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Pioneer Funds - Euro Short-Term
Schedule of Investments as at 31 December 2012 (expressed in EUR) (continued)
Outstanding Financial Futures Contracts as at 31 December 2012 (expressed in EUR)
Maturity Date
Long/(Short)
Quantity Contract
11-Mar-13 (161)
Euro Bobl
11-Mar-13 (113)
Euro Bund
11-Mar-13 60
Euro Buxl
11-Mar-13 (292)
Euro Schatz
28-Mar-13 16
Long Gilt
28-Mar-13 (29)
US Long Bond
31-Mar-13 204
US 2 Yr Note Future
31-Mar-13 (175)
US 5 Yr Note Future
16-Jun-14 79
90 Day Euro$
Total Net Unrealised Gain/(Loss) on Financial Futures Contracts
Trade
Currency
EUR
EUR
EUR
EUR
GBP
USD
USD
USD
USD
Commitment
(in Trade Ccy)
(20,579,020)
(16,457,320)
8,216,400
(32,369,660)
1,902,880
(4,282,938)
44,978,814
(21,768,360)
19,661,125
Market Price
(in Trade Ccy)
127.82
145.64
136.94
110.86
118.93
147.69
110.24
124.39
99.55
Unrealised Gain/(Loss)
(in Fund Ccy)
(133,476)
(160,460)
232,801
(37,960)
19,030
57,740
9,699
26,961
14,890
29,225
Outstanding Forward Foreign Exchange Contracts as at 31 December 2012 (expressed in EUR)
Maturity Date Currency
Amount Purchased
04-Mar-13 EUR
10,064,963
04-Mar-13 USD
509,204
Total Net Unrealised Gain/(Loss) on Forward Foreign Exchange Contracts
Currency
DKK
EUR
Amount Sold
75,000,000
392,648
Unrealised Gain/(Loss)
10,337
(6,561)
3,776
Outstanding Options Contracts as at 31 December 2012 (expressed in EUR)
Maturity Date
Quantity
Contract
Strike Price
(in Trade Ccy)
Commitment
(in Trade Ccy)
Trade
Currency
Market Price
(in Fund Ccy)
Unrealised
Gain/(Loss)
Long Positions
16-Jun-14 327
Put 90 Day Euro$
Total Net Unrealised Gain/(Loss) on Options Contracts
99.00
USD
40,305
40,305
(151,761)
(151,761)
(151,761)
Outstanding Swaps as at 31 December 2012 (expressed in EUR)
Maturity Date Contract
20-Dec-15 Credit Default Swap Seller
14-Feb-14 Interest Rate Swap
14-Nov-15 Interest Rate Swap
03-Oct-15 Interest Rate Swap
03-Oct-15 Interest Rate Swap
17-Oct-21 Interest Rate Swap
16-Oct-16 Interest Rate Swap
22-Jun-17 Interest Rate Swap
28-May-15 Interest Rate Swap
29-Oct-14 Interest Rate Swap
29-Oct-15 Interest Rate Swap
Total Net Unrealised Gain/(Loss) on Swaps
Underlying
iTraxx Europe Series 18
-
-
-
-
-
-
-
-
-
-
Received Rate
1.000%
BBSW 3M
3.210%
Euribor 6M
0.353%
2.360%
Euribor 6M
EUR-EXT-CPI
Libor 6M
2.650%
BKBM 3M
Paid Rate Currency Nominal
Unrealised
Gain/(Loss)
- EUR 49,500,000 362,870
2.940% AUD 24,215,000 (34,513)
BBSW 3M AUD 25,375,000 (41,152)
0.680% EUR 219,000,000 (931,623)
Eonia 1D EUR 219,000,000 624,140
Euribor 6M EUR 30,300,000 396,149
1.000% EUR 73,000,000 (354,781)
1.579% EUR 6,800,000
80,500
0.390% JPY 7,000,000,000 (110,994)
BKBM 3M NZD 60,962,200 (21,300)
2.830% NZD 30,827,500
8,027
(22,677)
The accompanying notes form an integral part of these financial statements.
Any differences in the percentage of net assets are the results of roundings.
186 Pioneer Funds - Annual Report