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      <Name>2.5.a</Name>
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          <Threshold bucket="3">0.19</Threshold>
          <Threshold bucket="4">0.19</Threshold>
          <Threshold bucket="5">0.19</Threshold>
          <Threshold bucket="6">0.19</Threshold>
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          <Threshold bucket="Residual">0.19</Threshold>
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        <Vega>
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          <Weight bucket="1">280</Weight>
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          <Weight bucket="1">66</Weight>
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          <Correlation label1="1" label2="2">0.4</Correlation>
          <Correlation label1="2" label2="1">0.4</Correlation>
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          <Threshold bucket="2">0.5</Threshold>
          <Threshold bucket="Residual">0.5</Threshold>
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          <Weight bucket="1">26</Weight>
          <Weight bucket="2">28</Weight>
          <Weight bucket="3">34</Weight>
          <Weight bucket="4">28</Weight>
          <Weight bucket="5">23</Weight>
          <Weight bucket="6">25</Weight>
          <Weight bucket="7">29</Weight>
          <Weight bucket="8">27</Weight>
          <Weight bucket="9">32</Weight>
          <Weight bucket="10">32</Weight>
          <Weight bucket="11">18</Weight>
          <Weight bucket="12">18</Weight>
          <Weight bucket="Residual">34</Weight>
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          <Weight bucket="1">0.45</Weight>
          <Weight bucket="2">0.45</Weight>
          <Weight bucket="3">0.45</Weight>
          <Weight bucket="4">0.45</Weight>
          <Weight bucket="5">0.45</Weight>
          <Weight bucket="6">0.45</Weight>
          <Weight bucket="7">0.45</Weight>
          <Weight bucket="8">0.45</Weight>
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          <Weight bucket="10">0.45</Weight>
          <Weight bucket="11">0.45</Weight>
          <Weight bucket="12">0.96</Weight>
          <Weight bucket="Residual">0.45</Weight>
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          <Weight bucket="1">9.3</Weight>
          <Weight bucket="2">9.7</Weight>
          <Weight bucket="3">10.0</Weight>
          <Weight bucket="4">9.2</Weight>
          <Weight bucket="5">7.7</Weight>
          <Weight bucket="6">8.5</Weight>
          <Weight bucket="7">9.5</Weight>
          <Weight bucket="8">9.6</Weight>
          <Weight bucket="9">10.0</Weight>
          <Weight bucket="10">10</Weight>
          <Weight bucket="11">5.9</Weight>
          <Weight bucket="12">5.9</Weight>
          <Weight bucket="Residual">10.0</Weight>
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          <Weight bucket="1">0.093</Weight>
          <Weight bucket="2">0.093</Weight>
          <Weight bucket="3">0.093</Weight>
          <Weight bucket="4">0.093</Weight>
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          <Weight bucket="6">0.093</Weight>
          <Weight bucket="7">0.093</Weight>
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          <Weight bucket="9">0.093</Weight>
          <Weight bucket="10">0.093</Weight>
          <Weight bucket="11">0.093</Weight>
          <Weight bucket="12">0.25</Weight>
          <Weight bucket="Residual">0.093</Weight>
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          <Correlation bucket="2">0.23</Correlation>
          <Correlation bucket="3">0.3</Correlation>
          <Correlation bucket="4">0.26</Correlation>
          <Correlation bucket="5">0.23</Correlation>
          <Correlation bucket="6">0.35</Correlation>
          <Correlation bucket="7">0.36</Correlation>
          <Correlation bucket="8">0.33</Correlation>
          <Correlation bucket="9">0.19</Correlation>
          <Correlation bucket="10">0.2</Correlation>
          <Correlation bucket="11">0.45</Correlation>
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          <Correlation label1="4" label2="6">0.22</Correlation>
          <Correlation label1="4" label2="7">0.22</Correlation>
          <Correlation label1="4" label2="8">0.22</Correlation>
          <Correlation label1="4" label2="9">0.21</Correlation>
