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

Fidelity
Funds
Bought USD Sold JPY at 0.01273 20/11/2012 11,575 191 0.00
Bought USD Sold EUR at 1.31162 20/11/2012 14,389 158 0.00
Bought EUR Sold USD at 0.79375 20/11/2012 5,064 151 0.00
Bought USD Sold JPY at 0.01278 20/11/2012 6,078 126 0.00
Bought USD Sold CAD at 1.02345 20/11/2012 3,526 82 0.00
Bought EUR Sold USD at 0.78158 20/11/2012 5,345 75 0.00
Bought USD Sold CAD at 1.00368 20/11/2012 20,371 70 0.00
Bought EUR Sold CAD at 0.80002 20/12/2012 1,732 67 0.00
Bought EUR Sold GBP at 1.25009 20/12/2012 10,295 61 0.00
Bought GBP Sold USD at 0.62190 20/11/2012 19,392 60 0.00
Bought USD Sold EUR at 1.31088 20/11/2012 5,697 59 0.00
Bought USD Sold EUR at 1.30528 20/11/2012 9,050 55 0.00
Bought USD Sold EUR at 1.30792 20/11/2012 6,150 50 0.00
Bought USD Sold GBP at 1.61923 20/11/2012 10,813 42 0.00
Bought AUD Sold USD at 0.97719 20/11/2012 2,565 32 0.00
Bought USD Sold NZD at 0.82188 20/11/2012 15,384 17 0.00
Bought USD Sold GBP at 1.61929 20/11/2012 3,963 16 0.00
Bought EUR Sold ZAR at 0.09393 20/12/2012 208 14 0.00
Bought USD Sold GBP at 1.61869 20/11/2012 2,697 10 0.00
Bought EUR Sold USD at 0.77220 20/11/2012 4,309 8 0.00
Bought EUR Sold AUD at 0.80180 20/12/2012 726 5 0.00
Bought EUR Sold USD at 0.78045 20/12/2012 274 4 0.00
Bought SEK Sold EUR at 8.68530 20/12/2012 294 3 0.00
Bought EUR Sold USD at 0.77319 20/12/2012 447 2 0.00
Bought AUD Sold EUR at 1.27381 20/12/2012 56 1 0.00
Bought CHF Sold EUR at 1.20672 20/12/2012 2,824 1 0.00
Bought NOK Sold EUR at 7.43418 20/12/2012 427 1 0.00
Bought USD Sold EUR at 1.29768 20/11/2012 5,222 1 0.00
Bought NOK Sold EUR at 7.43250 20/12/2012 33 0 0.00
Bought NOK Sold EUR at 7.45407 20/12/2012 56 0 0.00
Bought DKK Sold EUR at 7.45584 20/12/2012 79 0 0.00
Bought EUR Sold NOK at 0.13462 20/12/2012 200 0 0.00
Bought EUR Sold NOK at 0.13478 20/12/2012 57 0 0.00
Bought NOK Sold EUR at 7.38654 20/12/2012 19 0 0.00
Bought NOK Sold EUR at 7.40681 20/12/2012 21 0 0.00
Bought DKK Sold EUR at 7.44454 20/12/2012 834 (1) (0.00)
Bought EUR Sold SEK at 0.11524 20/12/2012 242 (2) (0.00)
Bought GBP Sold USD at 0.61977 20/11/2012 5,034 (2) (0.00)
Bought CAD Sold EUR at 1.26453 20/12/2012 328 (9) (0.00)
Bought EUR Sold GBP at 1.22704 20/12/2012 838 (11) (0.00)
Bought USD Sold EUR at 1.28961 20/11/2012 1,943 (12) (0.00)
Bought GBP Sold EUR at 0.79591 20/12/2012 1,160 (13) (0.00)
Bought USD Sold EUR at 1.29013 20/11/2012 2,363 (13) (0.00)
Bought USD Sold EUR at 1.29260 20/11/2012 4,160 (15) (0.00)
Bought USD Sold GBP at 1.60974 20/11/2012 7,325 (15) (0.00)
Bought USD Sold AUD at 1.03161 20/11/2012 4,393 (19) (0.00)
Bought USD Sold EUR at 1.28976 20/11/2012 3,795 (22) (0.00)
Bought USD Sold EUR at 1.29162 20/11/2012 5,985 (26) (0.00)
Bought SEK Sold EUR at 8.52107 20/12/2012 2,554 (27) (0.00)
Bought EUR Sold USD at 0.76511 20/11/2012 3,997 (30) (0.00)
Bought EUR Sold USD at 0.76700 20/11/2012 7,108 (35) (0.00)
Bought USD Sold EUR at 1.29521 20/11/2012 21,086 (35) (0.00)
