II 1: INTRODUCCIÓN
II.1.1. Fases de la micropropagación
31,320,535 HUF 112,863.11 0.01% PERU 8.75 03-33 21/11S 198,245 USD 179,280.63 0.02%
Peru
677,030.67
0.08%
PERU BONO SOBERANO 6.90 07-37 12/08S
1,008,924 PEN 272,080.88 0.03% PERU (REP OF) 7.35 05-25 21/07S
170,935 USD 136,414.41 0.02% REPUBLIC OF PERU 7.125 09-19 30/03S 111,355 USD 89,254.75 0.01% MALAISIE S 0307 3.502 07-27 31/05S 350,930 MYR 60,148.00 0.01%
Malaysia
667,950.92
0.08%
MALAISIE S 07/0002 3.814 07-17 15/02S 570,261 MYR 112,831.03 0.01% MALAYSIAN GOV'T 4.24 03-18 07/02S 2,166,995 MYR 440,063.41 0.05% PETROLIAM NASIO.REG S 7.625 96-26 15/10S 65,025 USD 54,908.48 0.01%RUSSIA REG-S STEP UP 7.50 00-30 31/03S
758,889 USD 596,373.84 0.07%
Russia
596,373.84
0.07%
URUGUAY 6.875 09-25 28/09S 56,897 USD 41,639.20 0.00%Uruguay
594,796.52
0.07%
URUGUAY 8.00 05-22 18/11S 113,794 USD 90,614.84 0.01% URUGUAY 9.25 05-17 17/05S 74,372 USD 64,147.31 0.01% URUGUAY INDEXEE 5.00 06-18 14/09S 6,603,349 UYU 291,124.58 0.04% URUGUAY (REP.ORIEN.OF)7.625 06-36 21/03S 142,506 USD 107,270.59 0.01% COLOMBIA 7.375 06-37 18/09S 2,926 USD 2,222.93 0.00%Colombia
589,804.77
0.07%
COLOMBIA 7.375 09-19 18/03S 124,360 USD 97,728.45 0.01% COLOMBIA 8.125 04-24 21/05S 71,121 USD 58,492.97 0.01% COLOMBIA 12.00 05-15 22/10A 350,930,373 COP 150,012.46 0.02% ECOPETROL 7.625 09-19 23/07S 146,306 USD 112,425.42 0.01% REP OF COLOMBIA-GLB- 11.75 04-10 01/03A149,145,408 COP 56,536.65 0.01% REPUBLIC OF COLOMBIE 9.85 07-27 28/06A
271,971,039 COP 112,385.89 0.01% ELECTRICIDAD CARACAS 8.50 08-18 10/04S 203,203 USD 86,394.02 0.01%
Venezuela
553,327.04
0.06%
PETROLEOS VENEZUELA 5.50 07-37 12/04S 260,100 USD 79,312.60 0.01% VENEZUELA 6.00 05-20 09/12S 65,025 USD 24,926.83 0.00% VENEZUELA 9.25 97-27 15/09S 138,178 USD 70,786.44 0.01% VENEZUELA 9.375 04-34 13/01S 254,736 USD 120,288.31 0.01% VENEZUELA 13.625 01-18 15/08S 263,197 USD 167,851.72 0.02% VENEZUELA OIL OBLIG.CERT. 91-20 15/04S203 USD 3,767.12 0.00% COMMERCIAL BK QATAR 7.50 09-19 18/11S 113,794 USD 77,528.24 0.01%
Bermuda
496,055.47
0.06%
GLB CROSSING -144A- 12.00 09-15 15/09S 152,973 USD 117,548.51 0.01% INTELSAT 8.50 09-13 15/01S 295,747 USD 210,425.72 0.03% TYCO INTL 7.00 08-19 15/06S 113,800 USD 90,553.00 0.01% INDONESIA REGS 11.625 09-19 04/03S 36,576 USD 36,901.03 0.00%Indonesia
490,088.01
0.06%
