ABN AMRO Funds - Aia.com.hk
ABN AMRO Funds - Aia.com.hk
ABN AMRO Funds - Aia.com.hk
Create successful ePaper yourself
Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.
. Futures<br />
Number<br />
of<br />
contracts<br />
Description<br />
Maturity<br />
Date<br />
Currency<br />
Contracted<br />
nominal market<br />
value<br />
Total<br />
<strong>com</strong>mitment in<br />
Fund Currency<br />
Unrealised<br />
gain/(loss)<br />
in Fund<br />
Currency<br />
% of<br />
Total<br />
Net<br />
Assets<br />
US Opportunites Fund<br />
545 CBOE VIX Future 31.05.2008 USD 11,575,800 11,575,800 (2,010,970) (0.18)<br />
(146) NASDAQ 100 Index Future 19.06.2008 USD (28,079,450) (28,079,450) (2,334,740) (0.21)<br />
(619) S&P 500 Index Future 19.06.2008 USD (214,483,500) (214,483,500) (10,000,325) (0.89)<br />
(598) US Treasury Bond Future 19.06.2008 USD (69,900,594) (69,900,594) (514,773) (0.05)<br />
(14,860,808) (1.33)<br />
2001 Euro Bond Fund<br />
121 Euro BOBL Future 30.06.2008 EUR 13,170,850 13,170,850 (337,590) (0.40)<br />
236 Euro SCHATZ Future 06.06.2008 EUR 24,518,158 24,518,158 (260,685) (0.31)<br />
(81) Germany Federal Republic Bond 06.06.2008 EUR (9,219,083) (9,219,083) 153,493 0.18<br />
10 Year Future<br />
(7) Germany Federal Republic Bond 06.06.2008 EUR (630,420) (630,420) 16,660 0.02<br />
30 Year Future<br />
(428,122) (0.51)<br />
ARBF V150<br />
(32) Australia Treasury Bonds 10<br />
16.06.2008 AUD (3,153,998) (1,909,030) 19,940 0.02<br />
Year Future<br />
(7) Canada Treasury Bonds 10 Year 19.06.2008 CAD (828,030) (528,096) (6,142) (0.01)<br />
Future<br />
(8) Euro BOBL Future 06.06.2008 EUR (870,800) (870,800) 2,160 0.00<br />
(22) Euro SCHATZ Future 06.06.2008 EUR (2,284,480) (2,284,480) 10,450 0.01<br />
26 Germany Federal Republic Bond 06.06.2008 EUR 2,965,820 2,965,820 (7,810) (0.01)<br />
10 Year Future<br />
3 Japan Government 10 Year<br />
11.06.2008 JPY 409,500,000 2,516,722 (55,313) (0.06)<br />
Future<br />
36 UK Treasury Bond Future 26.06.2008 GBP 3,898,440 4,959,252 5,292 0.01<br />
(94) US Treasury Note 10 Year<br />
19.06.2008 USD (10,886,375) (6,992,340) 19,018 0.02<br />
Future<br />
103 US Treasury Note 2 Year Future 30.06.2008 USD 21,906,812 14,070,789 (71,325) (0.07)<br />
(83,730) (0.09)<br />
ARBF V300<br />
(454) Australia Treasury Bonds 10<br />
16.06.2008 AUD (44,747,348) (27,084,370) 282,892 0.03<br />
Year Future<br />
(98) Canada Treasury Bonds 10 Year 19.06.2008 CAD (11,592,420) (7,393,342) (75,659) (0.01)<br />
Future<br />
(833) Euro BOBL Future 06.06.2008 EUR (90,672,050) (90,672,050) 730,475 0.08<br />
3,433 Euro SCHATZ Future 06.06.2008 EUR 356,482,720 356,482,720 (3,598,255) (0.37)<br />
(571) Germany Federal Republic Bond 06.06.2008 EUR (65,133,970) (65,133,970) 522,750 0.05<br />
10 Year Future<br />
45 Japan Government 10 Year<br />
11.06.2008 JPY 6,142,500,000 37,750,837 (829,689) (0.09)<br />
Future<br />
524 UK Treasury Bond Future 26.06.2008 GBP 56,743,960 72,184,664 166,367 0.02<br />
(1,296) US Treasury Note 10 Year<br />
19.06.2008 USD (150,093,000) (96,405,034) 396,330 0.04<br />
Future<br />
1,460 US Treasury Note 2 Year Future 30.06.2008 USD 310,523,750 199,450,026 (1,011,024) (0.10)<br />
(3,415,813) (0.35)<br />
Asian Bond Fund<br />
50 US Treasury Note 10 Year<br />
19.06.2008 USD 5,790,625 5,790,625 (39,687) (0.04)<br />
Future<br />
(39,687) (0.04)<br />
Euro Bond Fund<br />
405 Euro SCHATZ Future 06.06.2008 EUR 42,046,850 42,046,850 (433,765) (0.24)<br />
(155) Germany Federal Republic Bond 06.06.2008 EUR (17,737,478) (17,737,478) 294,616 0.16<br />
10 Year Future<br />
(139,149) (0.08)<br />
Euro Credit Bond Fund<br />
1,277 Euro SCHATZ Future 06.06.2008 EUR 132,558,093 132,558,093 (1,367,438) (0.33)<br />
(367) Germany Federal Republic Bond 06.06.2008 EUR (41,824,208) (41,824,208) 684,314 0.17<br />
10 Year Future<br />
(683,124) (0.16)<br />
Euro Government Bond Fund<br />
260 Euro SCHATZ Future 06.06.2008 EUR 27,040,419 27,040,419 (278,967) (0.19)<br />
(123) Germany Federal Republic Bond 06.06.2008 EUR (14,034,051) (14,034,051) 235,038 0.16<br />
10 Year Future<br />
(43,929) (0.03)<br />
Euro Inflation-Linked Bond Fund<br />
148 Euro SCHATZ Future 06.06.2008 EUR 15,368,320 15,368,320 (96,490) (0.05)<br />
11 Germany Federal Republic Bond 06.06.2008 EUR 1,254,770 1,254,770 (2,040) 0.00<br />
10 Year Future<br />
(144) US Treasury Note 10 Year<br />
19.06.2008 USD (16,677,000) (10,711,671) 15,762 0.01<br />
Future<br />
275 US Treasury Note 2 Year Future 30.06.2008 USD 58,489,063 37,567,642 (284,540) (0.13)<br />
(367,308) (0.17)<br />
Euro Plus Fund<br />
(34) Germany Federal Republic Bond 06.06.2008 EUR (3,875,320) (3,875,320) (2,380) 0.00<br />
10 Year Future<br />
(2,380) 0.00<br />
Europe Bond Fund<br />
297 Euro SCHATZ Future 06.06.2008 EUR 30,840,480 30,840,480 (361,475) (0.29)<br />
190
Change language