| Second Quarter 04 | First Quarter 04 | Fourth Quarter 03 | Third Quarter 03 | Second Quarter 03 | |
|---|---|---|---|---|---|
| Interest Rates | 234.2 | 213.1 | 191.6 | 195.9 | 181.3 |
| Equities | 90 | 105.6 | 54.4 | 45.4 | 34 |
| Foreign Exchange | 42.1 | 50.5 | 46.9 | 41.2 | 48.6 |
| Commodities and Other | 73.6 | 73.3 | 63.1 | 62.5 | 60.6 |
| Reduction in total VaR from Diversification | -162.4 | -176.5 | -149.3 | -144.5 | -139.7 |