INDONESIE 6.625 07-37 17/02S 214,989 USD 146,847.35 0.02% INDONESIE REG S 6.875 08-18 17/01S 97,537 USD 74,780.06 0.01% INDONESIE REG S 10.375 09-14 04/05S 56,897 USD 49,173.92 0.01% PERUSAHAAN 8.80 09-14 23/04S 178,819 USD 144,575.74 0.02% PT ADARO INDONESIA 7.625 09-19 22/10S 54,865 USD 37,809.91 0.00%ARGENTINA REPU DIS 5.83 05-33 31/12S
754,500 ARS 154,981.37 0.02%
Argentina
484,590.50
0.06%
ARGENTINA REPU $DIS 8.28 05-33 31/12S
401,328 USD 209,090.56 0.03% BUENOS AIRES REGS 9.375 06-18 14/09S
42,347 USD 20,070.37 0.00% IMPSA REGS 11.25 07-14 22/10S
189,629 USD 100,448.20 0.01%
DASA FINANCE REG S 8.75 08-18 29/05S
142,567 USD 102,348.15 0.02%
Cayman Islands
471,366.35
0.06%
EEB INTL REG-S 8.75 07-14 31/10S
44,704 USD 33,650.69 0.00% FIBRIA OVERSEAS 9.25 09-19 30/10S
107,698 USD 84,071.62 0.01% HUTCHISON WHAMPOA 4.125 05-15 28/06A
56,270 EUR 55,784.28 0.01% HUTCHISON WHAMPOA 4.75 09-16 14/11A
71,616 EUR 71,731.15 0.01% KUWAIT PROJECTS CO 8.875 09-16 17/10S
14,630 USD 10,298.87 0.00% TGI INTERNAT. REG S 9.5 07-17 03/10S
29,423 USD 22,148.00 0.00% VALE OVERSEAS GTD 6.25 06-17 23/01S
125,181 USD 91,333.59 0.01%
DNB NOR BANK ASA 5.875 08-13 20/06A
268,459 EUR 295,084.76 0.03%
Norway
468,137.99
0.05%
Quantity
Denomination
Quotationcurrency
Market value
% of netassets
STATOILHYDRO ASA 2.90 09-14 15/10S
51,210 USD 35,626.63 0.00% STATOILHYDRO EMTN 4.375 09-15 11/03A
130,060 EUR 137,426.60 0.02%
ERSTE GROUP BANK AG 4.375 07-12 25/04A
107,424 EUR 110,840.08 0.01%
Austria
412,262.67
0.05%
RAIFF ZENTRALBK REG S 5.875 08-11 20/06A
127,886 EUR 133,665.17 0.02% SAPPI PAPIER EMTN 11.75 09-14 01/08S
71,276 EUR 78,358.91 0.01% TELEKOM FINANZ 6.375 09-16 29/01A
80,721 EUR 89,398.51 0.01%
NATIONAL POWER REG S 6.875 06-16 02/11S
134,927 USD 99,214.49 0.01%
Philippines
382,213.34
0.04%
PHILIPPINES REPUBLIC 7.50 06-24 25/09S
29,269 USD 23,052.07 0.00% POWER SECTOR REG-S 7.25 09-19 27/05S
300,741 USD 224,809.00 0.03% PWR SECTOR REG S 7.39 09-24 02/12S 48,768 USD 35,137.78 0.00% AFRICAN EXPORT-IMPORT 8.75 09-14 13/11S 292,613 USD 213,889.44 0.03%
Egypt
213,889.44
0.03%
HANA BANK REGS 6.50 09-12 09/04S
73,153 USD 54,938.04 0.01%
South Korea
204,490.87
0.02%
KOOKMIN BANK EMTN 5.875 09-12 11/06S
97,537 USD 70,701.15 0.00% KOOKMIN BANK REG S 7.25 09-14 14/05S
56,897 USD 44,216.87 0.01% KOREA EXPRESSWAY CORP 4.50 09-15 23/03S
48,768 USD 34,634.81 0.00% PANAMA (REP.OF) 5.20 09-20 30/01S 154,434 USD 107,907.36 0.01%
Panama
191,680.79
0.02%
