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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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At the money volatility expressed as a percentage, used as an input to measure fair value.

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Cash synthetic basis is the measure of the price differential between cash financial instruments and their synthetic derivative-based equivalents. The range disclosed in the table above signifies the number of points by which the synthetic bond equivalent price is higher than the quoted price of the underlying cash bonds.

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Commodity volatility expressed as a percentage, used as an input to measure fair value.

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Comparable bond price is a pricing input used to measure fair value when prices for identical instruments are not available.

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Comparable equity price is a price derived from equity raises, share buybacks and external bid levels, etc. A discount or premium may be included in the fair value estimate. Comparable equity price is expressed as number of points of par, and used as an input to measure fair value.

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Comparable loan price expressed as number of points of par, used as an input to measure fair value.

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Contingency probability is the probability associated with the realization of an underlying event upon which the value of an asset is contingent. In general, an increase (decrease) to the contingency probability for an asset would result in a higher (lower) fair value.

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Credit correlation is the factor that describes the relationship between the probability of individual entities to default on obligations and the joint probability of multiple entities to default on obligations. Credit correlation is expressed as a percentage and used as an input to measure fair value.

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Credit spread is the difference in yield between different securities due to differences in credit quality. The credit spread reflects the additional net yield an investor can earn from a security with more credit risk relative to one with less credit risk. The credit spread of a particular security is often quoted in relation to the yield on a credit risk-free benchmark security or reference rate, typically either U.S. Treasury or London Interbank Offered Rate.

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Cross commodity correlation expressed as a percentage, used as an input to measure fair value.

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Equity and equity correlation expressed as a percentage, used as an input to measure fair value.

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Equity and foreign exchange correlation expressed as a percentage, used as an input to measure fair value.

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Equity and interest rate correlation expressed as a percentage, used as an input to measure fair value.

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EBITDA multiple/Exit multiple is the ratio of the Enterprise Value to EBITDA, where the Enterprise Value is the aggregate value of equity and debt minus cash and cash equivalents. The EBITDA multiple reflects the value of the company in terms of its full-year EBITDA, whereas the exit multiple reflects the value of the company in terms of its full-year expected EBITDA at exit. Either multiple allows comparison between companies from an operational perspective as the effect of capital structure, taxation and depreciation/amortization is excluded.

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Forward power price used as an input to measure fair value.

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Funding spread is the difference between the general collateral rate (which refers to the rate applicable to a broad class of U.S. Treasury issuances) and the specific collateral rate (which refers to the rate applicable to a specific type of security pledged as collateral, such as a municipal bond). Repurchase agreements and certain other secured financings are discounted based on collateral curves. The curves are constructed as spreads over the corresponding overnight indexed swap ("OIS") or LIBOR curves, with the short end of the curve representing spreads over the corresponding OIS curves and the long end of the curve representing spreads over LIBOR.

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The WACC implied by the current value of equity in a discounted cash flow model. The model assumes that the cash flow assumptions, including projections, are fully reflected in the current equity value, while the debt to equity ratio is held constant. The WACC theoretically represents the required rate of return to debt and equity investors.

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Inflation volatility expressed as a percentage, used as an input to measure fair value.

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Interest rate and foreign exchange correlation expressed as a percentage, used as an input to measure fair value.

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Interest rate curve is the term structure of interest rates (relationship between interest rates and the time to maturity) and a market's measure of future interest rates at the time of observation. An interest rate curve is used to set interest rate and foreign exchange derivative cash flows and is a pricing input used in the discounting of any OTC derivative cash flow.

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Interest rate volatility skew expressed as a percentage, used as an input to measure fair value.

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Recovery rate expressed as a percentage, used as an input to measure fair value. Recovery rate is the extent to which principal and accrued interest on a debt instrument that is in default can be recovered, expressed as a percentage of the instrument's par value. The recovery rate can also be defined as the value of a security when it emerges from default. The recovery rate enables an estimate to be made of the loss that would arise in the event of default, which is calculated as (1 - Recovery Rate).

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Volatility skew expressed as a percentage, used as an input to measure fair value. The measure of the difference in implied volatility for options with identical underliers and expiry dates but with different strikes. The implied volatility for an option with a strike price that is above or below the current price of an underlying asset will typically deviate from the implied volatility for an option with a strike price equal to the current price of that same underlying asset.

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- References

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Interest rate used to find the present value of an amount to be paid or received in the future as an input to measure fair value. For example, but not limited to, weighted average cost of capital (WACC), cost of capital, cost of equity and cost of debt.

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 820
-SubTopic 10
-Section 50
-Paragraph 2
-Subparagraph (bbb)
-URI http://asc.fasb.org/extlink&oid=66048111&loc=d3e19207-110258

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Market valuation of entity divided by earnings before interest, taxes, depreciation, and amortization (EBITDA), used as an input to measure fair value.

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Fair value of financial instrument classified as an asset measured using unobservable inputs that reflect the entity's own assumption about the assumptions market participants would use in pricing.

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 820
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Fair value of financial instrument classified as a liability measured using unobservable inputs that reflect the entity's own assumption about the assumptions market participants would use in pricing.

Reference 1: http://www.xbrl.org/2003/role/presentationRef
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-Name Accounting Standards Codification
-Topic 820
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-URI http://asc.fasb.org/extlink&oid=66048111&loc=d3e19207-110258

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