Chris,

Here is our explanation of the 5 Day loss violation.  Let me know if you need 
any more information.

Due to a forecast for mild November weather, futures prices have fallen 
sharply over the last five days.   Nymex futures prices have fallen a total 
of $0.68 over the last five days.  The Gas desk's loss is primarily driven by 
a long price position held by the Financial desk, which averaged 7, 295 
contracts over the same period.

Robin