{
  "asof": "2025-08-13",
  "baseCurrency": "USD",
  "analytics": "SENSITIVITY",
  "portfolio": "<Portfolio>\n\t<Trade id=\"FXDigitalBarrierOption_01\">\n\t\t<TradeType>FxDigitalBarrierOption</TradeType>\n\t\t<Envelope>\n\t\t\t<CounterParty>ABC1</CounterParty>\n\t\t\t<NettingSetId>QS-Ltd-vs-ABC1</NettingSetId>\n\t\t\t<PortfolioIds/>\n\t\t\t<AdditionalFields>\n\t\t\t\t<collect_regulations>CFTC</collect_regulations>\n\t\t\t\t<party_id>QS_Ltd</party_id>\n\t\t\t\t<post_regulations>CFTC</post_regulations>\n\t\t\t\t<valuation_date>2025-08-13</valuation_date>\n\t\t\t</AdditionalFields>\n\t\t</Envelope>\n\t\t<FxDigitalBarrierOptionData>\n\t\t\t<OptionData>\n\t\t\t\t<LongShort>Long</LongShort>\n\t\t\t\t<OptionType>Put</OptionType>\n\t\t\t\t<Style>European</Style>\n\t\t\t\t<NoticePeriod/>\n\t\t\t\t<Settlement>Cash</Settlement>\n\t\t\t\t<PayOffAtExpiry>true</PayOffAtExpiry>\n\t\t\t\t<Premiums/>\n\t\t\t\t<ExerciseFees/>\n\t\t\t\t<ExercisePrices/>\n\t\t\t\t<ExerciseDates>\n\t\t\t\t\t<ExerciseDate>2029-01-10</ExerciseDate>\n\t\t\t\t</ExerciseDates>\n\t\t\t</OptionData>\n\t\t\t<BarrierData>\n\t\t\t\t<Type>DownAndIn</Type>\n\t\t\t\t<Rebate>0.0000000000000000</Rebate>\n\t\t\t\t<Levels>\n\t\t\t\t\t<Level>121</Level>\n\t\t\t\t</Levels>\n\t\t\t</BarrierData>\n\t\t\t<Strike>121</Strike>\n\t\t\t<PayoffAmount>10000000</PayoffAmount>\n\t\t\t<PayoffCurrency>USD</PayoffCurrency>\n\t\t\t<ForeignCurrency>USD</ForeignCurrency>\n\t\t\t<DomesticCurrency>JPY</DomesticCurrency>\n\t\t</FxDigitalBarrierOptionData>\n\t</Trade>\n\t<Trade id=\"FxOption_01\">\n\t\t<TradeType>FxOption</TradeType>\n\t\t<Envelope>\n\t\t\t<CounterParty>ABC1</CounterParty>\n\t\t\t<NettingSetId>QS-Ltd-vs-ABC1</NettingSetId>\n\t\t\t<PortfolioIds/>\n\t\t\t<AdditionalFields>\n\t\t\t\t<collect_regulations>CFTC</collect_regulations>\n\t\t\t\t<party_id>QS_Ltd</party_id>\n\t\t\t\t<post_regulations>CFTC</post_regulations>\n\t\t\t\t<valuation_date>2025-08-13</valuation_date>\n\t\t\t</AdditionalFields>\n\t\t</Envelope>\n\t\t<FxOptionData>\n\t\t\t<OptionData>\n\t\t\t\t<LongShort>Long</LongShort>\n\t\t\t\t<OptionType>Call</OptionType>\n\t\t\t\t<Style>European</Style>\n\t\t\t\t<NoticePeriod/>\n\t\t\t\t<Settlement>Physical</Settlement>\n\t\t\t\t<PayOffAtExpiry>true</PayOffAtExpiry>\n\t\t\t\t<Premiums/>\n\t\t\t\t<ExerciseFees/>\n\t\t\t\t<ExercisePrices/>\n\t\t\t\t<ExerciseDates>\n\t\t\t\t\t<ExerciseDate>2029-06-29</ExerciseDate>\n\t\t\t\t</ExerciseDates>\n\t\t\t</OptionData>\n\t\t\t<BoughtCurrency>USD</BoughtCurrency>\n\t\t\t<BoughtAmount>937593.75</BoughtAmount>\n\t\t\t<SoldCurrency>CAD</SoldCurrency>\n\t\t\t<SoldAmount>1250000</SoldAmount>\n\t\t</FxOptionData>\n\t</Trade>\n\t<Trade