Merrill Lynch International Investment Funds Audited Annual Report ...
Merrill Lynch International Investment Funds Audited Annual Report ...
Merrill Lynch International Investment Funds Audited Annual Report ...
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Global Allocation Fund continued<br />
Written Call Options as at 31 December 2006<br />
Par Value<br />
Subject<br />
to Call<br />
US$<br />
Issuer<br />
Unrealised<br />
profit/(loss)<br />
US$<br />
Value<br />
US$<br />
(7,100) 3 Com Call Option<br />
strike price US$5<br />
expiring on 19/1/2008 288,881 (337,250)<br />
(10,500) 3 Com Call Option<br />
strike price US$5<br />
expiring on 20/1/2007 914,569 (105,000)<br />
(700) Andrx Group Call Option<br />
strike price US$20<br />
expiring on 20/1/2007 (65,112) (350,000)<br />
(374) Bausch & Lomb Call Option<br />
strike price US$45<br />
expiring on 19/1/2008 (55,118) (461,890)<br />
(484) Bausch & Lomb Call Option<br />
strike price US$50<br />
expiring on 20/1/2007 77,351 (154,880)<br />
(590) Career Education Call Option<br />
strike price US$30<br />
expiring on 20/1/2007 406,792 (4,425)<br />
(1,120) Career Education Call Option<br />
strike price US$35<br />
expiring on 20/1/2007 500,624 (11,200)<br />
(410) Career Education Call Option<br />
strike price US$25<br />
expiring on 20/1/2007 457,949 (41,000)<br />
(427) CBS Corporation Call Option<br />
strike price US$27.50<br />
expiring on 20/1/2007 (101,405) (179,340)<br />
(450) Chicago Bridge & Iron Call Option<br />
strike price US$25<br />
expiring on 20/1/2007 56,020 (118,125)<br />
(1,040) Cirrus Logic Call Option<br />
strike price US$5<br />
expiring on 20/1/2007 (91,525) (208,000)<br />
(1,019) Cisco Systems Call Option<br />
strike price US$17.50<br />
expiring on 20/1/2007 (741,844) (1,024,095)<br />
(1,010) Cisco Systems Call Option<br />
strike price US$22.50<br />
expiring on 20/1/2007 (356,537) (510,050)<br />
(530) CA Call Option<br />
strike price US$30<br />
expiring on 20/1/2007 174,627 (3,975)<br />
(9,304) Comverse Technology Call Option<br />
strike price US$17.50<br />
expiring on 19/1/2008 (2,023,373) (5,163,720)<br />
(180) Comverse Technology Call Option<br />
strike price US$20<br />
expiring on 19/1/2008 (26,294) (70,200)<br />
(2,930) Corinthian Colleges Call Option<br />
strike price US$12.50<br />
expiring on 20/1/2007 100,264 (410,200)<br />
(933) eBay Call Option<br />
strike price US$20<br />
expiring on 19/1/2008 (390,016) (1,114,935)<br />
(950) eBay Call Option<br />
strike price US$25<br />
expiring on 19/1/2008 144,371 (783,750)<br />
(459) El Paso Call Option<br />
strike price US$15<br />
expiring on 19/1/2008 (5,807) (89,505)<br />
(2,067) Extreme Networks Call Option<br />
strike price US$5<br />
expiring on 20/1/2007 116,786 (15,503)<br />
(266) Fannie Mae Call Option<br />
strike price US$50<br />
expiring on 20/1/2007 (131,144) (271,320)<br />
Par Value<br />
Subject<br />
to Call<br />
US$<br />
Issuer<br />
Unrealised<br />
profit/(loss)<br />
US$<br />
Value<br />
US$<br />
(2,117) Genesis Microchip Call Option<br />
strike price US$10<br />
expiring on 16/6/2007 (48,699) (317,550)<br />
(3,055) Knight Capital Call Option<br />
strike price US$7.50<br />
expiring on 20/1/2007 (3,252,230) (3,696,550)<br />
(1,271) Lexmark <strong>International</strong> Call Option<br />
strike price US$50<br />
expiring on 20/1/2007 (2,332,018) (3,069,465)<br />
(1,050) Mattel Call Option<br />
strike price US$15<br />
expiring on 20/1/2007 (638,097) (808,500)<br />
(313) McDermott J Ray Call Option<br />
strike price US$15<br />
expiring on 20/1/2007 (1,564,566) (1,671,420)<br />
(530) McDermott J Ray Call Option<br />
strike price US$23.375<br />
expiring on 20/1/2007 (1,743,962) (2,166,375)<br />
(545) McDermott J Ray Call Option<br />
strike price US$26.625<br />
expiring on 20/1/2007 (1,629,815) (1,962,000)<br />
(3,695) McDonalds Call Option<br />
strike price US$35<br />
expiring on 20/1/2007 (2,133,749) (3,584,150)<br />
(227) Molson Coors Brewing Call Option<br />
strike price US$60<br />
expiring on 20/1/2007 (220,878) (381,360)<br />
(2,853) Motorola Call Option<br />
strike price US$20<br />
expiring on 19/1/2008 204,436 (941,490)<br />
(4,448) Motorola Call Option<br />
strike price US$22.50<br />
expiring on 20/1/2007 1,020,012 (77,840)<br />
(500) Murphy Oil Call Option<br />
strike price US$50<br />
expiring on 20/1/2007 222,240 (91,250)<br />
(1,014) Norfolk Southern Call Option<br />
strike price US$40<br />
expiring on 20/1/2007 (497,365) (1,095,120)<br />
(1,101) Novell Call Option<br />
strike price US$5<br />
expiring on 20/1/2007 69,021 (148,635)<br />
(13,590) Novell Call Option<br />
strike price US$7.50<br />
expiring on 20/1/2007 1,310,454 (101,925)<br />
(1,090) Panera Bread Call Option<br />
strike price US$60<br />
expiring on 19/1/2008 427,818 (768,450)<br />
(1,085) Panera Bread Call Option<br />
strike price US$50<br />
expiring on 19/1/2008 (194,541) (1,356,250)<br />
(340) Panera Bread Call Option<br />
strike price US$55<br />
expiring on 19/1/2008 (36,729) (324,700)<br />
(1,408) Pfizer Call Option<br />
strike price US$25<br />
expiring on 20/1/2007 101,364 (176,000)<br />
(5) Pogo Producing Call Option<br />
strike price US$50<br />
expiring on 20/1/2007 2,693 (575)<br />
(784) Quanta Services Call Option<br />
strike price US$12.50<br />
expiring on 20/1/2007 (457,077) (572,320)<br />
(556) Quanta Services Call Option<br />
strike price US$10<br />
expiring on 20/1/2007 (452,024) (544,880)<br />
108 <strong>Merrill</strong> <strong>Lynch</strong> <strong>International</strong> <strong>Investment</strong> <strong>Funds</strong>
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