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          <Correlation label1="4" label2="12">0.24</Correlation>
          <Correlation label1="5" label2="1">0.13</Correlation>
          <Correlation label1="5" label2="2">0.14</Correlation>
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          <Correlation label1="5" label2="6">0.27</Correlation>
          <Correlation label1="5" label2="7">0.26</Correlation>
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          <Correlation label1="5" label2="9">0.15</Correlation>
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          <Correlation label1="5" label2="12">0.3</Correlation>
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          <Correlation label1="6" label2="8">0.33</Correlation>
          <Correlation label1="6" label2="9">0.18</Correlation>
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          <Correlation label1="6" label2="12">0.38</Correlation>
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          <Correlation label1="7" label2="3">0.18</Correlation>
          <Correlation label1="7" label2="4">0.22</Correlation>
          <Correlation label1="7" label2="5">0.26</Correlation>
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          <Correlation label1="7" label2="8">0.32</Correlation>
          <Correlation label1="7" label2="9">0.18</Correlation>
          <Correlation label1="7" label2="10">0.24</Correlation>
          <Correlation label1="7" label2="11">0.37</Correlation>
          <Correlation label1="7" label2="12">0.37</Correlation>
          <Correlation label1="8" label2="1">0.16</Correlation>
          <Correlation label1="8" label2="2">0.17</Correlation>
          <Correlation label1="8" label2="3">0.16</Correlation>
          <Correlation label1="8" label2="4">0.22</Correlation>
          <Correlation label1="8" label2="5">0.27</Correlation>
          <Correlation label1="8" label2="6">0.33</Correlation>
          <Correlation label1="8" label2="7">0.32</Correlation>
          <Correlation label1="8" label2="9">0.18</Correlation>
          <Correlation label1="8" label2="10">0.23</Correlation>
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          <Correlation label1="9" label2="7">0.18</Correlation>
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          <Correlation label1="9" label2="12">0.2</Correlation>
          <Correlation label1="10" label2="1">0.12</Correlation>
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          <Correlation label1="11" label2="3">0.18</Correlation>
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          <Correlation label1="11" label2="8">0.37</Correlation>
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          <Correlation label1="11" label2="10">0.25</Correlation>
          <Correlation label1="11" label2="12">0.45</Correlation>
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          <Correlation label1="12" label2="3">0.18</Correlation>
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          <Correlation label1="12" label2="8">0.37</Correlation>
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          <Correlation label1="12" label2="10">0.25</Correlation>
          <Correlation label1="12" label2="11">0.45</Correlation>
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          <Threshold bucket="2">10</Threshold>
          <Threshold bucket="3">10</Threshold>
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          <Threshold bucket="7">21</Threshold>
          <Threshold bucket="8">21</Threshold>
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          <Threshold bucket="11">2100</Threshold>
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          <Threshold bucket="Residual">0.6</Threshold>
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          <Threshold bucket="1">210</Threshold>
          <Threshold bucket="2">210</Threshold>
          <Threshold bucket="3">210</Threshold>
          <Threshold bucket="4">210</Threshold>
          <Threshold bucket="5">1300</Threshold>
          <Threshold bucket="6">1300</Threshold>
          <Threshold bucket="7">1300</Threshold>
          <Threshold bucket="8">1300</Threshold>
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          <Threshold bucket="10">200</Threshold>
          <Threshold bucket="11">5900</Threshold>
          <Threshold bucket="12">5900</Threshold>
          <Threshold bucket="Residual">40</Threshold>
