Brief Listing of Factors which are incorporated into the software:

• $Hedge = $ Hedge equivalency, dollars of underlying position relative to dollars of hedge
• %Hedge = % Hedge equivalency in shares
• ADRS = American Depository Receipts
• BONDS = Straight Bonds
• CALLS = Call Options
• Cash in = Amount of cashflow generated by securities on an incoming basis
• Cash out = Amount of cashflow generated by securities on an outgoing basis
• CV BONDS = Convertible Coupon Bonds
• CV FACTOR = Conversion Factor
• CV PREF = Convertible Preferred
• CV_ZEROS = Convertible Zero Coupon Bonds
• Delta Equivalent = Share or position equivalency of converted-out position (options)
• Derivatives = Convertibles (bonds, preferred, zeroes, warrants, rights, options, units)
• DESCRIPTION = Text describing the specific security or instrument
• Discount = Amount of convertible less than underlying (dollars and/or percent)
• DIVIDEND = Stock dividend
• E L S = Equivalent Long Shares
• E S S = Equivalent Short Shares
• ES Hedge = Equivalent Shares after conversion relative to hedged position
• Family = Combining related corporate securities relative to root or basic underlying stock
• Futures = Bonds, notes, euros, S&P, Nasdaq, others (whatever you relate or use as a proxies)
• Implied Price = Formulated price, usually benchmarked with model enhancements
• ISSUE = The specific security
• LONG MKT = Long Market Value
• MANUAL = Manually inputted price in absence of further information or as override
• Net Cash = Difference between Cash in and Cash out
• Net ES = Net Equivalent Shares
• NET MKT = Net Market Value
• POSITION = Quantity of security or instrument position
• PREF = Preferred Stock nonconvertible
• Premium = Amount of convertible in excess of underlying (dollars and/or percent)
• Premium Opt = Option Premium
• Proxy Value Swings = $Swings in proxies which can be related to dollar swings in your convert book
• PUTS = Put Options
• PX.STOCK = Price of the underlying stock
• R-TIME = Real-Time Price
• Rights = Rights securities
• SHORT MKT = Short Market Value
• Simple = Simple Average
• STOCKS = Common shares
• Tot Premium = dollars for options, dollars for converts, relevancy for regulatory capital haircuts
• TYPE = Type of security
• UNITS = Combination of Bond with Warrants or other packaged securities vehicle
• Volatilities = Historic, implied, expected volatilities
• Vols Comp = Capacity to compare premium percent structure and/or options vols to underlying
• WARR CALLS = Call option feature warrants
• WARR PUTS = Put option feature warrants
• WGTD = Weighted Average
• YDAY = Yesterday's price
• ZEROS = Zero Coupon Bonds nonconvertible