|-----------------------------------------------------------------|
| 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 07:31:04 EST 2020
| Setup Time => Mon Jan 27 07:31:04 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 => 0.0000 | 0.0010 | -0.0050 | -0.0025 | 0.0008 | 0.0006 | -0.0017 | -0.0000 | 0.0003 | 0.0006 | -0.0001 |
| POSITIVE EXPOSURE => 0.0000 | 0.1264 | 0.0953 | 0.0840 | 0.0738 | 0.0648 | 0.0533 | 0.0458 | 0.0376 | 0.0308 | 0.0016 |
| NEGATIVE EXPOSURE => 0.0000 | -0.1254 | -0.1003 | -0.0865 | -0.0730 | -0.0641 | -0.0550 | -0.0458 | -0.0373 | -0.0303 | -0.0017 |
| EXPOSURE PV => 0.0000 | 0.0010 | -0.0050 | -0.0025 | 0.0008 | 0.0006 | -0.0017 | -0.0000 | 0.0003 | 0.0006 | -0.0001 |
| POSITIVE EXPOSURE PV => 0.0000 | 0.1261 | 0.0949 | 0.0835 | 0.0732 | 0.0641 | 0.0527 | 0.0451 | 0.0370 | 0.0303 | 0.0015 |
| NEGATIVE EXPOSURE PV => 0.0000 | -0.1251 | -0.0999 | -0.0860 | -0.0724 | -0.0635 | -0.0543 | -0.0452 | -0.0367 | -0.0297 | -0.0016 |
|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
||-------------------||
|| UCVA => -00.60% ||
|| FTDCVA => -00.58% ||
|| CVA => -00.58% ||
|| CVACL => 00.02% ||
|| DVA => 00.27% ||
|| FVA => -00.59% ||
|| FDA => 00.27% ||
|| FCA => -00.59% ||
|| FBA => 00.27% ||
|| SFVA => 00.01% ||
||-------------------||
|-----------------------------------------------------------------|
| 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 07:31:04 EST 2020
| Setup Time => Mon Jan 27 07:31:04 EST 2020
| Finish Time => Mon Jan 27 07:31:10 EST 2020
| Setup Duration => 0 ms
| Run Duration => 5 s 472 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 07:31:10 EST 2020
| Setup Time => Mon Jan 27 07:31:10 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 => 0.0000 | 0.0025 | 0.0026 | -0.0022 | -0.0019 | 0.0017 | -0.0000 | -0.0015 | 0.0014 | 0.0005 | 0.0003 |
| POSITIVE EXPOSURE => 0.0000 | 0.2956 | 0.2413 | 0.2094 | 0.1777 | 0.1510 | 0.1251 | 0.1014 | 0.0804 | 0.0632 | 0.0416 |
| NEGATIVE EXPOSURE => 0.0000 | -0.2931 | -0.2387 | -0.2116 | -0.1796 | -0.1493 | -0.1251 | -0.1029 | -0.0790 | -0.0626 | -0.0412 |
| EXPOSURE PV => 0.0000 | 0.0026 | 0.0028 | -0.0021 | -0.0018 | 0.0015 | -0.0000 | -0.0015 | 0.0013 | 0.0005 | 0.0003 |
| POSITIVE EXPOSURE PV => 0.0000 | 0.2951 | 0.2405 | 0.2082 | 0.1763 | 0.1494 | 0.1235 | 0.0999 | 0.0791 | 0.0620 | 0.0407 |
| NEGATIVE EXPOSURE PV => 0.0000 | -0.2925 | -0.2377 | -0.2103 | -0.1780 | -0.1479 | -0.1235 | -0.1014 | -0.0777 | -0.0615 | -0.0405 |
|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
||-------------------||
