|
1 | 1 | #NettingSet,Date,Time,EPE,ENE,PFE,ExpectedCollateral,BaselEE,BaselEEE |
2 | 2 | CPTY_A,2016-02-05,0.000000,597.96,0.00,597.96,-597.96,597.96,597.96 |
3 | | -CPTY_A,2016-05-06,0.248634,127062.18,148733.87,560837.38,0.00,127702.93,127702.93 |
4 | | -CPTY_A,2016-08-05,0.497268,205812.28,254892.63,792043.75,0.00,207893.27,207893.27 |
5 | | -CPTY_A,2016-11-07,0.754098,287714.70,232849.86,1302698.63,0.00,292099.11,292099.11 |
6 | | -CPTY_A,2017-02-06,1.003002,327467.82,287756.85,1420665.88,0.00,334089.77,334089.77 |
7 | | -CPTY_A,2017-05-05,1.244098,319747.08,383419.01,1382771.88,0.00,327761.11,334089.77 |
8 | | -CPTY_A,2017-08-07,1.501632,385394.09,444839.66,1521446.63,0.00,397056.54,397056.54 |
9 | | -CPTY_A,2017-11-06,1.750947,446711.69,422639.96,1657059.63,0.00,462488.56,462488.56 |
10 | | -CPTY_A,2018-02-05,2.000262,429443.10,418655.08,1644256.38,0.00,446792.29,462488.56 |
11 | | -CPTY_A,2018-05-08,2.252317,400329.73,475668.53,1696050.38,0.00,418586.02,462488.56 |
12 | | -CPTY_A,2018-08-06,2.498892,363871.94,450468.31,1282229.00,0.00,382327.85,462488.56 |
13 | | -CPTY_A,2018-11-05,2.748207,448952.52,420388.65,1645179.75,0.00,474058.39,474058.39 |
14 | | -CPTY_A,2019-02-05,3.000262,520621.97,452079.75,2166585.00,0.00,552486.30,552486.30 |
15 | | -CPTY_A,2019-05-07,3.249577,459020.89,496885.48,1887073.50,0.00,489525.67,552486.30 |
16 | | -CPTY_A,2019-08-05,3.496152,502475.16,527699.52,1858565.50,0.00,538490.48,552486.30 |
17 | | -CPTY_A,2019-11-05,3.748207,547689.40,458634.84,2140512.50,0.00,589882.24,589882.24 |
18 | | -CPTY_A,2020-02-05,4.000000,572835.66,490730.47,2384685.25,0.00,620052.65,620052.65 |
19 | | -CPTY_A,2020-05-05,4.245902,504984.83,539097.34,1984087.25,0.00,549277.45,620052.65 |
20 | | -CPTY_A,2020-08-05,4.497268,554465.16,568298.25,2399081.00,0.00,606106.96,620052.65 |
21 | | -CPTY_A,2020-11-05,4.748634,503950.17,458011.00,1921231.13,0.00,553635.82,620052.65 |
22 | | -CPTY_A,2021-02-05,5.000262,463003.53,438130.17,1708261.88,0.00,511190.14,620052.65 |
23 | | -CPTY_A,2021-05-05,5.244098,431532.59,483640.66,1550769.38,0.00,478749.56,620052.65 |
24 | | -CPTY_A,2021-08-05,5.496152,355184.61,453415.03,1297655.13,0.00,396019.43,620052.65 |
25 | | -CPTY_A,2021-11-05,5.748207,372114.06,404740.57,1279533.00,0.00,416971.14,620052.65 |
26 | | -CPTY_A,2022-02-07,6.005741,372727.85,422910.31,1294681.13,0.00,419794.22,620052.65 |
27 | | -CPTY_A,2022-05-05,6.244098,369205.30,486920.14,1675681.63,0.00,417794.09,620052.65 |
28 | | -CPTY_A,2022-08-05,6.496152,374501.68,489089.50,1434005.00,0.00,425907.91,620052.65 |
