| RatesVegaMargin21 |  | 0% |  | 0% | 11 | 11 | 215 | 215 | 7 | 7 | 1 | 1 |
| RatesVegaMargin20 |  | 0% |  | 0% | 11 | 11 | 215 | 215 | 7 | 7 | 1 | 1 |
| RatesDeltaMargin21 |  | 0% |  | 0% | 11 | 11 | 215 | 215 | 7 | 7 | 1 | 1 |
| RatesDeltaMargin20 |  | 0% |  | 0% | 11 | 11 | 215 | 215 | 7 | 7 | 1 | 1 |
| RatesCurvatureMargin20 |  | 0% |  | 0% | 11 | 11 | 215 | 215 | 7 | 7 | 1 | 1 |
| RatesCurvatureMargin21 |  | 0% |  | 0% | 11 | 11 | 215 | 215 | 7 | 7 | 1 | 1 |
| RatesCurrencyDeltaMargin20 |  | 0% |  | 0% | 7 | 7 | 210 | 210 | 6 | 6 | 1 | 1 |
| RatesCurrencyDeltaMargin21 |  | 0% |  | 0% | 7 | 7 | 210 | 210 | 6 | 6 | 1 | 1 |
| RatesCurrencyCurvatureMargin21 |  | 0% |  | 0% | 7 | 7 | 210 | 210 | 6 | 6 | 1 | 1 |
| RatesCurrencyCurvatureMargin20 |  | 0% |  | 0% | 7 | 7 | 210 | 210 | 6 | 6 | 1 | 1 |
| RatesCurrencyVegaMargin21 |  | 0% |  | 0% | 7 | 7 | 210 | 210 | 6 | 6 | 1 | 1 |
| RatesCurrencyVegaMargin20 |  | 0% |  | 0% | 7 | 7 | 210 | 210 | 6 | 6 | 1 | 1 |
| RatesCurrencyVegaMarginFlow20 |  | 0% |  | 0% | 7 | 7 | 207 | 207 | 6 | 6 | 1 | 1 |
| RatesCurrencyVegaMarginFlow21 |  | 0% |  | 0% | 7 | 7 | 207 | 207 | 6 | 6 | 1 | 1 |
| RatesCurrencyCurvatureMarginFlow21 |  | 0% |  | 0% | 7 | 7 | 207 | 207 | 6 | 6 | 1 | 1 |
| RatesCurrencyCurvatureMarginFlow20 |  | 0% |  | 0% | 7 | 7 | 207 | 207 | 6 | 6 | 1 | 1 |
| RatesCurrencyDeltaMarginFlow21 |  | 0% |  | 0% | 7 | 7 | 208 | 208 | 6 | 6 | 1 | 1 |
| RatesCurrencyDeltaMarginFlow20 |  | 0% |  | 0% | 7 | 7 | 208 | 208 | 6 | 6 | 1 | 1 |
| RatesClassMargin20 |  | 0% |  | 0% | 6 | 6 | 109 | 109 | 4 | 4 | 1 | 1 |
| RatesClassMargin21 |  | 0% |  | 0% | 6 | 6 | 109 | 109 | 4 | 4 | 1 | 1 |