printmgr file - Templeton
printmgr file - Templeton
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+ January 28, 2013 197 EUR $ 258 256 USD $ 254 1.2992 $ (4)<br />
DEUTSCHE BANK AG ............... A+ January 28, 2013 600 EUR 787 780 USD 775 1.3003 (12)<br />
DEUTSCHE BANK AG ............... A+ January 29, 2013 29,400 CAD 29,400 29,438 USD 29,258 1.0013 (142)<br />
DEUTSCHE BANK AG ............... A+ January 29, 2013 114,048 USD 113,350 113,300 CAD 113,300 0.9934 (50)<br />
DEUTSCHE BANK AG ............... A+ January 30, 2013 759 EUR 996 1,000 USD 994 1.3172 (2)<br />
DEUTSCHE BANK AG ............... A+ January 30, 2013 1,913 EUR 2,510 2,520 USD 2,505 1.3172 (5)<br />
DEUTSCHE BANK AG ............... A+ February 7, 2013 168 GBP 272 264 USD 263 1.5710 (9)<br />
DEUTSCHE BANK AG ............... A+ February 7, 2013 105,000 CLP 217 200 USD 199 0.0019 (18)<br />
DEUTSCHE BANK AG ............... A+ February 7, 2013 112,500 CLP 232 228 USD 227 0.0020 (5)<br />
DEUTSCHE BANK AG ............... A+ March 4, 2013 154 USD 154 8,529 INR 153 55.3364 (1)<br />
DEUTSCHE BANK AG ............... A+ March 4, 2013 455 USD 453 343 EUR 451 0.7547 (2)<br />
DEUTSCHE BANK AG ............... A+ March 7, 2013 189 USD 188 10,444 INR 187 55.3289 (1)<br />
DEUTSCHE BANK AG ............... A+ March 11, 2013 51 USD 51 2,828 INR 51 55.3500 —<br />
DEUTSCHE BANK AG ............... A+ March 18, 2013 128 USD 128 7,078 INR 127 55.1878 (1)<br />
DEUTSCHE BANK AG ............... A+ March 18, 2013 700 EUR 920 916 USD 912 1.3089 (8)<br />
DEUTSCHE BANK AG ............... A+ March 20, 2013 116 USD 115 6,447 INR 115 55.6289 —<br />
DEUTSCHE BANK AG ............... A+ March 21, 2013 398 EUR 523 524 USD 522 1.3185 (1)<br />
DEUTSCHE BANK AG ............... A+ March 28, 2013 84,136 USD 83,726 83,200 CAD 83,200 0.9889 (526)<br />
DEUTSCHE BANK AG ............... A+ April 11, 2013 111 EUR 146 147 USD 146 1.3180 —<br />
DEUTSCHE BANK AG ............... A+ April 11, 2013 133 EUR 175 175 USD 174 1.3117 (1)<br />
DEUTSCHE BANK AG ............... A+ April 12, 2013 192 USD 191 10,421 INR 186 54.3165 (5)<br />
DEUTSCHE BANK AG ............... A+ April 15, 2013 409 USD 407 22,346 INR 398 54.6870 (9)<br />
DEUTSCHE BANK AG ............... A+ April 15, 2013 22,346 INR 398 388 USD 387 0.0174 (11)<br />
DEUTSCHE BANK AG ............... A+ April 17, 2013 289 GBP 468 459 USD 457 1.5870 (11)<br />
DEUTSCHE BANK AG ............... A+ April 22, 2013 95 USD 94 5,180 INR 92 54.6465 (2)<br />
DEUTSCHE BANK AG ............... A+ April 30, 2013 1,023 USD 1,019 1,247 SGD 1,017 1.2191 (2)<br />
DEUTSCHE BANK AG ............... A+ May 2, 2013 195 EUR 257 255 USD 255 1.3099 (2)<br />
DEUTSCHE BANK AG ............... A+ May 2, 2013 222 GBP 359 359 USD 357 1.6146 (2)<br />
DEUTSCHE BANK AG ............... A+ May 8, 2013 133,000 CLP 272 267 USD 266 0.0020 (6)<br />
DEUTSCHE BANK AG ............... A+ May 8, 2013 245,000 CLP 501 498 USD 496 0.0020 (5)<br />
DEUTSCHE BANK AG ............... A+ May 13, 2013 429 EUR 565 557 USD 556 1.2992 (9)<br />
DEUTSCHE BANK AG ............... A+ May 17, 2013 995 GBP 1,610 1,590 USD 1,584 1.5978 (26)<br />
DEUTSCHE BANK AG ............... A+ June 20, 2013 500 USD 499 242,675 CLP 494 485.3500 (5)<br />
DEUTSCHE BANK AG ............... A+ June 27, 2013 383 EUR 505 481 USD 480 1.2552 (25)<br />
DEUTSCHE BANK AG ............... A+ June 28, 2013 107 EUR 141 134 USD 134 1.2559 (7)<br />
DEUTSCHE BANK AG ............... A+ July 5, 2013 7,336 EUR 9,674 9,277 USD 9,254 1.2646 (420)<br />
DEUTSCHE BANK AG ............... A+ July 9, 2013 193 EUR 255 241 USD 240 1.2460 (15)<br />
DEUTSCHE BANK AG ............... A+ July 12, 2013 92 GBP 149 142 USD 142 1.5490 (7)<br />
DEUTSCHE BANK AG ............... A+ July 23, 2013 191 EUR 253 236 USD 236 1.2336 (17)<br />
DEUTSCHE BANK AG ............... A+ July 25, 2013 109 EUR 144 134 USD 133 1.2214 (11)<br />
DEUTSCHE BANK AG ............... A+ July 25, 2013 206 EUR 272 251 USD 251 1.2202 (21)<br />
DEUTSCHE BANK AG ............... A+ July 26, 2013 96 EUR 126 116 USD 116 1.2139 (10)<br />
DEUTSCHE BANK AG ............... A+ July 29, 2013 1,970 EUR 2,601 2,401 USD 2,397 1.2187 (204)<br />
DEUTSCHE BANK AG ............... A+ July 30, 2013 391 GBP 633 612 USD 611 1.5673 (22)<br />
DEUTSCHE BANK AG ............... A+ July 31, 2013 381 EUR 503 471 USD 471 1.2379 (32)<br />
DEUTSCHE BANK AG ............... A+ August 22, 2013 1 EUR 1 1 USD 1 1.2595 —<br />
DEUTSCHE BANK AG ............... A+ August 28, 2013 5 EUR 7 7 USD 7 1.2569 —<br />
The accompanying notes are an integral part of these financial statements.<br />
Franklin <strong>Templeton</strong> Investments Funds 95
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