Carteira: OC TESOURO GARANTIDO 1SR 313 Data: 31-03 ... - FEP

PTJMEDOE0006 2.1.3. Jose de Mello 27/06/2017 EUR 30,000 79.01 79.01 200.85 23,903.16
PTSC0AOE0063 2.1.3. Sonae Capital Float 03/03/18 EUR 42,000 77.89 77.89 67.25 32,779.63
2.2. Valores mobiliários estrangeiros 18,000 0.00 0.00 88.43 18,143.13
2.2.3. Obrigações diversas 18,000 0.00 0.00 88.43 18,143.13
PTBCUCXE0006 2.2.3. BCP Renda Global VII 2007-01/08/12 EUR 18,000 100.30 100.30 88.43 18,143.13
2.3. Outros instrumentos de dívida 400,000 0.00 0.00 3,634.46 403,634.46
2.3.2. Papel comercial 400,000 0.00 0.00 3,634.46 403,634.46
PTS27AJM0048 2.3.2. Soc Francisco Manuel Santos SGPS-13ª EM PC 14/08/12 EUR 50,000 100.00 100.00 143.11 50,143.11
S27AJM 2.3.2. Soc Francisco Manuel Santos SGPS-15ª EM PC 27/06/12 EUR 150,000 100.00 100.00 1,004.23 151,004.23
PTTI9AJM0249 2.3.2. Teixeira Duarte Inv GPII SA-13ª EM PC 16/04/12 EUR 200,000 100.00 100.00 2,487.12 202,487.12
5. LIQUIDEZ 0 0.00 0.00 0.00 -978,037.59
5.1. À vista 0 0.00 0.00 0.00 -978,037.59
5.1.9 Outros 0 0.00 0.00 0.00 -7,011.17
5.1.9 IRS EUR 0 0.00 0.00 0.00 -7,011.17
5.1.2. Depósitos à ordem 0 0.00 0.00 0.00 81,557.33
PRT11200001 5.1.2. EUR - Banco Comercial Português EUR 0 0.00 0.00 0.00 81,557.33
5.1.3. Comissões 0 0.00 0.00 0.00 -1,052,583.75
7. OPERAÇÕES COM PRODUTOS DERIVADOS 14 0.00 0.00 1,247,556.21 5,212,868.04
7.2. Fora de mercado regulamentado 14 0.00 0.00 1,247,556.21 5,212,868.04
7.2.2. Swaps 14 0.00 0.00 1,247,556.21 5,212,868.04
7.2.2. CDS (Swap - (CDS Banco Santander Subordinada 20000000 EUR (SWAP-2425-E EUR 1 -2,021,525.45 -2,021,525.45 100,533.32 -1,920,992.13
7.2.2. CDS (Swap - (CDS Credit Agricole Subordinada 20000000 EUR (SWAP-2422-E EUR 1 -1,668,961.57 -1,668,961.57 94,249.99 -1,574,711.58
7.2.2. CDS (Swap - s (CDS Credit Suisse Subordinada 15900000 EUR (SWAP-2424-E EUR 1 112,250.26 112,250.26 87,609.00 199,859.26
7.2.2. CDS (Swap - s (CDS Deutsche Bank Subordinada 10100000 EUR (SWAP-2420-E EUR 1 -103,500.98 -103,500.98 48,816.66 -54,684.32
7.2.2. CDS (Swap - ser (CDS BNP Paribas Subordinada 15500000 EUR (SWAP-2423-E EUR 1 -278,239.25 -278,239.25 89,150.83 -189,088.42
7.2.2. CDS (Swap - seri (CDS Unicredito Subordinada 13000000 EUR (SWAP-2419-E EUR 1 -1,556,583.01 -1,556,583.01 62,833.33 -1,493,749.68
7.2.2. CDS (Swap - series OTC (CDS BBVA Subordinada 13000000 EUR (SWAP-2421-E EUR 1 -1,725,303.89 -1,725,303.89 65,346.66 -1,659,957.23
7.2.2. Swap (IRS-35146PA-6.75% 04/04/16 & IRS-35146PP-Float 04/04/16) EUR 1 2,131,093.50 2,131,093.50 132,888.34 2,263,981.84
7.2.2. Swap (IRS-35147PA-6.75% 04/04/16 & IRS-35147PP-Float 04/04/16) EUR 1 2,234,133.76 2,234,133.76 139,171.67 2,373,305.43
7.2.2. Swap (IRS-35495PA-6.75% 04/04/16 & IRS-35495PP-Float 04/04/16) EUR 1 1,467,313.92 1,467,313.92 91,750.97 1,559,064.89
7.2.2. Swap (IRS-35832PA-6.75% 04/04/16 & IRS-35832PP-Float 04/04/16) EUR 1 1,385,213.31 1,385,213.31 86,377.42 1,471,590.73
7.2.2. Swap (IRS-35847PA-6.75% 04/04/16 & IRS-35847PP-Float 04/04/16) EUR 1 1,108,223.96 1,108,223.96 69,061.28 1,177,285.24
7.2.2. Swap (IRS-35849PA-6.75% 04/04/16 & IRS-35849PP-Float 04/04/16) EUR 1 1,426,426.88 1,426,426.88 88,890.75 1,515,317.63
7.2.2. Swap (IRS-63440PA-6.75% 04/04/16 & IRS-63440PP Float 04/04/16) EUR 1 1,578,047.46 1,578,047.46 90,875.99 1,545,646.38
VALOR LÍQUIDO GLOBAL DO FUNDO 1731356.92 100,162,583.74
NUMERO DE UNIDADES EM CIRCULAÇÃO 1,751,131.79
VALOR DA UP 57.20