Jumps in Value-at-risk calc
EFF_DTPORTFOLIO_IDDOWN95DOWN99
01-May-01WEST-DPR-VAR    (26,683,222)     (38,279,807)
01-May-01EAST-DPR-VAR    (34,670,131)     (53,329,980)
01-May-01CAND-DPR-VAR    (12,252,860)     (17,699,660)
01-May-01AGG-PWR-II    (50,494,023)     (72,905,916)
  
No jumps in Value-at-risk calc
EFF_DTPORTFOLIO_IDDOWN95DOWN99
01-May-01WEST-DPR-VAR    (25,713,174)     (37,131,448)
01-May-01EAST-DPR-VAR    (33,426,547)     (49,507,233)
01-May-01CAND-DPR-VAR    (12,345,632)     (18,726,559)
01-May-01AGG-PWR-II    (48,061,924)     (66,560,550)
  
Diff in Value-at-risk calc between jumps and no jumps
EFF_DTPORTFOLIO_IDDOWN95DOWN99
01-May-01WEST-DPR-VAR          970,048         1,148,359 
01-May-01EAST-DPR-VAR       1,243,584         3,822,748 
01-May-01CAND-DPR-VAR           (92,771)       (1,026,900)
01-May-01AGG-PWR-II       2,432,099         6,345,366