, The table below presents the estimated maximum potential VAR arising from a one-day loss in fair value for our interest rate, foreign currency, commodity, and equity market-risk-sensitive instruments outstanding as of May 30, 2010, and May 31, 2009, and the average fair value impact during the year ended May 30, 2010. The VAR calculation used historical interest rates, foreign exchange rates, and commodity and equity prices from the past year to estimate the potential volatility and correlation of these rates in the future. The market data were drawn from the RiskMetrics TM data set. The calculations are not intended to represent actual losses in fair value that we expect to incur. Further, since the hedging instrument (the derivative) inversely correlates with the underlying exposure, we would expect that any loss or gain in the fair value of our derivatives would be generally offset by an increase or decrease in the fair value of the underlying exposure. The positions included in the calculations were: debt; investments; interest rate swaps; foreign exchange forwards; commodity swaps, futures and options; and equity instruments. The calculations do not include the underlying for- eign exchange and commodities-related positions that are offset by these market-risk-sensitive instruments. General Mills 44 In Millions May 30, 2010 Average during fiscal 2010 May 31, 2009 .......................................................................... Fair Value Impact ......................................................................................................................................................................................... Interest rate instruments $27.7 $35.9 $44.4 Foreign currency instruments 4.3 4.7 5.8 Commodity instruments 4.8 7.8 10.4 Equity instruments — 0.9 1.8