<Portfolio>
    <Trade id="Bond_Call_Option_StrikePrice">
        <TradeType>BondOption</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <BondOptionData>
            <OptionData>
                <LongShort>Long</LongShort>
                <OptionType>Call</OptionType>
                <Style>European</Style>
                <Settlement>Physical</Settlement>
                <ExerciseDates>
                    <ExerciseDate>2028-02-02</ExerciseDate>
                </ExerciseDates>
            </OptionData>
            <StrikeData>
                <StrikePrice>
                    <Value>1</Value>
                    <Currency>EUR</Currency>
                </StrikePrice>
            </StrikeData>
            <Redemption>100.00</Redemption>
            <PriceType>Dirty</PriceType>
            <KnocksOut>false</KnocksOut>
            <BondData>
                <SecurityId>ISIN:IE00BH3SQ895</SecurityId>
                <BondNotional>10000000</BondNotional>
            </BondData>
        </BondOptionData>
    </Trade>
    <Trade id="Bond_Call_Option_YieldStrike">
        <TradeType>BondOption</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <BondOptionData>
            <OptionData>
                <LongShort>Long</LongShort>
                <OptionType>Call</OptionType>
                <Style>European</Style>
                <Settlement>Physical</Settlement>
                <ExerciseDates>
                    <ExerciseDate>2028-02-02</ExerciseDate>
                </ExerciseDates>
            </OptionData>
            <StrikeData>
                <StrikeYield>
                    <Yield>0.055</Yield>
                    <Compounding>SimpleThenCompounded</Compounding>
                </StrikeYield>
            </StrikeData>
            <Redemption>100.00</Redemption>
            <PriceType>Dirty</PriceType>
            <KnocksOut>false</KnocksOut>
            <BondData>
                <SecurityId>ISIN:IE00BH3SQ895</SecurityId>
                <BondNotional>10000000</BondNotional>
            </BondData>
        </BondOptionData>
    </Trade>


    <Trade id="Ascot">
        <TradeType>Ascot</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <AscotData>
            <!-- The underlying of the ascot. -->
            <ConvertibleBondData>
                <BondData>
                    <!-- The ISIN identifying the underlying convertible bond -->
                    <SecurityId>ISIN:DE000A3H2WP2</SecurityId>
                    <!-- The bond notional on which the option is written. -->
                    <BondNotional>1000000.00</BondNotional>
                </BondData>
            </ConvertibleBondData>
            <!-- The option terms -->
            <OptionData>
                <!-- Long or Short -->
                <LongShort>Long</LongShort>
                <!-- Put or Call -->
                <OptionType>Call</OptionType>
                <!-- only American supported -->
                <Style>American</Style>
                <!-- Physical or Cash -->
                <Settlement>Physical</Settlement>
                <!-- The last possible exercise date -->
                <ExerciseDates>
                    <ExerciseDate>2030-10-08</ExerciseDate>
                </ExerciseDates>
                <!-- The option premiumn paid by the option holder -->
                <Premiums>
                    <Premium>
                        <Amount>166000</Amount>
                        <Currency>EUR</Currency>
                        <PayDate>2021-10-10</PayDate>
                    </Premium>
                </Premiums>
            </OptionData>
            <!-- The reference swap funding leg, the asset leg is implied from the bond data. Payer should be false,
             i.e. the swap is entered from the viewpoint of the asset swap buyer. -->
            <ReferenceSwapData>
                <LegData>
                    <LegType>Floating</LegType>
                    <Payer>false</Payer>
                    <Currency>EUR</Currency>
                    <Notionals>
                        <Notional>1000000.00</Notional>
                    </Notionals>
                    <DayCounter>A360</DayCounter>
                    <PaymentConvention>ModifiedFollowing</PaymentConvention>
                    <FloatingLegData>
                        <Index>EUR-EURIBOR-3M</Index>
                        <!-- The recall spread goes here. -->
                        <Spreads>
                            <Spread>0.02</Spread>
                        </Spreads>
                    </FloatingLegData>
                    <ScheduleData>
                        <Rules>
                            <StartDate>2021-10-08</StartDate>
                            <EndDate>2030-10-08</EndDate>
                            <Tenor>3M</Tenor>
                            <Calendar>TARGET</Calendar>
                            <Convention>ModifiedFollowing</Convention>
                            <Rule>Backward</Rule>
                        </Rules>
                    </ScheduleData>
                </LegData>
            </ReferenceSwapData>
        </AscotData>
    </Trade>
    <Trade id="ConvertibleBond">
        <TradeType>ConvertibleBond</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <!-- The underlying of the ascot. -->
        <ConvertibleBondData>
            <BondData>
                <!-- The ISIN identifying the underlying convertible bond -->
                <SecurityId>ISIN:US531229AR32</SecurityId>
                <!-- The bond notional on which the option is written. -->
                <BondNotional>1000000.00</BondNotional>
            </BondData>
        </ConvertibleBondData>
    </Trade>
    <Trade id="AssetSwap">
        <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>Floating</LegType>
                <Payer>true</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>1000000.00</Notional>
                </Notionals>
                <DayCounter>ACT/ACT</DayCounter>
                <PaymentConvention>F</PaymentConvention>
                <FloatingLegData>
                    <Spreads>
                        <Spread>0.025</Spread>
                    </Spreads>
                    <Index>EUR-EURIBOR-6M</Index>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>2</FixingDays>
                </FloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2018-10-08</StartDate>
                        <EndDate>2030-10-08</EndDate>
                        <Tenor>6M</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>F</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <LegData>
                <LegType>Floating</LegType>
                <Payer>false</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>1000000.00</Notional>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>ModifiedFollowing</PaymentConvention>
                <FloatingLegData>
                    <Index>EUR-EURIBOR-3M</Index>
                    <!-- The recall spread goes here. -->
                    <Spreads>
                        <Spread>0.02</Spread>
                    </Spreads>
                </FloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2021-10-08</StartDate>
                        <EndDate>2030-10-08</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Backward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </SwapData>
    </Trade>


    <Trade id="Repo">
        <TradeType>BondRepo</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <BondRepoData>
            <BondData>
                <SecurityId>ISIN:US912828X703</SecurityId>
                <!-- chosen so that the cash leg nominal is matched by bond dirty x BondNotional x (1 - Haircut) -->
                <BondNotional>27807597.777444</BondNotional>
            </BondData>
            <RepoData>
                <LegData>
                    <LegType>Fixed</LegType>
                    <Payer>true</Payer>
                    <Currency>USD</Currency>
                    <Notionals>
                        <Notional>28371509.989758</Notional>
                    </Notionals>
                    <ScheduleData>
                        <Rules>
                            <StartDate>2024-02-12</StartDate>
                            <EndDate>2026-05-14</EndDate>
                            <Tenor>1Y</Tenor>
                            <Calendar>US</Calendar>
                            <Convention>MF</Convention>
                            <Rule>Forward</Rule>
                        </Rules>
                    </ScheduleData>
                    <DayCounter>A360</DayCounter>
                    <PaymentConvention>F</PaymentConvention>
                    <FixedLegData>
                        <Rates>
                            <Rate>0.0178</Rate>
                        </Rates>
                    </FixedLegData>
                </LegData>
            </RepoData>
        </BondRepoData>
    </Trade>
    <Trade id="Security">
        <TradeType>Bond</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <BondData>
            <SecurityId>ISIN:US912828X703</SecurityId>
            <BondNotional>27807597.777444</BondNotional>
        </BondData>
    </Trade>


  <Trade id="Bond_Fixed">
    <TradeType>Bond</TradeType>
    <Envelope>
      <CounterParty>CPTY_C</CounterParty>
      <NettingSetId/>
      <AdditionalFields/>
    </Envelope>
    <BondData>
      <IssuerId>CPTY_C</IssuerId>
      <CreditCurveId>CPTY_C</CreditCurveId>
      <SecurityId>SECURITY_1</SecurityId>
      <ReferenceCurveId>EUR-EURIBOR-6M</ReferenceCurveId>
      <SettlementDays>2</SettlementDays>
      <Calendar>TARGET</Calendar>
      <IssueDate>2025-02-03</IssueDate>
      <LegData>
        <LegType>Fixed</LegType>
        <Payer>false</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>10000000.000000</Notional>
        </Notionals>
        <DayCounter>ACT/ACT</DayCounter>
        <PaymentConvention>F</PaymentConvention>
        <FixedLegData>
          <Rates>
            <Rate>0.05</Rate>
          </Rates>
        </FixedLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2025-02-03</StartDate>
            <EndDate>2035-02-03</EndDate>
            <Tenor>1Y</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>F</Convention>
            <TermConvention>F</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
    </BondData>
  </Trade>
  <Trade id="FwdBond_Fixed">
    <TradeType>ForwardBond</TradeType>
    <Envelope>
      <CounterParty>CPTY_C</CounterParty>
      <NettingSetId/>
      <AdditionalFields/>
    </Envelope>
    <ForwardBondData>
      <BondData>
        <IssuerId>CPTY_C</IssuerId>
        <CreditCurveId>CPTY_C</CreditCurveId>
        <SecurityId>SECURITY_1</SecurityId>
        <ReferenceCurveId>EUR-EURIBOR-6M</ReferenceCurveId>
        <IncomeCurveId>EUR-EURIBOR-6M</IncomeCurveId>
        <SettlementDays>2</SettlementDays>
        <Calendar>TARGET</Calendar>
        <IssueDate>2025-02-01</IssueDate>
        <LegData>
          <LegType>Fixed</LegType>
          <Payer>false</Payer>
          <Currency>EUR</Currency>
          <Notionals>
            <Notional>10000000.000000</Notional>
          </Notionals>
          <DayCounter>ACT/ACT</DayCounter>
          <PaymentConvention>F</PaymentConvention>
          <FixedLegData>
            <Rates>
              <Rate>0.05</Rate>
            </Rates>
          </FixedLegData>
          <ScheduleData>
            <Rules>
              <StartDate>2025-02-03</StartDate>
              <EndDate>2035-02-03</EndDate>
              <Tenor>1Y</Tenor>
              <Calendar>TARGET</Calendar>
              <Convention>F</Convention>
              <TermConvention>F</TermConvention>
              <Rule>Forward</Rule>
              <EndOfMonth/>
              <FirstDate/>
              <LastDate/>
            </Rules>
          </ScheduleData>
        </LegData>
      </BondData>
      <SettlementData>
        <ForwardMaturityDate>20160808</ForwardMaturityDate>
        <Amount>6300000.00</Amount>
        <SettlementDirty>true</SettlementDirty>
      </SettlementData>
      <PremiumData>
        <Amount>0.0</Amount>
        <Date>20160720</Date>
      </PremiumData>
      <LongInForward>true</LongInForward>
    </ForwardBondData>
  </Trade>
  <Trade id="Bond_Floating">
    <TradeType>Bond</TradeType>
    <Envelope>
      <CounterParty>CPTY_C</CounterParty>
      <NettingSetId/>
      <AdditionalFields/>
    </Envelope>
    <BondData>
      <IssuerId>CPTY_C</IssuerId>
      <CreditCurveId>CPTY_C</CreditCurveId>
      <SecurityId>SECURITY_1</SecurityId>
      <ReferenceCurveId>EUR-EURIBOR-6M</ReferenceCurveId>
      <SettlementDays>2</SettlementDays>
      <Calendar>TARGET</Calendar>
      <IssueDate>2025-02-03</IssueDate>
      <LegData>
        <LegType>Floating</LegType>
        <Payer>false</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>10000000.000000</Notional>
        </Notionals>
        <DayCounter>ACT/ACT</DayCounter>
        <PaymentConvention>F</PaymentConvention>
        <FloatingLegData>
          <Spreads>
            <Spread>0.01</Spread>
            <!-- 100bps -->
          </Spreads>
          <Index>EUR-EURIBOR-6M</Index>
          <IsInArrears>false</IsInArrears>
          <FixingDays>2</FixingDays>
        </FloatingLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2025-02-03</StartDate>
            <EndDate>2035-02-03</EndDate>
            <Tenor>6M</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>F</Convention>
            <TermConvention>F</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
    </BondData>
  </Trade>
  <Trade id="FwdBond_Floating">
    <TradeType>ForwardBond</TradeType>
    <Envelope>
      <CounterParty>CPTY_C</CounterParty>
      <NettingSetId/>
      <AdditionalFields/>
    </Envelope>
    <ForwardBondData>
      <BondData>
        <IssuerId>CPTY_C</IssuerId>
        <CreditCurveId>CPTY_C</CreditCurveId>
        <SecurityId>SECURITY_1</SecurityId>
        <ReferenceCurveId>EUR-EURIBOR-6M</ReferenceCurveId>
        <IncomeCurveId>EUR-EURIBOR-6M</IncomeCurveId>
        <SettlementDays>2</SettlementDays>
        <Calendar>TARGET</Calendar>
        <IssueDate>2025-02-01</IssueDate>
        <LegData>
          <LegType>Floating</LegType>
          <Payer>false</Payer>
          <Currency>EUR</Currency>
          <Notionals>
            <Notional>10000000.000000</Notional>
          </Notionals>
          <DayCounter>ACT/ACT</DayCounter>
          <PaymentConvention>F</PaymentConvention>
          <FloatingLegData>
            <Spreads>
              <Spread>0.01</Spread>
              <!-- 100bps -->
            </Spreads>
            <Index>USD-LIBOR-6M</Index>
            <IsInArrears>false</IsInArrears>
            <FixingDays>2</FixingDays>
          </FloatingLegData>
          <ScheduleData>
            <Rules>
              <StartDate>2025-02-03</StartDate>
              <EndDate>2035-02-03</EndDate>
              <Tenor>6M</Tenor>
              <Calendar>TARGET</Calendar>
              <Convention>F</Convention>
              <TermConvention>F</TermConvention>
              <Rule>Forward</Rule>
              <EndOfMonth/>
              <FirstDate/>
              <LastDate/>
            </Rules>
          </ScheduleData>
        </LegData>
      </BondData>
      <SettlementData>
        <ForwardMaturityDate>20160909</ForwardMaturityDate>
        <Amount>0000000.00</Amount>
        <SettlementDirty>true</SettlementDirty>
      </SettlementData>
      <PremiumData>
        <Amount>0.0</Amount>
        <Date>20160722</Date>
      </PremiumData>
      <LongInForward>true</LongInForward>
    </ForwardBondData>
  </Trade>
  <Trade id="Bond_Fixed_Then_Floating">
    <TradeType>Bond</TradeType>
    <Envelope>
      <CounterParty>CPTY_C</CounterParty>
      <NettingSetId/>
      <AdditionalFields/>
    </Envelope>
    <BondData>
      <IssuerId>CPTY_C</IssuerId>
      <CreditCurveId>CPTY_C</CreditCurveId>
      <SecurityId>SECURITY_1</SecurityId>
      <ReferenceCurveId>EUR-EURIBOR-6M</ReferenceCurveId>
      <SettlementDays>2</SettlementDays>
      <Calendar>TARGET</Calendar>
      <IssueDate>2025-02-03</IssueDate>
      <LegData>
        <LegType>Fixed</LegType>
        <Payer>false</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>10000000.000000</Notional>
        </Notionals>
        <DayCounter>ACT/ACT</DayCounter>
        <PaymentConvention>F</PaymentConvention>
        <FixedLegData>
          <Rates>
            <Rate>0.05</Rate>
          </Rates>
        </FixedLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2025-02-03</StartDate>
            <EndDate>2035-02-03</EndDate>
            <Tenor>1Y</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>F</Convention>
            <TermConvention>F</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
      <LegData>
        <LegType>Floating</LegType>
        <Payer>false</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>10000000.000000</Notional>
        </Notionals>
        <DayCounter>ACT/ACT</DayCounter>
        <PaymentConvention>F</PaymentConvention>
        <FloatingLegData>
          <Spreads>
            <Spread>0.01</Spread>
            <!-- 100bps -->
          </Spreads>
          <Index>EUR-EURIBOR-6M</Index>
          <IsInArrears>false</IsInArrears>
          <FixingDays>2</FixingDays>
        </FloatingLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2035-02-03</StartDate>
            <EndDate>2040-02-03</EndDate>
            <Tenor>6M</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>F</Convention>
            <TermConvention>F</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
    </BondData>
  </Trade>
  <Trade id="FwdBond_Fixed_Then_Floating">
    <TradeType>ForwardBond</TradeType>
    <Envelope>
      <CounterParty>CPTY_C</CounterParty>
      <NettingSetId/>
      <AdditionalFields/>
    </Envelope>
    <ForwardBondData>
      <BondData>
        <IssuerId>CPTY_C</IssuerId>
        <CreditCurveId>CPTY_C</CreditCurveId>
        <SecurityId>SECURITY_1</SecurityId>
        <ReferenceCurveId>EUR-EURIBOR-6M</ReferenceCurveId>
        <IncomeCurveId>EUR-EURIBOR-6M</IncomeCurveId>
        <SettlementDays>2</SettlementDays>
        <Calendar>TARGET</Calendar>
        <IssueDate>2025-02-01</IssueDate>
        <LegData>
          <LegType>Fixed</LegType>
          <Payer>false</Payer>
          <Currency>EUR</Currency>
          <Notionals>
            <Notional>10000000.000000</Notional>
          </Notionals>
          <DayCounter>ACT/ACT</DayCounter>
          <PaymentConvention>F</PaymentConvention>
          <FixedLegData>
            <Rates>
              <Rate>0.05</Rate>
            </Rates>
          </FixedLegData>
          <ScheduleData>
            <Rules>
              <StartDate>2025-02-03</StartDate>
              <EndDate>2035-02-03</EndDate>
              <Tenor>1Y</Tenor>
              <Calendar>TARGET</Calendar>
              <Convention>F</Convention>
              <TermConvention>F</TermConvention>
              <Rule>Forward</Rule>
              <EndOfMonth/>
              <FirstDate/>
              <LastDate/>
            </Rules>
          </ScheduleData>
        </LegData>
        <LegData>
          <LegType>Floating</LegType>
          <Payer>false</Payer>
          <Currency>EUR</Currency>
          <Notionals>
            <Notional>10000000.000000</Notional>
          </Notionals>
          <DayCounter>ACT/ACT</DayCounter>
          <PaymentConvention>F</PaymentConvention>
          <FloatingLegData>
            <Spreads>
              <Spread>0.01</Spread>
              <!-- 100bps -->
            </Spreads>
            <Index>USD-LIBOR-6M</Index>
            <IsInArrears>false</IsInArrears>
            <FixingDays>2</FixingDays>
          </FloatingLegData>
          <ScheduleData>
            <Rules>
              <StartDate>2035-02-03</StartDate>
              <EndDate>2040-02-03</EndDate>
              <Tenor>6M</Tenor>
              <Calendar>TARGET</Calendar>
              <Convention>F</Convention>
              <TermConvention>F</TermConvention>
              <Rule>Forward</Rule>
              <EndOfMonth/>
              <FirstDate/>
              <LastDate/>
            </Rules>
          </ScheduleData>
        </LegData>
      </BondData>
      <SettlementData>
        <ForwardMaturityDate>20160808</ForwardMaturityDate>
        <Amount>10000000.00</Amount>
        <SettlementDirty>true</SettlementDirty>
      </SettlementData>
      <PremiumData>
        <Amount>0.0</Amount>
        <Date>20160720</Date>
      </PremiumData>
      <LongInForward>true</LongInForward>
    </ForwardBondData>
  </Trade>
  <Trade id="Bond_Amortizing_FixedAmount">
    <TradeType>Bond</TradeType>
    <Envelope>
      <CounterParty>CPTY_C</CounterParty>
      <NettingSetId/>
      <AdditionalFields/>
    </Envelope>
    <BondData>
      <IssuerId>CPTY_C</IssuerId>
      <CreditCurveId>CPTY_C</CreditCurveId>
      <SecurityId>SECURITY_1</SecurityId>
      <ReferenceCurveId>EUR-EURIBOR-6M</ReferenceCurveId>
      <SettlementDays>2</SettlementDays>
      <Calendar>TARGET</Calendar>
      <IssueDate>2025-02-03</IssueDate>
      <LegData>
        <LegType>Fixed</LegType>
        <Payer>false</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>10000000.000000</Notional>
        </Notionals>
        <Amortizations>
          <AmortizationData>
            <Type>FixedAmount</Type>
            <Value>1000000</Value>
            <StartDate>20170203</StartDate>
            <Frequency>1Y</Frequency>
            <Underflow>false</Underflow>
          </AmortizationData>
        </Amortizations>
        <DayCounter>ACT/ACT</DayCounter>
        <PaymentConvention>F</PaymentConvention>
        <FixedLegData>
          <Rates>
            <Rate>0.05</Rate>
          </Rates>
        </FixedLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2025-02-03</StartDate>
            <EndDate>2035-02-03</EndDate>
            <Tenor>1Y</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>F</Convention>
            <TermConvention>F</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
    </BondData>
  </Trade>
  <Trade id="FwdBond_Amortizing_FixedAmount">
    <TradeType>ForwardBond</TradeType>
    <Envelope>
      <CounterParty>CPTY_C</CounterParty>
      <NettingSetId/>
      <AdditionalFields/>
    </Envelope>
    <ForwardBondData>
      <BondData>
        <IssuerId>CPTY_C</IssuerId>
        <CreditCurveId>CPTY_C</CreditCurveId>
        <SecurityId>SECURITY_1</SecurityId>
        <ReferenceCurveId>EUR-EURIBOR-6M</ReferenceCurveId>
        <IncomeCurveId>EUR-EURIBOR-6M</IncomeCurveId>
        <SettlementDays>2</SettlementDays>
        <Calendar>TARGET</Calendar>
        <IssueDate>2025-02-01</IssueDate>
        <LegData>
          <LegType>Fixed</LegType>
          <Payer>false</Payer>
          <Currency>EUR</Currency>
          <Notionals>
            <Notional>10000000.000000</Notional>
          </Notionals>
          <Amortizations>
            <AmortizationData>
              <Type>FixedAmount</Type>
              <Value>1000000</Value>
              <StartDate>2026-02-03</StartDate>
              <Frequency>1Y</Frequency>
              <Underflow>false</Underflow>
            </AmortizationData>
          </Amortizations>
          <DayCounter>ACT/ACT</DayCounter>
          <PaymentConvention>F</PaymentConvention>
          <FixedLegData>
            <Rates>
              <Rate>0.05</Rate>
            </Rates>
          </FixedLegData>
          <ScheduleData>
            <Rules>
              <StartDate>2025-02-03</StartDate>
              <EndDate>2035-02-03</EndDate>
              <Tenor>1Y</Tenor>
              <Calendar>TARGET</Calendar>
              <Convention>F</Convention>
              <TermConvention>F</TermConvention>
              <Rule>Forward</Rule>
              <EndOfMonth/>
              <FirstDate/>
              <LastDate/>
            </Rules>
          </ScheduleData>
        </LegData>
      </BondData>
      <SettlementData>
        <ForwardMaturityDate>20160808</ForwardMaturityDate>
        <Amount>10000000.00</Amount>
        <SettlementDirty>true</SettlementDirty>
      </SettlementData>
      <PremiumData>
        <Amount>0.0</Amount>
        <Date>20160720</Date>
      </PremiumData>
      <LongInForward>true</LongInForward>
    </ForwardBondData>
  </Trade>
  <Trade id="Bond_Amortizing_Percentage_Initial">
    <TradeType>Bond</TradeType>
    <Envelope>
      <CounterParty>CPTY_C</CounterParty>
      <NettingSetId/>
      <AdditionalFields/>
    </Envelope>
    <BondData>
      <IssuerId>CPTY_C</IssuerId>
      <CreditCurveId>CPTY_C</CreditCurveId>
      <SecurityId>SECURITY_1</SecurityId>
      <ReferenceCurveId>EUR-EURIBOR-6M</ReferenceCurveId>
      <SettlementDays>2</SettlementDays>
      <Calendar>TARGET</Calendar>
      <IssueDate>2025-02-03</IssueDate>
      <LegData>
        <LegType>Fixed</LegType>
        <Payer>false</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>10000000.000000</Notional>
        </Notionals>
        <Amortizations>
          <AmortizationData>
            <Type>RelativeToInitialNotional</Type>
            <Value>0.05</Value>
            <StartDate>2026-02-03</StartDate>
            <Frequency>1Y</Frequency>
            <Underflow>false</Underflow>
          </AmortizationData>
        </Amortizations>
        <DayCounter>ACT/ACT</DayCounter>
        <PaymentConvention>F</PaymentConvention>
        <FixedLegData>
          <Rates>
            <Rate>0.05</Rate>
          </Rates>
        </FixedLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2025-02-03</StartDate>
            <EndDate>2035-02-03</EndDate>
            <Tenor>1Y</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>F</Convention>
            <TermConvention>F</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
    </BondData>
  </Trade>
  <Trade id="FwdBond_Amortizing_Percentage_Initial">
    <TradeType>ForwardBond</TradeType>
    <Envelope>
      <CounterParty>CPTY_C</CounterParty>
      <NettingSetId/>
      <AdditionalFields/>
    </Envelope>
    <ForwardBondData>
      <BondData>
        <IssuerId>CPTY_C</IssuerId>
        <CreditCurveId>CPTY_C</CreditCurveId>
        <SecurityId>SECURITY_1</SecurityId>
        <ReferenceCurveId>EUR-EURIBOR-6M</ReferenceCurveId>
        <IncomeCurveId>EUR-EURIBOR-6M</IncomeCurveId>
        <SettlementDays>2</SettlementDays>
        <Calendar>TARGET</Calendar>
        <IssueDate>2025-02-01</IssueDate>
        <LegData>
          <LegType>Fixed</LegType>
          <Payer>false</Payer>
          <Currency>EUR</Currency>
          <Notionals>
            <Notional>10000000.000000</Notional>
          </Notionals>
          <Amortizations>
            <AmortizationData>
              <Type>RelativeToInitialNotional</Type>
              <Value>0.05</Value>
              <StartDate>2026-02-03</StartDate>
              <Frequency>1Y</Frequency>
              <Underflow>false</Underflow>
            </AmortizationData>
          </Amortizations>
          <DayCounter>ACT/ACT</DayCounter>
          <PaymentConvention>F</PaymentConvention>
          <FixedLegData>
            <Rates>
              <Rate>0.05</Rate>
            </Rates>
          </FixedLegData>
          <ScheduleData>
            <Rules>
              <StartDate>2025-02-03</StartDate>
              <EndDate>2035-02-03</EndDate>
              <Tenor>1Y</Tenor>
              <Calendar>TARGET</Calendar>
              <Convention>F</Convention>
              <TermConvention>F</TermConvention>
              <Rule>Forward</Rule>
              <EndOfMonth/>
              <FirstDate/>
              <LastDate/>
            </Rules>
          </ScheduleData>
        </LegData>
      </BondData>
      <SettlementData>
        <ForwardMaturityDate>20160808</ForwardMaturityDate>
        <Amount>10000000.00</Amount>
        <SettlementDirty>true</SettlementDirty>
      </SettlementData>
      <LongInForward>true</LongInForward>
    </ForwardBondData>
  </Trade>
  <Trade id="Bond_Amortizing_Percentage_Previous">
    <TradeType>Bond</TradeType>
    <Envelope>
      <CounterParty>CPTY_C</CounterParty>
      <NettingSetId/>
      <AdditionalFields/>
    </Envelope>
    <BondData>
      <IssuerId>CPTY_C</IssuerId>
      <CreditCurveId>CPTY_C</CreditCurveId>
      <SecurityId>SECURITY_1</SecurityId>
      <ReferenceCurveId>EUR-EURIBOR-6M</ReferenceCurveId>
      <SettlementDays>2</SettlementDays>
      <Calendar>TARGET</Calendar>
      <IssueDate>2025-02-03</IssueDate>
      <LegData>
        <LegType>Fixed</LegType>
        <Payer>false</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>10000000.000000</Notional>
        </Notionals>
        <Amortizations>
          <AmortizationData>
            <Type>RelativeToPreviousNotional</Type>
            <Value>0.05</Value>
            <StartDate>2026-02-03</StartDate>
            <Frequency>1Y</Frequency>
            <Underflow>false</Underflow>
          </AmortizationData>
        </Amortizations>
        <DayCounter>ACT/ACT</DayCounter>
        <PaymentConvention>F</PaymentConvention>
        <FixedLegData>
          <Rates>
            <Rate>0.05</Rate>
          </Rates>
        </FixedLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2025-02-03</StartDate>
            <EndDate>2035-02-03</EndDate>
            <Tenor>1Y</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>F</Convention>
            <TermConvention>F</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
    </BondData>
  </Trade>
  <Trade id="FwdBond_Amortizing_Percentage_Previous">
    <TradeType>ForwardBond</TradeType>
    <Envelope>
      <CounterParty>CPTY_C</CounterParty>
      <NettingSetId/>
      <AdditionalFields/>
    </Envelope>
    <ForwardBondData>
      <BondData>
        <IssuerId>CPTY_C</IssuerId>
        <CreditCurveId>CPTY_C</CreditCurveId>
        <SecurityId>SECURITY_1</SecurityId>
        <ReferenceCurveId>EUR-EURIBOR-6M</ReferenceCurveId>
        <IncomeCurveId>EUR-EURIBOR-6M</IncomeCurveId>
        <SettlementDays>2</SettlementDays>
        <Calendar>TARGET</Calendar>
        <IssueDate>2025-02-01</IssueDate>
        <LegData>
          <LegType>Fixed</LegType>
          <Payer>false</Payer>
          <Currency>EUR</Currency>
          <Notionals>
            <Notional>10000000.000000</Notional>
          </Notionals>
          <Amortizations>
            <AmortizationData>
              <Type>RelativeToPreviousNotional</Type>
              <Value>0.05</Value>
              <StartDate>2026-02-03</StartDate>
              <Frequency>1Y</Frequency>
              <Underflow>false</Underflow>
            </AmortizationData>
          </Amortizations>
          <DayCounter>ACT/ACT</DayCounter>
          <PaymentConvention>F</PaymentConvention>
          <FixedLegData>
            <Rates>
              <Rate>0.05</Rate>
            </Rates>
          </FixedLegData>
          <ScheduleData>
            <Rules>
              <StartDate>2025-02-03</StartDate>
              <EndDate>2035-02-03</EndDate>
              <Tenor>1Y</Tenor>
              <Calendar>TARGET</Calendar>
              <Convention>F</Convention>
              <TermConvention>F</TermConvention>
              <Rule>Forward</Rule>
              <EndOfMonth/>
              <FirstDate/>
              <LastDate/>
            </Rules>
          </ScheduleData>
        </LegData>
      </BondData>
      <SettlementData>
        <ForwardMaturityDate>20160808</ForwardMaturityDate>
        <Amount>10000000.00</Amount>
        <SettlementDirty>true</SettlementDirty>
      </SettlementData>
      <LongInForward>true</LongInForward>
    </ForwardBondData>
  </Trade>
  <Trade id="Bond_Amortizing_Fixed_Annuity">
    <TradeType>Bond</TradeType>
    <Envelope>
      <CounterParty>CPTY_C</CounterParty>
      <NettingSetId/>
      <AdditionalFields/>
    </Envelope>
    <BondData>
      <IssuerId>CPTY_C</IssuerId>
      <CreditCurveId>CPTY_C</CreditCurveId>
      <SecurityId>SECURITY_1</SecurityId>
      <ReferenceCurveId>EUR-EURIBOR-6M</ReferenceCurveId>
      <SettlementDays>2</SettlementDays>
      <Calendar>TARGET</Calendar>
      <IssueDate>2025-02-03</IssueDate>
      <LegData>
        <LegType>Fixed</LegType>
        <Payer>false</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>10000000.000000</Notional>
        </Notionals>
        <Amortizations>
          <AmortizationData>
            <Type>Annuity</Type>
            <Value>1000000</Value>
            <StartDate>2026-02-03</StartDate>
            <Underflow>false</Underflow>
          </AmortizationData>
        </Amortizations>
        <DayCounter>ACT/ACT</DayCounter>
        <PaymentConvention>F</PaymentConvention>
        <FixedLegData>
          <Rates>
            <Rate>0.05</Rate>
          </Rates>
        </FixedLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2025-02-03</StartDate>
            <EndDate>2035-02-03</EndDate>
            <Tenor>1Y</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>F</Convention>
            <TermConvention>F</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
    </BondData>
  </Trade>
  <Trade id="FwdBond_Amortizing_Fixed_Annuity">
    <TradeType>ForwardBond</TradeType>
    <Envelope>
      <CounterParty>CPTY_C</CounterParty>
      <NettingSetId/>
      <AdditionalFields/>
    </Envelope>
    <ForwardBondData>
      <BondData>
        <IssuerId>CPTY_C</IssuerId>
        <CreditCurveId>CPTY_C</CreditCurveId>
        <SecurityId>SECURITY_1</SecurityId>
        <ReferenceCurveId>EUR-EURIBOR-6M</ReferenceCurveId>
        <IncomeCurveId>EUR-EURIBOR-6M</IncomeCurveId>
        <SettlementDays>2</SettlementDays>
        <Calendar>TARGET</Calendar>
        <IssueDate>2025-02-01</IssueDate>
        <LegData>
          <LegType>Fixed</LegType>
          <Payer>false</Payer>
          <Currency>EUR</Currency>
          <Notionals>
            <Notional>10000000.000000</Notional>
          </Notionals>
          <Amortizations>
            <AmortizationData>
              <Type>Annuity</Type>
              <Value>1000000</Value>
              <StartDate>2026-02-03</StartDate>
              <Underflow>false</Underflow>
            </AmortizationData>
          </Amortizations>
          <DayCounter>ACT/ACT</DayCounter>
          <PaymentConvention>F</PaymentConvention>
          <FixedLegData>
            <Rates>
              <Rate>0.05</Rate>
            </Rates>
          </FixedLegData>
          <ScheduleData>
            <Rules>
              <StartDate>2025-02-03</StartDate>
              <EndDate>2035-02-03</EndDate>
              <Tenor>1Y</Tenor>
              <Calendar>TARGET</Calendar>
              <Convention>F</Convention>
              <TermConvention>F</TermConvention>
              <Rule>Forward</Rule>
              <EndOfMonth/>
              <FirstDate/>
              <LastDate/>
            </Rules>
          </ScheduleData>
        </LegData>
      </BondData>
      <SettlementData>
        <ForwardMaturityDate>20160808</ForwardMaturityDate>
        <Amount>10000000.00</Amount>
        <SettlementDirty>true</SettlementDirty>
      </SettlementData>
      <LongInForward>true</LongInForward>
    </ForwardBondData>
  </Trade>
  <Trade id="Bond_Amortizing_Floating_Annuity">
    <TradeType>Bond</TradeType>
    <Envelope>
      <CounterParty>CPTY_C</CounterParty>
      <NettingSetId/>
      <AdditionalFields/>
    </Envelope>
    <BondData>
      <IssuerId>CPTY_C</IssuerId>
      <CreditCurveId>CPTY_C</CreditCurveId>
      <SecurityId>SECURITY_1</SecurityId>
      <ReferenceCurveId>EUR-EURIBOR-6M</ReferenceCurveId>
      <SettlementDays>2</SettlementDays>
      <Calendar>TARGET</Calendar>
      <IssueDate>2025-02-03</IssueDate>
      <LegData>
        <LegType>Floating</LegType>
        <Payer>false</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>10000000.000000</Notional>
        </Notionals>
        <Amortizations>
          <AmortizationData>
            <Type>Annuity</Type>
            <Value>1000000</Value>
            <StartDate>2026-02-03</StartDate>
            <Underflow>false</Underflow>
          </AmortizationData>
        </Amortizations>
        <DayCounter>ACT/ACT</DayCounter>
        <PaymentConvention>F</PaymentConvention>
        <FloatingLegData>
          <Spreads>
            <Spread>0.01</Spread>
            <!-- 100bps -->
          </Spreads>
          <Index>EUR-EURIBOR-6M</Index>
          <IsInArrears>false</IsInArrears>
          <FixingDays>2</FixingDays>
        </FloatingLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2025-02-03</StartDate>
            <EndDate>2035-02-03</EndDate>
            <Tenor>6M</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>F</Convention>
            <TermConvention>F</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
    </BondData>
  </Trade>
  <Trade id="FwdBond_Amortizing_Floating_Annuity">
    <TradeType>ForwardBond</TradeType>
    <Envelope>
      <CounterParty>CPTY_C</CounterParty>
      <NettingSetId/>
      <AdditionalFields/>
    </Envelope>
    <ForwardBondData>
      <BondData>
        <IssuerId>CPTY_C</IssuerId>
        <CreditCurveId>CPTY_C</CreditCurveId>
        <SecurityId>SECURITY_1</SecurityId>
        <ReferenceCurveId>EUR-EURIBOR-6M</ReferenceCurveId>
        <IncomeCurveId>EUR-EURIBOR-6M</IncomeCurveId>
        <SettlementDays>2</SettlementDays>
        <Calendar>TARGET</Calendar>
        <IssueDate>2025-02-01</IssueDate>
        <LegData>
          <LegType>Floating</LegType>
          <Payer>false</Payer>
          <Currency>EUR</Currency>
          <Notionals>
            <Notional>10000000.000000</Notional>
          </Notionals>
          <Amortizations>
            <AmortizationData>
              <Type>Annuity</Type>
              <Value>1000000</Value>
              <StartDate>2026-02-03</StartDate>
              <Underflow>false</Underflow>
            </AmortizationData>
          </Amortizations>
          <DayCounter>ACT/ACT</DayCounter>
          <PaymentConvention>F</PaymentConvention>
          <FloatingLegData>
            <Spreads>
              <Spread>0.01</Spread>
              <!-- 100bps -->
            </Spreads>
            <Index>USD-LIBOR-6M</Index>
            <IsInArrears>false</IsInArrears>
            <FixingDays>2</FixingDays>
          </FloatingLegData>
          <ScheduleData>
            <Rules>
              <StartDate>2025-02-03</StartDate>
              <EndDate>2035-02-03</EndDate>
              <Tenor>6M</Tenor>
              <Calendar>TARGET</Calendar>
              <Convention>F</Convention>
              <TermConvention>F</TermConvention>
              <Rule>Forward</Rule>
              <EndOfMonth/>
              <FirstDate/>
              <LastDate/>
            </Rules>
          </ScheduleData>
        </LegData>
      </BondData>
      <SettlementData>
        <ForwardMaturityDate>20160808</ForwardMaturityDate>
        <Amount>10000000.00</Amount>
        <SettlementDirty>true</SettlementDirty>
      </SettlementData>
      <LongInForward>true</LongInForward>
    </ForwardBondData>
  </Trade>
  <Trade id="Bond_Amortizing_FixedAmount_PercentagePrevious">
    <TradeType>Bond</TradeType>
    <Envelope>
      <CounterParty>CPTY_C</CounterParty>
      <NettingSetId/>
      <AdditionalFields/>
    </Envelope>
    <BondData>
      <IssuerId>CPTY_C</IssuerId>
      <CreditCurveId>CPTY_C</CreditCurveId>
      <SecurityId>SECURITY_1</SecurityId>
      <ReferenceCurveId>EUR-EURIBOR-6M</ReferenceCurveId>
      <SettlementDays>2</SettlementDays>
      <Calendar>TARGET</Calendar>
      <IssueDate>2025-02-03</IssueDate>
      <LegData>
        <LegType>Fixed</LegType>
        <Payer>false</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>10000000.000000</Notional>
        </Notionals>
        <Amortizations>
          <AmortizationData>
            <Type>FixedAmount</Type>
            <Value>1000000</Value>
            <StartDate>2026-02-03</StartDate>
            <Frequency>1Y</Frequency>
            <Underflow>false</Underflow>
          </AmortizationData>
          <AmortizationData>
            <Type>RelativeToPreviousNotional</Type>
            <Value>0.01</Value>
            <StartDate>2035-02-03</StartDate>
            <Frequency>1Y</Frequency>
            <Underflow>false</Underflow>
          </AmortizationData>
        </Amortizations>
        <DayCounter>ACT/ACT</DayCounter>
        <PaymentConvention>F</PaymentConvention>
        <FixedLegData>
          <Rates>
            <Rate>0.05</Rate>
          </Rates>
        </FixedLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2025-02-03</StartDate>
            <EndDate>20260203</EndDate>
            <Tenor>1Y</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>F</Convention>
            <TermConvention>F</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
    </BondData>
  </Trade>
  <Trade id="FwdBond_Amortizing_FixedAmount_PercentagePrevious">
    <TradeType>ForwardBond</TradeType>
    <Envelope>
      <CounterParty>CPTY_C</CounterParty>
      <NettingSetId/>
      <AdditionalFields/>
    </Envelope>
    <ForwardBondData>
      <BondData>
        <IssuerId>CPTY_C</IssuerId>
        <CreditCurveId>CPTY_C</CreditCurveId>
        <SecurityId>SECURITY_1</SecurityId>
        <ReferenceCurveId>EUR-EURIBOR-6M</ReferenceCurveId>
        <IncomeCurveId>EUR-EURIBOR-6M</IncomeCurveId>
        <SettlementDays>2</SettlementDays>
        <Calendar>TARGET</Calendar>
        <IssueDate>2025-02-01</IssueDate>
        <LegData>
          <LegType>Fixed</LegType>
          <Payer>false</Payer>
          <Currency>EUR</Currency>
          <Notionals>
            <Notional>10000000.000000</Notional>
          </Notionals>
          <Amortizations>
            <AmortizationData>
              <Type>FixedAmount</Type>
              <Value>1000000</Value>
              <StartDate>2026-02-03</StartDate>
              <Frequency>1Y</Frequency>
              <Underflow>false</Underflow>
            </AmortizationData>
            <AmortizationData>
              <Type>RelativeToPreviousNotional</Type>
              <Value>0.01</Value>
              <StartDate>2035-02-03</StartDate>
              <Frequency>1Y</Frequency>
              <Underflow>false</Underflow>
            </AmortizationData>
          </Amortizations>
          <DayCounter>ACT/ACT</DayCounter>
          <PaymentConvention>F</PaymentConvention>
          <FixedLegData>
            <Rates>
              <Rate>0.05</Rate>
            </Rates>
          </FixedLegData>
          <ScheduleData>
            <Rules>
              <StartDate>2025-02-03</StartDate>
              <EndDate>2045-02-03</EndDate>
              <Tenor>1Y</Tenor>
              <Calendar>TARGET</Calendar>
              <Convention>F</Convention>
              <TermConvention>F</TermConvention>
              <Rule>Forward</Rule>
              <EndOfMonth/>
              <FirstDate/>
              <LastDate/>
            </Rules>
          </ScheduleData>
        </LegData>
      </BondData>
      <SettlementData>
        <ForwardMaturityDate>20160808</ForwardMaturityDate>
        <Amount>10000000.00</Amount>
        <SettlementDirty>true</SettlementDirty>
      </SettlementData>
      <LongInForward>true</LongInForward>
    </ForwardBondData>
  </Trade>
  <Trade id="Bond_Fixed_using_BMBond_curve_Pricing">
    <TradeType>Bond</TradeType>
    <Envelope>
      <CounterParty>CPTY_C</CounterParty>
      <NettingSetId/>
      <AdditionalFields/>
    </Envelope>
    <BondData>
      <IssuerId>CPTY_C</IssuerId>
      <SecurityId>SECURITY_1</SecurityId>
      <ReferenceCurveId>BENCHMARK-EUR</ReferenceCurveId>
      <SettlementDays>2</SettlementDays>
      <Calendar>TARGET</Calendar>
      <IssueDate>2025-02-03</IssueDate>
      <LegData>
        <LegType>Fixed</LegType>
        <Payer>false</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>10000000.000000</Notional>
        </Notionals>
        <DayCounter>ACT/ACT</DayCounter>
        <PaymentConvention>F</PaymentConvention>
        <FixedLegData>
          <Rates>
            <Rate>0.05</Rate>
          </Rates>
        </FixedLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2025-02-03</StartDate>
            <EndDate>2035-02-03</EndDate>
            <Tenor>1Y</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>F</Convention>
            <TermConvention>F</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
    </BondData>
  </Trade>