Bought USD Sold GBP at 1.61053 20/11/2012 25,128 (38) (0.00)
Bought EUR Sold USD at 0.76738 20/11/2012 9,981 (44) (0.00)
Bought EUR Sold USD at 0.76661 20/11/2012 8,265 (45) (0.00)
Bought EUR Sold USD at 0.76874 20/11/2012 21,492 (57) (0.00)
Bought USD Sold GBP at 1.59022 20/11/2012 4,983 (70) (0.00)
Bought USD Sold EUR at 1.27127 20/11/2012 4,176 (84) (0.00)
Bought EUR Sold USD at 0.76616 20/11/2012 15,188 (92) (0.00)
Bought USD Sold EUR at 1.29499 20/11/2012 52,750 (96) (0.00)
Bought JPY Sold USD at 78.87900 20/11/2012 8,405 (105) (0.00)
Bought CAD Sold USD at 0.99633 20/11/2012 32,793 (112) (0.00)
Bought JPY Sold USD at 78.37200 20/11/2012 6,086 (114) (0.00)
Bought CZK Sold USD at 19.26650 20/11/2012 28,635 (127) (0.00)
Bought CAD Sold USD at 0.98718 20/11/2012 10,337 (130) (0.00)
Bought JPY Sold USD at 78.17770 20/11/2012 7,842 (166) (0.00)
Bought USD Sold EUR at 1.27915 20/11/2012 13,443 (189) (0.00)
Bought USD Sold EUR at 1.23101 20/11/2012 12,203 (624) (0.01)
Bought USD Sold KRW at 0.00088 20/11/2012 15,730 (632) (0.01)
Bought JPY Sold USD at 78.50960 20/11/2012 70,030 (1,195) (0.02)
Bought USD Sold CZK at 0.04889 20/11/2012 29,550 (1,591) (0.03)
Bought USD Sold EUR at 1.23088 20/11/2012 41,701 (2,137) (0.04)
Bought JPY Sold USD at 78.46750 20/11/2012 216,728 (3,814) (0.06)
Bought USD Sold GBP at 1.56133 20/11/2012 173,005 (5,537) (0.09)
(12,960) (0.21)
Futures
Diversified Income Fund 1,5 - continued
Schedule of Investments as at 31 October 2012
Underlying Unrealised % Net
exposure gain / (loss) Assets
HKD HKD
Ccy Underlying Unrealised % Net
exposure gain / (loss) Assets
HKD
Long Gilt Future 27/12/2012 GBP (16,158) 2,469 0.04
Japan 10 Year Bond Future 11/12/2012 JPY 575,549 117 0.00
Euro Schatz Future 06/12/2012 EUR (7,376) 110 0.00
Short Gilt Future 27/12/2012 GBP (1,125) 54 0.00
Euro Bobl Future 06/12/2012 EUR (10,194) 50 0.00
US Treasury Note 5 Year Future 19/12/2012 USD 2,180 33 0.00
Australia 3 Year Bond Future 17/12/2012 AUD (1,526) 23 0.00
316
Ultra Long Term US Treasury Bond Future 19/12/2012 USD (416) 15 0.00
Euro Stoxx 50 Future 21/12/2012 EUR 371 (2) (0.00)
FTSE 100 Index Future 21/12/2012 GBP 8 (2) (0.00)
Australia 10 Year Bond Future 17/12/2012 AUD (2,750) (52) (0.00)
Euro Bund Future 06/12/2012 EUR 6,097 (123) (0.00)
US Treasury Note 10 Year Future 19/12/2012 USD (29,595) (274) (0.00)
Long Term US Treasury Bond Future 19/12/2012 USD 5,835 (478) (0.01)
1,940 0.03
Interest Rate Swaps
Ccy Underlying Unrealised % Net
exposure gain / (loss) Assets
HKD
Ccy Underlying Unrealised % Net
exposure gain / (loss) Assets
HKD
Pay fixed 3.14% receive floating (6m EURBOR) 04/08/2021 EUR 1,496 1,883 0.03
Pay fixed 4.222% receive float. (3m USDLIBOR)16/09/2018 USD 1,277 1,830 0.03
Pay fixed 1.50% receive float. (6m JPYLIBOR) 17/03/2015 JPY 199,497 563 0.01
Pay fixed 2.435% receive floating (6m BA) 01/03/2022 CAD 1,875 407 0.01
Pay fixed 4.376% receive float. (6m EURIBOR) 07/01/2013 EUR 5,347 337 0.01
5,020 0.08
Other Assets and Liabilities 372,363 6.16
Net Assets 6,048,805 100.00