|| UCVA => -01.43% ||
|| FTDCVA => -01.39% ||
|| CVA => -01.39% ||
|| CVACL => 00.04% ||
|| DVA => 00.62% ||
|| FVA => -01.28% ||
|| FDA => 00.62% ||
|| FCA => -01.28% ||
|| FBA => 00.62% ||
|| SFVA => -00.01% ||
||-------------------||
|-----------------------------------------------------------------|
| 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 07:31:10 EST 2020
| Setup Time => Mon Jan 27 07:31:10 EST 2020
| Finish Time => Mon Jan 27 07:31:16 EST 2020
| Setup Duration => 0 ms
| Run Duration => 5 s 816 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 07:31:16 EST 2020
| Setup Time => Mon Jan 27 07:31:16 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
||--------------------------------------------------------------------------------------------------------------------------||
|| COLLATERAL AMOUNT ESTIMATION OUTPUT METRICS ||
||--------------------------------------------------------------------------------------------------------------------------||
|| L -> R: ||
|| - Forward Date ||
|| - Forward Value ||
|| - Bank Margin Date ||
|| - Counter Party Margin Date ||
|| - Bank Window Margin Value ||
|| - Counter Party Window Margin Value ||
|| - Bank Collateral Threshold ||
|| - Counter Party Collateral Threshold ||
|| - Bank Posting Requirement ||
|| - Counter Party Posting Requirement ||
|| - Gross Posting Requirement ||
||--------------------------------------------------------------------------------------------------------------------------||
|| 27-APR-2020 => -0.8180 | 13-APR-2020 | 13-APR-2020 | -0.6921 | -0.6921 | -0.1000 | 0.1000 | -0.5921 | 0.0000 | -0.5921 ||
|| 27-JUL-2020 => -0.0716 | 13-JUL-2020 | 13-JUL-2020 | -0.1864 | -0.1864 | -0.1000 | 0.1000 | -0.0864 | 0.0000 | -0.0864 ||
|| 27-OCT-2020 => 0.1201 | 13-OCT-2020 | 13-OCT-2020 | 0.0909 | 0.0909 | -0.1000 | 0.1000 | 0.0000 | 0.0000 | 0.0000 ||
|| 27-JAN-2021 => 1.7133 | 13-JAN-2021 | 13-JAN-2021 | 1.4708 | 1.4708 | -0.1000 | 0.1000 | 0.0000 | 1.3708 | 1.3708 ||
|| 27-APR-2021 => 2.2851 | 13-APR-2021 | 13-APR-2021 | 2.1962 | 2.1962 | -0.1000 | 0.1000 | 0.0000 | 2.0962 | 2.0962 ||
|| 27-JUL-2021 => 1.1936 | 13-JUL-2021 | 13-JUL-2021 | 1.3615 | 1.3615 | -0.1000 | 0.1000 | 0.0000 | 1.2615 | 1.2615 ||
|| 27-OCT-2021 => 1.6215 | 13-OCT-2021 | 13-OCT-2021 | 1.5564 | 1.5564 | -0.1000 | 0.1000 | 0.0000 | 1.4564 | 1.4564 ||
|| 27-JAN-2022 => 3.2556 | 13-JAN-2022 | 13-JAN-2022 | 3.0070 | 3.0070 | -0.1000 | 0.1000 | 0.0000 | 2.9070 | 2.9070 ||
|| 27-APR-2022 => 3.0340 | 13-APR-2022 | 13-APR-2022 | 3.0685 | 3.0685 | -0.1000 | 0.1000 | 0.0000 | 2.9685 | 2.9685 ||