    <Trade id="ConvertibleBond#2">
        <TradeType>ConvertibleBond</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <ConvertibleBondData>
            <BondData>
                <SecurityId>ISIN:US531229AR32</SecurityId>
                <BondNotional>1000000.00</BondNotional>
            </BondData>
        </ConvertibleBondData>
    </Trade>


    <Trade id="Commodity_APO_NYMEX_CSX">
        <TradeType>CommodityAveragePriceOption</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <CommodityAveragePriceOptionData>
            <OptionData>
                <LongShort>Short</LongShort>
                <OptionType>Call</OptionType>
                <Style>European</Style>
                <ExerciseDates>
                    <ExerciseDate>2025-06-17</ExerciseDate>
                </ExerciseDates>
                <Premiums>
                    <Premium>
                        <Amount>7342.8000000000002</Amount>
                        <Currency>USD</Currency>
                        <PayDate>2024-08-13</PayDate>
                    </Premium>
                </Premiums>
            </OptionData>
            <Name>NYMEX:CL</Name>
            <Currency>USD</Currency>
            <Quantity>6144</Quantity>
            <Strike>64.549999999999997</Strike>
            <PriceType>FutureSettlement</PriceType>
            <StartDate>2025-05-18</StartDate>
            <EndDate>2025-06-17</EndDate>
            <PaymentCalendar>US-NYSE</PaymentCalendar>
            <PaymentLag>5</PaymentLag>
            <PaymentConvention>Following</PaymentConvention>
            <PricingCalendar>US-NYSE</PricingCalendar>
            <CommodityQuantityFrequency>PerCalculationPeriod</CommodityQuantityFrequency>
            <CommodityPayRelativeTo>CalculationPeriodEndDate</CommodityPayRelativeTo>
            <FutureMonthOffset>0</FutureMonthOffset>
            <DeliveryRollDays>0</DeliveryRollDays>
            <IncludePeriodEnd>true</IncludePeriodEnd>
        </CommodityAveragePriceOptionData>
    </Trade>


    <!--<Trade id="Commodity_APO_Strip_NYMEX_CSX">-->
    <Trade id="Commodity_APO_Strip_NYMEX_CL">
        <TradeType>CommodityOptionStrip</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <CommodityOptionStripData>
            <LegData>
                <LegType>CommodityFloating</LegType>
                <Payer>true</Payer>
                <Currency>USD</Currency>
                <PaymentLag>5</PaymentLag>
                <PaymentConvention>Following</PaymentConvention>
                <PaymentCalendar>US-NYSE</PaymentCalendar>
                <CommodityFloatingLegData>
                    <!--<Name>NYMEX:CSX</Name>-->
                    <Name>NYMEX:CL</Name>
                    <PriceType>FutureSettlement</PriceType>
                    <Quantities>
                        <Quantity>6144</Quantity>
                        <Quantity>5545</Quantity>
                        <Quantity>5727</Quantity>
                        <Quantity>5361</Quantity>
                        <Quantity>5364</Quantity>
                        <Quantity>5034</Quantity>
                        <Quantity>5050</Quantity>
                        <Quantity>4906</Quantity>
                        <Quantity>4617</Quantity>
                        <Quantity>4646</Quantity>
                        <Quantity>4381</Quantity>
                        <Quantity>4415</Quantity>
                    </Quantities>
                    <IsAveraged>true</IsAveraged>
                    <FutureMonthOffset>0</FutureMonthOffset>
                </CommodityFloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2025-05-18</StartDate>
                        <EndDate>2026-05-18</EndDate>
                        <Tenor>1M</Tenor>
                        <Calendar>NullCalendar</Calendar>
                        <Convention>Unadjusted</Convention>
                        <Rule>Backward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <Calls>
                <LongShorts>
                    <LongShort>Short</LongShort>
                </LongShorts>
                <Strikes>
                    <Strike>64.55</Strike>
                </Strikes>
            </Calls>
            <Puts>
                <LongShorts>
                    <LongShort>Long</LongShort>
                </LongShorts>
                <Strikes>
                    <Strike>50</Strike>
                </Strikes>
            </Puts>
            <Premiums>
                <Premium>
                    <Amount>7342.8</Amount>
                    <Currency>USD</Currency>
                    <PayDate>2024-08-13</PayDate>
                </Premium>
            </Premiums>
        </CommodityOptionStripData>
    </Trade>


    <Trade id="Commodity_Basis_Swap_NYMEX_CL">
        <TradeType>CommoditySwap</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>CommodityFixed</LegType>
                <Payer>false</Payer>
                <Currency>USD</Currency>
                <CommodityFixedLegData>
                    <Quantities>
                        <Quantity>77500</Quantity>
                        <Quantity>72500</Quantity>
                        <Quantity>77500</Quantity>
                        <Quantity>75000</Quantity>
                        <Quantity>77500</Quantity>
                        <Quantity>75000</Quantity>
                    </Quantities>
                    <Prices>
                        <Price>0.285</Price>
                    </Prices>
                </CommodityFixedLegData>
                <ScheduleData>
                    <Dates>
                        <Calendar>NullCalendar</Calendar>
                        <Convention>Unadjusted</Convention>
                        <Dates>
                            <Date>2025-04-07</Date>
                            <Date>2025-05-05</Date>
                            <Date>2025-06-07</Date>
                            <Date>2025-07-07</Date>
                            <Date>2025-08-05</Date>
                            <Date>2025-09-06</Date>
                            <Date>2025-10-04</Date>
                        </Dates>
                    </Dates>
                </ScheduleData>
                <PaymentDates>
                    <PaymentDate>2025-07-07</PaymentDate>
                    <PaymentDate>2025-08-05</PaymentDate>
                    <PaymentDate>2025-09-05</PaymentDate>
                    <PaymentDate>2025-10-05</PaymentDate>
                    <PaymentDate>2025-11-07</PaymentDate>
                    <PaymentDate>2025-12-05</PaymentDate>
                </PaymentDates>
            </LegData>
            <LegData>
                <LegType>CommodityFloating</LegType>
                <Payer>true</Payer>
                <Currency>USD</Currency>
                <CommodityFloatingLegData>
                    <Name>NYMEX:CL</Name>
                    <PriceType>FutureSettlement</PriceType>
                    <Quantities>
                        <Quantity>77500</Quantity>
                        <Quantity>72500</Quantity>
                        <Quantity>77500</Quantity>
                        <Quantity>75000</Quantity>
                        <Quantity>77500</Quantity>
                        <Quantity>75000</Quantity>
                    </Quantities>
                    <Gearings>
                        <Gearing>0.6667</Gearing>
                    </Gearings>
                    <IsAveraged>true</IsAveraged>
                    <FutureMonthOffset>0</FutureMonthOffset>
                </CommodityFloatingLegData>
                <ScheduleData>
                    <Dates>
                        <Calendar>NullCalendar</Calendar>
                        <Convention>Unadjusted</Convention>
                        <Dates>
                            <Date>2025-04-07</Date>
                            <Date>2025-05-05</Date>
                            <Date>2025-06-07</Date>
                            <Date>2025-07-07</Date>
                            <Date>2025-08-05</Date>
                            <Date>2025-09-06</Date>
                            <Date>2025-10-04</Date>
                        </Dates>
                    </Dates>
                </ScheduleData>
                <PaymentDates>
                    <PaymentDate>2025-07-07</PaymentDate>
                    <PaymentDate>2025-08-05</PaymentDate>
                    <PaymentDate>2025-09-05</PaymentDate>
                    <PaymentDate>2025-10-05</PaymentDate>
                    <PaymentDate>2025-11-07</PaymentDate>
                    <PaymentDate>2025-12-05</PaymentDate>
                </PaymentDates>
            </LegData>
            <LegData>
                <LegType>CommodityFloating</LegType>
                <Payer>true</Payer>
                <Currency>USD</Currency>
                <CommodityFloatingLegData>
                    <Name>NYMEX:CL</Name>
                    <PriceType>FutureSettlement</PriceType>
                    <Quantities>
                        <Quantity>77500</Quantity>
                        <Quantity>72500</Quantity>
                        <Quantity>77500</Quantity>
                        <Quantity>75000</Quantity>
                        <Quantity>77500</Quantity>
                        <Quantity>75000</Quantity>
                    </Quantities>
                    <Gearings>
                        <Gearing>-0.6667</Gearing>
                    </Gearings>
                    <IsAveraged>true</IsAveraged>
                    <FutureMonthOffset>1</FutureMonthOffset>
                </CommodityFloatingLegData>
                <ScheduleData>
                    <Dates>
                        <Calendar>NullCalendar</Calendar>
                        <Convention>Unadjusted</Convention>
                        <Dates>
                            <Date>2025-04-07</Date>
                            <Date>2025-05-05</Date>
                            <Date>2025-06-07</Date>
                            <Date>2025-07-07</Date>
                            <Date>2025-08-05</Date>
                            <Date>2025-09-06</Date>
                            <Date>2025-10-04</Date>
                        </Dates>
                    </Dates>
                </ScheduleData>
                <PaymentDates>
                    <PaymentDate>2025-07-07</PaymentDate>
                    <PaymentDate>2025-08-05</PaymentDate>
                    <PaymentDate>2025-09-05</PaymentDate>
                    <PaymentDate>2025-10-05</PaymentDate>
                    <PaymentDate>2025-11-07</PaymentDate>
                    <PaymentDate>2025-12-05</PaymentDate>
                </PaymentDates>
            </LegData>
            <LegData>
                <LegType>CommodityFloating</LegType>
                <Payer>true</Payer>
                <Currency>USD</Currency>
                <CommodityFloatingLegData>
                    <Name>NYMEX:CL</Name>
                    <PriceType>FutureSettlement</PriceType>
                    <Quantities>
                        <Quantity>77500</Quantity>
                        <Quantity>72500</Quantity>
                        <Quantity>77500</Quantity>
                        <Quantity>75000</Quantity>
                        <Quantity>77500</Quantity>
                        <Quantity>75000</Quantity>
                    </Quantities>
                    <Gearings>
                        <Gearing>0.3333</Gearing>
                    </Gearings>
                    <IsAveraged>true</IsAveraged>
                    <FutureMonthOffset>0</FutureMonthOffset>
                </CommodityFloatingLegData>
                <ScheduleData>
                    <Dates>
                        <Calendar>NullCalendar</Calendar>
                        <Convention>Unadjusted</Convention>
                        <Dates>
                            <Date>2025-04-07</Date>
                            <Date>2025-05-05</Date>
                            <Date>2025-06-07</Date>
                            <Date>2025-07-07</Date>
                            <Date>2025-08-05</Date>
                            <Date>2025-09-06</Date>
                            <Date>2025-10-04</Date>
                        </Dates>
                    </Dates>
                </ScheduleData>
                <PaymentDates>
                    <PaymentDate>2025-07-07</PaymentDate>
                    <PaymentDate>2025-08-05</PaymentDate>
                    <PaymentDate>2025-09-05</PaymentDate>
                    <PaymentDate>2025-10-05</PaymentDate>
                    <PaymentDate>2025-11-07</PaymentDate>
                    <PaymentDate>2025-12-05</PaymentDate>
                </PaymentDates>
            </LegData>
            <LegData>
                <LegType>CommodityFloating</LegType>
                <Payer>true</Payer>
                <Currency>USD</Currency>
                <CommodityFloatingLegData>
                    <Name>NYMEX:CL</Name>
                    <PriceType>FutureSettlement</PriceType>
                    <Quantities>
                        <Quantity>77500</Quantity>
                        <Quantity>72500</Quantity>
                        <Quantity>77500</Quantity>
                        <Quantity>75000</Quantity>
                        <Quantity>77500</Quantity>
                        <Quantity>75000</Quantity>
                    </Quantities>
                    <Gearings>
                        <Gearing>-0.3333</Gearing>
                    </Gearings>
                    <IsAveraged>true</IsAveraged>
                    <FutureMonthOffset>2</FutureMonthOffset>
                </CommodityFloatingLegData>
                <ScheduleData>
                    <Dates>
                        <Calendar>NullCalendar</Calendar>
                        <Convention>Unadjusted</Convention>
                        <Dates>
                            <Date>2025-04-07</Date>
                            <Date>2025-05-05</Date>
                            <Date>2025-06-07</Date>
                            <Date>2025-07-07</Date>
                            <Date>2025-08-05</Date>
                            <Date>2025-09-06</Date>
                            <Date>2025-10-04</Date>
                        </Dates>
                    </Dates>
                </ScheduleData>
                <PaymentDates>
                    <PaymentDate>2025-07-07</PaymentDate>
                    <PaymentDate>2025-08-05</PaymentDate>
                    <PaymentDate>2025-09-05</PaymentDate>
                    <PaymentDate>2025-10-05</PaymentDate>
                    <PaymentDate>2025-11-07</PaymentDate>
                    <PaymentDate>2025-12-05</PaymentDate>
                </PaymentDates>
            </LegData>
        </SwapData>
    </Trade>


    <Trade id="CommodityForward">
        <TradeType>CommodityForward</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <CommodityForwardData>
            <Position>Short</Position>
            <Maturity>2025-06-21</Maturity>
            <Name>PM:XAUUSD</Name>
            <Currency>USD</Currency>
            <Strike>1355</Strike>
            <Quantity>1000</Quantity>
        </CommodityForwardData>
    </Trade>


    <Trade id="CommodityOption">
        <TradeType>CommodityOption</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <CommodityOptionData>
            <OptionData>
                <LongShort>Short</LongShort>
                <OptionType>Put</OptionType>
                <Style>European</Style>
                <Settlement>Cash</Settlement>
                <PayOffAtExpiry>false</PayOffAtExpiry>
                <ExerciseDates>
                    <ExerciseDate>2026-04-19</ExerciseDate>
                </ExerciseDates>
            </OptionData>
            <Name>NYMEX:CL</Name>
            <Currency>USD</Currency>
            <Strike>70</Strike>
            <Quantity>500000</Quantity>
        </CommodityOptionData>
    </Trade>


    <Trade id="Commodity_Option_Strip_NYMEX_NG">
        <TradeType>CommodityOptionStrip</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <CommodityOptionStripData>
            <LegData>
                <LegType>CommodityFloating</LegType>
                <Payer>false</Payer>
                <Currency>USD</Currency>
                <PaymentLag>5</PaymentLag>
                <PaymentConvention>Following</PaymentConvention>
                <PaymentCalendar>US-NYSE</PaymentCalendar>
                <CommodityFloatingLegData>
                    <Name>NYMEX:NG</Name>
                    <PriceType>FutureSettlement</PriceType>
                    <Quantities>
                        <Quantity>10000</Quantity>
                    </Quantities>
                    <CommodityQuantityFrequency>PerCalendarDay</CommodityQuantityFrequency>
                    <CommodityPayRelativeTo>CalculationPeriodStartDate</CommodityPayRelativeTo>
                    <PricingDateRule>FutureExpiryDate</PricingDateRule>
                </CommodityFloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2027-05-19</StartDate>
                        <EndDate>2028-05-17</EndDate>
                        <Tenor>1M</Tenor>
                        <Calendar>NullCalendar</Calendar>
                        <Convention>Unadjusted</Convention>
                        <Rule>Backward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <Calls>
                <LongShorts>
                    <LongShort>Long</LongShort>
                </LongShorts>
                <Strikes>
                    <Strike>3.0</Strike>
                </Strikes>
            </Calls>
            <Premiums>
                <Premium>
                    <Amount>0.0</Amount>
                    <Currency>USD</Currency>
                    <PayDate>2024-02-19</PayDate>
                </Premium>
            </Premiums>
        </CommodityOptionStripData>
    </Trade>


    <Trade id="Commodity_Swap_LME_AL_AVG_ALT">
        <TradeType>CommoditySwap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <SwapData>
            <LegData>
                <LegType>CommodityFixed</LegType>
                <Payer>false</Payer>
                <Currency>USD</Currency>
                <PaymentLag>3</PaymentLag>
                <PaymentConvention>Following</PaymentConvention>
                <PaymentCalendar>XLME</PaymentCalendar>
                <CommodityFixedLegData>
                    <Prices>
                        <Price>2075.00</Price>
                    </Prices>
                </CommodityFixedLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2027-12-31</StartDate>
                        <EndDate>2028-06-28</EndDate>
                        <Tenor>1M</Tenor>
                        <Calendar>NullCalendar</Calendar>
                        <Convention>Unadjusted</Convention>
                        <Rule>Backward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <LegData>
                <LegType>CommodityFloating</LegType>
                <Payer>true</Payer>
                <Currency>USD</Currency>
                <PaymentLag>3</PaymentLag>
                <PaymentConvention>Following</PaymentConvention>
                <PaymentCalendar>XLME</PaymentCalendar>
                <CommodityFloatingLegData>
                    <Name>XLME:AH</Name>
                    <PriceType>FutureSettlement</PriceType>
                    <Quantities>
                        <Quantity>500</Quantity>
                    </Quantities>
                    <PricingCalendar>XLME</PricingCalendar>
                    <IsAveraged>true</IsAveraged>
                    <DailyExpiryOffset>2</DailyExpiryOffset>
                </CommodityFloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2027-12-31</StartDate>
                        <EndDate>2028-06-28</EndDate>
                        <Tenor>1M</Tenor>
                        <Calendar>NullCalendar</Calendar>
                        <Convention>Unadjusted</Convention>
                        <Rule>Backward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </SwapData>
    </Trade>


    <Trade id="Commodity_Swap_NYMEX_A7Q">
        <TradeType>CommoditySwap</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>CommodityFixed</LegType>
                <Payer>false</Payer>
                <Currency>USD</Currency>
                <PaymentLag>5</PaymentLag>
                <PaymentConvention>Following</PaymentConvention>
                <PaymentCalendar>US-NYSE</PaymentCalendar>
                <CommodityFixedLegData>
                    <Quantities>
                        <Quantity>668556</Quantity>
                        <Quantity>663768</Quantity>
                        <Quantity>641676</Quantity>
                        <Quantity>621558</Quantity>
                        <Quantity>603708</Quantity>
                        <Quantity>586656</Quantity>
                        <Quantity>570612</Quantity>
                        <Quantity>555744</Quantity>
                        <Quantity>541800</Quantity>
                        <Quantity>528654</Quantity>
                        <Quantity>516306</Quantity>
                        <Quantity>504630</Quantity>
                    </Quantities>
                    <Prices>
                        <Price>0.9875</Price>
                    </Prices>
                </CommodityFixedLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2025-05-18</StartDate>
                        <EndDate>2026-05-18</EndDate>
                        <Tenor>1M</Tenor>
                        <Calendar>NullCalendar</Calendar>
                        <Convention>Unadjusted</Convention>
                        <Rule>Backward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <LegData>
                <LegType>CommodityFloating</LegType>
                <Payer>true</Payer>
                <Currency>USD</Currency>
                <PaymentLag>5</PaymentLag>
                <PaymentConvention>Following</PaymentConvention>
                <PaymentCalendar>US-NYSE</PaymentCalendar>
                <CommodityFloatingLegData>
                    <Name>NYMEX:A7Q</Name>
                    <PriceType>FutureSettlement</PriceType>
                    <Quantities>
                        <Quantity>668556</Quantity>
                        <Quantity>663768</Quantity>
                        <Quantity>641676</Quantity>
                        <Quantity>621558</Quantity>
                        <Quantity>603708</Quantity>
                        <Quantity>586656</Quantity>
                        <Quantity>570612</Quantity>
                        <Quantity>555744</Quantity>
                        <Quantity>541800</Quantity>
                        <Quantity>528654</Quantity>
                        <Quantity>516306</Quantity>
                        <Quantity>504630</Quantity>
                    </Quantities>
                    <IsAveraged>true</IsAveraged>
                </CommodityFloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2025-05-18</StartDate>
                        <EndDate>2026-05-18</EndDate>
                        <Tenor>1M</Tenor>
                        <Calendar>NullCalendar</Calendar>
                        <Convention>Unadjusted</Convention>
                        <Rule>Backward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </SwapData>
    </Trade>


    <Trade id="Commodity_Swaption_NYMEX_NG">
        <TradeType>CommoditySwaption</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <CommoditySwaptionData>
            <OptionData>
                <LongShort>Long</LongShort>
                <Settlement>Cash</Settlement>
                <ExerciseDates>
                    <ExerciseDate>2025-05-09</ExerciseDate>
                </ExerciseDates>
                <Premiums>
                    <Premium>
                        <Amount>0.0</Amount>
                        <Currency>USD</Currency>
                        <PayDate>2022-10-30</PayDate>
                    </Premium>
                </Premiums>
            </OptionData>
            <LegData>
                <LegType>CommodityFixed</LegType>
                <Payer>true</Payer>
                <Currency>USD</Currency>
                <PaymentLag>5</PaymentLag>
                <PaymentConvention>Following</PaymentConvention>
                <PaymentCalendar>US-NYSE</PaymentCalendar>
                <CommodityFixedLegData>
                    <Prices>
                        <Price>3.01</Price>
                    </Prices>
                    <CommodityPayRelativeTo>CalculationPeriodStartDate</CommodityPayRelativeTo>
                </CommodityFixedLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2026-05-19</StartDate>
                        <EndDate>2027-05-18</EndDate>
                        <Tenor>1M</Tenor>
                        <Calendar>NullCalendar</Calendar>
                        <Convention>Unadjusted</Convention>
                        <Rule>Backward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <LegData>
                <LegType>CommodityFloating</LegType>
                <Payer>false</Payer>
                <Currency>USD</Currency>
                <PaymentLag>5</PaymentLag>
                <PaymentConvention>Following</PaymentConvention>
                <PaymentCalendar>US-NYSE</PaymentCalendar>
                <CommodityFloatingLegData>
                    <Name>NYMEX:NG</Name>
                    <PriceType>FutureSettlement</PriceType>
                    <Quantities>
                        <Quantity>10000</Quantity>
                    </Quantities>
                    <CommodityQuantityFrequency>PerCalendarDay</CommodityQuantityFrequency>
                    <CommodityPayRelativeTo>CalculationPeriodStartDate</CommodityPayRelativeTo>
                    <PricingDateRule>FutureExpiryDate</PricingDateRule>
                </CommodityFloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2026-05-19</StartDate>
                        <EndDate>2027-05-18</EndDate>
                        <Tenor>1M</Tenor>
                        <Calendar>NullCalendar</Calendar>
                        <Convention>Unadjusted</Convention>
                        <Rule>Backward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </CommoditySwaptionData>
    </Trade>


    <Trade id="Commodity_VarianceSwap_NYMEX_NG">
        <TradeType>CommodityVarianceSwap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <CommodityVarianceSwapData>
            <StartDate>2025-05-16</StartDate>
            <EndDate>2025-09-20</EndDate>
            <Currency>USD</Currency>
            <Underlying>
                <Type>Commodity</Type>
                <Name>NYMEX:NG</Name>
            </Underlying>
            <LongShort>Long</LongShort>
            <Strike>0.05</Strike>
            <Notional>1</Notional>
            <Calendar>US</Calendar>
            <MomentType>Variance</MomentType>
            <AddPastDividends>false</AddPastDividends>
        </CommodityVarianceSwapData>
    </Trade>


    <Trade id="Bond_Call_Option">
        <TradeType>BondOption</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <BondOptionData>
            <OptionData>
                <LongShort>Long</LongShort>
                <OptionType>Call</OptionType>
                <Style>European</Style>
                <ExerciseDates>
                    <ExerciseDate>2025-04-16</ExerciseDate>
                </ExerciseDates>
            </OptionData>
            <Strike>1.000000</Strike>
            <Redemption>100.00</Redemption>
            <PriceType>Dirty</PriceType>
            <KnocksOut>false</KnocksOut>
            <BondData>
                <SecurityId>ISIN:IE00BH3SQ895</SecurityId>
                <BondNotional>10000000</BondNotional>
            </BondData>
        </BondOptionData>
    </Trade>


    <Trade id="ForwardBond">
        <TradeType>ForwardBond</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <ForwardBondData>
            <BondData>
                <SecurityId>ISIN:IE00BH3SQ895</SecurityId>
                <BondNotional>10000000.00</BondNotional>
            </BondData>
            <SettlementData>
                <ForwardMaturityDate>2025-07-16</ForwardMaturityDate>
                <Amount>10000000.00</Amount>
                <SettlementDirty>true</SettlementDirty>
            </SettlementData>
            <LongInForward>true</LongInForward>
        </ForwardBondData>
    </Trade>


    <Trade id="BondTRS">
        <TradeType>BondTRS</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <BondTRSData>
            <BondData>
                <SecurityId>ISIN:IE00BH3SQ895</SecurityId>
                <BondNotional>800000</BondNotional>
            </BondData>
            <TotalReturnData>
                <Payer>true</Payer>
                <InitialPrice>109.712</InitialPrice>
                <PriceType>Dirty</PriceType>
                <ScheduleData>
                    <Dates>
                        <Calendar>TARGET</Calendar>
                        <Dates>
                            <Date>2025-02-13</Date>
                            <Date>2025-05-17</Date>
                        </Dates>
                    </Dates>
                </ScheduleData>
            </TotalReturnData>
            <FundingData>
                <LegData>
                    <LegType>Fixed</LegType>
                    <Payer>false</Payer>
                    <Currency>EUR</Currency>
                    <Notionals>
                        <Notional>800000</Notional>
                    </Notionals>
                    <DayCounter>A360</DayCounter>
                    <PaymentConvention>F</PaymentConvention>
                    <FixedLegData>
                        <Rates>
                            <Rate>-0.0055</Rate>
                        </Rates>
                    </FixedLegData>
                    <ScheduleData>
                        <Rules>
                            <StartDate>2025-02-13</StartDate>
                            <EndDate>2025-05-17</EndDate>
                            <Tenor>3M</Tenor>
                            <Calendar>TARGET</Calendar>
                            <Convention>F</Convention>
                            <Rule>Forward</Rule>
                        </Rules>
                    </ScheduleData>
                </LegData>
            </FundingData>
        </BondTRSData>
    </Trade>


    <Trade id="BondTRSwithIndexing">
        <TradeType>BondTRS</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <BondTRSData>
            <BondData>
                <SecurityId>ISIN:IE00BH3SQ895</SecurityId>
                <BondNotional>800000</BondNotional>
            </BondData>
            <TotalReturnData>
                <Payer>true</Payer>
                <InitialPrice>109.712</InitialPrice>
                <PriceType>Dirty</PriceType>
                <ScheduleData>
                    <Dates>
                        <Calendar>TARGET</Calendar>
                        <Dates>
                            <Date>2025-02-13</Date>
                            <Date>2025-05-17</Date>
                        </Dates>
                    </Dates>
                </ScheduleData>
            </TotalReturnData>
            <FundingData>
                <LegData>
                    <LegType>Floating</LegType>
                    <Payer>false</Payer>
                    <Currency>EUR</Currency>
                    <Indexings>
                        <FromAssetLeg>true</FromAssetLeg>
                    </Indexings>
                    <DayCounter>A360</DayCounter>
                    <PaymentConvention>F</PaymentConvention>
                    <FloatingLegData>
                        <Index>USD-LIBOR-3M</Index>
                    </FloatingLegData>
                    <ScheduleData>
                        <Rules>
                            <StartDate>2025-02-13</StartDate>
                            <EndDate>2025-05-17</EndDate>
                            <Tenor>3M</Tenor>
                            <Calendar>TARGET</Calendar>
                            <Convention>F</Convention>
                            <Rule>Forward</Rule>
                        </Rules>
                    </ScheduleData>
                </LegData>
            </FundingData>
        </BondTRSData>
    </Trade>


  <Trade id="CallableBondTrade_Call">
    <TradeType>CallableBond</TradeType>
    <Envelope>
      <CounterParty>CPTY_C</CounterParty>
      <NettingSetId>CPTY_C</NettingSetId>
      <AdditionalFields/>
    </Envelope>
    <CallableBondData>
      <BondData>
        <SecurityId>CallableBond_CALL</SecurityId>
        <BondNotional>100000000</BondNotional>
      </BondData>
    </CallableBondData>
  </Trade>
   <Trade id="CallableBondTrade_Put">
    <TradeType>CallableBond</TradeType>
    <Envelope>
      <CounterParty>CPTY_C</CounterParty>
      <NettingSetId>CPTY_C</NettingSetId>
      <AdditionalFields/>
    </Envelope>
    <CallableBondData>
      <BondData>
        <SecurityId>CallableBond_PUT</SecurityId>
        <BondNotional>100000000</BondNotional>
      </BondData>
    </CallableBondData>
  </Trade>
  <Trade id="CallableBondTrade_PutCall">
    <TradeType>CallableBond</TradeType>
    <Envelope>
      <CounterParty>CPTY_C</CounterParty>
      <NettingSetId>CPTY_C</NettingSetId>
      <AdditionalFields/>
    </Envelope>
    <CallableBondData>
      <BondData>
        <SecurityId>CallableBond_PUTCALL</SecurityId>
        <BondNotional>100000000</BondNotional>
      </BondData>
    </CallableBondData>
  </Trade>


    <Trade id="CreditLinkedSwap">
        <TradeType>CreditLinkedSwap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <CreditLinkedSwapData>
            <CreditCurveId>RED:46A844|SNRFOR|USD|XR14</CreditCurveId>
            <SettlesAccrual>false</SettlesAccrual>
            <!-- <FixedRecoveryRate>0.4</FixedRecoveryRate> -->
            <DefaultPaymentTime>atDefault</DefaultPaymentTime>
            <!-- amounts that are paid independent of any credit events -->
            <IndependentPayments>
                <LegData>
                    <LegType>Cashflow</LegType>
                    <Payer>false</Payer>
                    <Currency>USD</Currency>
                    <CashflowData>
                        <Cashflow>
                            <Amount date="2022-06-17">1000.0</Amount>
                        </Cashflow>
                    </CashflowData>
                </LegData>
            </IndependentPayments>
            <!-- amounts that are paid conditional on survival until payment date -->
            <ContingentPayments>
                <LegData>
                    <LegType>Fixed</LegType>
                    <Payer>false</Payer>
                    <Currency>USD</Currency>
                    <Notionals>
                        <Notional>152350000</Notional>
                    </Notionals>
                    <DayCounter>30/360</DayCounter>
                    <PaymentConvention>F</PaymentConvention>
                    <FixedLegData>
                        <Rates>
                            <Rate>0.066</Rate>
                        </Rates>
                    </FixedLegData>
                    <ScheduleData>
                        <Rules>
                            <StartDate>2021-07-17</StartDate>
                            <EndDate>2034-06-17</EndDate>
                            <Tenor>6M</Tenor>
                            <Calendar>US</Calendar>
                            <Convention>F</Convention>
                            <Rule>Forward</Rule>
                        </Rules>
                    </ScheduleData>
                </LegData>
                <LegData>
                    <LegType>Cashflow</LegType>
                    <Payer>false</Payer>
                    <Currency>USD</Currency>
                    <CashflowData>
                        <Cashflow>
                            <Amount date="2034-06-17">14900000</Amount>
                        </Cashflow>
                    </CashflowData>
                </LegData>
            </ContingentPayments>
            <!-- amounts that are paid in case of default, weighted with (1-RR) -->
            <DefaultPayments/>
            <!-- amounts that are paid in case of default, weighted with RR -->
            <RecoveryPayments>
                <LegData>
                    <LegType>Cashflow</LegType>
                    <Payer>true</Payer>
                    <Currency>USD</Currency>
                    <CashflowData>
                        <Cashflow>
                            <Amount date="2022-12-16">0.0</Amount>
                            <Amount date="2023-06-17">502755</Amount>
                            <Amount date="2023-12-16">1005510</Amount>
                            <Amount date="2024-06-16">1508265</Amount>
                            <Amount date="2024-12-15">2011020</Amount>
                            <Amount date="2025-06-16">2513775</Amount>
                            <Amount date="2025-12-16">3016530</Amount>
                            <Amount date="2026-06-17">3519285</Amount>
                            <Amount date="2026-12-16">4022040</Amount>
                            <Amount date="2027-06-17">4524795</Amount>
                            <Amount date="2027-12-16">5027550</Amount>
                            <Amount date="2028-06-16">5530305</Amount>
                            <Amount date="2028-12-15">6033060</Amount>
                            <Amount date="2029-06-16">6535815</Amount>
                            <Amount date="2029-12-16">7038570</Amount>
                            <Amount date="2030-06-17">7541325</Amount>
                            <Amount date="2030-12-16">8044080</Amount>
                            <Amount date="2031-06-17">8546835</Amount>
                            <Amount date="2031-12-16">9049590</Amount>
                            <Amount date="2032-06-16">9552345</Amount>
                            <Amount date="2032-12-15">10055100</Amount>
                            <Amount date="2033-06-16">10557855</Amount>
                            <Amount date="2033-12-16">11060610</Amount>
                            <Amount date="2034-06-17">11563365</Amount>
                        </Cashflow>
                    </CashflowData>
                </LegData>
            </RecoveryPayments>
        </CreditLinkedSwapData>
    </Trade>


    <Trade id="CDS">
        <TradeType>CreditDefaultSwap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <CreditDefaultSwapData>
            <IssuerId>Berkshire Hathaway Inc.</IssuerId>
            <CreditCurveId>RED:08CAD7|SNRFOR|USD|MR14</CreditCurveId>
            <SettlesAccrual>Y</SettlesAccrual>
            <ProtectionPaymentTime>atDefault</ProtectionPaymentTime>
            <ProtectionStart>2023-01-28</ProtectionStart>
            <UpfrontDate>2023-01-30</UpfrontDate>
            <UpfrontFee>0.0</UpfrontFee>
            <!-- expressed as a rate, to be multiplied by notional amount -->
            <LegData>
                <LegType>Fixed</LegType>
                <Payer>true</Payer>
                <Currency>USD</Currency>
                <Notionals>
                    <Notional>10000000.000000</Notional>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>F</PaymentConvention>
                <FixedLegData>
                    <Rates>
                        <Rate>0.01</Rate>
                        <!-- running premium, in addition to the upfront fee -->
                    </Rates>
                </FixedLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-01-27</StartDate>
                        <EndDate>2033-01-27</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>US</Calendar>
                        <Convention>F</Convention>
                        <Rule>CDS2015</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </CreditDefaultSwapData>
    </Trade>


