Stress Test Report for UXXXXXX
Positions Including Activity Up To the End of Business on November 09, 2010
NOTES:The following report shows the change in value of your positions under the assumption that the underlying price of each of your positions declines by 3%, 5%, 10%, 20% and 30% and independently increases by 3%, 5%, 10%, 20% and 30%. These results are based on theoretical pricing models and do not take into account coincidental changes in volatility or other variables that affect derivative prices.
Certain positions are shown in this report but not valued under the stress scenarios of -30%, -20%, -10%, -5%, -3%, +3%, +5%, +10%, +20% and +30% changes in the underlying price. You must evaluate your own risk for these positions and include them in the totals provided.
The PNL numbers are expressed in USD.
Equity includes stock and its derivatives, equity index derivatives and mutual funds.
Account UXXXXXX (PMRGN + FUTNOPT
, part of Family I132870A) has
21 equity
positions(s).
Net Liq Value (NLV) on the close: 119,928.37 USD
Cash balance: 3,278.59 USD
Product Category Measure
Equity PNL -38,112.67 -25,408.43 -12,704.22 -6,352.12 -3,811.27 +3,811.27 +6,352.12 +12,704.21 +25,408.43 +38,112.68
Equity
Qty Und. Type Exp. Strike Right Symb Listing Exchange Mult. Price Curr. Exch. Rate PNL in USD
Close -30% -20% -10% -5% -3% +3% +5% +10% +20% +30% -30% -20% -10% -5% -3% +3% +5% +10% +20% +30%
29 AAPL STK NMS NASDAQ 316.08 221.26 252.86 284.47 300.28 306.60 325.56 331.88 347.69 379.30 410.90 USD -2,749.90 -1,833.26 -916.63 -458.32 -274.99 +274.99 +458.32 +916.63 +1,833.26 +2,749.90
253 ATVI STK NMS NASDAQ 11.77 8.24 9.42 10.59 11.18 11.42 12.12 12.36 12.95 14.12 15.30 USD -893.34 -595.56 -297.78 -148.89 -89.33 +89.33 +148.89 +297.78 +595.56 +893.34
136 AVP STK NYSE 28.85 20.20 23.08 25.96 27.41 27.98 29.72 30.29 31.74 34.62 37.50 USD -1,177.08 -784.72 -392.36 -196.18 -117.71 +117.71 +196.18 +392.36 +784.72 +1,177.08
861 BCOM STK NMS NASDAQ 30.36 21.25 24.29 27.32 28.84 29.45 31.27 31.88 33.40 36.43 39.47 USD -7,841.99 -5,227.99 -2,614.00 -1,307.00 -784.20 +784.20 +1,307.00 +2,614.00 +5,227.99 +7,841.99
90 CHKP STK NMS NASDAQ 43.19 30.23 34.55 38.87 41.03 41.89 44.49 45.35 47.51 51.83 56.15 USD -1,166.13 -777.42 -388.71 -194.35 -116.61 +116.61 +194.36 +388.71 +777.42 +1,166.13
200 EMC STK NYSE 22.02 15.41 17.62 19.82 20.92 21.36 22.68 23.12 24.22 26.42 28.63 USD -1,321.20 -880.80 -440.40 -220.20 -132.12 +132.12 +220.20 +440.40 +880.80 +1,321.20
80 ESLT STK NMS NASDAQ 51.55 36.08 41.24 46.40 48.97 50.00 53.10 54.13 56.70 61.86 67.02 USD -1,237.20 -824.80 -412.40 -206.20 -123.72 +123.72 +206.20 +412.40 +824.80 +1,237.20