id=\"IRS_01\">\n\t\t<TradeType>Swap</TradeType>\n\t\t<Envelope>\n\t\t\t<CounterParty>ABC1</CounterParty>\n\t\t\t<NettingSetId>QS-Ltd-vs-ABC1</NettingSetId>\n\t\t\t<PortfolioIds/>\n\t\t\t<AdditionalFields>\n\t\t\t\t<collect_regulations>CFTC</collect_regulations>\n\t\t\t\t<party_id>QS_Ltd</party_id>\n\t\t\t\t<post_regulations>CFTC</post_regulations>\n\t\t\t\t<valuation_date>2025-08-13</valuation_date>\n\t\t\t</AdditionalFields>\n\t\t</Envelope>\n\t\t<SwapData>\n\t\t\t<LegData>\n\t\t\t\t<LegType>Fixed</LegType>\n\t\t\t\t<Payer>false</Payer>\n\t\t\t\t<Currency>GBP</Currency>\n\t\t\t\t<PaymentConvention>MF</PaymentConvention>\n\t\t\t\t<DayCounter>A365</DayCounter>\n\t\t\t\t<Notionals>\n\t\t\t\t\t<Notional>70000000</Notional>\n\t\t\t\t\t<Exchanges>\n\t\t\t\t\t\t<NotionalInitialExchange>false</NotionalInitialExchange>\n\t\t\t\t\t\t<NotionalFinalExchange>false</NotionalFinalExchange>\n\t\t\t\t\t\t<NotionalAmortizingExchange>false</NotionalAmortizingExchange>\n\t\t\t\t\t</Exchanges>\n\t\t\t\t</Notionals>\n\t\t\t\t<ScheduleData>\n\t\t\t\t\t<Rules>\n\t\t\t\t\t\t<StartDate>20221111</StartDate>\n\t\t\t\t\t\t<EndDate>20290112</EndDate>\n\t\t\t\t\t\t<Tenor>6M</Tenor>\n\t\t\t\t\t\t<Calendar>GBP</Calendar>\n\t\t\t\t\t\t<Convention>MF</Convention>\n\t\t\t\t\t\t<TermConvention>MF</TermConvention>\n\t\t\t\t\t\t<Rule>Forward</Rule>\n\t\t\t\t\t\t<EndOfMonth/>\n\t\t\t\t\t\t<FirstDate/>\n\t\t\t\t\t\t<LastDate/>\n\t\t\t\t\t</Rules>\n\t\t\t\t</ScheduleData>\n\t\t\t\t<FixedLegData>\n\t\t\t\t\t<Rates>\n\t\t\t\t\t\t<Rate>0.0112</Rate>\n\t\t\t\t\t</Rates>\n\t\t\t\t</FixedLegData>\n\t\t\t</LegData>\n\t\t\t<LegData>\n\t\t\t\t<LegType>Floating</LegType>\n\t\t\t\t<Payer>true</Payer>\n\t\t\t\t<Currency>GBP</Currency>\n\t\t\t\t<PaymentConvention>MF</PaymentConvention>\n\t\t\t\t<DayCounter>A365</DayCounter>\n\t\t\t\t<Notionals>\n\t\t\t\t\t<Notional>70000000</Notional>\n\t\t\t\t\t<Exchanges>\n\t\t\t\t\t\t<NotionalInitialExchange>false</NotionalInitialExchange>\n\t\t\t\t\t\t<NotionalFinalExchange>false</NotionalFinalExchange>\n\t\t\t\t\t\t<NotionalAmortizingExchange>false</NotionalAmortizingExchange>\n\t\t\t\t\t</Exchanges>\n\t\t\t\t</Notionals>\n\t\t\t\t<ScheduleData>\n\t\t\t\t\t<Rules>\n\t\t\t\t\t\t<StartDate>20221111</StartDate>\n\t\t\t\t\t\t<EndDate>20290112</EndDate>\n\t\t\t\t\t\t<Tenor>6M</Tenor>\n\t\t\t\t\t\t<Calendar>GBP</Calendar>\n\t\t\t\t\t\t<Convention>MF</Convention>\n\t\t\t\t\t\t<TermConvention>MF</TermConvention>\n\t\t\t\t\t\t<Rule>Forward</Rule>\n\t\t\t\t\t\t<EndOfMonth/>\n\t\t\t\t\t\t<FirstDate/>\n\t\t\t\t\t\t<LastDate/>\n\t\t\t\t\t</Rules>\n\t\t\t\t</ScheduleData>\n\t\t\t\t<FloatingLegData>\n\t\t\t\t\t<Index>GBP-LIBOR-6M</Index>\n\t\t\t\t\t<IsInArrears>false</IsInArrears>\n\t\t\t\t\t<IsAveraged>false</IsAveraged>\n\t\t\t\t\t<HasSubPeriods>false</HasSubPeriods>\n\t\t\t\t\t<IncludeSpread>false</IncludeSpread>\n\t\t\t\t\t<FixingDays>2</FixingDays>\n\t\t\t\t\t<Caps/>\n\t\t\t\t\t<Floors/>\n\t\t\t\t\t<Gearings/>\n\t\t\t\t\t<Spreads>\n\t\t\t\t\t\t<Spread>0.00059999999999999995</Spread>\n\t\t\t\t\t</Spreads>\n\t\t\t\t\t<NakedOption>false</NakedOption>\n\t\t\t\t</FloatingLegData>\n\t\t\t</LegData>\n\t\t</SwapData>\n\t</Trade>\n\t<Trade id=\"IRS_02\">\n\t\t<TradeType>Swap</TradeType>\n\t\t<Envelope>\n\t\t\t<CounterParty>ABC1</CounterParty>\n\t\t\t<NettingSetId>QS-Ltd-vs-ABC1</NettingSetId>\n\t\t\t<PortfolioIds/>\n\t\t\t<AdditionalFields>\n\t\t\t\t<collect_regulations>CFTC</collect_regulations>\n\t\t\t\t<party_id>QS_Ltd</party_id>\n\t\t\t\t<post_regulations>CFTC</post_regulations>\n\t\t\t\t<valuation_date>2025-08-13</valuation_date>\n\t\t\t</AdditionalFields>\n\t\t</Envelope>\n\t\t<SwapData>\n\t\t\t<LegData>\n\t\t\t\t<LegType>Fixed</LegType>\n\t\t\t\t<Payer>false</Payer>\n\t\t\t\t<Currency>USD</Currency>\n\t\t\t\t<PaymentConvention>MF</PaymentConvention>\n\t\t\t\t<DayCounter>30/360</DayCounter>\n\t\t\t\t<Notionals>\n\t\t\t\t\t<Notional>80000000</Notional>\n\t\t\t\t\t<Exchanges>\n\t\t\t\t\t\t<NotionalInitialExchange>false</NotionalInitialExchange>\n\t\t\t\t\t\t<NotionalFinalExchange>false</NotionalFinalExchange>\n\t\t\t\t\t\t<NotionalAmortizingExchange>false</NotionalAmortizingExchange>\n\t\t\t\t\t</Exchanges>\n\t\t\t\t</Notionals>\n\t\t\t\t<ScheduleData>\n\t\t\t\t\t<Rules>\n\t\t\t\t\t\t<StartDate>20201111</StartDate>\n\t\t\t\t\t\t<EndDate>20