CreditNonQualifyingClassMargin20 |  | 0% |  | 0% | 10 | 10 | 109 | 109 | 6 | 6 | 1 | 1 |
CreditNonQualifyingClassMargin21 |  | 0% |  | 0% | 10 | 10 | 109 | 109 | 6 | 6 | 1 | 1 |
CreditNonQualifyingVegaMargin20 |  | 0% |  | 0% | 14 | 14 | 86 | 86 | 8 | 8 | 1 | 1 |
CreditNonQualifyingVegaMargin21 |  | 0% |  | 0% | 14 | 14 | 86 | 86 | 8 | 8 | 1 | 1 |
CreditNonQualifyingDeltaMargin21 |  | 0% |  | 0% | 14 | 14 | 86 | 86 | 8 | 8 | 1 | 1 |
CreditNonQualifyingDeltaMargin20 |  | 0% |  | 0% | 14 | 14 | 86 | 86 | 8 | 8 | 1 | 1 |
CreditNonQualifyingCurvatureMargin21 |  | 0% |  | 0% | 14 | 14 | 86 | 86 | 8 | 8 | 1 | 1 |
CreditNonQualifyingCurvatureMargin20 |  | 0% |  | 0% | 14 | 14 | 86 | 86 | 8 | 8 | 1 | 1 |
CreditNonQualifyingBucketVegaMarginFlow20 |  | 0% |  | 0% | 10 | 10 | 67 | 67 | 7 | 7 | 1 | 1 |
CreditNonQualifyingBucketVegaMarginFlow21 |  | 0% |  | 0% | 10 | 10 | 67 | 67 | 7 | 7 | 1 | 1 |
CreditNonQualifyingBucketCurvatureMarginFlow21 |  | 0% |  | 0% | 10 | 10 | 67 | 67 | 7 | 7 | 1 | 1 |
CreditNonQualifyingBucketCurvatureMarginFlow20 |  | 0% |  | 0% | 10 | 10 | 67 | 67 | 7 | 7 | 1 | 1 |
CreditNonQualifyingBucketDeltaMarginFlow21 |  | 0% |  | 0% | 10 | 10 | 67 | 67 | 7 | 7 | 1 | 1 |
CreditNonQualifyingBucketDeltaMarginFlow20 |  | 0% |  | 0% | 10 | 10 | 67 | 67 | 7 | 7 | 1 | 1 |
CreditNonQualifyingBucketVegaMargin20 |  | 0% |  | 0% | 10 | 10 | 66 | 66 | 7 | 7 | 1 | 1 |
CreditNonQualifyingBucketVegaMargin21 |  | 0% |  | 0% | 10 | 10 | 66 | 66 | 7 | 7 | 1 | 1 |
CreditNonQualifyingBucketDeltaMargin21 |  | 0% |  | 0% | 10 | 10 | 66 | 66 | 7 | 7 | 1 | 1 |
CreditNonQualifyingBucketDeltaMargin20 |  | 0% |  | 0% | 10 | 10 | 66 | 66 | 7 | 7 | 1 | 1 |
CreditNonQualifyingBucketCurvatureMargin21 |  | 0% |  | 0% | 10 | 10 | 66 | 66 | 7 | 7 | 1 | 1 |
CreditNonQualifyingBucketCurvatureMargin20 |  | 0% |  | 0% | 10 | 10 | 66 | 66 | 7 | 7 | 1 | 1 |