|| 27-JUL-2022 => 1.9938 | 13-JUL-2022 | 13-JUL-2022 | 2.1538 | 2.1538 | -0.1000 | 0.1000 | 0.0000 | 2.0538 | 2.0538 ||
|| 27-OCT-2022 => 3.3802 | 13-OCT-2022 | 13-OCT-2022 | 3.1692 | 3.1692 | -0.1000 | 0.1000 | 0.0000 | 3.0692 | 3.0692 ||
|| 27-JAN-2023 => 2.7749 | 13-JAN-2023 | 13-JAN-2023 | 2.8670 | 2.8670 | -0.1000 | 0.1000 | 0.0000 | 2.7670 | 2.7670 ||
|| 27-APR-2023 => 2.7487 | 13-APR-2023 | 13-APR-2023 | 2.7528 | 2.7528 | -0.1000 | 0.1000 | 0.0000 | 2.6528 | 2.6528 ||
|| 27-JUL-2023 => 3.1595 | 13-JUL-2023 | 13-JUL-2023 | 3.0963 | 3.0963 | -0.1000 | 0.1000 | 0.0000 | 2.9963 | 2.9963 ||
|| 27-OCT-2023 => 4.1567 | 13-OCT-2023 | 13-OCT-2023 | 4.0050 | 4.0050 | -0.1000 | 0.1000 | 0.0000 | 3.9050 | 3.9050 ||
|| 27-JAN-2024 => 3.8411 | 13-JAN-2024 | 13-JAN-2024 | 3.8891 | 3.8891 | -0.1000 | 0.1000 | 0.0000 | 3.7891 | 3.7891 ||
|| 27-APR-2024 => 4.1907 | 13-APR-2024 | 13-APR-2024 | 4.1369 | 4.1369 | -0.1000 | 0.1000 | 0.0000 | 4.0369 | 4.0369 ||
|| 27-JUL-2024 => 4.1492 | 13-JUL-2024 | 13-JUL-2024 | 4.1556 | 4.1556 | -0.1000 | 0.1000 | 0.0000 | 4.0556 | 4.0556 ||
|| 27-OCT-2024 => 3.7453 | 13-OCT-2024 | 13-OCT-2024 | 3.8068 | 3.8068 | -0.1000 | 0.1000 | 0.0000 | 3.7068 | 3.7068 ||
|| 27-JAN-2025 => 3.1514 | 13-JAN-2025 | 13-JAN-2025 | 3.2418 | 3.2418 | -0.1000 | 0.1000 | 0.0000 | 3.1418 | 3.1418 ||
|| 27-APR-2025 => 2.5481 | 13-APR-2025 | 13-APR-2025 | 2.6419 | 2.6419 | -0.1000 | 0.1000 | 0.0000 | 2.5419 | 2.5419 ||
|| 27-JUL-2025 => 2.7831 | 13-JUL-2025 | 13-JUL-2025 | 2.7470 | 2.7470 | -0.1000 | 0.1000 | 0.0000 | 2.6470 | 2.6470 ||
|| 27-OCT-2025 => 3.3413 | 13-OCT-2025 | 13-OCT-2025 | 3.2564 | 3.2564 | -0.1000 | 0.1000 | 0.0000 | 3.1564 | 3.1564 ||
|| 27-JAN-2026 => 3.0454 | 13-JAN-2026 | 13-JAN-2026 | 3.0905 | 3.0905 | -0.1000 | 0.1000 | 0.0000 | 2.9905 | 2.9905 ||
|| 27-APR-2026 => 2.5688 | 13-APR-2026 | 13-APR-2026 | 2.6429 | 2.6429 | -0.1000 | 0.1000 | 0.0000 | 2.5429 | 2.5429 ||
|| 27-JUL-2026 => 2.8008 | 13-JUL-2026 | 13-JUL-2026 | 2.7651 | 2.7651 | -0.1000 | 0.1000 | 0.0000 | 2.6651 | 2.6651 ||
|| 27-OCT-2026 => 2.8186 | 13-OCT-2026 | 13-OCT-2026 | 2.8159 | 2.8159 | -0.1000 | 0.1000 | 0.0000 | 2.7159 | 2.7159 ||
|| 27-JAN-2027 => 2.3013 | 13-JAN-2027 | 13-JAN-2027 | 2.3800 | 2.3800 | -0.1000 | 0.1000 | 0.0000 | 2.2800 | 2.2800 ||
|| 27-APR-2027 => 2.2119 | 13-APR-2027 | 13-APR-2027 | 2.2258 | 2.2258 | -0.1000 | 0.1000 | 0.0000 | 2.1258 | 2.1258 ||
|| 27-JUL-2027 => 2.0620 | 13-JUL-2027 | 13-JUL-2027 | 2.0851 | 2.0851 | -0.1000 | 0.1000 | 0.0000 | 1.9851 | 1.9851 ||