PANAMA (REP.OF) 7.25 04-15 15/03S 105,665 USD 83,773.43 0.01%BCO ESPIRITO SANTO 5.625 09-14 05/06A
76,731 EUR 81,925.68 0.01%
Portugal
171,247.89
0.02%
BCP SA 5.625 09-14 23/04A 83,126 EUR 89,322.21 0.01% TURKEY 7.50 09-19 07/11S 79,655 USD 63,152.16 0.01%Turkey
131,700.62
0.02%
TURQUIE (REPU OF ) 7.00 05-20 05/06S 89,409 USD 68,548.46 0.01% FLEXTRONICS SUB. 6.50 03-13 15/05S 158,990 USD 110,944.49 0.01%Singapore
110,944.49
0.01%
ALFA MTN INVEST 9.25 08-13 24/06S 130,050 USD 91,889.31 0.01%Cyprus
91,889.31
0.01%
TENGIZCHEVROIL REGS 6.124 04-14 15/11S 130,678 USD 91,080.67 0.01%Kazakstan
91,080.67
0.01%
PETR TRIN&TOBAC.REG S 9.75 09-19 14/08S 113,794 USD 88,731.17 0.01%Trinidad & Tobago
88,731.17
0.01%
NOKIA CORPORATION 5.50 09-14 04/02A
62,127 EUR 67,348.16 0.01%
Finland
82,845.44
0.01%
STORA ENSO 144A 6.404 06-16 15/04S
24,767 USD 15,497.28 0.00%
POLAND 6.375 09-19 15/07S
105,665 USD 79,870.16 0.01%
Poland
79,870.16
0.01%
CODELCO INC CL.-REGS- 5.625 05-35 21/09S
105,665 USD 69,877.22 0.01%
Chile
69,877.22
0.01%
WPP GROUP EMTN 6.625 08-16 12/05A
57,906 EUR 62,656.62 0.01%
Jersey Island
62,656.62
0.01%
LIBAN EMTN 8.25 06-21 12/04S
73,153 USD 55,957.78 0.01%
Lebanon
55,957.78
0.01%
EL SALVADOR REP REGS 7.375 09-19 01/12S
73,153 USD 52,388.71 0.01%
El Salvador
52,388.71
0.01%
GABONESE REPUBLIC 8.20 07-17 12/12S 56,897 USD 41,589.64 0.00%Gabon
41,589.64
0.00%
QATAR STATE OF 6.40 09-40 20/01S 47,874 USD 33,450.90 0.00%Qatar
33,450.90
0.00%
GEORGIA 7.50 08-13 15/04S 40,640 USD 28,608.74 0.00%Democratic Republic of
Congo
28,608.74
0.00%
SRI LANKA REGSS 7.40 09-15 22/01S
32,512 USD 23,566.82 0.00%
Sri Lanka
23,566.82
0.00%
Securities portfolio at 31/12/09
FORTIS L FUND Bond Europe Plus
Expressed in EUR
BANK OF AMERICA-SUB- FL.R 06-18 28/03A
212,291 EUR 188,159.89 0.02%
Floating rate bonds
28,764,259.94
3.37%
United States of America
10,498,102.97
1.22%
CITIGROUP EMTN VAR FL.R 05-17 30/11A
84,174 EUR 72,413.21 0.01% CITIGROUP INC FL.R 04-19 10/02Q
85,070 EUR 73,822.90 0.01% CITIGROUP SUB C EMTN FL.R 05-30 25/02A
38,365 EUR 27,595.94 0.00% DEUTSCHE CAP TR.EMTN FL.R 03-XX 19/09A
43,481 EUR 31,453.29 0.00% GENERAL ELECTRIC SUB FL.R 07-67 15/09A
127,886 EUR 98,472.22 0.01% HANESBRANDS NOTES S B FL.R 06-14 15/12S
67,698 USD 44,648.36 0.01% HSBC FINANCE CORP FL.R 06-13 05/04Q
4,700,000 EUR 4,486,793.89 0.52% JP MORGAN CHASE FL.R 06-18 31/03A
