<?xml version='1.0' encoding='UTF-8'?>
<Portfolio>
    <Trade id="BERMUDAN_SWAPTION">
        <TradeType>Swaption</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <SwaptionData>
            <OptionData>
                <LongShort>Short</LongShort>
                <Style>Bermudan</Style>
                <Settlement>Physical</Settlement>
                <PayOffAtExpiry>false</PayOffAtExpiry>
                <ExerciseDates>
                    <ExerciseDate>2035-09-23</ExerciseDate>
                    <ExerciseDate>2036-09-22</ExerciseDate>
                    <ExerciseDate>2037-09-22</ExerciseDate>
                    <ExerciseDate>2038-09-22</ExerciseDate>
                    <ExerciseDate>2039-09-23</ExerciseDate>
                    <ExerciseDate>2040-09-22</ExerciseDate>
                </ExerciseDates>
            </OptionData>
            <LegData>
                <LegType>Floating</LegType>
                <Payer>true</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>10000000</Notional>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>ModifiedFollowing</PaymentConvention>
                <FloatingLegData>
                    <Index>EUR-EURIBOR-3M</Index>
                    <Spreads>
                        <Spread>0.0</Spread>
                    </Spreads>
                </FloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2035-09-23</StartDate>
                        <EndDate>2045-09-22</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <LegData>
                <LegType>Fixed</LegType>
                <Payer>false</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>10000000</Notional>
                </Notionals>
                <DayCounter>ACT/ACT</DayCounter>
                <PaymentConvention>Following</PaymentConvention>
                <FixedLegData>
                    <Rates>
                        <Rate>0.05</Rate>
                    </Rates>
                </FixedLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2035-09-23</StartDate>
                        <EndDate>2045-09-22</EndDate>
                        <Tenor>1Y</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>Following</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </SwaptionData>
    </Trade>
</Portfolio>
