| T | mu | LTV* | VaRlmax | LTVlmax |
| 3 | 3.00 | 2.3708 | 8.8333 | 1.00 |
| 3 | 3.50 | 1.4380 | 10.1796 | 1.00 |
| 9 | 3.00 | 2.3708 | 9.6200 | 1.00 |
| 9 | 3.50 | 1.4380 | 11.0073 | 1.00 |