    <Trade id="INDEX_CDS_OPTION">
        <TradeType>IndexCreditDefaultSwapOption</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <IndexCreditDefaultSwapOptionData>
            <KnockOut>N</KnockOut>
            <IndexTerm>5Y</IndexTerm>
            <OptionData>
                <LongShort>Long</LongShort>
                <Style>European</Style>
                <Settlement>Cash</Settlement>
                <PayOffAtExpiry>false</PayOffAtExpiry>
                <ExerciseDates>
                    <ExerciseDate>2025-07-26</ExerciseDate>
                </ExerciseDates>
            </OptionData>
            <IndexCreditDefaultSwapData>
                <CreditCurveId>RED:2I65BYEG6</CreditCurveId>
                <SettlesAccrual>Y</SettlesAccrual>
                <ProtectionPaymentTime>atDefault</ProtectionPaymentTime>
                <ProtectionStart>2025-07-27</ProtectionStart>
                <UpfrontDate/>
                <UpfrontFee>0.0</UpfrontFee>
                <LegData>
                    <LegType>Fixed</LegType>
                    <Payer>true</Payer>
                    <Currency>USD</Currency>
                    <Notionals>
                        <Notional>10000000.000000</Notional>
                    </Notionals>
                    <DayCounter>A360</DayCounter>
                    <PaymentConvention>F</PaymentConvention>
                    <FixedLegData>
                        <Rates>
                            <Rate>0.005</Rate>
                        </Rates>
                    </FixedLegData>
                    <ScheduleData>
                        <Rules>
                            <StartDate>2025-07-27</StartDate>
                            <EndDate>2030-07-25</EndDate>
                            <Tenor>3M</Tenor>
                            <Calendar>US</Calendar>
                            <Convention>F</Convention>
                            <Rule>CDS2015</Rule>
                        </Rules>
                    </ScheduleData>
                </LegData>
            </IndexCreditDefaultSwapData>
            <Strike>1.0</Strike>
            <StrikeType>Price</StrikeType>
        </IndexCreditDefaultSwapOptionData>
    </Trade>


    <Trade id="INDEX_CDS">
        <TradeType>IndexCreditDefaultSwap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <IndexCreditDefaultSwapData>
            <!--<CreditCurveId>RED:2I65BYEA9</CreditCurveId>-->
            <CreditCurveId>RED:2I65BYEG6</CreditCurveId>
	    <SettlesAccrual>Y</SettlesAccrual>
            <ProtectionPaymentTime>atDefault</ProtectionPaymentTime>
            <LegData>
                <LegType>Fixed</LegType>
                <Payer>true</Payer>
                <Currency>USD</Currency>
                <Notionals>
                    <Notional>300000.000000</Notional>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>F</PaymentConvention>
                <FixedLegData>
                    <Rates>
                        <Rate>0.01</Rate>
                    </Rates>
                </FixedLegData>
                <ScheduleData>
                    <Rules>
		        <!--
                        <StartDate>20221014</StartDate>
                        <EndDate>20270620</EndDate>
                        -->
			<StartDate>20240920</StartDate>
                        <EndDate>20341220</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>US</Calendar>
                        <Convention>F</Convention>
                        <Rule>CDS2015</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </IndexCreditDefaultSwapData>
    </Trade>


    <Trade id="INDEX_CDS_BESPOKE_BASKET">
        <TradeType>IndexCreditDefaultSwap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <IndexCreditDefaultSwapData>
            <!--<CreditCurveId>RED:2I65BYEA9</CreditCurveId>-->
            <CreditCurveId>RED:2I65BYEG6</CreditCurveId>
            <SettlesAccrual>Y</SettlesAccrual>
            <ProtectionPaymentTime>atDefault</ProtectionPaymentTime>
            <ProtectionStart>2023-01-28</ProtectionStart>
            <UpfrontDate>2023-01-30</UpfrontDate>
            <UpfrontFee>0.0</UpfrontFee>
            <LegData>
                <LegType>Fixed</LegType>
                <Payer>true</Payer>
                <Currency>USD</Currency>
                <Notionals>
                    <Notional>300000.000000</Notional>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>F</PaymentConvention>
                <FixedLegData>
                    <Rates>
                        <Rate>0.01</Rate>
                    </Rates>
                </FixedLegData>
                <ScheduleData>
                    <Rules>
			<!--
                        <StartDate>2023-01-27</StartDate>
                        <EndDate>2033-01-27</EndDate>
			-->
			<StartDate>20240920</StartDate>
                        <EndDate>20341220</EndDate>
			<Tenor>3M</Tenor>
                        <Calendar>US</Calendar>
                        <Convention>F</Convention>
                        <Rule>CDS2015</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <BasketData><!-- arbitary, not consistent with the index and its real composites -->
                <Name>
                    <IssuerId>CPTY_1</IssuerId>
                    <CreditCurveId>RED:027A8A|SNRFOR|USD|MR14</CreditCurveId>
                    <Notional>100000.0</Notional>
                    <Currency>USD</Currency>
                </Name>
                <Name>
                    <IssuerId>CPTY_2</IssuerId>
                    <CreditCurveId>RED:027D97|SNRFOR|USD|MR14</CreditCurveId>
                    <Notional>100000.0</Notional>
                    <Currency>USD</Currency>
                </Name>
                <Name>
                    <IssuerId>CPTY_3</IssuerId>
                    <CreditCurveId>RED:028EFB|SNRFOR|USD|MR14</CreditCurveId>
                    <Notional>100000.0</Notional>
                    <Currency>USD</Currency>
                </Name>
            </BasketData>
        </IndexCreditDefaultSwapData>
    </Trade>


    <Trade id="RPA_CALLABLE">
        <TradeType>RiskParticipationAgreement</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <RiskParticipationAgreementData>
            <!-- RPA mandatory data -->
            <ParticipationRate>0.9</ParticipationRate>
            <ProtectionStart>2023-02-16</ProtectionStart>
            <ProtectionEnd>2042-04-22</ProtectionEnd>
            <CreditCurveId>RED:027A8A|SNRFOR|USD|XR14</CreditCurveId>
            <!-- optional data -->
            <IssuerId>CompanyXZY</IssuerId>
            <SettlesAccrual>false</SettlesAccrual>
            <FixedRecoveryRate>0.15</FixedRecoveryRate>
            <!-- protection fee, if Payer = true protection is bought, otherwise sold -->
            <ProtectionFee>
                <LegData>
                    <LegType>Cashflow</LegType>
                    <Payer>true</Payer>
                    <Currency>USD</Currency>
                    <CashflowData>
                        <Cashflow>
                            <Amount date="2023-04-25">121171.72</Amount>
                        </Cashflow>
                    </CashflowData>
                </LegData>
            </ProtectionFee>
            <!-- the underlying callable swap -->
            <Underlying>
                <OptionData>
                    <LongShort>Short</LongShort>
                    <Style>Bermudan</Style>
                    <!-- notice date conventions -->
                    <NoticePeriod>2D</NoticePeriod>
                    <NoticeConvention>F</NoticeConvention>
                    <NoticeCalendar>TARGET</NoticeCalendar>
                    <Settlement>Physical</Settlement>
                    <ExerciseDates>
                        <ExerciseDate>2032-04-22</ExerciseDate>
                        <ExerciseDate>2033-04-22</ExerciseDate>
                        <ExerciseDate>2034-04-22</ExerciseDate>
                        <ExerciseDate>2035-04-22</ExerciseDate>
                        <ExerciseDate>2036-04-22</ExerciseDate>
                        <ExerciseDate>2037-04-22</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>2032-04-22</StartDate>
                            <EndDate>2042-04-22</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>2032-04-22</StartDate>
                            <EndDate>2042-04-22</EndDate>
                            <Tenor>1Y</Tenor>
                            <Calendar>TARGET</Calendar>
                            <Convention>Following</Convention>
                            <Rule>Forward</Rule>
                        </Rules>
                    </ScheduleData>
                </LegData>
            </Underlying>
        </RiskParticipationAgreementData>
    </Trade>


    <Trade id="RPA_VANILLA">
        <TradeType>RiskParticipationAgreement</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <RiskParticipationAgreementData>
            <!-- RPA mandatory data -->
            <ParticipationRate>0.9</ParticipationRate>
            <ProtectionStart>2025-02-10</ProtectionStart>
            <ProtectionEnd>2037-12-16</ProtectionEnd>
            <CreditCurveId>RED:027A8A|SNRFOR|USD|XR14</CreditCurveId>
            <!-- optional data -->
            <IssuerId>CompanyXZY</IssuerId>
            <SettlesAccrual>false</SettlesAccrual>
            <FixedRecoveryRate>0.15</FixedRecoveryRate>
            <!-- protection fee, if Payer = true protection is bought, otherwise sold -->
            <ProtectionFee>
                <LegData>
                    <LegType>Cashflow</LegType>
                    <Payer>true</Payer>
                    <Currency>USD</Currency>
                    <CashflowData>
                        <Cashflow>
                            <Amount date="2025-04-19">121171.72</Amount>
                        </Cashflow>
                    </CashflowData>
                </LegData>
            </ProtectionFee>
            <!-- the underlying vanilla swap -->
            <Underlying>
                <LegData>
                    <LegType>Floating</LegType>
                    <Payer>true</Payer>
                    <Currency>USD</Currency>
                    <Notionals>
                        <Notional>100000000</Notional>
                        <Notional startDate="2026-04-17">90000000</Notional>
                        <Notional startDate="2028-04-16">80000000</Notional>
                        <Notional startDate="2030-04-17">70000000</Notional>
                        <Notional startDate="2032-04-16">60000000</Notional>
                        <Notional startDate="2034-04-17">50000000</Notional>
                        <Notional startDate="2036-04-16">40000000</Notional>
                        <Notional startDate="2038-04-17">30000000</Notional>
                        <Notional startDate="2040-04-16">20000000</Notional>
                        <Notional startDate="2042-04-17">10000000</Notional>
                    </Notionals>
                    <DayCounter>A360</DayCounter>
                    <PaymentConvention>ModifiedFollowing</PaymentConvention>
                    <FloatingLegData>
                        <Index>USD-LIBOR-3M</Index>
                        <Spreads>
                            <Spread>0.0050</Spread>
                        </Spreads>
                    </FloatingLegData>
                    <ScheduleData>
                        <Rules>
                            <StartDate>2024-04-16</StartDate>
                            <EndDate>2044-04-16</EndDate>
                            <Tenor>3M</Tenor>
                            <Calendar>US</Calendar>
                            <Convention>ModifiedFollowing</Convention>
                            <Rule>Forward</Rule>
                        </Rules>
                    </ScheduleData>
                </LegData>
                <LegData>
                    <LegType>Fixed</LegType>
                    <Payer>false</Payer>
                    <Currency>USD</Currency>
                    <Notionals>
                        <Notional>100000000</Notional>
                        <Notional startDate="2026-04-17">90000000</Notional>
                        <Notional startDate="2028-04-16">80000000</Notional>
                        <Notional startDate="2030-04-17">70000000</Notional>
                        <Notional startDate="2032-04-16">60000000</Notional>
                        <Notional startDate="2034-04-17">50000000</Notional>
                        <Notional startDate="2036-04-16">40000000</Notional>
                        <Notional startDate="2038-04-17">30000000</Notional>
                        <Notional startDate="2040-04-16">20000000</Notional>
                        <Notional startDate="2042-04-17">10000000</Notional>
                    </Notionals>
                    <DayCounter>ACT/ACT</DayCounter>
                    <PaymentConvention>Following</PaymentConvention>
                    <FixedLegData>
                        <Rates>
                            <Rate>0.04</Rate>
                        </Rates>
                    </FixedLegData>
                    <ScheduleData>
                        <Rules>
                            <StartDate>2024-04-16</StartDate>
                            <EndDate>2044-04-16</EndDate>
                            <Tenor>1Y</Tenor>
                            <Calendar>US</Calendar>
                            <Convention>Following</Convention>
                            <Rule>Forward</Rule>
                        </Rules>
                    </ScheduleData>
                </LegData>
            </Underlying>
        </RiskParticipationAgreementData>
    </Trade>


	<Trade id="CDO_06_10">
		<TradeType>SyntheticCDO</TradeType>
		<Envelope>
			<CounterParty>CPTY</CounterParty>
			<NettingSetId>NS</NettingSetId>
			<AdditionalFields>
				<valuation_date>2025-02-10</valuation_date>
				<party_id>party</party_id>
			</AdditionalFields>
		</Envelope>
		<CdoData>
			<Qualifier>RED:2I65BYEG6</Qualifier>
			<SettlesAccrual>Y</SettlesAccrual>
			<PaysAtDefaultTime>Y</PaysAtDefaultTime>
			<ProtectionStart>2025-02-20</ProtectionStart>
			<UpfrontDate>2025-02-20</UpfrontDate>
			<UpfrontFee>0.0</UpfrontFee>
			<AttachmentPoint>0.06</AttachmentPoint>
			<DetachmentPoint>0.09</DetachmentPoint>
			<LegData>
				<LegType>Fixed</LegType>
				<Payer>true</Payer>
				<Currency>USD</Currency>
				<Notionals>
					<Notional>300000.0</Notional>
				</Notionals>
				<DayCounter>A360</DayCounter>
				<PaymentConvention>F</PaymentConvention>
				<FixedLegData>
					<Rates>
						<Rate>0.01</Rate>
					</Rates>
				</FixedLegData>
				<ScheduleData>
					<Rules>
					        <StartDate>20250220</StartDate>
						<EndDate>20341220</EndDate>
						<Tenor>3M</Tenor>
						<Calendar>US</Calendar>
						<Convention>F</Convention>
						<Rule>CDS2015</Rule>
					</Rules>
				</ScheduleData>
			</LegData>
		</CdoData>
	</Trade>


    <Trade id="EQAsianOption">
        <TradeType>EquityAsianOption</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <EquityAsianOptionData>
            <Currency>USD</Currency>
            <Quantity>1</Quantity>
            <StrikeData>
                <Value>3100</Value>
                <Currency>USD</Currency>
            </StrikeData>
            <Underlying>
                <Type>Equity</Type>
                <Name>RIC:.SPX</Name>
                <Currency>USD</Currency>
            </Underlying>
            <OptionData>
                <LongShort>Long</LongShort>
                <OptionType>Call</OptionType>
                <PayoffType>Asian</PayoffType>
                <ExerciseDates>
                    <ExerciseDate>2026-01-28</ExerciseDate>
                </ExerciseDates>
            </OptionData>
            <Settlement>2026-02-02</Settlement>
            <ObservationDates>
                <Rules>
                    <StartDate>2025-07-12</StartDate>
                    <EndDate>2026-01-19</EndDate>
                    <Tenor>1D</Tenor>
                    <Calendar>US</Calendar>
                    <Convention>F</Convention>
                    <Rule>Forward</Rule>
                </Rules>
            </ObservationDates>
        </EquityAsianOptionData>
    </Trade>


    <Trade id="EQBarrierOption">
        <TradeType>EquityBarrierOption</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <EquityBarrierOptionData>
            <OptionData>
                <LongShort>Long</LongShort>
                <OptionType>Call</OptionType>
                <Style>European</Style>
                <Settlement>Cash</Settlement>
                <ExerciseDates>
                    <ExerciseDate>2026-08-15</ExerciseDate>
                </ExerciseDates>
            </OptionData>
            <BarrierData>
                <Type>UpAndOut</Type>
                <Levels>
                    <Level>3500.00</Level>
                </Levels>
            </BarrierData>
            <Name>RIC:.SPX</Name>
            <Currency>USD</Currency>
            <Strike>3200.00</Strike>
            <Quantity>1000</Quantity>
            <StartDate>2025-07-12</StartDate>
            <Calendar>US-NYSE</Calendar>
            <EQIndex>EQ-RIC:.SPX</EQIndex>
        </EquityBarrierOptionData>
    </Trade>


    <Trade id="EQDigitalOption">
        <TradeType>EquityDigitalOption</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <EquityDigitalOptionData>
            <OptionData>
                <LongShort>Long</LongShort>
                <OptionType>Call</OptionType>
                <Style>European</Style>
                <Settlement>Cash</Settlement>
                <ExerciseDates>
                    <ExerciseDate>2026-07-17</ExerciseDate>
                </ExerciseDates>
                <Premiums>
                    <Premium>
                        <Amount>5000</Amount>
                        <Currency>USD</Currency>
                        <PayDate>2026-07-17</PayDate>
                    </Premium>
                </Premiums>
            </OptionData>
            <Strike>3300</Strike>
            <PayoffCurrency>USD</PayoffCurrency>
            <PayoffAmount>1000</PayoffAmount>
            <Name>RIC:.SPX</Name>
            <Quantity>1000</Quantity>
        </EquityDigitalOptionData>
    </Trade>


    <Trade id="EQDoubleBarrierOption">
        <TradeType>EquityDoubleBarrierOption</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <EquityDoubleBarrierOptionData>
            <OptionData>
                <LongShort>Long</LongShort>
                <OptionType>Call</OptionType>
                <Style>European</Style>
                <Settlement>Cash</Settlement>
                <ExerciseDates>
                    <ExerciseDate>2026-08-15</ExerciseDate>
                </ExerciseDates>
            </OptionData>
            <BarrierData>
                <Type>KnockOut</Type>
                <Levels>
                    <Level>3000.00</Level>
                    <Level>3500.00</Level>
                </Levels>
            </BarrierData>
            <Name>RIC:.SPX</Name>
            <Currency>USD</Currency>
            <Strike>3200.00</Strike>
            <Quantity>1000</Quantity>
            <StartDate>2025-07-12</StartDate>
            <Calendar>US-NYSE</Calendar>
            <EQIndex>EQ-RIC:.SPX</EQIndex>
        </EquityDoubleBarrierOptionData>
    </Trade>


    <Trade id="EQEuropeanBarrierOption">
        <TradeType>EquityEuropeanBarrierOption</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <EquityEuropeanBarrierOptionData>
            <OptionData>
                <LongShort>Long</LongShort>
                <OptionType>Call</OptionType>
                <Style>European</Style>
                <Settlement>Cash</Settlement>
                <ExerciseDates>
                    <ExerciseDate>2026-08-15</ExerciseDate>
                </ExerciseDates>
            </OptionData>
            <BarrierData>
                <Type>UpAndOut</Type>
                <Levels>
                    <Level>3500.00</Level>
                </Levels>
            </BarrierData>
            <Name>RIC:.SPX</Name>
            <Currency>USD</Currency>
            <Strike>3200.00</Strike>
            <Quantity>1000</Quantity>
        </EquityEuropeanBarrierOptionData>
    </Trade>


    <Trade id="EqForward">
        <TradeType>EquityForward</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <EquityForwardData>
            <LongShort>Long</LongShort>
            <Maturity>2025-02-20</Maturity>
            <Name>RIC:.SPX</Name>
            <Currency>USD</Currency>
            <Strike>2800</Strike>
            <Quantity>775</Quantity>
        </EquityForwardData>
    </Trade>


    <Trade id="EqMarginSwap_STOXX">
        <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>
                <Payer>true</Payer>
                <LegType>EquityMargin</LegType>
                <Currency>EUR</Currency>
                <PaymentConvention>Following</PaymentConvention>
                <DayCounter>A360</DayCounter>
                <Notionals>
                    <Notional>10000000</Notional>
                </Notionals>
                <EquityMarginLegData>
                    <Rates>
                        <Rate>0.003</Rate>
                    </Rates>
                    <InitialMarginFactor>0.121</InitialMarginFactor>
                    <Multiplier>10</Multiplier>
                    <EquityLegData>
                        <ReturnType>Total</ReturnType>
                        <Name>RIC:.STOXX50E</Name>
                        <InitialPrice>2946</InitialPrice>
                        <NotionalReset>false</NotionalReset>
                        <FixingDays>2</FixingDays>
                    </EquityLegData>
                </EquityMarginLegData>
                <ScheduleData>
                    <Dates>
                        <Dates>
                            <Date>2025-02-10</Date>
                            <Date>2025-05-11</Date>
                            <Date>2025-08-11</Date>
                            <Date>2025-11-11</Date>
                            <Date>2026-02-10</Date>
                            <Date>2026-05-10</Date>
                        </Dates>
                    </Dates>
                </ScheduleData>
            </LegData>
            <LegData>
                <Payer>false</Payer>
                <LegType>Equity</LegType>
                <Currency>EUR</Currency>
                <PaymentConvention>Following</PaymentConvention>
                <DayCounter>A360</DayCounter>
                <Notionals>
                    <Notional>10000000</Notional>
                </Notionals>
                <EquityLegData>
                    <ReturnType>Total</ReturnType>
                    <Name>RIC:.STOXX50E</Name>
                    <InitialPrice>2937.36</InitialPrice>
                    <NotionalReset>false</NotionalReset>
                    <FixingDays>2</FixingDays>
                </EquityLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2024-02-10</StartDate>
                        <EndDate>2026-02-11</EndDate>
                        <Tenor>6M</Tenor>
                        <Calendar>EUR</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </SwapData>
    </Trade>


    <Trade id="EQOneTouchOption">
        <TradeType>EquityTouchOption</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <EquityTouchOptionData>
            <OptionData>
                <LongShort>Long</LongShort>
                <OptionType>Call</OptionType>
                <Style>European</Style>
                <Settlement>Cash</Settlement>
                <ExerciseDates>
                    <ExerciseDate>2026-07-17</ExerciseDate>
                </ExerciseDates>
            </OptionData>
            <BarrierData>
                <Type>UpAndIn</Type>
                <Levels>
                    <Level>3300</Level>
                </Levels>
            </BarrierData>
            <PayoffCurrency>USD</PayoffCurrency>
            <PayoffAmount>1000000</PayoffAmount>
            <Name>RIC:.SPX</Name>
            <StartDate>2025-07-12</StartDate>
            <Calendar>US-NYSE</Calendar>
            <EQIndex>EQ-RIC:.SPX</EQIndex>
        </EquityTouchOptionData>
    </Trade>


    <Trade id="EquityOption">
        <TradeType>EquityOption</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <EquityOptionData>
            <OptionData>
                <LongShort>Long</LongShort>
                <OptionType>Call</OptionType>
                <Style>European</Style>
                <Settlement>Cash</Settlement>
                <ExerciseDates>
                    <ExerciseDate>2025-02-20</ExerciseDate>
                </ExerciseDates>
            </OptionData>
            <Name>RIC:.SPX</Name>
            <Currency>USD</Currency>
            <Strike>2800</Strike>
            <Quantity>775</Quantity>
        </EquityOptionData>
    </Trade>


    <Trade id="EquityOption_isin_ccy_mic">
        <TradeType>EquityOption</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <EquityOptionData>
            <OptionData>
                <LongShort>Long</LongShort>
                <OptionType>Call</OptionType>
                <Style>European</Style>
                <Settlement>Cash</Settlement>
                <ExerciseDates>
                    <ExerciseDate>2025-03-10</ExerciseDate>
                </ExerciseDates>
            </OptionData>
            <Underlying>
                <Type>Equity</Type>
                <Name>GB0005405286</Name>
                <IdentifierType>ISIN</IdentifierType>
                <Currency>HKD</Currency>
                <Exchange>XHKG</Exchange>
            </Underlying>
            <Currency>HKD</Currency>
            <Strike>50</Strike>
            <StrikeCurrency>HKD</StrikeCurrency>
            <Quantity>775</Quantity>
        </EquityOptionData>
    </Trade>


    <Trade id="OutperformanceOption1#KnockIn">
        <TradeType>EquityOutperformanceOption</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <EquityOutperformanceOptionData>
            <OptionData>
                <LongShort>Long</LongShort>
                <OptionType>Call</OptionType>
                <Style>European</Style>
                <Settlement>Cash</Settlement>
                <ExerciseDates>
                    <ExerciseDate>2025-03-03</ExerciseDate>
                </ExerciseDates>
            </OptionData>
            <Currency>USD</Currency>
            <Notional>500000</Notional>
            <Underlying1>
                <Type>Equity</Type>
                <Name>RIC:.SPX</Name>
            </Underlying1>
            <Underlying2>
                <Type>Equity</Type>
                <Name>RIC:.NDX</Name>
            </Underlying2>
            <InitialPrice1>11500</InitialPrice1>
            <InitialPrice2>14000</InitialPrice2>
            <StrikeReturn>0.01</StrikeReturn>
            <KnockInPrice>12000</KnockInPrice>
        </EquityOutperformanceOptionData>
    </Trade>


    <Trade id="EqSwap">
        <TradeType>EquitySwap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <EquitySwapData>
            <LegData>
                <Payer>false</Payer>
                <LegType>Floating</LegType>
                <Currency>USD</Currency>
                <PaymentConvention>ModifiedFollowing</PaymentConvention>
                <DayCounter>A360</DayCounter>
                <Notionals>
                    <Notional>2000000</Notional>
                    <Exchanges>
                        <NotionalInitialExchange>false</NotionalInitialExchange>
                        <NotionalFinalExchange>false</NotionalFinalExchange>
                    </Exchanges>
                </Notionals>
                <FloatingLegData>
                    <Index>USD-LIBOR-1M</Index>
                    <Spreads>
                        <Spread>0</Spread>
                    </Spreads>
                    <FixingDays>2</FixingDays>
                    <IsInArrears>false</IsInArrears>
                </FloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2025-10-16</StartDate>
                        <EndDate>2025-12-31</EndDate>
                        <Tenor>1M</Tenor>
                        <Calendar>USD,UK</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <LegData>
                <Payer>true</Payer>
                <LegType>Equity</LegType>
                <Currency>USD</Currency>
                <PaymentConvention>ModifiedFollowing</PaymentConvention>
                <DayCounter>A360</DayCounter>
                <EquityLegData>
                    <Quantity>1000</Quantity>
                    <ReturnType>Total</ReturnType>
                    <Underlying>
                        <Type>Equity</Type>
                        <Name>.SPX</Name>
                        <IdentifierType>RIC</IdentifierType>
                    </Underlying>
                    <NotionalReset>true</NotionalReset>
                    <DividendFactor>0.75</DividendFactor>
                </EquityLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2025-10-16</StartDate>
                        <EndDate>2025-12-31</EndDate>
                        <Tenor>1M</Tenor>
                        <Calendar>USD</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </EquitySwapData>
    </Trade>


    <Trade id="EqSwapIndexedFundingLeg_STOXX_Short_Version">
        <TradeType>EquitySwap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <EquitySwapData>
            <LegData>
                <Payer>true</Payer>
                <LegType>Floating</LegType>
                <Currency>USD</Currency>
                <PaymentConvention>Following</PaymentConvention>
                <DayCounter>A360</DayCounter>
                <FloatingLegData>
                    <Index>USD-LIBOR-3M</Index>
                    <Spreads>
                        <Spread>0.005</Spread>
                    </Spreads>
                    <FixingDays>2</FixingDays>
                    <IsInArrears>false</IsInArrears>
                </FloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2025-12-22</StartDate>
                        <EndDate>2035-12-23</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>USD</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
                <Indexings>
                    <FromAssetLeg>true</FromAssetLeg>
                </Indexings>
            </LegData>
            <LegData>
                <Payer>false</Payer>
                <LegType>Equity</LegType>
                <Currency>USD</Currency>
                <PaymentConvention>Following</PaymentConvention>
                <DayCounter>A360</DayCounter>
                <EquityLegData>
                    <Quantity>1000</Quantity>
                    <ReturnType>Total</ReturnType>
                    <Name>RIC:.STOXX50E</Name>
                    <InitialPrice>3368.858184</InitialPrice>
                    <InitialPriceCurrency>USD</InitialPriceCurrency>
                    <NotionalReset>true</NotionalReset>
                    <FixingDays>0</FixingDays>
                    <FXTerms>
                        <EquityCurrency>EUR</EquityCurrency>
                        <FXIndex>FX-TR20H-EUR-USD</FXIndex>
                    </FXTerms>
                </EquityLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2025-12-22</StartDate>
                        <EndDate>2035-12-23</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>USD</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </EquitySwapData>
    </Trade>
    <Trade id="EqSwapIndexedFundingLeg_STOXX_Explicit_Version">
        <TradeType>EquitySwap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <EquitySwapData>
            <LegData>
                <Payer>true</Payer>
                <LegType>Floating</LegType>
                <Currency>USD</Currency>
                <PaymentConvention>Following</PaymentConvention>
                <DayCounter>A360</DayCounter>
                <!-- the effective notional is this notional here times the quantity times the share price;
           for an EquitySwap this should be set to 1.0 usually -->
                <Notionals>
                    <Notional>1</Notional>
                </Notionals>
                <FloatingLegData>
                    <Index>USD-LIBOR-3M</Index>
                    <Spreads>
                        <Spread>0.005</Spread>
                    </Spreads>
                    <FixingDays>2</FixingDays>
                    <IsInArrears>false</IsInArrears>
                </FloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2025-12-22</StartDate>
                        <EndDate>2027-12-23</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>USD</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
                <Indexings>
                    <Indexing>
                        <Quantity>1000</Quantity>
                        <!-- EQ-{IdentifierType}:{Name}:{Currency}:{Exchange} -->
                        <Index>EQ-RIC:.STOXX50E</Index>
                        <!-- optional, first index fixing to apply; if not given, value is read from the fixing history;
               for an EquitySwap this should be set to the InitialPrice from the equity leg -->
                        <InitialFixing>3368.858184</InitialFixing>
                        <!-- optional, if not given the valuation schedule is assumed to be the same as the accrual schedule
               of the floating rate coupons;
               for an EquitySwap this should be set to the valuation schedule of the equity leg -->
                        <ValuationSchedule>
                            <Rules>
                                <StartDate>2025-12-22</StartDate>
                                <EndDate>2027-12-23</EndDate>
                                <Tenor>3M</Tenor>
                                <Calendar>USD</Calendar>
                                <Convention>ModifiedFollowing</Convention>
                                <Rule>Forward</Rule>
                            </Rules>
                        </ValuationSchedule>
                        <!-- derivation rules for the equity fixing date from the valuation dates -->
                        <!-- optional, defaults to 0 (is set for an EquitySwap according to the comment above -->
                        <FixingDays>0</FixingDays>
                        <!-- optional, defaults to NullCalendar() -->
                        <FixingCalendar>US</FixingCalendar>
                        <!-- optional, defaults to P -->
                        <FixingConvention>P</FixingConvention>
                        <!-- optional, defaults to false -->
                        <IsInArrears>false</IsInArrears>
                    </Indexing>
                    <Indexing>
                        <!-- additional FX conversion, Quantity defaults to 1  -->
                        <Quantity>1</Quantity>
                        <!-- the fx index to use, one of the ccys must match the leg ccy -->
                        <Index>FX-TR20H-EUR-USD</Index>
                        <!-- the fx index fixing days (only used for fx) -->
                        <FixingDays>0</FixingDays>
                        <!-- the fx index calendar (only used for fx) -->
                        <FixingCalendar>EUR,USD</FixingCalendar>
                        <!-- the effective initial fixing to apply (i.e. domestic ccy = leg ccy);
               for an EquitySwap this should not be given, to be consistent with the EquityLeg FX conversion,
               except the InitialPrice in the equity leg is given in trade ccy which implies that we do not
               need an FX conversion for this first price. -->
                        <InitialFixing>1.0</InitialFixing>
                        <!-- see the comments above -->
                        <ValuationSchedule>
                            <Rules>
                                <StartDate>2025-12-22</StartDate>
                                <EndDate>2027-12-23</EndDate>
                                <Tenor>3M</Tenor>
                                <Calendar>USD</Calendar>
                                <Convention>ModifiedFollowing</Convention>
                                <Rule>Forward</Rule>
                            </Rules>
                        </ValuationSchedule>
                        <FixingConvention>P</FixingConvention>
                        <IsInArrears>false</IsInArrears>
                    </Indexing>
                </Indexings>
            </LegData>
            <LegData>
                <Payer>false</Payer>
                <LegType>Equity</LegType>
                <Currency>USD</Currency>
                <PaymentConvention>Following</PaymentConvention>
                <DayCounter>A360</DayCounter>
                <EquityLegData>
                    <Quantity>1000</Quantity>
                    <ReturnType>Total</ReturnType>
                    <Name>RIC:.STOXX50E</Name>
                    <InitialPrice>3368.858184</InitialPrice>
                    <InitialPriceCurrency>USD</InitialPriceCurrency>
                    <NotionalReset>true</NotionalReset>
                    <FixingDays>0</FixingDays>
                    <FXTerms>
                        <EquityCurrency>EUR</EquityCurrency>
                        <FXIndex>FX-TR20H-EUR-USD</FXIndex>
                    </FXTerms>
                </EquityLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2025-12-22</StartDate>
                        <EndDate>2027-12-23</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>USD</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </EquitySwapData>
    </Trade>


    <Trade id="Var_Swap">
        <TradeType>EquityVarianceSwap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <EquityVarianceSwapData>
            <StartDate>2025-02-20</StartDate>
            <EndDate>2025-05-20</EndDate>
            <Currency>USD</Currency>
            <Underlying>
                <Type>Equity</Type>
                <Name>.SPX</Name>
                <IdentifierType>RIC</IdentifierType>
            </Underlying>
            <LongShort>Long</LongShort>
            <Strike>0.20</Strike>
            <Notional>50000</Notional>
            <Calendar>US</Calendar>
            <MomentType>Variance</MomentType>
        </EquityVarianceSwapData>
    </Trade>


    <Trade id="DOUBLEDIGITALOPTION">
        <TradeType>DoubleDigitalOption</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <DoubleDigitalOptionData>
            <Expiry>2027-07-24</Expiry>
            <Settlement>2027-07-26</Settlement>
            <BinaryPayout>1000000</BinaryPayout>
            <BinaryLevel1>1.2</BinaryLevel1>
            <BinaryLevel2>0.009</BinaryLevel2>
            <Type1>Call</Type1>
            <Type2>Put</Type2>
            <Position>Long</Position>
            <Underlying1>
                <Type>FX</Type>
                <Name>TR20H-EUR-USD</Name>
            </Underlying1>
            <Underlying2>
                <Type>FX</Type>
                <Name>TR20H-JPY-USD</Name>
            </Underlying2>
            <PayCcy>USD</PayCcy>
        </DoubleDigitalOptionData>
    </Trade>


    <Trade id="EQ_DECUMULATOR">
        <TradeType>EquityAccumulator</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <EquityAccumulatorData>
            <Currency>EUR</Currency>
            <FixingAmount>30</FixingAmount>
            <Strike>4000</Strike>
            <Underlying>
                <Type>Equity</Type>
                <Name>.STOXX50</Name>
                <IdentifierType>RIC</IdentifierType>
            </Underlying>
            <OptionData>
                <LongShort>Long</LongShort>
                <PayoffType>Decumulator</PayoffType>
            </OptionData>
            <StartDate>2025-02-05</StartDate>
            <ObservationDates>
                <Rules>
                    <StartDate>2025-02-05</StartDate>
                    <EndDate>2026-02-05</EndDate>
                    <Tenor>1D</Tenor>
                    <Calendar>TARGET</Calendar>
                    <Convention>F</Convention>
                    <Rule>Forward</Rule>
                </Rules>
            </ObservationDates>
            <PricingDates>
                <Dates>
                    <Dates>
                        <Date>2025-03-07</Date>
                        <Date>2025-04-07</Date>
                        <Date>2025-05-09</Date>
                        <Date>2025-06-07</Date>
                        <Date>2025-07-08</Date>
                        <Date>2025-08-05</Date>
                        <Date>2025-09-05</Date>
                        <Date>2025-10-05</Date>
                        <Date>2025-11-07</Date>
                        <Date>2025-12-07</Date>
                        <Date>2026-01-05</Date>
                        <Date>2026-02-06</Date>
                    </Dates>
                </Dates>
            </PricingDates>
            <SettlementLag>2D</SettlementLag>
            <SettlementCalendar>TARGET</SettlementCalendar>
            <SettlementConvention>F</SettlementConvention>
            <RangeBounds>
                <RangeBound>
                    <RangeTo>4000</RangeTo>
                    <Leverage>1</Leverage>
                </RangeBound>
                <RangeBound>
                    <RangeFrom>4000</RangeFrom>
                    <Leverage>2</Leverage>
                </RangeBound>
            </RangeBounds>
            <Barriers>
                <BarrierData>
                    <Type>DownAndOut</Type>
                    <Levels>
                        <Level>3500</Level>
                    </Levels>
                </BarrierData>
                <BarrierData>
                    <Type>FixingFloor</Type>
                    <Levels>
                        <Level>1</Level>
                    </Levels>
                </BarrierData>
            </Barriers>
        </EquityAccumulatorData>
    </Trade>


    <Trade id="EquityTaRF">
        <TradeType>EquityTaRF</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <EquityTaRFData>
            <Currency>USD</Currency>
            <FixingAmount>775</FixingAmount>
            <Strike>2900</Strike>
            <Underlying>
                <Type>Equity</Type>
                <Name>.SPX</Name>
                <IdentifierType>RIC</IdentifierType>
            </Underlying>
            <ScheduleData>
                <Dates>
                    <Dates>
                        <Date>2024-08-12</Date>
                        <Date>2029-08-11</Date>
                        <Date>2030-08-11</Date>
                        <Date>2031-08-11</Date>
                        <Date>2032-08-11</Date>
                        <Date>2033-08-11</Date>
                    </Dates>
                </Dates>
            </ScheduleData>
            <OptionData>
                <LongShort>Long</LongShort>
                <PayoffType>TargetFull</PayoffType>
            </OptionData>
            <RangeBounds>
                <RangeBound>
                    <RangeFrom>0.0</RangeFrom>
                    <RangeTo>3300</RangeTo>
                    <Leverage>1</Leverage>
                </RangeBound>
                <RangeBound>
                    <RangeFrom>3300</RangeFrom>
                    <RangeTo>10000</RangeTo>
                    <Leverage>2</Leverage>
                    <StrikeAdjustment>100</StrikeAdjustment>
                </RangeBound>
            </RangeBounds>
            <Barriers>
                <BarrierData>
                    <Type>FixingCap</Type>
                    <Levels>
                        <Level>3</Level>
                    </Levels>
                </BarrierData>
            </Barriers>
        </EquityTaRFData>
    </Trade>