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          <Weight bucket="1">27</Weight>
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          <Weight bucket="7">40</Weight>
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          <Weight bucket="10">58</Weight>
          <Weight bucket="11">20</Weight>
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          <Weight bucket="13">13</Weight>
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          <Weight bucket="15">13</Weight>
          <Weight bucket="16">58</Weight>
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        <Vega mporDays="10">
          <Weight>0.6</Weight>
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          <Weight bucket="2">9.1</Weight>
          <Weight bucket="3">8.1</Weight>
          <Weight bucket="4">7.2</Weight>
          <Weight bucket="5">10</Weight>
          <Weight bucket="6">8.2</Weight>
          <Weight bucket="7">9.7</Weight>
          <Weight bucket="8">10</Weight>
          <Weight bucket="9">10</Weight>
          <Weight bucket="10">16</Weight>
          <Weight bucket="11">6.2</Weight>
          <Weight bucket="12">6.5</Weight>
          <Weight bucket="13">4.6</Weight>
          <Weight bucket="14">4.6</Weight>
          <Weight bucket="15">4.0</Weight>
          <Weight bucket="16">16</Weight>
          <Weight bucket="17">5.1</Weight>
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        <Vega mporDays="1">
          <Weight>0.16</Weight>
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        <HistoricalVolatilityRatio mporDays="1">0.69</HistoricalVolatilityRatio>
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          <Correlation bucket="3">0.96</Correlation>
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          <Correlation bucket="5">0.98</Correlation>
          <Correlation bucket="6">0.88</Correlation>
          <Correlation bucket="7">0.98</Correlation>
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          <Correlation bucket="10">0.46</Correlation>
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          <Correlation bucket="15">0.21</Correlation>
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          <Correlation label1="1" label2="16">0</Correlation>
          <Correlation label1="1" label2="17">0.24</Correlation>
          <Correlation label1="2" label2="1">0.33</Correlation>
          <Correlation label1="2" label2="3">0.94</Correlation>
          <Correlation label1="2" label2="4">0.94</Correlation>
          <Correlation label1="2" label2="5">0.89</Correlation>
          <Correlation label1="2" label2="6">0.21</Correlation>
          <Correlation label1="2" label2="7">0.19</Correlation>
          <Correlation label1="2" label2="8">0.13</Correlation>
          <Correlation label1="2" label2="9">0.21</Correlation>
          <Correlation label1="2" label2="10">0.21</Correlation>
          <Correlation label1="2" label2="11">0.41</Correlation>
          <Correlation label1="2" label2="12">0.27</Correlation>
          <Correlation label1="2" label2="13">0.31</Correlation>
          <Correlation label1="2" label2="14">0.29</Correlation>
          <Correlation label1="2" label2="15">0.21</Correlation>
          <Correlation label1="2" label2="16">0</Correlation>
          <Correlation label1="2" label2="17">0.6</Correlation>
          <Correlation label1="3" label2="1">0.21</Correlation>
          <Correlation label1="3" label2="2">0.94</Correlation>
          <Correlation label1="3" label2="4">0.91</Correlation>
          <Correlation label1="3" label2="5">0.85</Correlation>
          <Correlation label1="3" label2="6">0.12</Correlation>
          <Correlation label1="3" label2="7">0.2</Correlation>
          <Correlation label1="3" label2="8">0.09</Correlation>
          <Correlation label1="3" label2="9">0.19</Correlation>
          <Correlation label1="3" label2="10">0.2</Correlation>
          <Correlation label1="3" label2="11">0.36</Correlation>
          <Correlation label1="3" label2="12">0.18</Correlation>
          <Correlation label1="3" label2="13">0.22</Correlation>
          <Correlation label1="3" label2="14">0.23</Correlation>
          <Correlation label1="3" label2="15">0.23</Correlation>
          <Correlation label1="3" label2="16">0</Correlation>
          <Correlation label1="3" label2="17">0.54</Correlation>