|| 27-OCT-2027 => 1.8414 | 13-OCT-2027 | 13-OCT-2027 | 1.8749 | 1.8749 | -0.1000 | 0.1000 | 0.0000 | 1.7749 | 1.7749 ||
|| 27-JAN-2028 => 1.6502 | 13-JAN-2028 | 13-JAN-2028 | 1.6793 | 1.6793 | -0.1000 | 0.1000 | 0.0000 | 1.5793 | 1.5793 ||
|| 27-APR-2028 => 1.3502 | 13-APR-2028 | 13-APR-2028 | 1.3964 | 1.3964 | -0.1000 | 0.1000 | 0.0000 | 1.2964 | 1.2964 ||
|| 27-JUL-2028 => 1.4921 | 13-JUL-2028 | 13-JUL-2028 | 1.4703 | 1.4703 | -0.1000 | 0.1000 | 0.0000 | 1.3703 | 1.3703 ||
|| 27-OCT-2028 => 1.3212 | 13-OCT-2028 | 13-OCT-2028 | 1.3472 | 1.3472 | -0.1000 | 0.1000 | 0.0000 | 1.2472 | 1.2472 ||
|| 27-JAN-2029 => 1.0380 | 13-JAN-2029 | 13-JAN-2029 | 1.0811 | 1.0811 | -0.1000 | 0.1000 | 0.0000 | 0.9811 | 0.9811 ||
|| 27-APR-2029 => 0.8434 | 13-APR-2029 | 13-APR-2029 | 0.8737 | 0.8737 | -0.1000 | 0.1000 | 0.0000 | 0.7737 | 0.7737 ||
|| 27-JUL-2029 => 0.5642 | 13-JUL-2029 | 13-JUL-2029 | 0.6072 | 0.6072 | -0.1000 | 0.1000 | 0.0000 | 0.5072 | 0.5072 ||
|| 27-OCT-2029 => 0.3670 | 13-OCT-2029 | 13-OCT-2029 | 0.3970 | 0.3970 | -0.1000 | 0.1000 | 0.0000 | 0.2970 | 0.2970 ||
|| 27-JAN-2030 => 0.1640 | 13-JAN-2030 | 13-JAN-2030 | 0.1949 | 0.1949 | -0.1000 | 0.1000 | 0.0000 | 0.0949 | 0.0949 ||
||--------------------------------------------------------------------------------------------------------------------------||
|-----------------------------------------------------------------|
| 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 07:31:16 EST 2020
| Setup Time => Mon Jan 27 07:31:16 EST 2020
| Finish Time => Mon Jan 27 07:31:16 EST 2020
| Setup Duration => 0 ms
| Run Duration => 2 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 07:31:16 EST 2020
| Setup Time => Mon Jan 27 07:31:16 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 => 0.0000 | -0.0275 | -0.0266 | -0.0378 | -0.0388 | -0.0224 | -0.0236 | -0.0088 | -0.0178 | -0.0042 | 0.0000 |
| POSITIVE EXPOSURE => 0.0000 | 0.9883 | 1.2545 | 1.3278 | 1.3042 | 1.2319 | 1.0692 | 0.8762 | 0.6210 | 0.3297 | 0.0000 |
| NEGATIVE EXPOSURE => 0.0000 | -1.0158 | -1.2811 | -1.3656 | -1.3430 | -1.2543 | -1.0928 | -0.8850 | -0.6388 | -0.3339 | 0.0000 |
| EXPOSURE PV => 0.0000 | -0.0274 | -0.0263 | -0.0372 | -0.0380 | -0.0219 | -0.0229 | -0.0085 | -0.0171 | -0.0040 | 0.0000 |
| POSITIVE EXPOSURE PV => 0.0000 | 0.9833 | 1.2420 | 1.3080 | 1.2784 | 1.2015 | 1.0376 | 0.8461 | 0.5967 | 0.3152 | 0.0000 |
| NEGATIVE EXPOSURE PV => 0.0000 | -1.0107 | -1.2683 | -1.3452 | -1.3164 | -1.2233 | -1.0605 | -0.8546 | -0.6138 | -0.3192 | 0.0000 |
|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
