Form X-17A-5 Part II X-17A-5 Part II X-17A-5 Part II

Form X-17A-5
FOCUS
Report
Part II
Cover Page

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
FOCUS REPORT (FINANCIAL AND OPERATIONAL COMBINED UNIFORM SINGLE REPORT)
Part II 11
(Please read instructions before preparing Form)

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This report is being filed by a/an:
1)
2)
3)
4)
5)

Broker-dealer not registered as an SBSD or MSBSP
(stand-alone broker-dealer) ..............................................................................................................................................
Broker-dealer registered as an SBSD (broker-dealer SBSD) ...........................................................................................
Broker-dealer registered as an MSBSP (broker-dealer MSBSP) .....................................................................................
SBSD without a prudential regulator and not registered as a broker-dealer (stand-alone SBSD) ...................................
MSBSP without a prudential regulator and not registered as a broker-dealer (stand-alone MSBSP) .............................
Check here if respondent is an OTC derivatives dealer ...................................................................................................

This report is being filed by a:

Firm authorized to use models

12006

U.S. person

12007

Non- U.S. person

This report is being filed pursuant to (check applicable block(s)):
1) Rule 17a-5(a) ....................................................................................................................................................................
2) Rule 17a-5(b) ....................................................................................................................................................................
3) Special request by DEA or the Commission .....................................................................................................................
4) Rule 18a-7.........................................................................................................................................................................
5) Other (explain: _____________________________________________) ......................................................................

12000
12001
12002
12003
12004
12005
12008
16
17
19
12999
26

NAME OF REPORTING ENTITY

SEC FILE NO.

____________________________________________________________________________________ 13
ADDRESS OF PRINCIPAL PLACE OF BUSINESS (Do not use P.O. Box No.)

________________________________ 14
FIRM ID NO.

____________________________________________________________________________________ 20
(No. and Street)

________________________________ 15
FOR PERIOD BEGINNING (MM/DD/YY)

_______________________________________ 21 __________ 22 __________________________ 23
(City)
(State/Province)
(Zip Code)

________________________________ 24
AND ENDING (MM/DD/YY)

______________________________________________________ 12009
(Country)

________________________________ 25

NAME OF PERSON TO CONTACT IN REGARD TO THIS REPORT

(AREA CODE) TELEPHONE NO.

EMAIL ADDRESS

____________________________________________________ 30 _________________________ 12010
NAME(S) OF SUBSIDIARIES OR AFFILIATES CONSOLIDATED IN THIS REPORT
____________________________________________________________________________________ 32

________________________________ 31
OFFICIAL USE
________________________________ 33

____________________________________________________________________________________ 34

________________________________ 35

____________________________________________________________________________________ 36

________________________________ 37

____________________________________________________________________________________ 38

________________________________ 39

Is this report consolidated or unconsolidated? .............................................................................................. Consolidated
198 Unconsolidated
199
Does respondent carry its own customer or security-based swap customer accounts?............................................ Yes
40
No
41
Check here if respondent is filing an audited report ..........................................................................................................................................................
42
EXECUTION: The registrant submitting this Form and its attachments and the person(s) by whom it is executed represent hereby that all information contained
therein is true, correct and complete. It is understood that all required items, statements, and schedules are considered integral parts of this Form and that the
submission of any amendment represents that all unamended items, statements, and schedules remain true, correct and complete as previously submitted.
Dated the ______________________ day of ____________________, 2_____.
Signatures of:

Names of:

1)

__________________________________________________________
Principal Executive Officer or Comparable Officer

____________________________________________________ 12011
Principal Executive Officer or Comparable Officer

2)

__________________________________________________________
Principal Financial Officer or Comparable Officer

____________________________________________________ 12012
Principal Financial Officer or Comparable Officer

3)

__________________________________________________________
____________________________________________________ 12013
Principal Operations Officer or Comparable Officer
Principal Operations Officer or Comparable Officer
ATTENTION: Intentional misstatements and/or omissions of facts constitute federal criminal violations. (See 18 U.S.C. 1001 and 15 U.S.C. 78ff(a).)
Name of Firm: _____________________________________
As of: ____________________________________________

Persons who are to respond to the collection of information contained in this form are not required to
respond unless the form displays a currently valid OMB control number.

1

STATEMENT OF FINANCIAL CONDITION

FOCUS
Report
Part II

Items on this page to be reported by a:

Stand-Alone Broker-Dealer
Stand-Alone SBSD
Broker-Dealer SBSD
Stand-Alone MSBSP
Broker-Dealer MSBSP
ASSETS

Assets

Allowable

Non-Allowable

1. Cash ..................................................................................................

$ ___________________ 200

2. Cash segregated in compliance with federal
and other regulations ........................................................................

$ ___________________ 210

$ ___________________ 12014

Total
$ ___________________ 750
$ ___________________ 760

3. Receivables from brokers/dealers and clearing organizations
A. Failed to deliver
1. Includible in segregation requirement under
17 CFR 240.15c3-3 and its appendices or
17 CFR 240.18a-4 and 18a-4a ...............................................

$ ___________________ 220

2. Other ...................................................................................

$ ___________________ 230

$ ___________________ 770

B. Securities borrowed
1. Includible in segregation requirement under
17 CFR 240.15c3-3 and its appendices or
17 CFR 240.18a-4 and 18a-4a ...............................................

$ ___________________ 240

2. Other ...................................................................................

$ ___________________ 250

$ ___________________ 780

C. Omnibus accounts
1. Includible in segregation requirement under
17 CFR 240.15c3-3 and its appendices or
17 CFR 240.18a-4 and 18a-4a ...............................................

$ ___________________ 260

2. Other ...................................................................................

$ ___________________ 270

$ ___________________ 790

$ ___________________ 280
$ ___________________ 290

$ ___________________ 800

D. Clearing organizations
1. Includible in segregation requirement under
17 CFR 240.15c3-3 and its appendices or
17 CFR 240.18a-4 and 18a-4a, or the CEA ...........................
2. Other ...................................................................................
E. Other .........................................................................................
4. Receivables from customers

$ ___________________ 300

$ ___________________ 550

$ ___________________ 810

A. Securities accounts
1. Cash and fully secured accounts.......................................

$ ___________________ 310

2. Partly secured accounts ....................................................

$ ___________________ 320

$ ___________________ 560

B. Commodity accounts..................................................................

$ ___________________ 330

$ ___________________ 580

C. Allowance for doubtful accounts ................................................

$ (___________________) 335

$ (___________________) 590

3. Unsecured accounts ..........................................................

$ ___________________ 570
$ ___________________ 820

5. Receivables from non-customers
A. Cash and fully secured accounts ..............................................

$ ___________________ 340

B. Partly secured and unsecured accounts ..................................

$ ___________________ 350

6. Excess cash collateral pledged on derivative transactions ..............

$ ___________________ 600

$ ___________________ 830

$ ___________________ 12015 $ ___________________ 12016

$ ___________________ 12017

7. Securities purchased under agreements to resell ............................

$ ___________________ 360

$ ___________________ 840

8. Trade date receivable .......................................................................

$ ___________________ 292

$ ___________________ 802

9. Total net securities, commodities, and swaps positions...................

$ ___________________ 12019 $ ___________________ 12022

$ ___________________ 12024

$ ___________________ 460

$ __________________ 630

$ ___________________ 880

$ ___________________ 470

$ __________________ 640

$ __________________ 890

$ ___________________ 605

10. Securities borrowed under subordination agreements and partners’
individual and capital securities accounts, at market value
A. Exempted securities.............. $

________________ 150

B. Other ..................................... $

________________ 160

11. Secured demand notes – market value of collateral
A. Exempted securities.............. $

________________ 170

B. Other ..................................... $

________________ 180

Name of Firm: _____________________________________
As of: ____________________________________________

2

STATEMENT OF FINANCIAL CONDITION

FOCUS
Report
Part II

Items on this page to be reported by a:

Assets

Stand-Alone Broker-Dealer
Stand-Alone SBSD
Broker-Dealer SBSD
Stand-Alone MSBSP
Broker-Dealer MSBSP

Allowable

Non-Allowable

Total

12. Memberships in exchanges
A. Owned, at market value ........ $

________________ 190

B. Owned at cost ...........................................................................

$ __________________ 650

C. Contributed for use of company, at market value.....................

$ __________________ 660

$ __________________ 900

13. Investment in and receivables from affiliates, subsidiaries and
associated partnerships ...................................................................

$ ___________________ 480

$ __________________ 670

$ __________________ 910

14. Property, furniture, equipment, leasehold improvements
and rights under lease agreements
At cost (net of accumulated depreciation and amortization) ...........

$ ___________________ 490

$ __________________ 680

$ __________________ 920

A. Dividends and interest receivable ...............................................

$ ___________________ 500

$ __________________ 690

B. Free shipments ............................................................................

$ ___________________ 510

$ __________________ 700

C. Loans and advances ...................................................................

$ ___________________ 520

$ __________________ 710

D. Miscellaneous ..............................................................................

$ ___________________ 530

$ __________________ 720

E. Collateral accepted under ASC 860 ............................................

$ ___________________ 536

15. Other assets

F. SPE Assets ..................................................................................

$ ___________________ 537

16. TOTAL ASSETS ..............................................................................

$ ___________________ 540

Note: Stand-alone MSBSPs should only complete the Allowable and Total columns.

Name of Firm: _____________________________________
As of: ____________________________________________

3

$ __________________ 930
$ __________________ 740

$ __________________ 940

STATEMENT OF FINANCIAL CONDITION

FOCUS
Report
Part II

Items on this page to be reported by a:

Stand-Alone Broker-Dealer
Stand-Alone SBSD
Broker-Dealer SBSD
Stand-Alone MSBSP
Broker-Dealer MSBSP
LIABILITIES AND OWNERSHIP EQUITY

Liabilities

A.I. Liabilities

Non-A.I. Liabilities

Total

17. Bank loans payable
A. Includible in segregation requirement under
17 CFR 240.15c3-3 and its appendices or
17 CFR 240.18a-4 and 18a-4a, or the CEA ..................................................................... $ ________________ 1030

$ _______________ 1240 $ __________________ 1460

B. Other ............................................................................................................................ $ ________________ 1040

$ _______________ 1250 $ __________________ 1470

18. Securities sold under repurchase agreements ................................................................

$ _______________ 1260 $ __________________ 1480

19. Payable to brokers/dealers and clearing organizations
A. Failed to receive
1. Includible in segregation requirement under
17 CFR 240.15c3-3 and its appendices or
17 CFR 240.18a-4 and 18a-4a................................................................................ $ ________________ 1050

$ _______________ 1270 $ __________________ 1490

2. Other ........................................................................................................... $ ________________ 1060

$ _______________ 1280 $ __________________ 1500

B. Securities loaned
1. Includible in segregation requirement under
17 CFR 240.15c3-3 and its appendices or
17 CFR 240.18a-4 and 18a-4a................................................................................ $ ________________ 1070

$ __________________ 1510

2. Other ........................................................................................................... $ ________________ 1080

$ _______________ 1290 $ __________________ 1520

C. Omnibus accounts
1. Includible in segregation requirement under
17 CFR 240.15c3-3 and its appendices or
17 CFR 240.18a-4 and 18a-4a................................................................................ $ ________________ 1090

$ __________________ 1530

2. Other ........................................................................................................... $ ________________ 1095

$ _______________ 1300 $ __________________ 1540

D. Clearing organizations
1. Includible in segregation requirement under
17 CFR 240.15c3-3 and its appendices or
17 CFR 240.18a-4 and 18a-4a, or the CEA ............................................................ $ ________________ 1100

$ __________________ 1550

2. Other ................................................................................................................... $ ________________ 1105

$ _______________ 1310 $ __________________ 1560

E. Other ........................................................................................................................... $ ________________ 1110

$ _______________ 1320 $ __________________ 1570

20. Payable to customers
A. Securities accounts – including free credits of ......... $ _________________ 950 $_________________ 1120

$ __________________ 1580

B. Commodities accounts ............................................................................................... $ ________________ 1130

$ _______________ 1330 $ __________________ 1590

21. Payable to non-customers
A. Securities accounts..................................................................................................... $ ________________ 1140

$ _______________ 1340 $ __________________ 1600

B. Commodities accounts ............................................................................................... $ ________________ 1150

$ _______________ 1350 $ __________________ 1610

22. Excess cash collateral received on derivative transactions ............................................. $_________________ 12025 $ _______________ 12026 $ __________________ 12027
23. Trade date payable........................................................................................................... $ ________________ 12031 $ _______________ 12037 $ __________________ 1562
24. Total net securities, commodities, and swaps positions .................................................. $_________________ 12032 $ _______________ 12038 $ __________________ 12044
25. Accounts payable and accrued liabilities and expenses
A. Drafts payable ............................................................................................................. $ ________________ 1160

$ __________________ 1630

B. Accounts payable ....................................................................................................... $ ________________ 1170

$ __________________ 1640

C. Income taxes payable................................................................................................. $ ________________ 1180

$ __________________ 1650

D. Deferred income taxes ...............................................................................................

$ _______________ 1370

$ __________________ 1660

$ _______________ 1380

$ __________________ 1680

E. Accrued expenses and other liabilities ....................................................................... $ ________________ 1190
F. Other ........................................................................................................................... $ ________________ 1200

$ __________________ 1670

G. Obligation to return securities .................................................................................... $ ________________ 12033 $ _______________ 1386

$ __________________ 1686

H. SPE liabilities .............................................................................................................. $ ________________ 12045 $ _______________ 1387