29 | | -CPTY_A,2022-11-07,6.753687,424885.17,447471.46,1728538.13,0.00,485677.74,620052.65 |
30 | | -CPTY_A,2023-02-06,7.003002,448511.14,469243.12,1838105.00,0.00,515221.38,620052.65 |
31 | | -CPTY_A,2023-05-05,7.244098,394899.87,492193.79,1736124.63,0.00,455805.03,620052.65 |
32 | | -CPTY_A,2023-08-07,7.501632,432071.07,516507.51,1699611.38,0.00,501256.44,620052.65 |
33 | | -CPTY_A,2023-11-06,7.750947,446860.90,449865.19,1824517.25,0.00,520977.75,620052.65 |
34 | | -CPTY_A,2024-02-05,8.000000,460928.95,467551.10,1412870.75,0.00,540036.18,620052.65 |
35 | | -CPTY_A,2024-05-07,8.251366,400008.19,490820.55,1538558.63,0.00,471002.63,620052.65 |
36 | | -CPTY_A,2024-08-05,8.497268,421306.01,512837.52,1605116.63,0.00,498506.24,620052.65 |
37 | | -CPTY_A,2024-11-05,8.748634,460719.72,458199.72,1579033.38,0.00,547867.23,620052.65 |
38 | | -CPTY_A,2025-02-05,9.000262,493553.87,475303.45,1612934.00,0.00,589846.03,620052.65 |
39 | | -CPTY_A,2025-05-06,9.246837,442873.88,505848.95,1863350.25,0.00,531866.54,620052.65 |
40 | | -CPTY_A,2025-08-05,9.496152,458271.34,523416.09,2075728.63,0.00,553079.22,620052.65 |
41 | | -CPTY_A,2025-11-05,9.748207,444597.22,444471.76,2479551.25,0.00,539258.47,620052.65 |
42 | | -CPTY_A,2026-02-05,10.000262,465851.57,461106.97,2917432.00,0.00,567862.73,620052.65 |
43 | | -CPTY_A,2026-05-05,10.244098,416264.43,489305.45,2239142.25,0.00,509872.87,620052.65 |
44 | | -CPTY_A,2026-08-05,10.496152,427527.20,498977.03,2329171.25,0.00,526288.55,620052.65 |
45 | | -CPTY_A,2026-11-05,10.748207,413459.04,419569.12,2232755.25,0.00,511517.19,620052.65 |
46 | | -CPTY_A,2027-02-05,11.000262,443931.16,444537.75,2394453.25,0.00,551964.24,620052.65 |
47 | | -CPTY_A,2027-05-05,11.244098,380568.51,457258.36,1735343.50,0.00,475472.10,620052.65 |
48 | | -CPTY_A,2027-08-05,11.496152,379872.71,464500.67,1504370.38,0.00,476977.46,620052.65 |
49 | | -CPTY_A,2027-11-05,11.748207,401096.47,399183.93,2071566.50,0.00,506146.42,620052.65 |
50 | | -CPTY_A,2028-02-07,12.005464,402107.66,404858.52,1855952.25,0.00,510016.66,620052.65 |
51 | | -CPTY_A,2028-05-05,12.245902,330902.19,411218.41,1589151.00,0.00,421709.21,620052.65 |
52 | | -CPTY_A,2028-08-07,12.502732,342950.88,418939.19,1984036.38,0.00,439296.76,620052.65 |
53 | | -CPTY_A,2028-11-06,12.751366,392804.64,360063.65,2352809.00,0.00,505643.81,620052.65 |
54 | | -CPTY_A,2029-02-05,13.000262,439603.68,371272.88,2695092.25,0.00,568684.54,620052.65 |
55 | | -CPTY_A,2029-05-08,13.252317,394678.16,382828.32,2500942.25,0.00,513119.76,620052.65 |
