Semi-Annual Report and Accounts - chartbook.fid-intl.com

Fidelity
Funds
Bought SEK Sold USD at 6.60750 07/11/2012 4,176,920 (12,308) (0.00)
Bought USD Sold GBP at 1.61131 07/12/2012 18,478,709 (17,942) (0.00)
Bought EUR Sold USD at 0.76902 07/12/2012 65,017,500 (139,125) (0.02)
Bought EUR Sold USD at 0.76882 07/12/2012 72,240,434 (173,535) (0.02)
632,630 0.07
- E-ACC Shares (EUR) (hedged)
Bought EUR Sold USD at 0.77269 07/11/2012 75,953,305 176,670 0.02
Bought USD Sold JPY at 0.01289 07/11/2012 4,614,451 136,168 0.02
Bought USD Sold EUR at 1.30035 07/11/2012 37,214,026 90,472 0.01
Bought USD Sold EUR at 1.30000 07/11/2012 38,915,950 84,050 0.01
Bought USD Sold GBP at 1.61980 07/11/2012 10,355,620 43,496 0.01
Bought USD Sold SEK at 0.15293 07/11/2012 2,314,008 31,151 0.00
Bought USD Sold CAD at 1.01906 07/11/2012 1,010,520 18,732 0.00
Bought GBP Sold USD at 0.62055 07/11/2012 10,345,650 9,970 0.00
Bought USD Sold SEK at 0.15121 07/12/2012 2,396,192 7,056 0.00
Bought USD Sold AUD at 1.04007 07/11/2012 1,560,942 4,362 0.00
Bought USD Sold AUD at 1.03658 07/12/2012 1,625,381 3,086 0.00
Bought USD Sold CAD at 1.00226 07/12/2012 1,053,871 2,513 0.00
Bought USD Sold JPY at 0.01252 07/12/2012 4,801,665 (38) (0.00)
Bought JPY Sold USD at 79.87450 07/11/2012 4,614,865 (414) (0.00)
Bought CAD Sold USD at 0.99710 07/11/2012 1,012,940 (2,419) (0.00)
Bought AUD Sold USD at 0.96238 07/11/2012 1,563,833 (2,891) (0.00)
Bought SEK Sold USD at 6.60750 07/11/2012 2,320,848 (6,839) (0.00)
Bought USD Sold GBP at 1.61131 07/12/2012 10,806,262 (10,492) (0.00)
Bought EUR Sold USD at 0.76902 07/12/2012 39,010,500 (83,475) (0.01)
Bought EUR Sold USD at 0.76882 07/12/2012 41,255,349 (99,103) (0.01)
402,055 0.05
- Y Shares (GBP) (hedged)
Global Inflation-linked Bond Fund - continued
Schedule of Investments as at 31 October 2012
Bought USD Sold JPY at 0.01289 07/11/2012 14,728,937 434,637 0.05
Bought USD Sold EUR at 1.30058 07/12/2012 62,292,323 144,381 0.02
Bought USD Sold SEK at 0.15293 07/11/2012 7,386,116 99,432 0.01
Bought GBP Sold USD at 0.62076 07/12/2012 65,242,463 78,975 0.01
Bought GBP Sold USD at 0.62073 07/12/2012 64,440,800 74,200 0.01
Bought GBP Sold USD at 0.62047 07/12/2012 83,882,901 62,404 0.01
Bought USD Sold CAD at 1.01906 07/11/2012 3,223,660 59,756 0.01
Bought GBP Sold USD at 0.62052 07/12/2012 66,073,755 54,120 0.01
Bought USD Sold SEK at 0.15121 07/12/2012 7,520,552 22,144 0.00
Bought USD Sold AUD at 1.04007 07/11/2012 4,982,569 13,923 0.00
Bought USD Sold AUD at 1.03658 07/12/2012 5,102,725 9,687 0.00
Bought USD Sold CAD at 1.00226 07/12/2012 3,307,595 7,888 0.00
Bought USD Sold JPY at 0.01252 07/12/2012 15,070,568 (120) (0.00)
