alert_internal_id,entity_type_id,alert_date,alert_type_id,status_id,status_intern

al_id,deleted,details,html_file_key,p11,p12,p13,p14,p15,p16,p17,p18,p19,p20,p21,
p22,p23,p24,p25,p26,p27,p28,p29,p30,p31,p32,p33,p34,p35,p36,p37,p38,p39,p40,p41,
p42,p43,p44,p45,p46,p47,p48,p49,p50,is_case,owner_identifier,bunit_identifier,ow
ner_internal_id,bu_internal_id,original_bu_internal_id,fl_archive,fl_read,fl_rea
d_by_owner,last_read_date,last_read_user_id,last_update_date,last_update_user_id
,closed_date,create_date,alert_custom_attributes_id,score,alert_type_version,fl_
manual,fl_generated_by_acm,resolution_id,alert_id,alert_type_internal_id,fl_has_
attachments,fl_updated_by_acm,entity_id,prev_status_internal_id,fl_encrypted,las
t_refresh_modifed_date,deadline_date,highlight_date,email_date,auto_esc_status_i
nternal_id,case_count_for_confidential,global_deadline_date,global_highlight_dat
e,global_email_date,global_auto_esc_status_id
8627,,2010-12-07 00:00:00,,,3,0,,tc/10026604_amy.xml,,,,,,,,,,,,,,,,,,,,,,,,,,,,
,,,,,,,,,,,,,1,Megan,Global,29442,3280190,3280190,0,1,1,2011-06-10 17:55:35.6270
00000,1,,,,2010-12-07 13:14:27.153000000,,100,TC,0,0,,10026606,418,0,1,,,0,,,,,,
2,,,,
8631,,2010-05-07 00:00:00,,3,3,0,,<?xml version="1.0" encoding="UTF-16" standalo
ne="no"?>
<!-- edited with XML Spy v4.3 U (http://www.xmlspy.com) by me me (me) -->
<alert alertDate="2010-05-07" currency="" security="GB0005405286">
<alert_id>17368</alert_id>
<region_id>default</region_id>
<alert_details>
<alert_id1>17368</alert_id1>
<alert_score>95</alert_score>
<alert_business_date>2010-05-07</alert_business_date>
<system_date>2010-05-07 23:38:25</system_date>
<alert_type>77787</alert_type>
<!-<alert_desc>Security: HSBC Holdings plc on the HKSE,
Sell,
Max Firm Intra-Day Price Fluctuation: 2.86%,
Max Firm Intra-Day Market Share: 100.00%</alert_desc>
-->
</alert_details>
<model_description>
<description>
<line>This model identifies firm (proprietary and/or age
ncy) cash equity executions which show the potential to have a price manipulatio
n effect on market price formation of that equity and any financial instruments
related thereto. </line>
<visible>true</visible>
</description>
</model_description>
<alert_overview>
<overview>
<line>Security: HSBC Holdings plc on the HKSE (0005.HK)
B/S: Sell
Max Firm Intra-Day Price Fluctuation: -1
.09%
Max Firm Intra-Day Market Share: 18.09%
Relevant Related Instruments: HKD800,000
,000 worth of nominal</line>
<visible>true</visible>
</overview>
</alert_overview>
<alert_history>

<alert_history/>
<prior_alert_line/>
</alert_history>
<market_data>
<market_data_set>
<high_price>74.10</high_price>
<low_price>71.50</low_price>
<open_price>72.90</open_price>
<close_price>73.65</close_price>
<volume>114,016,678</volume>
<daily_fluc>1.65% / -1.92%</daily_fluc>
<market_drill>
<query1>
<prior_alert_line>Market Daily</prior_al
ert_line>
<query_id>Market Data</query_id>
<param1>'Market Data',</param1>
<param2>'market_data_and_executions.cls'
,</param2>
<param3>'jrs.param$INSTRUMENT=GB00054052
86&amp;jrs.param$START_TIME=2009-02-25'</param3>
</query1>
</market_drill>
</market_data_set>
</market_data>
<intraday_events>
<intraday_event>
<events>
<event_time>10:13:11</event_time>
<firm_volume>967,068</firm_volume>
<market_volume>8,971,013</market_volume>
<event_quantity>118,449</event_quantity>
<event_price>71.90</event_price>
<open_price>72.90</open_price>
<price_fluc>-0.54%</price_fluc>
<market_share>10.78%</market_share>
<side>Sell</side>
<currency>HKD</currency>
<event_accounts>
<account>
<account_id>Asian Prop</account_
id>
<account_key>352617652</account_
key>
<account_address>N/A</account_ad
dress>
<account_volume>N/A</account_vol
ume>
<account_market_share>10.78%</ac
count_market_share>
<account_name>Asian Prop</accoun
t_name>
<account_type>P</account_type>
<account_drill>
<account_drill_details>
<query1>
<prior_a
lert_line>Firm Executions</prior_alert_line>
<query_i

