<?xml version='1.0' encoding='UTF-8'?>
<Portfolio>
    <Trade id="LookbackCallBasketOption#1">
        <TradeType>ScriptedTrade</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <LookbackCallBasketOptionData>
            <Expiry type="event">2025-08-31</Expiry>
            <Settlement type="event">2025-09-05</Settlement>
            <ObservationDates type="event">
                <ScheduleData>
                    <Rules>
                        <StartDate>2024-08-22</StartDate>
                        <EndDate>2025-08-22</EndDate>
                        <Tenor>1D</Tenor>
                        <Calendar>US</Calendar>
                        <Convention>F</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </ObservationDates>
            <LongShort type="longShort">Long</LongShort>
            <Notional type="number">1</Notional>
            <Underlyings type="index">
                <Value>EQ-RIC:.SPX</Value>
                <Value>EQ-RIC:.STOXX50E</Value>
            </Underlyings>
            <Weights type="number">
                <Value>1.0</Value>
                <Value>1.0</Value>
            </Weights>
            <PayCcy type="currency">USD</PayCcy>
        </LookbackCallBasketOptionData>
        <!--
  <ScriptedTradeData>
    <ScriptName>LookbackCallBasketOption</ScriptName>
    <Data>
      <Event>
        <Name>Expiry</Name>
        <Value>2020-02-15</Value>
      </Event>
      <Event>
        <Name>Settlement</Name>
        <Value>2020-02-20</Value>
      </Event>
      <Event>
        <Name>ObservationDates</Name>
        <ScheduleData>
          <Rules>
           <StartDate>2019-02-06</StartDate>
           <EndDate>2020-02-06</EndDate>
           <Tenor>1D</Tenor>
           <Calendar>US</Calendar>
           <Convention>F</Convention>
           <Rule>Forward</Rule>
         </Rules>
       </ScheduleData>
      </Event>      
      <Number>
	<Name>LongShort</Name>
	<Value>1</Value>
      </Number>
      <Number>
        <Name>Notional</Name>
        <Value>1</Value>
      </Number>
      <Index>
        <Name>Underlyings</Name>
        <Values>
                <Value>EQ-RIC:.SPX</Value>
                <Value>EQ-RIC:.STOXX50E</Value>
        </Values>
      </Index>
      <Number>
        <Name>Weights</Name>
        <Values>
          <Value>1.0</Value>
          <Value>1.0</Value>
        </Values>
      </Number>
      <Currency>
        <Name>PayCcy</Name>
        <Value>USD</Value>
      </Currency>
    </Data>
  </ScriptedTradeData>
  -->
    </Trade>
</Portfolio>
