|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 01:02:32 EST 2020
| Setup Time => Mon Jan 27 01:02:32 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
|--------------------------------------------------------------------------------------------------------------------------------------------------------------||
| PATH VERTEX EXPOSURES AND NUMERAIRE REALIZATIONS ||
|--------------------------------------------------------------------------------------------------------------------------------------------------------------||
| L -> R: ||
| - Path #1 Gross Exposure ||
| - Path #1 Positive Exposure ||
| - Path #1 Negative Exposure ||
| - Path #2 Gross Exposure ||
| - Path #2 Positive Exposure ||
| - Path #2 Negative Exposure ||
| - Collateral Numeraire ||
| - Bank Survival Probability ||
| - Bank Recovery Rate ||
| - Bank Funding Spread ||
| - Counter Party Survival Probability ||
| - Counter Party Recovery Rate ||
|--------------------------------------------------------------------------------------------------------------------------------------------------------------||
| 27-JAN-2020 => 1.000000 | 1.000000 | 0.000000 | 1.000000 | 1.000000 | 0.000000 | 0.000000 | 1.000000 | 0.400000 | 0.025000 | 1.000000 | 0.300000 ||
0 | 0.9801986733067553
| 27-JUL-2020 => 0.886200 | 0.886200 | 0.000000 | 0.930832 | 0.930832 | 0.000000 | 0.000000 | 0.992528 | 0.400000 | 0.025000 | 0.985112 | 0.300000 ||
1 | 0.9821610323583008
| 27-JAN-2021 => 0.964408 | 0.964408 | 0.000000 | 0.857606 | 0.857606 | 0.000000 | 0.000000 | 0.985112 | 0.400000 | 0.025000 | 0.970446 | 0.300000 ||
2 | 0.9841273200552851
| 27-JUL-2021 => 0.940332 | 0.940332 | 0.000000 | 0.920064 | 0.920064 | 0.000000 | 0.000000 | 0.977751 | 0.400000 | 0.025000 | 0.955997 | 0.300000 ||
3 | 0.9860975442628619
| 27-JAN-2022 => 1.011177 | 1.011177 | 0.000000 | 1.024328 | 1.024328 | 0.000000 | 0.000000 | 0.970446 | 0.400000 | 0.025000 | 0.941765 | 0.300000 ||
4 | 0.9880717128619305
| 27-JUL-2022 => 0.886812 | 0.886812 | 0.000000 | 1.121407 | 1.121407 | 0.000000 | 0.000000 | 0.963194 | 0.400000 | 0.025000 | 0.927743 | 0.300000 ||
5 | 0.9900498337491681
| 27-JAN-2023 => 1.029551 | 1.029551 | 0.000000 | 1.159711 | 1.159711 | 0.000000 | 0.000000 | 0.955997 | 0.400000 | 0.025000 | 0.913931 | 0.300000 ||
6 | 0.9920319148370607
| 27-JUL-2023 => 1.230075 | 1.230075 | 0.000000 | 1.193492 | 1.193492 | 0.000000 | 0.000000 | 0.948854 | 0.400000 | 0.025000 | 0.900325 | 0.300000 ||
7 | 0.9940179640539353
| 27-JAN-2024 => 1.034342 | 1.034342 | 0.000000 | 1.350254 | 1.350254 | 0.000000 | 0.000000 | 0.941765 | 0.400000 | 0.025000 | 0.886920 | 0.300000 ||
8 | 0.9960079893439915
| 27-JUL-2024 => 1.193350 | 1.193350 | 0.000000 | 1.529258 | 1.529258 | 0.000000 | 0.000000 | 0.934728 | 0.400000 | 0.025000 | 0.873716 | 0.300000 ||
9 | 0.9980019986673331
| 27-JAN-2025 => 1.186608 | 1.186608 | 0.000000 | 1.383763 | 1.383763 | 0.000000 | 0.000000 | 0.927743 | 0.400000 | 0.025000 | 0.860708 | 0.300000 ||
10 | 1.0
|--------------------------------------------------------------------------------------------------------------------------------------------------------------||