||-------------------||
|| UCVA => -08.67% ||
|| FTDCVA => -08.40% ||
|| CVA => -08.40% ||
|| CVACL => 00.27% ||
|| DVA => 03.93% ||
|| FVA => -09.98% ||
|| FDA => 03.93% ||
|| FCA => -09.98% ||
|| FBA => 03.93% ||
|| SFVA => 00.25% ||
||-------------------||
|-----------------------------------------------------------------|
| 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 07:31:16 EST 2020
| Setup Time => Mon Jan 27 07:31:16 EST 2020
| Finish Time => Mon Jan 27 07:31:21 EST 2020
| Setup Duration => 1 ms
| Run Duration => 5 s 398 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 07:31:21 EST 2020
| Setup Time => Mon Jan 27 07:31:21 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 => 0.0000 | -0.0198 | 0.1662 | 0.0752 | 0.1359 | 0.1012 | 0.0535 | 0.0977 | 0.0237 | 0.0144 | 0.0000 |
| POSITIVE EXPOSURE => 0.0000 | 3.1638 | 4.0689 | 4.2786 | 4.2910 | 3.9649 | 3.4618 | 2.8367 | 2.0002 | 1.0628 | 0.0000 |
| NEGATIVE EXPOSURE => 0.0000 | -3.1836 | -3.9027 | -4.2034 | -4.1551 | -3.8637 | -3.4083 | -2.7390 | -1.9765 | -1.0485 | 0.0000 |
| EXPOSURE PV => 0.0000 | -0.0193 | 0.1653 | 0.0739 | 0.1328 | 0.0962 | 0.0508 | 0.0923 | 0.0205 | 0.0137 | 0.0000 |
| POSITIVE EXPOSURE PV => 0.0000 | 3.1593 | 4.0544 | 4.2538 | 4.2563 | 3.9247 | 3.4220 | 2.7979 | 1.9685 | 1.0443 | 0.0000 |
| NEGATIVE EXPOSURE PV => 0.0000 | -3.1785 | -3.8891 | -4.1800 | -4.1235 | -3.8285 | -3.3711 | -2.7055 | -1.9481 | -1.0306 | 0.0000 |
|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
||-------------------||
|| UCVA => -29.19% ||
|| FTDCVA => -27.86% ||
|| CVA => -27.86% ||
|| CVACL => 01.33% ||
|| DVA => -12.12% ||
|| FVA => -32.74% ||
|| FDA => -12.12% ||
|| FCA => -32.74% ||
|| FBA => -12.12% ||
|| SFVA => -00.83% ||
||-------------------||
|-----------------------------------------------------------------|
| 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 07:31:21 EST 2020
| Setup Time => Mon Jan 27 07:31:21 EST 2020
| Finish Time => Mon Jan 27 07:31:27 EST 2020
| Setup Duration => 1 ms
| Run Duration => 5 s 696 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 07:31:27 EST 2020
| Setup Time => Mon Jan 27 07:31:27 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 => 0.0000 | 0.0007 | -0.0009 | -0.0002 | -0.0003 | -0.0026 | 0.0006 | 0.0013 | -0.0001 | 0.0006 | 0.0008 |
| POSITIVE EXPOSURE => 0.0000 | 0.0775 | 0.0676 | 0.0619 | 0.0534 | 0.0458 | 0.0393 | 0.0339 | 0.0283 | 0.0262 | 0.0259 |
| NEGATIVE EXPOSURE => 0.0000 | -0.0768 | -0.0685 | -0.0621 | -0.0536 | -0.0484 | -0.0387 | -0.0326 | -0.0284 | -0.0256 | -0.0251 |
