Relazione semestrale

Schroder International Selection Fund Relazione semestrale 30 giugno 2011Nota integrativa al bilancio al 30 giugno2011 (segue)Pagina 35Contratti future (segue)Data di scadenza Quantità Contratto ValutaPosizione (Short)/ LongPrezzo di mercatoPlusvalenze/(minusvalenze)non realizzateSchroder ISF US Dollar Bond (segue)USD (219.495)Schroder ISF EURO Corporate Bondset 2011 3.362 Euro-BOBL Future EUR (395.756.288) 117,01 2.368.668set 2011 1.913 Euro-Bund Future EUR (240.197.463) 126,06 (955.317)set 2011 313 Euro-BUXL 30 Year Bond Future EUR (33.184.260) 103,66 738.680set 2011 7.362 Euro-Schatz Future EUR (791.223.230) 107,67 (1.443.310)EUR 708.721Schroder ISF Global Corporate Bondset 2011 231 CAN 10 Year Bond Future CAD 28.660.170 124,48 98.114set 2011 144 Euro-BOBL Future EUR (16.791.270) 117,01 (84.262)set 2011 142 Euro-Bund Future EUR 17.833.480 126,06 97.111set 2011 9 Euro-BUXL 30 Year Bond Future EUR (954.180) 103,66 30.767set 2011 1.090 Euro-Schatz Future EUR 117.106.200 107,67 368.076set 2011 71 Japan 10 Year Bond Future JPY (9.979.992.099) 141,04 (421.649)set 2011 869 Long Gilt Future GBP (104.286.739) 120,97 (1.340.875)set 2011 935 US 2 Year Note (CBT) USD 204.597.734 109,75 634.766set 2011 869 US 2 Year Note (CBT) USD (190.378.891) 109,75 (366.609)set 2011 840 US 5 Year Note (CBT) USD 99.766.828 119,65 737.860set 2011 434 US 5 Year Note (CBT) USD (51.497.649) 119,65 (429.773)set 2011 2.244 US 10 Year Note Future (CBT) USD (273.826.859) 123,02 (2.220.203)set 2011 544 US Long Bond Future (CBT) USD (67.325.013) 123,59 90.013set 2011 398 US Ultra Bond Future (CBT) USD 51.436.955 126,34 (1.152.142)USD (3.958.806)Schroder ISF Global High Income Bondset 2011 2 US 10 Year Note Future (CBT) USD (243.563) 123,02 (2.469)USD (2.469)Schroder ISF Global High Yieldset 2011 177 Euro-BOBL Future EUR 20.611.938 117,01 143.163set 2011 245 Euro-Bund Future EUR (30.728.390) 126,06 (226.423)set 2011 68 Euro-Schatz Future EUR 7.305.708 107,67 22.963set 2011 565 Long Gilt Future GBP (67.926.420) 120,97 (676.105)set 2011 1.310 US 5 Year Note (CBT) USD (155.134.641) 119,65 (1.604.813)set 2011 730 US 10 Year Note Future (CBT) USD (88.976.328) 123,02 (825.078)USD (3.166.293)Schroder ISF Strategic Bondset 2011 71 Euro-BOBL Future EUR (8.330.740) 117,01 33.360set 2011 33 Euro-Bund Future EUR 4.145.350 126,06 21.192set 2011 39 Euro-Bund Future EUR (4.891.965) 126,06 (35.308)set 2011 30 Euro-BUXL 30 Year Bond Future EUR 3.184.200 103,66 (107.772)set 2011 65 Euro-Schatz Future EUR 6.996.600 107,67 2.825set 2011 17 Euro-Schatz Future EUR (1.827.500) 107,67 (4.186)set 2011 17 US 2 Year Note (CBT) USD 3.719.813 109,75 11.688set 2011 89 US 2 Year Note (CBT) USD (19.476.453) 109,75 (59.047)set 2011 50 US 5 Year Note (CBT) USD 5.937.109 119,65 45.312set 2011 7.049 US 5 Year Note (CBT) USD (842.290.409) 119,65 (1.111.431)set 2011 1.458 US 10 Year Note Future (CBT) USD 179.795.394 123,02 (438.612)set 2011 1.928 US 10 Year Note Future (CBT) USD (235.874.313) 123,02 (1.299.813)set 2011 913 US Long Bond Future (CBT) USD (113.003.203) 123,59 162.109set 2011 80 US Ultra Bond Future (CBT) USD 10.392.500 126,31 (287.500)USD (3.067.183)Schroder ISF EURO Credit Duration Hedgedset 2011 31 Euro-BOBL Future EUR (3.609.640) 117,01 (17.670)set 2011 13 Euro-Bund Future EUR (1.630.865) 126,06 (7.915)set 2011 1 Euro-BUXL 30 Year Bond Future EUR (106.020) 103,66 2.360set 2011 44 Euro-Schatz Future EUR (4.727.440) 107,67 (10.040)EUR (33.265)Schroder ISF Global Credit Duration Hedgedset 2011 391 Euro-BOBL Future EUR (45.533.830) 117,01 (217.080)set 2011 48 Euro-Bund Future EUR (6.015.730) 126,06 (35.150)set 2011 14 Euro-BUXL 30 Year Bond Future EUR (1.484.280) 103,66 33.040set 2011 1 Euro-Schatz Future EUR (107.440) 107,67 (230)