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Pioneer Funds - Emerging Markets Bond Local Currencies
Schedule of Investments as at 31 December 2012 (expressed in EUR) (continued)
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)
Short Positions
19-Mar-13 (18,000,000) Call USD/ZAR
11-Jan-13 (8,000,000) Call USD/ZAR
Total Net Unrealised Gain/(Loss) on Options Contracts
8.80
9.50
120,145,631 USD
(218,097)
25,307
57,645,631 USD
(2)
92,402
(218,099)
117,709
117,709
Outstanding Swaps as at 31 December 2012 (expressed in EUR)
Maturity Date Contract
12-May-15 Credit Default Swap Seller
26-Nov-17 Interest Rate Swap
26-Nov-17 Interest Rate Swap
26-Nov-22 Interest Rate Swap
26-Nov-22 Interest Rate Swap
26-Nov-22 Interest Rate Swap
26-Nov-17 Interest Rate Swap
15-Aug-14 Total Return Swap Buyer
Total Net Unrealised Gain/(Loss) on Swaps
Underlying
Croatia
-
-
-
-
-
-
Brazil
Received Rate
3.550%
3.340%
3.350%
Klibor 3M
Klibor 3M
Klibor 3M
3.345%
-
Paid Rate Currency Nominal
Unrealised
Gain/(Loss)
- EUR 3,076,923 (40,120)
Klibor 3M MYR 52,725,000 (61,455)
Klibor 3M MYR 20,715,000 (21,760)
3.685% MYR 11,148,000
48,328
3.675% MYR 27,850,000 126,805
3.680% MYR 11,602,000
51,685
Klibor 3M MYR 21,560,000 (24,099)
Libor 3M USD 9,630,638 7,199,694
7,279,078
The accompanying notes form an integral part of these financial statements.
Any differences in the percentage of net assets are the results of roundings.
340 Pioneer Funds - Annual Report