Due to the release of schedule C for ENA and EES, the attached spreadsheet provides the trading p&l without prudency and the associated Daily Loss Limit notifications.
Additionally, the spreadsheet reflects the net effect on the Total Trading line.
If the Corp. Var remains at $100mm, then a Daily Loss Limit notification would be sent out.
However, the current opinion is that the Corp. Var is $150mm, including discretionary Var, which eliminates the notification.
Please let me know if you have any quetions.
Thanks,

Daily Losses for ENA and EES
Due to the release of schedule C for <COMPANY> and EES, the attached spreadsheet provides the trading p&l without prudency and the associated Daily Loss Limit notifications.
Additionally, the spreadsheet reflects the net effect on the Total Trading line.
If the Corp. Var remains at <CUR>000mm, then a Daily Loss Limit notification would be sent out.
However, the current opinion is that the Corp. Var is <CUR>000mm, including discretionary Var, which eliminates the notification.
Please let me know if you have any quetions.
Thanks,
know quetions thanks release schedule sent current opinion 000mm including prudency associated daily total trading line loss limit notification net effect ees attached spreadsheet corp var cur