Universe, The CMI Global Network Fund - Clerical Medical

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Universe, The CMI Global Network Fund NOTES TO THE FINANCIAL STATEMENTS - continued 7. OTHER INCOME - continued Sub-fund n˚ Sub-fund Sub-fund CCY Total market value of securities lent LU9694 CMIG ACCESS 80% SUB FUND EUR 32,976,900 LU9714 CMI GERMAN EQUITY SUB FUND EUR 2,414,764 LU9718 CMI CONTINENTAL EUROPEAN EQUITY SUB FUND EUR 257,042,305 LU9719 CMI GLOBAL EQUITY SUB FUND GBP 1,470,071 LU9720 CMI UK EQUITY SUB FUND GBP 8,867,397 LU9721 CMI US EQUITY SUB FUND USD 17,248,416 LU9722 CMI JAPAN EQUITY SUB FUND JPY 21,120,642 LU9723 CMI PACIFIC BASIN EQUITY SUB FUND USD 2,902,098 LU9725 CMI GLOBAL MIXED SUB FUND GBP 3,602,454 LU9726 CMI UK BOND SUB FUND GBP 6,980,800 LU9727 CMI EURO BOND SUB FUND EUR 610,356,122 LU9728 CMI US BOND SUB FUND USD 16,785,587 LU9729 CMI GLOBAL BOND SUB FUND GBP 24,618 LU9731 CMI EURO CURRENCY RESERVE SUB FUND EUR 1,198,570 LU9732 CMI STERLING CURRENCY RESERVE SUB FUND GBP 2,293,302 LU9733 CMI US EQUITY INDEX TRACKING SUB FUND USD 1,413,755 LU9734 CMI UK EQUITY INDEX TRACKING SUB FUND GBP 2,980,585 LU9735 CMI EURO EQUITY TRACKING SUB FUND EUR 3,310,515 LU9736 CMI JAPAN EQUITY INDEX TRACKING SUB FUND JPY 4,141,029 LU9737 CMIG FIXED TERM EURO BOND SUB FUND EUR 71,281,100 8. RELATED PARTY TRANSACTIONS There were no significant related party transactions during the year, other than those reported in these Financial Statements and marked with a * in the portfolio of investments. 9. PURCHASE AND SALE OF SECURITIES A listing of purchases and sales of securities for the year for each sub-fund is available upon request of the Company’s registered office. 10. SOFT COMMISSIONS No soft commission arrangements were entered into by the Management Company or the Investment Advisor with brokers during the year. 11. FUTURES Commitments for financial futures contracts and the related unrealised profit/(loss) recorded as at 30 September 2010 were as follows: Sub-funds Description CMI Japan Enhanced Equity TOPIX INDEX (TOKYO) 09/12/2010 (17 contracts) CMI Pacific Basin Enhanced Equity HONG KONG HANG SENG INDICES 28/10/2010 (31 contracts) CMI US Enhanced Equity S&P 500 EMINI INDEX 17/12/2010 (338 contracts) Euro Equity Index Tracking DOW JONES EURO STOXX 50/PR.IND 17/12/2010 (49 contracts) Japan Equity Index Tracking TOPIX INDEX (TOKYO) 09/12/2010 (5 contracts) UK Equity Index Tracking UKX FTSE 100 INDEX 17/12/2010 (37 contracts) US Equity Index Tracking S&P 500 EMINI INDEX 17/12/2010 (21 contracts) CMI Euro Bond EURO BUND 08/12/2010 ((767) contracts) CMI Euro Bond JAPANESE GOV. BDS FUTURE 10Y 09/12/2010 (87 contracts) 36 Fund Currency Contract Value Futures Currency Unrealised Gain/(Loss) JPY 140,505,000 JPY (1,192,000) USD 34,608,400 HKD 2,477 USD 19,282,900 USD 398,909 EUR 1,334,270 EUR (34,406) JPY 41,325,000 JPY (133,000) GBP 2,049,245 GBP (9,635) USD 1,198,050 USD 23,460 EUR (101,136,620) EUR (452,530) EUR 12,475,800,000 JPY 1,720,181
Universe, The CMI Global Network Fund NOTES TO THE FINANCIAL STATEMENTS - continued 11. FUTURES - continued Sub-funds Description CMI US Bond 10 YEAR TREAS.BOND AUSTRAL.6% 15/12/2010 (78 contracts) CMI US Bond 10Y TREASURY NOTES USA 21/12/2010 ((78) contracts) CMIG Access 80% DOW JONES EURO STOXX 50/PR.IND 17/12/2010 (131 contracts) CMI European Enhanced Equity DOW JONES EURO STOXX 50/PR.IND 17/12/2010 (9 contracts) HLE Euro-Garant 80 Flex DOW JONES EURO STOXX 50/PR.IND 17/12/2010 (6 contracts) CMIG Access 70% Flexible DOW JONES EURO STOXX 50/PR.IND 17/12/2010 (22 contracts) CMIG Access 80% Flexible DOW JONES EURO STOXX 50/PR.IND 17/12/2010 (203 contracts) CMIG Access 90% Flexible DOW JONES EURO STOXX 50/PR.IND 17/12/2010 (16 contracts) Fund Currency Contract Value Related cash balances held as margin against the above positions are included in cash at bank. 12. CURRENCY RATES The accounting for the Company as a whole is carried out in EUR. Exchange rates as at 30 September 2010 were: 1 EUR = 0.859808 GBP 1 EUR = 1.366750 USD 1 EUR = 113.836638 JPY 37 Futures Currency Unrealised Gain/(Loss) USD 8,414,348 AUD 129,745 USD (9,840,188) USD (119,438) EUR 3,567,130 EUR (94,020) EUR 245,070 EUR (6,717) EUR 163,380 EUR (4,320) EUR 599,060 EUR (15,840) EUR 5,527,690 EUR (146,160) EUR 435,680 EUR (11,520)
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