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 |