d>CEE_MPM_executions</query_id>
<param1>
2009-02-25</param1>
<param2>
GB0005405286</param2>
<param3>
S</param3>
<param4>
Asian Prop</param4>
<param5>
2009-02-25 09:57:30</param5>
<param6/
>
<param7/
>
<param8/
>
</query1>
<query2>
<prior_a
lert_line>Market Ticks</prior_alert_line>
<query_i
d>CEE_MPM_market_trades</query_id>
<param1>
2009-02-25</param1>
<param2>
GB0005405286</param2>
<param3>
09:57:30</param3>
</query2>
</account_drill_details>
</account_drill>
</account>
</event_accounts>
</events>
<events>
<event_time>10:13:19</event_time>
<firm_volume>1,124,664</firm_volume>
<market_volume>9,148,338</market_volume>
<event_quantity>157,596</event_quantity>
<event_price>71.75</event_price>
<open_price>72.90</open_price>
<price_fluc>-0.82%</price_fluc>
<market_share>12.29%</market_share>
<side>Sell</side>
<currency>HKD</currency>
<event_accounts>
<account>
<account_id>Asian Prop</account_
id>
<account_key>352617652</account_
key>
<account_address>N/A</account_ad
dress>
<account_volume>N/A</account_vol
ume>
<account_market_share>12.29%</ac
count_market_share>
<account_name>Asian Prop</accoun
t_name>

<account_type>P</account_type>
<account_drill>
<account_drill_details>
<query1>
<prior_a
lert_line>Firm Executions</prior_alert_line>
<query_i
d>CEE_MPM_executions</query_id>
<param1>
2009-02-25</param1>
<param2>
GB0005405286</param2>
<param3>
S</param3>
<param4>
Asian Prop</param4>
<param5>
2009-02-25 09:57:30</param5>
<param6/
>
<param7/
>
<param8/
>
</query1>
<query2>
<prior_a
lert_line>Market Ticks</prior_alert_line>
<query_i
d>CEE_MPM_market_trades</query_id>
<param1>
2009-02-25</param1>
<param2>
GB0005405286</param2>
<param3>
09:57:30</param3>
</query2>
</account_drill_details>
</account_drill>
</account>
</event_accounts>
</events>
<events>
<event_time>10:13:24</event_time>
<firm_volume>1,141,432</firm_volume>
<market_volume>9,165,106</market_volume>
<event_quantity>16,768</event_quantity>
<event_price>71.70</event_price>
<open_price>72.90</open_price>
<price_fluc>-0.82%</price_fluc>
<market_share>12.45%</market_share>
<side>Sell</side>
<currency>HKD</currency>
<event_accounts>
<account>
<account_id>Asian Prop</account_
id>
<account_key>352617652</account_
key>
<account_address>N/A</account_ad

dress>
<account_volume>N/A</account_vol
ume>
<account_market_share>12.45%</ac
count_market_share>
<account_name>Asian Prop</accoun
t_name>
<account_type>P</account_type>
<account_drill>
<account_drill_details>
<query1>
<prior_a
lert_line>Firm Executions</prior_alert_line>
<query_i
d>CEE_MPM_executions</query_id>
<param1>
2009-02-25</param1>
<param2>
GB0005405286</param2>
<param3>
S</param3>
<param4>
Asian Prop</param4>
<param5>
2009-02-25 09:57:30</param5>
<param6/
>
<param7/
>
<param8/
>
</query1>
<query2>
<prior_a
lert_line>Market Ticks</prior_alert_line>
<query_i
d>CEE_MPM_market_trades</query_id>
<param1>
2009-02-25</param1>
<param2>
GB0005405286</param2>
<param3>
09:57:30</param3>
</query2>
</account_drill_details>
</account_drill>
</account>
</event_accounts>
</events>
<events>
<event_time>10:13:25</event_time>
<firm_volume>1,551,182</firm_volume>
<market_volume>9,574,856</market_volume>
<event_quantity>409,750</event_quantity>
<event_price>71.62</event_price>
<open_price>72.90</open_price>
<price_fluc>-0.93%</price_fluc>
<market_share>16.20%</market_share>
<side>Sell</side>
<currency>HKD</currency>

