Due to the inherent limitations of statistical measures such as Economic Value-at-Risk and the seasonality of changes in market prices, the Economic Value-at-Risk calculation may not reflect the full extent of our commodity price risk exposure. Additionally, because our Economic Value-at-Risk methodology uses a linear approximation method, actual changes in the value of options in our portfolio resulting from significant price changes may differ from estimates generated using this methodology. As a result, actual changes in the fair value of derivative assets and liabilities subject to mark-to-market accounting could