Russell Investment Company plc - Russell Investments

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Russell Investment Company plcThe U.S. Bond FundTableau des investissements - suite30 septembre 2011MontantnotionnelUSDLes notes ci-jointes sont une composante des états financiers.246 The U.S. Bond FundJuste valeurUSDCompartiment%(40 000) Call at 99.00 of Eurodollar Midcurve 3 Year FuturesExpiring December 2011 .................................................................. (800) 0,00(30 000) Call at 99.38 of Eurodollar FuturesExpiring March 2012 ........................................................................ (5 625) 0,00(30 000) Put at 99.38 of Eurodollar FuturesExpiring March 2012 ........................................................................ (4 575) 0,00(55 000) Call at 99.50 of Eurodollar FuturesExpiring March 2012 ........................................................................ (5 638) 0,00(20 000) Call at 99.63 of Eurodollar FuturesExpiring June 2012 ........................................................................... (1 150) 0,00(55 000) Put at 99.50 of Eurodollar FuturesExpiring March 2012 ........................................................................ (10 588) (0,01)(20 000) Put at 99.63 of Eurodollar FuturesExpiring June 2012 ........................................................................... (5 450) 0,00(37 500) Put at 99.00 of Eurodollar FuturesExpiring March 2012 ........................................................................ (3 187) 0,00(37 413) (0,01)États-Unis (0,00%)(14 000) Put at 121.50 of 5 Year U.S. Treasury Notes FuturesExpiring December 2011 ................................................................... (3 828) 0,00(8 000) Call at 130.50 of 10 Year U.S. Treasury Notes FuturesExpiring December 2011 ................................................................... (9 375) 0,00(8 000) Put at 126.00 of 10 Year U.S. Treasury Notes FuturesExpiring December 2011 ................................................................... (2 250) 0,00(8 000) Put at 128.50 of 10 Year U.S. Treasury Notes FuturesExpiring December 2011 .................................................................. (6 250) 0,00(21 703) 0,00Options vendues à la juste valeur (primes reçues : 79 676 USD) .................................... (59 116) (0,01)Options sur swaps vendues ((0,04) %)MontantnotionnelUSDJuste valeurUSDCompartiment%Descriptif(1 600 000) Put at 1.70 on 5 year IROExpiring August 2012 ....................................................................... (21 899) (0,01)(4 000 000) Put at 2.0 on 1 Year IROExpiring April 2012 .......................................................................... (429) 0,00(7 400 000) Put at 4.25 on 10 Year IROExpiring November 2011 ................................................................. - 0,00(4 900 000) Put at 4.25 on 10 Year IROExpiring November 2011 ................................................................. - 0,00(800 000) Put at 2.25 on 1 Year IROExpiring May 2013 ........................................................................... (663) 0,00(1 000 000) Put at 1.70 on 5 Year CDX.O IG16Expiring December 2011 .................................................................. (231) 0,00(900 000) Put at 2.0 on 5 Year CDX.O IG16Expiring December 2011 .................................................................. (273) 0,00(11 200 000) Put at 4.25 on 10 Year IROExpiring November 2013 ................................................................. (18 761) (0,01)
Russell Investment Company plcThe U.S. Bond FundTableau des investissements - suite30 septembre 2011MontantnotionnelUSDJuste valeurUSDCompartiment%Descriptif(700 000) Put at 4.25 on 5 Year IROExpiring December 2011 .................................................................. (341) 0,00(200 000) Put at 2.25 on 5 Year IROExpiring December 2011 .................................................................. (111) 0,00(1 900 000) Call at 2.0 on 5 Year CDX.O IG16Expiring December 2011 .................................................................. (910) 0,00(1 500 000) Call at 1.80 on 5 Year IROExpiring November 2011 ................................................................. (1) 0,00(700 000) Put at 1.75 on CDX.O IG16Expiring December 2011 .................................................................. (3 525) 0,00(2 300 000) Call at 1.70 on 5 Year IROExpiring August 2012 ....................................................................... (32 121) (0,01)(1 300 000) Put at 2.25 on 2 Year IROExpiring November 2013 ................................................................. (461) 0,00(5 600 000) Put at 2.25 on 2 Year IROExpiring September 2012 ................................................................. (2 429) 0,00(1 500 000) Put at 2.25 on 2 Year IROExpiring September 2012 ................................................................. (618) 0,00(200 000) Put at 2.25 on 2 Year IROExpiring September 2012 ................................................................. (102) 0,00(1 100 000) Put at 2.25 on 2 Year IROExpiring September 2012 ................................................................. (73) 0,00(300 000) Put at 0.001 on INFFLOORExpiring September 2020 ................................................................. (1 188) 0,00(1 400 000) Put at 2.25 on 2 Year IROExpiring September 2012 ................................................................. (638) 0,00(2 800 000) Call at 0.001 on FVAExpiring November 2011 ................................................................. (28 441) (0,01)(1 300 000) Call at 0.001 on FVAExpiring November 2011 ................................................................. (13 520) 0,00(900 000) Call at 0.001 on FVAExpiring November 2011 ................................................................. (3 261) 0,00(900 000) Call at 0.001 on FVAExpiring November 2011 ................................................................. (3 363) 0,00(2 100 000) Put at 1.00 on 1 Year IROExpiring November 2012 ................................................................. (2 502) 0,00(1 800 000) Put at 0.65 on 1 Year IROExpiring November 2011 ................................................................. (660) 0,00(2 400 000) Put at 1.75 on 1 Year IROExpiring November 2012 ................................................................. (1 110) 0,00(1 800 000) Put at 3.00 on 3 Year IROExpiring June 2012 ........................................................................... (584) 0,00(1 400 000) Put at 3.00 on 3 Year IROExpiring June 2012 ........................................................................... (387) 0,00(2 900 000) Put at 3.00 on 3 Year IROExpiring June 2012 ........................................................................... (666) 0,00(1 700 000) Put at 3.00 on 3 Year IROExpiring June 2012 ........................................................................... (357) 0,00(1 000 000) Put at 3.00 on 3 Year IROExpiring June 2012 ........................................................................... (257) 0,00Les notes ci-jointes sont une composante des états financiers.The U.S. Bond Fund 247
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