3.1 Análisis del relato modélico nº 1
3.1.3 Análisis Semántico
Description Number of Contracts Commitment in Long/Short Unrealised sub-fund Base Ccy Gain/(Loss) in sub-fund Base Ccy Invesco European Bond Fund EUR EUR
Euro-Bobl Future 08/09/2014 (150) (19,373,250) Short 750 Total unrealised gain on futures contracts 750 Euro-Oat Future 08/09/2014 (128) (18,616,960) Short (195,240) Long Gilt Future 29/12/2014 (84) (11,977,288) Short (126,161) Euro-Bund Future 08/09/2014 (19) (2,875,745) Short (53,865) Total unrealised loss on futures contracts (375,266)
Total net unrealised loss on futures contracts (374,516)
Margin amount of EUR 1,106,187 is held by counterparty Merrill Lynch.
Invesco Absolute Return Bond Fund EUR EUR
Euro-Bobl Future 08/09/2014 (6) (774,930) Short 30 Total unrealised gain on futures contracts 30 Euro-Bund Future 08/09/2014 (7) (1,059,485) Short (29,665) Euro-Buxl 30 Year Bond 08/09/2014 (2) (291,100) Short (27,580) Euro-Btp Future 08/09/2014 (3) (391,785) Short (8,923) Long Gilt Future 29/12/2014 (5) (712,934) Short (7,510) US 10 Year Note (CBT) Future 19/12/2014 (20) (1,907,551) Short (5,456) US 5 Year Note (CBT) Future 31/12/2014 (16) (1,441,356) Short (4,031) Total unrealised loss on futures contracts (83,165)
Total net unrealised loss on futures contracts (83,135)
Margin amount of EUR 176,205 is held by counterparty Merrill Lynch.
Invesco Euro Corporate Bond Fund EUR EUR
Euro-Bund Future 08/09/2014 (6,040) (914,184,200) Short (35,720,251) Total unrealised loss on futures contracts (35,720,251)
Total unrealised loss on futures contracts (35,720,251)
Margin amount of EUR 49,944,450 is held by counterparty Merrill Lynch.
Invesco UK Investment Grade Bond Fund GBP GBP
Euro-Bund Future 08/09/2014 (20) (2,406,089) Short (78,609) Euro-Bobl Future 08/09/2014 (17) (1,745,199) Short (25,106) US Ultra Bond (CBT) Future 19/12/2014 (4) (374,755) Short (4,429) US 10 Year Note (CBT) Future 19/12/2014 (9) (682,297) Short (1,951) Euro-Schatz Future 08/09/2014 (6) (528,237) Short (781) Total unrealised loss on futures contracts (110,876)
Total unrealised loss on futures contracts (110,876)
Margin amount of GBP 180,094 is held by counterparty Merrill Lynch.
Invesco Global Investment Grade Corporate Bond Fund USD USD
Euro-Buxl 30 Year Bond 08/09/2014 14 2,687,428 Long 115,135 US Ultra Bond (CBT) Future 19/12/2014 44 6,839,938 Long 74,750 Euro-Buxl 30 Year Bond 08/12/2014 2 381,202 Long 1,265 Total unrealised gain on futures contracts 191,150 Euro-Bund Future 08/09/2014 (12) (2,395,381) Short (87,261) Euro-Bobl Future 08/09/2014 (16) (2,725,385) Short (28,810) Long Gilt Future 29/12/2014 (9) (1,692,460) Short (17,822) Total unrealised loss on futures contracts (133,893)
Total net unrealised gain on futures contracts 57,257
Margin amount of USD 195,125 is held by counterparty Merrill Lynch.