290512</EndDate>\n\t\t\t\t\t\t<Tenor>6M</Tenor>\n\t\t\t\t\t\t<Calendar>USD</Calendar>\n\t\t\t\t\t\t<Convention>MF</Convention>\n\t\t\t\t\t\t<TermConvention>MF</TermConvention>\n\t\t\t\t\t\t<Rule>Forward</Rule>\n\t\t\t\t\t\t<EndOfMonth/>\n\t\t\t\t\t\t<FirstDate/>\n\t\t\t\t\t\t<LastDate/>\n\t\t\t\t\t</Rules>\n\t\t\t\t</ScheduleData>\n\t\t\t\t<FixedLegData>\n\t\t\t\t\t<Rates>\n\t\t\t\t\t\t<Rate>0.0094999999999999998</Rate>\n\t\t\t\t\t</Rates>\n\t\t\t\t</FixedLegData>\n\t\t\t</LegData>\n\t\t\t<LegData>\n\t\t\t\t<LegType>Floating</LegType>\n\t\t\t\t<Payer>true</Payer>\n\t\t\t\t<Currency>USD</Currency>\n\t\t\t\t<PaymentConvention>MF</PaymentConvention>\n\t\t\t\t<DayCounter>30/360</DayCounter>\n\t\t\t\t<Notionals>\n\t\t\t\t\t<Notional>80000000</Notional>\n\t\t\t\t\t<Exchanges>\n\t\t\t\t\t\t<NotionalInitialExchange>false</NotionalInitialExchange>\n\t\t\t\t\t\t<NotionalFinalExchange>false</NotionalFinalExchange>\n\t\t\t\t\t\t<NotionalAmortizingExchange>false</NotionalAmortizingExchange>\n\t\t\t\t\t</Exchanges>\n\t\t\t\t</Notionals>\n\t\t\t\t<ScheduleData>\n\t\t\t\t\t<Rules>\n\t\t\t\t\t\t<StartDate>20201111</StartDate>\n\t\t\t\t\t\t<EndDate>20290512</EndDate>\n\t\t\t\t\t\t<Tenor>6M</Tenor>\n\t\t\t\t\t\t<Calendar>USD</Calendar>\n\t\t\t\t\t\t<Convention>MF</Convention>\n\t\t\t\t\t\t<TermConvention>MF</TermConvention>\n\t\t\t\t\t\t<Rule>Forward</Rule>\n\t\t\t\t\t\t<EndOfMonth/>\n\t\t\t\t\t\t<FirstDate/>\n\t\t\t\t\t\t<LastDate/>\n\t\t\t\t\t</Rules>\n\t\t\t\t</ScheduleData>\n\t\t\t\t<FloatingLegData>\n\t\t\t\t\t<Index>USD-LIBOR-6M</Index>\n\t\t\t\t\t<IsInArrears>false</IsInArrears>\n\t\t\t\t\t<IsAveraged>false</IsAveraged>\n\t\t\t\t\t<HasSubPeriods>false</HasSubPeriods>\n\t\t\t\t\t<IncludeSpread>false</IncludeSpread>\n\t\t\t\t\t<FixingDays>2</FixingDays>\n\t\t\t\t\t<Caps/>\n\t\t\t\t\t<Floors/>\n\t\t\t\t\t<Gearings/>\n\t\t\t\t\t<Spreads>\n\t\t\t\t\t\t<Spread>-0.0015</Spread>\n\t\t\t\t\t</Spreads>\n\t\t\t\t\t<NakedOption>false</NakedOption>\n\t\t\t\t</FloatingLegData>\n\t\t\t</LegData>\n\t\t</SwapData>\n\t</Trade>\n\t<Trade