| periodCollateralSpread01() |  | 0% | | 0% | 2 | 2 | 8 | 8 | 1 | 1 |
| vertexCreditExposurePV() | | 0% | | 0% | 2 | 2 | 7 | 7 | 1 | 1 |
| vertexDebtExposurePV() | | 0% | | 0% | 2 | 2 | 7 | 7 | 1 | 1 |
| vertexFundingExposurePV() | | 0% | | 0% | 2 | 2 | 7 | 7 | 1 | 1 |
| vertexCreditExposure() | | 0% | | 0% | 2 | 2 | 5 | 5 | 1 | 1 |
| vertexDebtExposure() | | 0% | | 0% | 2 | 2 | 5 | 5 | 1 | 1 |
| vertexFundingExposure() | | 0% | | 0% | 2 | 2 | 5 | 5 | 1 | 1 |
| vertexCollateralBalance() | | 0% | | 0% | 2 | 2 | 6 | 6 | 1 | 1 |
| CollateralGroupPath(CollateralGroupVertex[], MarketPath) |  | 77% | | 64% | 5 | 8 | 4 | 17 | 0 | 1 |
| collateralGroupVertex() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| marketPath() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| periodCollateralValueAdjustment() | | 100% | | 100% | 0 | 2 | 0 | 13 | 0 | 1 |
| vertexCollateralizedExposurePV() | | 100% | | 100% | 0 | 2 | 0 | 7 | 0 | 1 |
| vertexUncollateralizedExposurePV() | | 100% | | 100% | 0 | 2 | 0 | 8 | 0 | 1 |
| vertexCollateralBalancePV() | | 100% | | 100% | 0 | 2 | 0 | 8 | 0 | 1 |
| vertexDates() | | 100% | | 100% | 0 | 2 | 0 | 5 | 0 | 1 |
| vertexCollateralizedExposure() | | 100% | | 100% | 0 | 2 | 0 | 5 | 0 | 1 |
| vertexUncollateralizedExposure() | | 100% | | 100% | 0 | 2 | 0 | 6 | 0 | 1 |