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SELECT
  NON EMPTY [Measures].[PnLVector.SUM] ON COLUMNS,
  NON EMPTY Crossjoin(
    [Dates].[Date].[AsOfDate].Members,
    [Portfolio].[Portfolio].[Portfolio].Members,
    [Product].[Family].[Family].Members,
    [Product].[Group].[Group].Members,
    [Risk].[Instruments].[RiskFactor].Members,
    [currencyVar].[currencyVar].[currencyVar].Members,
    [Booking].[Trades].[Trade Number].Members,
    [Booking].[Books].[Book].Members,
    [Countries].[Countries].[Country Code].Members,
    [Source].[Source].[Source System].Members,
    [Metric].[Metric].[Metric].Members,
    [Risk].[Scenario Sets].[Scenario Set].Members
  ) ON ROWS
  FROM (
    SELECT
    [Dates].[Date].[AsOfDate].[{data}] ON COLUMNS
    FROM (
      SELECT
      [Product].[Group].[ALL].[AllMember].[BOND] ON COLUMNS
      FROM (
        SELECT
        [Risk].[Scenario Sets].[Scenario Set].[{scenario}] ON COLUMNS
        FROM (
          SELECT
          [Source].[Source].[ALL].[AllMember].[Mx3EU] ON COLUMNS
          FROM (
            SELECT
            {{
              [Risk].[Risk Classes].[ALL].[AllMember].[CREDIT],
              [Risk].[Risk Classes].[ALL].[AllMember].[IR]
            }} ON COLUMNS
            FROM [VaR-ES Cube]
          )
        )
      )
    )
  )
  CELL PROPERTIES VALUE, FORMATTED_VALUE, BACK_COLOR, FORE_COLOR, FONT_FLAGS