    <Trade id="EQ_WorstOfBasketSwap">
        <TradeType>EquityWorstOfBasketSwap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <EquityWorstOfBasketSwapData>
            <LongShort>Long</LongShort>
            <Currency>EUR</Currency>
            <Quantity>1955000</Quantity>
            <InitialFixedRate>0.015</InitialFixedRate>
            <!-- <InitialFixedPayDate>2021-02-12</InitialFixedPayDate> -->
            <Underlyings>
                <Underlying>
                    <Type>Equity</Type>
                    <Name>.STOXX50E</Name>
                    <IdentifierType>RIC</IdentifierType>
                </Underlying>
                <Underlying>
                    <Type>Equity</Type>
                    <Name>.SPX</Name>
                    <IdentifierType>RIC</IdentifierType>
                </Underlying>
            </Underlyings>
            <InitialPrices>
                <InitialPrice>3481.44</InitialPrice>
                <InitialPrice>3714.24</InitialPrice>
            </InitialPrices>
            <!-- <KnockInPayDate>2023-02-14</KnockInPayDate> -->
            <FloatingPeriodSchedule>
                <Dates>
                    <Dates>
                        <Date>2024-07-25</Date>
                        <Date>2025-01-22</Date>
                        <Date>2025-07-25</Date>
                        <Date>2026-01-22</Date>
                        <Date>2026-07-27</Date>
                    </Dates>
                    <Calendar>TARGET</Calendar>
                    <Convention>MF</Convention>
                </Dates>
            </FloatingPeriodSchedule>
            <!--     <FixedDeterminationSchedule>
            <DerivedSchedule>
              <BaseSchedule>FloatingPeriodSchedule</BaseSchedule>
              <Shift>0D</Shift>
              <Calendar>TARGET</Calendar>
              <Convention>MF</Convention>
            </DerivedSchedule>
          </FixedDeterminationSchedule>
          <KnockOutDeterminationSchedule>
            <DerivedSchedule>
              <BaseSchedule>FloatingPeriodSchedule</BaseSchedule>
              <Shift>0D</Shift>
              <Calendar>TARGET</Calendar>
              <Convention>MF</Convention>
            </DerivedSchedule>
          </KnockOutDeterminationSchedule> -->
            <FloatingPayDates>
                <Dates>
                    <Dates>
                        <Date>2024-08-08</Date>
                        <Date>2025-02-05</Date>
                        <Date>2025-08-08</Date>
                        <Date>2026-02-05</Date>
                        <Date>2026-08-10</Date>
                    </Dates>
                    <Calendar>TARGET</Calendar>
                    <Convention>MF</Convention>
                </Dates>
            </FloatingPayDates>
            <!--     <KnockInDeterminationSchedule>
            <DerivedSchedule>
              <BaseSchedule>FloatingPeriodSchedule</BaseSchedule>
              <Shift>0D</Shift>
              <Calendar>TARGET</Calendar>
              <Convention>MF</Convention>
            </DerivedSchedule>
          </KnockInDeterminationSchedule> -->
            <!--     <FixedPayDates>
            <DerivedSchedule>
              <BaseSchedule>FloatingPayDates</BaseSchedule>
              <Shift>0D</Shift>
              <Calendar>TARGET</Calendar>
              <Convention>MF</Convention>
            </DerivedSchedule>
          </FixedPayDates> -->
            <KnockOutLevels>
                <KnockOutLevel>1.0</KnockOutLevel>
                <KnockOutLevel>1.0</KnockOutLevel>
                <KnockOutLevel>1.0</KnockOutLevel>
                <KnockOutLevel>1.0</KnockOutLevel>
            </KnockOutLevels>
            <FixedTriggerLevels>
                <FixedTriggerLevel>0.75</FixedTriggerLevel>
                <FixedTriggerLevel>0.75</FixedTriggerLevel>
                <FixedTriggerLevel>0.75</FixedTriggerLevel>
                <FixedTriggerLevel>0.75</FixedTriggerLevel>
            </FixedTriggerLevels>
            <BermudanKnockIn>false</BermudanKnockIn>
            <KnockInLevel>0.75</KnockInLevel>
            <FixedRate>0.04</FixedRate>
            <AccumulatingFixedCoupons>true</AccumulatingFixedCoupons>
            <AccruingFixedCoupons>false</AccruingFixedCoupons>
            <FloatingIndex>EUR-EURIBOR-3M</FloatingIndex>
            <FloatingSpread>0.002</FloatingSpread>
            <FloatingDayCountFraction>Actual/360</FloatingDayCountFraction>
            <FloatingFixingSchedule>
                <DerivedSchedule>
                    <BaseSchedule>FloatingPeriodSchedule</BaseSchedule>
                    <Shift>-2D</Shift>
                    <Calendar>TARGET</Calendar>
                    <Convention>MF</Convention>
                </DerivedSchedule>
            </FloatingFixingSchedule>
            <!-- <Strike>1.0</Strike> -->
        </EquityWorstOfBasketSwapData>
    </Trade>


    <Trade id="EQ_CLIQUET_SPX">
        <TradeType>EquityCliquetOption</TradeType>
        <!-- General Data -->
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <!-- Termsheet -->
        <!-- The payoff on the payment date = last valuation date plus settlement
         (see below) is given by
         min( max( sum min( max( S(t) / S(t-1) - Moneyness, localFloor ),
                                      localCap ), globalFloor), globalCap) -->
        <EquityCliquetOptionData>
            <Underlying>
                <Type>Equity</Type>
                <Name>.SPX</Name>
                <IdentifierType>RIC</IdentifierType>
            </Underlying>
            <Currency>USD</Currency>
            <Notional>1000000.0</Notional>
            <LongShort>Short</LongShort>
            <OptionType>Call</OptionType>
            <Moneyness>1.0</Moneyness>
            <LocalCap>0.07</LocalCap>
            <GlobalFloor>-0.07</GlobalFloor>
            <!-- the schedule dates are the valuation dates (no further adjustment applied) -->
            <ScheduleData>
                <Dates>
                    <Dates>
                        <Date>2023-07-17</Date>
                        <Date>2024-07-16</Date>
                        <Date>2025-07-16</Date>
                        <Date>2026-07-17</Date>
                        <Date>2027-07-17</Date>
                        <Date>2028-07-16</Date>
                    </Dates>
                    <Calendar>USD</Calendar>
                    <Convention>F</Convention>
                </Dates>
            </ScheduleData>
            <!-- settlement days for the payout at last valuation date w.r.t. calendar and
		   term date convention of the schedule's calendar -->
            <SettlementDays>5</SettlementDays>
            <!-- premium, relative to notional, and payment date -->
            <Premium>0.027</Premium>
            <PremiumPaymentDate>2023-07-17</PremiumPaymentDate>
        </EquityCliquetOptionData>
    </Trade>


    <Trade id="Exotic_FX_WorstOfBasketSwap">
        <TradeType>EquityWorstOfBasketSwap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <EquityWorstOfBasketSwapData>
            <LongShort>Long</LongShort>
            <Currency>EUR</Currency>
            <Quantity>1955000</Quantity>
            <InitialFixedRate>0.015</InitialFixedRate>
            <!-- <InitialFixedPayDate>2021-02-12</InitialFixedPayDate> -->
            <Underlyings>
                <Underlying>
                    <Type>FX</Type>
                    <Name>TR20H-USD-CAD</Name>
                </Underlying>
                <Underlying>
                    <Type>FX</Type>
                    <Name>TR20H-EUR-SEK</Name>
                </Underlying>
            </Underlyings>
            <InitialPrices>
                <!--asof the first date in the FloatingPeriodSchedule: <Date>2021-01-29</Date> -->
                <InitialPrice>1.2779</InitialPrice>
                <InitialPrice>10.1466</InitialPrice>
            </InitialPrices>
            <!-- <KnockInPayDate>2023-02-14</KnockInPayDate> -->
            <FloatingPeriodSchedule>
                <Dates>
                    <Dates>
                        <Date>2028-01-28</Date>
                        <Date>2028-07-27</Date>
                        <Date>2029-01-27</Date>
                        <Date>2029-07-27</Date>
                        <Date>2030-01-29</Date>
                    </Dates>
                    <Calendar>TARGET</Calendar>
                    <Convention>MF</Convention>
                </Dates>
            </FloatingPeriodSchedule>
            <!--     <FixedDeterminationSchedule>
      <DerivedSchedule>
        <BaseSchedule>FloatingPeriodSchedule</BaseSchedule>
        <Shift>0D</Shift>
        <Calendar>TARGET</Calendar>
        <Convention>MF</Convention>
      </DerivedSchedule>
    </FixedDeterminationSchedule>
    <KnockOutDeterminationSchedule>
      <DerivedSchedule>
        <BaseSchedule>FloatingPeriodSchedule</BaseSchedule>
        <Shift>0D</Shift>
        <Calendar>TARGET</Calendar>
        <Convention>MF</Convention>
      </DerivedSchedule>
    </KnockOutDeterminationSchedule> -->
            <FloatingPayDates>
                <Dates>
                    <Dates>
                        <Date>2028-02-11</Date>
                        <Date>2028-08-10</Date>
                        <Date>2029-02-10</Date>
                        <Date>2029-08-10</Date>
                        <Date>2030-02-12</Date>
                    </Dates>
                    <Calendar>TARGET</Calendar>
                    <Convention>MF</Convention>
                </Dates>
            </FloatingPayDates>
            <!--     <KnockInDeterminationSchedule>
      <DerivedSchedule>
        <BaseSchedule>FloatingPeriodSchedule</BaseSchedule>
        <Shift>0D</Shift>
        <Calendar>TARGET</Calendar>
        <Convention>MF</Convention>
      </DerivedSchedule>
    </KnockInDeterminationSchedule> -->
            <!--     <FixedPayDates>
      <DerivedSchedule>
        <BaseSchedule>FloatingPayDates</BaseSchedule>
        <Shift>0D</Shift>
        <Calendar>TARGET</Calendar>
        <Convention>MF</Convention>
      </DerivedSchedule>
    </FixedPayDates> -->
            <KnockOutLevels>
                <KnockOutLevel>1.0</KnockOutLevel>
                <KnockOutLevel>1.0</KnockOutLevel>
                <KnockOutLevel>1.0</KnockOutLevel>
                <KnockOutLevel>1.0</KnockOutLevel>
            </KnockOutLevels>
            <FixedTriggerLevels>
                <FixedTriggerLevel>0.75</FixedTriggerLevel>
                <FixedTriggerLevel>0.75</FixedTriggerLevel>
                <FixedTriggerLevel>0.75</FixedTriggerLevel>
                <FixedTriggerLevel>0.75</FixedTriggerLevel>
            </FixedTriggerLevels>
            <BermudanKnockIn>false</BermudanKnockIn>
            <KnockInLevel>0.75</KnockInLevel>
            <FixedRate>0.04</FixedRate>
            <AccumulatingFixedCoupons>true</AccumulatingFixedCoupons>
            <AccruingFixedCoupons>false</AccruingFixedCoupons>
            <FloatingIndex>EUR-EURIBOR-3M</FloatingIndex>
            <FloatingSpread>0.002</FloatingSpread>
            <FloatingDayCountFraction>Actual/360</FloatingDayCountFraction>
            <FloatingFixingSchedule>
                <DerivedSchedule>
                    <BaseSchedule>FloatingPeriodSchedule</BaseSchedule>
                    <Shift>-2D</Shift>
                    <Calendar>TARGET</Calendar>
                    <Convention>MF</Convention>
                </DerivedSchedule>
            </FloatingFixingSchedule>
            <!-- <Strike>1.0</Strike> -->
        </EquityWorstOfBasketSwapData>
    </Trade>


    <Trade id="SWAP_EUR_CMSSpread_fbc">
        <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>Fixed</LegType>
                <Payer>false</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>10000000.000000</Notional>
                </Notionals>
                <DayCounter>30/360</DayCounter>
                <PaymentConvention>F</PaymentConvention>
                <FixedLegData>
                    <Rates>
                        <Rate>0.011244</Rate>
                    </Rates>
                </FixedLegData>
                <ScheduleData>
                    <Rules>
                        <!-- spot start from 20160205, 20Y term -->
                        <StartDate>2023-01-31</StartDate>
                        <EndDate>2043-01-31</EndDate>
                        <Tenor>1Y</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <LegData>
                <LegType>FormulaBased</LegType>
                <Payer>true</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>10000000.000000</Notional>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <FormulaBasedLegData>
                    <Index>max({EUR-CMS-10Y}-{EUR-CMS-1Y},0.005)</Index>
                    <!--<Index>min(max({EUR-CMS-10Y}-{EUR-CMS-1Y},0.0),{USD-LIBOR-3M})</Index>-->
                    <FixingDays>2</FixingDays>
                </FormulaBasedLegData>
                <ScheduleData>
                    <Rules>
                        <!-- spot start 20160205, 20Y term -->
                        <StartDate>2023-01-31</StartDate>
                        <EndDate>2043-01-31</EndDate>
                        <Tenor>6M</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </SwapData>
    </Trade>
    <Trade id="SWAP_EUR_DigitalCMSSpread_fbc">
        <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>Fixed</LegType>
                <Payer>true</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>10000000.000000</Notional>
                </Notionals>
                <DayCounter>30/360</DayCounter>
                <PaymentConvention>F</PaymentConvention>
                <FixedLegData>
                    <Rates>
                        <Rate>0.011244</Rate>
                    </Rates>
                </FixedLegData>
                <ScheduleData>
                    <Rules>
                        <!-- spot start from 20160205, 20Y term -->
                        <StartDate>2023-01-31</StartDate>
                        <EndDate>2043-01-31</EndDate>
                        <Tenor>1Y</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <LegData>
                <LegType>FormulaBased</LegType>
                <Payer>false</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>10000000.000000</Notional>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <FormulaBasedLegData>
                    <Index>({EUR-CMS-10Y}-{EUR-CMS-1Y}) + 0.01*(gtZero({EUR-CMS-10Y}-{EUR-CMS-1Y}))</Index>
                    <!--<Index>min(max({EUR-CMS-10Y}-{EUR-CMS-1Y},0.0),{USD-LIBOR-3M})</Index>-->
                    <FixingDays>2</FixingDays>
                </FormulaBasedLegData>
                <ScheduleData>
                    <Rules>
                        <!-- spot start 20160205, 20Y term -->
                        <StartDate>2023-01-31</StartDate>
                        <EndDate>2043-01-31</EndDate>
                        <Tenor>6M</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </SwapData>
    </Trade>
    <Trade id="Bond_FormulaBased">
        <TradeType>Bond</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <BondData>
            <IssuerId>CPTY_A</IssuerId>
            <CreditCurveId>ISIN:IE00BH3SQ895</CreditCurveId>
            <SecurityId>SECURITY_1</SecurityId>
            <ReferenceCurveId>BENCHMARK-EUR</ReferenceCurveId>
            <SettlementDays>2</SettlementDays>
            <Calendar>TARGET</Calendar>
            <IssueDate>2023-01-31</IssueDate>
            <LegData>
                <LegType>FormulaBased</LegType>
                <Payer>false</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>10000000.000000</Notional>
                </Notionals>
                <DayCounter>ACT/ACT</DayCounter>
                <PaymentConvention>F</PaymentConvention>
                <FormulaBasedLegData>
                    <Index>min(max({EUR-CMS-10Y}-{EUR-CMS-1Y},0.0),0.03)</Index>
                    <FixingDays>2</FixingDays>
                </FormulaBasedLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-01-31</StartDate>
                        <EndDate>2033-01-31</EndDate>
                        <Tenor>1Y</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>F</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </BondData>
    </Trade>


    <Trade id="FX_Accumulator-AKO">
        <TradeType>FxAccumulator</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <FxAccumulatorData>
            <Currency>JPY</Currency>
            <FixingAmount>350000</FixingAmount>
            <Strike>122</Strike>
            <Underlying>
                <Type>FX</Type>
                <Name>TR20H-EUR-JPY</Name>
            </Underlying>
            <OptionData>
                <LongShort>Long</LongShort>
                <PayoffType>Accumulator</PayoffType>
            </OptionData>
            <StartDate>2026-01-12</StartDate>
            <ObservationDates>
                <Dates>
                    <Dates>
                        <Date>2026-01-27</Date>
                        <Date>2026-02-10</Date>
                        <Date>2026-02-17</Date>
                        <Date>2026-02-24</Date>
                        <Date>2026-03-03</Date>
                    </Dates>
                </Dates>
            </ObservationDates>
            <RangeBounds>
                <RangeBound>
                    <RangeTo>122</RangeTo>
                    <Leverage>2</Leverage>
                </RangeBound>
                <RangeBound>
                    <RangeFrom>122</RangeFrom>
                    <Leverage>1</Leverage>
                </RangeBound>
            </RangeBounds>
            <Barriers>
                <BarrierData>
                    <Type>UpAndOut</Type>
                    <Style>American</Style>
                    <Levels>
                        <Level>126</Level>
                    </Levels>
                </BarrierData>
                <BarrierData>
                    <Type>FixingFloor</Type>
                    <Levels>
                        <Level>2</Level>
                    </Levels>
                </BarrierData>
            </Barriers>
        </FxAccumulatorData>
    </Trade>


    <Trade id="generic_fx_barrier_option">
        <TradeType>FxGenericBarrierOption</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <FxGenericBarrierOptionData>
            <!-- The underlying on which the option is written, supported are
           FX, Equity, Commodity -->
            <Underlying>
                <Type>FX</Type>
                <!-- The order of the currencies in the Name defines the
             observed underlying, i.e.:
             - for EUR-USD the observed underlying value would be 1.2
             - for USD-EUR the observed underlying value would be 0.8
             The engine will take care of reading the appropriate historical
             fixings and take the reciprocal if necessary. -->
                <Name>TR20H-EUR-USD</Name>
            </Underlying>
            <!-- The pay ccy, this is required for all Payoff Types and is usually
           - the domestic currency if underlying = FX
           - the eq / comm currency if underlying = Equity, Commodity
           But we allow for quanto payoffs as well, i.e.
           - the foreign currency if underlying = FX or also
           - a third currency if underlying = FX and
           - a currency != the equity, commodity currency for these underlying types.
           See payoff description which amount is paid in which currency dependent
           on the type. -->
            <PayCurrency>USD</PayCurrency>
            <OptionData>
                <!-- Long, Short -->
                <LongShort>Long</LongShort>
                <!-- Vanilla:         (S-K) paid in PayCurrency
             AssetOrNoathing: S paid in PayCurrency
             CashOrNothing:   Amount in PayCurrency -->
                <PayoffType>Vanilla</PayoffType>
                <!--  Call, Put, only required for Vanilla -->
                <OptionType>Call</OptionType>
                <!-- The underlying vanila option expiry date -->
                <ExerciseDates>
                    <ExerciseDate>2028-12-20</ExerciseDate>
                </ExerciseDates>
                <!-- Premiums to be paid unconditionally -->
                <Premiums>
                    <Premium>
                        <Amount>100000</Amount>
                        <Currency>EUR</Currency>
                        <PayDate>2023-11-21</PayDate>
                    </Premium>
                </Premiums>
            </OptionData>
            <!-- The settlement date. -->
            <SettlementDate>2028-12-22</SettlementDate>
            <!-- Required for PayoffType = AssetOrNothing, Vanilla.
           For FX this is the amount in foreign currency.
           For Equity, Commodity this is the number of equities, commodities. -->
            <Quantity>100000000</Quantity>
            <!-- Only required for PayoffType = Vanilla -->
            <Strike>1.2</Strike>
            <!-- Only required for PayoffType = CashOrNothing -->
            <!-- <Amount>0</Amount> -->
            <Barriers>
                <!-- 0, 1 or 2 barriers of type UpAndIn, UpAndOut, DownAndIn, DownAndOut
             with exactly one level each and with optional rebate amount.
             Barriers are monitored on the given schedule -->
                <ScheduleData>
                    <Rules>
                        <StartDate>2027-01-24</StartDate>
                        <EndDate>2028-12-20</EndDate>
                        <Tenor>1D</Tenor>
                        <Calendar>TGT,US</Calendar>
                        <Convention>F</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
                <BarrierData>
                    <Type>DownAndOut</Type>
                    <Levels>
                        <Level>1.1</Level>
                    </Levels>
                    <!-- Optional Rebate, must be identical across all in barriers, can be different
               for different out barriers. Rebates are not allowed if both KI and KO barriers
               are defined. -->
                    <Rebate>1000000</Rebate>
                    <!-- Optional, defaults to PayCurrency -->
                    <RebateCurrency>USD</RebateCurrency>
                    <!-- Optional, atHit (only for "out" barriers), atExpiry defaults to atExpiry -->
                    <RebatePayTime>atExpiry</RebatePayTime>
                </BarrierData>
                <BarrierData>
                    <Type>UpAndIn</Type>
                    <Levels>
                        <Level>1.3</Level>
                    </Levels>
                    <Rebate>1000000</Rebate>
                    <RebateCurrency>USD</RebateCurrency>
                    <RebatePayTime>atExpiry</RebatePayTime>
                </BarrierData>
                <!-- KIKO Type, only required if we have 2 barriers, one "in" and one "out"
             KoAlways     Knock Out can always happen
             KoBeforeKi   Knock Out can only happen before KI
             KoAfterKi    Knock Out can only happen after KI    -->
                <KikoType>KoAfterKi</KikoType>
            </Barriers>
            <!-- Optional, single additional barrier that is checked on the option expiry
           and activates ("in") or zeros the option payoff ("out").
           Only type and level are relevant, no rebate is allowed here. -->
            <TransatlanticBarrier>
                <BarrierData>
                    <Type>UpAndOut</Type>
                    <Levels>
                        <Level>1.3</Level>
                    </Levels>
                    <Rebate>2000000</Rebate>
                    <RebateCurrency>USD</RebateCurrency>
                </BarrierData>
            </TransatlanticBarrier>
        </FxGenericBarrierOptionData>
    </Trade>


    <Trade id="FX_TARF">
        <TradeType>FxTaRF</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <FxTaRFData>
            <Currency>USD</Currency>
            <FixingAmount>1000000</FixingAmount>
            <TargetAmount>100000</TargetAmount>
            <Strike>1.1</Strike>
            <Underlying>
                <Type>FX</Type>
                <Name>TR20H-EUR-USD</Name>
            </Underlying>
            <ScheduleData>
                <Dates>
                    <Dates>
                        <Date>2024-08-12</Date>
                        <Date>2029-08-11</Date>
                        <Date>2033-08-11</Date>
                    </Dates>
                </Dates>
            </ScheduleData>
            <OptionData>
                <LongShort>Long</LongShort>
                <PayoffType>TargetExact</PayoffType>
            </OptionData>
            <RangeBounds>
                <RangeBound>
                    <RangeFrom>0.0</RangeFrom>
                    <RangeTo>1.05</RangeTo>
                    <Leverage>2</Leverage>
                </RangeBound>
                <RangeBound>
                    <RangeFrom>1.1</RangeFrom>
                    <RangeTo>10000</RangeTo>
                    <Leverage>1</Leverage>
                </RangeBound>
            </RangeBounds>
            <Barriers>
                <BarrierData>
                    <Type>CumulatedProfitCap</Type>
                    <Levels>
                        <Level>100000</Level>
                    </Levels>
                </BarrierData>
            </Barriers>
        </FxTaRFData>
    </Trade>


    <Trade id="KnockOutSwap_example">
        <TradeType>KnockOutSwap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <KnockOutSwapData>
            <!-- BarrierData and BarrierStartDate specify the knock out terms -->
            <BarrierData>
                <Type>UpAndOut</Type>
                <Levels>
                    <Level>0.05</Level>
                </Levels>
            </BarrierData>
            <BarrierStartDate>2027-05-03</BarrierStartDate>
            <!-- we require exactly one Floating and one Fixed Leg -->
            <LegData>
                <LegType>Floating</LegType>
                <Payer>false</Payer>
                <Currency>USD</Currency>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <Notionals>
                    <Notional>100000000.00</Notional>
                </Notionals>
                <FloatingLegData>
                    <Index>USD-SOFR</Index>
                </FloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2024-05-02</StartDate>
                        <EndDate>2029-05-02</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>US</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <LegData>
                <LegType>Fixed</LegType>
                <Payer>true</Payer>
                <Currency>USD</Currency>
                <Notionals>
                    <Notional>100000000.00</Notional>
                </Notionals>
                <DayCounter>ACT/ACT</DayCounter>
                <PaymentConvention>Following</PaymentConvention>
                <FixedLegData>
                    <Rates>
                        <Rate>0.05</Rate>
                    </Rates>
                </FixedLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2024-05-02</StartDate>
                        <EndDate>2029-05-02</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>US</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </KnockOutSwapData>
    </Trade>


    <Trade id="Commodity_Spread_PERFORMANCEOPTION_01">
        <TradeType>PerformanceOption_01</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <PerformanceOption01Data>
            <NotionalAmount>1000000</NotionalAmount>
            <ParticipationRate>1.0</ParticipationRate>
            <ValuationDate>2025-05-16</ValuationDate>
            <SettlementDate>2025-05-18</SettlementDate>
            <Underlyings>
                <Underlying>
                    <Type>Commodity</Type>
                    <Name>NYMEX:CL</Name>
                    <Weight>1.0</Weight>
                    <PriceType>Spot</PriceType>
                </Underlying>
                <Underlying>
                    <Type>Commodity</Type>
                    <Name>ICE:B</Name>
                    <Weight>-1.0</Weight>
                    <PriceType>Spot</PriceType>
                </Underlying>
            </Underlyings>
            <StrikePrices>
                <StrikePrice>1.0</StrikePrice>
                <StrikePrice>1.0</StrikePrice>
            </StrikePrices>
            <Strike>-10</Strike>
            <StrikeIncluded>false</StrikeIncluded>
            <Position>Long</Position>
            <PayCcy>USD</PayCcy>
        </PerformanceOption01Data>
    </Trade>


    <Trade id="FX_PERFORMANCEOPTION_01">
        <TradeType>PerformanceOption_01</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <PerformanceOption01Data>
            <NotionalAmount>62500000</NotionalAmount>
            <ParticipationRate>1.0</ParticipationRate>
            <ValuationDate>2027-06-15</ValuationDate>
            <SettlementDate>2027-06-17</SettlementDate>
            <Underlyings>
                <Underlying>
                    <Type>FX</Type>
                    <Name>TR20H-CHF-EUR</Name>
                    <Weight>0.34</Weight>
                </Underlying>
                <Underlying>
                    <Type>FX</Type>
                    <Name>TR20H-NOK-EUR</Name>
                    <Weight>0.32</Weight>
                </Underlying>
                <Underlying>
                    <Type>FX</Type>
                    <Name>TR20H-SEK-EUR</Name>
                    <Weight>0.24</Weight>
                </Underlying>
                <Underlying>
                    <Type>FX</Type>
                    <Name>TR20H-CZK-EUR</Name>
                    <Weight>0.10</Weight>
                </Underlying>
            </Underlyings>
            <StrikePrices>
                <StrikePrice>0.900185</StrikePrice>
                <StrikePrice>0.098095</StrikePrice>
                <StrikePrice>0.097085</StrikePrice>
                <StrikePrice>0.036047</StrikePrice>
            </StrikePrices>
            <Strike>1.1</Strike>
            <Position>Long</Position>
            <PayCcy>EUR</PayCcy>
        </PerformanceOption01Data>
    </Trade>


    <Trade id="BestOfAssetOrCashRainbowOption#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>
        <BestOfAssetOrCashRainbowOptionData>
            <Expiry type="event">2025-08-31</Expiry>
            <Settlement type="event">2025-09-05</Settlement>
            <LongShort type="longShort">Long</LongShort>
            <Notional type="number">1</Notional>
            <Strike type="number">2000</Strike>
            <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>
        </BestOfAssetOrCashRainbowOptionData>
        <!--
  <ScriptedTradeData>
    <ScriptName>BestOfAssetOrCashRainbowOption</ScriptName>
    <Data>
      <Event>
        <Name>Expiry</Name>
        <Value>2020-02-15</Value>
      </Event>
      <Event>
        <Name>Settlement</Name>
        <Value>2020-02-20</Value>
      </Event>
      <Number>
	<Name>LongShort</Name>
	<Value>1</Value>
      </Number>
      <Number>
        <Name>Notional</Name>
        <Value>1</Value>
      </Number>
      <Number>
        <Name>Strike</Name>
        <Value>2000</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>


    <Trade id="FX_AVG_FWD">
        <TradeType>FxAverageForward</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <FxAverageForwardData>
            <PaymentDate>2025-09-30</PaymentDate>
            <ObservationDates>
                <Dates>
                    <Calendar>US</Calendar>
                    <Convention>Following</Convention>
                    <Tenor>1M</Tenor>
                    <Dates>
                        <Date>2025-09-02</Date>
                        <Date>2025-09-03</Date>
                        <Date>2025-09-04</Date>
                        <Date>2025-09-05</Date>
                        <Date>2025-09-08</Date>
                        <Date>2025-09-09</Date>
                        <Date>2025-09-10</Date>
                        <Date>2025-09-11</Date>
                        <Date>2025-09-12</Date>
                        <Date>2025-09-15</Date>
                        <Date>2025-09-16</Date>
                        <Date>2025-09-17</Date>
                        <Date>2025-09-18</Date>
                        <Date>2025-09-19</Date>
                        <Date>2025-09-22</Date>
                        <Date>2025-09-23</Date>
                        <Date>2025-09-24</Date>
                        <Date>2025-09-25</Date>
                        <Date>2025-09-26</Date>
                        <Date>2025-09-29</Date>
                        <Date>2025-09-30</Date>
                    </Dates>
                </Dates>
            </ObservationDates>
            <FixedPayer>true</FixedPayer>
            <!-- Fair with single observation at pay date -->
            <ReferenceNotional>8614</ReferenceNotional>
            <ReferenceCurrency>EUR</ReferenceCurrency>
            <SettlementNotional>10000</SettlementNotional>
            <SettlementCurrency>USD</SettlementCurrency>
            <FXIndex>FX-TR20H-EUR-USD</FXIndex>
        </FxAverageForwardData>
    </Trade>


    <Trade id="FX_UPIN_BARRIER_CALL_OPTION_EURUSD_10Y">
        <TradeType>FxBarrierOption</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <FxBarrierOptionData>
            <OptionData>
                <LongShort>Long</LongShort>
                <OptionType>Call</OptionType>
                <Style>European</Style>
                <Settlement>Cash</Settlement>
                <PayOffAtExpiry>false</PayOffAtExpiry>
                <ExerciseDates>
                    <ExerciseDate>2033-02-20</ExerciseDate>
                </ExerciseDates>
            </OptionData>
            <BarrierData>
                <Type>UpAndIn</Type>
                <Levels>
                    <Level>1.2</Level>
                </Levels>
                <Rebate>0.0</Rebate>
            </BarrierData>
            <FXIndex>FX-TR20H-EUR-USD</FXIndex>
            <BoughtCurrency>EUR</BoughtCurrency>
            <BoughtAmount>1000000</BoughtAmount>
            <SoldCurrency>USD</SoldCurrency>
            <SoldAmount>1100000</SoldAmount>
        </FxBarrierOptionData>
    </Trade>


    <Trade id="FX_UPIN_DIGITAL_BARRIER_CALL_OPTION_EURUSD_10Y">
        <TradeType>FxDigitalBarrierOption</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <FxDigitalBarrierOptionData>
            <OptionData>
                <LongShort>Long</LongShort>
                <OptionType>Call</OptionType>
                <Style>European</Style>
                <Settlement>Cash</Settlement>
                <PayOffAtExpiry>false</PayOffAtExpiry>
                <ExerciseDates>
                    <ExerciseDate>2033-02-20</ExerciseDate>
                </ExerciseDates>
            </OptionData>
            <BarrierData>
                <Type>UpAndIn</Type>
                <Levels>
                    <Level>1.2</Level>
                </Levels>
            </BarrierData>
            <Strike>1.1</Strike>
            <PayoffAmount>100</PayoffAmount>
            <PayoffCurrency>USD</PayoffCurrency>
            <ForeignCurrency>EUR</ForeignCurrency>
            <DomesticCurrency>USD</DomesticCurrency>
        </FxDigitalBarrierOptionData>
    </Trade>


    <Trade id="FX_DIGITAL_CALL_OPTION_EURUSD_10Y">
        <TradeType>FxDigitalOption</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <FxDigitalOptionData>
            <OptionData>
                <LongShort>Long</LongShort>
                <OptionType>Call</OptionType>
                <Style>European</Style>
                <Settlement>Cash</Settlement>
                <PayOffAtExpiry>true</PayOffAtExpiry>
                <ExerciseDates>
                    <ExerciseDate>2033-02-20</ExerciseDate>
                </ExerciseDates>
            </OptionData>
            <Strike>1.1</Strike>
            <PayoffAmount>100</PayoffAmount>
            <ForeignCurrency>EUR</ForeignCurrency>
            <DomesticCurrency>USD</DomesticCurrency>
        </FxDigitalOptionData>
    </Trade>


    <Trade id="FX_DOUBLE_BARRIER_OPTION">
        <TradeType>FxDoubleBarrierOption</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <FxDoubleBarrierOptionData>
            <OptionData>
                <LongShort>Long</LongShort>
                <OptionType>Call</OptionType>
                <Style>European</Style>
                <Settlement>Cash</Settlement>
                <PayOffAtExpiry>false</PayOffAtExpiry>
                <ExerciseDates>
                    <ExerciseDate>2031-09-15</ExerciseDate>
                </ExerciseDates>
                <Premiums>
                    <Premium>
                        <Amount>10900</Amount>
                        <Currency>EUR</Currency>
                        <PayDate>2023-09-15</PayDate>
                    </Premium>
                </Premiums>
            </OptionData>
            <BarrierData>
                <Type>KnockOut</Type>
                <Levels>
                    <Level>1.0</Level>
                    <Level>1.3</Level>
                </Levels>
            </BarrierData>
            <BoughtCurrency>EUR</BoughtCurrency>
            <BoughtAmount>1000000</BoughtAmount>
            <SoldCurrency>USD</SoldCurrency>
            <SoldAmount>1100000</SoldAmount>
        </FxDoubleBarrierOptionData>
    </Trade>


    <Trade id="FX_DOUBLE_ONE-TOUCH_OPTION">
        <TradeType>FxDoubleTouchOption</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <FxDoubleTouchOptionData>
            <OptionData>
                <LongShort>Long</LongShort>
                <PayOffAtExpiry>true</PayOffAtExpiry>
                <ExerciseDates>
                    <ExerciseDate>2026-02-12</ExerciseDate>
                </ExerciseDates>
            </OptionData>
            <BarrierData>
                <Type>KnockIn</Type>
                <Levels>
                    <Level>0.00800</Level>
                    <Level>0.01025</Level>
                </Levels>
            </BarrierData>
            <ForeignCurrency>JPY</ForeignCurrency>
            <DomesticCurrency>USD</DomesticCurrency>
            <PayoffCurrency>USD</PayoffCurrency>
            <PayoffAmount>10000000</PayoffAmount>
        </FxDoubleTouchOptionData>
    </Trade>
    <Trade id="FX_DOUBLE_NO-TOUCH_OPTION">
        <TradeType>FxDoubleTouchOption</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <FxDoubleTouchOptionData>
            <OptionData>
                <LongShort>Short</LongShort>
                <PayOffAtExpiry>true</PayOffAtExpiry>
                <ExerciseDates>
                    <ExerciseDate>2027-04-13</ExerciseDate>
                </ExerciseDates>
            </OptionData>
            <BarrierData>
                <Type>KnockOut</Type>
                <Levels>
                    <Level>1.21000</Level>
                    <Level>1.31000</Level>
                </Levels>
            </BarrierData>
            <ForeignCurrency>GBP</ForeignCurrency>
            <DomesticCurrency>USD</DomesticCurrency>
            <PayoffCurrency>USD</PayoffCurrency>
            <PayoffAmount>1000000</PayoffAmount>
            <StartDate>2024-08-12</StartDate>
            <FXIndex>FX-TR20H-GBP-USD</FXIndex>
            <Calendar>NYB,LNB</Calendar>
        </FxDoubleTouchOptionData>
    </Trade>


    <Trade id="FXFWD_EURUSD_10Y">
        <TradeType>FxForward</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <FxForwardData>
            <ValueDate>2033-02-20</ValueDate>
            <BoughtCurrency>EUR</BoughtCurrency>
            <BoughtAmount>1000000</BoughtAmount>
            <SoldCurrency>USD</SoldCurrency>
            <SoldAmount>1100000</SoldAmount>
            <Settlement>Cash</Settlement>
            <SettlementData>
                <Currency>USD</Currency>
                <FXIndex>FX-TR20H-EUR-USD</FXIndex>
                <Date>2033-02-24</Date>
                <Rules>
                    <PaymentLag>2D</PaymentLag>
                    <PaymentCalendar>USD</PaymentCalendar>
                    <PaymentConvention>Following</PaymentConvention>
                </Rules>
            </SettlementData>
        </FxForwardData>
    </Trade>


    <Trade id="FX_EUROPEAN_BARRIER_OPTION">
        <TradeType>FxEuropeanBarrierOption</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <FxEuropeanBarrierOptionData>
            <OptionData>
                <LongShort>Long</LongShort>
                <OptionType>Call</OptionType>
                <Style>European</Style>
                <Settlement>Cash</Settlement>
                <PayOffAtExpiry>false</PayOffAtExpiry>
                <ExerciseDates>
                    <ExerciseDate>2027-12-24</ExerciseDate>
                </ExerciseDates>
                <Premiums>
                    <Premium>
                        <Amount>10900</Amount>
                        <Currency>USD</Currency>
                        <PayDate>2026-02-27</PayDate>
                    </Premium>
                </Premiums>
            </OptionData>
            <BarrierData>
                <Type>UpAndIn</Type>
                <Levels>
                    <Level>130</Level>
                </Levels>
            </BarrierData>
            <BoughtCurrency>EUR</BoughtCurrency>
            <BoughtAmount>1000000</BoughtAmount>
            <SoldCurrency>JPY</SoldCurrency>
            <SoldAmount>125000000</SoldAmount>
        </FxEuropeanBarrierOptionData>
    </Trade>


    <Trade id="FX_BARRIER_OPTION">
        <TradeType>FxKIKOBarrierOption</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <FxKIKOBarrierOptionData>
            <OptionData>
                <LongShort>Long</LongShort>
                <OptionType>Call</OptionType>
                <Style>European</Style>
                <Settlement>Cash</Settlement>
                <PayOffAtExpiry>false</PayOffAtExpiry>
                <ExerciseDates>
                    <ExerciseDate>2031-02-21</ExerciseDate>
                </ExerciseDates>
                <Premiums>
                    <Premium>
                        <Amount>10900</Amount>
                        <Currency>EUR</Currency>
                        <PayDate>2023-02-21</PayDate>
                    </Premium>
                </Premiums>
            </OptionData>
            <Barriers>
                <BarrierData>
                    <Type>UpAndIn</Type>
                    <Levels>
                        <Level>1.3</Level>
                    </Levels>
                </BarrierData>
                <BarrierData>
                    <Type>DownAndOut</Type>
                    <Levels>
                        <Level>1.1</Level>
                    </Levels>
                </BarrierData>
            </Barriers>
            <StartDate>2023-12-04</StartDate>
            <Calendar>US</Calendar>
            <FXIndex>FX-TR20H-EUR-USD</FXIndex>
            <BoughtCurrency>EUR</BoughtCurrency>
            <BoughtAmount>1000000</BoughtAmount>
            <SoldCurrency>USD</SoldCurrency>
            <SoldAmount>1100000</SoldAmount>
        </FxKIKOBarrierOptionData>
    </Trade>


