Spreadsheet: john_zufferli__16765__VarLimits
Sheet: Sheet1

 | VaR Portfolio | Commodity | Trader | Book | Instrument | Location | Tenor | Liquidity (volume/day) | Best Risk Mitigator
 | Canada Gas | NG | [NAME] | IM-CanadaWest | Physical Gas for Daily Index | AECO | Day | 0.2 bcf/day | N/A
 |  | NG | [NAME] | IM-CanadaWest | Physical Day Gas | AECO | Day | 2 bcf/day | N/A
 |  | NG | [NAME] | IM-CanadaWest | Physical Fixed Price ROM | AECO | Rest of Month | 400 k/day | Dawn/Chicago/Malin/Rockies Fixed Price
 |  | NG | [NAME] | IM-CanadaWest | Physical Gas for Monthly Index Prompt month | AECO | Prompt Month | 600 k/day | N/A
 |  | NG | [NAME] | IM-CanadaWest | Physical Fixed Price Prompt month | AECO | Prompt Month | 600 k/day | Dawn/Chicago/Malin/Rockies Fixed Price
 |  | NG | [NAME] | IM-CanadaWest | Physical Gas for Monthly Index Prompt month + 1 | AECO | Prompt Month+1 | 500 k/day | N/A
 |  | NG | [NAME] | IM-CanadaWest | Physical Fixed Price Prompt month + 1 | AECO | Prompt Month+1 | 400 k/day | Dawn/Chicago/Malin/Rockies Fixed Price
 |  | NG | [NAME] | IM-CanadaWest | Physical Basis Prompt month | AECO | Prompt Month | 500 k/day | Dawn/Chicago/Malin/Rockies Basis
 |  | NG | [NAME] | IM-CanadaWest | Physical Basis Prompt month + 1 | AECO | Prompt Month+1 | 400 k/day | Dawn/Chicago/Malin/Rockies Basis
 |  | NG | [NAME] | IM-CanadaWest | Financial Fixed vs Daily ROM | AECO | Rest of Month | 400 k/day | Dawn/Chicago/Malin/Rockies Fixed Price
 |  | NG | [NAME] | IM-CanadaWest | Financial Fixed vs Daily Prompt month | AECO | Prompt Month | 600 k/day | Dawn/Chicago/Malin/Rockies Fixed Price
 |  | NG | [NAME] | IM-CanadaWest | Financial Fixed vs Daily Prompt month + 1 | AECO | Prompt Month+1 | 400 k/day | Dawn/Chicago/Malin/Rockies Fixed Price
 |  | NG | [NAME] | IM-CanadaWest | Financial Daily Basis Prompt month | AECO | Prompt Month | 500 k/day | Dawn/Chicago/Malin/Rockies Basis
 |  | NG | [NAME] | IM-CanadaWest | Financial Daily Basis Prompt month + 1 | AECO | Prompt Month+1 | 400 k/day | Dawn/Chicago/Malin/Rockies Basis
 |  | NG | [NAME] | IM-CanadaWest | Financial Daily for Monthly Index | AECO | Prompt Month | 200 k/day | N/A
 |  | NG | [NAME] | IM-Canada BC | Physical Day Gas | SUMAS | Day | 0.2 bcf/day | N/A
 |  | NG | [NAME] | IM-Canada BC | Physical Gas for Daily Index | SUMAS | Day | 0.05 bcf/day | N/A
 |  | NG | [NAME] | IM-Canada BC | Physical Fixed Price ROM | SUMAS | Rest of Month | 150 k/day | Malin/Rockies/AECO/Socal Fixed Price
 |  | NG | [NAME] | IM-Canada BC | Physical Gas for Monthly Index Prompt month | SUMAS | Prompt Month | 200 k/day | N/A
 |  | NG | [NAME] | IM-Canada BC | Physical Fixed Price Prompt month | SUMAS | Prompt Month | 200 k/day | Malin/Rockies/AECO/Socal Fixed Price
 |  | NG | [NAME] | IM-Canada BC | Physical Basis Prompt month | SUMAS | Prompt Month | 200 k/day | Malin/Rockies/AECO/Socal Basis
 |  | NG | [NAME] | IM-Canada BC | Financial Fixed vs Daily ROM | SUMAS | Rest of Month | 150 k/day | Malin/Rockies/AECO/Socal Fixed Price
 |  | NG | [NAME] | IM-Canada BC | Financial Fixed vs Daily Prompt month | SUMAS | Prompt Month | 100 k/day | Malin/Rockies/AECO/Socal Fixed Price
 |  | NG | [NAME] | IM-Canada BC | Financial Monthly Basis Prompt month | SUMAS | Prompt Month | 200 k/day | Malin/Rockies/AECO/Socal Basis
 |  | NG | [NAME] | IM-Canada BC | Financial Daily Basis Prompt month | SUMAS | Prompt Month | 200 k/day | Malin/Rockies/AECO/Socal Basis
 |  | NG | [NAME] | IM-Canada BC | Financial Daily for Monthly Index | SUMAS | Prompt Month | 100 k/day | N/A
 |  | NG | [NAME] | FT-Cand-EGSC-BC | Physical Monthly Index Prompt month + 1 | SUMAS |  | 50 k/day
 |  | NG | [NAME] | FT-Cand-EGSC-BC | Physical Balance of Season Index | SUMAS
 |  | NG | [NAME] | FT-Cand-EGSC-BC | Physical Prompt Winter Index | SUMAS
 |  | NG | [NAME] | FT-Cand-EGSC-BC | Physical Prompt Summer Index | SUMAS
 |  | NG | [NAME] | FT-Cand-EGSC-BC | Physical Prompt Winter + 1 Index | SUMAS
 |  | NG | [NAME] | FT-Cand-EGSC-BC | Physical Prompt Summer + 1 Index | SUMAS
 |  | NG | [NAME] | FT-Cand-EGSC-BC | Financial Monthly Basis Prompt month + 1 | SUMAS
 |  | NG | [NAME] | FT-Cand-EGSC-BC | Financial Balance of Season Basis | SUMAS
 |  | NG | [NAME] | FT-Cand-EGSC-BC | Financial Prompt Winter Basis | SUMAS
 |  | NG | [NAME] | FT-Cand-EGSC-BC | Financial Prompt Summer Basis | SUMAS
 |  | NG | [NAME] | FT-Cand-EGSC-BC | Financial Prompt Winter + 1 Basis | SUMAS
 |  | NG | [NAME] | FT-Cand-EGSC-BC | Financial Prompt Summer + 1 Basis | SUMAS