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VaR report provides a weekly Value at Risk report of a hypothetical portfolio containing Turkish Government bonds and some FX positions. The portfolio is created from the most commonly traded instruments and weighted in the portfolio according to their trading volume in the market. All calculations are based upon the Market Risk solution developed by Finecus Financial Software & Consultancy.

In addition to the Yield Curve Report, the VaR report is aimed to guide the risk managers and traders to track the riskiness of the Bonds and FX Currencies and to be a benchmark for VaR measurment.

The table below shows the bonds in the 05/12/2006 dated portfolio.

Bond Portfolio
ISIN	Days to Maturity	Nominal	PV
TRT081106T11	166	400.00	377.02
TRB230806T17	89	200.00	193.58
TRT090507T17	348	600.00	523.51
TRT090408T17	684	700.00	528.51
TRT190111T13	1.699	100.00	96.84
TRB041006T16	131	500.00	477.46
TRT100210T12	1.356	300.00	300.68

This table shows the fx positions in the 05/12/2006 dated portfolio.

FX Portfolio
Currency	Amount	PV
USD	600.00	923.76
EUR	450.00	884.83
GBP	50.00	143.90
JPY	5,000.00	68.29

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