| PerfectReplicationCollateralizedFundingStochastic |  | 0% |  | 0% | 23 | 23 | 306 | 306 | 11 | 11 | 1 | 1 |
| PerfectReplicationZeroThresholdFundingStochastic |  | 0% |  | 0% | 23 | 23 | 306 | 306 | 11 | 11 | 1 | 1 |
| SemiReplicationZeroThresholdFundingStochastic |  | 0% |  | 0% | 23 | 23 | 306 | 306 | 11 | 11 | 1 | 1 |
| SemiReplicationCollateralizedFundingStochastic |  | 0% |  | 0% | 23 | 23 | 306 | 306 | 11 | 11 | 1 | 1 |
| SetOffCollateralizedFundingStochastic |  | 0% |  | 0% | 23 | 23 | 306 | 306 | 11 | 11 | 1 | 1 |
| SetOffZeroThresholdFundingStochastic |  | 0% |  | 0% | 23 | 23 | 306 | 306 | 11 | 11 | 1 | 1 |
| PerfectReplicationUncollateralizedFundingStochastic |  | 0% |  | 0% | 23 | 23 | 288 | 288 | 11 | 11 | 1 | 1 |
| SemiReplicationUncollateralizedFundingStochastic |  | 0% |  | 0% | 23 | 23 | 288 | 288 | 11 | 11 | 1 | 1 |
| SetOffUncollateralizedFundingStochastic |  | 0% |  | 0% | 23 | 23 | 288 | 288 | 11 | 11 | 1 | 1 |
| UnilateralCSAUncollateralizedFundingStochastic |  | 0% |  | 0% | 23 | 23 | 288 | 288 | 11 | 11 | 1 | 1 |
| BilateralCSAUncollateralizedFundingStochastic |  | 0% |  | 0% | 23 | 23 | 288 | 288 | 11 | 11 | 1 | 1 |
| BilateralCSAZeroThresholdFundingStochastic |  | 0% |  | 0% | 23 | 23 | 287 | 287 | 11 | 11 | 1 | 1 |
| BilateralCSACollateralizedFundingStochastic |  | 0% |  | 0% | 23 | 23 | 287 | 287 | 11 | 11 | 1 | 1 |
| UnilateralCSAZeroThresholdFundingStochastic |  | 0% |  | 0% | 23 | 23 | 287 | 287 | 11 | 11 | 1 | 1 |
| UnilateralCSACollateralizedFundingStochastic |  | 0% |  | 0% | 23 | 23 | 287 | 287 | 11 | 11 | 1 | 1 |
| PerfectReplicationZeroThresholdFunding |  | 0% |  | 0% | 17 | 17 | 240 | 240 | 8 | 8 | 1 | 1 |
| PerfectReplicationCollateralizedFunding |  | 0% |  | 0% | 17 | 17 | 240 | 240 | 8 | 8 | 1 | 1 |
| SemiReplicationCollateralizedFunding |  | 0% |  | 0% | 17 | 17 | 240 | 240 | 8 | 8 | 1 | 1 |
| SemiReplicationZeroThresholdFunding |  | 0% |  | 0% | 17 | 17 | 240 | 240 | 8 | 8 | 1 | 1 |
| SetOffZeroThresholdFunding |  | 0% |  | 0% | 17 | 17 | 240 | 240 | 8 | 8 | 1 | 1 |
| SetOffCollateralizedFunding |  | 0% |  | 0% | 17 | 17 | 240 | 240 | 8 | 8 | 1 | 1 |
| PerfectReplicationUncollateralizedFunding |  | 0% |  | 0% | 17 | 17 | 219 | 219 | 8 | 8 | 1 | 1 |
| SemiReplicationUncollateralizedFunding |  | 0% |  | 0% | 17 | 17 | 219 | 219 | 8 | 8 | 1 | 1 |
| SetOffUncollateralizedFunding |  | 0% |  | 0% | 17 | 17 | 219 | 219 | 8 | 8 | 1 | 1 |
| UnilateralCSAUncollateralizedFunding |  | 0% |  | 0% | 17 | 17 | 219 | 219 | 8 | 8 | 1 | 1 |
| BilateralCSAUncollateralizedFunding |  | 0% |  | 0% | 17 | 17 | 219 | 219 | 8 | 8 | 1 | 1 |
| BilateralCSAZeroThresholdFunding |  | 0% |  | 0% | 17 | 17 | 217 | 217 | 8 | 8 | 1 | 1 |
| UnilateralCSACollateralizedFunding |  | 0% |  | 0% | 17 | 17 | 217 | 217 | 8 | 8 | 1 | 1 |
| BilateralCSACollateralizedFunding |  | 0% |  | 0% | 17 | 17 | 217 | 217 | 8 | 8 | 1 | 1 |
| UnilateralCSAZeroThresholdFunding |  | 0% |  | 0% | 17 | 17 | 217 | 217 | 8 | 8 | 1 | 1 |