214,849 EUR 213,525.54 0.03% NORANDA ALU (PIK)-144A-FL.R 07-15 15/05S
294,259 USD 159,204.43 0.02% SAN PAOLO IMI PERP.REG FL.R 00-XX 29/12A
58,213 EUR 57,703.64 0.01% SESI LLC CV FL-R 06-26 15/12S
206,513 USD 131,881.89 0.02% SG CAPITAL TRUST SUB FL.R 03-49 10/11A
135,559 EUR 108,447.20 0.01% UNICREDITO ITAL PERP. FL.R 00-XX 29/10A
138,373 EUR 136,938.49 0.02% WACHOVIA CAP TRT III FL.R 06-XX 15/03S
386,923 USD 206,304.99 0.02% WACHOVIA CORP FL.R 07-14 23/02Q
4,700,000 EUR 4,460,737.09 0.51%
FORTIS BANK SA/NV FL.R 05-18 14/02Q
5,200,000 EUR 4,723,851.60 0.54%
Belgium
4,794,444.11
0.55%
FORTIS BANK SUB FL.R 01-XX 26/09A
76,731 EUR 70,592.51 0.01% AVIVA PLC FL.R 04-XX 29/11A 29,925 EUR 23,245.75 0.00%
United Kingdom
4,312,852.36
0.51%
AVIVA PLC FL.R 08-38 22/05A 84,149 EUR 81,624.53 0.01% BARCLAYS BANK SUB FL.R 00-XX 29/04A115,097 EUR 111,294.42 0.01% BARCLAYS BANK SUB FL.R 04-XX 15/12A
76,731 EUR 48,497.05 0.01% IMPERIAL TOBACCO FIN FL.R 09-16 17/02A
226,614 EUR 274,189.37 0.04% LEGAL AND GENERAL SUB FL.R 05-25 08/06A
51,154 EUR 42,319.70 0.00% LLYODS TSB SUB FL.R 08-18 05/03A
52,433 EUR 49,629.41 0.01% REXAM PLC FL.R 07-67 29/06A
145,717 EUR 120,577.90 0.01% SL FINANCE SUB FL.R 02-22 12/07A
37,087 EUR 35,527.12 0.00% STANDARD CHART. EMTN FL.R 06-18 28/03Q
3,900,000 EUR 3,525,947.11 0.42%
CORP ANDINA DE FOM. FL.R 06-11 16/11Q
4,100,000 EUR 3,951,375.00 0.46%
Venezuela
3,951,375.00
0.46%
ALLIANZ EMTN FL.R 04-XX 29/01A
53,712 EUR 49,549.33 0.01%
Germany
1,182,918.75
0.14%
BAYER LBK EMTN SUB FL.R 96-07 19/06S
248,099 EUR 246,114.21 0.03% BAYER SUB FL.R 05-XX 29/07A
56,270 EUR 51,824.67 0.01% COMMERZBANK EMTN FL.R 07-17 29/11A
95,914 EUR 93,087.42 0.01% DEUTSCHE BANK EMTN FL.R 05-17 09/03A
120,213 EUR 118,957.98 0.01% DRESDNER BANK AG FL.R 07-11 12/12S
280,486 USD 142,819.35 0.02% MUNICH RE FINANCE FL.R 03-23 21/06A
127,886 EUR 135,153.74 0.02% MUNICH RE SUB FL.R 07-XX 29/06A
65,222 EUR 58,373.69 0.01% TUI AG REG-S FL.R 05-10 10/12Q
301,947 EUR 287,038.36 0.02%
ALLIANZ IARD SA FL.R 05-XX 10/06A
10,230 EUR 8,184.00 0.00%
France
933,970.35
0.11%
AXA EMTN PERP. SUB FL.R 06-XX 06/07A
122,770 EUR 103,495.11 0.01% BNP PARIBAS SUB FL.R 06-XX 12/04A
23,019 EUR 18,250.62 0.00% BPCE FL.R 09-XX 30/09S
56,858 EUR 65,955.28 0.01% CREDIT AGRICOLE FL.R 09-XX 26/10A
12,788 EUR 13,626.76 0.00% FRANCE TELECOM FL.R 01-31 01/03S
318,642 USD 296,033.96 0.03% LA MONDIAL PERPETUAL FL.R 06-49 15/11A