          <Correlation label1="4" label2="1">0.27</Correlation>
          <Correlation label1="4" label2="2">0.94</Correlation>
          <Correlation label1="4" label2="3">0.91</Correlation>
          <Correlation label1="4" label2="5">0.84</Correlation>
          <Correlation label1="4" label2="6">0.14</Correlation>
          <Correlation label1="4" label2="7">0.24</Correlation>
          <Correlation label1="4" label2="8">0.13</Correlation>
          <Correlation label1="4" label2="9">0.21</Correlation>
          <Correlation label1="4" label2="10">0.19</Correlation>
          <Correlation label1="4" label2="11">0.39</Correlation>
          <Correlation label1="4" label2="12">0.25</Correlation>
          <Correlation label1="4" label2="13">0.23</Correlation>
          <Correlation label1="4" label2="14">0.27</Correlation>
          <Correlation label1="4" label2="15">0.18</Correlation>
          <Correlation label1="4" label2="16">0</Correlation>
          <Correlation label1="4" label2="17">0.59</Correlation>
          <Correlation label1="5" label2="1">0.29</Correlation>
          <Correlation label1="5" label2="2">0.89</Correlation>
          <Correlation label1="5" label2="3">0.85</Correlation>
          <Correlation label1="5" label2="4">0.84</Correlation>
          <Correlation label1="5" label2="6">0.15</Correlation>
          <Correlation label1="5" label2="7">0.17</Correlation>
          <Correlation label1="5" label2="8">0.09</Correlation>
          <Correlation label1="5" label2="9">0.16</Correlation>
          <Correlation label1="5" label2="10">0.21</Correlation>
          <Correlation label1="5" label2="11">0.38</Correlation>
          <Correlation label1="5" label2="12">0.28</Correlation>
          <Correlation label1="5" label2="13">0.28</Correlation>
          <Correlation label1="5" label2="14">0.27</Correlation>
          <Correlation label1="5" label2="15">0.18</Correlation>
          <Correlation label1="5" label2="16">0</Correlation>
          <Correlation label1="5" label2="17">0.55</Correlation>
          <Correlation label1="6" label2="1">0.21</Correlation>
          <Correlation label1="6" label2="2">0.21</Correlation>
          <Correlation label1="6" label2="3">0.12</Correlation>
          <Correlation label1="6" label2="4">0.14</Correlation>
          <Correlation label1="6" label2="5">0.15</Correlation>
          <Correlation label1="6" label2="7">0.33</Correlation>
          <Correlation label1="6" label2="8">0.53</Correlation>
          <Correlation label1="6" label2="9">0.26</Correlation>
          <Correlation label1="6" label2="10">0.09</Correlation>
          <Correlation label1="6" label2="11">0.21</Correlation>
          <Correlation label1="6" label2="12">0.04</Correlation>
          <Correlation label1="6" label2="13">0.11</Correlation>
          <Correlation label1="6" label2="14">0.1</Correlation>
          <Correlation label1="6" label2="15">0.09</Correlation>
          <Correlation label1="6" label2="16">0</Correlation>
          <Correlation label1="6" label2="17">0.24</Correlation>
          <Correlation label1="7" label2="1">0.48</Correlation>
          <Correlation label1="7" label2="2">0.19</Correlation>
          <Correlation label1="7" label2="3">0.2</Correlation>
          <Correlation label1="7" label2="4">0.24</Correlation>
          <Correlation label1="7" label2="5">0.17</Correlation>
          <Correlation label1="7" label2="6">0.33</Correlation>
          <Correlation label1="7" label2="8">0.31</Correlation>
          <Correlation label1="7" label2="9">0.72</Correlation>
          <Correlation label1="7" label2="10">0.24</Correlation>
          <Correlation label1="7" label2="11">0.14</Correlation>
          <Correlation label1="7" label2="12">-0.12</Correlation>
          <Correlation label1="7" label2="13">0.19</Correlation>
          <Correlation label1="7" label2="14">0.14</Correlation>
          <Correlation label1="7" label2="15">0.08</Correlation>
          <Correlation label1="7" label2="16">0</Correlation>
          <Correlation label1="7" label2="17">0.24</Correlation>
          <Correlation label1="8" label2="1">0.16</Correlation>
          <Correlation label1="8" label2="2">0.13</Correlation>
          <Correlation label1="8" label2="3">0.09</Correlation>
          <Correlation label1="8" label2="4">0.13</Correlation>
          <Correlation label1="8" label2="5">0.09</Correlation>
          <Correlation label1="8" label2="6">0.53</Correlation>
