| Element | Missed Instructions | Cov. | Missed Branches | Cov. | Missed | Cxty | Missed | Lines | Missed | Methods | Missed | Classes |
| Total | 24 of 6,364 | 99% | 0 of 144 | 100% | 8 | 92 | 8 | 591 | 8 | 20 | 0 | 8 |
| DerivedForwardStateShifted | | 99% | | 100% | 1 | 20 | 1 | 135 | 1 | 4 | 0 | 1 |
| ReferenceForwardStateShifted | | 99% | | 100% | 1 | 15 | 1 | 93 | 1 | 3 | 0 | 1 |
| OvernightStateShifted | | 99% | | 100% | 1 | 18 | 1 | 100 | 1 | 2 | 0 | 1 |
| FundingStateShifted | | 99% | | 100% | 1 | 14 | 1 | 77 | 1 | 2 | 0 | 1 |
| SurvivalRecoveryStateShifted | | 99% | | 100% | 1 | 7 | 1 | 49 | 1 | 3 | 0 | 1 |
| ForwardVolatilityStateShifted | | 99% | | 100% | 1 | 6 | 1 | 46 | 1 | 2 | 0 | 1 |
| GovvieStateShifted | | 99% | | 100% | 1 | 6 | 1 | 53 | 1 | 2 | 0 | 1 |
| FXStateShifted | | 99% | | 100% | 1 | 6 | 1 | 38 | 1 | 2 | 0 | 1 |