$ __________________ 1687

Name of Firm: _____________________________________
As of: ____________________________________________

4

STATEMENT OF FINANCIAL CONDITION

FOCUS
Report
Part II

Items on this page to be reported by a:

Stand-Alone Broker-Dealer
Stand-Alone SBSD
Broker-Dealer SBSD
Stand-Alone MSBSP
Broker-Dealer MSBSP

Liabilities

A.I. Liabilities

Non-A.I. Liabilities

Total

26. Notes and mortgages payable
A. Unsecured................................................................................................................... $ ________________ 1210
B. Secured ....................................................................................................................... $ ________________ 1211

$ __________________ 1690
$ _______________ 1390

$ __________________ 1700

$ _______________ 1400

$ __________________ 1710

$ _______________ 1410

$ __________________ 1720

$ _______________ 1420

$ __________________ 1730

D. Exchange memberships contributed for use of company, at market value ...............

$ _______________ 1430

$ __________________ 1740

E. Accounts and other borrowings not qualified for net capital purposes ...................... $ ________________ 1220

$ _______________ 1440

$ __________________ 1750

28. TOTAL LIABILITIES ....................................................................................................... $ ________________ 1230

$ _______________ 1450

$ __________________ 1760

27. Liabilities subordinated to claims of creditors
A. Cash borrowings .........................................................................................................
1. From outsiders.................................................. $ __________________ 970
2. Includes equity subordination (Rule 15c3-1(d) or Rule 18a-1(g))
of ....................................................................... $ __________________ 980
B. Securities borrowings, at market value ......................................................................
1. From outsiders.................................................. $ __________________ 990
C. Pursuant to secured demand note collateral agreements .........................................
1. From outsiders ................................................. $ __________________ 1000
2. Includes equity subordination (Rule 15c3-1(d) or Rule 18a-1(g))
of....................................................................... $ __________________ 1010

Ownership Equity
29. Sole proprietorship ........................................................................................................................................................................................................... $ __________________ 1770
30. Partnership and limited liability company – including limited partners/members ........... $ ________________ 1020

$ __________________ 1780

31. Corporation
A. Preferred stock ......................................................................................................................................................... $ _______________ 1791
B. Common stock .......................................................................................................................................................... $ _______________ 1792
C. Additional paid-in capital .......................................................................................................................................... $ _______________ 1793
D. Retained earnings .................................................................................................................................................... $ _______________ 1794
E. Accumulated other comprehensive income ............................................................................................................. $ _______________ 1797
F. Total ............................................................................................................................................................................................................................ $ __________________ 1795
G. Less capital stock in treasury ..................................................................................................................................................................................... $ ( __________________ ) 1796
32. TOTAL OWNERSHIP EQUITY (sum of Line Items 1770, 1780, 1795, and 1796) ......................................................................................................... $ __________________ 1800
33. TOTAL LIABILITIES AND OWNERSHIP EQUITY (sum of Line Items 1760 and 1800) ............................................................................................... $ __________________ 1810

Name of Firm: _____________________________________
As of: ____________________________________________

5

COMPUTATION OF NET CAPITAL (FILER AUTHORIZED TO USE MODELS)

FOCUS
Report
Part II

Items on this page to be reported by a:

Stand-Alone Broker-Dealer (Authorized to use models)
Stand-Alone SBSD (Authorized to use models)
Broker-Dealer SBSD (Authorized to use models)
Broker-Dealer MSBSP (Authorized to use models)

Computation of Net Capital
1. Total ownership equity from Item 1800 ............................................................................................................................................................................

$ __________________ 3480

2. Deduct ownership equity not allowable for net capital .....................................................................................................................................................

$(__________________) 3490

3. Total ownership equity qualified for net capital ................................................................................................................................................................

$ __________________ 3500

4. Add:
A. Liabilities subordinated to claims of creditors allowable in computation of net capital ...............................................................................................

$ __________________ 3520

B. Other (deductions) or allowable credits (list) ..............................................................................................................................................................

$ __________________ 3525

5. Total capital and allowable subordinated liabilities ..........................................................................................................................................................

$ __________________ 3530

6. Deductions and/or charges
A. Total nonallowable assets from Statement of Financial Condition .....................................................................

$ __________________ 3540

1. Additional charges for customers’ and non-customers’ security accounts ....................................................

$ __________________ 3550

2. Additional charges for customers’ and non-customers’ commodity accounts ...............................................

$ __________________ 3560

3. Additional charges for customers’ and non-customers’ security-based swap accounts ...............................

$ __________________ 12047

4. Additional charges for customers’ and non-customers’ swap accounts ........................................................

$ __________________ 12048

B. Aged fail-to-deliver ..............................................................................................................................................

$ __________________ 3570

1. Number of items .......................................................................................... __________________ 3450
C. Aged short security differences – less
reserve of ......................................................................................................... __________________ 3460

$ __________________ 3580

number of items ............................................................................................... __________________ 3470
D. Secured demand note deficiency .......................................................................................................................

$ __________________ 3590

E. Commodity futures contracts and spot commodities – proprietary capital charges ...........................................

$ __________________ 3600

F. Other deductions and/or charges .......................................................................................................................

$ __________________ 3610

G. Deductions for accounts carried under Rules 15c3-1(a)(6) and (c)(2)(x) ..........................................................

$ __________________ 3615

H. Total deductions and/or charges (sum of Lines 6A-6G) .............................................................................................................................................

$(__________________) 3620

7. Other additions and/or allowable credits (list) ..................................................................................................................................................................

$ __________________ 3630

8. Tentative net capital..........................................................................................................................................................................................................

$ __________________ 3640

9. Market risk exposure – for VaR firms (sum of Lines 9E, 9F, 9G, and 9H)

$ __________________ 3677

A. Total value at risk (sum of Lines 9A1-9A5) .........................................................................................................

$ __________________ 3634

Value at risk components
1. Fixed income VaR......................................................................................

$ __________________ 3636

2. Currency VaR.............................................................................................

$ __________________ 3637

3. Commodities VaR ......................................................................................

$ __________________ 3638

4. Equities VaR ..............................................................................................

$ __________________ 3639

5. Credit derivatives VaR ...............................................................................

$ __________________ 3641

B. Diversification benefit ..........................................................................................................................................

$ (_________________) 3642

C. Total diversified VaR (sum of Lines 9A and 9B).................................................................................................

$ __________________ 3643

D. Multiplication factor .............................................................................................................................................

$ __________________ 3645

E. Subtotal (Line 9C multiplied by Line 9D) ............................................................................................................

$ __________________ 3655

F. Deduction for specific risk, unless included in Lines 9A-9E above .....................................................................

$ __________________ 3646

Name of Firm: _____________________________________
As of: ____________________________________________

6

COMPUTATION OF NET CAPITAL (FILER AUTHORIZED TO USE MODELS)

FOCUS
Report
Part II

Items on this page to be reported by a:

Stand-Alone Broker-Dealer (Authorized to use models)
Stand-Alone SBSD (Authorized to use models)
Broker-Dealer SBSD (Authorized to use models)
Broker-Dealer MSBSP (Authorized to use models)

G. Risk deduction using scenario analysis (sum of Lines 9G1-9G5).......................................................................
1. Fixed income...............................................................................................

$ __________________ 3648

2. Currency .....................................................................................................

$ __________________ 3649

3. Commodities ...............................................................................................

$ __________________ 3651

4. Equities .......................................................................................................

$ __________________ 3652

5. Credit derivatives ........................................................................................

$ __________________ 3653

$ __________________ 3647

H. Residual marketable securities (see Rule 15c3-1(c)(2)(vi) or 18a-1(c)(1)(vii), as applicable)............................

$ __________________ 3665

10. Market risk exposure – for Basel 2.5 firms (sum of Lines 10E, 10H, 10I, 10J, 10K, 10L, 10M, 10N, and 10O)

$ __________________ 12776

A. Total value at risk (sum of Lines 10A1-10A5) .....................................................................................................

$ __________________ 12762

Value at risk components
1. Fixed income VaR......................................................................................

$ __________________ 12758

2. Currency VaR.............................................................................................

$ __________________ 12759

3. Commodities VaR ......................................................................................

$ __________________ 12760

4. Equities VaR ..............................................................................................

$ __________________ 12761

5. Credit derivatives VaR ...............................................................................

$ __________________ 12029

B. Diversification benefit ..........................................................................................................................................

$ (_________________) 12763

C. Total diversified VaR (sum of Line 10A and 10B) ..............................................................................................

$ __________________ 12030

D. Multiplication factor .............................................................................................................................................

$ __________________ 12764

E. Subtotal (Line 10C is multiplied by Line 10D) .....................................................................................................

$ __________________ 12765

F. Total stressed VaR (SVaR) ..................................................................................................................................

$ __________________ 12766

G. Multiplication factor ..............................................................................................................................................

$ __________________ 12767

H. Subtotal (Line 10F multiplied by Line 10G) .........................................................................................................

$ __________________ 12768

I. Incremental risk charge (IRC) ..............................................................................................................................

$ (_________________) 12769

J. Comprehensive risk measure (CRM) ..................................................................................................................

$ __________________ 12770

K. Specific risk – standard specific market risk (SSMR) .........................................................................................

$ __________________ 12771

L. Specific risk – securitization (SFA / SSFA) ..........................................................................................................

$ __________________ 12772

M. Alternative method for equities under Appendix A to Rule 15c3-1 or Rule 18a-1a, as applicable ......................

$ __________________ 12773

N. Residual positions ................................................................................................................................................

$ __________________ 12774

O. Other ....................................................................................................................................................................

$ __________________ 12775

11. Credit risk exposure for certain counterparties (see Appendix E to Rule 15c3-1 or Rule 18a-1(e)(2), as applicable)
A. Counterparty exposure charge (add Lines 11A1 and 11A2) ......................................................................................................................................
1. Net replacement value default, bankruptcy .................................................................................................

$ __________________ 12049

2. Credit equivalent amount exposure to the counterparty multiplied by the credit-risk weight of the
counterparty multiplied by 8% .....................................................................................................................

$ __________________ 12050

B. Concentration charge ..................................................................................................................................................................................................

$ __________________ 3676

$ __________________ 3659

1. Credit risk weight ≤20% ……………………………………………………………………….…………………… $ __________________ 3656
2. Credit risk weight >20% and ≤50% ………………………………………………………………………………. $ __________________ 3657
3. Credit risk weight >50% ...............................................................................................................................

$ __________________ 3658

C. Portfolio concentration charge ....................................................................................................................................................................................

$ __________________ 3678

12. Total credit risk exposure (add Lines11A, 11B and 11C) ...............................................................................................................................................

$ __________________ 3688

13. Net capital(for VaR firms, subtract Lines 9 and 12 from Line 8) (for Basel 2.5 firms, subtract Lines 10 and 12 from Line 8) ......................................

$ __________________ 3750

Name of Firm: _____________________________________
As of: ____________________________________________

7

COMPUTATION OF NET CAPITAL (FILER NOT AUTHORIZED TO USE MODELS)

FOCUS
Report
Part II

Items on this page to be reported by a:

Stand-Alone Broker-Dealer (Not Authorized to use models)
Stand-Alone SBSD (Not Authorized to use models)
Broker-Dealer SBSD (Not Authorized to use models)
Broker-Dealer MSBSP (Not Authorized to use models)

Computation of Net Capital
1. Total ownership equity from Item 1800 ............................................................................................................................................................................

$ __________________ 3480

2. Deduct ownership equity not allowable for net capital .....................................................................................................................................................

$ (__________________) 3490

3. Total ownership equity qualified for net capital ................................................................................................................................................................

$ __________________ 3500

4. Add:
A. Liabilities subordinated to claims of creditors allowable in computation of net capital ...............................................................................................

$ __________________ 3520

B. Other (deductions) or allowable credits (list) ..............................................................................................................................................................

$ __________________ 3525

5. Total capital and allowable subordinated liabilities ..........................................................................................................................................................

$ __________________ 3530

6. Deductions and/or charges
A. Total nonallowable assets from Statement of Financial Condition .....................................................................

$ __________________ 3540

1. Additional charges for customers’ and non-customers’ security accounts ....................................................

$ __________________ 3550

2. Additional charges for customers’ and non-customers’ commodity accounts ...............................................

$ __________________ 3560

3. Additional charges for customers’ and non-customers’ security-based swap accounts ...............................

$ __________________ 12051

4. Additional charges for customers’ and non-customers’ swap accounts ........................................................

$ __________________ 12052

B. Aged fail-to-deliver ..............................................................................................................................................

$ __________________ 3570

1. Number of items .............................................................................................. __________________ 3450
C. Aged short security differences-less reserve of .................................................. $__________________ 3460 $ __________________ 3580
1. Number of items .............................................................................................. __________________ 3470
D. Secured demand note deficiency .......................................................................................................................

$ __________________ 3590

E. Commodity futures contracts and spot commodities – proprietary capital charges ...........................................

$ __________________ 3600

F. Other deductions and/or charges ........................................................................................................................

$ __________________ 3610

G. Deductions for accounts carried under Rule 15c3-1(a)(6) and (c)(2)(x) ............................................................

$ __________________ 3615
$ (__________________) 3620

H. Total deductions and/or charges
7. Other additions and/or allowable credits ..........................................................................................................................................................................

$ __________________ 3630

8. Tentative net capital (net capital before haircuts) ............................................................................................................................................................

$ __________________ 3640

9. Haircuts on securities other than security-based swaps
A. Contractual securities commitments ...................................................................................................................

