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 CategoryMeasure -30% -20% -10% -5% -3% +3% +5% +10% +20% +30%
    EquityPNL-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

    QtyUnd.TypeExp.StrikeRightSymbListing ExchangeMult.PriceCurr.Exch. RatePNL in USD
    Close-30%-30%
    29AAPLSTK   NMSNASDAQ 316.08221.26USD -2,749.90
    253ATVISTK   NMSNASDAQ 11.778.24USD -893.34
    136AVPSTK    NYSE 28.8520.20USD -1,177.08
    861BCOMSTK   NMSNASDAQ 30.3621.25USD -7,841.99
    90CHKPSTK   NMSNASDAQ 43.1930.23USD -1,166.13
    200EMCSTK    NYSE 22.0215.41USD -1,321.20
    80ESLTSTK   NMSNASDAQ 51.5536.08USD -1,237.20
    163EWTSTK    AMEX 14.3410.04USD -701.23
    8GOOGSTK   NMSNASDAQ 624.82437.37USD -1,499.57
    922IGLDSTK   NMSNASDAQ 26.4418.51USD -7,313.30
    185INTCSTK   NMSNASDAQ 21.1614.81USD -1,174.38
    3,030JSDASTK   SCMNASDAQ 1.300.91USD -1,181.70
    65NICESTK   NMSNASDAQ 33.0523.14USD -644.47
    2,850NTRZQSTK   LIMITEDPINK 0.240.17USD -205.20
    42POTSTK    NYSE 141.3798.96USD -1,781.26
    34QLDSTK    ARCA+ 78.2531.30USD -1,596.30
    27RIMMSTK   NMSNASDAQ 55.0038.50USD -445.50
    46TNASTK    ARCA+ 58.195.82USD -2,409.07
    49URESTK    ARCA+ 48.5419.42USD -1,427.08
    350VOLTSTK   NMSNASDAQ 6.494.54USD -681.45
    62XLBSTK    ARCA+ 35.7725.04USD -665.32
    Total PNL in USD:-38,112.67