|---------------------------------------------------------------------------------------------------------------------------------||
| PERIOD UNILATERAL CREDIT, BILATERAL CREDIT, CREDIT, & CONTRA LIABILITY CREDIT VALUATION ADJUSTMENTS ||
|---------------------------------------------------------------------------------------------------------------------------------||
| - Forward Period ||
| - Path #1 Period Unilateral Credit Adjustments ||
| - Path #1 Period Bilateral Credit Adjustments ||
| - Path #1 Period Credit Adjustments ||
| - Path #1 Period Contra-Liability Credit Adjustments ||
| - Path #2 Period Unilateral Credit Adjustments ||
| - Path #2 Period Bilateral Credit Adjustments ||
| - Path #2 Period Credit Adjustments ||
| - Path #2 Period Contra-Liability Credit Adjustments ||
|---------------------------------------------------------------------------------------------------------------------------------||
| [27-JAN-2020 -> 27-JUL-2020] => -0.009819 | -0.009785 | -0.009785 | -0.000034 ||| -0.010052 | -0.010015 | -0.010015 | -0.000036 ||
| [27-JUL-2020 -> 27-JAN-2021] => -0.009471 | -0.009363 | -0.009363 | -0.000107 ||| -0.009153 | -0.009052 | -0.009052 | -0.000101 ||
| [27-JAN-2021 -> 27-JUL-2021] => -0.009584 | -0.009407 | -0.009407 | -0.000177 ||| -0.008944 | -0.008777 | -0.008777 | -0.000167 ||
| [27-JUL-2021 -> 27-JAN-2022] => -0.009653 | -0.009402 | -0.009402 | -0.000251 ||| -0.009618 | -0.009367 | -0.009367 | -0.000251 ||
| [27-JAN-2022 -> 27-JUL-2022] => -0.009231 | -0.008927 | -0.008927 | -0.000304 ||| -0.010435 | -0.010087 | -0.010087 | -0.000348 ||
| [27-JUL-2022 -> 27-JAN-2023] => -0.009162 | -0.008790 | -0.008790 | -0.000373 ||| -0.010907 | -0.010466 | -0.010466 | -0.000441 ||
| [27-JAN-2023 -> 27-JUL-2023] => -0.010621 | -0.010113 | -0.010113 | -0.000509 ||| -0.011062 | -0.010535 | -0.010535 | -0.000527 ||
| [27-JUL-2023 -> 27-JAN-2024] => -0.010466 | -0.009897 | -0.009897 | -0.000569 ||| -0.011755 | -0.011110 | -0.011110 | -0.000645 ||
| [27-JAN-2024 -> 27-JUL-2024] => -0.010121 | -0.009494 | -0.009494 | -0.000628 ||| -0.013083 | -0.012272 | -0.012272 | -0.000811 ||
| [27-JUL-2024 -> 27-JAN-2025] => -0.010632 | -0.009901 | -0.009901 | -0.000731 ||| -0.013013 | -0.012121 | -0.012121 | -0.000893 ||
|---------------------------------------------------------------------------------------------------------------------------------||
|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------||
| DEBT VALUATION, FUNDING VALUATION, FUNDING DEBT, FUNDING COST, FUNDING BENEFIT, & SYMMETRIC FUNDING VALUATION ADJUSTMENTS ||
|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------||
| L -> R: ||
| - Path #1 Debt Valuation Adjustment ||
| - Path #1 Funding Valuation Adjustment ||
| - Path #1 Funding Debt Adjustment ||
| - Path #1 Funding Cost Adjustment ||
| - Path #1 Funding Benefit Adjustment ||
| - Path #1 Symmatric Funding Valuation Adjustment ||
| - Path #2 Debt Valuation Adjustment ||
| - Path #2 Funding Valuation Adjustment ||
| - Path #2 Funding Debt Adjustment ||
| - Path #2 Funding Cost Adjustment ||
| - Path #2 Funding Benefit Adjustment ||
| - Path #2 Symmatric Funding Valuation Adjustment ||