$ __________________ 3660

B. Subordinated securities borrowings ....................................................................................................................

$ __________________ 3670

C. Trading and investment securities
1. Bankers’ acceptances, certificates of deposit, commercial paper, and money market instruments .............

$ __________________ 3680

2. U.S. and Canadian government obligations ...................................................................................................

$ __________________ 3690

3. State and municipal government obligations..................................................................................................

$ __________________ 3700

4. Corporate obligations......................................................................................................................................

$ __________________ 3710

5. Stocks and warrants .......................................................................................................................................

$ __________________ 3720

6. Options ............................................................................................................................................................

$ __________________ 3730

7. Arbitrage .........................................................................................................................................................

$ __________________ 3732

8. Risk-based haircuts computed under 17 CFR 240.15c3-1a or 17 CFR 240.18a-1a .....................................

$ __________________ 12028

9. Other securities ...............................................................................................................................................

$ __________________ 3734

D. Undue concentration ...........................................................................................................................................

$ __________________ 3650

E. Other (List: _______________________________________________________) .........................................

$ __________________ 3736

10. Haircuts on security-based swaps ...........................................................................................................................

$ __________________ 12053

11. Haircuts on swaps ...................................................................................................................................................

$ __________________ 12054

12. Total haircuts (sum of Lines 9A-9E, 10, and 11) .............................................................................................................................................................

$ __________________ 3740

13. Net capital (Line 8 minus Line 12) ...................................................................................................................................................................................

$ __________________ 3750

Name of Firm: _____________________________________
As of: ____________________________________________

8

FOCUS
Report
Part II

COMPUTATION OF MINIMUM REGULATORY CAPITAL REQUIREMENTS
Items on this page to be reported by a:

Stand-Alone Broker-Dealer
Broker-Dealer SBSD (other than OTC Derivatives Dealer)
Broker-Dealer MSBSP

Calculation of Excess Tentative Net Capital (If Applicable)
1. Tentative net capital ............................................................................................................................................................................................. $ __________________________ 3640
2. Minimum tentative net capital requirement .......................................................................................................................................................... $ __________________________ 12055
3. Excess tentative net capital (difference between Lines 1 and 2) ......................................................................................................................... $ __________________________ 12056
4. Tentative net capital in excess of 120% of minimum tentative net capital requirement reported on Line 2......................................................... $ __________________________ 12057
Calculation of Minimum Net Capital Requirement
5. Ratio minimum net capital requirement
A. 62/3% of total aggregate indebtedness (Line Item 3840) ................................................................................................................................ $ __________________________ 3756
B. 2% of aggregate debit items as shown in the Formula for Reserve Requirements pursuant to Rule 15c3-3 ............................................... $ __________________________ 3870
C. Percentage of risk margin amount computed under 17 CFR 240.15c3-1(a)(7)(i) or (a)(10), if applicable .................................................... $ __________________________ 12058
D. Minimum ratio net capital requirement ([Line 5A or 5B, as appliable] plus Line 5C) ..................................................................................... $ __________________________ 12060
6. Fixed-dollar minimum net capital requirement ..................................................................................................................................................... $ __________________________ 3880
7. For broker-dealers engaged in reverse repurchase agreements, 10% of the amounts in 17 CFR 240.15c3-1(a)(9)(i)-(iii) ............................... $ __________________________ 12059
8. Minimum net capital requirement (Line 7 plus greater of Line 5D and Line 6) .................................................................................................... $ __________________________ 3760
9. Excess net capital (Item 3750 minus Item 3760) ................................................................................................................................................. $ __________________________ 3910
10. Net capital and tentative net capital in relation to early warning thresholds
A. Net capital in excess of 120% of minimum net capital requirement reported on Line 8 ................................................................................. $ __________________________ 12061
B. Net capital in excess of 5% of combined aggregate debit items as shown in the Formula for Reserve Requirements
pursuant to Rule 15c3-3 .................................................................................................................................................................................. $ __________________________ 3920
Computation of Aggregate Indebtedness (If Applicable)
11. Total aggregate indebtedness liabilities from Statement of Financial Condition (Item 1230) ........................................................................... $ __________________________ 3790
12. Add:
A. Drafts for immediate credit .......................................................................................................... $ __________________________ 3800
B. Market value of securities borrowed for which no equivalent value is paid or credited ............. $ __________________________ 3810
C. Other unrecorded amounts (list) ................................................................................................. $ __________________________ 3820
D. Total additions (sum of Line Items 3800, 3810, and 3820) ........................................................................................................................... $ __________________________ 3830
13. Deduct: Adjustment based on deposits in Special Reserve Bank Accounts (see Rule 15c3-1(c)(1)(vii)) ......................................................... $ __________________________ 3838
14. Total aggregate indebtedness (sum of Line Items 3790 and 3830) ................................................................................................................... $ __________________________ 3840
15. Percentage of aggregate indebtedness to net capital (Item 3840 divided by Item 3750) .................................................................................. %__________________________ 3850
16. Percentage of aggregate indebtedness to net capital after anticipated capital withdrawals (Item 3840 divided by Item 3750
less Item 4880) .................................................................................................................................................................................................... %__________________________ 3853
Calculation of Other Ratios
17. Percentage of net capital to aggregate debits (Item 3750 divided by Item 4470) .............................................................................................. % __________________________ 3851
18. Percentage of net capital, after anticipated capital withdrawals, to aggregate debits (Item 3750 less Item 4880,
divided by Item 4470) .......................................................................................................................................................................................... $ __________________________ 3854
19. Percentage of debt to debt-to-equity total, computed in accordance with Rule 15c3-1(d)................................................................................. %__________________________ 3860
20. Options deductions/net capital ratio (1000% test) total deductions exclusive of liquidating equity under Rule 15c3-1(a)(6)
and (c)(2)(x) divided by net capital...................................................................................................................................................................... $ __________________________ 3852

Name of Firm: _____________________________________
As of: ____________________________________________

9

FOCUS
Report
Part II

COMPUTATION OF MINIMUM REGULATORY CAPITAL REQUIREMENTS
Items on this page to be reported by a:

Stand-Alone SBSD
SBSD registered as an OTC Derivatives Dealer

Calculation of Excess Tentative Net Capital (If Applicable)
1. Tentative net capital ............................................................................................................................................................................................. $ __________________________ 3640
2. Fixed-dollar minimum tentative net capital requirement ...................................................................................................................................... $ __________________________ 12062
3. Excess tentative net capital (difference between Lines 1 and 2) ......................................................................................................................... $ __________________________ 12063
4. Tentative net capital in excess of 120% of minimum tentative net capital requirements reported on Line 2 ....................................................... $ __________________________ 12064
Calculation of Minimum Net Capital Requirement
5. Ratio minimum net capital requirement – Percentage of risk margin amount computed under 17 CFR 240.18a-1(a)(1)................................. $ __________________________ 12065
6. Fixed-dollar minimum net capital requirement ..................................................................................................................................................... $ __________________________ 3880
7. Minimum net capital requirement (greater of Lines 5 and 6) ............................................................................................................................... $ __________________________ 3760
8. Excess net capital (Item 3750 minus Item 3760) ................................................................................................................................................. $ __________________________ 3910
9. Net capital in excess of 120% of minimum net capital requirement reported on Line 7 (Line Item 3750 – [Line Item 3760 x 120%]) ............... $ __________________________ 12066

Name of Firm: _____________________________________
As of: ____________________________________________

10

FOCUS
Report
Part II

COMPUTATION OF TANGIBLE NET WORTH
Items on this page to be reported by a:

Stand-Alone MSBSP

1. Total ownership equity (from Item 1800).............................................................................................................................................................. $ __________________________ 1800
2. Goodwill and other intangible assets ................................................................................................................................................................... $ __________________________ 12067
3. Tangible net worth (Line 1 minus Line 2) ............................................................................................................................................................. $ __________________________ 12068

Name of Firm: _____________________________________
As of: ____________________________________________

11

STATEMENT OF INCOME (LOSS) OR STATEMENT OF COMPREHENSIVE INCOME, AS APPLICABLE

FOCUS
Report
Part II

Items on this page to be reported by a:

Stand-Alone Broker-Dealer
Stand-Alone SBSD
Broker-Dealer SBSD
Stand-Alone MSBSP
Broker-Dealer MSBSP

For the period (MMDDYY from _______ 3932 to _______ 3933

Number of months included in this statement

_______ 3931

REVENUE
1.

Commissions
A. Commissions on transactions in listed equity securities executed on an exchange ................................................................................................ $ _________________ 3935
B. Commissions on transactions in exchange listed equity securities executed over-the-counter............................................................................... $ _________________ 3937
C. Commissions on listed option transactions ............................................................................................................................................................... $ _________________ 3938
D. All other securities commissions ............................................................................................................................................................................... $ _________________ 3939
E. Total securities commissions (sum of Lines 1A-1D) ................................................................................................................................................. $ _________________ 12841
F. Commissions on commodity transactions ................................................................................................................................................................. $ _________________ 3991
G. All other commissions................................................................................................................................................................................................ $ _________________ 12842
H. Total commissions (sum of Lines 1E, 1F, and 1G) ................................................................................................................................................... $ _________________ 3940

2.

Gains or losses on firm securities trading accounts
A. From market making in over-the-counter equity securities ....................................................................................................................................... $ _________________ 3941
1. Includes gains or losses on OTC market making in exchange-listed equity securities ........................................... $ _____________ 3943
B. From trading in debt securities .................................................................................................................................................................................. $ _________________ 3944
C. From market making in options on a national securities exchange .......................................................................................................................... $ _________________ 3945
D. From all other trading ................................................................................................................................................................................................ $ _________________ 3949
E. Total gains or losses.................................................................................................................................................................................................. $ _________________ 3950

3.

Gains or losses from derivatives trading ........................................................................................................................................................................ $ _________________ 3926

4.

Gains or losses on firm securities investment accounts
A. Includes realized gains or losses .................................................................................................................................. $ _____________ 4235
B. Includes unrealized gains or losses .............................................................................................................................. $ _____________ 4236
C. Total realized and unrealized gains or losses ........................................................................................................................................................... $ _________________ 3952

5.

Gains or losses from underwriting and selling groups ................................................................................................................................................... $ _________________ 3955
A. Includes underwriting income from corporate equity securities .................................................................................... $ _____________ 4237

6.

Margin interest ................................................................................................................................................................................................................ $ _________________ 3960

7.

Revenue from sale of investment company shares ....................................................................................................................................................... $ _________________ 3970

8.

Fees for account supervision, investment advisory and administrative services .......................................................................................................... $ _________________ 3975

9.

Revenue from research services.................................................................................................................................................................................... $ _________________ 3980

10. Gains or losses on commodities .................................................................................................................................................................................... $ _________________ 3990
11. Other revenue related to securities business ................................................................................................................................................................. $ _________________ 3985
12. Other revenue ................................................................................................................................................................................................................. $ _________________ 3995
13. Total revenue .................................................................................................................................................................................................................. $ _________________ 4030
EXPENSES
14. Registered representatives’ compensation .................................................................................................................................................................... $ _________________ 4110
15. Clerical and administrative employees’ expenses ......................................................................................................................................................... $ _________________ 4040
16. Salaries and other employment costs for general partners, and voting stockholder officers ........................................................................................ $ _________________ 4120
A. Includes interest credited to general and limited partners’ capital accounts ................................................................ $ _____________ 4130
17. Floor brokerage paid to certain brokers (see definition) ................................................................................................................................................ $ _________________ 4055
18. Commissions and clearance paid to all other brokers (see definition) .......................................................................................................................... $ _________________ 4145
19. Clearance paid to non-brokers (see definition) .............................................................................................................................................................. $ _________________ 4135
20. Communications ............................................................................................................................................................................................................. $ _________________ 4060
21. Occupancy and equipment costs ................................................................................................................................................................................... $ _________________ 4080
22. Promotional costs ........................................................................................................................................................................................................... $ _________________ 4150
23. Interest expense ............................................................................................................................................................................................................. $ _________________ 4075
A. Includes interest on accounts subject to subordination agreements ............................................................................ $ _____________ 4070
Name of Firm: _____________________________________
As of: ____________________________________________

12

STATEMENT OF INCOME (LOSS) OR STATEMENT OF COMPREHENSIVE INCOME, AS APPLICABLE

FOCUS
Report
Part II

Items on this page to be reported by a:

Stand-Alone Broker-Dealer
Stand-Alone SBSD
Broker-Dealer SBSD
Stand-Alone MSBSP
Broker-Dealer MSBSP

24. Losses in error account and bad debts .......................................................................................................................................................................... $ _________________ 4170
25. Data processing costs (including service bureau service charges) ............................................................................................................................... $ _________________ 4186
26. Non-recurring charges .................................................................................................................................................................................................... $ _________________ 4190
27. Regulatory fees and expenses ....................................................................................................................................................................................... $ _________________ 4195
28. Other expenses .............................................................................................................................................................................................................. $ _________________ 4100
29. Total expenses ............................................................................................................................................................................................................... $ _________________ 4200
NET INCOME/COMPREHENSIVE INCOME
30. Income or loss before federal income taxes and items below (Line 13 less Line 29) ................................................................................................... $ _________________ 4210
31. Provision for federal income taxes (for parent only) ...................................................................................................................................................... $ _________________ 4220
32. Equity in earnings or losses of unconsolidated subsidiaries not included above .......................................................................................................... $ _________________ 4222
A. After federal income taxes of......................................................................................................................................... $ _____________ 4238
33. Net income or loss after federal income taxes ............................................................................................................................................................... $ _________________ 4230
34. Other comprehensive income (loss) .............................................................................................................................................................................. $ _________________ 4226
A. After federal income taxes of......................................................................................................................................... $ _____________ 4227
35. Comprehensive income (loss) ........................................................................................................................................................................................ $ _________________ 4228

