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 Dynamic Equity Fund (1) 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 />
(1,568) 3 Com Call Option<br />
strike price US$5<br />
expiring on 19/1/2008 70,864 (74,480)<br />
(838) 3 Com Call Option<br />
strike price US$5<br />
expiring on 20/1/2007 74,417 (8,380)<br />
(24) Bausch & Lomb Call Option<br />
strike price US$45 (3,464) (29,640)<br />
expiring on 19/1/2008<br />
(36) Bausch & Lomb Call Option<br />
strike price US$50<br />
expiring on 20/1/2007 5,761 (11,520)<br />
(64) Career Education Call Option<br />
strike price US$35<br />
expiring on 20/1/2007 28,607 (640)<br />
(24) Chicago Bridge & Iron Call Option<br />
strike price US$25<br />
expiring on 20/1/2007 2,988 (6,300)<br />
(828) Comverse Technology Call Option<br />
strike price US$17.50<br />
expiring on 19/1/2008 (178,510) (459,540)<br />
(10) Comverse Technology Call Option<br />
strike price US$20<br />
expiring on 19/1/2008 (1,461) (3,900)<br />
(87) eBay Call Option<br />
strike price US$20<br />
expiring on 19/1/2008 (36,368) (103,965)<br />
(72) eBay Call Option<br />
strike price US$15<br />
expiring on 19/1/2008 10,942 (59,400)<br />
(178) El Paso Call Option<br />
strike price US$15<br />
expiring on 19/1/2008 (2,713) (34,710)<br />
(173) Genesis Microchip Call Option<br />
strike price US$10<br />
expiring on 16/6/2007 (3,979) (25,950)<br />
(276) Motorola Call Option<br />
strike price US$20<br />
expiring on 19/1/2008 19,549 (91,080)<br />
Par Value<br />
Subject<br />
to Call<br />
US$<br />
Issuer<br />
Unrealised<br />
profit/(loss)<br />
US$<br />
Value<br />
US$<br />
(286) Motorola Call Option<br />
strike price US$22.50<br />
expiring on 20/1/2007 64,915 (5,005)<br />
(36) Murphy Oil Call Option<br />
strike price US$50<br />
expiring on 20/1/2007 16,001 (6,570)<br />
(130) Nortel Networks Call Option<br />
strike price US$22.50<br />
expiring on 19/1/2008 (38,092) (96,200)<br />
(950) Novell Call Option<br />
strike price US$7.50<br />
expiring on 20/1/2007 92,045 (7,125)<br />
(130) Panera Bread Call Option<br />
strike price US$60<br />
expiring on 19/1/2008 52,616 (91,650)<br />
(102) Panera Bread Call Option<br />
strike price US$50<br />
expiring on 19/1/2008 (18,289) (127,500)<br />
(35) Panera Bread Call Option<br />
strike price US$55<br />
expiring on 19/1/2008 (3,781) (33,425)<br />
(315) Qualcomm Call Option<br />
strike price US$40<br />
expiring on 19/1/2008 630 (159,075)<br />
(269) Sprint Nextel Call Option<br />
strike price US$22.50<br />
expiring on 19/1/2008 46,484 (28,245)<br />
(137) Valeant Pharmaceuticals <strong>International</strong><br />
Call Option<br />
strike price US$15<br />
expiring on 20/1/2007 1,840 (35,278)<br />
(60) Vodafone Group Call Option<br />
strike price US$20<br />
expiring on 20/1/2007<br />
___________<br />
(39,180)<br />
_________<br />
(47,700)<br />
Total Written Call Options<br />
___________<br />
161,820 (1,547,278)<br />
_________<br />
Note: Written Call Options are included in the Statement of Net Assets (see Note 2c).<br />
Put Options Sold as at 31 December 2006<br />
Par Value<br />
Subject<br />
to Put<br />
US$<br />
Issuer<br />
Unrealised<br />
profit<br />
US$<br />
Value<br />
US$<br />
(3) S&P 500 Put Option<br />
strike price US$410<br />
expiring on 17/3/2007 752 (6,150)<br />
(4) S&P 500 Put Option<br />
strike price US$405<br />
expiring on 17/3/2007 452 (7,640)<br />
Par Value<br />
Subject<br />
to Put<br />
US$<br />
Issuer<br />
Unrealised<br />
profit<br />
US$<br />
Value<br />
US$<br />
(7) S&P 500 Put Option<br />
strike price US$900<br />
expiring on 17/3/2007 3,644 (12,460)<br />
(7) S&P 500 Put Option<br />
strike price US$390<br />
expiring on 15/3/2007 3,939 (10,920)<br />
___________ _________<br />
Total Put Options<br />
___________<br />
8,786<br />
_________<br />
(37,170)<br />
Note: Put Options are included in the Statement of Net Assets (see Note 2c).<br />
The notes on pages 213 to 219 form an integral part of these financial statements.<br />
<strong>Audited</strong> <strong>Annual</strong> <strong>Report</strong> and Accounts 127
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