| EXPOSURE PV => 0.0000 | 0.0007 | -0.0009 | -0.0002 | -0.0003 | -0.0026 | 0.0006 | 0.0013 | -0.0001 | 0.0006 | 0.0008 |
| POSITIVE EXPOSURE PV => 0.0000 | 0.0774 | 0.0673 | 0.0616 | 0.0530 | 0.0454 | 0.0388 | 0.0334 | 0.0279 | 0.0257 | 0.0254 |
| NEGATIVE EXPOSURE PV => 0.0000 | -0.0766 | -0.0682 | -0.0618 | -0.0532 | -0.0480 | -0.0382 | -0.0321 | -0.0280 | -0.0252 | -0.0246 |
|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
||-------------------||
|| UCVA => -00.44% ||
|| FTDCVA => -00.42% ||
|| CVA => -00.42% ||
|| CVACL => 00.01% ||
|| DVA => 00.19% ||
|| FVA => -00.38% ||
|| FDA => 00.19% ||
|| FCA => -00.38% ||
|| FBA => 00.19% ||
|| SFVA => 00.00% ||
||-------------------||
|-----------------------------------------------------------------|
| 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 07:31:27 EST 2020
| Setup Time => Mon Jan 27 07:31:27 EST 2020
| Finish Time => Mon Jan 27 07:31:32 EST 2020
| Setup Duration => 0 ms
| Run Duration => 5 s 391 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 07:31:32 EST 2020
| Setup Time => Mon Jan 27 07:31:32 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 => 0.0000 | -0.0043 | 0.0066 | 0.0011 | -0.0023 | 0.0047 | 0.0000 | -0.0013 | -0.0000 | -0.0034 | -0.0012 |
| POSITIVE EXPOSURE => 0.0000 | 0.2393 | 0.2204 | 0.1935 | 0.1674 | 0.1511 | 0.1237 | 0.1047 | 0.0897 | 0.0804 | 0.0809 |
| NEGATIVE EXPOSURE => 0.0000 | -0.2436 | -0.2138 | -0.1924 | -0.1696 | -0.1464 | -0.1237 | -0.1060 | -0.0897 | -0.0838 | -0.0821 |
| EXPOSURE PV => 0.0000 | -0.0044 | 0.0065 | 0.0011 | -0.0023 | 0.0046 | -0.0000 | -0.0010 | 0.0000 | -0.0032 | -0.0010 |
| POSITIVE EXPOSURE PV => 0.0000 | 0.2388 | 0.2195 | 0.1924 | 0.1661 | 0.1497 | 0.1223 | 0.1034 | 0.0884 | 0.0791 | 0.0795 |
| NEGATIVE EXPOSURE PV => 0.0000 | -0.2432 | -0.2129 | -0.1914 | -0.1683 | -0.1451 | -0.1223 | -0.1045 | -0.0883 | -0.0823 | -0.0805 |
|---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
||-------------------||
|| UCVA => -01.38% ||
|| FTDCVA => -01.32% ||
|| CVA => -01.32% ||
|| CVACL => 00.06% ||
|| DVA => -00.63% ||
|| FVA => -01.21% ||
|| FDA => -00.63% ||
|| FCA => -01.21% ||
|| FBA => -00.63% ||
|| SFVA => 00.00% ||
||-------------------||
|-----------------------------------------------------------------|
| 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 07:31:32 EST 2020
| Setup Time => Mon Jan 27 07:31:32 EST 2020
| Finish Time => Mon Jan 27 07:31:38 EST 2020
| Setup Duration => 0 ms
| Run Duration => 5 s 439 ms
|-----------------------------------------------------------------|