id=\"Swaption_01\">\n\t\t<TradeType>Swaption</TradeType>\n\t\t<Envelope>\n\t\t\t<CounterParty>ABC1</CounterParty>\n\t\t\t<NettingSetId>QS-Ltd-vs-ABC1</NettingSetId>\n\t\t\t<PortfolioIds/>\n\t\t\t<AdditionalFields>\n\t\t\t\t<collect_regulations>CFTC</collect_regulations>\n\t\t\t\t<party_id>QS_Ltd</party_id>\n\t\t\t\t<post_regulations>CFTC</post_regulations>\n\t\t\t\t<valuation_date>2025-08-13</valuation_date>\n\t\t\t</AdditionalFields>\n\t\t</Envelope>\n\t\t<SwaptionData>\n\t\t\t<OptionData>\n\t\t\t\t<LongShort>Long</LongShort>\n\t\t\t\t<OptionType>Call</OptionType>\n\t\t\t\t<Style>European</Style>\n\t\t\t\t<NoticePeriod/>\n\t\t\t\t<Settlement>Physical</Settlement>\n\t\t\t\t<PayOffAtExpiry>false</PayOffAtExpiry>\n\t\t\t\t<Premiums/>\n\t\t\t\t<ExerciseFees/>\n\t\t\t\t<ExercisePrices/>\n\t\t\t\t<ExerciseDates>\n\t\t\t\t\t<ExerciseDate>20300930</ExerciseDate>\n\t\t\t\t</ExerciseDates>\n\t\t\t</OptionData>\n\t\t\t<LegData>\n\t\t\t\t<LegType>Fixed</LegType>\n\t\t\t\t<Payer>false</Payer>\n\t\t\t\t<Currency>EUR</Currency>\n\t\t\t\t<PaymentConvention>MF</PaymentConvention>\n\t\t\t\t<DayCounter>30/360</DayCounter>\n\t\t\t\t<Notionals>\n\t\t\t\t\t<Notional>125000000</Notional>\n\t\t\t\t\t<Exchanges>\n\t\t\t\t\t\t<NotionalInitialExchange>false</NotionalInitialExchange>\n\t\t\t\t\t\t<NotionalFinalExchange>false</NotionalFinalExchange>\n\t\t\t\t\t\t<NotionalAmortizingExchange>false</NotionalAmortizingExchange>\n\t\t\t\t\t</Exchanges>\n\t\t\t\t</Notionals>\n\t\t\t\t<ScheduleData>\n\t\t\t\t\t<Rules>\n\t\t\t\t\t\t<StartDate>20301001</StartDate>\n\t\t\t\t\t\t<EndDate>20320702</EndDate>\n\t\t\t\t\t\t<Tenor>3M</Tenor>\n\t\t\t\t\t\t<Calendar>EUR</Calendar>\n\t\t\t\t\t\t<Convention>MF</Convention>\n\t\t\t\t\t\t<TermConvention>MF</TermConvention>\n\t\t\t\t\t\t<Rule>Forward</Rule>\n\t\t\t\t\t\t<EndOfMonth/>\n\t\t\t\t\t\t<FirstDate/>\n\t\t\t\t\t\t<LastDate/>\n\t\t\t\t\t</Rules>\n\t\t\t\t</ScheduleData>\n\t\t\t\t<FixedLegData>\n\t\t\t\t\t<Rates>\n\t\t\t\t\t\t<Rate>-0.0050000000000000001</Rate>\n\t\t\t\t\t</Rates>\n\t\t\t\t</FixedLegData>\n\t\t\t</LegData>\n\t\t\t<LegData>\n\t\t\t\t<LegType>Floating</LegType>\n\t\t\t\t<Payer>true</Payer>\n\t\t\t\t<Currency>EUR</Currency>\n\t\t\t\t<PaymentConvention>MF</PaymentConvention>\n\t\t\t\t<DayCounter>30/360</DayCounter>\n\t\t\t\t<Notionals>\n\t\t\t\t\t<Notional>125000000</Notional>\n\t\t\t\t\t<Exchanges>\n\t\t\t\t\t\t<NotionalInitialExchange>false</NotionalInitialExchange>\n\t\t\t\t\t\t<NotionalFinalExchange>false</NotionalFinalExchange>\n\t\t\t\t\t\t<NotionalAmortizingExchange>false</NotionalAmortizingExchange>\n\t\t\t\t\t</