<event_accounts>
<account>
<account_id>Asian Prop</account_
id>
<account_key>352617652</account_
key>
<account_address>N/A</account_ad
dress>
<account_volume>N/A</account_vol
ume>
<account_market_share>16.20%</ac
count_market_share>
<account_name>Asian Prop</accoun
t_name>
<account_type>P</account_type>
<account_drill>
<account_drill_details>
<query1>
<prior_a
lert_line>Firm Executions</prior_alert_line>
<query_i
d>CEE_MPM_executions</query_id>
<param1>
2009-02-25</param1>
<param2>
GB0005405286</param2>
<param3>
S</param3>
<param4>
Asian Prop</param4>
<param5>
2009-02-25 09:57:30</param5>
<param6/
>
<param7/
>
<param8/
>
</query1>
<query2>
<prior_a
lert_line>Market Ticks</prior_alert_line>
<query_i
d>CEE_MPM_market_trades</query_id>
<param1>
2009-02-25</param1>
<param2>
GB0005405286</param2>
<param3>
09:57:30</param3>
</query2>
</account_drill_details>
</account_drill>
</account>
</event_accounts>
</events>
<events>
<event_time>10:13:25</event_time>
<firm_volume>1,677,259</firm_volume>
<market_volume>9,700,933</market_volume>

<event_quantity>126,077</event_quantity>
<event_price>71.55</event_price>
<open_price>72.90</open_price>
<price_fluc>-1.02%</price_fluc>
<market_share>17.29%</market_share>
<side>Sell</side>
<currency>HKD</currency>
<event_accounts>
<account>
<account_id>Asian Prop</account_
id>
<account_key>352617652</account_
key>
<account_address>N/A</account_ad
dress>
<account_volume>N/A</account_vol
ume>
<account_market_share>17.29%</ac
count_market_share>
<account_name>Asian Prop</accoun
t_name>
<account_type>P</account_type>
<account_drill>
<account_drill_details>
<query1>
<prior_a
lert_line>Firm Executions</prior_alert_line>
<query_i
d>CEE_MPM_executions</query_id>
<param1>
2009-02-25</param1>
<param2>
GB0005405286</param2>
<param3>
S</param3>
<param4>
Asian Prop</param4>
<param5>
2009-02-25 09:57:30</param5>
<param6/
>
<param7/
>
<param8/
>
</query1>
<query2>
<prior_a
lert_line>Market Ticks</prior_alert_line>
<query_i
d>CEE_MPM_market_trades</query_id>
<param1>
2009-02-25</param1>
<param2>
GB0005405286</param2>
<param3>
09:57:30</param3>
</query2>
</account_drill_details>
</account_drill>

</account>
</event_accounts>
</events>
<events>
<event_time>10:13:33</event_time>
<firm_volume>1,708,778</firm_volume>
<market_volume>9,732,452</market_volume>
<event_quantity>31,519</event_quantity>
<event_price>71.55</event_price>
<open_price>72.90</open_price>
<price_fluc>-1.02%</price_fluc>
<market_share>17.56%</market_share>
<side>Sell</side>
<currency>HKD</currency>
<event_accounts>
<account>
<account_id>Asian Prop</account_
id>
<account_key>352617652</account_
key>
<account_address>N/A</account_ad
dress>
<account_volume>N/A</account_vol
ume>
<account_market_share>17.56%</ac
count_market_share>
<account_name>Asian Prop</accoun
t_name>
<account_type>P</account_type>
<account_drill>
<account_drill_details>
<query1>
<prior_a
lert_line>Firm Executions</prior_alert_line>
<query_i
d>CEE_MPM_executions</query_id>
<param1>
2009-02-25</param1>
<param2>
GB0005405286</param2>
<param3>
S</param3>
<param4>
Asian Prop</param4>
<param5>
2009-02-25 09:57:30</param5>
<param6/
>
<param7/
>
<param8/
>
</query1>
<query2>
<prior_a
lert_line>Market Ticks</prior_alert_line>
<query_i
d>CEE_MPM_market_trades</query_id>
<param1>
2009-02-25</param1>

<param2>
GB0005405286</param2>
<param3>
09:57:30</param3>
</query2>
</account_drill_details>
</account_drill>
</account>
</event_accounts>
</events>
<events>
<event_time>10:13:34</event_time>
<firm_volume>1,718,990</firm_volume>
<market_volume>9,742,664</market_volume>
<event_quantity>10,212</event_quantity>
<event_price>71.50</event_price>
<open_price>72.90</open_price>
<price_fluc>-1.09%</price_fluc>
<market_share>17.64%</market_share>
<side>Sell</side>
<currency>HKD</currency>
<event_accounts>
<account>
<account_id>Asian Prop</account_
id>
<account_key>352617652</account_
key>
<account_address>N/A</account_ad
dress>
<account_volume>N/A</account_vol
ume>
<account_market_share>17.64%</ac
count_market_share>
<account_name>Asian Prop</accoun
t_name>
<account_type>P</account_type>
<account_drill>
<account_drill_details>
<query1>
<prior_a
lert_line>Firm Executions</prior_alert_line>
<query_i
d>CEE_MPM_executions</query_id>
<param1>
2009-02-25</param1>
<param2>
GB0005405286</param2>
<param3>
S</param3>
<param4>
Asian Prop</param4>
<param5>
2009-02-25 09:57:30</param5>
<param6/
>
<param7/
>
<param8/
>
</query1>

