Russell Investment Company plc - Russell Investments

Russell Investment Company plcThe U.S. Bond FundTableau des investissements - suite30 septembre 2011MontantnotionnelUSDPrixdu coût moyenUSDPlus-value(moins-value)latenteUSDCompartiment%1 740 813 99,48 7 of 90 Day Eurodollar FuturesLong Futures ContractsExpiring March 2012 .......................................... (1 138) 0,009 189 275 99,34 37 of 90 Day Eurodollar FuturesLong Futures ContractsExpiring March 2013 .......................................... 5 225 0,00(1 731 188) (98,90) 7 of 90 Day Eurodollar FuturesShort Futures ContractsExpiring March 2013 .......................................... (8 313) 0,0017 872 738 99,29 72 of 90 Day Eurodollar FuturesLong Futures ContractsExpiring March 2013 .......................................... 19 263 0,0142 002 025 98,83 170 of 90 Day Eurodollar FuturesLong Futures ContractsExpiring June 2013 ............................................. 213 225 0,0614 064 713 98,70 57 of 90 Day Eurodollar FuturesLong Futures ContractsExpiring September 2013 ................................... 74 138 0,02(497 900) (99,58) 2 of 90 Day Eurodollar FuturesShort Futures ContractsExpiring September 2012 ................................... 800 0,003 424 738 97,85 14 of 90 Day Eurodollar FuturesLong Futures ContractsExpiring March 2014 .......................................... 36 588 0,01731 725 97,56 3 of 90 Day Eurodollar FuturesLong Futures ContractsExpiring June 2014 ............................................. 8 638 0,00(7 936 200) (110,23) 36 of 2 Year U.S. Treasury Notes FuturesShort Futures ContractsExpiring December 2011 .................................... 9 000 0,005 069 528 110,21 23 of 2 Year U.S. Treasury Notes FuturesLong Futures ContractsExpiring December 2011 .................................... (4 927) 0,00(5 140 422) (122,39) 42 of 5 Year U.S. Treasury Notes FuturesShort Futures ContractsExpiring December 2011 .................................... (3 922) 0,00(123 227) (122,23) 1 of 5 Year U.S. Treasury Notes FuturesShort Futures ContractsExpiring December 2011 .................................... 742 0,002 940 770 122,53 24 of 5 Year U.S. Treasury Notes FuturesLong Futures ContractsExpiring December 2011 .................................... (1 145) 0,0011 993 273 128,96 93 of 10 Year U.S. Treasury Notes FuturesLong Futures ContractsExpiring December 2011 .................................... 105 446 0,02(3 886 945) (129,56) 30 of 10 Year U.S. Treasury Notes FuturesShort Futures ContractsExpiring December 2011 .................................... (15 867) 0,00Les notes ci-jointes sont une composante des états financiers.242 The U.S. Bond Fund