Russell Investment Company plc - Russell Investments

Russell Investment Company plcThe Global Bond FundTableau des investissements - suite30 septembre 2011Montantdu principalJuste valeurUSDCompartiment%18 000 0.018% due 01/12/11 ........ 17 999 0,00602 000 0.015% due 19/01/12 ........ 601 984 0,04281 000 0.040% due 23/02/12 ........ 280 966 0,021 231 000 0.035% due 01/03/12 ........ 1 230 910 0,084 300 000 0.260% due 08/03/12 ........ 4 299 522 0,294 192 000 0.035% due 29/03/12 ........ 4 191 108 0,28Total des instruments dumarché monétaire .............. 10 847 488 0,72Nombred’actionsPlans d’investissement collectif (5,11%)Irlande (3,45%)Russell Investment Company III plcThe Euro Liquidity Fund -1 882 Class C Income Shares ..... 2 525 151 0,17Instruments financiers dérivés ((3,98) %)Contrats à terme ouverts (0,04%)Nombred’actionsJuste valeurUSDCompartiment%Russell Investment Company III plcThe Sterling LiquidityFund - Class C Income729 Shares .............................. 1 136 184 0,07Russell Investment Company III plcThe U.S. Dollar Cash Fund4 808 746 II - Class C Shares ........... 48 087 454 3,2151 748 789 3,45Luxembourg (1,64%)IXIS International Funds LUX I163 565Loomis Sayles EmergingDebt and Currencies ........ 24 801 372 1,66Total des plansd’investissement collectif .. 76 550 161 5,11Total des investissementshors instruments financiersdérivés ................................ 1 570 224 450 104,75Plus-valueMontantPrix(moins-value)notionnel du coût moyenlatente CompartimentUSDUSDUSD%30 832 892 198,53 155 of UK Long Gilt Bond FuturesLong Futures ContractsExpiring December 2011 .................................... 554 608 0,0440 267 185 183,91 219 of German Euro Bund FuturesLong Futures ContractsExpiring December 2011 .................................... (161 715) (0,01)5 429 075 164,52 33 of German Euro BOBL FuturesLong Futures ContractsExpiring December 2011 ..................................... (21 695) 0,00(822 721) (164,55) 5 of German Euro BOBL FuturesShort Futures ContractsExpiring December 2011 .................................... 3 421 0,003 983 296 147,53 27 of German Euro Schatz FuturesLong Futures ContractsExpiring December 2011 .................................... (12 136) 0,006 393 305 110,23 58 of 2 Year U.S. Treasury Notes FuturesLong Futures ContractsExpiring December 2011 .................................... (7 505) 0,00(31 689 945) (122,36) 259 of 5 Year U.S. Treasury Notes FuturesShort Futures ContractsExpiring December 2011 ..................................... (32 375) 0,008 086 829 122,53 66 of 5 Year U.S. Treasury Notes FuturesLong Futures ContractsExpiring December 2011 .................................... (3 149) 0,0039 907 003 129,05 309 of 10 Year U.S. Treasury Notes FuturesLong Futures ContractsExpiring December 2011 .................................... 290 807 0,02(20 965 264) (128,63) 163 of 10 Year U.S. Treasury Notes FuturesShort Futures ContractsExpiring December 2011 .................................... (239 406) (0,02)5 589 338 136,32 41 of 30 Year U.S. Treasury Notes FuturesLong Futures ContractsExpiring December 2011 .................................... 258 492 0,02Les notes ci-jointes sont une composante des états financiers.The Global Bond Fund 71