Exchanges>\n\t\t\t\t</Notionals>\n\t\t\t\t<ScheduleData>\n\t\t\t\t\t<Rules>\n\t\t\t\t\t\t<StartDate>20301001</StartDate>\n\t\t\t\t\t\t<EndDate>20320702</EndDate>\n\t\t\t\t\t\t<Tenor>3M</Tenor>\n\t\t\t\t\t\t<Calendar>EUR</Calendar>\n\t\t\t\t\t\t<Convention>MF</Convention>\n\t\t\t\t\t\t<TermConvention>MF</TermConvention>\n\t\t\t\t\t\t<Rule>Forward</Rule>\n\t\t\t\t\t\t<EndOfMonth/>\n\t\t\t\t\t\t<FirstDate/>\n\t\t\t\t\t\t<LastDate/>\n\t\t\t\t\t</Rules>\n\t\t\t\t</ScheduleData>\n\t\t\t\t<FloatingLegData>\n\t\t\t\t\t<Index>EUR-EURIBOR-3M</Index>\n\t\t\t\t\t<IsInArrears>false</IsInArrears>\n\t\t\t\t\t<IsAveraged>false</IsAveraged>\n\t\t\t\t\t<HasSubPeriods>false</HasSubPeriods>\n\t\t\t\t\t<IncludeSpread>false</IncludeSpread>\n\t\t\t\t\t<FixingDays>2</FixingDays>\n\t\t\t\t\t<Caps/>\n\t\t\t\t\t<Floors/>\n\t\t\t\t\t<Gearings/>\n\t\t\t\t\t<Spreads>\n\t\t\t\t\t\t<Spread>0.0000000000000000</Spread>\n\t\t\t\t\t</Spreads>\n\t\t\t\t\t<NakedOption>false</NakedOption>\n\t\t\t\t</FloatingLegData>\n\t\t\t</LegData>\n\t\t</SwaptionData>\n\t</Trade>\n\t<Trade id=\"XCCY_01\">\n\t\t<TradeType>Swap</TradeType>\n\t\t<Envelope>\n\t\t\t<CounterParty>ABC1</CounterParty>\n\t\t\t<NettingSetId>QS-Ltd-vs-ABC1</NettingSetId>\n\t\t\t<PortfolioIds/>\n\t\t\t<AdditionalFields>\n\t\t\t\t<collect_regulations>CFTC</collect_regulations>\n\t\t\t\t<party_id>QS_Ltd</party_id>\n\t\t\t\t<post_regulations>CFTC</post_regulations>\n\t\t\t\t<valuation_date>2025-08-13</valuation_date>\n\t\t\t</AdditionalFields>\n\t\t</Envelope>\n\t\t<SwapData>\n\t\t\t<LegData>\n\t\t\t\t<LegType>Floating</LegType>\n\t\t\t\t<Payer>false</Payer>\n\t\t\t\t<Currency>USD</Currency>\n\t\t\t\t<PaymentConvention>MF</PaymentConvention>\n\t\t\t\t<DayCounter>30/360</DayCounter>\n\t\t\t\t<Notionals>\n\t\t\t\t\t<Notional>11084000</Notional>\n\t\t\t\t\t<Exchanges>\n\t\t\t\t\t\t<NotionalInitialExchange>false</NotionalInitialExchange>\n\t\t\t\t\t\t<NotionalFinalExchange>false</NotionalFinalExchange>\n\t\t\t\t\t\t<NotionalAmortizingExchange>false</NotionalAmortizingExchange>\n\t\t\t\t\t</Exchanges>\n\t\t\t\t</Notionals>\n\t\t\t\t<ScheduleData>\n\t\t\t\t\t<Rules>\n\t\t\t\t\t\t<StartDate>20200401</StartDate>\n\t\t\t\t\t\t<EndDate>20290401</EndDate>\n\t\t\t\t\t\t<Tenor>3M</Tenor>\n\t\t\t\t\t\t<Calendar>USD</Calendar>\n\t\t\t\t\t\t<Convention>MF</Convention>\n\t\t