High, low and average levels for each component and year were as follows:
VaR | 2017 USDMM |
2016 USDMM | |
Consolidated: | |||
High | 5.71 | 3.95 | |
Low | 1.56 | 1.08 | |
Average | 3.01 | 2.25 | |
Fixed-income investments: | |||
High | 5.51 | 2.71 | |
Low | 1.15 | 0.55 | |
Average | 2.36 | 1.33 | |
Variable-income investments | |||
High | 0.01 | 0.03 | |
Low | 0.00 | 0.00 | |
Average | 0.00 | 0.00 | |
Foreign currency investments | |||
High | 4.21 | 3.83 | |
Low | 0.53 | 0.61 | |
Average | 1.71 | 1.91 |