<query2>
<prior_a
lert_line>Market Ticks</prior_alert_line>
<query_i
d>CEE_MPM_market_trades</query_id>
<param1>
2009-02-25</param1>
<param2>
GB0005405286</param2>
<param3>
09:57:30</param3>
</query2>
</account_drill_details>
</account_drill>
</account>
</event_accounts>
</events>
<events>
<event_time>10:13:54</event_time>
<firm_volume>1,745,781</firm_volume>
<market_volume>9,769,455</market_volume>
<event_quantity>26,791</event_quantity>
<event_price>71.50</event_price>
<open_price>72.90</open_price>
<price_fluc>-1.09%</price_fluc>
<market_share>17.87%</market_share>
<side>Sell</side>
<currency>HKD</currency>
<event_accounts>
<account>
<account_id>Asian Prop</account_
id>
<account_key>352617652</account_
key>
<account_address>N/A</account_ad
dress>
<account_volume>N/A</account_vol
ume>
<account_market_share>17.87%</ac
count_market_share>
<account_name>Asian Prop</accoun
t_name>
<account_type>P</account_type>
<account_drill>
<account_drill_details>
<query1>
<prior_a
lert_line>Firm Executions</prior_alert_line>
<query_i
d>CEE_MPM_executions</query_id>
<param1>
2009-02-25</param1>
<param2>
GB0005405286</param2>
<param3>
S</param3>
<param4>
Asian Prop</param4>
<param5>
2009-02-25 09:57:30</param5>

<param6/
>
<param7/
>
<param8/
>
</query1>
<query2>
<prior_a
lert_line>Market Ticks</prior_alert_line>
<query_i
d>CEE_MPM_market_trades</query_id>
<param1>
2009-02-25</param1>
<param2>
GB0005405286</param2>
<param3>
09:57:30</param3>
</query2>
</account_drill_details>
</account_drill>
</account>
</event_accounts>
</events>
<events>
<event_time>10:13:55</event_time>
<firm_volume>1,771,815</firm_volume>
<market_volume>9,795,489</market_volume>
<event_quantity>26,034</event_quantity>
<event_price>71.50</event_price>
<open_price>72.90</open_price>
<price_fluc>-1.09%</price_fluc>
<market_share>18.09%</market_share>
<side>Sell</side>
<currency>HKD</currency>
<event_accounts>
<account>
<account_id>Asian Prop</account_
id>
<account_key>352617652</account_
key>
<account_address>N/A</account_ad
dress>
<account_volume>N/A</account_vol
ume>
<account_market_share>18.09%</ac
count_market_share>
<account_name>Asian Prop</accoun
t_name>
<account_type>P</account_type>
<account_drill>
<account_drill_details>
<query1>
<prior_a
lert_line>Firm Executions</prior_alert_line>
<query_i
d>CEE_MPM_executions</query_id>
<param1>
2009-02-25</param1>
<param2>

GB0005405286</param2>
<param3>
S</param3>
<param4>
Asian Prop</param4>
<param5>
2009-02-25 09:57:30</param5>
<param6/
>
<param7/
>
<param8/
>
</query1>
<query2>
<prior_a
lert_line>Market Ticks</prior_alert_line>
<query_i
d>CEE_MPM_market_trades</query_id>
<param1>
2009-02-25</param1>
<param2>
GB0005405286</param2>
<param3>
09:57:30</param3>
</query2>
</account_drill_details>
</account_drill>
</account>
</event_accounts>
</events>
</intraday_event>
</intraday_events>
<related_instruments>
<related_instrument>
<events>
<Trade_date>2010-04-16</Trade_date>
<Instr_ID>36231765</Instr_ID>
<Instr_Desc>SWP DO Call 0005.HK 31122010</Instr_
Desc>
<Nominal_Amt>300,000,000</Nominal_Amt>
<Exp_date>2010-12-31</Exp_date>
<Counterparty>CS</Counterparty>
<Count_side>Short</Count_side>
<Feature>OTM KO</Feature>
<Feature_price>71.75</Feature_price>
</events>
<events>
<Trade_date>2010-04-16</Trade_date>
<Instr_ID>36231766</Instr_ID>
<Instr_Desc>SWP DI Rev Conv 0005.HK 16042011</In
str_Desc>
<Nominal_Amt>500,000,000</Nominal_Amt>
<Exp_date>2011-04-16</Exp_date>
<Counterparty>CS</Counterparty>
<Count_side>Long</Count_side>
<Feature>ITM KI</Feature>
<Feature_price>71.50</Feature_price>
</events>

