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The Delta/Vega Risk Position Double Sums measures are the ∑k∑lWSk⋅WSl\sum_k \sum_l WS_k \cdot WS_l intermediate values that were requested for the 2017 and 2018 QIS exercises. For Delta, since there is only a single Risk Factor per bucket, the double sums are the square of the aggregated Delta Weighted Sensitivities. For Vega, within each Bucket, each pair of Risk Factors is categorised according to the combinations of Option Maturities. Within each category, the paris of Vega Weighted Sensitivities are multiplied together and summed.