MONTHLY INCOME
36. Net income (current month only) before comprehensive income and provision for federal income taxes.................................................................... $ _________________ 4211

Name of Firm: _____________________________________
As of: ____________________________________________

13

CAPITAL WITHDRAWALS

FOCUS
Report
Part II

Items on this page to be reported by a:

Stand-Alone Broker-Dealer
Stand-Alone SBSD
Broker-Dealer SBSD
Broker-Dealer MSBSP

OWNERSHIP EQUITY AND SUBORDINATED LIABILITIES MATURING OR PROPOSED TO BE WITHDRAWN WITHIN THE NEXT SIX MONTHS AND
ACCRUALS, WHICH HAVE NOT BEEN DEDUCTED IN THE COMPUTATION OF NET CAPITAL
Type of Proposed
Withdrawal or
Accrual
(See below for
code to enter)

Name of Lender or Contributor

Insider or
Outsider?
(In or Out)

Amount to be
Withdrawn (cash
amount and/or Net
Capital Value of
Securities)

(MM/DD/YY)
Withdrawal or
Maturity
Date

Expect
to
Renew
(Yes or No)

__________________

4600

__________________________ 4601

_________ 4602 $ _____________________ 4603

___________ 4604

______ 4605

__________________

4610

__________________________ 4611

_________ 4612 $ _____________________ 4613

___________ 4614

______ 4615

__________________

4620

__________________________ 4621

_________ 4622 $ _____________________ 4623

___________ 4624

______ 4625

__________________

4630

__________________________ 4631

_________ 4632 $ _____________________ 4633

___________ 4634

______ 4635

__________________

4640

__________________________ 4641

_________ 4642 $ _____________________ 4643

___________ 4644

______ 4645

__________________

4650

__________________________ 4651

_________ 4652 $ _____________________ 4653

___________ 4654

______ 4655

__________________

4660

__________________________ 4661

_________ 4662 $ _____________________ 4663

___________ 4664

______ 4665

__________________

4670

__________________________ 4671

_________ 4672 $ _____________________ 4673

___________ 4674

______ 4675

__________________

4680

__________________________ 4681

_________ 4682 $ _____________________ 4683

___________ 4684

______ 4685

__________________

4690

__________________________ 4691

_________ 4692 $ _____________________ 4693

___________ 4694

______ 4695

Total: $ _____________________ 4699*
* To agree with the total on Recap (Line Item 4880)

Instructions:

Detailed listing must include the total of items maturing during the six month period following the report date, regardless of whether or not the capital contribution is
expected to be renewed. This section must also include proposed capital withdrawals scheduled within the six month period following the report date including the
proposed redemption of stock and payments of liabilities secured by fixed assets (which are considered allowable assets in the capital computation, which could be
required by the lender on demand or in less than six months.

CODE:
1.
2.
3.
4.

DESCRIPTIONS:
Equity capital
Subordinated liabilities
Accruals
Assets not readily convertible into cash

Name of Firm: _____________________________________
As of: ____________________________________________

14

FOCUS
Report
Part II

CAPITAL WITHDRAWALS
RECAP
Items on this page to be reported by a:

Stand-Alone Broker-Dealer
Stand-Alone SBSD
Broker-Dealer SBSD
Broker-Dealer MSBSP

OWNERSHIP EQUITY AND SUBORDINATED LIABILITIES MATURING OR PROPOSED TO BE WITHDRAWN WITHIN THE NEXT SIX MONTHS
AND ACCRUALS, WHICH HAVE NOT BEEN DEDUCTED IN THE COMPUTATION OF NET CAPITAL
1.

Equity capital
A. Partnership and limited liability company capital
1.

General partners .............................................................................................................................................. $ ________________ 4700

2.

Limited partners and limited liability company members ................................................................................. $ ________________ 4710

3.

Undistributed profits ......................................................................................................................................... $ ________________ 4720

4.

Other (describe below)..................................................................................................................................... $ ________________ 4730

5.

Sole proprietorship ........................................................................................................................................... $ ________________ 4735

B. Corporation capital

2.

1.

Common stock ................................................................................................................................................. $ ________________ 4740

2.

Preferred stock ................................................................................................................................................. $ ________________ 4750

3.

Retained earnings (dividends and other) ......................................................................................................... $ ________________ 4760

4.

Other (describe below)..................................................................................................................................... $ ________________ 4770

Subordinated liabilities
A. Secured demand notes ........................................................................................................................................... $ ________________ 4780
B. Cash subordinates................................................................................................................................................... $ ________________ 4790
C. Debentures .............................................................................................................................................................. $ ________________ 4800
D. Other (describe below) ............................................................................................................................................ $ ________________ 4810

3.

Other anticipated withdrawals
A. Bonuses ................................................................................................................................................................... $ ________________ 4820
B. Voluntary contributions to pension or profit sharing plans ...................................................................................... $ ________________ 4860
C. Other (describe below) ............................................................................................................................................ $ ________________ 4870
Total (sum of Lines 1-3): $ ___________________ 4880

4.

Description of Other

___________________________________________________________________________________________________________________________________________________
___________________________________________________________________________________________________________________________________________________
___________________________________________________________________________________________________________________________________________________

STATEMENT OF CHANGES IN OWNERSHIP EQUITY
(SOLE PROPRIETORSHIP, PARTNERSHIP, LLC OR CORPORATION)
1.

Balance, beginning of period .......................................................................................................................................................................................... $ ____________________ 4240
A. Net income (loss) or comprehensive income (loss), as applicable ........................................................................................................................... $ ____________________ 4250
B. Additions (includes non-conforming capital of ........................................................................................................ $ ________________ 4262) $ ____________________ 4260
C. Deductions (includes non-conforming capital of ..................................................................................................... $ ________________ 4272) $ ____________________ 4270

2.

Balance, end of period (from Line Item 1800) ................................................................................................................................................................ $ ____________________ 4290

STATEMENT OF CHANGES IN LIABILITIES
SUBORDINATED TO CLAIMS OF CREDITORS
3.

Balance, beginning of period .......................................................................................................................................................................................... $ ____________________ 4300
A. Increases ................................................................................................................................................................................................................... $ ____________________ 4310
B. Decreases.................................................................................................................................................................................................................. $ ( ____________________ )4320

4.

Balance, end of period (from Item 3520)........................................................................................................................................................................ $ ____________________ 4330

Name of Firm: _____________________________________
As of: ____________________________________________

15

FINANCIAL AND OPERATIONAL DATA

FOCUS
Report
Part II

Items on this page to be reported by a:

Stand-Alone Broker-Dealer
Stand-Alone SBSD
Broker-Dealer SBSD
Broker-Dealer MSBSP
Valuation

Number

1. Month end total number of stock record breaks
A. Breaks long unresolved for more than three business days ..............................................................................

$ __________________ 4890

__________________ 4900

B. Breaks short unresolved for more than seven business days after discovery ..................................................

$ __________________ 4910

__________________ 4920

2. Is the firm in compliance with Rule 17a-13 or 18a-9, as applicable, regarding periodic count and verification of
securities positions and locations at least once in each calendar quarter? (Check one) .......................................

Yes □ 4930

No

□

4940

3. Personnel employed at end of reporting period
A. Income producing personnel .......................................................................................................................................................................................

__________________ 4950

B. Non-income producing personnel (all other) ...............................................................................................................................................................

__________________ 4960

C. Total (sum of Lines 3A-3B)..........................................................................................................................................................................................

__________________ 4970

4. Actual number of tickets executed during the reporting period .......................................................................................................................................

__________________ 4980

5. Number of corrected customer confirmations sent after settlement date........................................................................................................................

__________________ 4990

No. of Items

Ledger Amount

Market Value

6. Failed to deliver 5 business days or longer (21 business days or longer
in the case of municipal securities).................................................................... __________________ 5360

$ __________________ 5361

$ __________________ 5362

7. Failed to receive 5 business days or longer (21 business days or longer
in the case of municipal securities).................................................................... __________________ 5363

$ __________________ 5364

$ __________________ 5365

A. Proprietary positions for which there is an undue concentration ...............................................................................................................................

$ __________________ 5370

B. Customers’ and security-based swap customers’ accounts under Rules 15c3-3 or 18a-4, as applicable ...............................................................

$ __________________ 5374

9. Total of personal capital borrowings due within six months .............................................................................................................................................

$ __________________ 5378

10. Maximum haircuts on underwriting commitments during the reporting period ...............................................................................................................

$ __________________ 5380

11. Planned capital expenditures for business expansion during next six months ..............................................................................................................

$ __________________ 5382

12. Liabilities of other individuals or organizations guaranteed by respondent ....................................................................................................................

$ __________________ 5384

13. Lease and rentals payable within one year ....................................................................................................................................................................

$ __________________ 5386

8. Security (including security-based swap) concentrations

14. Aggregate lease and rental commitments payable for entire term of the lease
A. Gross ..........................................................................................................................................................................................................................

$ __________________ 5388

B. Net ..............................................................................................................................................................................................................................

$ __________________ 5390

Name of Firm: _____________________________________
As of: ____________________________________________

16

FINANCIAL AND OPERATIONAL DATA

FOCUS
Report
Part II

Items on this page to be reported by a:

Stand-Alone Broker-Dealer
Stand-Alone SBSD
Broker-Dealer SBSD
Broker-Dealer MSBSP

Operational Deductions from Capital – Note A
I
No. of Items

II
Debits (Short Value)
(Omit 000’s)

III
Credits (Long Value)
(Omit 000’s)

IV
Deductions in Computing
Net Capital (Omit Pennies)

1. Money suspense and balancing differences ...................................................... ______________ 5610 $______________ 5810 $______________ 6010 $______________ 6012
2. Security suspense and differences with related money balances...................... L______________ 5620 $______________ 5820 $______________ 6020 $______________ 6022
S______________ 5625 $______________ 5825 $______________ 6025 $______________ 6027
3. Market value of short and long security suspense and differences
without related money balances (other than reported in Line 4, below) ............ ______________ 5630 $______________ 5830 $______________ 6030 $______________ 6032
4. Market value of security record breaks ............................................................... ______________ 5640 $______________ 5840 $______________ 6040 $______________ 6042
5. Unresolved reconciling differences with others
A. Correspondents, broker-dealers, SBSDs, and MSBSPs ............................. L______________ 5650 $______________ 5850 $______________ 6050 $______________ 6052
S______________ 5655 $______________ 5855 $______________ 6055 $______________ 6057
B. Depositories ................................................................................................. ______________ 5660 $______________ 5860 $______________ 6060 $______________ 6062
C. Clearing organizations ................................................................................. L______________ 5670 $______________ 5870 $______________ 6070 $______________ 6072
S______________ 5675 $______________ 5875 $______________ 6075 $______________ 6077
D. Inter-company accounts............................................................................... ______________ 5680 $______________ 5880 $______________ 6080 $______________ 6082
E. Bank accounts and loans ............................................................................. ______________ 5690 $______________ 5890 $______________ 6090 $______________ 6092
F. Other ............................................................................................................. ______________ 5700 $______________ 5900 $______________ 6100 $______________ 6102
G. (Offsetting) Lines 5A through 5F ................................................................. ______________ 5720 $(______________) 5920$(_____________) 6120
TOTAL (Lines 5A-5G) ........................................................................................ ______________ 5730 $______________ 5930 $______________ 6130 $______________ 6132
6. Commodity differences ....................................................................................... ______________ 5740 $______________ 5940 $______________ 6140 $______________ 6142
7. Open transfers and reorganization account items over 40 days not
confirmed or verified .......................................................................................... ______________ 5760 $______________ 5960 $______________ 6160 $______________ 6162
8. TOTAL (Lines 1-7) .............................................................................................. ______________ 5770 $______________ 5970 $______________ 6170 $______________ 6172
9. Lines 1-6 resolved subsequent to report date .................................................... ______________ 5775 $______________ 5975 $______________ 6175 $______________ 6177
10. Aged fails – to deliver......................................................................................... ______________ 5780 $______________ 5980 $______________ 6180 $______________ 6182
– to receive ....................................................................................... ______________ 5785 $______________ 5985 $______________ 6185 $______________ 6187
NOTE A - This section must be completed as follows:
1. The filers must complete Column IV, Lines 1 through 8 and 10, reporting deductions from capital as of the report date whether resolved subsequently or not (see instructions relative to
each line item).
2. Columns I, II and III of Lines 1 through 8 must be completed only if the total deduction on Column IV of Line 8 equals or exceeds 25% of excess net capital as of the prior month end
reporting date. All columns of Line 10 require completion.
3. A response to Columns I through IV of Line 9 and the "Potential Operational Charges Not Deducted From Capital-Note B" are required only if:
A. The parameters cited in Note A-2 exist, and
B. The total deduction, Line 8, Column IV, for the current month exceeds the total deductions for the prior month by 50% or more.
4. All columns and Lines 1 through 10 must be answered if required. If respondent has nothing to report, enter “0.”
Other Operational Data (Items 1, 2 and 3 below require an answer)
Item 1. Have the accounts enumerated on Lines 5A through 5F above been reconciled with statements received from others within 35 days for Lines
5A through 5D and 65 days for Lines 5E and 5F prior to the report date and have all reconciling differences been appropriately comprehended in the
computation of net capital at the report date? If this has not been done in all respects, answer No.