</related_instrument>
</related_instruments>
<alert_scoring>
<score_details total_score="95">
<score>
<factor>Firm Market Share (Percent)</factor>
<value>18.09</value>
<score>30</score>
</score>
<score>
<factor>Firm Price Fluctuation (Percent)</factor
>
<value>1.09</value>
<score>15</score>
</score>
<score>
<factor>Relevant Related Instruments (HKD)</fact
or>
<value>800,000,000</value>
<score>50</score>
</score>
<score>
<factor>Prior Alerts by Security</factor>
<value>0</value>
<score>0</score>
</score>
</score_details>
</alert_scoring>
<participation_prev_days>
<participation_prev>
<participation>
<business_date>2010-05-06</business_date>
<side>Sell</side>
<firm_share>0.38%</firm_share>
<firm_volume>132,465</firm_volume>
<market_volume>34,859,144</market_volume>
<part_drill>
<part_drill_details>
<query1>
<prior_alert_line>132,46
5</prior_alert_line>
<query_id>CEE_MPM_firm_e
xecutions</query_id>
<param1>2009-02-25</para
m1>
<param2>GB0005405286</pa
ram2>
<param3>S</param3>
</query1>
</part_drill_details>
</part_drill>
<part_drill_1>
<part_drill_details_1>
<query2>
<prior_alert_line2>34,85
9,144</prior_alert_line2>
<query2_id>CEE_MPM_marke
t</query2_id>

<param_1>2009-02-25</par
am_1>
<param_2>GB0005405286</p
aram_2>
</query2>
</part_drill_details_1>
</part_drill_1>
</participation>
<participation>
<business_date>2010-05-05</business_date>
<side>Sell</side>
<firm_share>0.11%</firm_share>
<firm_volume>39,380</firm_volume>
<market_volume>35,799,927</market_volume>
<part_drill>
<part_drill_details>
<query1>
<prior_alert_line>39,380
</prior_alert_line>
<query_id>CEE_MPM_firm_e
xecutions</query_id>
<param1>2009-02-23</para
m1>
<param2>GB0005405286</pa
ram2>
<param3>S</param3>
</query1>
</part_drill_details>
</part_drill>
<part_drill_1>
<part_drill_details_1>
<query2>
<prior_alert_line2>35,79
9,927</prior_alert_line2>
<query2_id>CEE_MPM_marke
t</query2_id>
<param_1>2009-02-23</par
am_1>
<param_2>GB0005405286</p
aram_2>
</query2>
</part_drill_details_1>
</part_drill_1>
</participation>
</participation_prev>
</participation_prev_days>
<product_information>
<product>
<product_key>0005.HK</product_key>
<product_name>HSBC Holdings plc</product_name>
<product_description>HSBC Holdings plc</product_descript
ion>
<product_type>EQ - Equity</product_type>
<cusip>N/A</cusip>
<isin>GB0005405286</isin>
<sedol>N/A</sedol>
<call_put>N/A</call_put>
<strike_price>N/A</strike_price>
<maturity_date>N/A</maturity_date>

</product>
</product_information>
<thresholds_data>
<thresholds>
<threshold>
<threshold_name>Firm Fluctuation (Percent)</thre
shold_name>
<threshold_value>0.50</threshold_value>
</threshold>
<threshold>
<threshold_name>Firm Participation Share (Percen
t)</threshold_name>
<threshold_value>10.00</threshold_value>
</threshold>
<threshold>
<threshold_name>History Market Share to Display
(days)</threshold_name>
<threshold_value>2</threshold_value>
</threshold>
<threshold>
<threshold_name>Market Fluctuation (Percent)</th
reshold_name>
<threshold_value>1.00</threshold_value>
</threshold>
<threshold>
<threshold_name>Previous Alerts History Period (
in months)</threshold_name>
<threshold_value>6</threshold_value>
</threshold>
</thresholds>
</thresholds_data>
<prior_alerts>
<alert_history_details>
<query1>
<prior_alerts_line>Prior Alerts by Security and
Exchange</prior_alerts_line>
<query_id>CEE_MPM_prior_alerts</query_id>
<param1>2</param1>
<param2>GB0005405286</param2>
<param3>2009-02-25</param3>
<param4>2008-09-25</param4>
</query1>
</alert_history_details>
</prior_alerts>
<a_i>
<a_i_details>
<query1>
<prior_alerts_line>All Firm Executions on Other
Exchanges</prior_alerts_line>
<query_id>CEE_MPM_all_firm_executions</query_id>
<param6>2009-02-25</param6>
<param7>GB0005405286</param7>
</query1>
</a_i_details>
<a_i1_details>
<query1>
<prior_alerts_line>All Underlying Security Firm

