Table 2

Trading Portfolio VAR by Market Risk Factor*

VAR as of reporting date (31.12) for a 99% confidence interval

 
Maturity Total Portfolio Interest Rates Currency Equity Commodity

< 1 year

          

1 year to 3 years

          

3 years to 5 years

          

> 5 years

          

*Information supplied could either be in notional amounts ($) or in % terms.