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An Elixer (which is found in a cave, and can be exploited for infinite elixers)
Safety Bit (in a cave, also),
Added Cut Materia (to find head down from Snow's cave, and then immediately back up, a different path will be discovered. It will be found in the second section of the path between numbered areas.)
All Materia (in a cave in the middle of the snowfield south of Mr. Holzoff's place), and lastly the Alexander Materia which can be found in Snow's cave, after defeating her. The hot spring must be touched prior to this encounter.