PREMIER.XLS		Premier's Daily VaR Simulation
	Today	1	5	10	30	Year
		4.00%	5.00%	6.50%	8.00%	Yield
	Value					Discount factor
Bond 1		104	0	0	0
Bond 2		20	60	400	0
Bond 3		25	25	25	400
Total
		0.10%	0.13%	0.12%	0.10%	Std dev of yield change
	Tomorrow	0.00%	0.00%	0.00%	0.00%	Yield change
						Yield
	Value					Discount factor
Bond 1		104	0	0	0
Bond 2		20	60	400	0
Bond 3		25	25	25	400
Total
P&L		Ý(in $million)