No __________ 5601

Item 2. Do the respondent's books reflect a concentrated position in commodities? If yes, report the totals ($000 omitted) in accordance with the
specific instructions. If No, answer “0” for:
A. Firm trading and investment accounts ........................................................................................................................................................................

$

__________ 5602

B. Customers' and non-customers' and other accounts ..................................................................................................................................................

$

__________ 5603

Item 3. Does respondent have any planned operational changes? (Answer Yes or No based on specific instructions.) ..................................................

Yes __________ 5600

Yes __________ 5604
No __________ 5605

Name of Firm: _____________________________________
As of: ____________________________________________

17

FINANCIAL AND OPERATIONAL DATA

FOCUS
Report
Part II

Items on this page to be reported by a:

Stand-Alone Broker-Dealer
Stand-Alone SBSD
Broker-Dealer SBSD
Broker-Dealer MSBSP

Potential Operational Charges Not Deducted from Capital – Note B
I
No. of Items

II
Debits (Short Value)
(Report in Thousands)

III
Credits (Long Value)
(Report in Thousands)

IV
Deductions in Computing
Net Capital
(Omit Pennies)

1. Money suspense and balancing differences ....................................... ______________ 6210 $______________ 6410 $______________ 6610 $______________ 6612
2. Security suspense and differences with related money balances ...... L______________ 6220 $______________ 6420 $______________ 6620 $______________ 6622
S______________ 6225 $______________ 6425 $______________ 6625 $______________ 6627
3. Market value of short and long security suspense and differences
without related money (other than reported in Line 4, below) ............ ______________ 6230 $______________ 6430 $______________ 6630 $______________ 6632
4. Market value of security record breaks ............................................... ______________ 6240 $______________ 6440 $______________ 6640 $______________ 6642
5. Unresolved reconciling differences with others
A. Correspondents, broker-dealers, SBSDs, and MSBSPs .............. L______________ 6250 $______________ 6450 $______________ 6650 $______________ 6652
S______________ 6255 $______________ 6455 $______________ 6655 $______________ 6657
B. Depositories ................................................................................... ______________ 6260 $______________ 6460 $______________ 6660 $______________ 6662
C. Clearing organizations ................................................................... L______________ 6270 $______________ 6470 $______________ 6670 $______________ 6672
S______________ 6275 $______________ 6475 $______________ 6675 $______________ 6677
D. Inter-company accounts ................................................................ ______________ 6280 $______________ 6480 $______________ 6680 $______________ 6682
E. Bank accounts and loans............................................................... ______________ 6290 $______________ 6490 $______________ 6690 $______________ 6692
F. Other .............................................................................................. ______________ 6300 $______________ 6500 $______________ 6700 $______________ 6702
G. (Offsetting) Lines 5A through 5F ................................................... ______________ 6310 $(______________) 6510$(______________)6710
TOTAL (Lines 5A-5G) ......................................................................... ______________ 6330 $______________ 6530 $______________ 6730 $______________ 6732
6. Commodity differences........................................................................ ______________ 6340 $______________ 6540 $______________ 6740 $______________ 6742
7. TOTAL (Lines 1-6) ............................................................................... ______________ 6370 $______________ 6570 $______________ 6770 $______________ 6772

NOTE B - This section must be completed as follows:
1. Lines 1 through 6 and Columns I through IV must be completed only if:
A. The total deductions on Line 8, Column IV, of the "Operational Deductions From Capital-Note A" equal or exceed 25% of excess net capital as of the prior month end
reporting date; and
B. The total deduction on Line 8, Column IV, , of the "Operational Deductions From Capital-Note A" for the current month exceeds the total deductions for the prior month by
50% or more. If respondent has nothing to report, enter “0.”
2. Include only suspense and difference items open at the report date which were NOT required to be deducted in the computation of net capital AND which were not resolved
seven (7) business days subsequent to the report date.
3. Include in Column IV only additional deductions not comprehended in the computation of net capital at the report date.
4. Include on Lines 5A through 5F unfavorable differences offset by favorable differences at the report date if resolution of the favorable items resulted in additional deductions
in the computation of net capital subsequent to the report date.
5. Exclude from Lines 5A through 5F new reconciling differences disclosed as a result of reconciling with the books of account statements received subsequent to the report
date.
6. Lines 1 through 5 above correspond to similar lines in the “Operational Deductions From Capita-Note A” and the same instructions should be followed except as stated in
Notes B-1 through B-5 above.

Name of Firm: _____________________________________
As of: ____________________________________________

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Part II

COMPUTATION FOR DETERMINATION OF CUSTOMER RESERVE REQUIREMENTS
Items on this page to be reported by a:

Stand-Alone Broker-Dealer
Broker-Dealer SBSD
Broker-Dealer MSBSP

CREDIT BALANCES
1. Free credit balances and other credit balances in customers' security accounts (see
Note A) ...................................................................................................................................................... $ _____________________ 4340
2. Monies borrowed collateralized by securities carried for the accounts of customers (see Note B) ........ $ _____________________ 4350
3. Monies payable against customers' securities loaned (see Note C)........................................................ $ _____________________ 4360
4. Customers' securities failed to receive (see Note D)................................................................................ $ _____________________ 4370
5. Credit balances in firm accounts which are attributable to principal sales to customers ......................... $ _____________________ 4380
6. Market value of stock dividends, stock splits and similar distributions receivable outstanding
over 30 calendar days .............................................................................................................................. $ _____________________ 4390
7. **Market value of short security count differences over 30 calendar days old ........................................ $ _____________________ 4400
8. **Market value of short securities and credits (not to be offset by longs or by
debits) in all suspense accounts over 30 calendar days .......................................................................... $ _____________________ 4410
9. Market value of securities which are in transfer in excess of 40 calendar days and have not been
confirmed to be in transfer by the transfer agent or the issuer during the 40 days ................................. $ _____________________ 4420
10. Other (List: __________________________________________________________)........................ $ _____________________ 4425
11. TOTAL CREDITS (sum of Lines 1-10) ......................................................................................................................................................................... $ _____________________ 4430
DEBIT BALANCES
12. **Debit balances in customers’ cash and margin accounts, excluding unsecured accounts and
accounts doubtful of collection (see Note E) ........................................................................................... $ _____________________ 4440
13. Securities borrowed to effectuate short sales by customers and securities borrowed to make
delivery on customers' securities failed to deliver ................................................................................... $ _____________________ 4450
14. Failed to deliver of customers' securities not older than 30 calendar days............................................. $ _____________________ 4460
15. Margin required and on deposit with the Options Clearing Corporation for all option contracts
written or purchased in customer accounts (see Note F) ........................................................................ $ _____________________ 4465
16. Margin required and on deposit with a clearing agency registered with the Commission under
section 17A of the Exchange Act (15 U.S.C. 78q-1) or a derivatives clearing organization registered
with the Commodity Futures Trading Commission under section 5b of the Commodity Exchange
Act (7 U.S.C. 7a-1) related to the following types of positions written, purchased or sold in customer
accounts: (1) security futures products and (2) futures contracts (and options thereon) carried in a
securities account pursuant to an SRO portfolio margining rule (see Note G) ....................................... $ _____________________ 4467
17. Margin required and on deposit with a clearing agency registered with the Commission under
section 17A of the Exchange Act (15 U.S.C. 78q-1) resulting from the following types of transactions
in U.S. Treasury securities in customer accounts that have been cleared, settled, and novated by the
clearing agency: (1) purchases and sales of U.S. Treasury securities; and (2) U.S. Treasury securities
repurchase and reverse repurchase agreements (see Note H) ............................................................... $ ____________________

12843

18. Other (List: __________________________________________________________)........................ $ _____________________ 4469
19. **Aggregate debit items (sum of Lines 12-18) .............................................................................................................................................................. $ _____________________ 4470
20. **Less 3% (for alternative method only – see Rule 15c3-1(a)(1)(ii)) (3% x Line Item 4470) ....................................................................................... $ _____________________ 4471
21. **TOTAL DEBITS (Line 19 less Line 20) ...................................................................................................................................................................... $ _____________________ 4472
RESERVE COMPUTATION
22. Excess of total debits over total credits (Line 21 less Line 11) .................................................................................................................................... $ _____________________ 4480
23. Excess of total credits over total debits (Line 11 less Line 21) .................................................................................................................................... $ _____________________ 4490
24. If computation is made monthly as permitted, enter 105% of excess of total credits over total debits ....................................................................... $ _____________________ 4500
25. Amount held on deposit in “Reserve Bank Account(s),” including $ _____________________ 4505 value of qualified securities,
at end of reporting period............................................................................................................................................................................................... $ _____________________ 4510
26. Amount of deposit (or withdrawal) including $ _____________________ 4515 value of qualified securities ........................................................... $ _____________________ 4520
27. New amount in Reserve Bank Account(s) after adding deposit or subtracting withdrawal including
$ _____________________ 4525 value of qualified securities .................................................................................................................................. $ _____________________ 4530
28. Date of deposit (MM/DD/YY) ........................................................................................................................................................................................ $ _____________________ 4540
FREQUENCY OF COMPUTATION
29. Daily ____________________ 4332 Weekly ____________________ 4333 Monthly ____________________ 4334
**In the event the net capital requirement is computed under the alternative method, this reserve formula must be prepared in accordance with the requirements of paragraph (a)(1)(ii) of
Rule 15c3-1.
References to notes in this section refer to the notes to 17 CFR 240.15c3-1a.
Name of Firm: _____________________________________
As of: ____________________________________________

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POSSESSION OR CONTROL FOR CUSTOMERS
Items on this page to be reported by a:

Stand-Alone Broker-Dealer
Broker-Dealer SBSD
Broker-Dealer MSBSP

State the market valuation and number of items of:
1. Customers' fully paid securities and excess margin securities not in the respondent’s possession or control as of the report date
(for which instructions to reduce to possession or control had been issued as of the report date) but for which the required action
was not taken by respondent within the time frames specified under Rule 15c3-3. Notes A and B .............................................................. $ ___________________ 4586
A. Number of items ...........................................................................................................................................................................................

___________________ 4587

2. Customers' fully paid securities and excess margin securities for which instructions to reduce to possession or control had not
been issued as of the report date, excluding items arising from "temporary lags which result from normal business operations"
as permitted under Rule 15c3-3. Notes B, C and D ........................................................................................................................................ $ ___________________ 4588
A. Number of items..........................................................................................................................................................................................
3.

___________________ 4589

The system and procedures utilized in complying with the requirement to maintain physical possession or control of
customers' fully paid and excess margin securities have been tested and are functioning in a manner adequate to fulfill the
requirements of Rule 15c3-3 ................................................................................................................... Yes __________________ 4584 No ___________________ 4585

Notes:
A – Do not include in Line 1 customers' fully paid and excess margin securities required by Rule 15c3-3 to be in possession or control but for which no action was required by the
respondent as of the report date or required action was taken by respondent within the time frames specified under Rule 15c3-3.
B – State separately in response to Lines 1 and 2 whether the securities reported in response thereto were subsequently reduced to possession or control by the respondent.
C – Be sure to include in Line 2 only items not arising from "temporary lags which result from normal business operations" as permitted under Rule 15c3-3.
D – Line 2 must be responded to only with a report which is filed as of the date selected for the broker's or dealer's annual audit of financial statements, whether or not such date is
the end of a calendar quarter. The response to Line 2 should be filed within 60 calendar days after such date, rather than with the remainder of this report. This information may
be required on a more frequent basis by the Commission or the designated examining authority in accordance with Rule 17a-5(a)(2)(iv).

