VaR for COB 1st Aug 2000

Hi,
I have run the VaR for COB 1st Aug 2000. A summary of the results is as
follows :

I have also attached the model.

Again the prices for Cocoa Beans and Gold have not been updated since the
26th July. The gamma positions for the metals have been
added to check the effect on the VaR. The change was small :
Delta VaR - $4,899,196
Delta/Gamma VaR - $4,780,797
This is not a live daily feed as Andreas mannually created the file for me
today so that we could do this check.

Regards
Kirstee