56 | | -CPTY_A,2029-08-06,13.498892,386272.08,380543.32,2874714.00,0.00,504646.70,620052.65 |
57 | | -CPTY_A,2029-11-05,13.748207,412764.33,316224.00,2085869.25,0.00,541923.88,620052.65 |
58 | | -CPTY_A,2030-02-05,14.000262,387275.78,311514.60,1974666.63,0.00,511001.31,620052.65 |
59 | | -CPTY_A,2030-05-07,14.249577,301120.77,316735.21,1980049.25,0.00,399286.29,620052.65 |
60 | | -CPTY_A,2030-08-05,14.496152,279788.95,308105.29,1826308.13,0.00,372814.43,620052.65 |
61 | | -CPTY_A,2030-11-05,14.748207,306156.81,252061.03,1808665.13,0.00,409988.46,620052.65 |
62 | | -CPTY_A,2031-02-05,15.000262,292399.30,254940.45,1806523.50,0.00,393522.52,620052.65 |
63 | | -CPTY_A,2031-05-06,15.246837,204065.03,266044.41,1487305.50,0.00,275982.19,620052.65 |
64 | | -CPTY_A,2031-08-05,15.496152,198300.96,264352.05,1631098.00,0.00,269513.23,620052.65 |
65 | | -CPTY_A,2031-11-05,15.748207,222563.11,209705.45,1627385.88,0.00,304000.87,620052.65 |
66 | | -CPTY_A,2032-02-05,16.000000,212765.05,207765.99,1557585.25,0.00,292070.90,620052.65 |
67 | | -CPTY_A,2032-05-05,16.245902,156637.96,220781.75,1260085.63,0.00,216074.88,620052.65 |
68 | | -CPTY_A,2032-08-05,16.497268,156549.70,221699.44,1188617.75,0.00,217033.04,620052.65 |
69 | | -CPTY_A,2032-11-05,16.748634,185412.98,160561.22,1286293.88,0.00,258333.13,620052.65 |
70 | | -CPTY_A,2033-02-07,17.005741,183707.14,166945.61,1079034.75,0.00,257264.25,620052.65 |
71 | | -CPTY_A,2033-05-05,17.244098,122287.64,176886.46,674037.19,0.00,172061.85,620052.65 |
72 | | -CPTY_A,2033-08-05,17.496152,124488.96,176478.15,552148.06,0.00,176035.08,620052.65 |
73 | | -CPTY_A,2033-11-07,17.753687,128694.21,112116.40,632426.69,0.00,182911.43,620052.65 |
74 | | -CPTY_A,2034-02-06,18.003002,135965.62,112585.34,692692.94,0.00,194202.02,620052.65 |
75 | | -CPTY_A,2034-05-05,18.244098,78763.01,116104.84,512577.34,0.00,113036.61,620052.65 |
76 | | -CPTY_A,2034-08-07,18.501632,80966.85,118783.95,504787.41,0.00,116793.18,620052.65 |
77 | | -CPTY_A,2034-11-06,18.750947,102784.97,57187.65,522883.31,0.00,148998.77,620052.65 |
78 | | -CPTY_A,2035-02-05,19.000262,98145.20,58069.12,456588.03,0.00,142976.59,620052.65 |
79 | | -CPTY_A,2035-05-08,19.252317,40716.17,61753.57,221660.06,0.00,59611.38,620052.65 |
80 | | -CPTY_A,2035-08-06,19.498892,40784.66,62065.65,213343.22,0.00,60003.74,620052.65 |
81 | | -CPTY_A,2035-11-05,19.748207,62397.39,6503.39,218281.09,0.00,92255.17,620052.65 |
82 | | -CPTY_A,2036-02-05,20.000000,62510.64,6425.78,234777.17,0.00,92884.79,620052.65 |