|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------||
| [27-JAN-2020 -> 27-JUL-2020] => -0.000000 | 0.011615 | 0.000000 | 0.011655 | 0.000000 | -0.011737 || -0.000000 | 0.011886 | 0.000000 | 0.011929 | 0.000000 | -0.012015 ||
| [27-JUL-2020 -> 27-JAN-2021] => -0.000000 | 0.011228 | 0.000000 | 0.011356 | 0.000000 | -0.011618 || -0.000000 | 0.010862 | 0.000000 | 0.010983 | 0.000000 | -0.011229 ||
| [27-JAN-2021 -> 27-JUL-2021] => -0.000000 | 0.011100 | 0.000000 | 0.011309 | 0.000000 | -0.011740 || -0.000000 | 0.010354 | 0.000000 | 0.010551 | 0.000000 | -0.010956 ||
| [27-JUL-2021 -> 27-JAN-2022] => -0.000000 | 0.011275 | 0.000000 | 0.011576 | 0.000000 | -0.012203 || -0.000000 | 0.011231 | 0.000000 | 0.011532 | 0.000000 | -0.012158 ||
| [27-JAN-2022 -> 27-JUL-2022] => -0.000000 | 0.010539 | 0.000000 | 0.010897 | 0.000000 | -0.011652 || -0.000000 | 0.011898 | 0.000000 | 0.012308 | 0.000000 | -0.013172 ||
| [27-JUL-2022 -> 27-JAN-2023] => -0.000000 | 0.010537 | 0.000000 | 0.010984 | 0.000000 | -0.011935 || -0.000000 | 0.012552 | 0.000000 | 0.013081 | 0.000000 | -0.014207 ||
| [27-JAN-2023 -> 27-JUL-2023] => -0.000000 | 0.011924 | 0.000000 | 0.012524 | 0.000000 | -0.013815 || -0.000000 | 0.012429 | 0.000000 | 0.013051 | 0.000000 | -0.014388 ||
| [27-JUL-2023 -> 27-JAN-2024] => -0.000000 | 0.011879 | 0.000000 | 0.012562 | 0.000000 | -0.014048 || -0.000000 | 0.013320 | 0.000000 | 0.014094 | 0.000000 | -0.015779 ||
| [27-JAN-2024 -> 27-JUL-2024] => -0.000000 | 0.011258 | 0.000000 | 0.012002 | 0.000000 | -0.013641 || -0.000000 | 0.014554 | 0.000000 | 0.015515 | 0.000000 | -0.017632 ||
| [27-JUL-2024 -> 27-JAN-2025] => -0.000000 | 0.011876 | 0.000000 | 0.012752 | 0.000000 | -0.014705 || -0.000000 | 0.014544 | 0.000000 | 0.015615 | 0.000000 | -0.017999 ||
|------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------||
|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| DATE => 27-JAN-2020 | 27-JUL-2020 | 27-JAN-2021 | 27-JUL-2021 | 27-JAN-2022 | 27-JUL-2022 | 27-JAN-2023 | 27-JUL-2023 | 27-JAN-2024 | 27-JUL-2024 | 27-JAN-2025 |
|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| EXPOSURE => 1.0000 | 0.9085 | 0.9110 | 0.9302 | 1.0178 | 1.0041 | 1.0946 | 1.2118 | 1.1923 | 1.3613 | 1.2852 |
| POSITIVE EXPOSURE => 1.0000 | 0.9085 | 0.9110 | 0.9302 | 1.0178 | 1.0041 | 1.0946 | 1.2118 | 1.1923 | 1.3613 | 1.2852 |
| NEGATIVE EXPOSURE => 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| EXPOSURE PV => 1.0000 | 0.9067 | 0.9074 | 0.9246 | 1.0096 | 0.9941 | 1.0816 | 1.1949 | 1.1734 | 1.3370 | 1.2597 |
| POSITIVE EXPOSURE PV => 1.0000 | 0.9067 | 0.9074 | 0.9246 | 1.0096 | 0.9941 | 1.0816 | 1.1949 | 1.1734 | 1.3370 | 1.2597 |
| NEGATIVE EXPOSURE PV => 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
||-------------------||
|| UCVA => -10.34% ||
|| FTDCVA => -09.94% ||
|| CVA => -09.94% ||
|| CVACL => 00.40% ||
|| DVA => 00.00% ||
|| FVA => -12.31% ||
|| FDA => 00.00% ||
|| FCA => -12.31% ||
|| FBA => 00.00% ||
|| SFVA => -13.33% ||
||-------------------||
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 01:02:32 EST 2020
| Setup Time => Mon Jan 27 01:02:32 EST 2020
| Finish Time => Mon Jan 27 01:02:32 EST 2020