Executions</prior_alerts_line>
<query_id>CEE_MPM_all_ul_firm_executions</query_
id>
<param9>2009-02-25</param9>
<param10>CH0009041895</param10>
</query1>
</a_i1_details>
<link_to_news>
<news>
<prior_alert_line>Link to Graph</prior_alert_lin
e>
<query_id>app_gui_items/graphs/CH0009041895_2009
0225.html</query_id>
</news>
</link_to_news>
<market_data>
<query>
<prior_alert_line>Drill to Market Data Trades</p
rior_alert_line>
<query_id>marketDataIntradayTrades</query_id>
<business_date>2009-02-25</business_date>
<security>GB0005405286</security>
</query>
</market_data>
</a_i>
</alert>,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,0,Megan,Global,29442,3280190,32
80190,0,1,1,2011-06-10 18:00:35.927000000,1,,,,2010-12-09 19:44:54.857000000,,95
,EQM_MPM/V_3_3/HK,0,0,,17368,2004,0,1,,,0,,,,,,0,,,,
5439,,2007-12-21 02:04:10,,14,3,0,CIC_ITN Front Running - Market Event,TC\33743.
xml,,,4260213059,,,,,,,equities,TRD-002,,CUR,,TRD-001,,,,,,,Carol Lopez,,,,,,100
4,,,,,,,,,,,,,1,Megan,Global,29442,3280190,,0,1,1,2011-06-10 18:10:39.423000000,
1,2010-12-23 11:32:57.283000000,29442,2010-12-23 11:32:57.283000000,2006-04-26 1
0:23:08.343000000,4207,100,TC,0,0,,33743,423,,1,,,0,,,,,,0,,,,
8632,,2010-05-31 00:00:00,,,3,0,,<?xml version="1.0" encoding="UTF-8" standalone
="no"?>
<alert>
<alert_details>
<alert_id>MCG_17369</alert_id>
<alert_score>100</alert_score>
<alert_business_date>2010-05-31</alert_business_date>
<alert_create_date>2010-05-31</alert_create_date>
</alert_details>
<title>
<alert_title>Marking the Close TAIFEX</alert_title>
</title>
<alert_overview>
<overview>
<model_desc>This model is designed to Identify trades th
at are affected at or near the close for the purpose of influencing the closing
price.</model_desc>
<alert_desc>Trade Date: 2010-05-31; Exchange: TAIFEX; Se
curity: TE; Near Close Price Fluctuation: 1.14%; Trader Nigel Porter had the f
ollowing activity during the 60 seconds before the close: - Execution Volume Nea
r the Close: 45 - Market Volume Near the Close: 150 - Market Participation Share
: 30.00% - Ratio of NCT / Full day per sec.: 33.31, This activity has prevented
a loss of NT$162,500,000 on a related Structured Note </alert_desc>
</overview>
</alert_overview>
<list_section1 display="block" title="Product Details">
<list colPerRow="3">

<nv_pair>
<name>Product ID:</name>
<value>TE June 2010</value>
<attributes/>
</nv_pair>
<nv_pair>
<name>Symbol:</name>
<value>TEM10</value>
<attributes/>
</nv_pair>
<nv_pair>
<name>Description:</name>
<value>Taiwan Stock Exchange Electronic Sector I
ndex June 2010 Future</value>
<attributes/>
</nv_pair>
<nv_pair>
<name>Isin:</name>
<value>N/A</value>
<attributes/>
</nv_pair>
<nv_pair>
<name>Product Type:</name>
<value>Future</value>
<attributes/>
</nv_pair>
<nv_pair>
<name>Product Sub Type:</name>
<value>Index Future</value>
<attributes/>
</nv_pair>
<nv_pair>
<name>Maturity Date:</name>
<value>16 June 2010</value>
<attributes/>
</nv_pair>
<nv_pair>
<name>Call/Put:</name>
<value>N/A</value>
<attributes/>
</nv_pair>
<nv_pair>
<name>Strike Price:</name>
<value>N/A</value>
<attributes/>
</nv_pair>
</list>
</list_section1>
<list_section2 display="block" title="Near the Close Analysis during Loo
k Back Period">
<list colPerRow="3">
<nv_pair>
<name>Trade Date:</name>
<value>2010-05-31</value>
<attributes/>
</nv_pair>
<nv_pair>
<name>NCT Start:</name>
<value>13:44:00</value>
<attributes/>

