Positions Including Activity Up To the End of Business on November 09, 2010
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