ty Portfolio positions as 30th June 2010 - The Stress Scenarios are build within Bloomberg / Provided by Bloomberg 18 EFTA00615061 VaR (cont'd) Consolidated Bond Portfolio (Internally Managed) VTR7 Historical 1 Day 1 week P&L • %Ret(P) 991 Scenarios v R 2,314.956 (0.10%) 3,238,086 Credit Spreads Up 100% -0.