83 | | -CPTY_A,2036-05-06,20.248634,0.00,0.00,0.00,0.00,0.00,620052.65 |
| 3 | +CPTY_A,2016-05-06,0.248634,127002.98,148662.15,560569.13,0.00,127643.44,127643.44 |
| 4 | +CPTY_A,2016-08-05,0.497268,205715.45,254771.75,791661.75,0.00,207795.46,207795.46 |
| 5 | +CPTY_A,2016-11-07,0.754098,287607.07,232717.91,1302106.25,0.00,291989.83,291989.83 |
| 6 | +CPTY_A,2017-02-06,1.003002,327337.96,287595.76,1420012.75,0.00,333957.28,333957.28 |
| 7 | +CPTY_A,2017-05-05,1.244098,319601.63,383241.70,1382133.63,0.00,327612.00,333957.28 |
| 8 | +CPTY_A,2017-08-07,1.501632,385221.21,444639.74,1520748.50,0.00,396878.42,396878.42 |
| 9 | +CPTY_A,2017-11-06,1.750947,446533.58,422430.91,1656342.50,0.00,462304.15,462304.15 |
| 10 | +CPTY_A,2018-02-05,2.000262,429271.72,418443.53,1643527.50,0.00,446613.98,462304.15 |
| 11 | +CPTY_A,2018-05-08,2.252317,400160.89,475461.93,1695314.50,0.00,418409.48,462304.15 |
| 12 | +CPTY_A,2018-08-06,2.498892,363724.06,450270.06,1281614.38,0.00,382172.47,462304.15 |
| 13 | +CPTY_A,2018-11-05,2.748207,448791.91,420188.79,1644453.63,0.00,473888.79,473888.79 |
| 14 | +CPTY_A,2019-02-05,3.000262,520423.66,451863.98,2165577.75,0.00,552275.86,552275.86 |
| 15 | +CPTY_A,2019-05-07,3.249577,458842.52,496684.45,1886260.00,0.00,489335.45,552275.86 |
| 16 | +CPTY_A,2019-08-05,3.496152,502279.61,527490.05,1857769.63,0.00,538280.92,552275.86 |
| 17 | +CPTY_A,2019-11-05,3.748207,547492.66,458430.07,2139630.25,0.00,589670.34,589670.34 |
| 18 | +CPTY_A,2020-02-05,4.000000,572630.17,490518.11,2383689.50,0.00,619830.23,619830.23 |
| 19 | +CPTY_A,2020-05-05,4.245902,504790.97,538884.49,1983149.38,0.00,549066.58,619830.23 |
| 20 | +CPTY_A,2020-08-05,4.497268,554255.47,568080.57,2397902.50,0.00,605877.74,619830.23 |
| 21 | +CPTY_A,2020-11-05,4.748634,503780.58,457808.11,1920304.25,0.00,553449.51,619830.23 |
| 22 | +CPTY_A,2021-02-05,5.000262,462865.24,437942.08,1707663.50,0.00,511037.45,619830.23 |
| 23 | +CPTY_A,2021-05-05,5.244098,431387.75,483456.30,1550033.00,0.00,478588.87,619830.23 |
| 24 | +CPTY_A,2021-08-05,5.496152,355070.78,453236.54,1297184.63,0.00,395892.51,619830.23 |
| 25 | +CPTY_A,2021-11-05,5.748207,372016.03,404567.31,1279318.50,0.00,416861.30,619830.23 |
| 26 | +CPTY_A,2022-02-07,6.005741,372631.78,422733.92,1294489.00,0.00,419686.02,619830.23 |
| 27 | +CPTY_A,2022-05-05,6.244098,369095.59,486740.72,1675332.63,0.00,417669.95,619830.23 |
| 28 | +CPTY_A,2022-08-05,6.496152,374386.75,488910.50,1433502.75,0.00,425777.21,619830.23 |
| 29 | +CPTY_A,2022-11-07,6.753687,424780.86,447299.26,1728202.63,0.00,485558.51,619830.23 |