          <Correlation label1="8" label2="7">0.31</Correlation>
          <Correlation label1="8" label2="9">0.24</Correlation>
          <Correlation label1="8" label2="10">0.04</Correlation>
          <Correlation label1="8" label2="11">0.13</Correlation>
          <Correlation label1="8" label2="12">-0.07</Correlation>
          <Correlation label1="8" label2="13">0.04</Correlation>
          <Correlation label1="8" label2="14">0.06</Correlation>
          <Correlation label1="8" label2="15">0.01</Correlation>
          <Correlation label1="8" label2="16">0</Correlation>
          <Correlation label1="8" label2="17">0.16</Correlation>
          <Correlation label1="9" label2="1">0.41</Correlation>
          <Correlation label1="9" label2="2">0.21</Correlation>
          <Correlation label1="9" label2="3">0.19</Correlation>
          <Correlation label1="9" label2="4">0.21</Correlation>
          <Correlation label1="9" label2="5">0.16</Correlation>
          <Correlation label1="9" label2="6">0.26</Correlation>
          <Correlation label1="9" label2="7">0.72</Correlation>
          <Correlation label1="9" label2="8">0.24</Correlation>
          <Correlation label1="9" label2="10">0.21</Correlation>
          <Correlation label1="9" label2="11">0.18</Correlation>
          <Correlation label1="9" label2="12">-0.07</Correlation>
          <Correlation label1="9" label2="13">0.12</Correlation>
          <Correlation label1="9" label2="14">0.12</Correlation>
          <Correlation label1="9" label2="15">0.1</Correlation>
          <Correlation label1="9" label2="16">0</Correlation>
          <Correlation label1="9" label2="17">0.21</Correlation>
          <Correlation label1="10" label2="1">0.23</Correlation>
          <Correlation label1="10" label2="2">0.21</Correlation>
          <Correlation label1="10" label2="3">0.2</Correlation>
          <Correlation label1="10" label2="4">0.19</Correlation>
          <Correlation label1="10" label2="5">0.21</Correlation>
          <Correlation label1="10" label2="6">0.09</Correlation>
          <Correlation label1="10" label2="7">0.24</Correlation>
          <Correlation label1="10" label2="8">0.04</Correlation>
          <Correlation label1="10" label2="9">0.21</Correlation>
          <Correlation label1="10" label2="11">0.14</Correlation>
          <Correlation label1="10" label2="12">0.11</Correlation>
          <Correlation label1="10" label2="13">0.11</Correlation>
          <Correlation label1="10" label2="14">0.1</Correlation>
          <Correlation label1="10" label2="15">0.07</Correlation>
          <Correlation label1="10" label2="16">0</Correlation>
          <Correlation label1="10" label2="17">0.14</Correlation>
          <Correlation label1="11" label2="1">0.18</Correlation>
          <Correlation label1="11" label2="2">0.41</Correlation>
          <Correlation label1="11" label2="3">0.36</Correlation>
          <Correlation label1="11" label2="4">0.39</Correlation>
          <Correlation label1="11" label2="5">0.38</Correlation>
          <Correlation label1="11" label2="6">0.21</Correlation>
          <Correlation label1="11" label2="7">0.14</Correlation>
          <Correlation label1="11" label2="8">0.13</Correlation>
          <Correlation label1="11" label2="9">0.18</Correlation>
          <Correlation label1="11" label2="10">0.14</Correlation>
          <Correlation label1="11" label2="12">0.28</Correlation>
          <Correlation label1="11" label2="13">0.3</Correlation>
          <Correlation label1="11" label2="14">0.25</Correlation>
          <Correlation label1="11" label2="15">0.18</Correlation>
          <Correlation label1="11" label2="16">0</Correlation>
          <Correlation label1="11" label2="17">0.38</Correlation>
          <Correlation label1="12" label2="1">0.02</Correlation>
          <Correlation label1="12" label2="2">0.27</Correlation>
          <Correlation label1="12" label2="3">0.18</Correlation>
          <Correlation label1="12" label2="4">0.25</Correlation>
          <Correlation label1="12" label2="5">0.28</Correlation>
          <Correlation label1="12" label2="6">0.04</Correlation>
          <Correlation label1="12" label2="7">-0.12</Correlation>
          <Correlation label1="12" label2="8">-0.07</Correlation>
          <Correlation label1="12" label2="9">-0.07</Correlation>
          <Correlation label1="12" label2="10">0.11</Correlation>