| Setup Duration => 0 ms
| Run Duration => 15 ms
|-----------------------------------------------------------------|
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 01:02:32 EST 2020
| Setup Time => Mon Jan 27 01:02:32 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| DATE => 27-JAN-2020 | 27-JUL-2020 | 27-JAN-2021 | 27-JUL-2021 | 27-JAN-2022 | 27-JUL-2022 | 27-JAN-2023 | 27-JUL-2023 | 27-JAN-2024 | 27-JUL-2024 | 27-JAN-2025 |
|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| EXPOSURE => 1.0000 | 1.0298 | 1.0616 | 1.0935 | 1.1262 | 1.1617 | 1.1972 | 1.2345 | 1.2698 | 1.3070 | 1.3488 |
| POSITIVE EXPOSURE => 1.0000 | 1.0298 | 1.0616 | 1.0935 | 1.1262 | 1.1617 | 1.1972 | 1.2345 | 1.2698 | 1.3070 | 1.3488 |
| NEGATIVE EXPOSURE => 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| EXPOSURE PV => 1.0000 | 1.0278 | 1.0574 | 1.0870 | 1.1172 | 1.1501 | 1.1829 | 1.2174 | 1.2496 | 1.2837 | 1.3221 |
| POSITIVE EXPOSURE PV => 1.0000 | 1.0278 | 1.0574 | 1.0870 | 1.1172 | 1.1501 | 1.1829 | 1.2174 | 1.2496 | 1.2837 | 1.3221 |
| NEGATIVE EXPOSURE PV => 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
||-------------------||
|| UCVA => -11.21% ||
|| FTDCVA => -10.79% ||
|| CVA => -10.79% ||
|| CVACL => 00.42% ||
|| DVA => 00.00% ||
|| FVA => -13.35% ||
|| FDA => 00.00% ||
|| FCA => -13.35% ||
|| FBA => 00.00% ||
|| SFVA => -14.43% ||
||-------------------||
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 01:02:32 EST 2020
| Setup Time => Mon Jan 27 01:02:32 EST 2020
| Finish Time => Mon Jan 27 01:02:33 EST 2020
| Setup Duration => 0 ms
| Run Duration => 958 ms
|-----------------------------------------------------------------|
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 01:02:33 EST 2020
| Setup Time => Mon Jan 27 01:02:33 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| DATE => 27-JAN-2020 | 27-JUL-2020 | 27-JAN-2021 | 27-JUL-2021 | 27-JAN-2022 | 27-JUL-2022 | 27-JAN-2023 | 27-JUL-2023 | 27-JAN-2024 | 27-JUL-2024 | 27-JAN-2025 |
|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| EXPOSURE => 1.0000 | 1.0310 | 1.0614 | 1.0916 | 1.1240 | 1.1565 | 1.1908 | 1.2274 | 1.2632 | 1.3007 | 1.3401 |
| POSITIVE EXPOSURE => 1.0000 | 1.0310 | 1.0614 | 1.0916 | 1.1240 | 1.1565 | 1.1908 | 1.2274 | 1.2632 | 1.3007 | 1.3401 |
| NEGATIVE EXPOSURE => 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| EXPOSURE PV => 1.0000 | 1.0287 | 1.0569 | 1.0846 | 1.1144 | 1.1443 | 1.1762 | 1.2100 | 1.2427 | 1.2772 | 1.3133 |
| POSITIVE EXPOSURE PV => 1.0000 | 1.0287 | 1.0569 | 1.0846 | 1.1144 | 1.1443 | 1.1762 | 1.2100 | 1.2427 | 1.2772 | 1.3133 |
| NEGATIVE EXPOSURE PV => 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
||-------------------||
|| UCVA => -11.00% ||
|| FTDCVA => -10.54% ||
|| CVA => -10.54% ||
|| CVACL => 00.46% ||
|| DVA => 00.00% ||
|| FVA => -13.32% ||
|| FDA => 00.00% ||
|| FCA => -13.32% ||
|| FBA => 00.00% ||
|| SFVA => -14.43% ||
||-------------------||
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 01:02:33 EST 2020
| Setup Time => Mon Jan 27 01:02:33 EST 2020
| Finish Time => Mon Jan 27 01:02:39 EST 2020
| Setup Duration => 1 ms
| Run Duration => 6 s 1 ms