98,472 EUR 60,067.92 0.01% LAFARGE EMTN FL.R 09-16 24/11A
51,742 EUR 59,157.66 0.01% RHODIA SA REG-S FL.R 06-13 15/10Q
111,702 EUR 104,157.53 0.01% SANOFI AVENTIS EMTN 4.50 09-16 18/05A
127,170 EUR 134,276.26 0.02% SOCIETE GENE SA SUB FL.R 09-XX 04/09A
51,154 EUR 58,104.80 0.01% SOCIETE GENERALE FL.R 05-49 29/01A
7,673 EUR 5,447.84 0.00% SOLVAY FINANCE FL.R 06-04 02/06A
7,673 EUR 7,212.61 0.00%
ALLIANZ FINANCE SUB FL.R 02-22 31/05A
33,506 EUR 34,678.70 0.00%
The Netherlands
563,311.81
0.07%
BOATS INV.NETHLD.(PIK)FL.R 07-15 18/12Q 150,367 EUR 62,402.31 0.01% ELM BV FL.R 06-XX 25/11S 101,030 EUR 83,349.74 0.01% GENERALI FINANCE BV FL.R 07-XX 08/02A149,627 EUR 133,542.10 0.02%
Quantity
Denomination
Quotationcurrency
Market value
% of netassets
SIEMENS FIN NV FL.R 06-66 14/09A
40,923 EUR 39,656.43 0.00% SUEDZUCKER INT FINANCE FL.R 05-XX
30/06A
248,145 EUR 209,682.53 0.03%
DANSKE BANK EMTN FL.R 05-18 16/03A
33,352 EUR 30,535.09 0.00%
Denmark
495,164.01
0.06%
DANSKE BANK EMTN-SUB FL.R 07-XX 15/05A
53,661 EUR 41,318.97 0.00% DEN NORSKE BANK EMTN FL.R 03-13 20/06A
41,946 EUR 38,732.09 0.00% NORDIC TEL CO HLDG FL.R 06-16 01/05Q
385,139 EUR 384,577.86 0.06%
ASSICURAZ GENERAL SUB FL.R 00-22 20/07A
88,267 EUR 93,504.76 0.01%
Italy
424,206.06
0.05%
LOTTOMATICA EMTN FL.R 06-66 31/03A
241,788 EUR 230,000.84 0.03% UNICREDITO ITAL.EMTN FL.R 04-19 22/09A
99,930 EUR 100,700.46 0.01%
CREDIT SUISSE GR FIN. FL.R 06-18 23/01A
170,344 EUR 169,277.66 0.02%
Jersey Island
403,285.54
0.05%
HSBC CAP FDG FL.R 03-XX 31/12A
63,943 EUR 53,712.12 0.01% HSBC CAP FDG REG-S FL.R 00-XX 31/12A
58,878 EUR 58,878.00 0.01% UBS CAP SECS FL.R 08-XX 11/04A
125,328 EUR 121,417.76 0.01% ARGENTINA $ 15 FL.R 09-15 10/09Q 1,052,791 ARS 164,743.89 0.02%
Argentina
349,789.50
0.04%
ARGENTINA REPU OF FL.R 09-14 30/01Q 1,154,405 ARS 185,045.61 0.02%BBVA INTL PREF. -E- FL.R 09-XX 21/10A
40,923 EUR 43,053.04 0.01%
Spain
251,850.86
0.03%
BCO BILBAO VIZCAYA FL.R 04-19 20/10A
140,675 EUR 143,965.38 0.01% SANT.ISSUANCE EMTN FL.R 07-19 29/05A
63,943 EUR 64,832.44 0.01% BOMBARDIER INC FL.R 06-13 15/11Q 225,111 EUR 216,153.38 0.03%
Canada
216,153.38
0.03%
SVENSKA HANDELSBK-SUB-FL.R 06-16 20/04A 141,953 EUR 141,062.96 0.02%Sweden
153,307.46
0.02%
VATTENFALL TREASURY FL.R 05-XX 29/06A
12,788 EUR 12,244.50 0.00%
BANCO BRAZIL REGS SUB 8.50 09-XX 31/12S
146,306 USD 108,219.02 0.02%
Cayman Islands
149,520.84
0.02%