Name of Firm: _____________________________________
As of: ____________________________________________

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Part II

COMPUTATION FOR DETERMINATION OF PAB REQUIREMENTS
Items on this page to be reported by a:

Stand-Alone Broker-Dealer
Broker-Dealer SBSD
Broker-Dealer MSBSP

CREDIT BALANCES
1. Free credit balances and other credit balances in PAB security accounts (see Note A) .......................... $ _____________________ 2110
2. Monies borrowed collateralized by securities carried for the accounts of PAB (see Note B).................... $ _____________________ 2120
3. Monies payable against PAB securities loaned (see Note C) ................................................................... $ _____________________ 2130
4. PAB securities failed to receive (see Note D) ............................................................................................ $ _____________________ 2140
5. Credit balances in firm accounts which are attributable to principal sales to PAB .................................... $ _____________________ 2150
6. Market value of stock dividends, stock splits and similar distributions receivable
outstanding over 30 calendar days ............................................................................................................ $ _____________________ 2152
7. **Market value of short security count differences over 30 calendar days old .......................................... $ _____________________ 2154
8. **Market value of short securities and credits (not to be offset by longs or by debits) in all
suspense accounts over 30 calendar days ............................................................................................... $ _____________________ 2156
9. Market value of securities which are in transfer in excess of 40 calendar days and have not been
confirmed to be in transfer by the transfer agent or the issuer during the 40 days ................................... $ _____________________ 2158
10. Other (List: __________________________________________________________) ......................... $ _____________________ 2160
11. TOTAL PAB CREDITS (sum of Lines 1-10).......................................................................................................................................................... $ _______________________ 2170
DEBIT BALANCES
12. Debit balances in PAB cash and margin accounts, excluding unsecured accounts and accounts
doubtful of collection (see Note E) ............................................................................................................. $ _____________________ 2180
13. Securities borrowed to effectuate short sales by PAB and securities borrowed to make delivery on
PAB securities failed to deliver .................................................................................................................. $ _____________________ 2190
14. Failed to deliver of PAB securities not older than 30 calendar days ........................................................ $ _____________________ 2200
15. Margin required and on deposit with Options Clearing Corporation for all option contracts
written or purchased in PAB accounts (see Note F)................................................................................. $ _____________________ 2210
16. Margin required and on deposit with a clearing agency registered with the Commission under
section 17A of the Exchange Act (15 U.S.C. 78q-1) or a derivatives clearing organization registered
with the Commodity Futures Trading Commission under section 5b of the Commodity Exchange
Act (7 U.S.C. 7a-1) related to the following types of positions written, purchased or sold in PAB
accounts: (1) security futures products and (2) futures contracts (and options thereon) carried in a
securities account pursuant to an SRO portfolio margining rule (see Note G) ........................................ $ _____________________ 2215
17. Margin required and on deposit with a clearing agency registered with the Commission under
section 17A of the Exchange Act (15 U.S.C. 78q-1) resulting from the following types of transactions
in U.S. Treasury securities in customer accounts that have been cleared, settled, and novated by the
clearing agency: (1) purchases and sales of U.S. Treasury securities; and (2) U.S. Treasury securities
repurchase and reverse repurchase agreements (see Note H) ............................................................... $ _____________________ 12844
18. Other (List: __________________________________________________________)......................... $ _____________________ 2220
19. TOTAL PAB DEBITS (sum of Lines 12-18) .......................................................................................................................................................... $ _______________________ 2230
RESERVE COMPUTATION
20. Excess of total PAB debits over total PAB credits (Line 19 less Line 11) ............................................................................................................ $ _______________________ 2240
21. Excess of total PAB credits over total PAB debits (Line 11 less Line 19) ............................................................................................................ $ _______________________ 2250
22. Excess debits in customer reserve formula computation ..................................................................................................................................... $ _______________________ 2260
23. PAB reserve requirement (Line 21 less Line 22) .................................................................................................................................................. $ _______________________ 2270
24. Amount held on deposit in Reserve Bank Account(s) including $ _____________ 2275 value of qualified securities,
at end of reporting period ...................................................................................................................................................................................... $ _______________________ 2280
25. Amount of deposit (or withdrawal) including $ _____________ 2285 value of qualified securities ................................................................... $ _______________________ 2290
26. New amount in Reserve Bank Account(s) after adding deposit or subtracting withdrawal
including $ _____________ 2295 value of qualified securities ........................................................................................................................... $ _______________________ 2300
27. Date of deposit (MM/DD/YY) .................................................................................................................................................................................

_______________________ 2310

FREQUENCY OF COMPUTATION
28. Daily ____________________ 2315 Weekly ____________________ 2320 Monthly ____________________ 2330
*
**

See notes regarding PAB Reserve Bank Account Computation (Notes 1-10).
In the event the net capital requirement is computed under the alternative method, this reserve formula must be prepared in accordance with the requirements of paragraph
(a)(1)(ii) of Rule 15c3-1.
References to notes in this section refer to the notes to 17 CFR 240.15c3-1a.

Name of Firm: _____________________________________
As of: ____________________________________________

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CLAIMING AN EXEMPTION FROM RULE 15c3-3
Items on this page to be reported by a:

Stand-Alone Broker-Dealer (if claiming an exemption from Rule 15c3-3)
Broker-Dealer SBSD (if claiming an exemption from Rule 15c3-3)
Broker-Dealer MSBSP (if claiming an exemption from Rule 15c3-3)

EXEMPTIVE PROVISION UNDER RULE 15c3-3
If an exemption from Rule 15c3-3 is claimed, identify below the section upon which such exemption is based (check all that apply):
A.

(k)(1) – Limited business (mutual funds and/or variable annuities only) ........................................................................................

____________________ 4550

B.

(k)(2)(i) – “Special Account for the Exclusive Benefit of Customers” maintained ...........................................................................

____________________ 4560

C.

(k)(2)(ii) – All customer transactions cleared through another broker-dealer on a fully disclosed basis

D.

Name of clearing firm: ___________________________________________________________________________ 4335

____________________ 4570

(k)(3) – Exempted by order of the Commission (include copy of letter) .........................................................................................

____________________ 4580

Name of Firm: _____________________________________
As of: ____________________________________________

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Part II

COMPUTATION FOR DETERMINATION OF SECURITY-BASED SWAP CUSTOMER RESERVE REQUIREMENTS
Items on this page to be reported by a:

Stand-Alone Broker-Dealer
Stand-Alone SBSD
Broker-Dealer SBSD

CREDIT BALANCES
1. Free credit balances and other credit balances in the accounts carried for security-based
swap customers (see Note A) ..................................................................................................................

$

____________________ 12069

2. Monies borrowed collateralized by securities in accounts carried for security-based
swap customers (see Note B)..................................................................................................................

$

____________________ 12070

3. Monies payable against security-based swap customers' securities loaned (see Note C) ....................

$

____________________ 12071

4. Security-based swap customers' securities failed to receive (see Note D) ............................................

$

____________________ 12072

5. Credit balances in firm accounts attributable to principal sales to security-based swap customers ......

$

____________________ 12073

6. Market value of stock dividends, stock splits and similar distributions receivable outstanding
over 30 calendar days .............................................................................................................................

$

____________________ 12074

7. **Market value of short security count differences over 30 calendar days old........................................

$

____________________ 12075

8. **Market value of short securities and credits (not to be offset by longs or by debits) in all suspense
accounts over 30 calendar days ..............................................................................................................

$

____________________ 12076

9. Market value of securities which are in transfer in excess of 40 calendar days and have not been
confirmed to be in transfer by the transfer agent or the issuer during the 40 days ................................

$

____________________ 12077

10. Other (List: __________________________________________________________) ......................

$

____________________ 12078

11. TOTAL CREDITS (sum of Lines 1-10) ................................................................................................................................................................... $ _______________________ 12089

DEBIT BALANCES
12. Debit balances in accounts carried for security-based swap customers, excluding unsecured
accounts and accounts doubtful of collection (see Note E) ...................................................................

$

____________________ 12079

13. Securities borrowed to effectuate short sales by security-based swap customers and securities
borrowed to make delivery on security-based swap customers' securities failed to deliver .................

$

____________________ 12080

14. Failed to deliver of security-based swap customers' securities not older than 30 calendar days .........

$

____________________ 12081

15. Margin required and on deposit with Options Clearing Corporation for all option contracts
written or purchased in accounts carried for security-based swap customers (see Note F) ................

$

____________________ 12082

16. Margin related to security future products written, purchased or sold in accounts carried for securitybased swap customers required and on deposit in a qualified clearing agency account at a clearing
agency registered with the Commission under section 17A of the Exchange Act (15 U.S.C. 78q-1)
or a derivative clearing organization registered with the Commodity Futures Trading Commission
under section 5b of the Commodity Exchange Act (7 U.S.C. 7a-1) (see Note G) ................................

$

____________________ 12083

17. Margin related to cleared security-based swap transactions in accounts carried for security-based
swap customers required and on deposit in a qualified clearing agency account at a clearing agency
registered with the Commission pursuant to section 17A of the Exchange Act (15 U.S.C. 78q-1) ...... $

____________________ 12084

18. Margin related to non-cleared security-based swap transactions in accounts carried for securitybased swap customers required and held in a qualified registered security-based swap dealer
account at another security-based swap dealer ....................................................................................

$

____________________ 12085

19. Other (List: __________________________________________________________)......................

$

____________________ 12086

20. **Aggregate debit items .......................................................................................................................................................................................... $ _______________________ 12090
21. **TOTAL DEBITS (sum of Lines 12-19) ................................................................................................................................................................. $ _______________________ 12091

RESERVE COMPUTATION
22. Excess of total debits over total credits (Line 21 less Line 11) ............................................................................................................................... $ _______________________ 12092
23. Excess of total credits over total debits (Line 11 less Line 21) ............................................................................................................................... $ _______________________ 12093
24. Amount held on deposit in "Reserve Account(s)," including value of qualified securities, at end of reporting period ........................................... $ _______________________ 12094
25. Amount of deposit (or withdrawal) including $ ______________ 12087 value of qualified securities .................................................................. $ _______________________ 12095
26. New amount in Reserve Account(s) after adding deposit or subtracting withdrawal including
$ ______________ 12088 value of qualified securities .............................................................................................................................................. $ _______________________ 12096
27. Date of deposit (MM/DD/YY) ................................................................................................................................................................................... $ _______________________ 12097
** In the event the net capital requirement is computed under the alternative method, this reserve formula must be prepared in accordance with the requirements of paragraph (a)(1)(ii)
of Rule 15c3-1.
References to notes in this section refer to the notes to 17 CFR 240.15c3-3b or 17 CFR 240.18a-4a, as applicable.

Name of Firm: _____________________________________
As of: ____________________________________________

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POSSESSION OR CONTROL FOR SECURITY-BASED SWAP CUSTOMERS
Items on this page to be reported by a:

Stand-Alone Broker-Dealer
Stand-Alone SBSD
Broker-Dealer SBSD

State the market valuation and number of items of:
1. Security-based swap customers' excess securities collateral not in the respondent's possession or control as of the report date (for which
instructions to reduce to possession or control had been issued as of the report date) but for which the required action was not taken by
respondent within the time frame specified under Rule 15c3-3(p) or Rule 18a-4, as applicable. Notes A and B........................................... $ ___________________ 12098
A. Number of items........................................................................................................................................................................................... ___________________ 12099
2. Security-based swap customers' excess securities collateral for which instructions to reduce possession or control had not been issued
as of the report date under Rule 15c3-3(p) or Rule 18a-4, as applicable. ....................................................................................................... $ ___________________ 12100
A. Number of items........................................................................................................................................................................................... ___________________ 12101
3. The system and procedures utilized in complying with the requirement to maintain physical possession or control of security-based
swap customers' excess securities collateral have been tested and are functioning in a manner adequate to fulfill the
requirements of Rule 15c3-3(p) or Rule 18a-4, as applicable .............................................................. Yes __________________ 12102 No ___________________ 12103
Notes:
A – Do not include in Line 1 security-based swap customers' excess securities collateral required to be in possession or control but for which no action was required by the respondent
as of the report date or required action was taken by respondent within the required time frames.
B – State separately in response to Line 1 whether the securities reported in response thereto were subsequently reduced to possession or control by the respondent.

Name of Firm: _____________________________________
As of: ____________________________________________

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CLAIMING AN EXEMPTION FROM RULE 18a-4
Items on this page to be reported by a:

Stand-Alone SBSD (if claiming an exemption from Rule 18a-4)
SBSD registered as an OTC Derivatives Dealer (if claiming an exemption from Rule 18a-4)

EXEMPTION FROM RULE 18a-4
If an exemption from Rule 18a-4 is claimed, check the box…………………………………………………………… ….. ……………………………….

Name of Firm: _____________________________________
As of: ____________________________________________

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Part II

COMPUTATION OF CFTC MINIMUM CAPITAL REQUIREMENTS
Items on this page to be reported by:

Futures Commission Merchant (FCM)
Swap Dealer (SD)
CFTC Introducing Broker

ADJUSTED NET CAPITAL REQUIRED
A. Risk-based capital requirement
i. Amount of customer risk
Maintenance margin .................................................................. $ ________________________ 7415
ii. Enter 8% of Line A.i................................................................................................................................. $ ________________________ 7425
iii. Amount of non-customer risk
Maintenance margin .................................................................. $ ________________________ 7435
iv. Enter 8% of Line A.iii .............................................................................................................................. $ ________________________ 7445
v. Amount of uncleared swap margin ........................................... $ ________________________ 7446
vi. Enter 2% of Line A.v............................................................................................................................... $ ________________________ 7447
vii. Enter the sum of Lines A.ii, A.iv, and A.vi ............................................................................................. $ ________________________ 7455
B. Minimum dollar amount requirement ........................................................................................................... $ ________________________ 7465
C. Other NFA requirement................................................................................................................................ $ ________________________ 7475
D. Minimum CFTC adjusted net capital requirement
Enter the greatest of Lines A.vii, B, or C .................................................................................................................................................................... $ ________________________ 7490
E. Minimum net capital requirement (enter greater of Item 3760 or Item 7490, as applicable) ...................................................................................... $ ________________________ 12845
F. Excess adjusted net capital (Item 3750 minus Line E) ................................................................................................................................................ $ ________________________ 12846
G. CFTC early warning level –
i. If an FCM, or an FCM also registered as an SD, enter the greatest of 110% of Line A.vii,
150% of Line B, or 150% of Line C .......................................................................................................................................................................... $ ________________________ 7495
ii. If an SD not also registered as an FCM, enter the greatest of 120% of Line A.vii, Line B, or Line C. .................................................................... $ ________________________ 12847
H. CFTC Adjusted Net Capital in excess of early warning level (Item 3750 minus Line G.i or Line G.ii, as applicable) ................................................ $ ________________________ 12848

Name of Firm: _____________________________________
As of: ____________________________________________

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Part II

STATEMENT OF SEGREGATION REQUIREMENTS AND FUNDS IN SEGREGATION
FOR CUSTOMERS TRADING ON U.S. COMMODITY EXCHANGES
Items on this page to be reported by a:

Futures Commission Merchant

SEGREGATION REQUIREMENTS
1. Net ledger balance
A. Cash .........................................................................................................................................................................................................

$

_______________________ 7010

B. Securities (at market) ...............................................................................................................................................................................

