK</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <LegData>
                <LegType>Floating</LegType>
                <Payer>true</Payer>
                <Currency>GBP</Currency>
                <Notionals>
                    <Notional>3000000</Notional>
                    <Notional>3000000</Notional>
                    <Notional>2800000</Notional>
                    <Notional>2800000</Notional>
                    <Notional>2600000</Notional>
                    <Notional>2600000</Notional>
                    <Notional>2400000</Notional>
                    <Notional>2400000</Notional>
                    <Notional>2200000</Notional>
                    <Notional>2200000</Notional>
                    <Notional>2000000</Notional>
                    <Notional>2000000</Notional>
                    <Notional>1800000</Notional>
                    <Notional>1800000</Notional>
                    <Notional>1600000</Notional>
                    <Notional>1600000</Notional>
                    <Notional>1400000</Notional>
                    <Notional>1400000</Notional>
                    <Notional>1200000</Notional>
                    <Notional>1200000</Notional>
                    <Notional>1000000</Notional>
                    <Notional>1000000</Notional>
                    <Notional>800000</Notional>
                    <Notional>800000</Notional>
                    <Notional>600000</Notional>
                    <Notional>600000</Notional>
                    <Notional>400000</Notional>
                    <Notional>400000</Notional>
                    <Notional>200000</Notional>
                    <Notional>200000</Notional>
                </Notionals>
                <DayCounter>ACT/365</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-01-15</StartDate>
                        <EndDate>2038-01-14</EndDate>
                        <Tenor>6M</Tenor>
                        <Calendar>UK</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
                <FloatingLegData>
                    <Index>GBP-LIBOR-6M</Index>
                    <Spreads>
                        <Spread>0.004</Spread>
                        <Spread>0.004</Spread>
                        <Spread>0.004</Spread>
                        <Spread>0.004</Spread>
                        <Spread>0.004</Spread>
                        <Spread>0.004</Spread>
                        <Spread>0.004</Spread>
                        <Spread>0.004</Spread>
                        <Spread>0.004</Spread>
                        <Spread>0.004</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                    </Spreads>
                    <Gearings>
                        <Gearing>1.5</Gearing>
                        <Gearing>1.5</Gearing>
                        <Gearing>1.5</Gearing>
                        <Gearing>1.5</Gearing>
                        <Gearing>1.5</Gearing>
                        <Gearing>1.5</Gearing>
                        <Gearing>1.5</Gearing>
                        <Gearing>1.5</Gearing>
                        <Gearing>1.5</Gearing>
                        <Gearing>1.5</Gearing>
                        <Gearing>1.5</Gearing>
                        <Gearing>1.5</Gearing>
                        <Gearing>1.5</Gearing>
                        <Gearing>1.5</Gearing>
                        <Gearing>1.5</Gearing>
                        <Gearing>2</Gearing>
                        <Gearing>2</Gearing>
                        <Gearing>2</Gearing>
                        <Gearing>2</Gearing>
                        <Gearing>2</Gearing>
                        <Gearing>2</Gearing>
                        <Gearing>2</Gearing>
                        <Gearing>2</Gearing>
                        <Gearing>2</Gearing>
                        <Gearing>2</Gearing>
                        <Gearing>2</Gearing>
                        <Gearing>2</Gearing>
                        <Gearing>2</Gearing>
                        <Gearing>2</Gearing>
                        <Gearing>2</Gearing>
                    </Gearings>
                    <Caps>
                        <Cap>0.025</Cap>
                        <Cap>0.025</Cap>
                        <Cap>0.025</Cap>
                        <Cap>0.025</Cap>
                        <Cap>0.025</Cap>
                        <Cap>0.025</Cap>
                        <Cap>0.025</Cap>
                        <Cap>0.025</Cap>
                        <Cap>0.025</Cap>
                        <Cap>0.025</Cap>
                        <Cap>0.030</Cap>
                        <Cap>0.030</Cap>
                        <Cap>0.030</Cap>
                        <Cap>0.030</Cap>
                        <Cap>0.030</Cap>
                        <Cap>0.030</Cap>
                        <Cap>0.030</Cap>
                        <Cap>0.030</Cap>
                        <Cap>0.030</Cap>
                        <Cap>0.030</Cap>
                        <Cap>0.045</Cap>
                        <Cap>0.045</Cap>
                        <Cap>0.045</Cap>
                        <Cap>0.045</Cap>
                        <Cap>0.045</Cap>
                        <Cap>0.045</Cap>
                        <Cap>0.045</Cap>
                        <Cap>0.045</Cap>
                        <Cap>0.045</Cap>
                        <Cap>0.045</Cap>
                    </Caps>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>0</FixingDays>
                </FloatingLegData>
            </LegData>
        </SwapData>
    </Trade>
</Portfolio>