</nv_pair>
<nv_pair>
<name>NCT End:</name>
<value>13:45:00</value>
<attributes/>
</nv_pair>
<nv_pair>
<name>Market Volume:</name>
<value>150</value>
<attributes/>
</nv_pair>
<nv_pair>
<name>Trader Volume:</name>
<value>45</value>
<attributes/>
</nv_pair>
<nv_pair>
<name>% of Mkt Vol:</name>
<value>30.00%</value>
<attributes/>
</nv_pair>
<nv_pair>
<name>Price at start of Near Close:</name>
<value>NT$298.05</value>
<attributes/>
</nv_pair>
<nv_pair>
<name>Last Trade Price:</name>
<value>NT$301.45</value>
<attributes/>
</nv_pair>
<nv_pair>
<name>Settlement Price:</name>
<value>NT$301.30</value>
<attributes/>
</nv_pair>
<nv_pair>
<name>% Change:</name>
<value>1.14%</value>
<attributes/>
</nv_pair>
<nv_pair>
<name>NCT Volume Per Sec.:</name>
<value>0.75000</value>
<attributes/>
</nv_pair>
<nv_pair>
<name>Full Day Volume Per Sec.:</name>
<value>0.022516</value>
<attributes/>
</nv_pair>
<nv_pair>
<name>Ratio:</name>
<value>33.31</value>
<attributes/>
</nv_pair>
</list>
</list_section2>
<list_section3 display="none" title="">
<list colPerRow="1">

<nv_pair>
<name/>
<value/>
<attributes/>
</nv_pair>
</list>
</list_section3>
<list_section4 display="none" title="">
<list colPerRow="1">
<nv_pair>
<name/>
<value/>
<attributes/>
</nv_pair>
</list>
</list_section4>
<list_section5 display="none" title="">
<list colPerRow="1">
<nv_pair>
<name/>
<value/>
<attributes/>
</nv_pair>
</list>
</list_section5>
<grid_section1 display="block" title="Executions (Near the Close)">
<grid>
<name_row>
<column>
<name>Trade ID</name>
</column>
<column>
<name>Trade Date Time</name>
</column>
<column>
<name>Side</name>
</column>
<column>
<name>Quantity</name>
</column>
<column>
<name>Price</name>
</column>
<column>
<name>Amount</name>
</column>
<column>
<name>Instrument</name>
</column>
</name_row>
<value_row>
<column>
<value>112826951</value>
</column>
<column>
<value>2010-05-31 13:44:09</value>
</column>
<column>
<value>B</value>
</column>

<column>
<value>25</value>
</column>
<column>
<value>NT$300.00</value>
</column>
<column>
<value>NT$30,000,000</value>
</column>
<column>
<value>TEM10</value>
</column>
</value_row>
<value_row>
<column>
<value>112826856</value>
</column>
<column>
<value>2010-05-31 13:44:29</value>
</column>
<column>
<value>B</value>
</column>
<column>
<value>5</value>
</column>
<column>
<value>NT$300.50</value>
</column>
<column>
<value>NT$6,010,000</value>
</column>
<column>
<value>TEM10</value>
</column>
</value_row>
<value_row>
<column>
<value>112826863</value>
</column>
<column>
<value>2010-05-31 13:44:50</value>
</column>
<column>
<value>B</value>
</column>
<column>
<value>15</value>
</column>
<column>
<value>NT$301.7</value>
</column>
<column>
<value>NT$18,102,000</value>
</column>
<column>
<value>TEM10</value>
</column>
</value_row>
<col_attribute>

<column>
<attributes/>
</column>
<column>
<attributes/>
</column>
<column>
<attributes/>
</column>
<column>
<attributes>valueAlign=right;</attribute
s>
</column>
<column>
<attributes>valueAlign=right;</attribute
s>
</column>
<column>
<attributes>valueAlign=right;</attribute
s>
</column>
<column>
<attributes/>
</column>
</col_attribute>
</grid>
</grid_section1>
<grid_section2 display="block" title="Related Structured Note">
<grid>
<name_row>
<column>
<name>Principal Amount</name>
</column>
<column>
<name>Maturity</name>
</column>
<column>
<name>Coupon</name>
</column>
<column>
<name>Redemption</name>
</column>
</name_row>
<value_row>
<column>
<value>NT$ 5BN</value>
</column>
<column>
<value>31 May 2010</value>
</column>
<column>
<value>Overnight Interbank Call - Loan R
ate + 75bp</value>
</column>
<column>
<value>100 - (NT$300 - Settlement Daily
Settlement Price as published by Taifex on 31 May 2010)</value>
</column>
</value_row>

