ING (L) RENTA FUND - ING Investment Management, Asia Pacific

ING (L) RENTA FUND Semi-annual report and unaudited financial statements
(Report dedicated for the Singapore market)
for the period ended September 30, 2010
������������������������������������������������������������������������������������������������������������������������������������
Quantity
ING (L) Renta Fund - Emerging Markets Debt (Local Currency)
(Denominated in USD)
Financial derivative instruments as at 30/09/2010
Name
Currency
Futures on interest rates
Commitment
in USD
(114) EURO-BOBL FUTURE 08/12/2010 EUR 18,770,872.01
23,344.92
18,770,872.01
The accompanying notes form an integral part of these financial statements.
Unrealized
profit or (loss)
in USD
23,344.92
To receive To pay Maturity Commitment Unrealized
Date in USD profit or (loss)
in USD
Forward foreign exchange contracts
103,800,000.00 ARS 26,100,075.43 USD 20/10/10 26,100,075.43
8,186.33
12,420,000,000.00 CLP 23,720,397.25 USD 03/12/10 23,720,397.25 1,828,943.09
12,000,000,000.00 CLP 23,631,350.93 USD 07/01/11 23,631,350.93 957,378.09
7,700,000,000.00 CLP 15,424,679.49 USD 03/12/10 15,424,679.49 415,088.67
7,700,000,000.00 CLP 15,430,861.72 USD 03/12/10 15,430,861.72 408,906.44
145,500,000.00 CNY 21,457,012.24 USD 01/12/10 21,457,012.24 421,887.52
104,900,000.00 CNY 15,491,397.77 USD 10/12/10 15,491,397.77 290,426.11
19,100,000.00 CNY 2,826,489.09 USD 01/12/10 2,826,489.09 45,586.41
1,590,000.00 CNY 236,607.14 USD 01/12/10 236,607.14
2,481.87
226,000,000.00 CNY 33,356,702.70 USD 01/12/10 33,356,702.70 627,017.89
28,600,000.00 CNY 4,228,579.88 USD 01/12/10 4,228,579.88 72,014.85
26,200,000.00 CNY 3,876,886.65 USD 01/12/10 3,876,886.65 62,819.01
355,800,000.00 CNY 52,531,337.20 USD 13/12/10 52,531,337.20 1,005,317.05
69,400,000.00 CNY 10,262,476.89 USD 01/12/10 10,262,476.89 173,232.00
8,500,000.00 CNY 1,264,880.95 USD 01/12/10 1,264,880.95 13,267.83
26,040,000,000.00 COP 14,236,821.10 USD 02/12/10 14,236,821.10 212,256.29
26,040,000,000.00 COP 14,241,492.84 USD 02/12/10 14,241,492.84 207,584.55
6,000,000,000.00 COP 3,337,041.16 USD 02/12/10 3,337,041.16 (7,760.66)
110,000,000.00 CZK 4,440,077.92 EUR 12/10/10 6,112,628.40 50,582.30
235,225,119.00 CZK 9,474,187.17 EUR 12/10/10 13,071,306.76 136,180.43
324,774,881.00 CZK 13,122,217.41 EUR 12/10/10 18,047,528.74 131,743.79
59,000,000.00 CZK 2,374,960.35 EUR 12/10/10 3,278,591.60 36,053.43
646,300,000.00 CZK 25,293,905.16 EUR 12/10/10 35,914,470.33 1,380,576.86
65,000,000.00 CZK 2,559,741.41 EUR 12/10/10 3,612,007.69 117,181.79
77,000,000.00 CZK 3,129,573.70 EUR 12/10/10 4,278,839.88
6,029.65
139,321,029.63 EUR 178,605,380.36 USD 05/10/10 178,605,380.36 11,590,116.45
115,148,735.95 EUR 147,617,225.02 USD 05/10/10 147,617,225.02 9,579,223.35
11,400,000.00 EUR 15,310,975.20 USD 05/10/10 15,310,975.20 251,848.80
1,792,203.07 EUR 2,282,818.66 USD 05/10/10 2,282,818.66 163,825.28
1,937,080.92 EUR 2,481,884.93 USD 05/10/10 2,481,884.93 162,540.46
1,563,934.62 EUR 2,003,791.23 USD 05/10/10 2,003,791.23 131,229.76
1,077,840.38 EUR 1,373,664.45 USD 05/10/10 1,373,664.45 97,760.12
1,205,139.60 EUR 1,552,738.02 USD 05/10/10 1,552,738.02 92,470.36
1,398,348.47 EUR 1,816,930.10 USD 05/10/10 1,816,930.10 92,039.30