$

_______________________ 7020

2. Net unrealized profit (loss) in open futures contracts traded on a contract market ........................................................................................

$

_______________________ 7030

A. Add: Market value of open option contracts purchased on a contract market ........................................................................................

$

_______________________ 7032

B. Deduct: Market value of open option contracts granted (sold) on a contract market..............................................................................

$ ( _______________________ ) 7033

3. Exchange traded options

4. Net equity (deficit) (total of Lines 1, 2 and 3) ...................................................................................................................................................

$

_______________________ 7040

Less: amount offset by customer owned securities ......................................................................... $(________________________) 7047

$

_______________________ 7050

6. Amount required to be segregated (add Lines 4 and 5) ..................................................................................................................................

$

_______________________ 7060

A. Cash .........................................................................................................................................................................................................

$

_______________________ 7070

B. Securities representing investments of customers' funds (at market) .....................................................................................................

$

_______________________ 7080

C. Securities held for particular customers or option customers in lieu of cash (at market) .......................................................................

$

_______________________ 7090

A. Cash .........................................................................................................................................................................................................

$

_______________________ 7100

B. Securities representing investments of customers' funds (at market) .....................................................................................................

$

_______________________ 7110

C. Securities held for particular customers or option customers in lieu of cash (at market) .......................................................................

$

_______________________ 7120

9. Net settlement from (to) derivative clearing organizations of contract markets ..............................................................................................

$

_______________________ 7130

A. Value of open long option contracts ........................................................................................................................................................

$

_______________________ 7132

B. Value of open short option contracts .......................................................................................................................................................

$ ( _______________________ ) 7133

5. Accounts liquidating to a deficit and accounts with debit balances – gross amount ...................... $ ________________________ 7045

FUNDS IN SEGREGATED ACCOUNTS
7. Deposited in segregated funds bank accounts

8. Margin on deposit with derivative clearing organizations of contract markets

10. Exchange traded options

11. Net equities with other FCMs
A. Net liquidating equity ................................................................................................................................................................................

$

_______________________ 7140

B. Securities representing investments of customers’ funds (at market) .....................................................................................................

$

_______________________ 7160

C. Securities held for particular customers or option customers in lieu of cash (at market) .......................................................................

$

_______________________ 7170

12. Segregated funds on hand (describe: ______________________________________________________________________) .............

$

_______________________ 7150

13. Total amount in segregation (add Lines 7 through 12) ...................................................................................................................................

$

_______________________ 7180

14. Excess (deficiency) funds in segregation (subtract Line 6 from Line 13) .......................................................................................................

$

_______________________ 7190

15. Management target amount for excess funds in segregation .........................................................................................................................

$

_______________________ 7194

16. Excess (deficiency) funds in segregation over (under) management target amount excess .........................................................................

$

_______________________ 7198

Name of Firm: _____________________________________
As of: ____________________________________________

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Part II

STATEMENT OF CLEARED SWAPS CUSTOMER SEGREGATION REQUIREMENTS AND FUNDS IN CLEARED SWAPS CUSTOMER
ACCOUNTS UNDER SECTION 4D(F) OF THE COMMODITY EXCHANGE ACT
Items on this page to be reported by:

Futures Commission Merchant

CLEARED SWAPS CUSTOMER REQUIREMENTS
1. Net ledger balance
A. Cash ................................................................................................................................................................................................................. $ _____________________ 8500
B. Securities (at market) ....................................................................................................................................................................................... $ _____________________ 8510
2. Net unrealized profit (loss) in open cleared swaps.................................................................................................................................................. $ _____________________ 8520
3. Cleared swaps options
A. Market value of open cleared swaps option contracts purchased .................................................................................................................. $ _____________________ 8530
B. Market value of open cleared swaps option contracts granted (sold) ............................................................................................................. $ ( ____________________ ) 8540
4. Net equity (deficit) (add Lines 1, 2, and 3)............................................................................................................................................................... $ _____________________ 8550
5. Accounts liquidating to a deficit and accounts with debit balances – gross amount.............................. $________________________ 8560
Less: amount offset by customer owned securities................................................................................ $(_______________________) 8570

$ _____________________ 8580

6. Amount required to be segregated for cleared swaps customers (add Lines 4 and 5) .......................................................................................... $ _____________________ 8590
FUNDS IN CLEARED SWAPS CUSTOMER SEGREGATED ACCOUNTS
7. Deposited in cleared swaps customer segregated accounts at banks
A. Cash ................................................................................................................................................................................................................. $ _____________________ 8600
B. Securities representing investments of cleared swaps customers’ funds (at market) .................................................................................... $ _____________________ 8610
C. Securities held for particular cleared swaps customers in lieu of cash (at market) ........................................................................................ $ _____________________ 8620
8. Margins on deposit with derivatives clearing organizations in cleared swaps customer segregated accounts
A. Cash ................................................................................................................................................................................................................. $ _____________________ 8630
B. Securities representing investments of cleared swaps customers' funds (at market) .................................................................................... $ _____________________ 8640
C. Securities held for particular cleared swaps customers in lieu of cash (at market) ........................................................................................ $ _____________________ 8650
9. Net settlement from (to) derivatives clearing organizations .................................................................................................................................... $ _____________________ 8660
10. Cleared swaps options
A. Value of open cleared swaps long option contracts ........................................................................................................................................ $ _____________________ 8670
B. Value of open cleared swaps short option contracts ....................................................................................................................................... $ ( ____________________ ) 8680
11. Net equities with other FCMs
A. Net liquidating equity ........................................................................................................................................................................................ $ _____________________ 8690
B. Securities representing investments of cleared swaps customers’ funds (at market) ..................................................................................... $ _____________________ 8700
C. Securities held for particular cleared swaps customers in lieu of cash (at market) ......................................................................................... $ _____________________ 8710
12. Cleared swaps customer funds on hand (describe: _____________________________________________________________________).. $ _____________________ 8715
13. Total amount in cleared swaps customer segregation (add Lines 7 through 12) ................................................................................................... $ _____________________ 8720
14. Excess (deficiency) funds in cleared swaps customer segregation (subtract Line 6 from Line 13) ...................................................................... $ _____________________ 8730
15. Management target amount for excess funds in cleared swaps segregated accounts.......................................................................................... $ _____________________ 8760
16. Excess (deficiency) funds in cleared swaps customer segregated accounts over (under) management target excess ....................................... $ _____________________ 8770

Name of Firm: _____________________________________
As of: ____________________________________________

28

FOCUS
Report
Part II

STATEMENT OF SEGREGATION REQUIREMENTS AND FUNDS IN SEGREGATION
FOR CUSTOMERS’ DEALER OPTIONS ACCOUNTS
Items on this page to be reported by a:

Futures Commission Merchant

1. Amount required to be segregated in accordance with 17 CFR 32.6 ....................................................................................................................

$

____________________ 7200

C. Total funds/property in segregated accounts ...................................................................................................................................................

$

____________________ 7230

3. Excess (deficiency) funds in segregation (subtract Line 2C from Line 1)...............................................................................................................

$

____________________ 7240

2. Funds/property in segregated accounts
A Cash .............................................................................................................................................

$

______________________ 7210

B. Securities (at market value) ........................................................................................................

$

______________________ 7220

Name of Firm: _____________________________________
As of: ____________________________________________

29

FOCUS
Report
Part II

STATEMENT OF SECURED AMOUNTS AND FUNDS HELD IN SEPARATE ACCOUNTS
FOR FOREIGN FUTURES AND FOREIGN OPTIONS CUSTOMERS PURSUANT TO CFTC REGULATION 30.7
Items on this page to be reported by a:

Futures Commission Merchant

FOREIGN FUTURES AND FOREIGN OPTIONS SECURED AMOUNTS
Amount required to be set aside pursuant to law, rule, or regulation of a foreign government or a rule
of a self-regulatory organization authorized thereunder ..........................................................................................................................................

$

_____________________ 7305

1. Net ledger balance – Foreign futures and foreign options trading – All customers
A. Cash ................................................................................................................................................................................................................

$ _____________________ 7315

B. Securities (at market) ......................................................................................................................................................................................

$ _____________________ 7317

2. Net unrealized profit (loss) in open futures contracts traded on a foreign board of trade ...................................................................................

$

_____________________ 7325

A. Market value of open option contracts purchased on a foreign board of trade ..............................................................................................

$

_____________________ 7335

B. Market value of open option contracts granted (sold) on a foreign board of trade ........................................................................................

$

_____________________ 7337

3. Exchange traded options

4. Net equity (deficit) (add Lines 1, 2, and 3) ...........................................................................................................................................................
5. Accounts liquidating to a deficit and accounts with debit balances – gross amount ...............................

$ ____________________ 7351

Less: Amount offset by customer owned securities................................................................................

$ ____________________ 7352

$ _____________________ 7345

$ _____________________ 7354

6. Amount required to be set aside as the secured amount – Net liquidating equity method (add Lines 4 and 5) .................................................

$

_____________________ 7355

7. Greater of amount required to be set aside pursuant to foreign jurisdiction (above) or Line 6 ...........................................................................

$

_____________________ 7360

Name of Firm: _____________________________________
As of: ____________________________________________

30

FOCUS
Report
Part II

STATEMENT OF SECURED AMOUNTS AND FUNDS HELD IN SEPARATE ACCOUNTS
FOR FOREIGN FUTURES AND FOREIGN OPTIONS CUSTOMERS PURSUANT TO CFTC REGULATION 30.7
Items on this page to be reported by:

Futures Commission Merchant

FUNDS DEPOSITED IN SEPARATE 17 CFR 30.7 ACCOUNTS
1. Cash in banks
A. Banks located in the United States ................................................... $ ________________________ 7500
B. Other banks qualified under 17 CFR. 30.7
Name(s):

____________________________________ 7510

$ ________________________ 7520

$ _______________________ 7530

2. Securities
A. In safekeeping with banks located in the United States .................... $ ________________________ 7540
B. In safekeeping with other banks designated by 17 CFR. 30.7
Name(s):

____________________________________ 7550

$ ________________________ 7560

$ _______________________ 7570

3. Equities with registered futures commission merchants
A. Cash ................................................................................................... $ ________________________ 7580
B. Securities ........................................................................................... $ ________________________ 7590
C. Unrealized gain (loss) on open futures contracts.............................. $ ________________________ 7600
D. Value of long option contracts ........................................................... $ ________________________ 7610
E. Value of short option contracts .......................................................... $ (_______________________) 7615

$ _______________________ 7620

4. Amounts held by clearing organizations of foreign boards of trade
Name(s):

____________________________________ 7630

A. Cash ................................................................................................... $ ________________________ 7640
B. Securities ........................................................................................... $ ________________________ 7650
C. Amount due to (from) clearing organizations - daily variation........... $ ________________________ 7660
D. Value of long option contracts ........................................................... $ ________________________ 7670
E. Value of short option contracts .......................................................... $ (_______________________) 7675

$ _______________________ 7680

5. Amounts held by members of foreign boards of trade
Name(s):

____________________________________ 7690

A. Cash ................................................................................................... $ ________________________ 7700
B. Securities ........................................................................................... $ ________________________ 7710
C. Unrealized gain (loss) on open futures contracts.............................. $ ________________________ 7720
D. Value of long option contracts ........................................................... $ ________________________ 7730
E. Value of short option contracts .......................................................... $ (_______________________) 7735

$ _______________________ 7740

6. Amounts with other depositories designated by a foreign board of trade
Name(s):

____________________________________ 7750

$ _______________________ 7760

7. Segregated funds on hand (describe: ________________________) ...

$ _______________________ 7765

8. Total funds in separate 17 CFR 30.7 accounts .......................................

$ _______________________ 7770

9. Excess (deficiency) set aside funds for secured amount
(Line Item 7770 minus Line Item 7360) ....................................................

$ _______________________ 7380

10.Management target amount for excess funds in separate
17 CFR 30.7 accounts ..............................................................................

$ _______________________ 7780

11.Excess (deficiency) funds in separate 17 CFR 30.7 accounts
over (under) management target excess .................................................

$ _______________________ 7785

Name of Firm: _____________________________________
As of: ____________________________________________

31

SCHEDULE 1 – AGGREGATE SECURITIES, COMMODITIES, AND SWAPS POSITIONS

FOCUS
Report
Part II
Schedule 1

Items on this page to be reported by:

Stand-Alone Broker-Dealer
Stand-Alone SBSD
Broker-Dealer SBSD
Stand-Alone MSBSP
Broker-Dealer MSBSP

Aggregate Securities, Commodities, and Swaps Positions

LONG/BOUGHT

SHORT/SOLD

1. U.S. treasury securities ............................................................................................

$ _______________________ 8200

$ ________________________ 8201

2. U.S. government agency and U.S. government-sponsored enterprises.................

$ _______________________ 8210

$ ________________________ 8211

A. Mortgage-backed securities issued by U.S. government agency and
U.S. government-sponsored enterprises .........................................................

$ _______________________ 18001

$ ________________________ 18002

B. Debt securities issued by U.S. government agency and U.S.
government-sponsored enterprises .................................................................

$ _______________________ 18003

$ ________________________ 18004

$ _______________________ 8220

$ ________________________ 8221

A. Debt securities ...................................................................................................

$ _______________________ 8230

$ ________________________ 8231

B. Equity securities ................................................................................................

$ _______________________ 8235

$ ________________________ 8236

5. Money market instruments.......................................................................................

$ _______________________ 8240

$ ________________________ 8241

6. Private label mortgage backed securities ................................................................

$ _______________________ 8250

$ ________________________ 8251

7. Other asset-backed securities .................................................................................

$ _______________________ 8260

$ ________________________ 8261

8. Corporate obligations ................................................................................................

