{
  "type": "ZkVmReceipt",
  "system": "risc0",
  "receiptFormat": "groth16-bn254",
  "imageId": "sha256:a1a0bc89b5b1febaeda3519f6dbade0fa5ac16beeb143c4e1b01689573567bc6",
  "seal": "G/KEj1px6bBn4PPMHr61Hja+cbgX9vo3k1jwW+uWL18BHfPYbQYMhoV6Adfe7zoDWCQNa8kE6HI6BYTys7uNUAK2bItxRB9w5DPcWCNDmf+6twWH7T+83/2GdM27QjC5EeB7DmESN4eReLsaCvh1Mvwix39QxLIiiqwyOBrg5soZZ58qpD0+k7Jx/D1kaDsolx25S/YjAlB2UibYVpqtnwVTlPd3RbRDyJm0OuBVU5K45gSDNkKGlIDJoBjVEndOBS53yC/L6ezKNjvXm7aGcQ7Ws2ZmwA/TifExVeHBpcEcnHpzmmIVwgy26tdvzhGV2EwXzOTrjI8ICBy3UGxVkw==",
  "journal": {
    "chaingraph_version": "0.4.0",
    "kernel_digest": "sha256:fcea3a670c5ee043f842757592ea575bbe5426b8f825016d4ec0c0d18d2e304b",
    "output": {
      "assumptions": {
        "bucket_corr": 0.8,
        "confidence_level": 0.99,
        "daily_vol_bp": {
          "0-2y": 3,
          "10-30y": 7,
          "2-5y": 5,
          "5-10y": 6
        },
        "mpor_days": 1
      },
      "done_away_uplift_pct": 10,
      "estimated_vbm": 0,
      "gross_bilateral_im": 0,
      "margin_by_bucket": [
        {
          "bucket": "0-2y",
          "net_dv01": 0,
          "var": 0
        },
        {
          "bucket": "2-5y",
          "net_dv01": 0,
          "var": 0
        },
        {
          "bucket": "5-10y",
          "net_dv01": 0,
          "var": 0
        },
        {
          "bucket": "10-30y",
          "net_dv01": 0,
          "var": 0
        }
      ],
      "minimum_charge_applied": false,
      "net_cleared_im": 0,
      "netting_benefit_pct": 0,
      "netting_benefit_usd": 0,
      "note": "Educational VaR-based-margin proxy for FICC-cleared UST/repo. Not the official FICC VBM; for indicative netting economics only."
    }
  }
}