| InterestRate20 |  | 0% |  | 0% | 13 | 13 | 117 | 117 | 7 | 7 | 1 | 1 |
| InterestRate21 |  | 0% |  | 0% | 13 | 13 | 117 | 117 | 7 | 7 | 1 | 1 |
| CreditQualifyingParameters20 |  | 0% |  | 0% | 10 | 10 | 93 | 93 | 5 | 5 | 1 | 1 |
| CreditQualifyingParameters21 |  | 0% |  | 0% | 10 | 10 | 93 | 93 | 5 | 5 | 1 | 1 |
| Equity20 |  | 0% |  | 0% | 10 | 10 | 90 | 90 | 5 | 5 | 1 | 1 |
| Equity21 |  | 0% |  | 0% | 10 | 10 | 90 | 90 | 5 | 5 | 1 | 1 |
| CommodityParameters20 |  | 0% |  | 0% | 9 | 9 | 78 | 78 | 5 | 5 | 1 | 1 |
| CommodityParameters21 |  | 0% |  | 0% | 9 | 9 | 78 | 78 | 5 | 5 | 1 | 1 |
| CreditNonQualifyingParameters20 |  | 0% |  | 0% | 6 | 6 | 58 | 58 | 4 | 4 | 1 | 1 |
| CreditNonQualifyingParameters21 |  | 0% |  | 0% | 6 | 6 | 58 | 58 | 4 | 4 | 1 | 1 |
| CreditRiskConcentrationThreshold20 |  | 0% |  | 0% | 6 | 6 | 46 | 46 | 4 | 4 | 1 | 1 |
| CreditRiskConcentrationThreshold21 |  | 0% |  | 0% | 6 | 6 | 46 | 46 | 4 | 4 | 1 | 1 |
| InterestRateConcentrationThreshold20 |  | 0% |  | 0% | 5 | 5 | 33 | 33 | 3 | 3 | 1 | 1 |
| InterestRateConcentrationThreshold21 |  | 0% |  | 0% | 5 | 5 | 33 | 33 | 3 | 3 | 1 | 1 |
| EquityRiskConcentrationThreshold21 |  | 0% |  | 0% | 4 | 4 | 24 | 24 | 3 | 3 | 1 | 1 |
| EquityRiskConcentrationThreshold20 |  | 0% |  | 0% | 4 | 4 | 24 | 24 | 3 | 3 | 1 | 1 |
| CommodityRiskConcentrationThreshold21 |  | 0% |  | 0% | 4 | 4 | 24 | 24 | 3 | 3 | 1 | 1 |
| CommodityRiskConcentrationThreshold20 |  | 0% |  | 0% | 4 | 4 | 24 | 24 | 3 | 3 | 1 | 1 |
| FX21 |  | 0% | | n/a | 3 | 3 | 19 | 19 | 3 | 3 | 1 | 1 |
| FX20 |  | 0% | | n/a | 3 | 3 | 19 | 19 | 3 | 3 | 1 | 1 |