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

5 Day Loss Explanation