Invesco Global Unconstrained Bond Fund GBP GBP
Euro-Btp Future 08/09/2014 (2) (207,607) Short (2,764) Euro-Bund Future 08/09/2014 (2) (240,609) Short (2,096) US Long Bond (CBT) Future 19/12/2014 (3) (253,268) Short (1,778) Long Gilt Future 29/12/2014 (1) (113,335) Short (693) Total unrealised loss on futures contracts (7,331)
Total unrealised loss on futures contracts (7,331)
Notes to the Financial Statements (continued)
8. Futures contracts (continued)Description Number of Contracts Commitment in Long/Short Unrealised sub-fund Base Ccy Gain/(Loss) in sub-fund Base Ccy Invesco Global Total Return (EUR) Bond Fund EUR EUR
Euro-Bund Future 08/09/2014 (325) (49,190,375) Short (1,687,875) Total unrealised loss on futures contracts (1,687,875)
Total unrealised loss on futures contracts (1,687,875)
Margin amount of EUR 2,453,250 is held by counterparty Merrill Lynch.
Invesco Emerging Market Corporate Bond Fund USD USD
US 10 Year Note (CBT) Future 19/12/2014 (134) (16,855,734) Short 8,375 Total unrealised gain on futures contracts 8,375 US Long Bond (CBT) Future 19/12/2014 (26) (3,642,031) Short (19,906) Total unrealised loss on futures contracts (19,906)
Total net unrealised loss on futures contracts (11,531)
Margin amount of USD 252,941 is held by counterparty Merrill Lynch.
Invesco Euro Short Term Bond Fund EUR EUR
Euro-Schatz Future 08/09/2014 20 2,215,250 Long 2,650 Total unrealised gain on futures contracts 2,650 Euro-Bobl Future 08/09/2014 (95) (12,269,725) Short (130,695) Long Gilt Future 29/12/2014 (18) (2,566,562) Short (27,034) US 10 Year Note (CBT) Future 19/12/2014 (48) (4,578,123) Short (13,094) US Ultra Bond (CBT) Future 19/12/2014 (7) (825,089) Short (9,753) US 5 Year Note (CBT) Future 31/12/2014 (41) (3,693,474) Short (8,143) Total unrealised loss on futures contracts (188,719)
Total net unrealised loss on futures contracts (186,069)
Margin amount of EUR 436,395 is held by counterparty Merrill Lynch.
Invesco Capital Shield 90 (EUR) Fund EUR EUR
Euro-Bund Future 08/09/2014 97 14,681,435 Long 606,735 S&P 500 Emini Future 19/09/2014 56 4,249,561 Long 64,567 US 10 Year Note (CBT) Future 19/12/2014 154 14,688,145 Long 43,821 Nikkei 225 Future 11/09/2014 59 3,323,825 Long 34,309 FTSE 100 Index Future 19/09/2014 32 2,742,960 Long 14,638 10 Year Mini JGB Future 09/09/2014 83 8,852,028 Long 14,602 Total unrealised gain on futures contracts 778,672 Euro Stoxx 50 Future 19/09/2014 88 2,793,560 Long (74,530) Total unrealised loss on futures contracts (74,530)
Total net unrealised gain on futures contracts 704,142
Margin amount of EUR 260,790 is held by counterparty Merrill Lynch.
