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 />
iii. CDO/CLO 0 7187 0 7188 0 7189 0 7190 0 7191 0 7192<br />
Duration 7193 WAT 7194<br />
10-year eq 7195 0 7196 0 7197 0 7198 0 7199 0 7200 0 7201<br />
iv. Other ABS 0 7202 0 7203 0 7204 0 7205 0 7206 0 7207<br />
Duration 7208 WAT 7209<br />
10-year eq 7210 0 7211 0 7212 0 7213 0 7214 0 7215 0 7216<br />
v. Other structured products 0 7217 0 7218 0 7219 0 7220 0 7221 0 7222<br />
m. Credit derivatives<br />
i. Single name CDS 0 7223 0 7224 0 7225 0 7226 0 7227 0 7228<br />
ii. Index CDS 0 7229 0 7230 0 7231 0 7232 0 7233 0 7234<br />
iii. Exotic CDS 0 7235 0 7236 0 7237 0 7238 0 7239 0 7240<br />
n. Foreign exchange derivatives<br />
(investment)<br />
o. Foreign exchange derivatives<br />
(hedging)<br />
0 7241 0 7242 0 7243 0 7244 0 7245 0 7246<br />
0 7247 0 7248 0 7249 0 7250 0 7251 0 7252<br />
p. Non-U.S. currency holdings 0 7253 0 7254 0 7255 0 7256 0 7257 0 7258<br />
q. Interest rate derivatives 0 7259 0 7260 0 7261 0 7262 0 7263 0 7264<br />
r. Commodities (derivatives)<br />
i. Crude oil 0 7265 0 7266 0 7267 0 7268 0 7269 0 7270<br />
ii. Natural gas 0 7271 0 7272 0 7273 0 7274 0 7275 0 7276<br />
iii. Gold 0 7277 0 7278 0 7279 0 7280 0 7281 0 7282<br />
iv. Power 0 7283 0 7284 0 7285 0 7286 0 7287 0 7288<br />
v. Other commodities 0 7289 0 7290 0 7291 0 7292 0 7293 0 7294<br />
s. Commodities (physical)<br />
i. Crude oil 0 7295 0 7296 0 7297 0 7298 0 7299 0 7300<br />
ii. Natural gas 0 7301 0 7302 0 7303 0 7304 0 7305 0 7306<br />
iii. Gold 0 7307 0 7308 0 7309 0 7310 0 7311 0 7312<br />
iv. Power 0 7313 0 7314 0 7315 0 7316 0 7317 0 7318<br />
v. Other commodities 0 7319 0 7320 0 7321 0 7322 0 7323 0 7324<br />
t. Other derivatives 0 7325 0 7326 0 7327 0 7328 0 7329 0 7330<br />
u. Physical real estate 0 7331 0 7332 0 7333 0 7334 0 7335 0 7336<br />
v. Investments in internal private funds 0 7337 0 7338 0 7339 0 7340 0 7341 0 7342<br />
w. Investments in external private funds 0 7343 0 7344 0 7345 0 7346 0 7347 0 7348<br />
x. Investments in registered<br />
investmentcompanies<br />
0 7349 0 7350 0 7351 0 7352 0 7353 0 7354<br />
y. Cash and cash equivalents<br />
i. Certificates of deposit 0 7355 0 7356 0 7357 0 7358 0 7359 0 7360<br />
Duration 7361 WAT 7362<br />
10-year eq 7363 0 7364 0 7365 0 7366 0 7367 0 7368 0 7369<br />
Page 30 of 31<br />
Created On: 10/8/2013 1:29:06 PM
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