          <Correlation label1="12" label2="11">0.28</Correlation>
          <Correlation label1="12" label2="13">0.18</Correlation>
          <Correlation label1="12" label2="14">0.18</Correlation>
          <Correlation label1="12" label2="15">0.08</Correlation>
          <Correlation label1="12" label2="16">0</Correlation>
          <Correlation label1="12" label2="17">0.21</Correlation>
          <Correlation label1="13" label2="1">0.21</Correlation>
          <Correlation label1="13" label2="2">0.31</Correlation>
          <Correlation label1="13" label2="3">0.22</Correlation>
          <Correlation label1="13" label2="4">0.23</Correlation>
          <Correlation label1="13" label2="5">0.28</Correlation>
          <Correlation label1="13" label2="6">0.11</Correlation>
          <Correlation label1="13" label2="7">0.19</Correlation>
          <Correlation label1="13" label2="8">0.04</Correlation>
          <Correlation label1="13" label2="9">0.12</Correlation>
          <Correlation label1="13" label2="10">0.11</Correlation>
          <Correlation label1="13" label2="11">0.3</Correlation>
          <Correlation label1="13" label2="12">0.18</Correlation>
          <Correlation label1="13" label2="14">0.34</Correlation>
          <Correlation label1="13" label2="15">0.16</Correlation>
          <Correlation label1="13" label2="16">0</Correlation>
          <Correlation label1="13" label2="17">0.34</Correlation>
          <Correlation label1="14" label2="1">0.19</Correlation>
          <Correlation label1="14" label2="2">0.29</Correlation>
          <Correlation label1="14" label2="3">0.23</Correlation>
          <Correlation label1="14" label2="4">0.27</Correlation>
          <Correlation label1="14" label2="5">0.27</Correlation>
          <Correlation label1="14" label2="6">0.1</Correlation>
          <Correlation label1="14" label2="7">0.14</Correlation>
          <Correlation label1="14" label2="8">0.06</Correlation>
          <Correlation label1="14" label2="9">0.12</Correlation>
          <Correlation label1="14" label2="10">0.1</Correlation>
          <Correlation label1="14" label2="11">0.25</Correlation>
          <Correlation label1="14" label2="12">0.18</Correlation>
          <Correlation label1="14" label2="13">0.34</Correlation>
          <Correlation label1="14" label2="15">0.13</Correlation>
          <Correlation label1="14" label2="16">0</Correlation>
          <Correlation label1="14" label2="17">0.26</Correlation>
          <Correlation label1="15" label2="1">0.15</Correlation>
          <Correlation label1="15" label2="2">0.21</Correlation>
          <Correlation label1="15" label2="3">0.23</Correlation>
          <Correlation label1="15" label2="4">0.18</Correlation>
          <Correlation label1="15" label2="5">0.18</Correlation>
          <Correlation label1="15" label2="6">0.09</Correlation>
          <Correlation label1="15" label2="7">0.08</Correlation>
          <Correlation label1="15" label2="8">0.01</Correlation>
          <Correlation label1="15" label2="9">0.1</Correlation>
          <Correlation label1="15" label2="10">0.07</Correlation>
          <Correlation label1="15" label2="11">0.18</Correlation>
          <Correlation label1="15" label2="12">0.08</Correlation>
          <Correlation label1="15" label2="13">0.16</Correlation>
          <Correlation label1="15" label2="14">0.13</Correlation>
          <Correlation label1="15" label2="16">0</Correlation>
          <Correlation label1="15" label2="17">0.21</Correlation>
          <Correlation label1="16" label2="1">0</Correlation>
          <Correlation label1="16" label2="2">0</Correlation>
          <Correlation label1="16" label2="3">0</Correlation>
          <Correlation label1="16" label2="4">0</Correlation>
          <Correlation label1="16" label2="5">0</Correlation>
          <Correlation label1="16" label2="6">0</Correlation>
          <Correlation label1="16" label2="7">0</Correlation>
          <Correlation label1="16" label2="8">0</Correlation>
          <Correlation label1="16" label2="9">0</Correlation>
          <Correlation label1="16" label2="10">0</Correlation>
          <Correlation label1="16" label2="11">0</Correlation>
          <Correlation label1="16" label2="12">0</Correlation>
          <Correlation label1="16" label2="13">0</Correlation>
          <Correlation label1="16" label2="14">0</Correlation>
          <Correlation label1="16" label2="15">0</Correlation>
