<?xml version='1.0' encoding='UTF-8'?>
<Portfolio>
    <Trade id="Swap_CMS_Spread_Option">
        <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>CMSSpread</LegType>
                <Payer>false</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>10000000.000000</Notional>
                </Notionals>
                <DayCounter>30/360</DayCounter>
                <PaymentConvention>F</PaymentConvention>
                <CMSSpreadLegData>
                    <Index1>EUR-CMS-10Y</Index1>
                    <Index2>EUR-CMS-2Y</Index2>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>2</FixingDays>
                    <Caps>
                        <Cap>0.06</Cap>
                    </Caps>
                    <Floors>
                        <Floor>0.00</Floor>
                    </Floors>
                    <Gearings>
                        <Gearing>3.0</Gearing>
                    </Gearings>
                    <Spreads>
                        <Spread>0.0010</Spread>
                    </Spreads>
                    <NakedOption>false</NakedOption>
                </CMSSpreadLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-10-20</StartDate>
                        <EndDate>2042-10-19</EndDate>
                        <Tenor>1Y</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>F</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <LegData>
                <LegType>Floating</LegType>
                <Payer>true</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>10000000.000000</Notional>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <FloatingLegData>
                    <Index>EUR-EURIBOR-6M</Index>
                    <Spreads>
                        <Spread>0.0080</Spread>
                    </Spreads>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>2</FixingDays>
                </FloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-10-20</StartDate>
                        <EndDate>2042-10-19</EndDate>
                        <Tenor>6M</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </SwapData>
    </Trade>
</Portfolio>
