The Jupiter Global Fund - Jupiter Asset Management
The Jupiter Global Fund - Jupiter Asset Management
The Jupiter Global Fund - Jupiter Asset Management
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the jupiter global fund<br />
Notes to the Financial Statements<br />
■■Notes to the Financial Statementsfor the year ended 30 September 2012 (continued)<br />
6. Futures Contracts<br />
Open futures contracts as at 30 September 2012 are as follows:<br />
<strong>Fund</strong><br />
<strong>Jupiter</strong> Strategic Total Return<br />
Description<br />
A$ Currency Future<br />
Maturity: 17 December 2012- 86 contracts<br />
Commitment Amount 30/09/12: EUR 6,910,893<br />
CBT US 5YR Note<br />
Maturity: 31 December 2012- 62 contracts<br />
Commitment Amount 30/09/12: EUR 5,980,191<br />
CBT US 10YR Note<br />
Maturity: 19 December 2012- 19 contracts<br />
Commitment Amount 30/09/12: EUR 1,966,631<br />
LIFFE Long Gilt Future<br />
Maturity: 27 December 2012- 22 contracts<br />
Commitment Amount 30/09/12: EUR 3,329,729<br />
Euro OAT Futures<br />
Maturity: 6 December 2012- 74 contracts<br />
Commitment Amount 30/09/12: EUR 9,910,450<br />
CME JPY Future<br />
Maturity: 17 December 2012- 41 contracts<br />
Commitment Amount 30/09/12: EUR 5,112,269<br />
Unrealised<br />
appreciation/<br />
(depreciation<br />
€<br />
(3,441)<br />
(23,052)<br />
(23,548)<br />
2,619<br />
(46,930)<br />
(14,476)<br />
(108,828)<br />
<strong>Jupiter</strong> <strong>Global</strong> Convertibles<br />
CME S&P 500 E-Mini Index Future<br />
Maturity: 21 December 2012- 420 contracts<br />
Commitment Amount 30/09/12: EUR 23,337,893<br />
(293,253)<br />
(293,253)<br />
<strong>Jupiter</strong> Dynamic Bond<br />
EUX Euro BUND<br />
Maturity: 6 December 2012- 10 contracts<br />
Commitment Amount 30/09/12: EUR 1,418,550<br />
EUX Euro BOBL<br />
Maturity: 6 December 2012- 20 contracts<br />
Commitment Amount 30/09/12: EUR 2,514,770<br />
Euro OAT Futures<br />
Maturity: 6 December 2012- 52 contracts<br />
Commitment Amount 30/09/12: EUR 6,964,100<br />
CBT US 2YR Note<br />
Maturity: 31 December 2012- 75 contracts<br />
Commitment Amount 30/09/12: EUR 12,797,801<br />
CBT US 5YR Note<br />
Maturity: 31 December 2012- 150 contracts<br />
Commitment Amount 30/09/12: EUR 14,468,203<br />
(2,550)<br />
1,300<br />
(39,892)<br />
(4,988)<br />
(55,771)<br />
(101,901)<br />
107
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