var cob 28 th july 2000 hi run var model positions close fo business 28 th july model attached summary results follows comparison previous days figures shows increase var aluminium copper lead prices gold cocoa beans updated still live feed bloomberg reuters working cantekin andreas also able provide historical data also discussion andreas london probably reduce vol using tc taking cu price vol proxy high however assuming assumptions made around tc ie simulating parallel shift curve including term structure price curve vol estimate conservative one cheers kirstee