$ _______________________ 8270

$ ________________________ 8271

9. Stocks and warrants (other than arbitrage positions) ...............................................

$ _______________________ 8280

$ ________________________ 8281

10. Arbitrage ..................................................................................................................

$ _______________________ 8290

$ ________________________ 8291

11. Spot commodities ...................................................................................................

$ _______________________ 8330

$ ________________________ 8331

12. Other securities and commodities ..........................................................................

$ _______________________ 8360

$ ________________________ 8361

A. Equity .................................................................................................................

$ _______________________ 8340

$ ________________________ 8341

B. Debt ...................................................................................................................

$ _______________________ 8345

$ ________________________ 8346

C. Other ..................................................................................................................

$ _______________________ 8350

$ ________________________ 8351

D. Total securities with no ready market ...............................................................

$ _______________________ 12777

$ ________________________ 12782

14. Total net securities and spot commodities (sum of Lines 1-12 and 13D) ..............

$ _______________________ 12778

$ ________________________ 12783

A. Cleared ..............................................................................................................

$ _______________________ 12106

$ ________________________ 12114

B. Non-cleared .......................................................................................................

$ _______________________ 12107

$ ________________________ 12115

A. Cleared ..............................................................................................................

$ _______________________ 12108

$ ________________________ 12116

B. Non-cleared .......................................................................................................

$ _______________________ 12109

$ ________________________ 12117

A. Cleared ..............................................................................................................

$ _______________________ 12110

$ ________________________ 12118

B. Non-cleared .......................................................................................................

3. Securities issued by states and political subdivisions in the U.S ............................
4. Foreign securities

13. Securities with no ready market

15. Security-based swaps

16. Mixed swaps

17. Swaps

$ _______________________ 12111

$ ________________________ 12119

18. Other derivatives and options .................................................................................

$ _______________________ 8295

$ ________________________ 8296

19. Counterparty netting ...............................................................................................

$ _______________________ 12779

$ ________________________ 12784

20. Cash collateral netting ............................................................................................

$ _______________________ 12780

$ ________________________ 12785

21. Total derivative receivables and payables (sum of Lines 15-20) ...........................

$ _______________________ 12781

$ ________________________ 12786

22. Total net securities, commodities, and swaps positions
(sum of Lines 14 and 21) ..............................................................................................

$ _______________________ 8370

Name of Firm: _____________________________________
As of: ____________________________________________

32

$ ________________________ 8371

SCHEDULE 2 – CREDIT CONCENTRATION REPORT FOR FIFTEEN LARGEST EXPOSURES IN DERIVATIVES

FOCUS
Report
Part II
Schedule 2

Items on this page to be reported by:

By Current Net Exposure
Gross Replacement Value
Receivable
Payable
(Gross Gain)
(Gross Loss)
Counterparty Identifier

Stand-Alone Broker-Dealer (Authorized to use models)
Stand-Alone SBSD
Broker-Dealer SBSD
Stand-Alone MSBSP
Broker-Dealer MSBSP

I.

Net Replacement
Value

Current Net Exposure

Current Net and
Potential Exposure

Margin Collected

1.

12120 $

12135 $

12151 $

12167 $

12183 $

12199 $

12215

2.

12121 $

12136 $

12152 $

12168 $

12184 $

12200 $

12216

3.

12122 $

12137 $

12153 $

12169 $

12185 $

12201 $

12217

4.

12123 $

12138 $

12154 $

12170 $

12186 $

12202 $

12218

5.

12124 $

12139 $

12155 $

12171 $

12187 $

12203 $

12219

6.

12125 $

12140 $

12156 $

12172 $

12188 $

12204 $

12220

7.

12126 $

12141 $

12157 $

12173 $

12189 $

12205 $

12221

8.

12127 $

12142 $

12158 $

12174 $

12190 $

12206 $

12222

9.

12128 $

12143 $

12159 $

12175 $

12191 $

12207 $

12223

10.

12129 $

12144 $

12160 $

12176 $

12192 $

12208 $

12224

11.

12130 $

12145 $

12161 $

12177 $

12193 $

12209 $

12225

12.

12131 $

12146 $

12162 $

12178 $

12194 $

12210 $

12226

13.

12132 $

12147 $

12163 $

12179 $

12195 $

12211 $

12227

14.

12133 $

12148 $

12164 $

12180 $

12196 $

12212 $

12228

15.

12134 $

12149 $

12165 $

12181 $

12197 $

12213 $

12229

12150 $

12166 $

12182 $

12198 $

12214 $

12230

7811 $

7812 $

7813 $

7814 $

12231

All other counterparties

$

Totals:
II.

$
7810 $
By Current Net and Potential Exposure
Gross Replacement Value
Receivable
Payable
(Gross Gain)
(Gross Loss)
Counterparty Identifier

Net Replacement
Value

Current Net Exposure

Current Net and
Potential Exposure

Margin Collected

1.

12232 $

12247 $

12264 $

12281 $

12298 $

12315 $

12332

2.

12233 $

12248 $

12265 $

12282 $

12299 $

12316 $

12333

3.

12234 $

12249 $

12266 $

12283 $

12300 $

12317 $

12334

4.

12235 $

12250 $

12267 $

12284 $

12301 $

12318 $

12335

5.

12236 $

12251 $

12268 $

12285 $

12302 $

12319 $

12336

6.

12237 $

12252 $

12269 $

12286 $

12303 $

12320 $

12337

7.

12238 $

12253 $

12270 $

12287 $

12304 $

12321 $

12338

8.

12239 $

12254 $

12271 $

12288 $

12305 $

12322 $

12339

9.

12240 $

12255 $

12272 $

12289 $

12306 $

12323 $

12340

10.

12241 $

12256 $

12273 $

12290 $

12307 $

12324 $

12341

11.

12242 $

12257 $

12274 $

12291 $

12308 $

12325 $

12342

12.

12243 $

12258 $

12275 $

12292 $

12309 $

12326 $

12343

13.

12244 $

12259 $

12276 $

12293 $

12310 $

12327 $

12344

14.

12245 $

12260 $

12277 $

12294 $

12311 $

12328 $

12345

15.

12246 $

12261 $

12278 $

12295 $

12312 $

12329 $

12346

All other counterparties

$

12262 $

12279 $

12296 $

12313 $

12330 $

12347

Totals:

$

12263 $

12280 $

12297 $

12314 $

12331 $

12348

Name of Firm: _____________________________________
As of: ____________________________________________

33

SCHEDULE 3 – PORTFOLIO SUMMARY OF DERIVATIVES EXPOSURES BY INTERNAL CREDIT RATING

FOCUS
Report
Part II
Schedule 3

Items on this page to be reported by:

Internal Credit Rating

Gross Replacement Value
Receivable

Payable

Stand-Alone Broker-Dealer (Authorized to use models)
Stand-Alone SBSD
Broker-Dealer SBSD
Stand-Alone MSBSP
Broker-Dealer MSBSP
Net Replacement
Value

Current Net Exposure

Current Net and
Potential Exposure

Margin Collected

Payable

1.

12349 $

12386. $

12423. $

12460. $

12497. $

12534. $

12572.

2.

12350 $

12387. $

12424. $

12461. $

12498. $

12535. $

12573.

3.

12351 $

12388. $

12425. $

12462. $

12499. $

12536. $

12574.

4.

12352 $

12389. $

12426. $

12463. $

12500. $

12537. $

12575.

5.

12353 $

12390. $

12427. $

12464. $

12501. $

12538. $

12576.

6.

12354 $

12391. $

12428. $

12465. $

12502. $

12539. $

12577.

7.

12355 $

12392. $

12429. $

12466. $

12503. $

12540. $

12578.

8.

12356 $

12393. $

12430. $

12467. $

12504. $

12541. $

12579.

9.

12357 $

12394. $

12431. $

12468. $

12505. $

12542. $

12580.

10.

12358 $

12395. $

12432. $

12469. $

12506. $

12543. $

12581.

11.

12359 $

12396. $

12433. $

12470. $

12507. $

12544. $

12582.

12.

12360 $

12397. $

12434. $

12471. $

12508. $

12545. $

12583.

13.

12361 $

12398. $

12435. $

12472. $

12509. $

12546. $

12584.

14.

12362 $

12399. $

12436. $

12473. $

12510. $

12547. $

12585.

15.

12363 $

12400. $

12437. $

12474. $

12511. $

12548. $

12586.

16.

12364 $

12401. $

12438. $

12475. $

12512. $

12549. $

12587.

17.

12365 $

12402. $

12439. $

12476. $

12513. $

12550. $

12588.

18.

12366 $

12403. $

12440. $

12477. $

12514. $

12551. $

12589.

19.

12367 $

12404. $

12441. $

12478. $

12515. $

12552. $

12590.

20.

12368 $

12405. $

12442. $

12479. $

12516. $

12553. $

12591.

21.

12369 $

12406. $

12443. $

12480. $

12517. $

12554. $

12592.

22.

12370 $

12407. $

12444. $

12481. $

12518. $

12555. $

12593.

23.

12371 $

12408. $

12445. $

12482. $

12519. $

12556. $

12594.

24.

12372 $

12409. $

12446. $

12483. $

12520. $

12557. $

12595.

25.

12373 $

12410. $

12447. $

12484. $

12521. $

12558. $

12596.

26.

12374 $

12411. $

12448. $

12485. $

12522. $

12559. $

12597.

27.

12375 $

12412. $

12449. $

12486. $

12523. $

12560. $

12598.

28.

12376 $

12413. $

12450. $

12487. $

12524. $

12561. $

12599.

29.

12377 $

12414. $

12451. $

12488. $

12525. $

12562. $

12600.

30.

12378 $

12415. $

12452. $

12489. $

12526. $

12563. $

12601.

31.

12379 $

12416. $

12453. $

12490. $

12527. $

12564. $

12602.

32.

12380 $

12417. $

12454. $

12491. $

12528. $

12565. $

12603.

33.

12381 $

12418. $

12455. $

12492. $

12529. $

12566. $

12604.

34.

12382 $

12419. $

12456. $

12493. $

12530. $

12567. $

12605.

35.

12383 $

12420. $

12457. $

12494. $

12531. $

12568. $

12606.

36.

12384 $

12421. $

12458. $

12495. $

12532. $

12569. $

12607.

Unrated

12385 $

12422. $

12459. $

12496. $

12533. $

12570. $

12608.

7822. $

7823. $

7821. $

7820. $

12571. $

12609.

Totals:

$$

Name of Firm: _____________________________________
As of: ____________________________________________

34

SCHEDULE 4 – GEOGRAPHIC DISTRIBUTION OF DERIVATIVES EXPOSURES FOR TEN LARGEST COUNTRIES

FOCUS
Report
Part II
Schedule 4

I.

By Current Net Exposure
Gross Replacement Value
Country
Receivable
Payable

Stand-Alone Broker-Dealer (Authorized to use models)
Stand-Alone SBSD
Broker-Dealer SBSD
Stand-Alone MSBSP
Broker-Dealer MSBSP

Net Replacement Value

Current Net Exposure

Current Net and
Potential Exposure

Margin Collected

1.

12610 $

12620 $

12630 $

12640 $

12650 $

12661 $

12671

2.

12611 $

12621 $

12631 $

12641 $

12651 $

12662 $

12672

3.

12612 $

12622 $

12632 $

12642 $

12652 $

12663 $

12673

4.

12613 $

12623 $

12633 $

12643 $

12653 $

12664 $

12674

5.

12614 $

12624 $

12634 $

12644 $

12654 $

12665 $

12675

6.

12615 $

12625 $

12635 $

12645 $

12655 $

12666 $

12676

7.

12616 $

12626 $

12636 $

12646 $

12656 $

12667 $

12677

8.

12617 $

12627 $

12637 $

12647 $

12657 $

12668 $

12678

9.

12618 $

12628 $

12638 $

12648 $

12658 $

12669 $

12679

10.

12619 $

12629 $

12639 $

12649 $

12659 $

12670 $

12680

$

7803 $

7804 $

7802 $

12660 $

7801 $

12681

Totals:
II.

Items on this page to be reported by:

By Current Net and Potential Exposure
Gross Replacement Value
Country
Receivable
Payable

Net Replacement Value

Current Net Exposure

Current Net and
Potential Exposure

Margin Collected

1.

12682 $

12692 $

12703 $

12714 $

12725 $

12736 $

12747

2.

12683 $

12693 $

12704 $

12715 $

12726 $

12737 $

12748

3.

12684 $

12694 $

12705 $

12716 $

12727 $

12738 $

12749

4.

12685 $

12695 $

12706 $

12717 $

12728 $

12739 $

12750

5.

12686 $

12696 $

12707 $

12718 $

12729 $

12740 $

12751

6.

12687 $

12697 $

12708 $

12719 $

12730 $

12741 $

12752

7.

12688 $

12698 $

12709 $

12720 $

12731 $

12742 $

12753

8.

12689 $

12699 $

12710 $

12721 $

12732 $

12743 $

12754

9.

12690 $

12700 $

12711 $

12722 $

12733 $

12744 $

12755

10.

12691 $

12701 $

12712 $

12723 $

12734 $

12745 $

12756

$

12702 $

12713 $

12724 $

12735 $

12746 $

12757

Totals:

Name of Firm: _____________________________________
As of: ____________________________________________

35