| output(JulianDate) |   | 87% |   | 61% | 7 | 10 | 5 | 28 | 0 | 1 |
| dealerWindowMarginValue(JulianDate) |   | 65% |   | 50% | 2 | 3 | 2 | 7 | 0 | 1 |
| clientWindowMarginValue(JulianDate) |   | 65% |   | 50% | 2 | 3 | 2 | 7 | 0 | 1 |
| CollateralAmountEstimator(PositionGroupSpecification, BrokenDateInterpolator, double) |   | 84% |   | 50% | 2 | 3 | 1 | 8 | 0 | 1 |
| postingRequirement(JulianDate) |   | 80% |   | 50% | 1 | 2 | 0 | 2 | 0 | 1 |
| positionGroupSpecification() |  | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| brokenDateBridge() |  | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| currentCollateralBalance() |  | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| clientThreshold(JulianDate) |   | 90% |   | 50% | 2 | 3 | 0 | 4 | 0 | 1 |
| dealerThreshold(JulianDate) |   | 86% |   | 50% | 1 | 2 | 0 | 4 | 0 | 1 |
| dealerPostingRequirement(JulianDate) |  | 100% |  | 100% | 0 | 2 | 0 | 3 | 0 | 1 |
| clientPostingRequirement(JulianDate) |  | 100% |  | 100% | 0 | 2 | 0 | 3 | 0 | 1 |