| CollateralizedFundingReceivableStochastic |  | 0% |  | 0% | 23 | 23 | 289 | 289 | 11 | 11 | 1 | 1 |
| CollateralizedCollateralNeutralStochastic |  | 0% |  | 0% | 23 | 23 | 289 | 289 | 11 | 11 | 1 | 1 |
| CollateralizedFundingPayableStochastic |  | 0% |  | 0% | 23 | 23 | 289 | 289 | 11 | 11 | 1 | 1 |
| CollateralizedNettingNeutralStochastic |  | 0% |  | 0% | 23 | 23 | 289 | 289 | 11 | 11 | 1 | 1 |
| CollateralizedCollateralReceivableStochastic |  | 0% |  | 0% | 23 | 23 | 289 | 289 | 11 | 11 | 1 | 1 |
| CollateralizedFundingNeutralStochastic |  | 0% |  | 0% | 23 | 23 | 289 | 289 | 11 | 11 | 1 | 1 |
| CollateralizedNettingPayableStochastic |  | 0% |  | 0% | 23 | 23 | 289 | 289 | 11 | 11 | 1 | 1 |
| CollateralizedCollateralPayableStochastic |  | 0% |  | 0% | 23 | 23 | 289 | 289 | 11 | 11 | 1 | 1 |
| ZeroThresholdNettingPayableStochastic |  | 0% |  | 0% | 23 | 23 | 289 | 289 | 11 | 11 | 1 | 1 |
| ZeroThresholdCollateralReceivableStochastic |  | 0% |  | 0% | 23 | 23 | 289 | 289 | 11 | 11 | 1 | 1 |
| ZeroThresholdCollateralPayableStochastic |  | 0% |  | 0% | 23 | 23 | 289 | 289 | 11 | 11 | 1 | 1 |
| ZeroThresholdFundingReceivableStochastic |  | 0% |  | 0% | 23 | 23 | 289 | 289 | 11 | 11 | 1 | 1 |
| ZeroThresholdNettingNeutralStochastic |  | 0% |  | 0% | 23 | 23 | 289 | 289 | 11 | 11 | 1 | 1 |
| ZeroThresholdCollateralNeutralStochastic |  | 0% |  | 0% | 23 | 23 | 289 | 289 | 11 | 11 | 1 | 1 |
| ZeroThresholdFundingNeutralStochastic |  | 0% |  | 0% | 23 | 23 | 289 | 289 | 11 | 11 | 1 | 1 |
| ZeroThresholdFundingPayableStochastic |  | 0% |  | 0% | 23 | 23 | 289 | 289 | 11 | 11 | 1 | 1 |
| CollateralizedNettingReceivableStochastic |  | 0% |  | 0% | 23 | 23 | 291 | 291 | 11 | 11 | 1 | 1 |
| ZeroThresholdNettingReceivableStochastic |  | 0% |  | 0% | 23 | 23 | 288 | 288 | 11 | 11 | 1 | 1 |
| UncollateralizedNettingNeutralStochastic |  | 0% |  | 0% | 22 | 22 | 270 | 270 | 11 | 11 | 1 | 1 |
| UncollateralizedFundingReceivableStochastic |  | 0% |  | 0% | 22 | 22 | 270 | 270 | 11 | 11 | 1 | 1 |
| UncollateralizedCollateralReceivableStochastic |  | 0% |  | 0% | 22 | 22 | 270 | 270 | 11 | 11 | 1 | 1 |
| UncollateralizedNettingPayableStochastic |  | 0% |  | 0% | 22 | 22 | 270 | 270 | 11 | 11 | 1 | 1 |
| UncollateralizedCollateralNeutralStochastic |  | 0% |  | 0% | 22 | 22 | 270 | 270 | 11 | 11 | 1 | 1 |
| UncollateralizedCollateralPayableStochastic |  | 0% |  | 0% | 22 | 22 | 270 | 270 | 11 | 11 | 1 | 1 |
| UncollateralizedFundingNeutralStochastic |  | 0% |  | 0% | 22 | 22 | 270 | 270 | 11 | 11 | 1 | 1 |
