schedule of investments fiscal year 2011 - State of Wisconsin ...
schedule of investments fiscal year 2011 - State of Wisconsin ...
schedule of investments fiscal year 2011 - State of Wisconsin ...
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FINANCIAL FUTURES CONTRACTS<br />
CORE RETIREMENT INVESTMENT FUND AS OF JUNE 30, <strong>2011</strong><br />
NAME MATURITY COST FAIR VALUE<br />
3 MONTH EUROYEN TIFFE........................................................................................... DEC 11 - SEP 12 (170)<br />
90 DAY BANK ACCEPTED BILL................................................................................... DEC 11 - JUN 12 (233)<br />
90 DAY STERLING LIBOR............................................................................................. DEC 11 - SEP 12 (40)<br />
AUSTRALIAN 10 YEAR BOND ..................................................................................... SEP 11 (49,567)<br />
AUSTRALIAN 3 YEAR BOND ....................................................................................... SEP 11 2,051<br />
CANADIAN 10 YEAR BOND ......................................................................................... SEP 11 (15,584)<br />
EURO BUXL 30 YEAR BOND ....................................................................................... SEP 11 (77,045)<br />
EURO BOBL..................................................................................................................... SEP 11 145,289<br />
EURO BUND ................................................................................................................... SEP 11 8,757<br />
EURO SCHATZ ............................................................................................................... SEP 11 337,699<br />
JAPANESE 10 YEAR MINI BOND................................................................................. SEP 11 28,727<br />
UK LONG GILT ............................................................................................................... SEP 11 6,984<br />
US 10 YEAR NOTE ......................................................................................................... SEP 11 (111,258)<br />
US 2 YEAR TREASURY NOTE...................................................................................... SEP 11 (172,735)<br />
US 5 YEAR TREASURY NOTE ..................................................................................... SEP 11 11,273<br />
US TREASURY BOND ................................................................................................... SEP 11 (14,313)<br />
US ULTRA BOND ........................................................................................................... SEP 11 (423,656)<br />
DOW JONES EURO STOXX 50 INDEX......................................................................... SEP 11 5,670,378<br />
DOW JONES E-MINI GLOBEX....................................................................................... SEP 11 106,728<br />
FTSE 100 INDEX.............................................................................................................. SEP 11 3,095,332<br />
MSCI EAFE INDEX.......................................................................................................... SEP 11 59,610<br />
RUSSELL 2000 E-MINI INDEX ...................................................................................... SEP 11 5,484,980<br />
S&P 500 E-MINI INDEX ................................................................................................. SEP 11 13,823,124<br />
S&P MID 400 E-MINI INDEX.......................................................................................... SEP 11 1,568,525<br />
S&P/TSE 60 INDEX ........................................................................................................ SEP 11 640,582<br />
SPI 200 INDEX ................................................................................................................ SEP 11 653,655<br />
TOPIX INDEX ................................................................................................................. SEP 11 5,079,941<br />
TOTAL FINANCIAL FUTURES CONTRACTS.......................................................................................<br />
GRAND TOTAL CORE RETIREMENT INVESTMENT TRUST FUND.................<br />
Note: Values may not add due to rounding<br />
N/A = Not Applicable<br />
35,859,034<br />
65,359,627,262 74,416,384,371<br />
- 100 - STATE OF WISCONSIN INVESTMENT BOARD