<?xml version='1.0' encoding='UTF-8'?>
<Portfolio>
    <Trade id="Swap_Digital_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>DigitalCMSSpread</LegType>
                <Payer>false</Payer>
                <Currency>USD</Currency>
                <Notionals>
                    <Notional>800000000.000000</Notional>
                </Notionals>
                <DayCounter>1/1</DayCounter>
                <PaymentConvention>F</PaymentConvention>
                <DigitalCMSSpreadLegData>
                    <CMSSpreadLegData>
                        <Index1>USD-CMS-30Y</Index1>
                        <Index2>USD-CMS-2Y</Index2>
                        <IsInArrears>true</IsInArrears>
                        <FixingDays>2</FixingDays>
                        <Spreads>
                            <Spread>0.0</Spread>
                        </Spreads>
                    </CMSSpreadLegData>
                    <CallPosition>Long</CallPosition>
                    <IsCallATMIncluded>true</IsCallATMIncluded>
                    <CallStrikes>
                        <Strike>0.0</Strike>
                    </CallStrikes>
                    <CallPayoffs>
                        <Payoff>0.01</Payoff>
                    </CallPayoffs>
                </DigitalCMSSpreadLegData>
                <ScheduleData>
                    <Dates>
                        <Calendar>US-NYSE</Calendar>
                        <Dates>
                            <Date>2023-08-11</Date>
                            <Date>2026-08-10</Date>
                        </Dates>
                    </Dates>
                </ScheduleData>
            </LegData>
            <LegData>
                <LegType>CMSSpread</LegType>
                <Payer>true</Payer>
                <Currency>USD</Currency>
                <Notionals>
                    <Notional>800000000.000000</Notional>
                </Notionals>
                <DayCounter>1/1</DayCounter>
                <PaymentConvention>F</PaymentConvention>
                <CMSSpreadLegData>
                    <Index1>USD-CMS-30Y</Index1>
                    <Index2>USD-CMS-2Y</Index2>
                    <IsInArrears>true</IsInArrears>
                    <FixingDays>2</FixingDays>
                    <Spreads>
                        <Spread>0.0</Spread>
                    </Spreads>
                </CMSSpreadLegData>
                <ScheduleData>
                    <Dates>
                        <Calendar>US-NYSE</Calendar>
                        <Dates>
                            <Date>2023-08-11</Date>
                            <Date>2026-08-10</Date>
                        </Dates>
                    </Dates>
                </ScheduleData>
            </LegData>
        </SwapData>
    </Trade>
</Portfolio>