163 EWT STK AMEX 14.34 10.04 11.47 12.91 13.62 13.91 14.77 15.06 15.77 17.21 18.64 USD -701.23 -467.48 -233.74 -116.87 -70.12 +70.12 +116.87 +233.74 +467.48 +701.23
8 GOOG STK NMS NASDAQ 624.82 437.37 499.86 562.34 593.58 606.08 643.56 656.06 687.30 749.78 812.27 USD -1,499.57 -999.71 -499.86 -249.93 -149.96 +149.96 +249.93 +499.86 +999.71 +1,499.57
922 IGLD STK NMS NASDAQ 26.44 18.51 21.15 23.80 25.12 25.65 27.23 27.76 29.08 31.73 34.37 USD -7,313.30 -4,875.54 -2,437.77 -1,218.88 -731.33 +731.33 +1,218.88 +2,437.77 +4,875.54 +7,313.30
185 INTC STK NMS NASDAQ 21.16 14.81 16.93 19.04 20.10 20.53 21.79 22.22 23.28 25.39 27.51 USD -1,174.38 -782.92 -391.46 -195.73 -117.44 +117.44 +195.73 +391.46 +782.92 +1,174.38
3,030 JSDA STK SCM NASDAQ 1.30 0.91 1.04 1.17 1.24 1.26 1.34 1.36 1.43 1.56 1.69 USD -1,181.70 -787.80 -393.90 -196.95 -118.17 +118.17 +196.95 +393.90 +787.80 +1,181.70
65 NICE STK NMS NASDAQ 33.05 23.14 26.44 29.74 31.40 32.06 34.04 34.70 36.36 39.66 42.96 USD -644.47 -429.65 -214.83 -107.41 -64.45 +64.45 +107.41 +214.82 +429.65 +644.48
2,850 NTRZQ STK LIMITED PINK 0.24 0.17 0.19 0.22 0.23 0.23 0.25 0.25 0.26 0.29 0.31 USD -205.20 -136.80 -68.40 -34.20 -20.52 +20.52 +34.20 +68.40 +136.80 +205.20
42 POT STK NYSE 141.37 98.96 113.10 127.23 134.30 137.13 145.61 148.44 155.51 169.64 183.78 USD -1,781.26 -1,187.51 -593.75 -296.88 -178.13 +178.13 +296.88 +593.75 +1,187.51 +1,781.26
34 QLD STK ARCA+ 78.25 31.30 46.95 62.60 70.42 73.56 82.94 86.08 93.90 109.55 125.20 USD -1,596.30 -1,064.20 -532.10 -266.05 -159.63 +159.63 +266.05 +532.10 +1,064.20 +1,596.30
27 RIMM STK NMS NASDAQ 55.00 38.50 44.00 49.50 52.25 53.35 56.65 57.75 60.50 66.00 71.50 USD -445.50 -297.00 -148.50 -74.25 -44.55 +44.55 +74.25 +148.50 +297.00 +445.50
46 TNA STK ARCA+ 58.19 5.82 23.28 40.73 49.46 52.95 63.43 66.92 75.65 93.10 110.56 USD -2,409.07 -1,606.04 -803.02 -401.51 -240.91 +240.91 +401.51 +803.02 +1,606.04 +2,409.07
49 URE STK ARCA+ 48.54 19.42 29.12 38.83 43.69 45.63 51.45 53.39 58.25 67.96 77.66 USD -1,427.08 -951.38 -475.69 -237.85 -142.71 +142.71 +237.85 +475.69 +951.38 +1,427.08
350 VOLT STK NMS NASDAQ 6.49 4.54 5.19 5.84 6.17 6.30 6.68 6.81 7.14 7.79 8.44 USD -681.45 -454.30 -227.15 -113.58 -68.14 +68.14 +113.57 +227.15 +454.30 +681.45
62 XLB STK ARCA+ 35.77 25.04 28.62 32.19 33.98 34.70 36.84 37.56 39.35 42.92 46.50 USD -665.32 -443.55 -221.77 -110.89 -66.53 +66.53 +110.89 +221.77 +443.55 +665.32
Total PNL in USD: -38,112.67 -25,408.43 -12,704.22 -6,352.12 -3,811.27 +3,811.27 +6,352.12 +12,704.21 +25,408.43 +38,112.68