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The PRELIMINARY DPR reflects violations for EOL Crude Trading in the following amounts:
Net Open Position
Limit: 2.0 Mil Bbls WTI
Net Open Position: (7.2) Mil Bbls WTI
Maturity Gap Risk
Limit: 3.0 Mil Bbls WTI
Maturity Gap Risk: (7.2) Mil Bbls WTI
VaR
Limit: $3.0 Mil
VaR: $6.1 Mil
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