| NumerairePerformanceIndex |  | 0% | | 0% | 6 | 6 | 29 | 29 | 4 | 4 | 1 | 1 |
| NumerairePerformanceOnScheduleIndex | | 0% | | 0% | 9 | 9 | 30 | 30 | 5 | 5 | 1 | 1 |
| MaxIndex | | 0% | | 0% | 9 | 9 | 18 | 18 | 4 | 4 | 1 | 1 |
| MinIndex | | 0% | | 0% | 9 | 9 | 18 | 18 | 4 | 4 | 1 | 1 |
| TriggerIndex | | 0% | | 0% | 8 | 8 | 23 | 23 | 4 | 4 | 1 | 1 |
| AccruedInterest | | 0% | | 0% | 5 | 5 | 17 | 17 | 4 | 4 | 1 | 1 |
| AnalyticModelForwardCurveIndex | | 0% | | 0% | 7 | 7 | 18 | 18 | 5 | 5 | 1 | 1 |
| AnalyticModelIndex | | 0% | | 0% | 7 | 7 | 17 | 17 | 5 | 5 | 1 | 1 |
| DateIndex | | 0% | | 0% | 8 | 8 | 21 | 21 | 4 | 4 | 1 | 1 |
| CappedFlooredIndex |  | 39% | | 11% | 11 | 13 | 14 | 25 | 2 | 4 | 0 | 1 |
| LIBORIndex | | 77% | | 75% | 9 | 19 | 10 | 46 | 4 | 9 | 0 | 1 |
| TimeDiscreteEndOfMonthIndex | | 0% | | n/a | 4 | 4 | 12 | 12 | 4 | 4 | 1 | 1 |
| PerformanceIndex | | 0% | | 0% | 7 | 7 | 14 | 14 | 5 | 5 | 1 | 1 |
| LinearCombinationIndex | | 40% | | 0% | 8 | 10 | 13 | 21 | 6 | 8 | 0 | 1 |
| ConstantMaturitySwaprate | | 77% | | 83% | 6 | 12 | 14 | 40 | 5 | 9 | 0 | 1 |
| LaggedIndex | | 36% | | 50% | 3 | 5 | 11 | 19 | 2 | 4 | 0 | 1 |
| ProductIndex | | 0% | | 0% | 5 | 5 | 12 | 12 | 3 | 3 | 1 | 1 |
| UnsupportedIndex | | 0% | | 0% | 5 | 5 | 12 | 12 | 4 | 4 | 1 | 1 |
| PowIndex | | 0% | | n/a | 4 | 4 | 7 | 7 | 4 | 4 | 1 | 1 |
| DateIndex.DateIndexType | | 0% | | n/a | 1 | 1 | 5 | 5 | 1 | 1 | 1 | 1 |
| ForwardCurveIndex | | 0% | | n/a | 4 | 4 | 6 | 6 | 4 | 4 | 1 | 1 |
| FixedCoupon | | 50% | | n/a | 3 | 5 | 4 | 8 | 3 | 5 | 0 | 1 |
| AbstractIndex | | 75% | | n/a | 1 | 4 | 2 | 8 | 1 | 4 | 0 | 1 |