printmgr file - Templeton
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Franklin Strategic Income Fund<br />
STATEMENT OF INVESTMENTS As at December 31, 2012 (Continued)<br />
SCHEDULE OF DERIVATIVE INSTRUMENTS (As at December 31, 2012) (Continued)<br />
FORWARD FOREIGN EXCHANGE CONTRACTS (Continued)<br />
Credit<br />
Rating Settlement Date<br />
Currency<br />
to be Delivered<br />
Par Value<br />
In Canadian Dollars<br />
Currency<br />
to be Received<br />
Par Value<br />
In Canadian Dollars<br />
Contract<br />
Price<br />
Unrealized<br />
Gain (Loss)<br />
Counterparty<br />
(000s) (000s) (000s) (000s) (000s)<br />
DEUTSCHE BANK AG ............. A+ October 16, 2013 47 USD $ 48 1,965 PHP $ 49 41.6190 $ 1<br />
HSBC BANK PLC ................. AA- March 19, 2013 405 USD 403 512 SGD 417 1.2637 14<br />
HSBC BANK PLC ................. AA- March 21, 2013 307 USD 306 385 SGD 314 1.2544 8<br />
HSBC BANK PLC ................. AA- April 11, 2013 99 USD 99 4,118 PHP 100 41.5410 1<br />
HSBC BANK PLC ................. AA- April 15, 2013 79 USD 79 3,277 PHP 80 41.4779 1<br />
HSBC BANK PLC ................. AA- April 16, 2013 143 EUR 188 189 USD 188 1.3230 —<br />
HSBC BANK PLC ................. AA- October 4, 2013 162 USD 162 6,741 PHP 164 41.7141 2<br />
HSBC BANK PLC ................. AA- October 7, 2013 242 USD 242 10,050 PHP 244 41.5891 2<br />
HSBC BANK PLC ................. AA- October 11, 2013 139 USD 140 5,797 PHP 141 41.5609 1<br />
HSBC BANK PLC ................. AA- November 20, 2013 48 USD 48 151 MYR 48 3.1212 —<br />
JPMORGAN CHASE BANK, N.A. ..... A+ January 15, 2013 22 USD 22 927 PHP 22 41.4784 —<br />
JPMORGAN CHASE BANK, N.A. ..... A+ January 31, 2013 27,080 INR 488 492 USD 489 0.0182 1<br />
JPMORGAN CHASE BANK, N.A. ..... A+ February 8, 2013 288 USD 286 144,900 CLP 299 503.9001 13<br />
JPMORGAN CHASE BANK, N.A. ..... A+ April 10, 2013 64 USD 64 2,654 PHP 65 41.4960 1<br />
JPMORGAN CHASE BANK, N.A. ..... A+ April 23, 2013 36 EUR 48 48 USD 48 1.3234 —<br />
JPMORGAN CHASE BANK, N.A. ..... A+ April 29, 2013 463 USD 461 234,301 CLP 480 506.3997 19<br />
JPMORGAN CHASE BANK, N.A. ..... A+ May 6, 2013 1,072 USD 1,068 45,680 PHP 1,107 42.5930 39<br />
JPMORGAN CHASE BANK, N.A. ..... A+ May 6, 2013 41,000 PHP 994 1,000 USD 996 0.0244 2<br />
JPMORGAN CHASE BANK, N.A. ..... A+ August 20, 2013 571 USD 570 286,135 CLP 579 501.0003 9<br />
JPMORGAN CHASE BANK, N.A. ..... A+ September 19, 2013 262 USD 263 321 SGD 263 1.2232 —<br />
JPMORGAN CHASE BANK, N.A. ..... A+ October 11, 2013 79 USD 79 3,293 PHP 80 41.5410 1<br />
UBS AG ........................ A March 1, 2013 1,110 EUR 1,458 1,496 USD 1,488 1.3476 30<br />
UBS AG ........................ A March 28, 2013 60,292 USD 59,998 60,000 CAD 60,000 0.9952 2<br />
Total Number of Contracts .. .. 88 $1,615<br />
BARCLAYS BANK PLC ............. A+ January 11, 2013 199 EUR 260 254 USD 252 1.2796 (8)<br />
BARCLAYS BANK PLC ............. A+ January 22, 2013 1,457 EUR 1,912 1,859 USD 1,848 1.2760 (64)<br />
BARCLAYS BANK PLC ............. A+ January 28, 2013 697 EUR 914 909 USD 903 1.3039 (11)<br />
BARCLAYS BANK PLC ............. A+ March 28, 2013 37,394 USD 37,212 37,200 CAD 37,200 0.9948 (12)<br />
BARCLAYS BANK PLC ............. A+ April 19, 2013 130 EUR 171 171 USD 170 1.3152 (1)<br />
BARCLAYS BANK PLC ............. A+ April 25, 2013 682 EUR 897 888 USD 884 1.3022 (13)<br />
BARCLAYS BANK PLC ............. A+ August 1, 2013 206 EUR 271 253 USD 252 1.2300 (19)<br />
BARCLAYS BANK PLC ............. A+ August 20, 2013 1,416 EUR 1,871 1,753 USD 1,751 1.2379 (120)<br />
BARCLAYS BANK PLC ............. A+ August 23, 2013 132 EUR 174 165 USD 165 1.2522 (9)<br />
BARCLAYS BANK PLC ............. A+ August 23, 2013 220 EUR 291 276 USD 276 1.2522 (15)<br />
BARCLAYS BANK PLC ............. A+ August 26, 2013 1,159 EUR 1,531 1,452 USD 1,450 1.2528 (81)<br />
BARCLAYS BANK PLC ............. A+ September 10, 2013 114 EUR 150 144 USD 144 1.2660 (6)<br />
BARCLAYS BANK PLC ............. A+ September 12, 2013 111 EUR 146 142 USD 142 1.2837 (4)<br />
BARCLAYS BANK PLC ............. A+ September 16, 2013 316 EUR 418 409 USD 409 1.2946 (9)<br />
BARCLAYS BANK PLC ............. A+ September 19, 2013 74 EUR 98 97 USD 98 1.3173 —<br />
BARCLAYS BANK PLC ............. A+ September 24, 2013 180 EUR 238 234 USD 234 1.2998 (4)<br />
BARCLAYS BANK PLC ............. A+ October 11, 2013 1,386 EUR 1,835 1,802 USD 1,803 1.3005 (32)<br />
BARCLAYS BANK PLC ............. A+ October 25, 2013 89 EUR 118 116 USD 116 1.3044 (2)<br />
BARCLAYS BANK PLC ............. A+ November 5, 2013 218 EUR 289 283 USD 284 1.3018 (5)<br />
DEUTSCHE BANK AG ............. A+ January 17, 2013 84 EUR 110 110 USD 109 1.3066 (1)<br />
DEUTSCHE BANK AG ............. A+ January 24, 2013 93 EUR 122 121 USD 120 1.2975 (2)<br />
DEUTSCHE BANK AG ............. A+ January 28, 2013 94 EUR 123 123 USD 122 1.3125 (1)<br />
The accompanying notes are an integral part of these financial statements.<br />
94 Franklin <strong>Templeton</strong> Investments Funds
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