| CreditQualifyingClassMargin21 |  | 0% |  | 0% | 10 | 10 | 109 | 109 | 6 | 6 | 1 | 1 |
| CreditQualifyingClassMargin20 |  | 0% |  | 0% | 10 | 10 | 109 | 109 | 6 | 6 | 1 | 1 |
| CreditQualifyingCurvatureMargin21 |  | 0% |  | 0% | 14 | 14 | 86 | 86 | 8 | 8 | 1 | 1 |
| CreditQualifyingCurvatureMargin20 |  | 0% |  | 0% | 14 | 14 | 86 | 86 | 8 | 8 | 1 | 1 |
| CreditQualifyingVegaMargin20 |  | 0% |  | 0% | 14 | 14 | 86 | 86 | 8 | 8 | 1 | 1 |
| CreditQualifyingVegaMargin21 |  | 0% |  | 0% | 14 | 14 | 86 | 86 | 8 | 8 | 1 | 1 |
| CreditQualifyingDeltaMargin21 |  | 0% |  | 0% | 14 | 14 | 86 | 86 | 8 | 8 | 1 | 1 |
| CreditQualifyingDeltaMargin20 |  | 0% |  | 0% | 14 | 14 | 86 | 86 | 8 | 8 | 1 | 1 |
| CreditQualifyingBucketDeltaMarginFlow21 |  | 0% |  | 0% | 10 | 10 | 67 | 67 | 7 | 7 | 1 | 1 |
| CreditQualifyingBucketDeltaMarginFlow20 |  | 0% |  | 0% | 10 | 10 | 67 | 67 | 7 | 7 | 1 | 1 |
| CreditQualifyingBucketCurvatureMarginFlow20 |  | 0% |  | 0% | 10 | 10 | 67 | 67 | 7 | 7 | 1 | 1 |
| CreditQualifyingBucketCurvatureMarginFlow21 |  | 0% |  | 0% | 10 | 10 | 67 | 67 | 7 | 7 | 1 | 1 |
| CreditQualifyingBucketVegaMarginFlow21 |  | 0% |  | 0% | 10 | 10 | 67 | 67 | 7 | 7 | 1 | 1 |
| CreditQualifyingBucketVegaMarginFlow20 |  | 0% |  | 0% | 10 | 10 | 67 | 67 | 7 | 7 | 1 | 1 |
| CreditQualifyingBucketCurvatureMargin21 |  | 0% |  | 0% | 10 | 10 | 66 | 66 | 7 | 7 | 1 | 1 |
| CreditQualifyingBucketCurvatureMargin20 |  | 0% |  | 0% | 10 | 10 | 66 | 66 | 7 | 7 | 1 | 1 |
| CreditQualifyingBucketVegaMargin20 |  | 0% |  | 0% | 10 | 10 | 66 | 66 | 7 | 7 | 1 | 1 |
| CreditQualifyingBucketVegaMargin21 |  | 0% |  | 0% | 10 | 10 | 66 | 66 | 7 | 7 | 1 | 1 |
| CreditQualifyingBucketDeltaMargin21 |  | 0% |  | 0% | 10 | 10 | 66 | 66 | 7 | 7 | 1 | 1 |
| CreditQualifyingBucketDeltaMargin20 |  | 0% |  | 0% | 10 | 10 | 66 | 66 | 7 | 7 | 1 | 1 |