BBVA BANCOMER SA-REGS- FL.R 07-17 17/05A
23,786 EUR 21,452.60 0.00% BES FINANCE EMTN FL.R 03-XX 02/07A
23,019 EUR 19,849.22 0.00%
M-REAL CORP FL.R 06-10 15/12Q
63,818 EUR 62,876.69 0.01%
Finland
62,876.69
0.01%
MITSUBISHI UFJ SUB. FL.R 05-15 16/12A
20,461 EUR 20,532.01 0.00%
Japan
20,532.01
0.00%
TIM HELLAS TEL (PIK) FL.R 06-15 15/07Q
119,647 EUR 598.24 0.00%
Greece
598.24
0.00%
AIREM 2006-1X -1C2- FL.R 06-66 20/09Q
127,886 EUR 27,808.68 0.00%
Mortgage and asset backed
securities
291,911.21
0.03%
United Kingdom
172,362.37
0.01%
AIREM 2006-1X -2C2- FL.R 06-66 20/09Q 255,772 EUR 63,943.01 0.00% LEEK FIN.-15X- -CC- FL.R 06-37 21/03Q 79,289 EUR 11,910.14 0.00% PARAGON -13X- -C1B- FL.R 06-39 15/01Q 79,877 EUR 25,360.95 0.00% PARGN 7X B1B FL.R 04-43 15/05Q 109,809 EUR 43,339.59 0.01% SPARF 2007-1 C FL.R 07-13 15/07Q 89,520 EUR 74,727.71 0.01%France
74,727.71
0.01%
CRSM 11 -CA- FL.R 06-48 14/12Q 176,483 EUR 44,821.13 0.01%Ireland
44,821.13
0.01%
GMAC CUM PERP PFD SHS -G- 144A
95 USD 43,643.06 0.01%
Other transferable securities
1,877,552.86
0.22%
Shares
43,643.06
0.01%
United States of America
43,643.06
0.01%
AMD 144A 8.125 09-17 15/12S
232,009 USD 161,100.52 0.02%
Bonds
1,764,571.74
0.20%
United States of America
1,503,083.36
0.17%
ARCH COAL INC 144A 8.75 09-16 01/08S
132,576 USD 97,716.75 0.01% BELDEN INC SUB 144A 9.25 09-19 15/06S
160,621 USD 118,247.73 0.01%
The accompanying notes form an integral part of these financial statements
Securities portfolio at 31/12/09
FORTIS L FUND Bond Europe Plus
Expressed in EUR
BUMBLE BEE FOODS 144A 7.75 09-12 15/12S
20,396 USD 14,251.25 0.00% CALPINE -144A- 7.25 09-17 15/10S
91,783 USD 61,412.58 0.01% CC HOLDING 7.75 09-17 01/05Q
135,126 USD 100,302.63 0.01% GXS WORLD INC 144A 9.75 09-15 15/06S
66,288 USD 45,393.25 0.01% HCA 144A 7.875 09-20 15/02S
152,973 USD 111,018.04 0.01% KOPPERS INC 144A 7.875 09-19 01/12S
136,655 USD 96,199.02 0.01% MCJUNKIN RED MAN 144A 9.50 09-16 15/12S
112,180 USD 76,428.61 0.01% NII CAPITAL 144A 8.875 09-19 15/12S
224,360 USD 152,270.82 0.02% SOUTHERN STAR CENTRAL 6.75 08-16 01/03S
239,657 USD 161,191.15 0.01% TEACHERS INS ANN 6.85 09-39 16/12S
121,539 USD 87,599.56 0.01% TRIUMPH GROUP 144A 8.00 09-17 15/11S
45,891 USD 32,265.24 0.00% UNISYS CORP -144A- 14.25 09-15 15/09S
173,369 USD 140,773.58 0.02% VERSO PAPER HLDG 144A 11.50 09-14 01/07S
61,189 USD 46,912.63 0.01%