    <Trade id="FX_NO-TOUCH_OPTION">
        <TradeType>FxTouchOption</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <FxTouchOptionData>
            <OptionData>
                <LongShort>Long</LongShort>
                <OptionType>Put</OptionType>
                <PayOffAtExpiry>true</PayOffAtExpiry>
                <ExerciseDates>
                    <ExerciseDate>2027-07-24</ExerciseDate>
                </ExerciseDates>
            </OptionData>
            <BarrierData>
                <Type>DownAndOut</Type>
                <Levels>
                    <Level>0.009</Level>
                </Levels>
            </BarrierData>
            <ForeignCurrency>JPY</ForeignCurrency>
            <DomesticCurrency>USD</DomesticCurrency>
            <PayoffCurrency>USD</PayoffCurrency>
            <PayoffAmount>10000000</PayoffAmount>
        </FxTouchOptionData>
    </Trade>


    <Trade id="FX_ONE-TOUCH_OPTION">
        <TradeType>FxTouchOption</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <FxTouchOptionData>
            <OptionData>
                <LongShort>Long</LongShort>
                <OptionType>Put</OptionType>
                <PayOffAtExpiry>true</PayOffAtExpiry>
                <ExerciseDates>
                    <ExerciseDate>2027-07-24</ExerciseDate>
                </ExerciseDates>
            </OptionData>
            <BarrierData>
                <Type>DownAndIn</Type>
                <Levels>
                    <Level>0.009</Level>
                </Levels>
            </BarrierData>
            <ForeignCurrency>JPY</ForeignCurrency>
            <DomesticCurrency>USD</DomesticCurrency>
            <PayoffCurrency>USD</PayoffCurrency>
            <PayoffAmount>10000000</PayoffAmount>
        </FxTouchOptionData>
    </Trade>


    <Trade id="AMERICAN_FX_CALL_OPTION">
        <TradeType>FxOption</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <FxOptionData>
            <OptionData>
                <LongShort>Long</LongShort>
                <OptionType>Put</OptionType>
                <Style>American</Style>
                <Settlement>Cash</Settlement>
                <PayOffAtExpiry>false</PayOffAtExpiry>
                <ExerciseDates>
                    <ExerciseDate>2033-02-20</ExerciseDate>
                </ExerciseDates>
                <Premiums>
                    <Premium>
                        <Amount>10900</Amount>
                        <Currency>EUR</Currency>
                        <PayDate>2025-02-20</PayDate>
                    </Premium>
                </Premiums>
            </OptionData>
            <BoughtCurrency>EUR</BoughtCurrency>
            <BoughtAmount>1000000</BoughtAmount>
            <SoldCurrency>USD</SoldCurrency>
            <SoldAmount>1100000</SoldAmount>
        </FxOptionData>
    </Trade>


    <Trade id="FX_CALL_OPTION">
        <TradeType>FxOption</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <FxOptionData>
            <OptionData>
                <LongShort>Long</LongShort>
                <OptionType>Call</OptionType>
                <Style>European</Style>
                <Settlement>Cash</Settlement>
                <PayOffAtExpiry>false</PayOffAtExpiry>
                <ExerciseDates>
                    <ExerciseDate>2033-02-20</ExerciseDate>
                </ExerciseDates>
                <Premiums>
                    <Premium>
                        <Amount>10900</Amount>
                        <Currency>EUR</Currency>
                        <PayDate>2025-02-20</PayDate>
                    </Premium>
                </Premiums>
            </OptionData>
            <BoughtCurrency>EUR</BoughtCurrency>
            <BoughtAmount>1000000</BoughtAmount>
            <SoldCurrency>USD</SoldCurrency>
            <SoldAmount>1100000</SoldAmount>
        </FxOptionData>
    </Trade>


    <Trade id="FXSWP_EURUSD_10Y">
        <TradeType>FxSwap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <FxSwapData>
            <NearDate>2025-08-23</NearDate>
            <NearBoughtCurrency>EUR</NearBoughtCurrency>
            <NearBoughtAmount>1000000</NearBoughtAmount>
            <NearSoldCurrency>USD</NearSoldCurrency>
            <NearSoldAmount>1100000</NearSoldAmount>
            <FarDate>2035-08-24</FarDate>
            <FarBoughtAmount>1300000</FarBoughtAmount>
            <FarSoldAmount>1000000</FarSoldAmount>
            <Settlement>Cash</Settlement>
        </FxSwapData>
    </Trade>


    <Trade id="Fx_Vol_Swap">
        <TradeType>FxVarianceSwap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <FxVarianceSwapData>
            <StartDate>2025-10-22</StartDate>
            <EndDate>2026-04-26</EndDate>
            <Currency>USD</Currency>
            <Underlying>
                <Type>FX</Type>
                <Name>TR20H-EUR-USD</Name>
            </Underlying>
            <LongShort>Long</LongShort>
            <Strike>0.02</Strike>
            <Notional>50000</Notional>
            <Calendar>US</Calendar>
            <MomentType>Volatility</MomentType>
        </FxVarianceSwapData>
    </Trade>


    <Trade id="FX_WorstOfBasketSwap">
        <TradeType>EquityWorstOfBasketSwap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <EquityWorstOfBasketSwapData>
            <LongShort>Long</LongShort>
            <Currency>EUR</Currency>
            <Quantity>1955000</Quantity>
            <InitialFixedRate>0.015</InitialFixedRate>
            <!-- <InitialFixedPayDate>2021-02-12</InitialFixedPayDate> -->
            <Underlyings>
                <Underlying>
                    <Type>FX</Type>
                    <Name>TR20H-USD-CAD</Name>
                </Underlying>
                <Underlying>
                    <Type>FX</Type>
                    <Name>TR20H-EUR-SEK</Name>
                </Underlying>
            </Underlyings>
            <InitialPrices>
                <!--asof the first date in the FloatingPeriodSchedule: <Date>2021-01-29</Date> -->
                <InitialPrice>1.2779</InitialPrice>
                <InitialPrice>10.1466</InitialPrice>
            </InitialPrices>
            <!-- <KnockInPayDate>2023-02-14</KnockInPayDate> -->
            <FloatingPeriodSchedule>
                <Dates>
                    <Dates>
                        <Date>2028-01-28</Date>
                        <Date>2028-07-27</Date>
                        <Date>2029-01-27</Date>
                        <Date>2029-07-27</Date>
                        <Date>2030-01-29</Date>
                    </Dates>
                    <Calendar>TARGET</Calendar>
                    <Convention>MF</Convention>
                </Dates>
            </FloatingPeriodSchedule>
            <!--     <FixedDeterminationSchedule>
      <DerivedSchedule>
        <BaseSchedule>FloatingPeriodSchedule</BaseSchedule>
        <Shift>0D</Shift>
        <Calendar>TARGET</Calendar>
        <Convention>MF</Convention>
      </DerivedSchedule>
    </FixedDeterminationSchedule>
    <KnockOutDeterminationSchedule>
      <DerivedSchedule>
        <BaseSchedule>FloatingPeriodSchedule</BaseSchedule>
        <Shift>0D</Shift>
        <Calendar>TARGET</Calendar>
        <Convention>MF</Convention>
      </DerivedSchedule>
    </KnockOutDeterminationSchedule> -->
            <FloatingPayDates>
                <Dates>
                    <Dates>
                        <Date>2028-02-11</Date>
                        <Date>2028-08-10</Date>
                        <Date>2029-02-10</Date>
                        <Date>2029-08-10</Date>
                        <Date>2030-02-12</Date>
                    </Dates>
                    <Calendar>TARGET</Calendar>
                    <Convention>MF</Convention>
                </Dates>
            </FloatingPayDates>
            <!--     <KnockInDeterminationSchedule>
      <DerivedSchedule>
        <BaseSchedule>FloatingPeriodSchedule</BaseSchedule>
        <Shift>0D</Shift>
        <Calendar>TARGET</Calendar>
        <Convention>MF</Convention>
      </DerivedSchedule>
    </KnockInDeterminationSchedule> -->
            <!--     <FixedPayDates>
      <DerivedSchedule>
        <BaseSchedule>FloatingPayDates</BaseSchedule>
        <Shift>0D</Shift>
        <Calendar>TARGET</Calendar>
        <Convention>MF</Convention>
      </DerivedSchedule>
    </FixedPayDates> -->
            <KnockOutLevels>
                <KnockOutLevel>1.0</KnockOutLevel>
                <KnockOutLevel>1.0</KnockOutLevel>
                <KnockOutLevel>1.0</KnockOutLevel>
                <KnockOutLevel>1.0</KnockOutLevel>
            </KnockOutLevels>
            <FixedTriggerLevels>
                <FixedTriggerLevel>0.75</FixedTriggerLevel>
                <FixedTriggerLevel>0.75</FixedTriggerLevel>
                <FixedTriggerLevel>0.75</FixedTriggerLevel>
                <FixedTriggerLevel>0.75</FixedTriggerLevel>
            </FixedTriggerLevels>
            <BermudanKnockIn>false</BermudanKnockIn>
            <KnockInLevel>0.75</KnockInLevel>
            <FixedRate>0.04</FixedRate>
            <AccumulatingFixedCoupons>true</AccumulatingFixedCoupons>
            <AccruingFixedCoupons>false</AccruingFixedCoupons>
            <FloatingIndex>EUR-EURIBOR-3M</FloatingIndex>
            <FloatingSpread>0.002</FloatingSpread>
            <FloatingDayCountFraction>Actual/360</FloatingDayCountFraction>
            <FloatingFixingSchedule>
                <DerivedSchedule>
                    <BaseSchedule>FloatingPeriodSchedule</BaseSchedule>
                    <Shift>-2D</Shift>
                    <Calendar>TARGET</Calendar>
                    <Convention>MF</Convention>
                </DerivedSchedule>
            </FloatingFixingSchedule>
            <!-- <Strike>1.0</Strike> -->
        </EquityWorstOfBasketSwapData>
    </Trade>


    <Trade id="EquityCFD">
        <TradeType>ContractForDifference</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <ContractForDifferenceData>
            <UnderlyingData>
                <SubTrade>
                    <SubTradeType>EquityPosition</SubTradeType>
                    <EquityPositionData>
                        <Quantity>1000</Quantity>
                        <Underlying>
                            <Type>Equity</Type>
                            <Name>.STOXX50E</Name>
                            <Weight>1.0</Weight>
                            <IdentifierType>RIC</IdentifierType>
                        </Underlying>
                    </EquityPositionData>
                </SubTrade>
            </UnderlyingData>
            <ReturnData>
                <Payer>false</Payer>
                <Currency>EUR</Currency>
                <ScheduleData>
                    <Dates>
                        <Dates>
                            <!-- the start date of the CFD on which the initial price was set -->
                            <Date>2021-05-29</Date>
                            <!-- fictitious closing date, e.g. set to "tomorrow" -->
                            <Date>2025-02-11</Date>
                        </Dates>
                    </Dates>
                </ScheduleData>
                <InitialPrice>3399.20</InitialPrice>
                <InitialPriceCurrency>EUR</InitialPriceCurrency>
            </ReturnData>
        </ContractForDifferenceData>
    </Trade>


    <Trade id="EQ_SYNTHETIC_FORWARD_RIC:.SPX">
        <TradeType>CompositeTrade</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <CompositeTradeData>
            <Currency>USD</Currency>
            <NotionalCalculation>Mean</NotionalCalculation>
            <Components>
                <SubTrade>
                    <SubTradeType>EquityOption</SubTradeType>
                    <EquityOptionData>
                        <OptionData>
                            <LongShort>Long</LongShort>
                            <OptionType>Call</OptionType>
                            <Style>European</Style>
                            <Settlement>Cash</Settlement>
                            <ExerciseDates>
                                <ExerciseDate>2025-10-10</ExerciseDate>
                            </ExerciseDates>
                        </OptionData>
                        <Name>RIC:.SPX</Name>
                        <Currency>USD</Currency>
                        <Strike>2147.56</Strike>
                        <Quantity>775</Quantity>
                    </EquityOptionData>
                </SubTrade>
                <SubTrade>
                    <SubTradeType>EquityOption</SubTradeType>
                    <EquityOptionData>
                        <OptionData>
                            <LongShort>Short</LongShort>
                            <OptionType>Put</OptionType>
                            <Style>European</Style>
                            <Settlement>Cash</Settlement>
                            <ExerciseDates>
                                <ExerciseDate>2025-10-10</ExerciseDate>
                            </ExerciseDates>
                        </OptionData>
                        <Name>RIC:.SPX</Name>
                        <Currency>USD</Currency>
                        <Strike>2147.56</Strike>
                        <Quantity>775</Quantity>
                    </EquityOptionData>
                </SubTrade>
            </Components>
        </CompositeTradeData>
    </Trade>


    <Trade id="TRS_with_Bond">
        <TradeType>TotalReturnSwap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <TotalReturnSwapData>
            <!-- a trade defining the underlying on which the return is computed -->
            <!-- this can have types Bond, ConvertibleBond, EquityPosition -->
            <UnderlyingData>
                <SubTrade>
                    <SubTradeType>Bond</SubTradeType>
                    <BondData>
                        <SecurityId>ISIN:IE00BH3SQ895</SecurityId>
                        <BondNotional>1000000.00</BondNotional>
                    </BondData>
                </SubTrade>
            </UnderlyingData>
            <!-- the return leg definition -->
            <ReturnData>
                <Payer>false</Payer>
                <!-- the currency defining the trade ccy -->
                <Currency>EUR</Currency>
                <!-- reference schedule definition -->
                <ScheduleData>
                    <Rules>
                        <StartDate>2022-09-04</StartDate>
                        <EndDate>2025-09-04</EndDate>
                        <Tenor>6M</Tenor>
                        <Calendar>USD</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
                <!-- valuation dates are derived from the above schedule -->
                <!-- defaults to 0D -->
                <ObservationLag>0D</ObservationLag>
                <!-- defaults to P -->
                <ObservationConvention>P</ObservationConvention>
                <!-- defaults to schedule calendar -->
                <ObservationCalendar>USD</ObservationCalendar>
                <!-- payment dates can be derived from the above schedule ... -->
                <PaymentLag>2D</PaymentLag>
                <PaymentConvention>F</PaymentConvention>
                <PaymentCalendar>TARGET</PaymentCalendar>
                <!-- ... or can be overwritten by a list of explicit dates -->
                <!-- <PaymentDates> -->
                <!--   <PaymentDate> ... </PaymentDate> -->
                <!--   <PaymentDate> ... </PaymentDate> -->
                <!-- </PaymentDates> -->
                <!-- Optional initial price and currency -->
                <InitialPrice>1.05</InitialPrice>
                <!-- defaults to asset ccy, can be set to return ccy also -->
                <InitialPriceCurrency>EUR</InitialPriceCurrency>
                <!-- FX Conversion Details, required if asset ccy != return ccy -->
                <!-- <FXTerms> -->
                <!--   <FXIndex>FX-TR20H-EUR-USD</FXIndex> -->
                <!-- </FXTerms> -->
            </ReturnData>
            <!-- the funding leg definition -->
            <FundingData>
                <!-- any number of legs, must all be in the return ccy -->
                <LegData>
                    <Payer>true</Payer>
                    <LegType>Floating</LegType>
                    <Currency>EUR</Currency>
                    <PaymentConvention>Following</PaymentConvention>
                    <DayCounter>A360</DayCounter>
                    <FloatingLegData>
                        <Index>EUR-EURIBOR-6M</Index>
                        <Spreads>
                            <Spread>0.01</Spread>
                        </Spreads>
                        <FixingDays>2</FixingDays>
                        <IsInArrears>false</IsInArrears>
                    </FloatingLegData>
                    <ScheduleData>
                        <Rules>
                            <StartDate>2022-09-04</StartDate>
                            <EndDate>2025-09-04</EndDate>
                            <Tenor>6M</Tenor>
                            <Calendar>USD</Calendar>
                            <Convention>ModifiedFollowing</Convention>
                            <Rule>Forward</Rule>
                        </Rules>
                    </ScheduleData>
                </LegData>
            </FundingData>
        </TotalReturnSwapData>
    </Trade>


    <Trade id="BondFuturesTRS">
        <TradeType>TotalReturnSwap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <TotalReturnSwapData>
            <UnderlyingData>
                <SubTrade>
                    <SubTradeType>ForwardBond</SubTradeType>
                    <ForwardBondData>
                        <BondData>
                            <SecurityId>ISIN:IE00BH3SQ895</SecurityId>
                            <BondNotional>10000000.00</BondNotional>
                        </BondData>
                        <SettlementData>
                            <ForwardMaturityDate>2025-08-22</ForwardMaturityDate>
                            <Amount>10000000.00</Amount>
                            <SettlementDirty>true</SettlementDirty>
                        </SettlementData>
                        <LongInForward>true</LongInForward>
                    </ForwardBondData>
                </SubTrade>
            </UnderlyingData>
            <!-- the return leg definition -->
            <ReturnData>
                <Payer>false</Payer>
                <!-- the currency defining the trade ccy -->
                <Currency>EUR</Currency>
                <!-- reference schedule definition -->
                <ScheduleData>
                    <Rules>
                        <StartDate>2024-08-22</StartDate>
                        <EndDate>2029-08-23</EndDate>
                        <Tenor>6M</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
                <FXTerms>
                    <FXIndex>FX-TR20H-EUR-USD</FXIndex>
                </FXTerms>
            </ReturnData>
            <!-- the funding leg definition -->
            <FundingData>
                <LegData>
                    <LegType>Floating</LegType>
                    <Payer>false</Payer>
                    <Currency>EUR</Currency>
                    <DayCounter>A360</DayCounter>
                    <PaymentConvention>MF</PaymentConvention>
                    <FloatingLegData>
                        <Index>EUR-EURIBOR-6M</Index>
                        <Spreads>
                            <Spread>0.000000</Spread>
                        </Spreads>
                        <IsInArrears>false</IsInArrears>
                        <FixingDays>2</FixingDays>
                    </FloatingLegData>
                    <ScheduleData>
                        <Rules>
                            <StartDate>2024-08-22</StartDate>
                            <EndDate>2029-08-23</EndDate>
                            <Tenor>6M</Tenor>
                            <Calendar>TARGET</Calendar>
                            <Convention>MF</Convention>
                            <Rule>Forward</Rule>
                        </Rules>
                    </ScheduleData>
                </LegData>
            </FundingData>
        </TotalReturnSwapData>
    </Trade>


    <Trade id="TRS_with_BondPositions">
        <TradeType>TotalReturnSwap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <TotalReturnSwapData>
            <UnderlyingData>
                <SubTrade>
                    <SubTradeType>BondPosition</SubTradeType>
                    <BondBasketData>
                        <Quantity>1000</Quantity>
                        <!-- Identifier is optional when Underlying bonds are defined -->
                        <Identifier>CUSTOM</Identifier>
                        <Underlying>
                            <Type>Bond</Type>
                            <Name>IE00BH3SQ895</Name>
                            <IdentifierType>ISIN</IdentifierType>
                            <Weight>0.5</Weight>
                        </Underlying>
                        <Underlying>
                            <Type>Bond</Type>
                            <Name>IT0005177909</Name>
                            <IdentifierType>ISIN</IdentifierType>
                            <Weight>0.5</Weight>
                        </Underlying>
                    </BondBasketData>
                </SubTrade>
            </UnderlyingData>
            <!-- the return leg definition -->
            <ReturnData>
                <Payer>false</Payer>
                <!-- the trade ccy, also called return ccy -->
                <Currency>EUR</Currency>
                <!-- reference schedule definition, valuation dates are derived from this schedule -->
                <ScheduleData>
                    <Rules>
                        <StartDate>2025-02-11</StartDate>
                        <EndDate>2029-02-11</EndDate>
                        <Tenor>6M</Tenor>
                        <Calendar>EUR</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
                <ObservationLag>0D</ObservationLag>
                <!-- FX Conversion Details, required if asset ccy != return ccy -->
                <FXTerms>
                    <FXIndex>FX-TR20H-EUR-USD</FXIndex>
                </FXTerms>
            </ReturnData>
            <!-- the funding leg definition -->
            <FundingData>
                <!-- any number of legs, must all be in the return ccy -->
                <LegData>
                    <Payer>true</Payer>
                    <LegType>Floating</LegType>
                    <Currency>EUR</Currency>
                    <PaymentConvention>Following</PaymentConvention>
                    <DayCounter>A360</DayCounter>
                    <FloatingLegData>
                        <Index>EUR-EURIBOR-6M</Index>
                        <Spreads>
                            <Spread>0.01</Spread>
                        </Spreads>
                        <FixingDays>2</FixingDays>
                        <IsInArrears>false</IsInArrears>
                    </FloatingLegData>
                    <ScheduleData>
                        <Rules>
                            <StartDate>2025-02-11</StartDate>
                            <EndDate>2035-02-11</EndDate>
                            <Tenor>6M</Tenor>
                            <Calendar>EUR</Calendar>
                            <Convention>ModifiedFollowing</Convention>
                            <Rule>Forward</Rule>
                        </Rules>
                    </ScheduleData>
                </LegData>
            </FundingData>
        </TotalReturnSwapData>
    </Trade>


	<Trade id="ConvertibleBondTRS">
		<TradeType>TotalReturnSwap</TradeType>
		<Envelope>
			<CounterParty>CPTY</CounterParty>
			<NettingSetId>NS</NettingSetId>
			<AdditionalFields>
				<party_id>party</party_id>
				<valuation_date>2025-02-10</valuation_date>
			</AdditionalFields>
		</Envelope>
		<TotalReturnSwapData>
			<!-- a trade defining the underlying on which the return is computed -->
			<UnderlyingData>
				<SubTrade>
					<SubTradeType>ConvertibleBond</SubTradeType>
					<ConvertibleBondData>
						<BondData>
							<SecurityId>ISIN:US682189AS48</SecurityId>
							<BondNotional>1000000.00</BondNotional>
						</BondData>
					</ConvertibleBondData>
				</SubTrade>
			</UnderlyingData>
			<!-- the return leg definition -->
			<ReturnData>
				<Payer>false</Payer>
				<!-- the currency defining the trade ccy -->
				<Currency>USD</Currency>
				<!-- reference schedule definition -->
				<ScheduleData>
					<Rules>
						<StartDate>2027-09-04</StartDate>
						<EndDate>2028-09-03</EndDate>
						<Tenor>6M</Tenor>
						<Calendar>USD</Calendar>
						<Convention>ModifiedFollowing</Convention>
						<Rule>Forward</Rule>
					</Rules>
				</ScheduleData>
				<!-- valuation dates are derived from the above schedule -->
				<!-- defaults to 0D -->
				<ObservationLag>0D</ObservationLag>
				<!-- defaults to P -->
				<ObservationConvention>P</ObservationConvention>
				<!-- defaults to schedule calendar -->
				<ObservationCalendar>USD</ObservationCalendar>
				<!-- payment dates can be derived from the above schedule ... -->
				<PaymentLag>2D</PaymentLag>
				<PaymentConvention>F</PaymentConvention>
				<PaymentCalendar>TARGET</PaymentCalendar>
				<!-- ... or can be overwritten by a list of explicit dates -->
				<!-- <PaymentDates> -->
				<!--   <PaymentDate> ... </PaymentDate> -->
				<!--   <PaymentDate> ... </PaymentDate> -->
				<!-- </PaymentDates> -->
				<!-- Optional initial price and currency -->
				<InitialPrice>1.05</InitialPrice>
				<!-- defaults to asset ccy, can be set to return ccy also -->
				<InitialPriceCurrency>USD</InitialPriceCurrency>
				<!-- FX Conversion Details, required if asset ccy != return ccy -->
				<!-- <FXTerms> -->
				<!--   <FXIndex>FX-TR20H-EUR-USD</FXIndex> -->
				<!-- </FXTerms> -->
			</ReturnData>
			<!-- the funding leg definition -->
			<FundingData>
				<!-- any number of legs, must all be in the return ccy -->
				<LegData>
					<Payer>true</Payer>
					<LegType>Floating</LegType>
					<Currency>USD</Currency>
					<PaymentConvention>Following</PaymentConvention>
					<DayCounter>A360</DayCounter>
					<FloatingLegData>
						<Index>USD-LIBOR-6M</Index>
						<Spreads>
							<Spread>0.01</Spread>
						</Spreads>
						<FixingDays>2</FixingDays>
						<IsInArrears>false</IsInArrears>
					</FloatingLegData>
					<ScheduleData>
						<Rules>
							<StartDate>2027-09-04</StartDate>
							<EndDate>2028-09-03</EndDate>
							<Tenor>6M</Tenor>
							<Calendar>USD</Calendar>
							<Convention>ModifiedFollowing</Convention>
							<Rule>Forward</Rule>
						</Rules>
					</ScheduleData>
				</LegData>
			</FundingData>
		</TotalReturnSwapData>
	</Trade>


    <Trade id="TRS_Portfolio_deriv">
        <TradeType>TotalReturnSwap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <im_model>SIMM</im_model>
                <post_regulations>UK</post_regulations>
                <collect_regulations>UK</collect_regulations>
                <index_decomposition>false</index_decomposition>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <TotalReturnSwapData>
            <UnderlyingData>
                <Derivative>
                    <Id>DERIV:TEST1</Id>
                    <SubTrade>
                        <SubTradeType>EquityPosition</SubTradeType>
                        <EquityPositionData>
                            <Quantity>7006.0</Quantity>
                            <Underlying>
                                <Type>Equity</Type>
                                <Name>CR.N</Name>
                                <IdentifierType>RIC</IdentifierType>
                            </Underlying>
                        </EquityPositionData>
                    </SubTrade>
                </Derivative>
                <Derivative>
                    <Id>DERIV:TEST2</Id>
                    <SubTrade>
                        <SubTradeType>EquityPosition</SubTradeType>
                        <EquityPositionData>
                            <Quantity>25904.0</Quantity>
                            <Underlying>
                                <Type>Equity</Type>
                                <Name>AMZN.O</Name>
                                <IdentifierType>RIC</IdentifierType>
                            </Underlying>
                        </EquityPositionData>
                    </SubTrade>
                </Derivative>
                <Derivative>
                    <Id>DERIV:TEST3</Id>
                    <SubTrade>
                        <SubTradeType>EquityPosition</SubTradeType>
                        <EquityPositionData>
                            <Quantity>-89658.0</Quantity>
                            <Underlying>
                                <Type>Equity</Type>
                                <Name>MSFT.O</Name>
                                <IdentifierType>RIC</IdentifierType>
                            </Underlying>
                        </EquityPositionData>
                    </SubTrade>
                </Derivative>
                <Derivative>
                    <Id>DERIV:TEST4</Id>
                    <SubTrade id="CashSWAP_USD.CASH">
                        <SubTradeType>Swap</SubTradeType>
                        <SwapData>
                            <LegData>
                                <Payer>true</Payer>
                                <LegType>Cashflow</LegType>
                                <Currency>USD</Currency>
                                <CashflowData>
                                    <Cashflow>
                                        <Amount date="2034-11-17">28641475.824680243</Amount>
                                    </Cashflow>
                                </CashflowData>
                            </LegData>
                        </SwapData>
                    </SubTrade>
                </Derivative>
            </UnderlyingData>
            <ReturnData>
                <Payer>false</Payer>
                <Currency>USD</Currency>
                <ScheduleData>
                    <Dates>
                        <Dates>
                            <Date>2025-02-10</Date>
                            <Date>2035-02-12</Date>
                        </Dates>
                    </Dates>
                </ScheduleData>
                <InitialPrice>252388517.3</InitialPrice>
            </ReturnData>
        </TotalReturnSwapData>
    </Trade>


    <Trade id="EquityTRS">
        <TradeType>TotalReturnSwap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <TotalReturnSwapData>
            <!-- a trade defining the underlying on which the return is computed -->
            <!-- this can have types Bond, ConvertibleBond, EquityPosition, EquityOptionPosition -->
            <UnderlyingData>
                <SubTrade>
                    <SubTradeType>EquityOptionPosition</SubTradeType>
                    <EquityOptionPositionData>
                        <!-- basket price = quantity x sum_i ( weight_i x equityOptionPrice_i x fx_i ) -->
                        <Quantity>1000</Quantity>
                        <!-- option #1 -->
                        <Underlying>
                            <Underlying>
                                <Type>Equity</Type>
                                <Name>.SPX</Name>
                                <Weight>0.5</Weight>
                                <IdentifierType>RIC</IdentifierType>
                            </Underlying>
                            <OptionData>
                                <LongShort>Long</LongShort>
                                <OptionType>Call</OptionType>
                                <Style>European</Style>
                                <Settlement>Cash</Settlement>
                                <ExerciseDates>
                                    <ExerciseDate>2025-10-03</ExerciseDate>
                                </ExerciseDates>
                            </OptionData>
                            <Strike>3300</Strike>
                        </Underlying>
                        <!-- option #2 -->
                        <Underlying>
                            <Underlying>
                                <Type>Equity</Type>
                                <Name>.SPX</Name>
                                <Weight>0.5</Weight>
                                <IdentifierType>RIC</IdentifierType>
                            </Underlying>
                            <OptionData>
                                <LongShort>Long</LongShort>
                                <OptionType>Call</OptionType>
                                <Style>European</Style>
                                <Settlement>Cash</Settlement>
                                <ExerciseDates>
                                    <ExerciseDate>2025-10-03</ExerciseDate>
                                </ExerciseDates>
                            </OptionData>
                            <Strike>3400</Strike>
                        </Underlying>
                        <!-- option #3 -->
                        <!-- ... -->
                    </EquityOptionPositionData>
                </SubTrade>
            </UnderlyingData>
            <ReturnData>
                <Payer>false</Payer>
                <Currency>USD</Currency>
                <ScheduleData>
                    <Dates>
                        <Dates>
                            <Date>2023-06-02</Date>
                            <Date>2023-08-24</Date>
                            <Date>2023-12-01</Date>
                            <Date>2024-03-01</Date>
                            <Date>2024-06-03</Date>
                            <Date>2024-09-02</Date>
                            <Date>2024-12-02</Date>
                            <Date>2025-03-04</Date>
                            <Date>2025-06-04</Date>
                            <Date>2025-09-03</Date>
                        </Dates>
                    </Dates>
                </ScheduleData>
                <!-- valuation dates are derived from the above schedule -->
                <!-- defaults to 0D -->
                <ObservationLag>0D</ObservationLag>
                <!-- defaults to P -->
                <ObservationConvention>P</ObservationConvention>
                <!-- defaults to schedule calendar -->
                <ObservationCalendar>USD</ObservationCalendar>
                <!-- payment dates can be derived from the above schedule ... -->
                <!-- <PaymentLag>2D</PaymentLag> -->
                <!-- <PaymentConvention>F</PaymentConvention> -->
                <!-- <PaymentCalendar>US</PaymentCalendar> -->
                <!-- ... or can be overwritten by a list of explicit dates -->
                <PaymentDates>
                    <PaymentDate>2023-08-26</PaymentDate>
                    <PaymentDate>2023-12-05</PaymentDate>
                    <PaymentDate>2024-03-05</PaymentDate>
                    <PaymentDate>2024-06-05</PaymentDate>
                    <PaymentDate>2024-09-05</PaymentDate>
                    <PaymentDate>2024-12-04</PaymentDate>
                    <PaymentDate>2025-03-06</PaymentDate>
                    <PaymentDate>2025-06-06</PaymentDate>
                    <PaymentDate>2025-09-08</PaymentDate>
                </PaymentDates>
                <!-- Optional initial (basket) price and currency -->
                <InitialPrice>112.0</InitialPrice>
                <!-- asset ccy or return ccy, if there is more than one asset ccy, must be in return ccy -->
                <InitialPriceCurrency>USD</InitialPriceCurrency>
                <!-- FX Conversion Details, one block required per asset ccy != return ccy -->
                <FXTerms>
                    <FXIndex>FX-TR20H-EUR-USD</FXIndex>
                    <FXIndex>FX-TR20H-GBP-USD</FXIndex>
                </FXTerms>
            </ReturnData>
            <!-- the funding leg definition -->
            <FundingData>
                <!-- any number of legs, must all be in the return ccy -->
                <LegData>
                    <Payer>true</Payer>
                    <LegType>Floating</LegType>
                    <Currency>USD</Currency>
                    <PaymentConvention>Following</PaymentConvention>
                    <PaymentLag>2</PaymentLag>
                    <DayCounter>A360</DayCounter>
                    <FloatingLegData>
                        <Index>USD-LIBOR-3M</Index>
                        <Spreads>
                            <Spread>0.005</Spread>
                        </Spreads>
                        <FixingDays>2</FixingDays>
                        <IsInArrears>false</IsInArrears>
                    </FloatingLegData>
                    <ScheduleData>
                        <Dates>
                            <Dates>
                                <Date>2023-06-02</Date>
                                <Date>2023-09-04</Date>
                                <Date>2023-12-01</Date>
                                <Date>2024-03-01</Date>
                                <Date>2024-06-03</Date>
                                <Date>2024-09-02</Date>
                                <Date>2024-12-02</Date>
                                <Date>2025-03-04</Date>
                                <Date>2025-06-04</Date>
                                <Date>2025-09-03</Date>
                            </Dates>
                        </Dates>
                    </ScheduleData>
                </LegData>
            </FundingData>
        </TotalReturnSwapData>
    </Trade>


    <Trade id="TRS1000240_asTRSonEquityPosition1DEC">
        <TradeType>TotalReturnSwap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
                <equity_spot_risk_type_override>Risk_Commodity</equity_spot_risk_type_override>
                <ProductClassOverride>Commodity</ProductClassOverride>
            </AdditionalFields>
        </Envelope>
        <TotalReturnSwapData>
            <UnderlyingData>
                <SubTrade>
                    <SubTradeType>EquityPosition</SubTradeType>
                    <EquityPositionData>
                        <Quantity>18101.486</Quantity>
                        <Underlying>
                            <Type>Equity</Type>
                            <Name>BBG00R251JN8</Name>
                            <IdentifierType>FIGI</IdentifierType>
                        </Underlying>
                    </EquityPositionData>
                </SubTrade>
            </UnderlyingData>
            <ReturnData>
                <Payer>false</Payer>
                <Currency>USD</Currency>
                <ScheduleData>
                    <Rules>
                        <StartDate>2024-07-20</StartDate>
                        <EndDate>2025-07-06</EndDate>
                        <Tenor>0D</Tenor>
                        <Calendar>USD</Calendar>
                        <Convention>Following</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
                <InitialPrice>6927.586</InitialPrice>
            </ReturnData>
            <FundingData>
                <LegData>
                    <Payer>true</Payer>
                    <LegType>Floating</LegType>
                    <Currency>USD</Currency>
                    <PaymentConvention>Following</PaymentConvention>
                    <PaymentLag>0</PaymentLag>
                    <DayCounter>1/1</DayCounter>
                    <FloatingLegData>
                        <Index>USD-LIBOR-3M</Index>
                        <Spreads>
                            <Spread>0.005</Spread>
                        </Spreads>
                        <FixingDays>2</FixingDays>
                        <IsInArrears>false</IsInArrears>
                    </FloatingLegData>
                    <ScheduleData>
                        <Rules>
                            <StartDate>2024-07-20</StartDate>
                            <EndDate>2025-07-06</EndDate>
                            <Tenor>0D</Tenor>
                            <Calendar>NullCalendar</Calendar>
                            <Convention>Following</Convention>
                            <Rule>Forward</Rule>
                        </Rules>
                    </ScheduleData>
                </LegData>
            </FundingData>
        </TotalReturnSwapData>
    </Trade>


