{
  "asof": "2025-12-31",
  "baseCurrency": "USD",
  "analytics": "HISTSIM_VAR",
  "portfolio": "<Portfolio>\n    <Trade id=\"Swap_40\">\n        <TradeType>Swap</TradeType>\n        <Envelope>\n            <CounterParty>LFA Test Cpty Entity</CounterParty>\n            <NettingSetId>LFA Test Portfolio</NettingSetId>\n            <AdditionalFields>\n                <party_id>LFA Test Entity</party_id>\n                <valuation_date>2026-01-29</valuation_date>\n            </AdditionalFields>\n        </Envelope>\n        <SwapData>\n            <LegData>\n                <LegType>Fixed</LegType>\n                <Payer>false</Payer>\n                <Currency>EUR</Currency>\n                <Notionals>\n                    <Notional>10000000.000000</Notional>\n                </Notionals>\n                <DayCounter>30/360</DayCounter>\n                <PaymentConvention>F</PaymentConvention>\n                <FixedLegData>\n                    <Rates>\n                        <Rate>0.02</Rate>\n                    </Rates>\n                </FixedLegData>\n                <ScheduleData>\n                    <Rules>\n                        <StartDate>20151028</StartDate>\n                        <EndDate>20351028</EndDate>\n                        <Tenor>1Y</Tenor>\n                        <Calendar>TARGET</Calendar>\n                        <Convention>F</Convention>\n                        <TermConvention>F</TermConvention>\n                        <Rule>Forward</Rule>\n                        <EndOfMonth/>\n                        <FirstDate/>\n                        <LastDate/>\n                    </Rules>\n                </ScheduleData>\n            </LegData>\n            <LegData>\n                <LegType>Floating</LegType>\n                <Payer>true</Payer>\n                <Currency>USD</Currency>\n                <Notionals>\n                    <Notional>10000000.000000</Notional>\n                </Notionals>\n                <DayCounter>A360</DayCounter>\n                <PaymentConvention>MF</PaymentConvention>\n                <FloatingLegData>\n                    <Index>USD-LIBOR-3M</Index>\n                    <Spreads>\n                        <Spread>0.000000</Spread>\n                    </Spreads>\n                    <IsInArrears>false</IsInArrears>\n                    <FixingDays>2</FixingDays>\n                </FloatingLegData>\n                <ScheduleData>\n                    <Rules>\n                        <StartDate>20151028</StartDate>\n                        <EndDate>20351028</EndDate>\n                        <Tenor>3M</Tenor>\n                        <Calendar>TARGET</Calendar>\n                        <Convention>MF</Convention>\n                        <TermConvention>MF</TermConvention>\n                        <Rule>Forward</Rule>\n                        <EndOfMonth/>\n                        <FirstDate/>\n                        <LastDate/>\n                    </Rules>\n                </ScheduleData>\n            </LegData>\n        </SwapData>\n    </Trade>\n    <Trade id=\"Swap_30\">\n        <TradeType>Swap</TradeType>\n        <Envelope>\n            <CounterParty>LFA Test Cpty Entity</CounterParty>\n            <NettingSetId>LFA Test Portfolio</NettingSetId>\n            <AdditionalFields>\n                <party_id>LFA Test Entity</party_id>\n                <valuation_date>2026-01-29</valuation_date>\n            </AdditionalFields>\n        </Envelope>\n        <SwapData>\n            <LegData>\n                <LegType>Fixed</LegType>\n                <Payer>false</Payer>\n                <Currency>EUR</Currency>\n                <Notionals>\n                    <Notional>10000000.000000</Notional>\n                </Notionals>\n                <DayCounter>30/360</DayCounter>\n                <PaymentConvention>F</PaymentConvention>\n                <FixedLegData>\n                    <Rates>\n                        <Rate>0.02</Rate>\n                    </Rates>\n                </FixedLegData>\n                <ScheduleData>\n                    <Rules>\n                        <StartDate>20151028</StartDate>\n                        <EndDate>20301028</EndDate>\n                        <Tenor>1Y</Tenor>\n                        <Calendar>TARGET</Calendar>\n                        <Convention>F</Convention>\n                        <TermConvention>F</TermConvention>\n                        <Rule>Forward</Rule>\n                        <EndOfMonth/>\n                        <FirstDate/>\n                        <LastDate/>\n                    </Rules>\n                </ScheduleData>\n            </LegData>\n            <LegData>\n                <LegType>Floating</LegType>\n                <Payer>true</Payer>\n                <Currency>USD</Currency>\n                <Notionals>\n                    <Notional>10000000.000000</Notional>\n                </Notionals>\n                <DayCounter>A360</DayCounter>\n                <PaymentConvention>MF</PaymentConvention>\n                <FloatingLegData>\n                    <Index>USD-LIBOR-3M</Index>\n                    <Spreads>\n                        <Spread>0.000000</Spread>\n                    </Spreads>\n                    <IsInArrears>false</IsInArrears>\n                    <FixingDays>2</FixingDays>\n                </FloatingLegData>\n                <ScheduleData>\n                    <Rules>\n                        <StartDate>20151028</StartDate>\n                        <EndDate>20301028</EndDate>\n                        <Tenor>3M</Tenor>\n                        <Calendar>TARGET</Calendar>\n                        <Convention>MF</Convention>\n                        <TermConvention>MF</TermConvention>\n                        <Rule>Forward</Rule>\n                        <EndOfMonth/>\n                        <FirstDate/>\n                        <LastDate/>\n                    </Rules>\n                </ScheduleData>\n            </LegData>\n        </SwapData>\n    </Trade>\n    <Trade id=\"Swap_20\">\n        <TradeType>Swap</TradeType>\n        <Envelope>\n            <CounterParty>LFA Test Cpty Entity</CounterParty>\n            <NettingSetId>LFA Test Portfolio</NettingSetId>\n            <AdditionalFields>\n                <party_id>LFA Test Entity</party_id>\n                <valuation_date>2026-01-29</valuation_date>\n            </AdditionalFields>\n        </Envelope>\n        <SwapData>\n            <LegData>\n                <LegType>Fixed</LegType>\n                <Payer>false</Payer>\n                <Currency>EUR</Currency>\n                <Notionals>\n                    <Notional>10000000.000000</Notional>\n                </Notionals>\n                <DayCounter>30/360</DayCounter>\n                <PaymentConvention>F</PaymentConvention>\n                <FixedLegData>\n                    <Rates>\n                        <Rate>0.02</Rate>\n                    </Rates>\n                </FixedLegData>\n                <ScheduleData>\n                    <Rules>\n                        <StartDate>20151028</StartDate>\n                        <EndDate>20281028</EndDate>\n                        <Tenor>1Y</Tenor>\n                        <Calendar>TARGET</Calendar>\n                        <Convention>F</Convention>\n                        <TermConvention>F</TermConvention>\n                        <Rule>Forward</Rule>\n                        <EndOfMonth/>\n                        <FirstDate/>\n                        <LastDate/>\n                    </Rules>\n                </ScheduleData>\n            </LegData>\n            <LegData>\n                <LegType>Floating</LegType>\n                <Payer>true</Payer>\n                <Currency>USD</Currency>\n                <Notionals>\n                    <Notional>10000000.000000</Notional>\n                </Notionals>\n                <DayCounter>A360</DayCounter>\n                <PaymentConvention>MF</PaymentConvention>\n                <FloatingLegData>\n                    <Index>USD-LIBOR-3M</Index>\n                    <Spreads>\n                        <Spread>0.000000</Spread>\n                    </Spreads>\n                    <IsInArrears>false</IsInArrears>\n                    <FixingDays>2</FixingDays>\n                </FloatingLegData>\n                <ScheduleData>\n                    <Rules>\n                        <StartDate>20151028</StartDate>\n                        <EndDate>20281028</EndDate>\n                        <Tenor>3M</Tenor>\n                        <Calendar>TARGET</Calendar>\n                        <Convention>MF</Convention>\n                        <TermConvention>MF</TermConvention>\n                        <Rule>Forward</Rule>\n                        <EndOfMonth/>\n                        <FirstDate/>\n                        <LastDate/>\n                    </Rules>\n                </ScheduleData>\n            </LegData>\n        </SwapData>\n    </Trade>\n</Portfolio>",
  "var_horizon": 10,
  "var_lookback": 3,
  "benchmarkVarPeriod": "2022-12-30,2025-12-31",
  "quantiles": "0.01,0.05,0.95,0.99",
  "scenarioGUID": "6FWVX4MDNRCJJHMLQ72CLRVOZQAZA"
}