|-----------------------------------------------------------------|
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 01:02:39 EST 2020
| Setup Time => Mon Jan 27 01:02:39 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| DATE => 27-JAN-2020 | 27-JUL-2020 | 27-JAN-2021 | 27-JUL-2021 | 27-JAN-2022 | 27-JUL-2022 | 27-JAN-2023 | 27-JUL-2023 | 27-JAN-2024 | 27-JUL-2024 | 27-JAN-2025 |
|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| EXPOSURE => 1.0000 | 1.0305 | 1.0621 | 1.0934 | 1.1263 | 1.1596 | 1.1931 | 1.2289 | 1.2662 | 1.3039 | 1.3425 |
| POSITIVE EXPOSURE => 1.0000 | 1.0305 | 1.0621 | 1.0934 | 1.1263 | 1.1596 | 1.1931 | 1.2289 | 1.2662 | 1.3039 | 1.3425 |
| NEGATIVE EXPOSURE => 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| EXPOSURE PV => 1.0000 | 1.0284 | 1.0578 | 1.0869 | 1.1173 | 1.1480 | 1.1789 | 1.2118 | 1.2461 | 1.2807 | 1.3159 |
| POSITIVE EXPOSURE PV => 1.0000 | 1.0284 | 1.0578 | 1.0869 | 1.1173 | 1.1480 | 1.1789 | 1.2118 | 1.2461 | 1.2807 | 1.3159 |
| NEGATIVE EXPOSURE PV => 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
||-------------------||
|| UCVA => -11.19% ||
|| FTDCVA => -10.77% ||
|| CVA => -10.77% ||
|| CVACL => 00.42% ||
|| DVA => 00.00% ||
|| FVA => -13.32% ||
|| FDA => 00.00% ||
|| FCA => -13.32% ||
|| FBA => 00.00% ||
|| SFVA => -14.40% ||
||-------------------||
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 01:02:39 EST 2020
| Setup Time => Mon Jan 27 01:02:39 EST 2020
| Finish Time => Mon Jan 27 01:02:43 EST 2020
| Setup Duration => 1 ms
| Run Duration => 3 s 569 ms
|-----------------------------------------------------------------|
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 01:02:43 EST 2020
| Setup Time => Mon Jan 27 01:02:43 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| DATE => 27-JAN-2020 | 27-JUL-2020 | 27-JAN-2021 | 27-JUL-2021 | 27-JAN-2022 | 27-JUL-2022 | 27-JAN-2023 | 27-JUL-2023 | 27-JAN-2024 | 27-JUL-2024 | 27-JAN-2025 |
|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| EXPOSURE => 1.0000 | 1.0297 | 1.0606 | 1.0925 | 1.1254 | 1.1593 | 1.1941 | 1.2299 | 1.2675 | 1.3057 | 1.3452 |
| POSITIVE EXPOSURE => 1.0000 | 1.0297 | 1.0606 | 1.0925 | 1.1254 | 1.1593 | 1.1941 | 1.2299 | 1.2675 | 1.3057 | 1.3452 |
| NEGATIVE EXPOSURE => 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| EXPOSURE PV => 1.0000 | 1.0188 | 1.0566 | 1.0879 | 1.1051 | 1.1535 | 1.1802 | 1.2509 | 1.2678 | 1.2937 | 1.3238 |
| POSITIVE EXPOSURE PV => 1.0000 | 1.0188 | 1.0566 | 1.0879 | 1.1051 | 1.1535 | 1.1802 | 1.2509 | 1.2678 | 1.2937 | 1.3238 |
| NEGATIVE EXPOSURE PV => 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
||-------------------||
|| UCVA => -02.63% ||
|| FTDCVA => -02.66% ||
|| CVA => -02.66% ||
|| CVACL => -00.03% ||
|| DVA => 00.00% ||
|| FVA => -12.82% ||
|| FDA => 00.00% ||
|| FCA => -12.82% ||
|| FBA => 00.00% ||
|| SFVA => -13.39% ||
||-------------------||
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 01:02:43 EST 2020
| Setup Time => Mon Jan 27 01:02:43 EST 2020
| Finish Time => Mon Jan 27 01:02:50 EST 2020
| Setup Duration => 1 ms
| Run Duration => 7 s 11 ms
|-----------------------------------------------------------------|