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Pioneer Funds - Euro Strategic Bond
Schedule of Investments as at 31 December 2012 (expressed in EUR) (continued)
Outstanding Swaps as at 31 December 2012 (expressed in EUR)
Maturity Date Contract
Underlying
20-Jun-16 Credit Default Swap Buyer Brazil
20-Jun-15 Credit Default Swap Buyer Czech Republic
20-Jun-15 Credit Default Swap Buyer Czech Republic
20-Sep-16 Credit Default Swap Buyer Hungary
20-Dec-17 Credit Default Swap Buyer iTraxx Xover Series 18
20-Jun-16 Credit Default Swap Buyer Mexico
20-Jun-16 Credit Default Swap Buyer Poland
20-Jun-16 Credit Default Swap Buyer Qatar
20-Sep-14 Credit Default Swap Buyer South Africa
20-Sep-14 Credit Default Swap Buyer South Africa
20-Sep-14 Credit Default Swap Buyer Turkey
20-Jun-14 Credit Default Swap Buyer Turkey
20-Sep-15 Credit Default Swap Buyer Vimpel Communications
20-Jun-16 Credit Default Swap Seller Romania
20-Mar-14 Credit Default Swap Seller Synthetic Loan CDS Mezzanine B
20-Mar-14 Credit Default Swap Seller Synthetic Loan CDS Mezzanine BB
20-Jun-16 Credit Default Swap Seller Vietnam
25-May-21 Total Return Swap Buyer Aspen Trust
15-Aug-14 Total Return Swap Buyer Brazil
30-Jun-15 Total Return Swap Buyer ISS A/S Loan
06-May-13 Total Return Swap Buyer ISS A/S Loan
Total Net Unrealised Gain/(Loss) on Swaps
Received Rate
-
-
-
-
-
-
-
-
-
-
-
-
-
1.000%
5.150%
3.100%
1.000%
Libor 3M
Libor 3M
-
-
Paid Rate Currency Nominal
Unrealised
Gain/(Loss)
1.000% USD 2,000,000 (11,854)
1.000% USD 5,800,000 (77,637)
1.000% USD 7,700,000 (103,070)
1.000% USD 2,500,000
93,916
5.000% EUR 87,500,000 (784,258)
1.000% USD 2,000,000 (16,601)
1.000% USD 2,000,000 (27,216)
1.000% USD 2,000,000 (28,045)
1.700% USD 4,500,000 (66,113)
1.680% USD 4,500,000 (65,084)
2.180% USD 8,000,000 (174,672)
2.715% USD 8,000,000 (201,858)
5.000% USD 1,500,000 (81,059)
- USD 8,000,000 (130,505)
- EUR 29,500,000 (3,416,633)
- EUR 29,500,000 (2,765,215)
- USD 2,000,000 (20,015)
- EUR 60,000,000 (8,438,115)
- USD 11,658,141 8,715,419
- EUR 3,572,557 (118,464)
- EUR 500,132
(1,648)
(7,718,727)
The accompanying notes form an integral part of these financial statements.
Any differences in the percentage of net assets are the results of roundings.
Pioneer Funds - Annual Report 273