This is the content of an email: Kathy/Brian, As I'm sure you know we are trying to determine what is causing the Canadian VAR to be so high. One possible cause that we would like your help investigating is the Curve Codes that are being loaded in the position files that are manually loaded into the system each night. It is my understanding that positions will be correct even if the curves loaded are spelled incorrectly. However, incorrect curve names will result in the positions not being captured in the VAR calculation. Please verify that all the curves are spelled correctly in all position files. Please give me a call if you have any questions. Thanks,
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Canada VAR