| 30 | +CPTY_A,2023-02-06,7.003002,448416.39,469082.50,1837608.13,0.00,515112.53,619830.23 |
| 31 | +CPTY_A,2023-05-05,7.244098,394805.77,492039.55,1735507.25,0.00,455696.41,619830.23 |
| 32 | +CPTY_A,2023-08-07,7.501632,431961.51,516347.42,1699134.38,0.00,501129.35,619830.23 |
| 33 | +CPTY_A,2023-11-06,7.750947,446755.08,449706.50,1823792.88,0.00,520854.38,619830.23 |
| 34 | +CPTY_A,2024-02-05,8.000000,460824.86,467396.62,1412634.63,0.00,539914.22,619830.23 |
| 35 | +CPTY_A,2024-05-07,8.251366,399903.68,490666.73,1538268.00,0.00,470879.57,619830.23 |
| 36 | +CPTY_A,2024-08-05,8.497268,421199.77,512678.27,1604830.50,0.00,498380.54,619830.23 |
| 37 | +CPTY_A,2024-11-05,8.748634,460615.68,458044.50,1578776.00,0.00,547743.52,619830.23 |
| 38 | +CPTY_A,2025-02-05,9.000262,493439.96,475143.54,1612794.75,0.00,589709.90,619830.23 |
| 39 | +CPTY_A,2025-05-06,9.246837,442761.20,505695.45,1863122.38,0.00,531731.22,619830.23 |
| 40 | +CPTY_A,2025-08-05,9.496152,458148.56,523255.53,2075179.00,0.00,552931.05,619830.23 |
| 41 | +CPTY_A,2025-11-05,9.748207,444488.81,444317.07,2479018.75,0.00,539126.97,619830.23 |
| 42 | +CPTY_A,2026-02-05,10.000262,465739.87,460955.44,2916638.25,0.00,567726.58,619830.23 |
| 43 | +CPTY_A,2026-05-05,10.244098,416158.92,489158.39,2238537.25,0.00,509743.63,619830.23 |
| 44 | +CPTY_A,2026-08-05,10.496152,427424.81,498833.88,2328540.25,0.00,526162.51,619830.23 |
| 45 | +CPTY_A,2026-11-05,10.748207,413375.98,419433.92,2232317.50,0.00,511414.43,619830.23 |
| 46 | +CPTY_A,2027-02-05,11.000262,443844.57,444405.92,2393971.25,0.00,551856.57,619830.23 |
| 47 | +CPTY_A,2027-05-05,11.244098,380493.18,457139.50,1735019.13,0.00,475377.99,619830.23 |
| 48 | +CPTY_A,2027-08-05,11.496152,379801.08,464384.25,1503997.13,0.00,476887.52,619830.23 |
| 49 | +CPTY_A,2027-11-05,11.748207,401031.48,399075.14,2071167.50,0.00,506064.41,619830.23 |
| 50 | +CPTY_A,2028-02-07,12.005464,402039.48,404747.70,1855618.63,0.00,509930.18,619830.23 |
| 51 | +CPTY_A,2028-05-05,12.245902,330842.94,411117.48,1588860.00,0.00,421633.71,619830.23 |
| 52 | +CPTY_A,2028-08-07,12.502732,342884.80,418835.04,1983614.13,0.00,439212.12,619830.23 |
| 53 | +CPTY_A,2028-11-06,12.751366,392739.99,359971.14,2352302.50,0.00,505560.59,619830.23 |
| 54 | +CPTY_A,2029-02-05,13.000262,439524.03,371178.74,2694525.00,0.00,568581.49,619830.23 |
| 55 | +CPTY_A,2029-05-08,13.252317,394595.58,382741.02,2500395.25,0.00,513012.40,619830.23 |
| 56 | +CPTY_A,2029-08-06,13.498892,386195.87,380460.60,2874057.50,0.00,504547.14,619830.23 |
