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% -0.72 -10,3303... I i Interest Rates Up 100 bps -0.721 Top