2127/09 Page 56 of 347 Average Daily Value-at-Risk 400 350 300 250 a 200 O 150 100 • 50 0 OO-06 Jan-07 Apr-07 Aug-07 Nov-07 Feb-08 Cit Grot Coldnum Sack- Amon I koilicr, Bear Steams Sources: Company 10-K's and 10-9's. The reported quarterly avenge of daily value-at-risk amounts is used