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.248 The U.S. Bond FundJuste valeurUSDCompartiment%Descriptif(1 700 000) Put at 3.00 on 3 Year IROExpiring June 2012 ........................................................................... (366) 0,00(1 400 000) Put at 2.75 on 3 Year IROExpiring June 2012 ........................................................................... (496) 0,00(1 400 000) Put at 2.75 on 3 Year IROExpiring June 2012 ........................................................................... (441) 0,00(800 000) Put at 10.00 on 10 Year IROExpiring October 2012 ..................................................................... - 0,00Options sur swaps vendues à la juste valeur (primes reçues : 502 863 USD) ................ (141 183) (0,04)Swaps de taux d’intérêt ((0,16) %)DeviseMontantnotionnelBRL 100 000BRL 200 000BRL 300 000BRL 300 000BRL 400 000BRL 800 000BRL 900 000BRL 1 100 000BRL 1 400 000BRL 100 000BRL 100 000BRL 200 000BRL 200 000BRL 200 000BRL 300 000BRL 400 000BRL 400 000Décaissementsdu CompartimentBRL 12 MonthEncaissementsdu CompartimentDatede règlementJuste valeurUSDCompartiment%LIBOR 10,61% 02/01/2013 90 0,00BRL 12 MonthLIBOR 12,17% 02/01/2013 4 003 0,00BRL 12 MonthLIBOR 12,07% 02/01/2013 5 628 0,00BRL 12 MonthLIBOR 12,48% 02/01/2013 5 874 0,00BRL 12 MonthLIBOR 10,45% 02/01/2013 63 0,00BRL 12 MonthLIBOR 10,46% 02/01/2013 207 0,00BRL 12 MonthLIBOR 11,88% 02/01/2013 14 168 0,00BRL 12 MonthLIBOR 11,89% 02/01/2013 17 592 0,01BRL 12 MonthLIBOR 11,89% 02/01/2013 22 606 0,01BRL 12 MonthLIBOR 10,77% 02/01/2014 82 0,00BRL 12 MonthLIBOR 12,54% 02/01/2014 2 751 0,00BRL 12 MonthLIBOR 10,56% 02/01/2014 (224) 0,00BRL 12 MonthLIBOR 12,11% 02/01/2014 4 186 0,00BRL 12 MonthLIBOR 12,25% 02/01/2014 4 948 0,00BRL 12 MonthLIBOR 10,83% 02/01/2014 435 0,00BRL 12 MonthLIBOR 12,20% 02/01/2014 9 233 0,00BRL 12 MonthLIBOR 12,11% 02/01/2014 12 270 0,00BRL 12 MonthLIBOR 10,58% 02/01/2014 (439) 0,00BRL 700 000EUR 700 000 6 Month EURIBOR 1,00% 18/09/2014 (809) 0,00EUR 900 000 6 Month EURIBOR 3,50% 21/09/2021 96 237 0,03EUR 300 000 6 Month EURIBOR 3,65% 21/09/2021 38 216 0,01EUR 200 000 6 Month EURIBOR 3,65% 21/09/2021 25 477 0,01
Russell Investment Company plcThe U.S. Bond FundTableau des investissements - suite30 septembre 2011DeviseMontantnotionnelDécaissementsdu CompartimentEncaissementsdu CompartimentDatede règlementJuste valeurUSDCompartiment%EUR 100 000 6 Month EURIBOR 3,50% 21/09/2021 10 954 0,00EUR 400 000 6 Month EURIBOR 3,50% 21/09/2021 42 177 0,01EUR 200 000 6 Month EURIBOR 3,50% 21/09/2021 21 549 0,01MXN 400 000MXN 1 MonthLIBOR 1,00% 02/06/2021 (724) 0,00USD 400 000BBA LIBOR USD3 MONTH 1,00% 19/09/2014 861 0,00USD 700 000BBA LIBOR USD3 MONTH 1,00% 19/09/2014 8 567 0,00USD 100 000BBA LIBOR USD3 MONTH 3,00% 15/06/2021 7 865 0,00USD 1 600 000BBA LIBOR USD3 MONTH 3,00% 15/06/2021 126 464 0,04USD 1 800 000BBA LIBOR USD3 MONTH 3,00% 15/06/2021 145 044 0,04USD 320 000 0,39%BBA LIBOR USD3 MONTH 15/06/2041 (14 908) 0,00USD 580 000 1,00%BBA LIBOR USD3 MONTH 15/06/2041 (27 173) (0,01)Swaps de taux d’intérêt à la juste valeur positive .............................................................. 627 547 0,17Swaps de taux d’intérêt à la juste valeur négative ............................................................. (44 277) (0,01)Swaps de taux d’intérêt à la juste valeur ....................................................................... 583 270 0,16Swaps de défaut de créance (0,00%)MontantnotionnelNomde la valeurDécaissementsduCompartimentEncaissementsduCompartimentDate derèglementJuste valeurUSDCompartiment%DeviseUSD 45 500 ABX Swap 1,00% * 15/03/2049 4 379 0,00USD 63 000 ABX Swap 1,00% * 17//02/2051 19 763 0,01USD 64 000 ABX Swap * 1,00% 12//10/2052 (10 396) 0,00USD 69 000 ABX Swap * 1,00% 12//10/2052 (11 209) 0,00USD 69 000 ABX Swap * 1,00% 13//12/2049 (18 722) (0,01)USD 73 000 ABX Swap * 1,00% 12//10/2052 (11 756) 0,00USD 75 000 ABX Swap 1,00% * 17//02/2051 9 972 0,00USD 87 000 ABX Swap * 1,00% 13//12/2049 (11 527) 0,00USD 88 000 ABX Swap 1,00% * 17//02/2051 11 987 0,00USD 92 000 ABX Swap 1,00% * 17//02/2051 28 860 0,01USD 97 500 ABX Swap 1,00% * 15/03/2049 9 462 0,00USD 140 000 ABX Swap * 1,00% 12//10/2052 (9 518) 0,00USD 155 000 ABX Swap 1,00% * 12//10/2052 10 848 0,00USD 160 000 ABX Swap * 1,00% 12//10/2052 (25 751) (0,01)USD 163 000 ABX Swap * 1,00% 12//10/2052 (11 082) 0,00USD 168 000 ABX Swap 1,00% * 17//02/2051 22 322 0,01USD 173 000 ABX Swap 1,00% * 12//10/2052 11 763 0,00USD 181 000 ABX Swap 1,00% * 12//10/2052 12 306 0,00USD 240 000 ABX Swap * 1,00% 12//10/2052 (38 987) (0,01)USD 267 000 ABX Swap 1,00% * 12//10/2052 18 154 0,00USD 270 000 ABX Swap * 1,00% 12//10/2052 (43 482) (0,01)USD 487 000 ABX Swap 1,00% * 12//10/2052 34 085 0,01ABX.HE.PENAUSD 573 551 AA.06-2 1,00% * 25/05/2046 174 190 0,06USD 200 000 CDX.EM.13 * 5,00% 20/06/2015 12 324 0,00Les notes ci-jointes sont une composante des états financiers.The U.S. Bond Fund 249
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Russell Investment Company plcNotes
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Russell Investment Company plcAnnex
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Russell InvestmentsRex House10 Rege
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