<?xml version="1.0"?>
<Trade id="CALLABLE_SWAP_withExerciseDate">
    <TradeType>CallableSwap</TradeType>
    <Envelope>
        <CounterParty>CPTY</CounterParty>
        <NettingSetId>NS</NettingSetId>
        <AdditionalFields>
            <valuation_date>2025-02-10</valuation_date>
            <party_id>party</party_id>
        </AdditionalFields>
    </Envelope>
    <CallableSwapData>
        <OptionData>
            <LongShort>Short</LongShort>
            <Style>Bermudan</Style>
            <!-- notice date conventions -->
            <NoticePeriod>2D</NoticePeriod>
            <NoticeConvention>F</NoticeConvention>
            <NoticeCalendar>TARGET</NoticeCalendar>
            <Settlement>Physical</Settlement>
            <ExerciseFees>
                <!-- 10bp fee relative to notional -->
                <ExerciseFee type="Percentage">0.0010</ExerciseFee>
                <!-- 15k absolute fee from 2030 onwards-->
                <ExerciseFee startDate="2037-09-29" type="Absolute">15000</ExerciseFee>
                <!-- 5bp fee from 2032 onwards -->
                <ExerciseFee startDate="2039-09-30" type="Percentage">0.0005</ExerciseFee>
            </ExerciseFees>
            <!-- exercise fee settlement conventions -->
            <ExerciseFeeSettlementPeriod>5D</ExerciseFeeSettlementPeriod>
            <ExerciseFeeSettlementConvention>MF</ExerciseFeeSettlementConvention>
            <ExerciseFeeSettlementCalendar>TARGET</ExerciseFeeSettlementCalendar>
            <ExerciseDates>
                <ExerciseDate>2035-09-30</ExerciseDate>
                <ExerciseDate>2036-09-29</ExerciseDate>
                <ExerciseDate>2037-09-29</ExerciseDate>
                <ExerciseDate>2038-09-29</ExerciseDate>
                <ExerciseDate>2039-09-30</ExerciseDate>
                <ExerciseDate>2040-09-29</ExerciseDate>
            </ExerciseDates>
        </OptionData>
        <LegData>
            <LegType>Floating</LegType>
            <Payer>true</Payer>
            <Currency>EUR</Currency>
            <Notionals>
                <Notional>10000000</Notional>
                <Notional startDate="2036-09-29">9000000</Notional>
                <Notional startDate="2037-09-29">8000000</Notional>
                <Notional startDate="2038-09-29">7000000</Notional>
                <Notional startDate="2039-09-30">6000000</Notional>
                <Notional startDate="2040-09-29">5000000</Notional>
                <Notional startDate="2041-09-29">4000000</Notional>
                <Notional startDate="2042-09-29">3000000</Notional>
                <Notional startDate="2043-09-30">2000000</Notional>
                <Notional startDate="2044-09-29">1000000</Notional>
            </Notionals>
            <DayCounter>A360</DayCounter>
            <PaymentConvention>ModifiedFollowing</PaymentConvention>
            <FloatingLegData>
                <Index>EUR-EURIBOR-3M</Index>
                <Spreads>
                    <Spread>0.0</Spread>
                </Spreads>
            </FloatingLegData>
            <ScheduleData>
                <Rules>
                    <StartDate>2035-09-30</StartDate>
                    <EndDate>2045-09-29</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>
                <Notional startDate="2036-09-29">9000000</Notional>
                <Notional startDate="2037-09-29">8000000</Notional>
                <Notional startDate="2038-09-29">7000000</Notional>
                <Notional startDate="2039-09-30">6000000</Notional>
                <Notional startDate="2040-09-29">5000000</Notional>
                <Notional startDate="2041-09-29">4000000</Notional>
                <Notional startDate="2042-09-29">3000000</Notional>
                <Notional startDate="2043-09-30">2000000</Notional>
                <Notional startDate="2044-09-29">1000000</Notional>
            </Notionals>
            <DayCounter>ACT/ACT</DayCounter>
            <PaymentConvention>Following</PaymentConvention>
            <FixedLegData>
                <Rates>
                    <Rate>0.05</Rate>
                </Rates>
            </FixedLegData>
            <ScheduleData>
                <Rules>
                    <StartDate>2035-09-30</StartDate>
                    <EndDate>2045-09-29</EndDate>
                    <Tenor>1Y</Tenor>
                    <Calendar>TARGET</Calendar>
                    <Convention>Following</Convention>
                    <Rule>Forward</Rule>
                </Rules>
            </ScheduleData>
        </LegData>
    </CallableSwapData>
</Trade>