1,443,340.91 EUR 1,945,031.78 USD 05/10/10 1,945,031.78 25,359.50
1,587,465.75 EUR 2,150,365.23 USD 05/10/10 2,150,365.23 16,779.51
166,972.15 EUR 212,493.77 USD 05/10/10 212,493.77 15,449.93
To receive To pay Maturity Commitment Unrealized
Date in USD
profit or (loss)
in USD
193,617.02 EUR 249,345.81 USD 05/10/10 249,345.81 14,972.40
150,133.46 EUR 192,583.70 USD 05/10/10 192,583.70 12,372.49
184,257.42 EUR 241,082.41 USD 05/10/10 241,082.41 10,458.45
176,726.72 EUR 234,102.82 USD 05/10/10 234,102.82
7,157.43
151,708.00 EUR 202,269.24 USD 05/10/10 202,269.24
4,836.45
117,575.00 EUR 158,442.89 USD 05/10/10 158,442.89
2,065.80
18,542.20 EUR 23,618.13 USD 05/10/10 23,618.13
1,694.94
15,113.00 EUR 19,233.26 USD 05/10/10 19,233.26
1,398.40
10,390,500.91 EUR 2,970,000,000.00 HUF 15/10/10 14,185,119.73 (454,744.66)
22,700,000.00 EUR 29,251,537.80 USD 05/10/10 29,251,537.80 1,737,594.20
2,982,995.10 EUR 3,824,008.81 USD 05/10/10 3,824,008.81 248,256.78
2,008,520.80 EUR 2,584,705.16 USD 05/10/10 2,584,705.16 157,247.10
22,748,594.88 EUR 90,250,000.00 PLN 12/10/10 31,056,399.01 90,783.92
202,934.45 EUR 258,248.29 USD 05/10/10 258,248.29 18,789.70
248,129.24 EUR 323,873.17 USD 05/10/10 323,873.17 14,862.94
257,976.70 EUR 347,646.82 USD 05/10/10 347,646.82
4,532.65
24,481.69 EUR 31,561.79 USD 05/10/10 31,561.79
1,859.63
219,635.55 EUR 299,319.33 USD 05/10/10 299,319.33
518.34
326,019.61 EUR 425,292.58 USD 05/10/10 425,292.58 19,776.35
341,716.43 EUR 447,686.11 USD 05/10/10 447,686.11 18,811.49
36,137.06 EUR 45,813.12 USD 05/10/10 45,813.12
3,519.75
30,071.25 EUR 38,324.61 USD 05/10/10 38,324.61
2,727.46
39,979.61 EUR 51,876.74 USD 05/10/10 51,876.74
2,701.82
46,300,000.00 EUR 58,889,988.60 USD 05/10/10 58,889,988.60 4,316,919.40
411,989.78 EUR 549,380.13 USD 05/10/10 549,380.13 13,051.84
44,720.00 EUR 56,909.33 USD 05/10/10 56,909.33
4,140.63
42,003.00 EUR 54,022.16 USD 05/10/10 54,022.16
3,318.66
47,166.38 EUR 61,355.92 USD 05/10/10 61,355.92
3,033.74
44,600.00 EUR 58,180.70 USD 05/10/10 58,180.70
2,705.44
4,469.00 EUR 5,822.57 USD 05/10/10 5,822.57
278.33
566,041.54 EUR 720,995.41 USD 05/10/10 720,995.41 51,741.86
583,375.00 EUR 748,324.28 USD 05/10/10 748,324.28 48,075.94
5,646,755.27 EUR 7,678,909.56 USD 05/10/10 7,678,909.56 29,814.86
53,388.00 EUR 68,754.67 USD 05/10/10 68,754.67
4,128.49
55,517.40 EUR 72,905.45 USD 05/10/10 72,905.45
2,884.68
60,000,000.00 EUR 76,297,260.00 USD 05/10/10 76,297,260.00 5,612,340.00
60,000,000.00 EUR 76,315,440.00 USD 05/10/10 76,315,440.00 5,594,160.00
6,568,089.31 EUR 8,458,582.46 USD 05/10/10 8,458,582.46 507,910.34
656,141.86 EUR 835,760.69 USD 05/10/10 835,760.69 59,977.93
645,999.96 EUR 822,118.93 USD 05/10/10 822,118.93 59,774.38
608,010.00 EUR 781,992.06 USD 05/10/10 781,992.06 48,038.87
62,558.57 EUR 79,194.77 USD 05/10/10 79,194.77
6,207.69
66,639.80 EUR 86,587.76 USD 05/10/10 86,587.76
4,386.23
63,369.25 EUR 84,488.95 USD 05/10/10 84,488.95
2,020.22
67,901.64 EUR 92,339.44 USD 05/10/10 92,339.44
357.16
6,817,493.27 EUR 1,960,000,000.00 HUF 15/10/10 9,307,246.99 (354,165.11)
79,500,000.00 EUR 107,037,130.50 USD 03/11/10 107,037,130.50 1,459,461.00
79,500,000.00 EUR 107,116,471.50 USD 03/11/10 107,116,471.50 1,380,120.00
32 ING INVESTMENT MANAGEMENT