    <Trade id="MixedBasketTRS">
        <TradeType>TotalReturnSwap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <TotalReturnSwapData>
            <UnderlyingData>
                <SubTrade>
                    <SubTradeType>EquityPosition</SubTradeType>
                    <EquityPositionData>
                        <Quantity>1000</Quantity>
                        <Underlying>
                            <Type>Equity</Type>
                            <Name>.SPX</Name>
                            <Weight>0.5</Weight>
                            <IdentifierType>RIC</IdentifierType>
                        </Underlying>
                        <Underlying>
                            <Type>Equity</Type>
                            <Name>.NDX</Name>
                            <Weight>0.5</Weight>
                            <IdentifierType>RIC</IdentifierType>
                        </Underlying>
                    </EquityPositionData>
                </SubTrade>
                <SubTrade>
                    <SubTradeType>EquityOptionPosition</SubTradeType>
                    <EquityOptionPositionData>
                        <Quantity>1000</Quantity>
                        <Underlying>
                            <Underlying>
                                <Type>Equity</Type>
                                <Name>.SPX</Name>
                                <Weight>0.5</Weight>
                                <IdentifierType>RIC</IdentifierType>
                            </Underlying>
                            <OptionData>
                                <LongShort>Long</LongShort>
                                <OptionType>Call</OptionType>
                                <Style>European</Style>
                                <Settlement>Cash</Settlement>
                                <ExerciseDates>
                                    <ExerciseDate>2028-01-28</ExerciseDate>
                                </ExerciseDates>
                            </OptionData>
                            <Strike>3300</Strike>
                        </Underlying>
                        <Underlying>
                            <Underlying>
                                <Type>Equity</Type>
                                <Name>.SPX</Name>
                                <Weight>0.5</Weight>
                                <IdentifierType>RIC</IdentifierType>
                            </Underlying>
                            <OptionData>
                                <LongShort>Long</LongShort>
                                <OptionType>Call</OptionType>
                                <Style>European</Style>
                                <Settlement>Cash</Settlement>
                                <ExerciseDates>
                                    <ExerciseDate>2028-01-28</ExerciseDate>
                                </ExerciseDates>
                            </OptionData>
                            <Strike>3400</Strike>
                        </Underlying>
                    </EquityOptionPositionData>
                </SubTrade>
            </UnderlyingData>
            <ReturnData>
                <Payer>false</Payer>
                <Currency>USD</Currency>
                <ScheduleData>
                    <Dates>
                        <Dates>
                            <Date>2025-09-26</Date>
                            <Date>2025-12-29</Date>
                            <Date>2026-03-27</Date>
                            <Date>2026-06-26</Date>
                            <Date>2026-09-28</Date>
                            <Date>2026-12-28</Date>
                            <Date>2027-03-29</Date>
                            <Date>2027-06-29</Date>
                            <Date>2027-09-29</Date>
                            <Date>2027-12-29</Date>
                        </Dates>
                    </Dates>
                </ScheduleData>
                <ObservationLag>0D</ObservationLag>
                <ObservationConvention>P</ObservationConvention>
                <ObservationCalendar>USD</ObservationCalendar>
                <PaymentDates>
                    <PaymentDate>2026-01-01</PaymentDate>
                    <PaymentDate>2026-03-31</PaymentDate>
                    <PaymentDate>2026-06-30</PaymentDate>
                    <PaymentDate>2026-09-30</PaymentDate>
                    <PaymentDate>2026-12-31</PaymentDate>
                    <PaymentDate>2027-03-31</PaymentDate>
                    <PaymentDate>2027-07-01</PaymentDate>
                    <PaymentDate>2027-10-01</PaymentDate>
                    <PaymentDate>2028-01-03</PaymentDate>
                </PaymentDates>
                <InitialPrice>112.0</InitialPrice>
                <InitialPriceCurrency>USD</InitialPriceCurrency>
                <FXTerms>
                    <FXIndex>FX-TR20H-EUR-USD</FXIndex>
                    <FXIndex>FX-TR20H-GBP-USD</FXIndex>
                </FXTerms>
            </ReturnData>
            <FundingData>
                <NotionalType>PeriodReset</NotionalType>
                <LegData>
                    <Payer>true</Payer>
                    <LegType>Floating</LegType>
                    <Currency>USD</Currency>
                    <PaymentConvention>Following</PaymentConvention>
                    <PaymentLag>2</PaymentLag>
                    <DayCounter>A360</DayCounter>
                    <FloatingLegData>
                        <Index>USD-LIBOR-3M</Index>
                        <Spreads>
                            <Spread>0.005</Spread>
                        </Spreads>
                        <FixingDays>2</FixingDays>
                        <IsInArrears>false</IsInArrears>
                    </FloatingLegData>
                    <ScheduleData>
                        <Dates>
                            <Dates>
                                <Date>2025-09-26</Date>
                                <Date>2025-12-29</Date>
                                <Date>2026-03-27</Date>
                                <Date>2026-06-26</Date>
                                <Date>2026-09-28</Date>
                                <Date>2026-12-28</Date>
                                <Date>2027-03-29</Date>
                                <Date>2027-06-29</Date>
                                <Date>2027-09-29</Date>
                                <Date>2027-12-29</Date>
                            </Dates>
                        </Dates>
                    </ScheduleData>
                </LegData>
                <NotionalType>DailyReset</NotionalType>
                <LegData>
                    <Payer>true</Payer>
                    <LegType>Fixed</LegType>
                    <Currency>USD</Currency>
                    <PaymentConvention>Following</PaymentConvention>
                    <PaymentLag>2</PaymentLag>
                    <DayCounter>A360</DayCounter>
                    <FixedLegData>
                        <Rates>
                            <Rate>0.02</Rate>
                        </Rates>
                    </FixedLegData>
                    <ScheduleData>
                        <Dates>
                            <Dates>
                                <Date>2025-09-26</Date>
                                <Date>2025-12-29</Date>
                                <Date>2026-03-27</Date>
                                <Date>2026-06-26</Date>
                                <Date>2026-09-28</Date>
                                <Date>2026-12-28</Date>
                                <Date>2027-03-29</Date>
                                <Date>2027-06-29</Date>
                                <Date>2027-09-29</Date>
                                <Date>2027-12-29</Date>
                            </Dates>
                        </Dates>
                    </ScheduleData>
                </LegData>
            </FundingData>
        </TotalReturnSwapData>
    </Trade>


    <Trade id="TRS_Portfolio_MultiDeriv_RefData_NoInitPrice">
        <TradeType>TotalReturnSwap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <TotalReturnSwapData>
            <UnderlyingData>
                <PortfolioIndexTradeData>
                    <BasketName>PortfolioBasket#1</BasketName>
                </PortfolioIndexTradeData>
            </UnderlyingData>
            <ReturnData>
                <Payer>false</Payer>
                <Currency>USD</Currency>
                <ScheduleData>
                    <Dates>
                        <Dates>
                            <Date>2024-10-06</Date>
                            <Date>2028-10-07</Date>
                        </Dates>
                    </Dates>
                </ScheduleData>
            </ReturnData>
        </TotalReturnSwapData>
    </Trade>


    <Trade id="NonDeliverable_CCS_CLP_USD_using_CrossCurrencySwap">
        <TradeType>CrossCurrencySwap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <CrossCurrencySwapData>
            <Settlement>Cash</Settlement>
            <LegData>
                <LegType>Floating</LegType>
                <Payer>false</Payer>
                <Currency>USD</Currency>
                <Notionals>
                    <Notional>1000000</Notional>
                    <Exchanges>
                        <NotionalInitialExchange>true</NotionalInitialExchange>
                        <NotionalFinalExchange>true</NotionalFinalExchange>
                    </Exchanges>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <FloatingLegData>
                    <Index>USD-LIBOR-3M</Index>
                    <Spreads>
                        <Spread>0.000000</Spread>
                    </Spreads>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>2</FixingDays>
                </FloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2027-04-04</StartDate>
                        <EndDate>2037-04-03</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>US</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <LegData>
                <LegType>Floating</LegType>
                <Payer>true</Payer>
                <!--<Currency>CLP</Currency>-->
                <Currency>USD</Currency>
                <!-- Payment currency is USD rather than CLP -->
                <Notionals>
                    <Notional>851000000</Notional>
                    <!-- in CLP -->
                    <Exchanges>
                        <NotionalInitialExchange>true</NotionalInitialExchange>
                        <NotionalFinalExchange>true</NotionalFinalExchange>
                    </Exchanges>
                </Notionals>
                <Indexings>
                    <Indexing>
                        <Index>FX-TR20H-CLP-USD</Index>
                        <!-- to convert CLP flows into USD -->
                        <InitialFixing>0.0012</InitialFixing>
                        <FixingConvention>P</FixingConvention>
                        <IsInArrears>false</IsInArrears>
                    </Indexing>
                </Indexings>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <FloatingLegData>
                    <Index>CLP-CAMARA</Index>
                    <Spreads>
                        <Spread>0.015</Spread>
                    </Spreads>
                    <IsInArrears>false</IsInArrears>
                    <IncludeSpread>true</IncludeSpread>
                </FloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2027-04-04</StartDate>
                        <EndDate>2037-04-03</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>US</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </CrossCurrencySwapData>
    </Trade>
    <Trade id="NonDeliverable_CCS_CLP_USD_using_Swap">
        <TradeType>Swap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <SwapData>
            <Settlement>Cash</Settlement>
            <LegData>
                <LegType>Floating</LegType>
                <Payer>false</Payer>
                <Currency>USD</Currency>
                <Notionals>
                    <Notional>1000000</Notional>
                    <Exchanges>
                        <NotionalInitialExchange>true</NotionalInitialExchange>
                        <NotionalFinalExchange>true</NotionalFinalExchange>
                    </Exchanges>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <FloatingLegData>
                    <Index>USD-LIBOR-3M</Index>
                    <Spreads>
                        <Spread>0.000000</Spread>
                    </Spreads>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>2</FixingDays>
                </FloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2027-04-04</StartDate>
                        <EndDate>2037-04-03</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>US</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <LegData>
                <LegType>Floating</LegType>
                <Payer>true</Payer>
                <!--<Currency>CLP</Currency>-->
                <Currency>USD</Currency>
                <!-- Payment currency is USD rather than CLP -->
                <Notionals>
                    <Notional>851000000</Notional>
                    <!-- in CLP -->
                    <Exchanges>
                        <NotionalInitialExchange>true</NotionalInitialExchange>
                        <NotionalFinalExchange>true</NotionalFinalExchange>
                    </Exchanges>
                </Notionals>
                <Indexings>
                    <Indexing>
                        <Index>FX-TR20H-CLP-USD</Index>
                        <!-- to convert CLP flows into USD -->
                        <InitialFixing>0.0012</InitialFixing>
                        <FixingConvention>P</FixingConvention>
                        <IsInArrears>false</IsInArrears>
                    </Indexing>
                </Indexings>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <FloatingLegData>
                    <Index>CLP-CAMARA</Index>
                    <Spreads>
                        <Spread>0.015</Spread>
                    </Spreads>
                    <IsInArrears>false</IsInArrears>
                    <IncludeSpread>true</IncludeSpread>
                </FloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2027-04-04</StartDate>
                        <EndDate>2037-04-03</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>US</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </SwapData>
    </Trade>


    <Trade id="XCCY_Swap_EUR_USD_using_CrossCurrencySwap">
        <TradeType>CrossCurrencySwap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <CrossCurrencySwapData>
            <LegData>
                <LegType>Floating</LegType>
                <Payer>true</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>30000000</Notional>
                    <Exchanges>
                        <NotionalInitialExchange>true</NotionalInitialExchange>
                        <NotionalFinalExchange>true</NotionalFinalExchange>
                    </Exchanges>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>ModifiedFollowing</PaymentConvention>
                <FloatingLegData>
                    <Index>EUR-EURIBOR-6M</Index>
                    <Spreads>
                        <Spread>0.0</Spread>
                    </Spreads>
                </FloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2019-09-04</StartDate>
                        <EndDate>2032-09-03</EndDate>
                        <Tenor>6M</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <LegData>
                <LegType>Floating</LegType>
                <Payer>false</Payer>
                <Currency>USD</Currency>
                <Notionals>
                    <Notional>33900000</Notional>
                    <Exchanges>
                        <NotionalInitialExchange>true</NotionalInitialExchange>
                        <NotionalFinalExchange>true</NotionalFinalExchange>
                    </Exchanges>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>ModifiedFollowing</PaymentConvention>
                <FloatingLegData>
                    <Index>USD-LIBOR-3M</Index>
                    <Spreads>
                        <Spread>0.0</Spread>
                    </Spreads>
                </FloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2019-09-04</StartDate>
                        <EndDate>2032-09-03</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>UK</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </CrossCurrencySwapData>
    </Trade>
    <Trade id="XCCY_Swap_EUR_USD_using_Swap">
        <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>Floating</LegType>
                <Payer>true</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>30000000</Notional>
                    <Exchanges>
                        <NotionalInitialExchange>true</NotionalInitialExchange>
                        <NotionalFinalExchange>true</NotionalFinalExchange>
                    </Exchanges>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>ModifiedFollowing</PaymentConvention>
                <FloatingLegData>
                    <Index>EUR-EURIBOR-6M</Index>
                    <Spreads>
                        <Spread>0.0</Spread>
                    </Spreads>
                </FloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2019-09-04</StartDate>
                        <EndDate>2032-09-03</EndDate>
                        <Tenor>6M</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <LegData>
                <LegType>Floating</LegType>
                <Payer>false</Payer>
                <Currency>USD</Currency>
                <Notionals>
                    <Notional>33900000</Notional>
                    <Exchanges>
                        <NotionalInitialExchange>true</NotionalInitialExchange>
                        <NotionalFinalExchange>true</NotionalFinalExchange>
                    </Exchanges>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>ModifiedFollowing</PaymentConvention>
                <FloatingLegData>
                    <Index>USD-LIBOR-3M</Index>
                    <Spreads>
                        <Spread>0.0</Spread>
                    </Spreads>
                </FloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2019-09-04</StartDate>
                        <EndDate>2032-09-03</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>UK</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </SwapData>
    </Trade>


    <Trade id="XCCY_Swap_EUR_USD_RESET_using_CrossCurrencySwap">
        <TradeType>CrossCurrencySwap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <CrossCurrencySwapData>
            <LegData>
                <LegType>Floating</LegType>
                <Payer>false</Payer>
                <Currency>USD</Currency>
                <Notionals>
                    <Notional>100000000</Notional>
                    <Exchanges>
                        <NotionalInitialExchange>true</NotionalInitialExchange>
                        <NotionalFinalExchange>true</NotionalFinalExchange>
                    </Exchanges>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <FloatingLegData>
                    <Index>USD-LIBOR-6M</Index>
                    <Spreads>
                        <Spread>0.000000</Spread>
                    </Spreads>
                </FloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-01-27</StartDate>
                        <EndDate>2033-01-27</EndDate>
                        <Tenor>6M</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <LegData>
                <LegType>Floating</LegType>
                <Payer>true</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>88312931.57</Notional>
                    <FXReset>
                        <ForeignCurrency>USD</ForeignCurrency>
                        <ForeignAmount>100000000</ForeignAmount>
                        <FXIndex>FX-TR20H-EUR-USD</FXIndex>
                    </FXReset>
                    <Exchanges>
                        <NotionalInitialExchange>true</NotionalInitialExchange>
                        <NotionalFinalExchange>true</NotionalFinalExchange>
                    </Exchanges>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <FloatingLegData>
                    <Index>EUR-EURIBOR-6M</Index>
                    <Spreads>
                        <Spread>0.015</Spread>
                    </Spreads>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>2</FixingDays>
                </FloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-01-27</StartDate>
                        <EndDate>2033-01-27</EndDate>
                        <Tenor>6M</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </CrossCurrencySwapData>
    </Trade>
    <Trade id="XCCY_Swap_EUR_USD_RESET_using_Swap">
        <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>Floating</LegType>
                <Payer>false</Payer>
                <Currency>USD</Currency>
                <Notionals>
                    <Notional>100000000</Notional>
                    <Exchanges>
                        <NotionalInitialExchange>true</NotionalInitialExchange>
                        <NotionalFinalExchange>true</NotionalFinalExchange>
                    </Exchanges>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <FloatingLegData>
                    <Index>USD-LIBOR-6M</Index>
                    <Spreads>
                        <Spread>0.000000</Spread>
                    </Spreads>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>2</FixingDays>
                </FloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-01-27</StartDate>
                        <EndDate>2033-01-27</EndDate>
                        <Tenor>6M</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <LegData>
                <LegType>Floating</LegType>
                <Payer>true</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>88312931.57</Notional>
                    <FXReset>
                        <ForeignCurrency>USD</ForeignCurrency>
                        <ForeignAmount>100000000</ForeignAmount>
                        <FXIndex>FX-TR20H-EUR-USD</FXIndex>
                    </FXReset>
                    <Exchanges>
                        <NotionalInitialExchange>true</NotionalInitialExchange>
                        <NotionalFinalExchange>true</NotionalFinalExchange>
                    </Exchanges>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <FloatingLegData>
                    <Index>EUR-EURIBOR-6M</Index>
                    <Spreads>
                        <Spread>0.015</Spread>
                    </Spreads>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>2</FixingDays>
                </FloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-01-27</StartDate>
                        <EndDate>2033-01-27</EndDate>
                        <Tenor>6M</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </SwapData>
    </Trade>


    <Trade id="BGS1">
        <TradeType>BalanceGuaranteedSwap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <BalanceGuaranteedSwapData>
            <!-- security / tranche to which the notional of the BGS is linked -->
            <ReferenceSecurity>ISIN:XS0983610930</ReferenceSecurity>
            <!-- tranche notionals of the transaction (for cpr = 0) -->
            <Tranches>
                <Tranche>
                    <Description>Class A</Description>
                    <SecurityId>ISIN:XS0983610930</SecurityId>
                    <!-- prepayments amortise the tranches in order of their seniority (1,2,3...) -->
                    <Seniority>1</Seniority>
                    <Notionals>
                        <Notional>1500000</Notional>
                        <Notional startDate="2022-12-27">1000000</Notional>
                        <Notional startDate="2023-12-28">900000</Notional>
                        <Notional startDate="2024-12-27">800000</Notional>
                        <Notional startDate="2025-12-27">700000</Notional>
                        <Notional startDate="2026-12-27">600000</Notional>
                        <Notional startDate="2027-12-28">500000</Notional>
                        <Notional startDate="2028-12-27">400000</Notional>
                        <Notional startDate="2029-12-27">300000</Notional>
                        <Notional startDate="2030-12-27">200000</Notional>
                        <Notional startDate="2031-12-28">100000</Notional>
                        <Notional startDate="2032-12-27">0</Notional>
                    </Notionals>
                </Tranche>
                <Tranche>
                    <Description>Class B</Description>
                    <SecurityId>NA</SecurityId>
                    <Seniority>2</Seniority>
                    <Notionals>
                        <Notional>350000</Notional>
                        <Notional startDate="2022-12-27">300000</Notional>
                        <Notional startDate="2023-12-28">300000</Notional>
                        <Notional startDate="2024-12-27">300000</Notional>
                        <Notional startDate="2025-12-27">300000</Notional>
                        <Notional startDate="2026-12-27">300000</Notional>
                        <Notional startDate="2027-12-28">300000</Notional>
                        <Notional startDate="2028-12-27">300000</Notional>
                        <Notional startDate="2029-12-27">300000</Notional>
                        <Notional startDate="2030-12-27">300000</Notional>
                        <Notional startDate="2031-12-28">300000</Notional>
                        <Notional startDate="2032-12-27">200000</Notional>
                        <Notional startDate="2033-12-27">100000</Notional>
                        <Notional startDate="2034-12-27">000000</Notional>
                    </Notionals>
                </Tranche>
                <ScheduleData>
                    <Rules>
                        <StartDate>2021-12-27</StartDate>
                        <EndDate>2035-12-28</EndDate>
                        <Tenor>6M</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </Tranches>
            <!-- BGS legs -->
            <LegData>
                <LegType>Fixed</LegType>
                <Payer>false</Payer>
                <Currency>EUR</Currency>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>F</PaymentConvention>
                <Notionals>
                    <Notional>1500000</Notional>
                    <Notional startDate="2022-12-27">1000000</Notional>
                    <Notional startDate="2023-12-28">900000</Notional>
                    <Notional startDate="2024-12-27">800000</Notional>
                    <Notional startDate="2025-12-27">700000</Notional>
                    <Notional startDate="2026-12-27">600000</Notional>
                    <Notional startDate="2027-12-28">500000</Notional>
                    <Notional startDate="2028-12-27">400000</Notional>
                    <Notional startDate="2029-12-27">300000</Notional>
                    <Notional startDate="2030-12-27">200000</Notional>
                    <Notional startDate="2031-12-28">100000</Notional>
                    <Notional startDate="2032-12-27">0</Notional>
                </Notionals>
                <FixedLegData>
                    <Rates>
                        <Rate>0.0040</Rate>
                    </Rates>
                </FixedLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2021-12-27</StartDate>
                        <EndDate>2035-12-28</EndDate>
                        <Tenor>6M</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <LegData>
                <LegType>Floating</LegType>
                <Payer>true</Payer>
                <Currency>EUR</Currency>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <Notionals>
                    <Notional>1500000</Notional>
                    <Notional startDate="2022-12-27">1000000</Notional>
                    <Notional startDate="2023-12-28">900000</Notional>
                    <Notional startDate="2024-12-27">800000</Notional>
                    <Notional startDate="2025-12-27">700000</Notional>
                    <Notional startDate="2026-12-27">600000</Notional>
                    <Notional startDate="2027-12-28">500000</Notional>
                    <Notional startDate="2028-12-27">400000</Notional>
                    <Notional startDate="2029-12-27">300000</Notional>
                    <Notional startDate="2030-12-27">200000</Notional>
                    <Notional startDate="2031-12-28">100000</Notional>
                    <Notional startDate="2032-12-27">0</Notional>
                </Notionals>
                <FloatingLegData>
                    <Index>EUR-EURIBOR-6M</Index>
                    <Spreads>
                        <Spread>0.0050</Spread>
                    </Spreads>
                    <Floors>
                        <Floor>0.0</Floor>
                    </Floors>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>2</FixingDays>
                </FloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2021-12-27</StartDate>
                        <EndDate>2035-12-28</EndDate>
                        <Tenor>6M</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </BalanceGuaranteedSwapData>
    </Trade>


    <Trade id="Basis_Swap">
        <TradeType>Swap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <SwapData>
            <LegData>
                <LegType>Floating</LegType>
                <Payer>true</Payer>
                <Currency>USD</Currency>
                <Notionals>
                    <Notional>15000000.000000</Notional>
                </Notionals>
                <DayCounter>ACT</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <FloatingLegData>
                    <Index>USD-SOFR-3M</Index>
                    <Spreads>
                        <Spread>0.000000</Spread>
                    </Spreads>
                    <IsInArrears>true</IsInArrears>
                    <FixingDays>0</FixingDays>
                </FloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2019-12-04</StartDate>
                        <EndDate>2045-04-05</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <LegData>
                <LegType>Floating</LegType>
                <Payer>false</Payer>
                <Currency>USD</Currency>
                <Notionals>
                    <Notional>12084375.000000</Notional>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <FloatingLegData>
                    <Index>USD-LIBOR-3M</Index>
                    <Spreads>
                        <Spread>0.000000</Spread>
                    </Spreads>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>2</FixingDays>
                </FloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2019-12-04</StartDate>
                        <EndDate>2045-04-05</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </SwapData>
    </Trade>


    <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>


    <Trade id="Cap_on_FedFunds">
        <TradeType>CapFloor</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
                <post_regulations>USPR</post_regulations>
                <collect_regulations>USPR</collect_regulations>
            </AdditionalFields>
        </Envelope>
        <CapFloorData>
            <LongShort>Long</LongShort>
            <LegData>
                <LegType>Floating</LegType>
                <Payer>false</Payer>
                <Currency>USD</Currency>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <Notionals>
                    <!--
            <Notional>14720000.00</Notional>
            <Notional>14325000.00</Notional>
            <Notional>14325000.00</Notional>
            <Notional>14325000.00</Notional>
            <Notional>13930000.00</Notional>
	-->
                    <Notional>13930000.00</Notional>
                    <Notional>13930000.00</Notional>
                    <Notional>13535000.00</Notional>
                    <Notional>13535000.00</Notional>
                    <Notional>13535000.00</Notional>
                    <Notional>13140000.00</Notional>
                    <Notional>13140000.00</Notional>
                    <Notional>13140000.00</Notional>
                    <Notional>12547500.00</Notional>
                    <Notional>12547500.00</Notional>
                    <Notional>12547500.00</Notional>
                    <Notional>11955000.00</Notional>
                    <Notional>11955000.00</Notional>
                    <Notional>11955000.00</Notional>
                    <Notional>11362500.00</Notional>
                    <Notional>11362500.00</Notional>
                    <Notional>11362500.00</Notional>
                    <Notional>10770000.00</Notional>
                    <Notional>10770000.00</Notional>
                    <Notional>10770000.00</Notional>
                    <Notional>10177500.00</Notional>
                    <Notional>10177500.00</Notional>
                    <Notional>10177500.00</Notional>
                    <Notional>9585000.00</Notional>
                    <Notional>9585000.00</Notional>
                    <Notional>9585000.00</Notional>
                    <Notional>8992500.00</Notional>
                    <Notional>8992500.00</Notional>
                    <Notional>8992500.00</Notional>
                    <Notional>8400000.00</Notional>
                    <Notional>8400000.00</Notional>
                </Notionals>
                <FloatingLegData>
                    <!-- <Index>USD-LIBOR-1M</Index> -->
                    <Index>USD-FedFunds</Index>
                    <!--<Index>USD-Prime</Index>-->
                    <!--<Index>USD-SIFMA</Index>-->
                    <Spreads>
                        <Spread>0.000000</Spread>
                    </Spreads>
                    <FixingDays>2</FixingDays>
                </FloatingLegData>
                <ScheduleData>
                    <Dates>
                        <Dates>
                            <!--
		<Date>2019-06-01</Date>
		<Date>2019-07-01</Date>
		<Date>2019-08-01</Date>
		<Date>2019-09-03</Date>
		<Date>2019-10-01</Date>
	    -->
                            <Date>2025-03-14</Date>
                            <Date>2025-04-14</Date>
                            <Date>2025-05-15</Date>
                            <Date>2025-06-16</Date>
                            <Date>2025-07-14</Date>
                            <Date>2025-08-13</Date>
                            <Date>2025-09-12</Date>
                            <Date>2025-10-13</Date>
                            <Date>2025-11-12</Date>
                            <Date>2025-12-15</Date>
                            <Date>2026-01-13</Date>
                            <Date>2026-02-12</Date>
                            <Date>2026-03-16</Date>
                            <Date>2026-04-14</Date>
                            <Date>2026-05-18</Date>
                            <Date>2026-06-15</Date>
                            <Date>2026-07-13</Date>
                            <Date>2026-08-13</Date>
                            <Date>2026-09-14</Date>
                            <Date>2026-10-13</Date>
                            <Date>2026-11-12</Date>
                            <Date>2026-12-14</Date>
                            <Date>2027-01-13</Date>
                            <Date>2027-02-12</Date>
                            <Date>2027-03-15</Date>
                            <Date>2027-04-14</Date>
                            <Date>2027-05-17</Date>
                            <Date>2027-06-15</Date>
                            <Date>2027-07-13</Date>
                            <Date>2027-08-13</Date>
                            <Date>2027-09-13</Date>
                            <Date>2027-10-13</Date>
                        </Dates>
                    </Dates>
                </ScheduleData>
            </LegData>
            <Caps>
                <Cap>0.03</Cap>
            </Caps>
            <Floors>
                <Floor>0.0121</Floor>
            </Floors>
        </CapFloorData>
    </Trade>


    <Trade id="Cap_on_CMS">
        <TradeType>CapFloor</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <CapFloorData>
            <LongShort>Short</LongShort>
            <LegData>
                <LegType>CMS</LegType>
                <Payer>false</Payer>
                <Currency>USD</Currency>
                <Notionals>
                    <Notional>75000000</Notional>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>F</PaymentConvention>
                <CMSLegData>
                    <Index>USD-CMS-30Y</Index>
                    <Spreads>
                        <Spread>0.000000</Spread>
                    </Spreads>
                </CMSLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2027-03-02</StartDate>
                        <EndDate>2028-03-01</EndDate>
                        <Tenor>1Y</Tenor>
                        <Calendar>USD</Calendar>
                        <Convention>F</Convention>
                        <Rule>Backward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <Caps>
                <Cap>0.0015</Cap>
            </Caps>
        </CapFloorData>
    </Trade>


    <Trade id="Cap_Euribor">
        <TradeType>CapFloor</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <CapFloorData>
            <LongShort>Short</LongShort>
            <LegData>
                <LegType>Floating</LegType>
                <Payer>true</Payer>
                <Currency>EUR</Currency>
                <DayCounter>ACT/365</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <Notionals>
                    <Notional>3000000</Notional>
                </Notionals>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-10-11</StartDate>
                        <EndDate>2038-10-10</EndDate>
                        <Tenor>6M</Tenor>
                        <Calendar>EUR</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
                <FloatingLegData>
                    <Index>EUR-EURIBOR-6M</Index>
                    <Spreads>
                        <Spread>0.00</Spread>
                    </Spreads>
                </FloatingLegData>
            </LegData>
            <Caps>
                <Cap>0.025</Cap>
            </Caps>
        </CapFloorData>
    </Trade>


    <Trade id="Cap_MXN">
        <TradeType>CapFloor</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <CapFloorData>
            <LongShort>Long</LongShort>
            <LegData>
                <LegType>Floating</LegType>
                <Payer>true</Payer>
                <Currency>MXN</Currency>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>Following</PaymentConvention>
                <Notionals>
                    <Notional>2000000000</Notional>
                </Notionals>
                <ScheduleData>
                    <Rules>
                        <StartDate>2024-04-22</StartDate>
                        <EndDate>2026-01-26</EndDate>
                        <Tenor>28D</Tenor>
                        <Calendar>MXN</Calendar>
                        <Convention>Following</Convention>
                        <Rule>Backward</Rule>
                    </Rules>
                </ScheduleData>
                <FloatingLegData>
                    <Index>MXN-TIIE-28D</Index>
                    <Spreads>
                        <Spread>0</Spread>
                    </Spreads>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>1</FixingDays>
                </FloatingLegData>
            </LegData>
            <Caps>
                <Cap>0.08</Cap>
            </Caps>
            <Floors/>
        </CapFloorData>
    </Trade>


    <Trade id="Cap_GBP_Amortising">
        <TradeType>CapFloor</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <CapFloorData>
            <LongShort>Short</LongShort>
            <LegData>
                <LegType>Floating</LegType>
                <Payer>true</Payer>
                <Currency>GBP</Currency>
                <DayCounter>ACT/365</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <Notionals>
                    <Notional>3000000</Notional>
                    <Notional>2900000</Notional>
                    <Notional>2800000</Notional>
                    <Notional>2700000</Notional>
                    <Notional>2600000</Notional>
                    <Notional>2500000</Notional>
                    <Notional>2400000</Notional>
                    <Notional>2300000</Notional>
                    <Notional>2200000</Notional>
                    <Notional>2100000</Notional>
                    <Notional>2000000</Notional>
                    <Notional>1900000</Notional>
                    <Notional>1800000</Notional>
                    <Notional>1700000</Notional>
                    <Notional>1600000</Notional>
                    <Notional>1500000</Notional>
                    <Notional>1400000</Notional>
                    <Notional>1300000</Notional>
                    <Notional>1200000</Notional>
                    <Notional>1100000</Notional>
                    <Notional>1000000</Notional>
                    <Notional>900000</Notional>
                    <Notional>800000</Notional>
                    <Notional>700000</Notional>
                    <Notional>600000</Notional>
                    <Notional>500000</Notional>
                    <Notional>400000</Notional>
                    <Notional>300000</Notional>
                    <Notional>200000</Notional>
                    <Notional>100000</Notional>
                </Notionals>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-10-11</StartDate>
                        <EndDate>2038-10-10</EndDate>
                        <Tenor>6M</Tenor>
                        <Calendar>UK</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
                <FloatingLegData>
                    <Index>GBP-LIBOR-6M</Index>
                    <Spreads>
                        <Spread>0.00</Spread>
                    </Spreads>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>0</FixingDays>
                </FloatingLegData>
            </LegData>
            <Caps>
                <Cap>0.025</Cap>
            </Caps>
        </CapFloorData>
    </Trade>


    <Trade id="collar_01">
        <TradeType>CapFloor</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <CapFloorData>
            <LongShort>Long</LongShort>
            <LegData>
                <LegType>Floating</LegType>
                <Payer>true</Payer>
                <Currency>EUR</Currency>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <Notionals>
                    <Notional>1000000.00</Notional>
                </Notionals>
                <ScheduleData>
                    <Rules>
                        <StartDate>2022-10-19</StartDate>
                        <EndDate>2042-10-19</EndDate>
                        <Tenor>6M</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
                <FloatingLegData>
                    <Index>EUR-EURIBOR-6M</Index>
                    <Spreads>
                        <Spread>0.00</Spread>
                    </Spreads>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>2</FixingDays>
                </FloatingLegData>
            </LegData>
            <Caps>
                <Cap>0.04</Cap>
            </Caps>
            <Floors>
                <Floor>0.01</Floor>
            </Floors>
        </CapFloorData>
    </Trade>


    <Trade id="CMS_Swap_DurAdjusted">
        <TradeType>Swap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <SwapData>
            <LegData>
                <LegType>CMS</LegType>
                <Payer>false</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>21000000</Notional>
                </Notionals>
                <DayCounter>Simple</DayCounter>
                <PaymentConvention>Following</PaymentConvention>
                <PaymentLag>0</PaymentLag>
                <PaymentCalendar>TARGET</PaymentCalendar>
                <CMSLegData>
                    <Index>EUR-CMS-20Y</Index>
                    <Spreads>
                        <Spread>0</Spread>
                    </Spreads>
                    <Gearings>
                        <Gearing>1</Gearing>
                    </Gearings>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>2</FixingDays>
                </CMSLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2026-12-29</StartDate>
                        <EndDate>2030-12-29</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>EUR</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Backward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </SwapData>
    </Trade>
    <Trade id="CMS_Capped">
        <TradeType>Swap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <SwapData>
            <LegData>
                <LegType>CMS</LegType>
                <Payer>false</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>21000000</Notional>
                </Notionals>
                <DayCounter>Simple</DayCounter>
                <PaymentConvention>Following</PaymentConvention>
                <PaymentLag>0</PaymentLag>
                <PaymentCalendar>TARGET</PaymentCalendar>
                <CMSLegData>
                    <Index>EUR-CMS-20Y</Index>
                    <Spreads>
                        <Spread>0</Spread>
                    </Spreads>
                    <Gearings>
                        <Gearing>1</Gearing>
                    </Gearings>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>2</FixingDays>
                    <Caps>
                        <Cap>0.015</Cap>
                    </Caps>
                    <NakedOption>false</NakedOption>
                </CMSLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2026-12-29</StartDate>
                        <EndDate>2030-12-29</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>EUR</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Backward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </SwapData>
    </Trade>
    <Trade id="CMS_Cap">
        <TradeType>Swap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <SwapData>
            <LegData>
                <LegType>CMS</LegType>
                <Payer>false</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>21000000</Notional>
                </Notionals>
                <DayCounter>Simple</DayCounter>
                <PaymentConvention>Following</PaymentConvention>
                <PaymentLag>0</PaymentLag>
                <PaymentCalendar>TARGET</PaymentCalendar>
                <CMSLegData>
                    <Index>EUR-CMS-20Y</Index>
                    <Spreads>
                        <Spread>0</Spread>
                    </Spreads>
                    <Gearings>
                        <Gearing>1</Gearing>
                    </Gearings>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>2</FixingDays>
                    <Caps>
                        <Cap>0.015</Cap>
                    </Caps>
                    <NakedOption>true</NakedOption>
                </CMSLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2026-12-29</StartDate>
                        <EndDate>2030-12-29</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>EUR</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Backward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </SwapData>
    </Trade>
    <Trade id="DurAdjCMS_Swap_Adj_1">
        <TradeType>Swap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <SwapData>
            <LegData>
                <LegType>DurationAdjustedCMS</LegType>
                <Payer>false</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>21000000</Notional>
                </Notionals>
                <DayCounter>Simple</DayCounter>
                <PaymentConvention>Following</PaymentConvention>
                <PaymentLag>0</PaymentLag>
                <PaymentCalendar>TARGET</PaymentCalendar>
                <DurationAdjustedCMSLegData>
                    <Index>EUR-CMS-20Y</Index>
                    <Spreads>
                        <Spread>0</Spread>
                    </Spreads>
                    <Gearings>
                        <Gearing>1</Gearing>
                    </Gearings>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>2</FixingDays>
                </DurationAdjustedCMSLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2026-12-29</StartDate>
                        <EndDate>2030-12-29</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>EUR</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Backward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </SwapData>
    </Trade>
    <Trade id="DurAdjCMS_Capped_Adj_1">
        <TradeType>Swap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <SwapData>
            <LegData>
                <LegType>DurationAdjustedCMS</LegType>
                <Payer>false</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>21000000</Notional>
                </Notionals>
                <DayCounter>Simple</DayCounter>
                <PaymentConvention>Following</PaymentConvention>
                <PaymentLag>0</PaymentLag>
                <PaymentCalendar>TARGET</PaymentCalendar>
                <DurationAdjustedCMSLegData>
                    <Index>EUR-CMS-20Y</Index>
                    <Spreads>
                        <Spread>0</Spread>
                    </Spreads>
                    <Gearings>
                        <Gearing>1</Gearing>
                    </Gearings>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>2</FixingDays>
                    <Caps>
                        <Cap>0.015</Cap>
                    </Caps>
                    <NakedOption>false</NakedOption>
                </DurationAdjustedCMSLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2026-12-29</StartDate>
                        <EndDate>2030-12-29</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>EUR</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Backward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </SwapData>
    </Trade>
    <Trade id="DurAdjCMS_Cap_Adj_1">
        <TradeType>Swap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <SwapData>
            <LegData>
                <LegType>DurationAdjustedCMS</LegType>
                <Payer>false</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>21000000</Notional>
                </Notionals>
                <DayCounter>Simple</DayCounter>
                <PaymentConvention>Following</PaymentConvention>
                <PaymentLag>0</PaymentLag>
                <PaymentCalendar>TARGET</PaymentCalendar>
                <DurationAdjustedCMSLegData>
                    <Index>EUR-CMS-20Y</Index>
                    <Spreads>
                        <Spread>0</Spread>
                    </Spreads>
                    <Gearings>
                        <Gearing>1</Gearing>
                    </Gearings>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>2</FixingDays>
                    <Caps>
                        <Cap>0.015</Cap>
                    </Caps>
                    <NakedOption>true</NakedOption>
                </DurationAdjustedCMSLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2026-12-29</StartDate>
                        <EndDate>2030-12-29</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>EUR</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Backward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </SwapData>
    </Trade>
    <Trade id="DurAdjCMS_Swap_Dur_10">
        <TradeType>Swap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <SwapData>
            <LegData>
                <LegType>DurationAdjustedCMS</LegType>
                <Payer>false</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>21000000</Notional>
                </Notionals>
                <DayCounter>Simple</DayCounter>
                <PaymentConvention>Following</PaymentConvention>
                <PaymentLag>0</PaymentLag>
                <PaymentCalendar>TARGET</PaymentCalendar>
                <DurationAdjustedCMSLegData>
                    <Index>EUR-CMS-20Y</Index>
                    <Duration>10</Duration>
                    <Spreads>
                        <Spread>0</Spread>
                    </Spreads>
                    <Gearings>
                        <Gearing>1</Gearing>
                    </Gearings>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>2</FixingDays>
                </DurationAdjustedCMSLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2026-12-29</StartDate>
                        <EndDate>2030-12-29</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>EUR</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Backward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </SwapData>
    </Trade>
    <Trade id="DurAdjCMS_Capped_Dur_10">
        <TradeType>Swap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <SwapData>
            <LegData>
                <LegType>DurationAdjustedCMS</LegType>
                <Payer>false</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>21000000</Notional>
                </Notionals>
                <DayCounter>Simple</DayCounter>
                <PaymentConvention>Following</PaymentConvention>
                <PaymentLag>0</PaymentLag>
                <PaymentCalendar>TARGET</PaymentCalendar>
                <DurationAdjustedCMSLegData>
                    <Index>EUR-CMS-20Y</Index>
                    <Duration>10</Duration>
                    <Spreads>
                        <Spread>0</Spread>
                    </Spreads>
                    <Gearings>
                        <Gearing>1</Gearing>
                    </Gearings>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>2</FixingDays>
                    <Caps>
                        <Cap>0.015</Cap>
                    </Caps>
                    <NakedOption>false</NakedOption>
                </DurationAdjustedCMSLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2026-12-29</StartDate>
                        <EndDate>2030-12-29</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>EUR</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Backward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </SwapData>
    </Trade>
    <Trade id="DurAdjCMS_Cap_Dur_10">
        <TradeType>Swap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <SwapData>
            <LegData>
                <LegType>DurationAdjustedCMS</LegType>
                <Payer>false</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>21000000</Notional>
                </Notionals>
                <DayCounter>Simple</DayCounter>
                <PaymentConvention>Following</PaymentConvention>
                <PaymentLag>0</PaymentLag>
                <PaymentCalendar>TARGET</PaymentCalendar>
                <DurationAdjustedCMSLegData>
                    <Index>EUR-CMS-20Y</Index>
                    <Duration>10</Duration>
                    <Spreads>
                        <Spread>0</Spread>
                    </Spreads>
                    <Gearings>
                        <Gearing>1</Gearing>
                    </Gearings>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>2</FixingDays>
                    <Caps>
                        <Cap>0.015</Cap>
                    </Caps>
                    <NakedOption>true</NakedOption>
                </DurationAdjustedCMSLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2026-12-29</StartDate>
                        <EndDate>2030-12-29</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>EUR</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Backward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </SwapData>
    </Trade>
    <Trade id="DurAdjCMS_Cap_Dur_10_As_Cap">
        <TradeType>CapFloor</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <CapFloorData>
            <LongShort>Long</LongShort>
            <LegData>
                <LegType>DurationAdjustedCMS</LegType>
                <Payer>false</Payer>
                <Currency>EUR</Currency>
                <DayCounter>Simple</DayCounter>
                <PaymentConvention>Following</PaymentConvention>
                <PaymentLag>0</PaymentLag>
                <PaymentCalendar>TARGET</PaymentCalendar>
                <Notionals>
                    <Notional>21000000</Notional>
                </Notionals>
                <ScheduleData>
                    <Rules>
                        <StartDate>2026-12-29</StartDate>
                        <EndDate>2030-12-29</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>EUR</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Backward</Rule>
                    </Rules>
                </ScheduleData>
                <DurationAdjustedCMSLegData>
                    <Index>EUR-CMS-20Y</Index>
                    <Duration>10</Duration>
                    <Spreads>
                        <Spread>0</Spread>
                    </Spreads>
                    <Gearings>
                        <Gearing>1</Gearing>
                    </Gearings>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>2</FixingDays>
                </DurationAdjustedCMSLegData>
            </LegData>
            <Caps>
                <Cap>0.015</Cap>
            </Caps>
            <Floors/>
            <Premiums>
                <Premium>
                    <Amount>1000</Amount>
                    <Currency>EUR</Currency>
                    <PayDate>2028-01-26</PayDate>
                </Premium>
            </Premiums>
        </CapFloorData>
    </Trade>