| UncollateralizedNettingReceivableStochastic |  | 0% |  | 0% | 22 | 22 | 270 | 270 | 11 | 11 | 1 | 1 |
| UncollateralizedFundingPayableStochastic |  | 0% |  | 0% | 22 | 22 | 270 | 270 | 11 | 11 | 1 | 1 |
| CollateralizedCollateralReceivable |  | 0% |  | 0% | 17 | 17 | 233 | 233 | 8 | 8 | 1 | 1 |
| CollateralizedCollateralNeutral |  | 0% |  | 0% | 17 | 17 | 233 | 233 | 8 | 8 | 1 | 1 |
| CollateralizedCollateralPayable |  | 0% |  | 0% | 17 | 17 | 233 | 233 | 8 | 8 | 1 | 1 |
| CollateralizedFundingNeutral |  | 0% |  | 0% | 17 | 17 | 233 | 233 | 8 | 8 | 1 | 1 |
| CollateralizedFundingReceivable |  | 0% |  | 0% | 17 | 17 | 233 | 233 | 8 | 8 | 1 | 1 |
| CollateralizedNettingPayable |  | 0% |  | 0% | 17 | 17 | 233 | 233 | 8 | 8 | 1 | 1 |
| CollateralizedFundingPayable |  | 0% |  | 0% | 17 | 17 | 233 | 233 | 8 | 8 | 1 | 1 |
| CollateralizedNettingNeutral |  | 0% |  | 0% | 17 | 17 | 233 | 233 | 8 | 8 | 1 | 1 |
| CollateralizedNettingReceivable |  | 0% |  | 0% | 17 | 17 | 235 | 235 | 8 | 8 | 1 | 1 |
| ZeroThresholdNettingPayable |  | 0% |  | 0% | 17 | 17 | 233 | 233 | 8 | 8 | 1 | 1 |
| ZeroThresholdFundingNeutral |  | 0% |  | 0% | 17 | 17 | 233 | 233 | 8 | 8 | 1 | 1 |
| ZeroThresholdNettingReceivable |  | 0% |  | 0% | 17 | 17 | 233 | 233 | 8 | 8 | 1 | 1 |
| ZeroThresholdCollateralNeutral |  | 0% |  | 0% | 17 | 17 | 233 | 233 | 8 | 8 | 1 | 1 |
| ZeroThresholdCollateralReceivable |  | 0% |  | 0% | 17 | 17 | 233 | 233 | 8 | 8 | 1 | 1 |
| ZeroThresholdFundingReceivable |  | 0% |  | 0% | 17 | 17 | 233 | 233 | 8 | 8 | 1 | 1 |
| ZeroThresholdFundingPayable |  | 0% |  | 0% | 17 | 17 | 233 | 233 | 8 | 8 | 1 | 1 |
| ZeroThresholdNettingNeutral |  | 0% |  | 0% | 17 | 17 | 233 | 233 | 8 | 8 | 1 | 1 |
| ZeroThresholdCollateralPayable |  | 0% |  | 0% | 17 | 17 | 233 | 233 | 8 | 8 | 1 | 1 |
| UncollateralizedNettingReceivable |  | 0% |  | 0% | 16 | 16 | 211 | 211 | 8 | 8 | 1 | 1 |
| UncollateralizedFundingPayable |  | 0% |  | 0% | 16 | 16 | 211 | 211 | 8 | 8 | 1 | 1 |
| UncollateralizedCollateralPayable |  | 0% |  | 0% | 16 | 16 | 211 | 211 | 8 | 8 | 1 | 1 |
| UncollateralizedCollateralReceivable |  | 0% |  | 0% | 16 | 16 | 211 | 211 | 8 | 8 | 1 | 1 |
| UncollateralizedFundingReceivable |  | 0% |  | 0% | 16 | 16 | 211 | 211 | 8 | 8 | 1 | 1 |
| UncollateralizedFundingNeutral |  | 0% |  | 0% | 16 | 16 | 211 | 211 | 8 | 8 | 1 | 1 |
| UncollateralizedNettingPayable |  | 0% |  | 0% | 16 | 16 | 211 | 211 | 8 | 8 | 1 | 1 |
| UncollateralizedCollateralNeutral |  | 0% |  | 0% | 16 | 16 | 211 | 211 | 8 | 8 | 1 | 1 |
| UncollateralizedNettingNeutral |  | 0% |  | 0% | 16 | 16 | 211 | 211 | 8 | 8 | 1 | 1 |