Interest-Rate Risk (Value-at-risk) of the interest rate risk
| Date |
Value-at-Risk |
| September 2009 |
3.96 |
| October 2009 |
4.31 |
| November 2009 |
4.08 |
| December 2009 |
3.43 |
| January 2010 |
3.97 |
| February 2010 |
2.21 |
| March 2010 |
1.66 |
| April 2010 |
1.48 |
| May 2010 |
1.45 |
| June 2010 |
1.26 |
| July 2010 |
1.48 |
| August 2010 |
1.23 |
Value-at-Risk: Average per month, in Mio. Euro. The maximum potential Loss based on a confidence Level of 99% and a holding period of 10 days.
Date: 08/31/2010
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