    <Trade id="FRA">
        <TradeType>ForwardRateAgreement</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <ForwardRateAgreementData>
            <StartDate>2026-10-19</StartDate>
            <EndDate>2027-04-20</EndDate>
            <Currency>EUR</Currency>
            <Index>EUR-EURIBOR-6M</Index>
            <LongShort>Long</LongShort>
            <Strike>0.005</Strike>
            <Notional>100000000</Notional>
        </ForwardRateAgreementData>
    </Trade>


    <Trade id="BGS">
        <TradeType>FlexiSwap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <FlexiSwapData>
            <LowerNotionalBounds>
                <Notional>451389557.145667</Notional>
                <Notional>427876791.621303</Notional>
                <Notional>404435982.369285</Notional>
                <Notional>379353200.32956</Notional>
                <Notional>355416951.853231</Notional>
                <Notional>331729578.768348</Notional>
                <Notional>308801429.648989</Notional>
                <Notional>287730820.431127</Notional>
                <Notional>269038211.374288</Notional>
                <Notional>250654032.923271</Notional>
                <Notional>232160045.994224</Notional>
                <Notional>214946795.165759</Notional>
                <Notional>198411048.594764</Notional>
                <Notional>182864950.314248</Notional>
                <Notional>168351186.958566</Notional>
                <Notional>152336780.284957</Notional>
                <Notional>137627788.667408</Notional>
                <Notional>123762800.631565</Notional>
                <Notional>109795628.839564</Notional>
                <Notional>97186875.5986844</Notional>
                <Notional>86666312.2089269</Notional>
                <Notional>77158893.0833817</Notional>
                <Notional>67996103.747018</Notional>
                <Notional>59385603.7827703</Notional>
                <Notional>51293500.4281622</Notional>
                <Notional>43103378.5581047</Notional>
                <Notional>33238260.3417048</Notional>
                <Notional>21823032.8973612</Notional>
                <Notional>10393180.4295281</Notional>
                <Notional>0</Notional>
                <Notional>0</Notional>
                <Notional>0</Notional>
                <Notional>0</Notional>
                <Notional>0</Notional>
                <Notional>0</Notional>
                <Notional>0</Notional>
            </LowerNotionalBounds>
            <OptionLongShort>Short</OptionLongShort>
            <LegData>
                <LegType>Fixed</LegType>
                <Payer>false</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>460656223.29</Notional>
                    <Notional>445775750.38</Notional>
                    <Notional>430304670.02</Notional>
                    <Notional>412422513.66</Notional>
                    <Notional>395006837.8</Notional>
                    <Notional>377121359.62</Notional>
                    <Notional>359325152.36</Notional>
                    <Notional>342881176.58</Notional>
                    <Notional>328476822.41</Notional>
                    <Notional>313815964.38</Notional>
                    <Notional>298401960.48</Notional>
                    <Notional>283893613.47</Notional>
                    <Notional>269610807.88</Notional>
                    <Notional>255971396.47</Notional>
                    <Notional>243078126.64</Notional>
                    <Notional>227694418.08</Notional>
                    <Notional>213409532.89</Notional>
                    <Notional>199676281.16</Notional>
                    <Notional>185242362.73</Notional>
                    <Notional>172119227.05</Notional>
                    <Notional>161426246.54</Notional>
                    <Notional>151753511.18</Notional>
                    <Notional>142183459.46</Notional>
                    <Notional>133041619.03</Notional>
                    <Notional>124308588.48</Notional>
                    <Notional>115060509.28</Notional>
                    <Notional>102793081.7</Notional>
                    <Notional>87552492.26</Notional>
                    <Notional>71695074.84</Notional>
                    <Notional>53635705.61</Notional>
                    <Notional>36108314.33</Notional>
                    <Notional>21472000.25</Notional>
                    <Notional>10062702.21</Notional>
                    <Notional>1981695.68000001</Notional>
                    <Notional>0</Notional>
                    <Notional>0</Notional>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>F</PaymentConvention>
                <FixedLegData>
                    <Rates>
                        <Rate>0.0020</Rate>
                    </Rates>
                </FixedLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2024-12-20</StartDate>
                        <EndDate>2027-12-21</EndDate>
                        <Tenor>1M</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <LegData>
                <LegType>Floating</LegType>
                <Payer>true</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>460656223.29</Notional>
                    <Notional>445775750.38</Notional>
                    <Notional>430304670.02</Notional>
                    <Notional>412422513.66</Notional>
                    <Notional>395006837.8</Notional>
                    <Notional>377121359.62</Notional>
                    <Notional>359325152.36</Notional>
                    <Notional>342881176.58</Notional>
                    <Notional>328476822.41</Notional>
                    <Notional>313815964.38</Notional>
                    <Notional>298401960.48</Notional>
                    <Notional>283893613.47</Notional>
                    <Notional>269610807.88</Notional>
                    <Notional>255971396.47</Notional>
                    <Notional>243078126.64</Notional>
                    <Notional>227694418.08</Notional>
                    <Notional>213409532.89</Notional>
                    <Notional>199676281.16</Notional>
                    <Notional>185242362.73</Notional>
                    <Notional>172119227.05</Notional>
                    <Notional>161426246.54</Notional>
                    <Notional>151753511.18</Notional>
                    <Notional>142183459.46</Notional>
                    <Notional>133041619.03</Notional>
                    <Notional>124308588.48</Notional>
                    <Notional>115060509.28</Notional>
                    <Notional>102793081.7</Notional>
                    <Notional>87552492.26</Notional>
                    <Notional>71695074.84</Notional>
                    <Notional>53635705.61</Notional>
                    <Notional>36108314.33</Notional>
                    <Notional>21472000.25</Notional>
                    <Notional>10062702.21</Notional>
                    <Notional>1981695.68000001</Notional>
                    <Notional>0</Notional>
                    <Notional>0</Notional>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <FloatingLegData>
                    <Index>EUR-EURIBOR-1M</Index>
                    <Spreads>
                        <Spread>0.0029</Spread>
                    </Spreads>
                    <Floors>
                        <Floor>0.0</Floor>
                    </Floors>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>2</FixingDays>
                </FloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2024-12-20</StartDate>
                        <EndDate>2027-12-21</EndDate>
                        <Tenor>1M</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </FlexiSwapData>
    </Trade>


    <Trade id="OIS">
        <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>
                <Payer>false</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>100000000</Notional>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <LegType>Floating</LegType>
                <FloatingLegData>
                    <Index>EUR-EONIA</Index>
                    <Spreads>
                        <Spread>0.000122</Spread>
                    </Spreads>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>2</FixingDays>
                </FloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-01-31</StartDate>
                        <EndDate>2028-02-01</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>US</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Backward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </SwapData>
    </Trade>


    <Trade id="global_excludeSpread">
        <TradeType>Swap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <SwapData>
            <LegData>
                <LegType>Floating</LegType>
                <Payer>false</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>100000000</Notional>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <FloatingLegData>
                    <Index>EUR-EONIA</Index>
                    <FixingDays>0</FixingDays>
                    <Lookback>0D</Lookback>
                    <RateCutoff>2</RateCutoff>
                    <IncludeSpread>false</IncludeSpread>
                    <Spreads>
                        <Spread>0.01</Spread>
                    </Spreads>
                    <Floors>
                        <Floor>0.0</Floor>
                    </Floors>
                    <NakedOption>false</NakedOption>
                    <LocalCapFloor>false</LocalCapFloor>
                </FloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2027-11-29</StartDate>
                        <EndDate>2029-11-28</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>US</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Backward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </SwapData>
    </Trade>
    <Trade id="global_includeSpread">
        <TradeType>Swap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <SwapData>
            <LegData>
                <LegType>Floating</LegType>
                <Payer>false</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>100000000</Notional>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <FloatingLegData>
                    <Index>EUR-EONIA</Index>
                    <FixingDays>0</FixingDays>
                    <Lookback>0D</Lookback>
                    <RateCutoff>2</RateCutoff>
                    <IncludeSpread>true</IncludeSpread>
                    <Spreads>
                        <Spread>0.01</Spread>
                    </Spreads>
                    <Floors>
                        <Floor>0.0</Floor>
                    </Floors>
                    <NakedOption>false</NakedOption>
                    <LocalCapFloor>false</LocalCapFloor>
                </FloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2027-11-29</StartDate>
                        <EndDate>2029-11-28</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>US</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Backward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </SwapData>
    </Trade>
    <Trade id="local_excludeSpread">
        <TradeType>Swap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <SwapData>
            <LegData>
                <LegType>Floating</LegType>
                <Payer>false</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>100000000</Notional>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <FloatingLegData>
                    <Index>EUR-EONIA</Index>
                    <FixingDays>0</FixingDays>
                    <Lookback>0D</Lookback>
                    <RateCutoff>2</RateCutoff>
                    <IncludeSpread>false</IncludeSpread>
                    <Spreads>
                        <Spread>0.01</Spread>
                    </Spreads>
                    <Floors>
                        <Floor>0.0</Floor>
                    </Floors>
                    <NakedOption>false</NakedOption>
                    <LocalCapFloor>true</LocalCapFloor>
                </FloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2027-11-29</StartDate>
                        <EndDate>2029-11-28</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>US</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Backward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </SwapData>
    </Trade>
    <Trade id="local_includeSpread">
        <TradeType>Swap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <SwapData>
            <LegData>
                <LegType>Floating</LegType>
                <Payer>false</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>100000000</Notional>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <FloatingLegData>
                    <Index>EUR-EONIA</Index>
                    <FixingDays>0</FixingDays>
                    <Lookback>0D</Lookback>
                    <RateCutoff>2</RateCutoff>
                    <IncludeSpread>true</IncludeSpread>
                    <Spreads>
                        <Spread>0.01</Spread>
                    </Spreads>
                    <Floors>
                        <Floor>0.0</Floor>
                    </Floors>
                    <NakedOption>false</NakedOption>
                    <LocalCapFloor>true</LocalCapFloor>
                </FloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2027-11-29</StartDate>
                        <EndDate>2029-11-28</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>US</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Backward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </SwapData>
    </Trade>


    <Trade id="swap_amortising">
        <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>Fixed</LegType>
                <Payer>false</Payer>
                <Currency>GBP</Currency>
                <Notionals>
                    <Notional>3000000</Notional>
                    <Notional>2800000</Notional>
                    <Notional>2600000</Notional>
                    <Notional>2400000</Notional>
                    <Notional>2200000</Notional>
                    <Notional>2000000</Notional>
                    <Notional>1800000</Notional>
                    <Notional>1600000</Notional>
                    <Notional>1400000</Notional>
                    <Notional>1200000</Notional>
                    <Notional>1000000</Notional>
                    <Notional>800000</Notional>
                    <Notional>600000</Notional>
                    <Notional>400000</Notional>
                    <Notional>200000</Notional>
                </Notionals>
                <DayCounter>ACT/365</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <FixedLegData>
                    <Rates>
                        <Rate>0.04</Rate>
                    </Rates>
                </FixedLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-10-18</StartDate>
                        <EndDate>2038-10-17</EndDate>
                        <Tenor>1Y</Tenor>
                        <Calendar>UK</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <LegData>
                <LegType>Floating</LegType>
                <Payer>true</Payer>
                <Currency>GBP</Currency>
                <Notionals>
                    <Notional>3000000</Notional>
                    <Notional>3000000</Notional>
                    <Notional>2800000</Notional>
                    <Notional>2800000</Notional>
                    <Notional>2600000</Notional>
                    <Notional>2600000</Notional>
                    <Notional>2400000</Notional>
                    <Notional>2400000</Notional>
                    <Notional>2200000</Notional>
                    <Notional>2200000</Notional>
                    <Notional>2000000</Notional>
                    <Notional>2000000</Notional>
                    <Notional>1800000</Notional>
                    <Notional>1800000</Notional>
                    <Notional>1600000</Notional>
                    <Notional>1600000</Notional>
                    <Notional>1400000</Notional>
                    <Notional>1400000</Notional>
                    <Notional>1200000</Notional>
                    <Notional>1200000</Notional>
                    <Notional>1000000</Notional>
                    <Notional>1000000</Notional>
                    <Notional>800000</Notional>
                    <Notional>800000</Notional>
                    <Notional>600000</Notional>
                    <Notional>600000</Notional>
                    <Notional>400000</Notional>
                    <Notional>400000</Notional>
                    <Notional>200000</Notional>
                    <Notional>200000</Notional>
                </Notionals>
                <DayCounter>ACT/365</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-10-18</StartDate>
                        <EndDate>2038-10-17</EndDate>
                        <Tenor>6M</Tenor>
                        <Calendar>UK</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
                <FloatingLegData>
                    <Index>GBP-LIBOR-6M</Index>
                    <Spreads>
                        <Spread>0.004</Spread>
                        <Spread>0.004</Spread>
                        <Spread>0.004</Spread>
                        <Spread>0.004</Spread>
                        <Spread>0.004</Spread>
                        <Spread>0.004</Spread>
                        <Spread>0.004</Spread>
                        <Spread>0.004</Spread>
                        <Spread>0.004</Spread>
                        <Spread>0.004</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                    </Spreads>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>0</FixingDays>
                </FloatingLegData>
            </LegData>
        </SwapData>
    </Trade>


    <Trade id="swap_amortising_Notionals2">
        <TradeType>Swap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <SwapData>
            <LegData>
                <LegType>Fixed</LegType>
                <Payer>false</Payer>
                <Currency>GBP</Currency>
                <Notionals>
                    <Notional>3000000</Notional>
                    <Notional>2800000</Notional>
                    <Notional>2700000</Notional>
                    <Notional>2400000</Notional>
                    <Notional>2250000</Notional>
                    <Notional>2000000</Notional>
                    <Notional>1800000</Notional>
                    <Notional>1700000</Notional>
                    <Notional>1400000</Notional>
                    <Notional>1250000</Notional>
                    <Notional>1000000</Notional>
                    <Notional>800000</Notional>
                    <Notional>700000</Notional>
                    <Notional>400000</Notional>
                    <Notional>250000</Notional>
                </Notionals>
                <DayCounter>ACT/365</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <FixedLegData>
                    <Rates>
                        <Rate>0.04</Rate>
                    </Rates>
                </FixedLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-10-18</StartDate>
                        <EndDate>2038-10-17</EndDate>
                        <Tenor>1Y</Tenor>
                        <Calendar>UK</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <LegData>
                <LegType>Floating</LegType>
                <Payer>true</Payer>
                <Currency>GBP</Currency>
                <Notionals>
                    <Notional>3000000</Notional>
                    <Notional>2800000</Notional>
                    <Notional>2700000</Notional>
                    <Notional>2400000</Notional>
                    <Notional>2250000</Notional>
                    <Notional>2000000</Notional>
                    <Notional>1800000</Notional>
                    <Notional>1700000</Notional>
                    <Notional>1400000</Notional>
                    <Notional>1250000</Notional>
                    <Notional>1000000</Notional>
                    <Notional>800000</Notional>
                    <Notional>700000</Notional>
                    <Notional>400000</Notional>
                    <Notional>250000</Notional>
                </Notionals>
                <DayCounter>ACT/365</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-10-18</StartDate>
                        <EndDate>2038-10-17</EndDate>
                        <Tenor>1Y</Tenor>
                        <Calendar>UK</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
                <FloatingLegData>
                    <Index>GBP-LIBOR-6M</Index>
                    <Spreads>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                    </Spreads>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>0</FixingDays>
                </FloatingLegData>
            </LegData>
        </SwapData>
    </Trade>
    <Trade id="swap_amortising_Amort2">
        <TradeType>Swap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <SwapData>
            <LegData>
                <LegType>Fixed</LegType>
                <Payer>false</Payer>
                <Currency>GBP</Currency>
                <Notionals>
                    <Notional>3000000</Notional>
                </Notionals>
                <Amortizations>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2024-10-17</StartDate>
                        <EndDate>2025-10-17</EndDate>
                        <Value>0.0666666666666667</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2025-10-17</StartDate>
                        <EndDate>2026-10-17</EndDate>
                        <Value>0.0357142857142857</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2026-10-17</StartDate>
                        <EndDate>2027-10-18</EndDate>
                        <Value>0.111111111111111</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2027-10-18</StartDate>
                        <EndDate>2028-10-17</EndDate>
                        <Value>0.0625</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2028-10-17</StartDate>
                        <EndDate>2029-10-17</EndDate>
                        <Value>0.111111111111111</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2029-10-17</StartDate>
                        <EndDate>2030-10-17</EndDate>
                        <Value>0.1</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2030-10-17</StartDate>
                        <EndDate>2031-10-20</EndDate>
                        <Value>0.0555555555555556</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2031-10-20</StartDate>
                        <EndDate>2032-10-18</EndDate>
                        <Value>0.176470588235294</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2032-10-18</StartDate>
                        <EndDate>2033-10-17</EndDate>
                        <Value>0.107142857142857</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2033-10-17</StartDate>
                        <EndDate>2034-10-17</EndDate>
                        <Value>0.2</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2034-10-17</StartDate>
                        <EndDate>2035-10-18</EndDate>
                        <Value>0.2</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2035-10-18</StartDate>
                        <EndDate>2036-10-17</EndDate>
                        <Value>0.125</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2036-10-17</StartDate>
                        <EndDate>2037-10-17</EndDate>
                        <Value>0.428571428571429</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2037-10-17</StartDate>
                        <EndDate>2038-10-17</EndDate>
                        <Value>0.375</Value>
                    </AmortizationData>
                </Amortizations>
                <DayCounter>ACT/365</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <FixedLegData>
                    <Rates>
                        <Rate>0.04</Rate>
                    </Rates>
                </FixedLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-10-18</StartDate>
                        <EndDate>2038-10-17</EndDate>
                        <Tenor>1Y</Tenor>
                        <Calendar>UK</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <LegData>
                <LegType>Floating</LegType>
                <Payer>true</Payer>
                <Currency>GBP</Currency>
                <Notionals>
                    <Notional>3000000</Notional>
                </Notionals>
                <Amortizations>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2024-10-17</StartDate>
                        <EndDate>2025-10-17</EndDate>
                        <Value>0.0666666666666667</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2025-10-17</StartDate>
                        <EndDate>2026-10-17</EndDate>
                        <Value>0.0357142857142857</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2026-10-17</StartDate>
                        <EndDate>2027-10-18</EndDate>
                        <Value>0.111111111111111</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2027-10-18</StartDate>
                        <EndDate>2028-10-17</EndDate>
                        <Value>0.0625</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2028-10-17</StartDate>
                        <EndDate>2029-10-17</EndDate>
                        <Value>0.111111111111111</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2029-10-17</StartDate>
                        <EndDate>2030-10-17</EndDate>
                        <Value>0.1</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2030-10-17</StartDate>
                        <EndDate>2031-10-20</EndDate>
                        <Value>0.0555555555555556</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2031-10-20</StartDate>
                        <EndDate>2032-10-18</EndDate>
                        <Value>0.176470588235294</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2032-10-18</StartDate>
                        <EndDate>2033-10-17</EndDate>
                        <Value>0.107142857142857</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2033-10-17</StartDate>
                        <EndDate>2034-10-17</EndDate>
                        <Value>0.2</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2034-10-17</StartDate>
                        <EndDate>2035-10-18</EndDate>
                        <Value>0.2</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2035-10-18</StartDate>
                        <EndDate>2036-10-17</EndDate>
                        <Value>0.125</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2036-10-17</StartDate>
                        <EndDate>2037-10-17</EndDate>
                        <Value>0.428571428571429</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2037-10-17</StartDate>
                        <EndDate>2038-10-17</EndDate>
                        <Value>0.375</Value>
                    </AmortizationData>
                </Amortizations>
                <DayCounter>ACT/365</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-10-18</StartDate>
                        <EndDate>2038-10-17</EndDate>
                        <Tenor>1Y</Tenor>
                        <Calendar>UK</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
                <FloatingLegData>
                    <Index>GBP-LIBOR-6M</Index>
                    <Spreads>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                    </Spreads>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>0</FixingDays>
                </FloatingLegData>
            </LegData>
        </SwapData>
    </Trade>


    <Trade id="swap_amortising_Amort2_1stAccretedNotional">
        <TradeType>Swap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <SwapData>
            <LegData>
                <LegType>Fixed</LegType>
                <Payer>false</Payer>
                <Currency>GBP</Currency>
                <Notionals>
                    <Notional>3000000</Notional>
                    <Notional>3100000</Notional>
                </Notionals>
                <Amortizations>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2025-10-17</StartDate>
                        <EndDate>2026-10-17</EndDate>
                        <Value>0.0357142857142857</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2026-10-17</StartDate>
                        <EndDate>2027-10-18</EndDate>
                        <Value>0.111111111111111</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2027-10-18</StartDate>
                        <EndDate>2028-10-17</EndDate>
                        <Value>0.0625</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2028-10-17</StartDate>
                        <EndDate>2029-10-17</EndDate>
                        <Value>0.111111111111111</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2029-10-17</StartDate>
                        <EndDate>2030-10-17</EndDate>
                        <Value>0.1</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2030-10-17</StartDate>
                        <EndDate>2031-10-20</EndDate>
                        <Value>0.0555555555555556</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2031-10-20</StartDate>
                        <EndDate>2032-10-18</EndDate>
                        <Value>0.176470588235294</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2032-10-18</StartDate>
                        <EndDate>2033-10-17</EndDate>
                        <Value>0.107142857142857</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2033-10-17</StartDate>
                        <EndDate>2034-10-17</EndDate>
                        <Value>0.2</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2034-10-17</StartDate>
                        <EndDate>2035-10-18</EndDate>
                        <Value>0.2</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2035-10-18</StartDate>
                        <EndDate>2036-10-17</EndDate>
                        <Value>0.125</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2036-10-17</StartDate>
                        <EndDate>2037-10-17</EndDate>
                        <Value>0.428571428571429</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2037-10-17</StartDate>
                        <EndDate>2038-10-17</EndDate>
                        <Value>0.375</Value>
                    </AmortizationData>
                </Amortizations>
                <DayCounter>ACT/365</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <FixedLegData>
                    <Rates>
                        <Rate>0.04</Rate>
                    </Rates>
                </FixedLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-10-18</StartDate>
                        <EndDate>2038-10-17</EndDate>
                        <Tenor>1Y</Tenor>
                        <Calendar>UK</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <LegData>
                <LegType>Floating</LegType>
                <Payer>true</Payer>
                <Currency>GBP</Currency>
                <Notionals>
                    <Notional>3000000</Notional>
                    <Notional>3100000</Notional>
                </Notionals>
                <Amortizations>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2025-10-17</StartDate>
                        <EndDate>2026-10-17</EndDate>
                        <Value>0.0357142857142857</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2026-10-17</StartDate>
                        <EndDate>2027-10-18</EndDate>
                        <Value>0.111111111111111</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2027-10-18</StartDate>
                        <EndDate>2028-10-17</EndDate>
                        <Value>0.0625</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2028-10-17</StartDate>
                        <EndDate>2029-10-17</EndDate>
                        <Value>0.111111111111111</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2029-10-17</StartDate>
                        <EndDate>2030-10-17</EndDate>
                        <Value>0.1</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2030-10-17</StartDate>
                        <EndDate>2031-10-20</EndDate>
                        <Value>0.0555555555555556</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2031-10-20</StartDate>
                        <EndDate>2032-10-18</EndDate>
                        <Value>0.176470588235294</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2032-10-18</StartDate>
                        <EndDate>2033-10-17</EndDate>
                        <Value>0.107142857142857</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2033-10-17</StartDate>
                        <EndDate>2034-10-17</EndDate>
                        <Value>0.2</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2034-10-17</StartDate>
                        <EndDate>2035-10-18</EndDate>
                        <Value>0.2</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2035-10-18</StartDate>
                        <EndDate>2036-10-17</EndDate>
                        <Value>0.125</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2036-10-17</StartDate>
                        <EndDate>2037-10-17</EndDate>
                        <Value>0.428571428571429</Value>
                    </AmortizationData>
                    <AmortizationData>
                        <Type>RelativeToPreviousNotional</Type>
                        <StartDate>2037-10-17</StartDate>
                        <EndDate>2038-10-17</EndDate>
                        <Value>0.375</Value>
                    </AmortizationData>
                </Amortizations>
                <DayCounter>ACT/365</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-10-18</StartDate>
                        <EndDate>2038-10-17</EndDate>
                        <Tenor>1Y</Tenor>
                        <Calendar>UK</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
                <FloatingLegData>
                    <Index>GBP-LIBOR-6M</Index>
                    <Spreads>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                    </Spreads>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>0</FixingDays>
                </FloatingLegData>
            </LegData>
        </SwapData>
    </Trade>


    <Trade id="swap_amortising_notionals">
        <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>Fixed</LegType>
                <Payer>false</Payer>
                <Currency>GBP</Currency>
                <Notionals>
                    <Notional>3000000</Notional>
                    <Notional>2800000</Notional>
                    <Notional>2600000</Notional>
                    <Notional>2400000</Notional>
                    <Notional>2200000</Notional>
                    <Notional>2000000</Notional>
                    <Notional>1800000</Notional>
                    <Notional>1600000</Notional>
                    <Notional>1400000</Notional>
                    <Notional>1200000</Notional>
                    <Notional>1000000</Notional>
                    <Notional>800000</Notional>
                    <Notional>600000</Notional>
                    <Notional>400000</Notional>
                    <Notional>200000</Notional>
                </Notionals>
                <DayCounter>ACT/365</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <FixedLegData>
                    <Rates>
                        <Rate>0.04</Rate>
                    </Rates>
                </FixedLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-10-18</StartDate>
                        <EndDate>2038-10-17</EndDate>
                        <Tenor>1Y</Tenor>
                        <Calendar>UK</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <LegData>
                <LegType>Floating</LegType>
                <Payer>true</Payer>
                <Currency>GBP</Currency>
                <Notionals>
                    <Notional>3000000</Notional>
                    <Notional>3000000</Notional>
                    <Notional>2800000</Notional>
                    <Notional>2800000</Notional>
                    <Notional>2600000</Notional>
                    <Notional>2600000</Notional>
                    <Notional>2400000</Notional>
                    <Notional>2400000</Notional>
                    <Notional>2200000</Notional>
                    <Notional>2200000</Notional>
                    <Notional>2000000</Notional>
                    <Notional>2000000</Notional>
                    <Notional>1800000</Notional>
                    <Notional>1800000</Notional>
                    <Notional>1600000</Notional>
                    <Notional>1600000</Notional>
                    <Notional>1400000</Notional>
                    <Notional>1400000</Notional>
                    <Notional>1200000</Notional>
                    <Notional>1200000</Notional>
                    <Notional>1000000</Notional>
                    <Notional>1000000</Notional>
                    <Notional>800000</Notional>
                    <Notional>800000</Notional>
                    <Notional>600000</Notional>
                    <Notional>600000</Notional>
                    <Notional>400000</Notional>
                    <Notional>400000</Notional>
                    <Notional>200000</Notional>
                    <Notional>200000</Notional>
                </Notionals>
                <DayCounter>ACT/365</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-10-18</StartDate>
                        <EndDate>2038-10-17</EndDate>
                        <Tenor>6M</Tenor>
                        <Calendar>UK</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
                <FloatingLegData>
                    <Index>GBP-LIBOR-6M</Index>
                    <Spreads>
                        <Spread>0.004</Spread>
                        <Spread>0.004</Spread>
                        <Spread>0.004</Spread>
                        <Spread>0.004</Spread>
                        <Spread>0.004</Spread>
                        <Spread>0.004</Spread>
                        <Spread>0.004</Spread>
                        <Spread>0.004</Spread>
                        <Spread>0.004</Spread>
                        <Spread>0.004</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                    </Spreads>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>0</FixingDays>
                </FloatingLegData>
            </LegData>
        </SwapData>
    </Trade>


    <Trade id="BmaBasisSwap_10y">
        <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>Floating</LegType>
                <Payer>true</Payer>
                <Currency>USD</Currency>
                <Notionals>
                    <Notional>10000000.00</Notional>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <FloatingLegData>
                    <Index>USD-LIBOR-3M</Index>
                    <Spreads/>
                    <Gearings>
                        <Gearing>0.8</Gearing>
                    </Gearings>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>2</FixingDays>
                </FloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-01-30</StartDate>
                        <EndDate>2033-01-30</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>US with Libor impact</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Backward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <LegData>
                <LegType>Floating</LegType>
                <Payer>false</Payer>
                <Currency>USD</Currency>
                <Notionals>
                    <Notional>10000000.00</Notional>
                </Notionals>
                <DayCounter>ACT/ACT</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <FloatingLegData>
                    <Index>USD-SIFMA-1W</Index>
                    <Spreads/>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>1</FixingDays>
                </FloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-01-30</StartDate>
                        <EndDate>2033-01-30</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>US-NYSE</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Backward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </SwapData>
    </Trade>


    <Trade id="Swap_CMS">
        <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>Fixed</LegType>
                <Payer>false</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>10000000.000000</Notional>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <FixedLegData>
                    <Rates>
                        <Rate>0.021</Rate>
                    </Rates>
                </FixedLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-02-21</StartDate>
                        <EndDate>2043-02-21</EndDate>
                        <Tenor>1Y</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <LegData>
                <LegType>CMS</LegType>
                <Payer>true</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>10000000.000000</Notional>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <CMSLegData>
                    <Index>EUR-CMS-30Y</Index>
                    <Spreads>
                        <Spread>0.000000</Spread>
                    </Spreads>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>2</FixingDays>
                </CMSLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-02-21</StartDate>
                        <EndDate>2043-02-21</EndDate>
                        <Tenor>6M</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </SwapData>
    </Trade>


    <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>


    <Trade id="IR_Swap_CNY-REPOFIX">
        <TradeType>Swap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <SwapData>
            <LegData>
                <LegType>Fixed</LegType>
                <Payer>false</Payer>
                <Currency>CNY</Currency>
                <Notionals>
                    <Notional>10000000</Notional>
                </Notionals>
                <DayCounter>A365F</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <FixedLegData>
                    <Rates>
                        <Rate>0.0338</Rate>
                    </Rates>
                </FixedLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2028-01-25</StartDate>
                        <EndDate>2033-01-24</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>CN-IB</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <LegData>
                <LegType>Floating</LegType>
                <Payer>true</Payer>
                <Currency>CNY</Currency>
                <Notionals>
                    <Notional>10000000</Notional>
                </Notionals>
                <DayCounter>A365F</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <FloatingLegData>
                    <Index>CNY-REPOFIX-7D</Index>
                    <Spreads>
                        <Spread>0.000000</Spread>
                    </Spreads>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>1</FixingDays>
                    <IsAveraged>false</IsAveraged>
                    <HasSubPeriods>true</HasSubPeriods>
                    <IncludeSpread>true</IncludeSpread>
                </FloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2028-01-25</StartDate>
                        <EndDate>2033-01-24</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>CN-IB</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </SwapData>
    </Trade>


    <Trade id="Capped_swap_amortising">
        <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>Fixed</LegType>
                <Payer>false</Payer>
                <Currency>GBP</Currency>
                <Notionals>
                    <Notional>3000000</Notional>
                    <Notional>2800000</Notional>
                    <Notional>2600000</Notional>
                    <Notional>2400000</Notional>
                    <Notional>2200000</Notional>
                    <Notional>2000000</Notional>
                    <Notional>1800000</Notional>
                    <Notional>1600000</Notional>
                    <Notional>1400000</Notional>
                    <Notional>1200000</Notional>
                    <Notional>1000000</Notional>
                    <Notional>800000</Notional>
                    <Notional>600000</Notional>
                    <Notional>400000</Notional>
                    <Notional>200000</Notional>
                </Notionals>
                <DayCounter>ACT/365</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <FixedLegData>
                    <Rates>
                        <Rate>0.04</Rate>
                    </Rates>
                </FixedLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-01-15</StartDate>
                        <EndDate>2038-01-14</EndDate>
                        <Tenor>1Y</Tenor>
                        <Calendar>UK</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <LegData>
                <LegType>Floating</LegType>
                <Payer>true</Payer>
                <Currency>GBP</Currency>
                <Notionals>
                    <Notional>3000000</Notional>
                    <Notional>3000000</Notional>
                    <Notional>2800000</Notional>
                    <Notional>2800000</Notional>
                    <Notional>2600000</Notional>
                    <Notional>2600000</Notional>
                    <Notional>2400000</Notional>
                    <Notional>2400000</Notional>
                    <Notional>2200000</Notional>
                    <Notional>2200000</Notional>
                    <Notional>2000000</Notional>
                    <Notional>2000000</Notional>
                    <Notional>1800000</Notional>
                    <Notional>1800000</Notional>
                    <Notional>1600000</Notional>
                    <Notional>1600000</Notional>
                    <Notional>1400000</Notional>
                    <Notional>1400000</Notional>
                    <Notional>1200000</Notional>
                    <Notional>1200000</Notional>
                    <Notional>1000000</Notional>
                    <Notional>1000000</Notional>
                    <Notional>800000</Notional>
                    <Notional>800000</Notional>
                    <Notional>600000</Notional>
                    <Notional>600000</Notional>
                    <Notional>400000</Notional>
                    <Notional>400000</Notional>
                    <Notional>200000</Notional>
                    <Notional>200000</Notional>
                </Notionals>
                <DayCounter>ACT/365</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-01-15</StartDate>
                        <EndDate>2038-01-14</EndDate>
                        <Tenor>6M</Tenor>
                        <Calendar>UK</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
                <FloatingLegData>
                    <Index>GBP-LIBOR-6M</Index>
                    <Spreads>
                        <Spread>0.004</Spread>
                        <Spread>0.004</Spread>
                        <Spread>0.004</Spread>
                        <Spread>0.004</Spread>
                        <Spread>0.004</Spread>
                        <Spread>0.004</Spread>
                        <Spread>0.004</Spread>
                        <Spread>0.004</Spread>
                        <Spread>0.004</Spread>
                        <Spread>0.004</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.005</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                        <Spread>0.006</Spread>
                    </Spreads>
                    <Gearings>
                        <Gearing>1.5</Gearing>
                        <Gearing>1.5</Gearing>
                        <Gearing>1.5</Gearing>
                        <Gearing>1.5</Gearing>
                        <Gearing>1.5</Gearing>
                        <Gearing>1.5</Gearing>
                        <Gearing>1.5</Gearing>
                        <Gearing>1.5</Gearing>
                        <Gearing>1.5</Gearing>
                        <Gearing>1.5</Gearing>
                        <Gearing>1.5</Gearing>
                        <Gearing>1.5</Gearing>
                        <Gearing>1.5</Gearing>
                        <Gearing>1.5</Gearing>
                        <Gearing>1.5</Gearing>
                        <Gearing>2</Gearing>
                        <Gearing>2</Gearing>
                        <Gearing>2</Gearing>
                        <Gearing>2</Gearing>
                        <Gearing>2</Gearing>
                        <Gearing>2</Gearing>
                        <Gearing>2</Gearing>
                        <Gearing>2</Gearing>
                        <Gearing>2</Gearing>
                        <Gearing>2</Gearing>
                        <Gearing>2</Gearing>
                        <Gearing>2</Gearing>
                        <Gearing>2</Gearing>
                        <Gearing>2</Gearing>
                        <Gearing>2</Gearing>
                    </Gearings>
                    <Caps>
                        <Cap>0.025</Cap>
                        <Cap>0.025</Cap>
                        <Cap>0.025</Cap>
                        <Cap>0.025</Cap>
                        <Cap>0.025</Cap>
                        <Cap>0.025</Cap>
                        <Cap>0.025</Cap>
                        <Cap>0.025</Cap>
                        <Cap>0.025</Cap>
                        <Cap>0.025</Cap>
                        <Cap>0.030</Cap>
                        <Cap>0.030</Cap>
                        <Cap>0.030</Cap>
                        <Cap>0.030</Cap>
                        <Cap>0.030</Cap>
                        <Cap>0.030</Cap>
                        <Cap>0.030</Cap>
                        <Cap>0.030</Cap>
                        <Cap>0.030</Cap>
                        <Cap>0.030</Cap>
                        <Cap>0.045</Cap>
                        <Cap>0.045</Cap>
                        <Cap>0.045</Cap>
                        <Cap>0.045</Cap>
                        <Cap>0.045</Cap>
                        <Cap>0.045</Cap>
                        <Cap>0.045</Cap>
                        <Cap>0.045</Cap>
                        <Cap>0.045</Cap>
                        <Cap>0.045</Cap>
                    </Caps>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>0</FixingDays>
                </FloatingLegData>
            </LegData>
        </SwapData>
    </Trade>