          <Correlation label1="16" label2="17">0</Correlation>
          <Correlation label1="17" label2="1">0.24</Correlation>
          <Correlation label1="17" label2="2">0.6</Correlation>
          <Correlation label1="17" label2="3">0.54</Correlation>
          <Correlation label1="17" label2="4">0.59</Correlation>
          <Correlation label1="17" label2="5">0.55</Correlation>
          <Correlation label1="17" label2="6">0.24</Correlation>
          <Correlation label1="17" label2="7">0.24</Correlation>
          <Correlation label1="17" label2="8">0.16</Correlation>
          <Correlation label1="17" label2="9">0.21</Correlation>
          <Correlation label1="17" label2="10">0.14</Correlation>
          <Correlation label1="17" label2="11">0.38</Correlation>
          <Correlation label1="17" label2="12">0.21</Correlation>
          <Correlation label1="17" label2="13">0.34</Correlation>
          <Correlation label1="17" label2="14">0.26</Correlation>
          <Correlation label1="17" label2="15">0.21</Correlation>
          <Correlation label1="17" label2="16">0</Correlation>
        </InterBucket>
      </Correlations>
      <ConcentrationThresholds>
        <Delta>
          <Threshold bucket="1">310</Threshold>
          <Threshold bucket="2">2100</Threshold>
          <Threshold bucket="3">1700</Threshold>
          <Threshold bucket="4">1700</Threshold>
          <Threshold bucket="5">1700</Threshold>
          <Threshold bucket="6">3200</Threshold>
          <Threshold bucket="7">3200</Threshold>
          <Threshold bucket="8">2700</Threshold>
          <Threshold bucket="9">2700</Threshold>
          <Threshold bucket="10">52</Threshold>
          <Threshold bucket="11">530</Threshold>
          <Threshold bucket="12">1600</Threshold>
          <Threshold bucket="13">100</Threshold>
          <Threshold bucket="14">100</Threshold>
          <Threshold bucket="15">100</Threshold>
          <Threshold bucket="16">52</Threshold>
          <Threshold bucket="17">4000</Threshold>
        </Delta>
        <Vega>
          <Threshold bucket="1">210</Threshold>
          <Threshold bucket="2">2700</Threshold>
          <Threshold bucket="3">290</Threshold>
          <Threshold bucket="4">290</Threshold>
          <Threshold bucket="5">290</Threshold>
          <Threshold bucket="6">5000</Threshold>
          <Threshold bucket="7">5000</Threshold>
          <Threshold bucket="8">920</Threshold>
          <Threshold bucket="9">920</Threshold>
          <Threshold bucket="10">100</Threshold>
          <Threshold bucket="11">350</Threshold>
          <Threshold bucket="12">720</Threshold>
          <Threshold bucket="13">500</Threshold>
          <Threshold bucket="14">500</Threshold>
          <Threshold bucket="15">500</Threshold>
          <Threshold bucket="16">65</Threshold>
          <Threshold bucket="17">65</Threshold>
        </Vega>
      </ConcentrationThresholds>
    </Commodity>
    <FX>
      <RiskWeights>
        <Delta mporDays="10">
          <Weight label1="2" label2="2">7.4</Weight>
          <Weight label1="2" label2="1">13.6</Weight>
          <Weight label1="1" label2="2">13.6</Weight>
          <Weight label1="1" label2="1">14.6</Weight>
        </Delta>
        <Vega mporDays="10">
          <Weight>0.47</Weight>
        </Vega>
        <HistoricalVolatilityRatio mporDays="10">0.52</HistoricalVolatilityRatio>
        <Delta mporDays="1">
          <Weight label1="2" label2="2">1.8</Weight>
          <Weight label1="2" label2="1">3.2</Weight>
          <Weight label1="1" label2="2">3.2</Weight>
          <Weight label1="1" label2="1">3.4</Weight>
        </Delta>
        <Vega mporDays="1">
          <Weight>0.096</Weight>
        </Vega>
        <HistoricalVolatilityRatio mporDays="1">0.7</HistoricalVolatilityRatio>
        <CurrencyLists>
          <Currency bucket="2">Other</Currency>
          <Currency bucket="1">BRL</Currency>
          <Currency bucket="1">TRY</Currency>
          <Currency bucket="1">ZAR</Currency>
          <Currency bucket="1">RUB</Currency>
        </CurrencyLists>
      </RiskWeights>
      <Correlations>
        <IntraBucket>
          <Correlation bucket="2" label1="2" label2="2">0.5</Correlation>
          <Correlation bucket="2" label1="2" label2="1">0.27</Correlation>
          <Correlation bucket="2" label1="1" label2="2">0.27</Correlation>
          <Correlation bucket="2" label1="1" label2="1">0.42</Correlation>
