Merrill Lynch International Investment Funds Audited Annual Report ...

World Income Fund continued
Open Forward Foreign Exchange Transactions
as at 31 December 2006
Purchases
Sales Value date
Unrealised
profit/(loss)
US$
A$7,844,000 US$6,147,555 10/1/2007 46,683
C$3,140,000 US$2,774,209 10/1/2007 (68,343)
CZK14,361,500 US$664,442 10/1/2007 24,281
€111,148,056 US$141,692,259 10/1/2007 4,874,993
£7,312,000 US$14,348,175 10/1/2007 6,695
HUF149,620,000 US$769,640 10/1/2007 14,559
ISK19,985,000 US$282,913 10/1/2007 (2,696)
¥345,474,822 €2,310,000 10/1/2007 (136,458)
¥8,873,145,700 US$76,030,173 10/1/2007 (1,298,650)
NZD445,000 US$291,287 10/1/2007 21,445
PLN17,242,500 US$5,722,803 10/1/2007 203,980
SKr4,150,000 US$603,896 10/1/2007 1,482
SGD6,109,838 US$3,937,482 10/1/2007 50,186
TRY1,200,000 US$809,116 10/1/2007 38,322
US$5,506,460 A$7,083,000 10/1/2007 (86,833)
US$5,993,831 C$6,790,000 10/1/2007 142,611
US$3,008,837 DKr17,020,500 10/1/2007 (2,179)
US$101,376,874 €78,800,546 10/1/2007 (2,534,788)
US$11,601,710 £6,105,500 10/1/2007 (384,566)
US$2,530,661 HUF544,625,000 10/1/2007 (323,864)
US$2,000,444 ISK138,787,000 10/1/2007 54,459
US$771,211 ¥91,104,500 10/1/2007 3,910
US$8,644,926 MXN95,590,500 10/1/2007 (160,516)
US$8,047,984 NOK53,000,000 10/1/2007 (429,695)
US$3,995,592 PLN12,000,000 10/1/2007 (129,181)
US$18,588,232 ZAR136,227,000 10/1/2007 (887,565)
ZAR43,781,100 US$6,248,001 10/1/2007 11,197
€3,605,000 ¥539,450,397 11/1/2007 210,157
€11,495,000 US$14,543,720 11/1/2007 615,000
IDR2,275,000,000 US$243,576 11/1/2007 9,145
¥534,480,905 €3,605,000 11/1/2007 (252,016)
¥520,000,000 US$4,462,075 11/1/2007 (82,069)
MXN100,080,000 US$9,195,571 11/1/2007 23,104
NOK18,974,422 €2,295,000 11/1/2007 8,728
PHP155,163,000 US$3,113,037 11/1/2007 52,045
SKr8,306,420 €915,000 11/1/2007 5,128
TRY9,167,350 €4,700,000 11/1/2007 274,064
US$8,765,414 €6,955,000 11/1/2007 (406,304)
US$13,782,966 TRY20,510,000 11/1/2007 (696,899)
BRL34,700,000 US$15,995,222 12/1/2007 226,945
€7,005,000 ZAR68,213,289 12/1/2007 (512,240)
IDR69,075,000,000 US$7,500,000 12/1/2007 172,575
KRW2,377,627,500 US$2,542,041 12/1/2007 16,141
MXN12,815,000 US$1,181,555 12/1/2007 (1,167)
MYR32,780,000 US$8,961,635 12/1/2007 331,026
PHP143,895,000 US$2,883,905 12/1/2007 51,238
THB111,235,000 US$3,107,817 12/1/2007 27,814
TRY1,361,250 US$908,136 12/1/2007 52,610
US$17,975,928 BRL38,936,950 12/1/2007 (227,003)
US$4,801,824 IDR44,306,136,000 12/1/2007 (119,525)
US$9,210,136 MYR32,810,000 12/1/2007 (91,030)
US$3,153,813 THB111,235,000 12/1/2007 18,182
ZAR67,288,863 €7,005,000 12/1/2007 380,105
ZAR73,010,116 US$9,923,127 12/1/2007 512,811
TRY2,295,000 US$1,500,000 12/3/2007 86,594
US$1,536,505 TRY2,295,000 12/3/2007 (50,089)
US$6,207,460 DKr34,966,000 18/4/2007 (1,677)
TRY8,481,200 US$5,200,000 21/8/2007
________
332,888
Net unrealised profit
________
15,750
Open Futures Contracts as at 31 December 2006
Number
Expiration Value
of Contracts
Contract/Description
date US$
(53) Eurex Euro-Bund March 2007 (8,114,184)
75 Euro DTB BOBL March 2007 10,760,612
(2) Japanese Government Bond (TSE) March 2007 (2,256,117)
(80) US Treasury 2 Year Note March 2007 (16,320,000)
(192) US Treasury 5 Year Note March 2007 (20,166,000)
(35) US Treasury 10 Year Note March 2007 (3,760,313)
173 Australian 90 Day Treasury Bill June 2007 30,727,104
(140) MSE 3 Month Canadian Banker Acceptance June 2007 (28,875,678)
(53) CME/IMM Euro Dollar June 2008
__________
(12,604,725)
Total commitment
__________
(50,609,301)
Note: The net unrealised profit of U$354,289 attributed to these transactions is included in the
Statement of Net Assets (see Note 2c).
Note: The net unrealised profit attributed to these transactions is included in the Statement of
Net Assets (see Note 2c).
The notes on pages 213 to 219 form an integral part of these financial statements.
Audited Annual Report and Accounts 209