Bought JPY Sold USD at 79.87450 07/11/2012 14,730,258 (1,322) (0.00)
Bought CAD Sold USD at 0.99710 07/11/2012 3,231,377 (7,717) (0.00)
Bought AUD Sold USD at 0.96238 07/11/2012 4,991,798 (9,229) (0.00)
Bought SEK Sold USD at 6.60750 07/11/2012 7,407,946 (21,830) (0.00)
Bought USD Sold GBP at 1.61182 07/11/2012 70,818,249 (53,123) (0.01)
Bought USD Sold GBP at 1.61170 07/11/2012 66,134,025 (54,325) (0.01)
Bought USD Sold GBP at 1.61117 07/11/2012 64,521,000 (74,200) (0.01)
Bought USD Sold GBP at 1.61105 07/11/2012 65,327,512 (80,149) (0.01)
Bought USD Sold EUR at 1.29425 07/11/2012 60,736,123 (138,278) (0.02)
Bought EUR Sold USD at 0.76911 07/11/2012 60,876,805 (140,682) (0.02)
Bought GBP Sold USD at 0.61641 07/11/2012 64,891,680 (370,680) (0.04)
Bought GBP Sold USD at 0.61635 07/11/2012 66,521,229 (387,204) (0.05)
Bought GBP Sold USD at 0.61644 07/11/2012 68,788,193 (389,481) (0.05)
Bought GBP Sold USD at 0.61638 07/11/2012 68,140,170 (393,120) (0.05)
(1,059,913) (0.12)
- Y-ACC Shares (EUR) (hedged)
Underlying Unrealised % Net
exposure gain / (loss) Assets
USD USD
Bought USD Sold EUR at 1.30020 07/11/2012 23,405,349 54,213 0.01
Bought EUR Sold USD at 0.77265 07/11/2012 19,235,069 43,892 0.01
Bought USD Sold JPY at 0.01289 07/11/2012 1,168,566 34,483 0.00
Bought USD Sold GBP at 1.61980 07/11/2012 2,622,779 11,016 0.00
Bought EUR Sold USD at 0.77568 07/11/2012 1,370,420 8,502 0.00
Bought EUR Sold USD at 0.77526 07/11/2012 1,409,845 7,992 0.00
Bought USD Sold SEK at 0.15293 07/11/2012 585,934 7,888 0.00
Bought USD Sold CAD at 1.01906 07/11/2012 256,132 4,748 0.00
Bought GBP Sold USD at 0.62055 07/11/2012 3,152,039 3,038 0.00
Bought EUR Sold USD at 0.77249 07/11/2012 1,326,881 2,747 0.00
Bought USD Sold SEK at 0.15121 07/12/2012 701,490 2,066 0.00
Bought USD Sold JPY at 0.01278 07/11/2012 54,756 1,131 0.00
Bought USD Sold AUD at 1.04007 07/11/2012 395,162 1,104 0.00
Bought USD Sold AUD at 1.03658 07/12/2012 475,923 904 0.00
Bought USD Sold CAD at 1.00226 07/12/2012 308,962 737 0.00
Bought USD Sold CAD at 1.02096 07/11/2012 13,007 266 0.00
Bought USD Sold JPY at 0.01253 07/11/2012 181,882 148 0.00
Bought USD Sold CAD at 1.00485 07/11/2012 21,011 91 0.00
Bought USD Sold JPY at 0.01252 07/12/2012 1,405,775 (11) (0.00)
Bought USD Sold CAD at 0.99933 07/11/2012 19,010 (23) (0.00)
Bought USD Sold AUD at 1.03239 07/11/2012 26,966 (124) (0.00)
Bought JPY Sold USD at 79.87450 07/11/2012 1,405,330 (126) (0.00)
Bought USD Sold AUD at 1.03216 07/11/2012 33,189 (160) (0.00)
Bought USD Sold AUD at 1.02195 07/11/2012 21,781 (320) (0.00)
250
Bought USD Sold SEK at 0.14947 07/11/2012 34,555 (327) (0.00)
Bought USD Sold SEK at 0.14929 07/11/2012 34,555 (368) (0.00)
