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+ August 28, 2013 69 EUR $ 91 87 USD $ 87 1.2609 $ (4)<br />
DEUTSCHE BANK AG ............... A+ August 28, 2013 160 EUR 212 201 USD 201 1.2569 (11)<br />
DEUTSCHE BANK AG ............... A+ August 28, 2013 390 EUR 516 490 USD 490 1.2569 (26)<br />
DEUTSCHE BANK AG ............... A+ August 29, 2013 326 EUR 431 412 USD 412 1.2648 (19)<br />
DEUTSCHE BANK AG ............... A+ September 4, 2013 301 EUR 398 380 USD 380 1.2635 (18)<br />
DEUTSCHE BANK AG ............... A+ September 20, 2013 380 EUR 503 502 USD 502 1.3215 (1)<br />
DEUTSCHE BANK AG ............... A+ September 23, 2013 99 EUR 131 130 USD 130 1.3098 (1)<br />
DEUTSCHE BANK AG ............... A+ September 30, 2013 1,163 EUR 1,539 1,500 USD 1,500 1.2899 (39)<br />
DEUTSCHE BANK AG ............... A+ October 7, 2013 278 EUR 369 361 USD 361 1.2948 (8)<br />
DEUTSCHE BANK AG ............... A+ October 15, 2013 40 EUR 53 52 USD 52 1.2984 (1)<br />
DEUTSCHE BANK AG ............... A+ October 23, 2013 664 USD 665 2,060 MYR 662 3.1005 (3)<br />
DEUTSCHE BANK AG ............... A+ October 31, 2013 610 EUR 808 789 USD 790 1.2942 (18)<br />
DEUTSCHE BANK AG ............... A+ November 4, 2013 115 EUR 153 151 USD 151 1.3050 (2)<br />
DEUTSCHE BANK AG ............... A+ November 7, 2013 111 EUR 148 144 USD 144 1.2877 (4)<br />
DEUTSCHE BANK AG ............... A+ November 14, 2013 300 EUR 398 394 USD 395 1.3132 (3)<br />
DEUTSCHE BANK AG ............... A+ November 15, 2013 95 EUR 127 121 USD 122 1.2766 (5)<br />
DEUTSCHE BANK AG ............... A+ November 19, 2013 28 EUR 37 36 USD 36 1.2848 (1)<br />
DEUTSCHE BANK AG ............... A+ November 19, 2013 80 USD 80 249 MYR 80 3.1160 —<br />
DEUTSCHE BANK AG ............... A+ December 13, 2013 500 EUR 664 652 USD 654 1.3048 (10)<br />
HSBC BANK PLC ................... AA- February 8, 2013 458 USD 456 23,340 INR 420 50.9090 (36)<br />
HSBC BANK PLC ................... AA- March 4, 2013 296 USD 295 16,385 INR 294 55.3265 (1)<br />
HSBC BANK PLC ................... AA- March 11, 2013 50 USD 50 2,788 INR 50 55.2353 —<br />
HSBC BANK PLC ................... AA- March 13, 2013 128 USD 127 7,040 INR 126 55.0861 (1)<br />
HSBC BANK PLC ................... AA- April 3, 2013 1,000 USD 996 54,050 INR 964 54.0500 (32)<br />
HSBC BANK PLC ................... AA- October 24, 2013 443 USD 443 1,374 MYR 441 3.1010 (2)<br />
JPMORGAN CHASE BANK, N.A. ....... A+ January 15, 2013 432 USD 430 23,250 INR 420 53.7730 (10)<br />
JPMORGAN CHASE BANK, N.A. ....... A+ January 16, 2013 1,352 USD 1,344 72,105 INR 1,302 53.3200 (42)<br />
JPMORGAN CHASE BANK, N.A. ....... A+ January 31, 2013 514 USD 511 27,080 INR 487 52.6800 (24)<br />
JPMORGAN CHASE BANK, N.A. ....... A+ March 19, 2013 262 USD 261 320 SGD 261 1.2208 —<br />
JPMORGAN CHASE BANK, N.A. ....... A+ March 21, 2013 1,000 USD 995 55,600 INR 993 55.6000 (2)<br />
JPMORGAN CHASE BANK, N.A. ....... A+ April 16, 2013 275 USD 274 15,009 INR 267 54.5221 (7)<br />
JPMORGAN CHASE BANK, N.A. ....... A+ April 18, 2013 269 USD 268 14,733 INR 262 54.7089 (6)<br />
JPMORGAN CHASE BANK, N.A. ....... A+ April 22, 2013 135 USD 134 7,360 INR 131 54.5763 (3)<br />
JPMORGAN CHASE BANK, N.A. ....... A+ April 29, 2013 160 USD 159 8,900 INR 158 55.7351 (1)<br />
JPMORGAN CHASE BANK, N.A. ....... A+ April 30, 2013 133 USD 133 7,414 INR 132 55.8468 (1)<br />
JPMORGAN CHASE BANK, N.A. ....... A+ May 23, 2013 20 EUR 26 25 USD 25 1.2828 (1)<br />
JPMORGAN CHASE BANK, N.A. ....... A+ June 5, 2013 1,520 USD 1,515 1,854 SGD 1,514 1.2203 (1)<br />
JPMORGAN CHASE BANK, N.A. ....... A+ August 6, 2013 117 EUR 155 143 USD 143 1.2226 (12)<br />
JPMORGAN CHASE BANK, N.A. ....... A+ October 18, 2013 98 USD 98 305 MYR 98 3.1065 —<br />
JPMORGAN CHASE BANK, N.A. ....... A+ November 12, 2013 210 EUR 278 269 USD 269 1.2805 (9)<br />
JPMORGAN CHASE BANK, N.A. ....... A+ November 20, 2013 94 EUR 125 120 USD 121 1.2766 (4)<br />
UBS AG .......................... A January 29, 2013 87,341 USD 86,806 86,782 CAD 86,782 0.9936 (24)<br />
UBS AG .......................... A February 28, 2013 18,315 USD 18,214 18,100 CAD 18,100 0.9882 (114)<br />
UBS AG .......................... A August 22, 2013 350 EUR 463 433 USD 433 1.2377 (30)<br />
UBS AG .......................... A August 26, 2013 2,398 EUR 3,168 3,000 USD 2,997 1.2512 (171)<br />
UBS AG .......................... A September 17, 2013 294 EUR 389 380 USD 380 1.2938 (9)<br />
UBS AG .......................... A September 20, 2013 534 EUR 707 706 USD 706 1.3217 (1)<br />
The accompanying notes are an integral part of these financial statements.<br />
96 Franklin <strong>Templeton</strong> Investments Funds
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