Invesco Global Absolute Return Fund EUR EUR
Euro-Bund Future 08/09/2014 53 8,021,815 Long 331,515 S&P 500 Emini Future 19/09/2014 40 3,035,401 Long 92,432 US 10 Year Note (CBT) Future 19/12/2014 158 15,069,655 Long 12,846 FTSE 100 Index Future 19/09/2014 13 1,114,327 Long 12,716 Nikkei 225 Future 11/09/2014 16 901,376 Long 11,707 Total unrealised gain on futures contracts 461,216 Euro Stoxx 50 Future 19/09/2014 72 2,285,640 Long (10,740) Total unrealised loss on futures contracts (10,740)
Total net unrealised gain on futures contracts 450,476
Notes to the Financial Statements (continued)
8. Futures contracts (continued)Description Number of Contracts Commitment in Long/Short Unrealised sub-fund Base Ccy Gain/(Loss) in sub-fund Base Ccy Invesco Balanced-Risk Allocation Fund EUR EUR
Euro-Bund Future 08/09/2014 4,805 727,260,775 Long 28,385,496 Australia 10 Year Bond Future 15/09/2014 6,740 585,975,474 Long 20,561,022 Topix Index Future 11/09/2014 1,960 182,738,381 Long 5,877,615 Long Gilt Future 29/12/2014 5,385 767,829,721 Long 5,670,201 Canada 10 Year Bond Future 18/12/2014 7,815 749,302,541 Long 4,387,322 S&P 500 Emini Future 19/09/2014 1,580 119,898,333 Long 4,104,747 FTSE 100 Index Future 19/09/2014 2,350 201,436,121 Long 2,988,758 Japan 10 Year Bond 10/09/2014 351 374,357,593 Long 2,591,852 US Long Bond (CBT) Future 19/12/2014 2,940 312,263,330 Long 1,894,921 Total unrealised gain on futures contracts 76,461,934 Euro Stoxx 50 Future 19/09/2014 8,170 259,356,650 Long (7,161,097) Hang Seng Index Future 29/09/2014 2,055 248,297,045 Long (3,460,542) Russell 2000 Mini Future 19/09/2014 600 53,203,015 Long (121,958) Total unrealised loss on futures contracts (10,743,597)
Total net unrealised gain on futures contracts 65,718,337
Margin amount of EUR 36,982,764 is held by counterparty Merrill Lynch.
Invesco Global Targeted Returns Fund EUR EUR
US Ultra Bond (CBT) Future 19/12/2014 142 16,737,521 Long 200,935 Stoxx Europe 600 Future 19/09/2014 (1,425) (24,314,063) Short 125,968 S&P 500 Emini Future 19/09/2014 63 4,780,756 Long 116,080 Long Gilt Future 29/12/2014 101 14,401,263 Long 106,650 Euro Stoxx 50 Future 19/09/2014 (232) (7,364,840) Short 68,750 Total unrealised gain on futures contracts 618,383 Euro-Oat Future 08/09/2014 (100) (14,544,500) Short (596,530) SPI 200 Future 18/09/2014 (123) (12,233,266) Short (471,231) Euro Stoxx Bank 19/09/2014 829 6,062,063 Long (200,769) Russell 2000 Mini Future 19/09/2014 (163) (14,453,486) Short (181,731) H-Shares Index Future 29/09/2014 221 11,843,696 Long (138,937) FTSE 100 Index Future 19/09/2014 (120) (10,286,100) Short (122,242) US 10 Year Note (CBT) Future 19/12/2014 (174) (16,595,696) Short (54,662) Nikkei 225 Future 11/09/2014 (42) (2,366,113) Short (38,335) Total unrealised loss on futures contracts (1,804,437)
Total net unrealised loss on futures contracts (1,186,054)
Margin amount of EUR 18,164,823 is held by counterparty Merrill Lynch.
Invesco Balanced-Risk Select Fund EUR EUR
Long Gilt Future 29/12/2014 6 855,521 Long 11,094 Euro Stoxx 50 Future 19/09/2014 8 253,960 Long 7,400 Euro-Bund Future 08/09/2014 5 756,775 Long 5,625 Australia 10 Year Bond Future 15/09/2014 8 695,520 Long 4,983 Canada 10 Year Bond Future 18/12/2014 8 767,040 Long 4,676 US Long Bond (CBT) Future 19/12/2014 4 424,848 Long 2,854 FTSE 100 Index Future 19/09/2014 3 257,152 Long 2,533 Russell 2000 Mini Future 19/09/2014 2 177,343 Long 2,084 S&P 500 Emini Future 19/09/2014 2 151,770 Long 1,937 10 Year Mini JGB Future 09/09/2014 4 426,604 Long 467 Total unrealised gain on futures contracts 43,653 Hang Seng Index Future 29/09/2014 2 241,652 Long (3,430) Topix Index Future 11/09/2014 2 186,468 Long (45) Total unrealised loss on futures contracts (3,475)
Total net unrealised gain on futures contracts 40,178