| 57 | +CPTY_A,2029-11-05,13.748207,412695.38,316152.68,2085459.75,0.00,541833.36,619830.23 |
| 58 | +CPTY_A,2030-02-05,14.000262,387209.40,311435.62,1974202.88,0.00,510913.72,619830.23 |
| 59 | +CPTY_A,2030-05-07,14.249577,301063.74,316659.57,1979548.38,0.00,399210.66,619830.23 |
| 60 | +CPTY_A,2030-08-05,14.496152,279737.80,308028.87,1825859.13,0.00,372746.28,619830.23 |
| 61 | +CPTY_A,2030-11-05,14.748207,306104.66,251989.59,1808240.75,0.00,409918.62,619830.23 |
| 62 | +CPTY_A,2031-02-05,15.000262,292346.24,254864.08,1806102.13,0.00,393451.11,619830.23 |
| 63 | +CPTY_A,2031-05-06,15.246837,204024.37,265973.93,1486948.13,0.00,275927.20,619830.23 |
| 64 | +CPTY_A,2031-08-05,15.496152,198262.93,264280.26,1630696.50,0.00,269461.55,619830.23 |
| 65 | +CPTY_A,2031-11-05,15.748207,222528.52,209641.73,1627059.63,0.00,303953.62,619830.23 |
| 66 | +CPTY_A,2032-02-05,16.000000,212726.10,207697.70,1557382.88,0.00,292017.43,619830.23 |
| 67 | +CPTY_A,2032-05-05,16.245902,156612.83,220725.93,1259838.00,0.00,216040.21,619830.23 |
| 68 | +CPTY_A,2032-08-05,16.497268,156525.33,221642.66,1188473.25,0.00,216999.26,619830.23 |
| 69 | +CPTY_A,2032-11-05,16.748634,185389.62,160512.49,1286129.88,0.00,258300.58,619830.23 |
| 70 | +CPTY_A,2033-02-07,17.005741,183684.07,166895.06,1078926.88,0.00,257231.95,619830.23 |
| 71 | +CPTY_A,2033-05-05,17.244098,122269.68,176842.72,673988.19,0.00,172036.59,619830.23 |
| 72 | +CPTY_A,2033-08-05,17.496152,124473.97,176436.98,552076.50,0.00,176013.89,619830.23 |
| 73 | +CPTY_A,2033-11-07,17.753687,128688.17,112083.92,632325.44,0.00,182902.84,619830.23 |
| 74 | +CPTY_A,2034-02-06,18.003002,135959.57,112554.82,692575.06,0.00,194193.38,619830.23 |
| 75 | +CPTY_A,2034-05-05,18.244098,78754.21,116077.23,512496.31,0.00,113023.98,619830.23 |
| 76 | +CPTY_A,2034-08-07,18.501632,80958.71,118757.26,504600.59,0.00,116781.45,619830.23 |
| 77 | +CPTY_A,2034-11-06,18.750947,102782.03,57170.30,522721.03,0.00,148994.51,619830.23 |
| 78 | +CPTY_A,2035-02-05,19.000262,98141.85,58051.52,456477.47,0.00,142971.70,619830.23 |
| 79 | +CPTY_A,2035-05-08,19.252317,40714.08,61742.41,221564.98,0.00,59608.32,619830.23 |
| 80 | +CPTY_A,2035-08-06,19.498892,40782.23,62054.43,213247.77,0.00,60000.17,619830.23 |
| 81 | +CPTY_A,2035-11-05,19.748207,62398.57,6499.72,218211.52,0.00,92256.91,619830.23 |
| 82 | +CPTY_A,2036-02-05,20.000000,62511.74,6422.13,234728.19,0.00,92886.42,619830.23 |
| 83 | +CPTY_A,2036-05-06,20.248634,0.00,0.00,0.00,0.00,0.00,619830.23 |
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