  <Trade id="Swap_Euribor">
    <TradeType>Swap</TradeType>
    <Envelope>
      <CounterParty>CPTY</CounterParty>
      <NettingSetId>CS</NettingSetId>
      <AdditionalFields>
        <party_id>party</party_id>
        <valuation_date>2025-02-10</valuation_date>
      </AdditionalFields>
    </Envelope>
    <SwapData>
      <LegData>
        <LegType>Fixed</LegType>
        <Payer>false</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>10000000.000000</Notional>
        </Notionals>
        <DayCounter>30/360</DayCounter>
        <PaymentConvention>F</PaymentConvention>
        <FixedLegData>
          <Rates>
            <Rate>0.009851</Rate>
          </Rates>
        </FixedLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2023-06-30</StartDate>
            <EndDate>2033-06-30</EndDate>
            <Tenor>1Y</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>F</Convention>
            <TermConvention>F</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </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>0.000000</Spread>
          </Spreads>
          <IsInArrears>false</IsInArrears>
          <FixingDays>2</FixingDays>
          <HistoricalFixings>
            <Fixing fixingDate="2024-12-24">0.02562</Fixing>
          </HistoricalFixings>
        </FloatingLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2023-06-30</StartDate>
            <EndDate>2033-06-30</EndDate>
            <Tenor>6M</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>MF</Convention>
            <TermConvention>MF</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
    </SwapData>
  </Trade>
  <Trade id="Swap_OIS">
    <TradeType>Swap</TradeType>
    <Envelope>
      <CounterParty>CPTY_A</CounterParty>
      <NettingSetId>CPTY_A</NettingSetId>
      <AdditionalFields/>
    </Envelope>
    <SwapData>
      <LegData>
        <LegType>Fixed</LegType>
        <Payer>false</Payer>
        <Currency>EUR</Currency>
        <Notionals>
          <Notional>10000000.000000</Notional>
        </Notionals>
        <DayCounter>30/360</DayCounter>
        <PaymentConvention>F</PaymentConvention>
        <FixedLegData>
          <Rates>
            <Rate>0.009851</Rate>
          </Rates>
        </FixedLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2023-06-30</StartDate>
            <EndDate>2033-06-30</EndDate>
            <Tenor>1Y</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>F</Convention>
            <TermConvention>F</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </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-ESTER</Index>
          <Spreads>
            <Spread>0.000000</Spread>
          </Spreads>
          <HistoricalFixings>
            <Fixing fixingDate="2025-01-30">0.02923</Fixing>
            <Fixing fixingDate="2025-01-31">0.02923</Fixing>
            <Fixing fixingDate="2025-02-03">0.02918</Fixing>            
            <Fixing fixingDate="2025-02-04">0.02918</Fixing>            
            <Fixing fixingDate="2025-02-05">0.02666</Fixing>            
            <Fixing fixingDate="2025-02-06">0.02666</Fixing>            
            <Fixing fixingDate="2025-02-07">0.02665</Fixing>            
          </HistoricalFixings>
        </FloatingLegData>
        <ScheduleData>
          <Rules>
            <StartDate>2023-06-30</StartDate>
            <EndDate>2033-06-30</EndDate>
            <Tenor>1M</Tenor>
            <Calendar>TARGET</Calendar>
            <Convention>MF</Convention>
            <TermConvention>MF</TermConvention>
            <Rule>Forward</Rule>
            <EndOfMonth/>
            <FirstDate/>
            <LastDate/>
          </Rules>
        </ScheduleData>
      </LegData>
    </SwapData>
  </Trade>


    <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>


    <Trade id="ND_CLP_Settled_In_USD_nonXCCY">
        <TradeType>Swap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <SwapData>
            <Settlement>Cash</Settlement>
            <LegData>
                <LegType>Fixed</LegType>
                <Payer>false</Payer>
                <!--<Currency>CLP</Currency>-->
                <Currency>USD</Currency>
                <!-- Payment currency is USD rather than CLP -->
                <Notionals>
                    <Notional>851000000</Notional>
                    <!-- in CLP -->
                </Notionals>
                <Indexings>
                    <Indexing>
                        <Index>FX-TR20H-CLP-USD</Index>
                        <!-- to convert CLP flows into USD -->
                        <InitialFixing>0.0012</InitialFixing>
                        <FixingConvention>P</FixingConvention>
                        <IsInArrears>false</IsInArrears>
                    </Indexing>
                </Indexings>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <FixedLegData>
                    <Rates>
                        <Rate>0.030200</Rate>
                    </Rates>
                </FixedLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2027-04-04</StartDate>
                        <EndDate>2037-04-03</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>US</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <LegData>
                <LegType>Floating</LegType>
                <Payer>true</Payer>
                <!--<Currency>CLP</Currency>-->
                <Currency>USD</Currency>
                <!-- Payment currency is USD rather than CLP -->
                <Notionals>
                    <Notional>851000000</Notional>
                    <!-- in CLP -->
                </Notionals>
                <Indexings>
                    <Indexing>
                        <Index>FX-TR20H-CLP-USD</Index>
                        <!-- to convert CLP flows into USD -->
                        <InitialFixing>0.0012</InitialFixing>
                        <FixingConvention>P</FixingConvention>
                        <IsInArrears>false</IsInArrears>
                    </Indexing>
                </Indexings>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <FloatingLegData>
                    <Index>CLP-CAMARA</Index>
                    <Spreads>
                        <Spread>0.015</Spread>
                    </Spreads>
                    <IsInArrears>false</IsInArrears>
                    <IncludeSpread>true</IncludeSpread>
                </FloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2027-04-04</StartDate>
                        <EndDate>2037-04-03</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>US</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </SwapData>
    </Trade>


    <Trade id="Swap_20y">
        <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>Fixed</LegType>
                <Payer>false</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>10000000.000000</Notional>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <FixedLegData>
                    <Rates>
                        <Rate>0.021</Rate>
                    </Rates>
                </FixedLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-02-21</StartDate>
                        <EndDate>2043-02-21</EndDate>
                        <Tenor>1Y</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>MF</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>0.000000</Spread>
                    </Spreads>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>2</FixingDays>
                </FloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-02-21</StartDate>
                        <EndDate>2043-02-21</EndDate>
                        <Tenor>6M</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </SwapData>
    </Trade>


    <Trade id="Zero_fixed_with_zerocouponleg">
        <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>ZeroCouponFixed</LegType>
                <Payer>false</Payer>
                <Currency>USD</Currency>
                <Notionals>
                    <Notional>184500.0000</Notional>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <ScheduleData>
                    <Rules>
                        <StartDate>2027-01-05</StartDate>
                        <EndDate>2027-07-06</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>USD</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Zero</Rule>
                    </Rules>
                </ScheduleData>
                <ZeroCouponFixedLegData>
                    <Rates>
                        <Rate>0.016500</Rate>
                    </Rates>
                    <Compounding>Compounded</Compounding>
                </ZeroCouponFixedLegData>
            </LegData>
        </SwapData>
    </Trade>


    <Trade id="Zero_with_dates">
        <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>Floating</LegType>
                <Payer>false</Payer>
                <Currency>USD</Currency>
                <Notionals>
                    <Notional>184500.0000</Notional>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <ScheduleData>
                    <Dates>
                        <Calendar>USD</Calendar>
                        <Convention>MF</Convention>
                        <Dates>
                            <Date>2024-12-13</Date>
                            <Date>2025-06-13</Date>
                        </Dates>
                    </Dates>
                </ScheduleData>
                <FloatingLegData>
                    <Index>USD-LIBOR-3M</Index>
                    <IsAveraged>false</IsAveraged>
                    <HasSubPeriods>true</HasSubPeriods>
                    <IncludeSpread>true</IncludeSpread>
                    <Spreads>
                        <Spread>0.006500</Spread>
                    </Spreads>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>2</FixingDays>
                </FloatingLegData>
            </LegData>
        </SwapData>
    </Trade>
    <Trade id="Zero_with_rule_zero">
        <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>Floating</LegType>
                <Payer>false</Payer>
                <Currency>USD</Currency>
                <Notionals>
                    <Notional>184500.0000</Notional>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <ScheduleData>
                    <Rules>
                        <StartDate>2024-12-13</StartDate>
                        <EndDate>2025-06-13</EndDate>
                        <Tenor>3M</Tenor>
                        <Calendar>USD</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Zero</Rule>
                    </Rules>
                </ScheduleData>
                <FloatingLegData>
                    <Index>USD-LIBOR-3M</Index>
                    <IsAveraged>false</IsAveraged>
                    <HasSubPeriods>true</HasSubPeriods>
                    <IncludeSpread>true</IncludeSpread>
                    <Spreads>
                        <Spread>0.006500</Spread>
                    </Spreads>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>2</FixingDays>
                </FloatingLegData>
            </LegData>
        </SwapData>
    </Trade>
    <Trade id="Zero_with_rule_tenor_0D">
        <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>Floating</LegType>
                <Payer>false</Payer>
                <Currency>USD</Currency>
                <Notionals>
                    <Notional>184500.0000</Notional>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <ScheduleData>
                    <Rules>
                        <StartDate>2024-12-13</StartDate>
                        <EndDate>2025-06-13</EndDate>
                        <Tenor>0D</Tenor>
                        <Calendar>USD</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
                <FloatingLegData>
                    <Index>USD-LIBOR-3M</Index>
                    <IsAveraged>false</IsAveraged>
                    <HasSubPeriods>true</HasSubPeriods>
                    <IncludeSpread>true</IncludeSpread>
                    <Spreads>
                        <Spread>0.006500</Spread>
                    </Spreads>
                    <IsInArrears>false</IsInArrears>
                    <FixingDays>2</FixingDays>
                </FloatingLegData>
            </LegData>
        </SwapData>
    </Trade>


    <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>


    <Trade id="SwaptionCashPremium">
        <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>Long</LongShort>
                <Style>European</Style>
                <Settlement>Cash</Settlement>
                <ExerciseDates>
                    <ExerciseDate>2033-02-20</ExerciseDate>
                </ExerciseDates>
                <Premiums>
                    <Premium>
                        <Amount>1090000</Amount>
                        <Currency>EUR</Currency>
                        <PayDate>2033-02-20</PayDate>
                    </Premium>
                </Premiums>
            </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>2033-02-20</StartDate>
                        <EndDate>2043-02-21</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>0.02</Rate>
                    </Rates>
                </FixedLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2033-02-20</StartDate>
                        <EndDate>2043-02-21</EndDate>
                        <Tenor>1Y</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>Following</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
        </SwaptionData>
    </Trade>


    <Trade id="CPI_Cap">
        <TradeType>CapFloor</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <CapFloorData>
            <LongShort>Long</LongShort>
            <LegData>
                <LegType>CPI</LegType>
                <Payer>false</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>10000000</Notional>
                    <Exchanges>
                        <NotionalFinalExchange>true</NotionalFinalExchange>
                    </Exchanges>
                </Notionals>
                <DayCounter>ACT/ACT</DayCounter>
                <PaymentConvention>Following</PaymentConvention>
                <ScheduleData>
                    <Dates>
                        <Calendar>EUR</Calendar>
                        <Dates>
                            <Date>2043-02-03</Date>
                        </Dates>
                    </Dates>
                </ScheduleData>
                <CPILegData>
                    <Index>EUHICPXT</Index>
                    <Rates>
                        <Rate>1</Rate>
                    </Rates>
                    <BaseCPI>100</BaseCPI>
                    <StartDate>2023-02-03</StartDate>
                    <ObservationLag>3M</ObservationLag>
                    <Interpolation>Linear</Interpolation>
                    <SubtractInflationNotional>true</SubtractInflationNotional>
                </CPILegData>
            </LegData>
            <Caps>
                <Cap>0.03</Cap>
            </Caps>
        </CapFloorData>
    </Trade>


    <Trade id="CPI_Cap_Leg">
        <TradeType>CapFloor</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <CapFloorData>
            <LongShort>Long</LongShort>
            <LegData>
                <LegType>CPI</LegType>
                <Payer>false</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>10000000</Notional>
                    <Exchanges>
                        <NotionalFinalExchange>true</NotionalFinalExchange>
                    </Exchanges>
                </Notionals>
                <DayCounter>ACT/ACT</DayCounter>
                <PaymentConvention>Following</PaymentConvention>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-02-03</StartDate>
                        <EndDate>2043-02-03</EndDate>
                        <Tenor>1Y</Tenor>
                        <Calendar>EUR</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
                <CPILegData>
                    <Index>EUHICPXT</Index>
                    <Rates>
                        <Rate>0.02</Rate>
                    </Rates>
                    <BaseCPI>100</BaseCPI>
                    <StartDate>2023-02-03</StartDate>
                    <ObservationLag>3M</ObservationLag>
                    <Interpolation>Linear</Interpolation>
                    <SubtractInflationNotional>true</SubtractInflationNotional>
                </CPILegData>
            </LegData>
            <Caps>
                <Cap>0.03</Cap>
            </Caps>
        </CapFloorData>
    </Trade>


    <Trade id="CPI_Floor">
        <TradeType>CapFloor</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <CapFloorData>
            <LongShort>Short</LongShort>
            <LegData>
                <LegType>CPI</LegType>
                <Payer>false</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>10000000</Notional>
                    <Exchanges>
                        <NotionalFinalExchange>true</NotionalFinalExchange>
                    </Exchanges>
                </Notionals>
                <DayCounter>ACT/ACT</DayCounter>
                <PaymentConvention>Following</PaymentConvention>
                <ScheduleData>
                    <Dates>
                        <Calendar>EUR</Calendar>
                        <Dates>
                            <Date>2043-02-03</Date>
                        </Dates>
                    </Dates>
                </ScheduleData>
                <CPILegData>
                    <Index>EUHICPXT</Index>
                    <Rates>
                        <Rate>1</Rate>
                    </Rates>
                    <BaseCPI>100</BaseCPI>
                    <StartDate>2023-02-03</StartDate>
                    <ObservationLag>3M</ObservationLag>
                    <Interpolation>AsIndex</Interpolation>
                    <SubtractInflationNotional>true</SubtractInflationNotional>
                </CPILegData>
            </LegData>
            <Floors>
                <Floor>0.00</Floor>
            </Floors>
        </CapFloorData>
    </Trade>


    <Trade id="CPI_Swap_using_InflationSwap">
        <TradeType>InflationSwap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <InflationSwapData>
            <LegData>
                <LegType>Floating</LegType>
                <Payer>true</Payer>
                <Currency>GBP</Currency>
                <Notionals>
                    <Notional>10000000</Notional>
                </Notionals>
                <DayCounter>ACT/ACT</DayCounter>
                <PaymentConvention>ModifiedFollowing</PaymentConvention>
                <FloatingLegData>
                    <Index>GBP-LIBOR-6M</Index>
                    <Spreads>
                        <Spread>0.0</Spread>
                    </Spreads>
                    <IsInArrears>false</IsInArrears>
                </FloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-07-10</StartDate>
                        <EndDate>2028-07-09</EndDate>
                        <Tenor>6M</Tenor>
                        <Calendar>UK</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <LegData>
                <LegType>CPI</LegType>
                <Payer>false</Payer>
                <Currency>GBP</Currency>
                <Notionals>
                    <Notional>10000000</Notional>
                    <Exchanges>
                        <NotionalInitialExchange>false</NotionalInitialExchange>
                        <NotionalFinalExchange>true</NotionalFinalExchange>
                    </Exchanges>
                </Notionals>
                <DayCounter>ACT/ACT</DayCounter>
                <PaymentConvention>Following</PaymentConvention>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-07-10</StartDate>
                        <EndDate>2028-07-09</EndDate>
                        <Tenor>1Y</Tenor>
                        <Calendar>UK</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
                <CPILegData>
                    <Index>UKRPI</Index>
                    <Rates>
                        <Rate>0.02</Rate>
                    </Rates>
                    <BaseCPI>210</BaseCPI>
                    <StartDate>2023-07-10</StartDate>
                    <ObservationLag>2M</ObservationLag>
                    <Interpolation>Linear</Interpolation>
                </CPILegData>
            </LegData>
        </InflationSwapData>
    </Trade>
    <Trade id="CPI_Swap_using_Swap">
        <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>Floating</LegType>
                <Payer>true</Payer>
                <Currency>GBP</Currency>
                <Notionals>
                    <Notional>10000000</Notional>
                </Notionals>
                <DayCounter>ACT/ACT</DayCounter>
                <PaymentConvention>ModifiedFollowing</PaymentConvention>
                <FloatingLegData>
                    <Index>GBP-LIBOR-6M</Index>
                    <Spreads>
                        <Spread>0.0</Spread>
                    </Spreads>
                    <IsInArrears>false</IsInArrears>
                </FloatingLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-07-10</StartDate>
                        <EndDate>2028-07-09</EndDate>
                        <Tenor>6M</Tenor>
                        <Calendar>UK</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <LegData>
                <LegType>CPI</LegType>
                <Payer>false</Payer>
                <Currency>GBP</Currency>
                <Notionals>
                    <Notional>10000000</Notional>
                    <Exchanges>
                        <NotionalInitialExchange>false</NotionalInitialExchange>
                        <NotionalFinalExchange>true</NotionalFinalExchange>
                    </Exchanges>
                </Notionals>
                <DayCounter>ACT/ACT</DayCounter>
                <PaymentConvention>Following</PaymentConvention>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-07-10</StartDate>
                        <EndDate>2028-07-09</EndDate>
                        <Tenor>1Y</Tenor>
                        <Calendar>UK</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
                <CPILegData>
                    <Index>UKRPI</Index>
                    <Rates>
                        <Rate>0.02</Rate>
                    </Rates>
                    <BaseCPI>210</BaseCPI>
                    <StartDate>2023-07-10</StartDate>
                    <ObservationLag>2M</ObservationLag>
                    <Interpolation>Linear</Interpolation>
                </CPILegData>
            </LegData>
        </SwapData>
    </Trade>


    <Trade id="CPI_Swap_ZC_using_InflationSwap">
        <TradeType>InflationSwap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <InflationSwapData>
            <LegData>
                <LegType>ZeroCouponFixed</LegType>
                <Payer>true</Payer>
                <Currency>GBP</Currency>
                <Notionals>
                    <Notional>184500.0000</Notional>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <ScheduleData>
                    <Rules>
                        <StartDate>2027-01-05</StartDate>
                        <EndDate>2032-09-06</EndDate>
                        <Tenor>0D</Tenor>
                        <Calendar>GBP</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Zero</Rule>
                    </Rules>
                </ScheduleData>
                <ZeroCouponFixedLegData>
                    <Rates>
                        <Rate>0.016500</Rate>
                    </Rates>
                    <Compounding>Compounded</Compounding>
                </ZeroCouponFixedLegData>
            </LegData>
            <LegData>
                <LegType>CPI</LegType>
                <Payer>false</Payer>
                <Currency>GBP</Currency>
                <Notionals>
                    <Notional>184500</Notional>
                    <Exchanges>
                        <NotionalFinalExchange>true</NotionalFinalExchange>
                    </Exchanges>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>F</PaymentConvention>
                <ScheduleData>
                    <Dates>
                        <Calendar>GBP</Calendar>
                        <Dates>
                            <Date>2032-09-06</Date>
                        </Dates>
                    </Dates>
                </ScheduleData>
                <CPILegData>
                    <Index>UKRPI</Index>
                    <Rates>
                        <Rate>0</Rate>
                    </Rates>
                    <BaseCPI>114.4</BaseCPI>
                    <StartDate>2027-01-05</StartDate>
                    <ObservationLag>3M</ObservationLag>
                    <Interpolation>Linear</Interpolation>
                    <SubtractInflationNotional>true</SubtractInflationNotional>
                </CPILegData>
            </LegData>
        </InflationSwapData>
    </Trade>
    <Trade id="CPI_Swap_ZC_using_Swap">
        <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>ZeroCouponFixed</LegType>
                <Payer>true</Payer>
                <Currency>GBP</Currency>
                <Notionals>
                    <Notional>184500.0000</Notional>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>MF</PaymentConvention>
                <ScheduleData>
                    <Rules>
                        <StartDate>2027-01-05</StartDate>
                        <EndDate>2032-09-06</EndDate>
                        <Tenor>0D</Tenor>
                        <Calendar>GBP</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Zero</Rule>
                    </Rules>
                </ScheduleData>
                <ZeroCouponFixedLegData>
                    <Rates>
                        <Rate>0.016500</Rate>
                    </Rates>
                    <Compounding>Compounded</Compounding>
                </ZeroCouponFixedLegData>
            </LegData>
            <LegData>
                <LegType>CPI</LegType>
                <Payer>false</Payer>
                <Currency>GBP</Currency>
                <Notionals>
                    <Notional>184500</Notional>
                    <Exchanges>
                        <NotionalFinalExchange>true</NotionalFinalExchange>
                    </Exchanges>
                </Notionals>
                <DayCounter>A360</DayCounter>
                <PaymentConvention>F</PaymentConvention>
                <ScheduleData>
                    <Dates>
                        <Calendar>GBP</Calendar>
                        <Dates>
                            <Date>2032-09-06</Date>
                        </Dates>
                    </Dates>
                </ScheduleData>
                <CPILegData>
                    <Index>UKRPI</Index>
                    <Rates>
                        <Rate>0</Rate>
                    </Rates>
                    <BaseCPI>114.4</BaseCPI>
                    <StartDate>2027-01-05</StartDate>
                    <ObservationLag>3M</ObservationLag>
                    <Interpolation>Linear</Interpolation>
                    <SubtractInflationNotional>true</SubtractInflationNotional>
                </CPILegData>
            </LegData>
        </SwapData>
    </Trade>


    <Trade id="CPI_Swap_with_fixed_non_inflation_leg_using_InflationSwap">
        <TradeType>InflationSwap</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <party_id>party</party_id>
                <valuation_date>2025-02-10</valuation_date>
            </AdditionalFields>
        </Envelope>
        <InflationSwapData>
            <LegData>
                <LegType>Fixed</LegType>
                <Payer>true</Payer>
                <Currency>GBP</Currency>
                <Notionals>
                    <Notional>10000000</Notional>
                </Notionals>
                <DayCounter>ACT/ACT</DayCounter>
                <PaymentConvention>ModifiedFollowing</PaymentConvention>
                <FixedLegData>
                    <Rates>
                        <Rate>0.02</Rate>
                    </Rates>
                </FixedLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-07-10</StartDate>
                        <EndDate>2028-07-09</EndDate>
                        <Tenor>6M</Tenor>
                        <Calendar>UK</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <LegData>
                <LegType>CPI</LegType>
                <Payer>false</Payer>
                <Currency>GBP</Currency>
                <Notionals>
                    <Notional>10000000</Notional>
                    <Exchanges>
                        <NotionalInitialExchange>false</NotionalInitialExchange>
                        <NotionalFinalExchange>true</NotionalFinalExchange>
                    </Exchanges>
                </Notionals>
                <DayCounter>ACT/ACT</DayCounter>
                <PaymentConvention>Following</PaymentConvention>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-07-10</StartDate>
                        <EndDate>2028-07-09</EndDate>
                        <Tenor>1Y</Tenor>
                        <Calendar>UK</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
                <CPILegData>
                    <Index>UKRPI</Index>
                    <Rates>
                        <Rate>0.02</Rate>
                    </Rates>
                    <BaseCPI>210</BaseCPI>
                    <StartDate>2023-07-10</StartDate>
                    <ObservationLag>2M</ObservationLag>
                    <Interpolation>Linear</Interpolation>
                </CPILegData>
            </LegData>
        </InflationSwapData>
    </Trade>
    <Trade id="CPI_Swap_with_fixed_non_inflation_leg_using_Swap">
        <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>Fixed</LegType>
                <Payer>true</Payer>
                <Currency>GBP</Currency>
                <Notionals>
                    <Notional>10000000</Notional>
                </Notionals>
                <DayCounter>ACT/ACT</DayCounter>
                <PaymentConvention>ModifiedFollowing</PaymentConvention>
                <FixedLegData>
                    <Rates>
                        <Rate>0.02</Rate>
                    </Rates>
                </FixedLegData>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-07-10</StartDate>
                        <EndDate>2028-07-09</EndDate>
                        <Tenor>6M</Tenor>
                        <Calendar>UK</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </LegData>
            <LegData>
                <LegType>CPI</LegType>
                <Payer>false</Payer>
                <Currency>GBP</Currency>
                <Notionals>
                    <Notional>10000000</Notional>
                    <Exchanges>
                        <NotionalInitialExchange>false</NotionalInitialExchange>
                        <NotionalFinalExchange>true</NotionalFinalExchange>
                    </Exchanges>
                </Notionals>
                <DayCounter>ACT/ACT</DayCounter>
                <PaymentConvention>Following</PaymentConvention>
                <ScheduleData>
                    <Rules>
                        <StartDate>2023-07-10</StartDate>
                        <EndDate>2028-07-09</EndDate>
                        <Tenor>1Y</Tenor>
                        <Calendar>UK</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
                <CPILegData>
                    <Index>UKRPI</Index>
                    <Rates>
                        <Rate>0.02</Rate>
                    </Rates>
                    <BaseCPI>210</BaseCPI>
                    <StartDate>2023-07-10</StartDate>
                    <ObservationLag>2M</ObservationLag>
                    <Interpolation>Linear</Interpolation>
                </CPILegData>
            </LegData>
        </SwapData>
    </Trade>


    <Trade id="YearOnYear_Cap">
        <TradeType>CapFloor</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <CapFloorData>
            <LongShort>Long</LongShort>
            <LegData>
                <LegType>YY</LegType>
                <Payer>false</Payer>
                <Currency>EUR</Currency>
                <Notionals>
                    <Notional>10000000</Notional>
                </Notionals>
                <DayCounter>ACT/ACT</DayCounter>
                <PaymentConvention>Following</PaymentConvention>
                <ScheduleData>
                    <Rules>
                        <StartDate>2025-12-29</StartDate>
                        <EndDate>2030-12-29</EndDate>
                        <Tenor>1Y</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
                <YYLegData>
                    <Index>EUHICPXT</Index>
                    <FixingDays>2</FixingDays>
                    <ObservationLag>3M</ObservationLag>
                </YYLegData>
            </LegData>
            <Caps>
                <Cap>0.03</Cap>
            </Caps>
            <Floors/>
        </CapFloorData>
    </Trade>


    <Trade id="Inflation_YoY_Floor_AUCPI">
        <TradeType>CapFloor</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <CapFloorData>
            <LongShort>Long</LongShort>
            <LegData>
                <LegType>YY</LegType>
                <Payer>false</Payer>
                <Currency>AUD</Currency>
                <Notionals>
                    <Notional>1000000</Notional>
                    <Exchanges>
                        <NotionalFinalExchange>true</NotionalFinalExchange>
                    </Exchanges>
                </Notionals>
                <DayCounter>30/360</DayCounter>
                <PaymentConvention>F</PaymentConvention>
                <ScheduleData>
                    <Rules>
                        <StartDate>2027-09-14</StartDate>
                        <EndDate>2032-09-13</EndDate>
                        <Tenor>1Y</Tenor>
                        <Calendar>AUD</Calendar>
                        <Convention>F</Convention>
                        <Rule>Backward</Rule>
                    </Rules>
                </ScheduleData>
                <YYLegData>
                    <Index>AUCPI</Index>
                    <FixingDays>0</FixingDays>
                    <ObservationLag>3M</ObservationLag>
                </YYLegData>
            </LegData>
            <Floors>
                <Floor>0.0</Floor>
            </Floors>
        </CapFloorData>
    </Trade>


    <Trade id="Inflation_ZC_Cap_AUCPI">
        <TradeType>CapFloor</TradeType>
        <Envelope>
            <CounterParty>CPTY</CounterParty>
            <NettingSetId>NS</NettingSetId>
            <AdditionalFields>
                <valuation_date>2025-02-10</valuation_date>
                <party_id>party</party_id>
            </AdditionalFields>
        </Envelope>
        <CapFloorData>
            <LongShort>Long</LongShort>
            <LegData>
                <LegType>CPI</LegType>
                <Payer>false</Payer>
                <Currency>AUD</Currency>
                <Notionals>
                    <Notional>1000000</Notional>
                    <Exchanges>
                        <NotionalFinalExchange>true</NotionalFinalExchange>
                    </Exchanges>
                </Notionals>
                <DayCounter>Year</DayCounter>
                <PaymentConvention>F</PaymentConvention>
                <ScheduleData>
                    <Dates>
                        <Calendar>AUD</Calendar>
                        <Dates>
                            <Date>2032-09-13</Date>
                        </Dates>
                    </Dates>
                </ScheduleData>
                <CPILegData>
                    <Index>AUCPI</Index>
                    <Rates>
                        <Rate>1</Rate>
                    </Rates>
                    <BaseCPI>114.4</BaseCPI>
                    <StartDate>2027-09-14</StartDate>
                    <ObservationLag>3M</ObservationLag>
                    <Interpolated>false</Interpolated>
                    <SubtractInflationNotional>true</SubtractInflationNotional>
                </CPILegData>
            </LegData>
            <Caps>
                <Cap>0.01</Cap>
            </Caps>
        </CapFloorData>
    </Trade>


    <Trade id="AsianBasketOption#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>
        <AsianBasketOptionData>
            <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>
            <PutCall type="optionType">Call</PutCall>
            <LongShort type="longShort">Long</LongShort>
            <Notional type="number">1</Notional>
            <Strike type="number">5000</Strike>
            <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>
        </AsianBasketOptionData>
        <!--
  <ScriptedTradeData>
    <ScriptName>AsianBasketOption</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>PutCall</Name>
        <Value>1</Value>
      </Number>
      <Number>
	<Name>LongShort</Name>
	<Value>1</Value>
      </Number>
      <Number>
        <Name>Notional</Name>
        <Value>1</Value>
      </Number>
      <Number>
        <Name>Strike</Name>
        <Value>5000</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>


    <Trade id="AverageStrikeBasketOption#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>
        <AverageStrikeBasketOptionData>
            <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>
            <PutCall type="optionType">Call</PutCall>
            <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>
        </AverageStrikeBasketOptionData>
        <!--
  <ScriptedTradeData>
    <ScriptName>AverageStrikeBasketOption</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>PutCall</Name>
        <Value>1</Value>
      </Number>
      <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>


    <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>


    <Trade id="FlooredAverageCPIZCIIS">
        <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>
        <FlooredAverageCPIZCIISData>
            <Notional type="number">10000000</Notional>
            <PayCurrency type="currency">EUR</PayCurrency>
            <FixedDayCounter type="dayCounter">Year</FixedDayCounter>
            <FixedRate type="number">0.02398</FixedRate>
            <PayFixLeg type="bool">true</PayFixLeg>
            <FixedLegSchedule type="event">
                <ScheduleData>
                    <Rules>
                        <StartDate>2012-10-03</StartDate>
                        <EndDate>2051-10-04</EndDate>
                        <Tenor>1Y</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </FixedLegSchedule>
            <FloatDayCounter type="dayCounter">1/1</FloatDayCounter>
            <CPIIndex type="index">EUHICPXT</CPIIndex>
            <FloatLegSchedule type="event">
                <ScheduleData>
                    <Rules>
                        <StartDate>2012-10-03</StartDate>
                        <EndDate>2051-10-04</EndDate>
                        <Tenor>1Y</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>F</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </FloatLegSchedule>
            <Floor type="number">0.0</Floor>
            <BaseCPI type="number">89.99</BaseCPI>
            <ObservationSchedule type="event">
                <ScheduleData>
                    <Rules>
                        <StartDate>2012-10-03</StartDate>
                        <EndDate>2051-10-04</EndDate>
                        <Tenor>1M</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>MF</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </ObservationSchedule>
            <FixingSchedule type="event">
                <DerivedSchedule>
                    <BaseSchedule>ObservationSchedule</BaseSchedule>
                    <Shift>-3M</Shift>
                    <Calendar>TARGET</Calendar>
                    <Convention>ModifiedFollowing</Convention>
                </DerivedSchedule>
            </FixingSchedule>
        </FlooredAverageCPIZCIISData>
    </Trade>


    <Trade id="Irregular_YoY">
        <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>
        <IrregularYYIISData>
            <Notional type="number">10000000</Notional>
            <PayCurrency type="currency">EUR</PayCurrency>
            <IborLegDayCounter type="dayCounter">ACT/360</IborLegDayCounter>
            <IborSpread type="number">0.0070</IborSpread>
            <IborIndex type="index">EUR-EURIBOR-6M</IborIndex>
            <PayIborLeg type="bool">true</PayIborLeg>
            <IborLegSchedule type="event">
                <ScheduleData>
                    <Rules>
                        <StartDate>2025-01-04</StartDate>
                        <EndDate>2030-01-04</EndDate>
                        <Tenor>6M</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </IborLegSchedule>
            <IborLegFixingSchedule type="event">
                <DerivedSchedule>
                    <BaseSchedule>IborLegSchedule</BaseSchedule>
                    <Shift>-2D</Shift>
                    <Calendar>TARGET</Calendar>
                    <Convention>ModifiedFollowing</Convention>
                </DerivedSchedule>
            </IborLegFixingSchedule>
            <InflationLeg1_DayCounter type="dayCounter">1/1</InflationLeg1_DayCounter>
            <InflationLeg1_CPI type="index">EUHICPXT</InflationLeg1_CPI>
            <InflationLeg1_Schedule type="event">
                <ScheduleData>
                    <Rules>
                        <StartDate>2025-01-04</StartDate>
                        <EndDate>2030-01-04</EndDate>
                        <Tenor>6M</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </InflationLeg1_Schedule>
            <InflationLeg1_Gearing type="number">0.00125</InflationLeg1_Gearing>
            <InflationLeg1_Floor type="number">0</InflationLeg1_Floor>
            <InflationLeg1_InitialCPI type="number">105.1</InflationLeg1_InitialCPI>
            <InflationLeg1_SubtractNotional type="bool">false</InflationLeg1_SubtractNotional>
            <InflationLeg1_FixingSchedule type="event">
                <DerivedSchedule>
                    <BaseSchedule>InflationLeg1_Schedule</BaseSchedule>
                    <Shift>-3M</Shift>
                    <Calendar>TARGET</Calendar>
                    <Convention>ModifiedFollowing</Convention>
                </DerivedSchedule>
            </InflationLeg1_FixingSchedule>
            <InflationLeg2_DayCounter type="dayCounter">1/1</InflationLeg2_DayCounter>
            <InflationLeg2_CPI type="index">EUHICPXT</InflationLeg2_CPI>
            <InflationLeg2_Schedule type="event">
                <ScheduleData>
                    <Rules>
                        <StartDate>2025-01-04</StartDate>
                        <EndDate>2030-01-04</EndDate>
                        <Tenor>6M</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </InflationLeg2_Schedule>
            <InflationLeg2_Gearing type="number">1</InflationLeg2_Gearing>
            <InflationLeg2_Floor type="number">0</InflationLeg2_Floor>
            <InflationLeg2_InitialCPI type="number">105.1</InflationLeg2_InitialCPI>
            <InflationLeg2_SubtractNotional type="bool">true</InflationLeg2_SubtractNotional>
            <InflationLeg2_FixingSchedule type="event">
                <DerivedSchedule>
                    <BaseSchedule>InflationLeg2_Schedule</BaseSchedule>
                    <Shift>-3M</Shift>
                    <Calendar>TARGET</Calendar>
                    <Convention>ModifiedFollowing</Convention>
                </DerivedSchedule>
            </InflationLeg2_FixingSchedule>
        </IrregularYYIISData>
    </Trade>


    <Trade id="maxmax_YoY">
        <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>
        <MovingMaxYYIISData>
            <Notional type="number">10000000</Notional>
            <PayCurrency type="currency">EUR</PayCurrency>
            <IborLegDayCounter type="dayCounter">ACT/360</IborLegDayCounter>
            <IborSpread type="number">0.0070</IborSpread>
            <IborIndex type="index">EUR-EURIBOR-6M</IborIndex>
            <PayIborLeg type="bool">false</PayIborLeg>
            <IborLegSchedule type="event">
                <ScheduleData>
                    <Rules>
                        <StartDate>2025-01-04</StartDate>
                        <EndDate>2030-01-04</EndDate>
                        <Tenor>6M</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </IborLegSchedule>
            <IborLegFixingSchedule type="event">
                <DerivedSchedule>
                    <BaseSchedule>IborLegSchedule</BaseSchedule>
                    <Shift>-2D</Shift>
                    <Calendar>TARGET</Calendar>
                    <Convention>ModifiedFollowing</Convention>
                </DerivedSchedule>
            </IborLegFixingSchedule>
            <InflationLeg1_DayCounter type="dayCounter">1/1</InflationLeg1_DayCounter>
            <InflationLeg1_CPI type="index">EUHICPXT</InflationLeg1_CPI>
            <InflationLeg1_Schedule type="event">
                <ScheduleData>
                    <Rules>
                        <StartDate>2025-01-04</StartDate>
                        <EndDate>2030-01-04</EndDate>
                        <Tenor>6M</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </InflationLeg1_Schedule>
            <InflationLeg1_Gearing type="number">0.00125</InflationLeg1_Gearing>
            <InflationLeg1_Floor type="number">1</InflationLeg1_Floor>
            <InflationLeg1_InitialCPI type="number">105.1</InflationLeg1_InitialCPI>
            <InflationLeg1_SubtractNotional type="bool">false</InflationLeg1_SubtractNotional>
            <InflationLeg1_FixingSchedule type="event">
                <DerivedSchedule>
                    <BaseSchedule>InflationLeg1_Schedule</BaseSchedule>
                    <Shift>-3M</Shift>
                    <Calendar>TARGET</Calendar>
                    <Convention>ModifiedFollowing</Convention>
                </DerivedSchedule>
            </InflationLeg1_FixingSchedule>
            <InflationLeg2_DayCounter type="dayCounter">1/1</InflationLeg2_DayCounter>
            <InflationLeg2_CPI type="index">EUHICPXT</InflationLeg2_CPI>
            <InflationLeg2_Schedule type="event">
                <ScheduleData>
                    <Rules>
                        <StartDate>2025-01-04</StartDate>
                        <EndDate>2030-01-04</EndDate>
                        <Tenor>6M</Tenor>
                        <Calendar>TARGET</Calendar>
                        <Convention>ModifiedFollowing</Convention>
                        <Rule>Forward</Rule>
                    </Rules>
                </ScheduleData>
            </InflationLeg2_Schedule>
            <InflationLeg2_Gearing type="number">1</InflationLeg2_Gearing>
            <InflationLeg2_Floor type="number">0</InflationLeg2_Floor>
            <InflationLeg2_InitialCPI type="number">105.1</InflationLeg2_InitialCPI>
            <InflationLeg2_SubtractNotional type="bool">true</InflationLeg2_SubtractNotional>
            <InflationLeg2_FixingSchedule type="event">
                <DerivedSchedule>
                    <BaseSchedule>InflationLeg2_Schedule</BaseSchedule>
                    <Shift>-3M</Shift>
                    <Calendar>TARGET</Calendar>
                    <Convention>ModifiedFollowing</Convention>
                </DerivedSchedule>
            </InflationLeg2_FixingSchedule>
        </MovingMaxYYIISData>
    </Trade>


</Portfolio>
