Form X-17a-5 - Focus Report (United States Securities And Exchange Commission) Page 27
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30FINANCIAL AND OPERATIONAL COMBINED UNIFORM SINGLE REPORT
PART IIB
_______________________________________________________________
________
________________________
(Name of Dealer)
As of (MM/DD/YYYY)
II. FINANCIAL INSTRUMENTS WITH OFF-BALANCE SHEET RISK AND WITH CONCENTRATION OF CREDIT RISK
(Provide notional or contractual amounts where appropriate, or in the case of options, the values of the underlying instrument.)
LONG
SHORT
B.
Forwards ................................................................................................
$
_
______________
____ 6560
$
___________________
6561
1.
Aggregate current cost of replacing contracts by counterparty...
$
__
______________
___ 6562
$
___________________ 6563
2.
Per counterparty breakdown (attach schedule)
3.
Naked written option contracts:
A.
Contractual value ...................................................................................
$
__
______________
___ 6570
$
___________________
6571
B.
Value of the underlying instruments ......................................................
$
__
______________
___ 6575
$
___________________
6576
D.
All other swap agreements (specify type) (attach schedule if necessary)
1.
Total notional or contractual amount.............................................................
$
__
______________
___ 6580
$
___________________
6581
2.
Aggregate current cost of replacing contracts by counterparty...................
$
__
______________
___ 6585
$
___________________
6586
3.
Per counterparty breakdown (attach schedule)
E.
Commodities
1.
Futures............................................................................................................
$
__
______________
___ 6590
$
___________________
6591
2.
Forwards ........................................................................................................
$
__
______________
___ 6595
$
___________________
6596
1.
Aggregate current cost of replacing contracts by
counterparty............................................................................................
$
__
______________
___ 6600
$
___________________ 6601
2.
Per counterparty breakdown (attach schedule)
3.
Sold option contracts (e.g., options on individual commodities and
commodities indexes)
A.
Market value, and the value of the underlying instruments, of call contracts:
1.
Listed
a.
Market value...........................................................................
$
__
______________
___ 6610
$
___________________
6611
b.
Value of underlying instruments ...........................................
$
__
______________
___ 6612
$
___________________
6613
2.
Unlisted
a.
Market value...........................................................................
$
__
______________
___ 6615
$
___________________
6616
b.
Value of underlying instruments ...........................................
$
__
______________
___ 6617
$
___________________
6618
B.
Market value, and the value of the underlying instruments, of put contracts:
1.
Listed
a.
Market value...........................................................................
$
__
______________
___ 6620
$
___________________
6621
b.
Value of underlying instruments ...........................................
$
__
______________
___ 6622
$
___________________
6623
000’s OMITTED
SEC 2430 (2-02) Page 27 of 28
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