WIND ACQUI.FIN REG-S 12.25 09-17 15/07S
94,943 EUR 90,670.55 0.00%
Luxembourg
90,670.55
0.00%
INTELSAT 144A 8.50 09-19 01/11S
86,684 USD 62,230.02 0.01%
Bermuda
62,230.02
0.01%
OPTI CANADA 144A 9.00 09-12 15/12S
79,036 USD 56,326.41 0.01%
Canada
56,326.41
0.01%
TURANALEM FINANCE 11.50 08-13 10/04Q 243,844 USD 52,261.40 0.01%The Netherlands
52,261.40
0.01%
CITIGROUP FDG FL.R 07-10 02/04S 175,465 USD 69,338.06 0.01%Floating rate bonds
69,338.06
0.01%
United States of America
69,338.06
0.01%
EGYPT TREASURY BILL -91- -10 23/02U
877,325 EGP 107,735.92 0.01%
Money market instruments
107,735.92
0.01%
Bonds
107,735.92
0.01%
Egypt
107,735.92
0.01%
EUR(C)/USD(P)OTC AUG 1.70 06.08.10 CALL
3,965,513 USD 8,142.46 0.00%
Derivative instruments
363,092.91
0.04%
Options, Warrants, Rights
363,092.91
0.04%
Luxembourg
363,092.91
0.04%
EUR(P)/USD(C)OTC AUG 1.30 06.08.10 PUT
4,958,172 USD 51,266.41 0.01% EUR(P)/USD(C)OTC AUG 1.30 06.08.10 PUT
(4,958,172) USD (51,266.41) (0.01%) EUR(P)/USD(C)OTC FEB 1.40 08.02.10 PUT
3,965,513 USD 19,488.29 0.00% SWAPTION BNP USD MAR 4.88 31.03.10 PUT
31,000,000 USD 71,301.62 0.01% SWAPTION BNP USD MAR 5.38 31.03.10 PUT
(62,000,000) USD (38,891.79) 0.00% SWAPTION CITI OCT 3.75 04.10.10 CALL
11,907,127 EUR 364,358.09 0.04% SWAPTION CITI OCT 3.75 04.10.10 CALL
11,907,127 EUR 223,853.98 0.03% SWAPTION CITI OCT 4.40 04.10.10 CALL
(29,767,818) EUR (312,562.09) (0.04%) SWAPTION PY NOV 2.75 01.11.10 CALL
161,045,717 GBP 743,190.32 0.09% SWAPTION REC NOV 2.05 01.11.10 PUT
(322,091,434) GBP (1,073,094.32) (0.13%) SWAPTION REC NOV 2.75 01.11.10 CALL
161,045,717 GBP 1,141,975.39 0.13% SWAPTION REC 1Y10Y OCT 3 04.10.10 CALL
(29,767,818) EUR (65,489.20) (0.01%) SWAPTION 1Y1Y BNP NOV3.45 01.11.10 PUT
(322,091,434) GBP (870,076.47) (0.10%) SWAPTION 15Y15Y JUN 3.872 02.06.23 PUT
2,320,000 GBP 155,371.71 0.02% USD(C)/INR(P)OTC DEC 46.5 31.12.09 CALL
(684,314) USD 0.00 0.00% USD(C)/KRW(P)OTC JAN 1000 07.01.10 CALL
114,052 USD 2,782.32 0.00% USD(C)/PHP(P) OTC JAN 48 08.01.10 CALL
991,378 USD 0.00 0.00% USD(C)/PHP(P) OTC JAN 48 08.01.10 CALL
(991,378) USD 0.00 0.00% USD(C)/RUB(P)OTC FEB 30 11.02.10 CALL
(640,447) USD (9,868.62) 0.00% USD(P)/INR(C) OTC DEC 46 31.12.09 PUT
684,314 USD 0.00 0.00% USD(P)/PHP(C) OTC JAN 46 08.01.10 PUT
991,378 USD 1,790.32 0.00% USD(P)/RUB(C)OTC FEB 28 11.02.10 PUT
640,447 USD 820.90 0.00%
FORTIS CREDIT EURO 2011 -C-
93 EUR 9,696,500.85 1.14%