EasyFile CFTC Form PQR Template
EasyFile CFTC Form PQR Template
EasyFile CFTC Form PQR Template
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POOL QUARTERLY REPORT FOR COMMODITY POOL OPERATORS<br />
Name: MY POOL LISA Ending Date: 9/30/2013 NFA ID: P087320<br />
6639 6640<br />
Risk free interest rates increase<br />
25 bp<br />
Risk free interest rates<br />
decrease 25 bp<br />
Risk free interest rates increase<br />
75 bp<br />
Risk free interest rates<br />
decrease 75 bp<br />
0 6641 0 6642<br />
0 6643 0 6644<br />
0 6645 0 6646<br />
0 6647 0 6648<br />
Not Relevant<br />
Relevant<br />
Market Factor:<br />
Credit Spreads<br />
Effect on long component<br />
of portfolio (as % of NAV)<br />
Effect on short<br />
component of portfolio<br />
(as % of NAV)<br />
6649 6650<br />
Credit spreads increase 50bp 0 6651 0 6652<br />
Credit spreads decrease 50 bp 0 6653 0 6654<br />
Credit spreads increase 250 bp 0 6655 0 6656<br />
Credit spreads decrease 250<br />
bp<br />
0 6657 0 6658<br />
Not Relevant<br />
Relevant<br />
Market Factor:<br />
Currency Rates<br />
Effect on long component<br />
of portfolio (as % of NAV)<br />
Effect on short<br />
component of portfolio<br />
(as % of NAV)<br />
6659 6660<br />
Currency rates increase 5% 0 6661 0 6662<br />
Currency rates decrease 5% 0 6663 0 6664<br />
Currency rates increase 20% 0 6665 0 6666<br />
Currency rates decrease 20% 0 6667 0 6668<br />
Not Relevant<br />
Relevant<br />
Market Factor:<br />
Commodity<br />
Prices<br />
Effect on long component<br />
of portfolio (as % of NAV)<br />
Effect on short<br />
component of portfolio<br />
(as % of NAV)<br />
6669 6670<br />
Commodity prices increase<br />
10%<br />
Commodity prices decrease<br />
10%<br />
Commodity prices increase<br />
40%<br />
Commodity prices decrease<br />
40%<br />
0 6671 0 6672<br />
0 6673 0 6674<br />
0 6675 0 6676<br />
0 6677 0 6678<br />
Not Relevant<br />
Relevant<br />
Market Factor: Options<br />
Implied Volatility<br />
Effect on long component<br />
of portfolio (as % of NAV)<br />
Effect on short<br />
component of portfolio<br />
(as % of NAV)<br />
6679 6680<br />
Page 23 of 31<br />
Implied volatilities increase 4<br />
percentage points<br />
0 6681 0 6682<br />
Created On: 10/8/2013 1:29:06 PM
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