<col_attribute>
<column>
<attributes>valueAlign=left;</attributes
>
</column>
<column>
<attributes>valueAlign=left;</attributes
>
</column>
<column>
<attributes>valueAlign=left;</attributes
>
</column>
<column>
<attributes>valueAlign=left;</attributes
>
</column>
</col_attribute>
</grid>
</grid_section2>
<grid_section3 display="none" title="">
<grid>
<name_row>
<column>
<name/>
</column>
</name_row>
<value_row>
<column>
<value/>
</column>
</value_row>
<col_attribute>
<column>
<attributes/>
</column>
</col_attribute>
</grid>
</grid_section3>
<thresholds_section>
<threshold_set>
<thresholds>
<threshold_name>Prior Alerts Look Back Period</t
hreshold_name>
<threshold_value>180</threshold_value>
</thresholds>
<thresholds>
<threshold_name>Near Close Time (Seconds)</thres
hold_name>
<threshold_value>60</threshold_value>
</thresholds>
<thresholds>
<threshold_name>Near Close Price Fluctation (%)<
/threshold_name>
<threshold_value>0.5%</threshold_value>
</thresholds>
<thresholds>
<threshold_name>Market Participation Share (%)</

threshold_name>
<threshold_value>10.00%</threshold_value>
</thresholds>
<thresholds>
<threshold_name>Ratio Of Near Close From Full Da
y (Volume per Sec)</threshold_name>
<threshold_value>2</threshold_value>
</thresholds>
</threshold_set>
</thresholds_section>
<score_section>
<score_details total_score="100">
<scoring>
<factor>Market Participation Share during closin
g period</factor>
<value>30.00%</value>
<score>30</score>
</scoring>
</score_details>
<score_details total_score="100">
<scoring>
<factor>Near Close activity from full day</facto
r>
<value>33.31</value>
<score>45</score>
</scoring>
</score_details>
<score_details total_score="100">
<scoring>
<factor>Number of executions</factor>
<value>3</value>
<score>10</score>
</scoring>
</score_details>
<score_details total_score="100">
<scoring>
<factor>Near Close Price Fluctuation</factor>
<value>1.14%</value>
<score>15</score>
</scoring>
</score_details>
<score_details total_score="100">
<scoring>
<factor>Loss Avoided on linked Structured Produc
t</factor>
<value>NT$162,500,000</value>
<score>15</score>
</scoring>
</score_details>
<score_details total_score="100">
<scoring>
<factor>Prior Alerts by Trader</factor>
<value>0</value>
<score>0</score>
</scoring>
</score_details>
</score_section>
<prior_alert_section1>
<alert_history_details1>
<query1>

<prior_alert_line>Previous Alerts for Trader</pr

ior_alert_line>
<query_id>_DWA_ACT_CDD_previous_alerts</query_id
>
<param1>4260213059</param1>
<param2>2009-01-20</param2>
</query1>
</alert_history_details1>
<alert_history_details2>
<query1>
<prior_alert_line>Previous Alerts for Product</p
rior_alert_line>
<query_id>MCG_priorAlerts</query_id>
<param1>17</param1>
<param2>2009-01-20</param2>
<param3>p13</param3>
<param4>GB0008706128____2</param4>
</query1>
</alert_history_details2>
</prior_alert_section1>
<prior_alert_section2>
<alert_history_details1>
<query1>
<prior_alert_line>Previous Alerts for Product</p
rior_alert_line>
<query_id>MCG_priorAlerts</query_id>
<param1>17</param1>
<param2>2009-01-20</param2>
<param3>p13</param3>
<param4>GB0008706128____2</param4>
</query1>
</alert_history_details1>
</prior_alert_section2>
<additionalInfo>
<link_to_news>
<news>
<prior_alert_line>Link to Termsheet</prior_alert
_line>
<query_id>http://192.168.78.10:8080/rcm/termshee
t.docx</query_id>
</news>
</link_to_news>
<market_data>
<query>
<prior_alert_line>Drill to Market Data Trades</p
rior_alert_line>
<query_id>marketDataIntradayTrades</query_id>
<business_date>2009-01-20</business_date>
<security>GB0008706128____2</security>
</query>
</market_data>
</additionalInfo>
<empty/>
<empty/>
</alert>,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,0,,Global,,3280190,3280190,0,1,
0,2011-03-25 10:21:53.857000000,29442,,,,2010-12-09 20:23:58.477000000,,100,MCG,
0,0,,MCG_17369,2006,0,1,,,0,,,,,,0,,,,
6324,,2010-03-31 00:00:00,20096,3,3,0,,\TC\UNTESTED\TC-IAP-0001.xml,,,,,,,,,,,,,
,,,,,,,,,,,,,,,,,,,,,,,,,,,,0,Megan,Global,29442,3280190,3280190,0,1,1,2011-03-2
5 10:09:46.480000000,1,2008-10-06 13:31:15,20049,,2008-05-19 10:29:52,,100,TC/UN

TESTED/IAP_package_XSL/4.0.7,0,1,,TCP-IAP-0001,898,0,1,,3,0,,,,,,0,,,,