          <Correlation bucket="1" label1="2" label2="2">0.85</Correlation>
          <Correlation bucket="1" label1="2" label2="1">0.54</Correlation>
          <Correlation bucket="1" label1="1" label2="2">0.54</Correlation>
          <Correlation bucket="1" label1="1" label2="1">0.5</Correlation>
        </IntraBucket>
        <Volatility>0.5</Volatility>
      </Correlations>
      <ConcentrationThresholds>
        <Delta>
          <Threshold bucket="1">5100</Threshold>
          <Threshold bucket="2">1200</Threshold>
          <Threshold bucket="3">190</Threshold>
        </Delta>
        <Vega>
          <Threshold bucket="1">2800</Threshold>
          <Threshold bucket="2">1300</Threshold>
          <Threshold bucket="3">550</Threshold>
          <Threshold bucket="4">490</Threshold>
          <Threshold bucket="5">310</Threshold>
          <Threshold bucket="6">200</Threshold>
        </Vega>
        <CurrencyLists>
          <Currency bucket="1">USD</Currency>
          <Currency bucket="1">EUR</Currency>
          <Currency bucket="1">JPY</Currency>
          <Currency bucket="1">GBP</Currency>
          <Currency bucket="1">AUD</Currency>
          <Currency bucket="1">CHF</Currency>
          <Currency bucket="1">CAD</Currency>
          <Currency bucket="2">BRL</Currency>
          <Currency bucket="2">CNY</Currency>
          <Currency bucket="2">HKD</Currency>
          <Currency bucket="2">INR</Currency>
          <Currency bucket="2">KRW</Currency>
          <Currency bucket="2">MXN</Currency>
          <Currency bucket="2">NOK</Currency>
          <Currency bucket="2">NZD</Currency>
          <Currency bucket="2">RUB</Currency>
          <Currency bucket="2">SEK</Currency>
          <Currency bucket="2">SGD</Currency>
          <Currency bucket="2">TRY</Currency>
          <Currency bucket="2">ZAR</Currency>
          <Currency bucket="3">Other</Currency>
        </CurrencyLists>
      </ConcentrationThresholds>
    </FX>
    <RiskClassCorrelations>
      <Correlation label1="InterestRate" label2="FX">0.32</Correlation>
      <Correlation label1="InterestRate" label2="Equity">0.28</Correlation>
      <Correlation label1="InterestRate" label2="CreditQualifying">0.29</Correlation>
      <Correlation label1="InterestRate" label2="CreditNonQualifying">0.13</Correlation>
      <Correlation label1="InterestRate" label2="Commodity">0.46</Correlation>
      <Correlation label1="FX" label2="InterestRate">0.32</Correlation>
      <Correlation label1="FX" label2="Equity">0.35</Correlation>
      <Correlation label1="FX" label2="CreditQualifying">0.38</Correlation>
      <Correlation label1="FX" label2="CreditNonQualifying">0.12</Correlation>
      <Correlation label1="FX" label2="Commodity">0.41</Correlation>
      <Correlation label1="Equity" label2="InterestRate">0.28</Correlation>
      <Correlation label1="Equity" label2="FX">0.35</Correlation>
      <Correlation label1="Equity" label2="CreditQualifying">0.71</Correlation>
      <Correlation label1="Equity" label2="CreditNonQualifying">0.46</Correlation>
      <Correlation label1="Equity" label2="Commodity">0.49</Correlation>
      <Correlation label1="CreditQualifying" label2="InterestRate">0.29</Correlation>
      <Correlation label1="CreditQualifying" label2="FX">0.38</Correlation>
      <Correlation label1="CreditQualifying" label2="Equity">0.71</Correlation>
      <Correlation label1="CreditQualifying" label2="CreditNonQualifying">0.54</Correlation>
      <Correlation label1="CreditQualifying" label2="Commodity">0.52</Correlation>
      <Correlation label1="CreditNonQualifying" label2="InterestRate">0.13</Correlation>
      <Correlation label1="CreditNonQualifying" label2="FX">0.12</Correlation>
      <Correlation label1="CreditNonQualifying" label2="Equity">0.46</Correlation>
      <Correlation label1="CreditNonQualifying" label2="CreditQualifying">0.54</Correlation>
      <Correlation label1="CreditNonQualifying" label2="Commodity">0.41</Correlation>
      <Correlation label1="Commodity" label2="InterestRate">0.46</Correlation>
      <Correlation label1="Commodity" label2="FX">0.41</Correlation>
      <Correlation label1="Commodity" label2="Equity">0.49</Correlation>
      <Correlation label1="Commodity" label2="CreditQualifying">0.52</Correlation>
      <Correlation label1="Commodity" label2="CreditNonQualifying">0.41</Correlation>
    </RiskClassCorrelations>
  </SIMMCalibration>
</SIMMCalibrationData>
