ABN AMRO Funds - Aia.com.hk
ABN AMRO Funds - Aia.com.hk
ABN AMRO Funds - Aia.com.hk
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. Futures (continued)<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 />
Europe Bond Fund (continued)<br />
(100) Germany Federal Republic Bond<br />
10 Year Future<br />
06.06.2008 EUR (11,407,000) (11,407,000) 323,810 0.26<br />
35 Germany Federal Republic Bond 06.06.2008 EUR 3,809,750 3,809,750 (97,650) (0.08)<br />
5 Year Future<br />
(135,315) (0.11)<br />
Global Bond Fund<br />
11 Euro SCHATZ Future 06.06.2008 EUR 1,142,240 1,778,353 (16,036) (0.04)<br />
(6) Germany Federal Republic Bond 06.06.2008 EUR (684,420) (1,065,574) 35,731 0.09<br />
10 Year Future<br />
4 US Treasury Bond Future 19.06.2008 USD 467,563 467,563 5,593 0.01<br />
(13) US Treasury Note 10 Year<br />
19.06.2008 USD (1,505,563) (1,505,562) 21,969 0.05<br />
Future<br />
46 US Treasury Note 2 Year Future 30.06.2008 USD 9,783,625 9,783,625 (51,594) (0.12)<br />
(4,337) (0.01)<br />
Global Bond Fund Alrenta<br />
10 Australia Treasury Bonds 10<br />
16.06.2008 AUD 985,259 596,351 (7,349) 0.00<br />
Year Future<br />
77 Euro SCHATZ Future 06.06.2008 EUR 7,995,680 7,995,680 (103,950) (0.02)<br />
(199) Germany Federal Republic Bond 06.06.2008 EUR (22,699,930) (22,699,930) 711,910 0.14<br />
10 Year Future<br />
(17) Germany Federal Republic Bond 06.06.2008 EUR (1,850,450) (1,850,450) 47,435 0.01<br />
5 Year Future<br />
11 Japan Government 10 Year<br />
10.06.2008 JPY 1,501,500,000 9,227,983 (168,334) (0.03)<br />
Future<br />
4 US Treasury Bond Future 19.06.2008 USD 467,563 300,316 3,593 0.00<br />
(186) US Treasury Note 10 Year<br />
19.06.2008 USD (21,541,125) (13,835,908) 190,011 0.04<br />
Future<br />
611 US Treasury Note 2 Year Future 30.06.2008 USD 129,952,062 83,468,470 (423,107) (0.09)<br />
250,209 0.05<br />
Stable Euro Bond Fund<br />
444 Euro SCHATZ Future 06.06.2008 EUR 46,104,960 46,104,960 (529,180) (0.19)<br />
(529,180) (0.19)<br />
US Bond Fund<br />
(25) US Treasury Bond Future 19.06.2008 USD (2,922,266) (2,922,266) (34,992) (0.04)<br />
(39) US Treasury Note 10 Year<br />
19.06.2008 USD (4,516,688) (4,516,688) (28,946) (0.04)<br />
Future<br />
41 US Treasury Note 2 Year Future 30.06.2008 USD 8,720,188 8,720,188 (44,203) (0.06)<br />
(108,141) (0.14)<br />
Interest Growth Fund (Euro)<br />
245 Euribor Future 16.06.2008 EUR 58,388,370 58,388,370 (141,025) (0.04)<br />
916 Euro SCHATZ Future 06.06.2008 EUR 95,139,315 95,139,315 (921,253) (0.30)<br />
(109) US Treasury Note 10 Year<br />
19.06.2008 USD (12,579,044) (8,079,545) 62,134 0.02<br />
Future<br />
219 US Treasury Note 2 Year Future 30.06.2008 USD 46,574,960 29,915,190 (151,642) (0.05)<br />
(1,151,786) (0.37)<br />
Interest Growth Fund (USD)<br />
65 Eurodollar Future 16.06.2008 USD 15,815,313 15,815,313 207,187 0.20<br />
(23) US Treasury Note 10 Year<br />
19.06.2008 USD (2,663,688) (2,663,688) 20,484 0.02<br />
Future<br />
186 US Treasury Note 2 Year Future 30.06.2008 USD 39,559,875 39,559,875 (200,531) (0.19)<br />
27,140 0.03<br />
Global TAA Fund<br />
102 DAX Index Future 20.06.2008 EUR 17,827,050 17,827,050 742,166 0.49<br />
(2,549) DJ Euro Stoxx 50 Index Future 20.06.2008 EUR (95,867,890) (95,867,890) (4,823,570) (3.17)<br />
(458) EOE Dutch Stock Index Future 16.05.2008 EUR (43,445,880) (43,445,880) (2,541,900) (1.67)<br />
(393) Euribor Future 16.06.2008 EUR (93,625,620) (93,625,620) 128,788 0.09<br />
130 Euro Shatz Future 06.06.2008 EUR 13,475,821 13,475,821 (130,487) (0.09)<br />
896 FTSE 100 Index Future 20.06.2008 GBP 54,629,120 69,494,351 4,390,751 2.89<br />
1,300 Germany Federal Republic Bond 06.06.2008 EUR 148,291,000 148,291,000 (2,266,590) (1.49)<br />
10 Year Future<br />
(286) Hang Seng Index Future 29.05.2008 HKD (368,010,500) (30,325,338) (376,798) (0.25)<br />
26 IBEX 35 Index Future 16.05.2008 EUR 3,561,480 3,561,480 125,840 0.08<br />
75 Japan Government 10 Year<br />
11.06.2008 JPY 10,237,500,000 62,918,063 (1,382,815) (0.91)<br />
Future<br />
(223) KOSPI 200 Index Future 12.06.2008 KRW (26,425,500,000) (16,928,292) (1,510,369) (0.99)<br />
449 MSCI Singapore Index Future 29.05.2008 SGD 34,806,480 16,466,282 (195,420) (0.13)<br />
1,642 OMX 30 Stock Index Future 16.05.2008 SEK 160,751,800 17,226,191 250,739 0.17<br />
(1,466) RUSSELL Mini Future 19.06.2008 USD (105,185,500) (67,560,857) (4,759,862) (3.13)<br />
(100) S&P 200 Index Future 19.06.2008 AUD (13,990,000) (8,467,772) 76,785 0.05<br />
687 S&P 500 Index Future 19.06.2008 USD 238,045,500 152,897,101 7,591,671 4.99<br />
368 Swiss Market Index Futures 20.06.2008 CHF 27,618,400 17,031,687 368,607 0.24<br />
(999) TOPIX Index Future 13.06.2008 JPY (13,471,515,000) (82,793,809) (6,902,774) (4.54)<br />
1,195 US Treasury Bond Future 26.06.2008 GBP 129,406,550 164,619,607 (589,560) (0.39)<br />
(3,099) US Treasury Note 10 Year<br />
19.06.2008 USD 358,947,456 230,552,669 903,218 0.59<br />
Future<br />
31 US Treasury Note 2 Year Future 30.06.2008 USD 6,596,914 4,237,211 (21,479) (0.01)<br />
(10,923,059) (7.18)<br />
191
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