Bought USD Sold SEK at 0.14912 07/11/2012 49,947 (588) (0.00)
Bought CAD Sold USD at 0.99710 07/11/2012 309,899 (740) (0.00)
Bought AUD Sold USD at 0.96238 07/11/2012 477,982 (884) (0.00)
Bought USD Sold GBP at 1.60020 07/11/2012 135,494 (1,077) (0.00)
Bought USD Sold GBP at 1.60174 07/11/2012 174,207 (1,219) (0.00)
Bought USD Sold GBP at 1.60091 07/11/2012 222,597 (1,673) (0.00)
Bought SEK Sold USD at 6.60750 07/11/2012 707,075 (2,084) (0.00)
Bought USD Sold GBP at 1.61131 07/12/2012 3,162,848 (3,071) (0.00)
Bought EUR Sold USD at 0.76889 07/12/2012 23,500,090 (54,342) (0.01)
117,829 0.01
Futures
Ccy Underlying Unrealised % Net
exposure gain / (loss) Assets
USD
Long Gilt Future 27/12/2012 GBP (17,037,020) 206,399 0.02
Euro Schatz Future 06/12/2012 EUR (43,615,800) 83,637 0.01
Euro Buxl Future 06/12/2012 EUR (2,378,520) 78,420 0.01
US Treasury Note 10 Year Future 19/12/2012 USD 76,288,188 30,398 0.00
Euro Bobl Future 06/12/2012 EUR (20,132,800) 26,700 0.00
Short Gilt Future 27/12/2012 GBP (2,505,360) 15,443 0.00
US Treasury Note 5 Year Future 19/12/2012 USD 2,732,297 6,665 0.00
Canada 10 Year Bond Future 18/12/2012 CAD (6,161,400) (26,292) (0.00)
Long Term US Treasury Bond Future 19/12/2012 USD 3,614,875 (38,194) (0.00)
Euro Bund Future 06/12/2012 EUR (5,667,200) (65,705) (0.01)
317,471 0.04
Inflation Swaps
Ccy Underlying Unrealised % Net
exposure gain / (loss) Assets
USD
Pay fixed 2.41% receive floating (France CPI) 06/09/2022 EUR 11,850,000 30,834,677 3.63
Pay fixed 2.435% receive floating (US CPI) 02/08/2022 USD 35,000,000 1,051,729 0.12
Pay fixed 2.555% receive floating (US CPI) 09/01/2042 USD 6,500,000 662,989 0.08
Pay fixed 2.428% receive floating (US CPI) 28/11/2041 USD 3,000,000 407,792 0.05
Pay fixed 2.083% receive floating (US CPI) 01/08/2017 USD 25,000,000 277,840 0.03
Pay fixed 3.345% receive floating (UK CPI) 26/06/2042 GBP 3,100,000 242,242 0.03
Pay fixed 2.58% receive floating (US CPI) 10/09/2022 USD 6,000,000 129,338 0.02
Pay fixed 2.46% receive floating (Euro HICP) 11/03/2041 EUR 2,000,000 69,448 0.01
Pay fixed 2.318% receive floating (US CPI) 08/02/2016 USD 4,700,000 (27,949) (0.00)
Pay fixed 2.893% receive floating (UK CPI) 26/06/2022 GBP 4,350,000 (108,393) (0.01)
Pay fixed 2.105% receive floating (Euro HICP) 06/09/2022 EUR 11,850,000 (30,846,473) (3.63)
2,693,240 0.32
Interest Rate Swaps
Underlying Unrealised % Net
exposure gain / (loss) Assets
USD USD
Ccy Underlying Unrealised % Net
exposure gain / (loss) Assets
USD
Pay fixed 3.14% receive floating (6m EURBOR) 04/08/2021 EUR 5,000,000 811,957 0.10
811,957 0.10
Other Assets and Liabilities 47,804,791 5.63
Net Assets 849,276,922 100.00