\t\t\t\t<TermConvention>MF</TermConvention>\n\t\t\t\t\t\t<Rule>Forward</Rule>\n\t\t\t\t\t\t<EndOfMonth/>\n\t\t\t\t\t\t<FirstDate/>\n\t\t\t\t\t\t<LastDate/>\n\t\t\t\t\t</Rules>\n\t\t\t\t</ScheduleData>\n\t\t\t\t<FloatingLegData>\n\t\t\t\t\t<Index>USD-LIBOR-3M</Index>\n\t\t\t\t\t<IsInArrears>false</IsInArrears>\n\t\t\t\t\t<IsAveraged>false</IsAveraged>\n\t\t\t\t\t<HasSubPeriods>false</HasSubPeriods>\n\t\t\t\t\t<IncludeSpread>false</IncludeSpread>\n\t\t\t\t\t<FixingDays>2</FixingDays>\n\t\t\t\t\t<Caps/>\n\t\t\t\t\t<Floors/>\n\t\t\t\t\t<Gearings/>\n\t\t\t\t\t<Spreads>\n\t\t\t\t\t\t<Spread>0.00050000000000000001</Spread>\n\t\t\t\t\t</Spreads>\n\t\t\t\t\t<NakedOption>false</NakedOption>\n\t\t\t\t</FloatingLegData>\n\t\t\t</LegData>\n\t\t\t<LegData>\n\t\t\t\t<LegType>Floating</LegType>\n\t\t\t\t<Payer>true</Payer>\n\t\t\t\t<Currency>EUR</Currency>\n\t\t\t\t<PaymentConvention>MF</PaymentConvention>\n\t\t\t\t<DayCounter>30/360</DayCounter>\n\t\t\t\t<Notionals>\n\t\t\t\t\t<Notional>10000000</Notional>\n\t\t\t\t\t<Exchanges>\n\t\t\t\t\t\t<NotionalInitialExchange>false</NotionalInitialExchange>\n\t\t\t\t\t\t<NotionalFinalExchange>false</NotionalFinalExchange>\n\t\t\t\t\t\t<NotionalAmortizingExchange>false</NotionalAmortizingExchange>\n\t\t\t\t\t</Exchanges>\n\t\t\t\t</Notionals>\n\t\t\t\t<ScheduleData>\n\t\t\t\t\t<Rules>\n\t\t\t\t\t\t<StartDate>20200401</StartDate>\n\t\t\t\t\t\t<EndDate>20290401</EndDate>\n\t\t\t\t\t\t<Tenor>3M</Tenor>\n\t\t\t\t\t\t<Calendar>EUR</Calendar>\n\t\t\t\t\t\t<Convention>MF</Convention>\n\t\t\t\t\t\t<TermConvention>MF</TermConvention>\n\t\t\t\t\t\t<Rule>Forward</Rule>\n\t\t\t\t\t\t<EndOfMonth/>\n\t\t\t\t\t\t<FirstDate/>\n\t\t\t\t\t\t<LastDate/>\n\t\t\t\t\t</Rules>\n\t\t\t\t</ScheduleData>\n\t\t\t\t<FloatingLegData>\n\t\t\t\t\t<Index>EUR-EURIBOR-3M</Index>\n\t\t\t\t\t<IsInArrears>false</IsInArrears>\n\t\t\t\t\t<IsAveraged>false</IsAveraged>\n\t\t\t\t\t<HasSubPeriods>false</HasSubPeriods>\n\t\t\t\t\t<IncludeSpread>false</IncludeSpread>\n\t\t\t\t\t<FixingDays>2</FixingDays>\n\t\t\t\t\t<Caps/>\n\t\t\t\t\t<Floors/>\n\t\t\t\t\t<Gearings/>\n\t\t\t\t\t<Spreads>\n\t\t\t\t\t\t<Spread>0.00029999999999999997</Spread>\n\t\t\t\t\t</Spreads>\n\t\t\t\t\t<NakedOption>false</NakedOption>\n\t\t\t\t</FloatingLegData>\n\t\t\t</LegData>\n\t\t</SwapData>\n\t</Trade>\n</Portfolio>"
}