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Pioneer Funds - Global Aggregate Bond<br />

Schedule of Investm<strong>en</strong>ts <strong>as</strong> at 31 December 2012 (expressed in EUR) (continued)<br />

Outstanding Forward Foreign Exchange Contracts <strong>as</strong> at 31 December 2012 (expressed in EUR) (continued)<br />

Maturity Date Curr<strong>en</strong>cy<br />

Amount Purch<strong>as</strong>ed<br />

04-Mar-13 EUR<br />

5,656,956<br />

04-Mar-13 EUR<br />

9,434,226<br />

04-Mar-13 EUR<br />

936,092<br />

04-Mar-13 EUR<br />

770,000<br />

04-Mar-13 EUR<br />

9,978,214<br />

04-Mar-13 EUR<br />

634,303<br />

04-Mar-13 EUR<br />

3,700,000<br />

04-Mar-13 GBP<br />

5,080,012<br />

04-Mar-13 GBP<br />

2,300,000<br />

04-Mar-13 JPY<br />

2,563,002,696<br />

04-Mar-13 JPY<br />

350,000,000<br />

04-Mar-13 JPY<br />

110,000,000<br />

04-Mar-13 JPY<br />

221,696,900<br />

04-Mar-13 MXN<br />

11,732,500<br />

04-Mar-13 PLN<br />

3,000,000<br />

04-Mar-13 SGD<br />

500,000<br />

04-Mar-13 USD<br />

69,691,317<br />

04-Mar-13 USD<br />

2,851,769<br />

04-Mar-13 ZAR<br />

6,500,000<br />

16-Jul-13 MYR<br />

2,923,144<br />

Total Net Unrealised Gain/(Loss) on Forward Foreign Exchange Contracts<br />

Curr<strong>en</strong>cy<br />

CAD<br />

DKK<br />

GBP<br />

JPY<br />

NOK<br />

SEK<br />

USD<br />

EUR<br />

EUR<br />

EUR<br />

EUR<br />

EUR<br />

USD<br />

EUR<br />

EUR<br />

EUR<br />

EUR<br />

GBP<br />

EUR<br />

EUR<br />

Amount Sold<br />

7,312,555<br />

70,300,000<br />

760,000<br />

87,482,703<br />

73,762,827<br />

5,500,000<br />

4,815,557<br />

6,277,052<br />

2,831,194<br />

24,081,310<br />

3,288,015<br />

1,032,922<br />

2,701,907<br />

690,193<br />

724,225<br />

315,956<br />

53,529,194<br />

1,780,423<br />

560,642<br />

738,000<br />

Unrealised Gain/(Loss)<br />

95,968<br />

9,689<br />

(252)<br />

2,597<br />

(46,520)<br />

(5,666)<br />

48,765<br />

(18,318)<br />

2,478<br />

(1,598,522)<br />

(217,798)<br />

(67,997)<br />

(103,933)<br />

(9,795)<br />

5,854<br />

(5,621)<br />

(688,084)<br />

(31,300)<br />

15,472<br />

(22,233)<br />

(2,606,064)<br />

Outstanding Options Contracts <strong>as</strong> at 31 December 2012 (expressed in EUR)<br />

Maturity Date<br />

Quantity<br />

Contract<br />

Strike Price<br />

(in Trade Ccy)<br />

Commitm<strong>en</strong>t<br />

(in Trade Ccy)<br />

Trade<br />

Curr<strong>en</strong>cy<br />

Market Price<br />

(in Fund Ccy)<br />

Unrealised<br />

Gain/(Loss)<br />

Short Positions<br />

02-Aug-22 (7,265,000)<br />

02-Aug-22 (7,265,000)<br />

16-Oct-13 (25,500,000)<br />

Call Swaption IRS 2.76% / Euribor 6M 2/Aug/2022<br />

Put Swaption IRS 2.76% / Euribor 6M 2/Aug/2022<br />

Call Swaption IRS 2.10% / Euribor 6M 16/Oct/2013<br />

2.76<br />

2.76<br />

2.10<br />

20,051,400 EUR (403,232) 128,170<br />

20,051,400 EUR (504,858)<br />

26,544<br />

53,550,000 EUR (264,662) 388,138<br />

(1,172,752) 542,852<br />

Long Positions<br />

02-Aug-22 32,400,000<br />

02-Aug-22 1,520,000<br />

02-Aug-22 32,400,000<br />

02-Aug-22 1,520,000<br />

16-Oct-13 51,000,000<br />

16-Jun-14 259<br />

Total Net Unrealised Gain/(Loss) on Options Contracts<br />

Call Swaption IRS 3.03% / Euribor 3M 2/Aug/2022<br />

Call Swaption IRS 2.60% / Euribor 6M 2/Aug/2022<br />

Put Swaption IRS 3.03% / Euribor 3M 2/Aug/2022<br />

Put Swaption IRS 2.60% / Euribor 6M 2/Aug/2022<br />

Call Swaption IRS 2.50% / Euribor 6M 16/Oct/2013<br />

Put 90 Day Euro$<br />

3.03<br />

2.60<br />

3.03<br />

2.60<br />

2.50<br />

99.00<br />

EUR<br />

EUR<br />

EUR<br />

EUR<br />

EUR<br />

USD<br />

265,144<br />

175,647<br />

198,140<br />

215,283<br />

203,276<br />

31,923<br />

1,089,413<br />

7,581<br />

(56,920)<br />

(59,423)<br />

(17,284)<br />

(434,224)<br />

(120,210)<br />

(680,480)<br />

(137,628)<br />

Outstanding Swaps <strong>as</strong> at 31 December 2012 (expressed in EUR)<br />

Maturity Date<br />

20-Mar-22<br />

20-Dec-17<br />

20-Dec-17<br />

20-Dec-17<br />

16-Apr-20<br />

Contract<br />

Credit Default Swap Buyer<br />

Credit Default Swap Buyer<br />

Credit Default Swap Seller<br />

Credit Default Swap Seller<br />

Cross Curr<strong>en</strong>cy Swap Seller<br />

Underlying<br />

Ireland Republic<br />

iTraxx Europe Series 18<br />

CDX NA IG 19<br />

iTraxx Europe Series 18<br />

-<br />

Received Rate<br />

-<br />

-<br />

1.000%<br />

1.000%<br />

Stibor 3M +0.36%<br />

Paid Rate Curr<strong>en</strong>cy Nominal<br />

Unrealised<br />

Gain/(Loss)<br />

1.000% USD 17,500,000 1,482,170<br />

1.000% EUR 30,000,000 234,359<br />

- USD 39,000,000<br />

46,202<br />

- EUR 6,800,000 (53,121)<br />

Euribor 3M EUR 18,000,000 148,774<br />

The accompanying notes form an integral part of these financial statem<strong>en</strong>ts.<br />

Any differ<strong>en</strong>ces in the perc<strong>en</strong>tage of net <strong>as</strong>sets are the results of roundings.<br />

246 Pioneer Funds - Annual Report

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