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French mutual fund (Fonds Commun de Placement, FCP)
GROUPAMA
ENTREPRISES
Semi-annual report
as at 28/09/2017
Groupama Asset Management – 25 rue de la Ville l’Evêque – 75008 Paris, France
2
STATEMENT OF ASSETS IN EUR
Statement of assets – details Amount at time of
interim report*
a) Eligible financial securities described in paragraph 1, section I of Article L. 214-20 of the French
Monetary and Financial Code. 2,770,245,455.77
b) Bank assets 515,344,669.71
c) Other assets held by the UCI 430,028,102.93
d) Total assets held by the UCI (lines a + b + c) 3,715,618,228.41
e) Liabilities -18,041,211.40
f) Net asset value (lines d + e = net assets of the UCI) 3,697,577,017.01
* The amounts have been signed off
NUMBER OF UNITS OUTSTANDING AND NET ASSET VALUE PER UNIT
Unit Type of unit Net assets per
unit Number of units
outstanding Net asset value per
unit
GROUPAMA ENTREPRISES IC IC 2,936,907,122.16 1,285,268.42300 2,285.05
GROUPAMA ENTREPRISES M M 685,846,220.14 654,807.08400 1,047.40
GROUPAMA ENTREPRISES N N 69,090,147.72 122,291.64810 564.96
GROUPAMA ENTREPRISES ID O 5,733,526.99 576.12730 9,951.84
3
SECURITIES PORTFOLIO ITEMS
Securities portfolio items Percentage of
net assets * Total
percentage of
assets **
A) Eligible financial securities and money market instruments admitted to trading on a
regulated market, within the meaning of Article L. 422-1 of the French Monetary and
Financial Code.
74.92 74.56
And B) Eligible financial securities and money market instruments admitted to trading on another regulated market that operates regularly, is recognised, open to the public and
has its registered office in a Member State of the European Union or in another State
party to the agreement on the European Economic Area.
C) Eligible financial securities and money market instruments admitted to official listing on
a stock exchange in a third country or traded on another market in a third country that is
regulated, operates regularly, recognised and open to the public, provided that said stock
exchange or market does not appear on the list drawn up by the Autorité des marchés
financiers (French Financial Markets Authority – AMF) or that the selection of said stock
exchange or market is made in accordance with the law or the regulations or the Articles
of Association of the undertaking for collective investment in transferable securities.
D) Newly issued eligible financial securities described in paragraph 4, section I of Article
R. 214-11 of the French Monetary and Financial Code.
E) Other assets: These are assets described in section II of Article R. 214-11 of the French
Monetary and Financial Code.
* Please refer to f) in the statement of assets
** Please refer to d) in the statement of assets
4
BREAKDOWN OF ASSETS A), B), C), D) OF THE SECURITIES PORTFOLIO, BY CURRENCY
Securities Currency Amount (EUR) Percentage of
net assets *
Total percentage of
assets **
Euro EUR 2,770,245,455.77 74.92 74.56
TOTAL 2,770,245,455.77 74.92 74.56
* Please refer to f) in the statement of assets
** Please refer to d) in the statement of assets
5
BREAKDOWN OF ASSETS A), B), C), D) IN THE SECURITIES PORTFOLIO, BY ISSUER COUNTRY
OF RESIDENCE
Country Percentage of
net assets *
Total percentage of
assets **
France 30.07 29.93
Ireland 12.72 12.66
Germany 5.41 5.39
United Kingdom 5.14 5.12
Denmark 5.14 5.11
Netherlands 4.54 4.52
Italy 3.79 3.77
Belgium 3.77 3.76
Spain 2.70 2.69
Luxembourg 1.62 1.62
TOTAL 74.92 74.56
* Please refer to f) in the statement of assets
** Please refer to d) in the statement of assets
6
DISTRIBUTION OF OTHER ASSETS E) OF THE SECURITIES PORTFOLIO, BY TYPE
Type of assets Percentage of
net assets *
Total percentage of
assets **
Undertakings for collective investment
Retail UCITS and AIFs intended for non-professional investors and equivalents
from other countries
Other funds intended for non-professional investors and equivalents from other
EU Member States
Professional investment funds and equivalents from other EU Member States and listed special purpose vehicles
Other professional investment funds and equivalents from other EU Member
States and unlisted special purpose vehicles
Other non-European undertakings
Other
TOTAL
* Please refer to f) in the statement of assets
** Please refer to d) in the statement of assets
7
CHANGES IN THE SECURITIES PORTFOLIO DURING THE PERIOD IN EUR
Securities portfolio items Changes (amount)
Purchases Sales
A) Eligible financial securities and money market instruments admitted to trading on a
regulated market, within the meaning of Article L. 422-1 of the French Monetary and
Financial Code.
3,896,945,000.05 3,904,242,632.55
And B) Eligible financial securities and money market instruments admitted to trading on
another regulated market that operates regularly, is recognised, open to the public and
has its registered office in a Member State of the European Union or in another State
party to the agreement on the European Economic Area.
C) Eligible financial securities and money market instruments admitted to official listing on
a stock exchange in a third country or traded on another market in a third country that is
regulated, operates regularly, recognised and open to the public, provided that said stock
exchange or market does not appear on the list drawn up by the Autorité des marchés
financiers (French Financial Markets Authority – AMF) or that the selection of said stock
exchange or market is made in accordance with the law or the regulations or the Articles
of Association of the undertaking for collective investment in transferable securities.
40,001,138.80 105,702,272.20
D) Newly issued eligible financial securities described in paragraph 4, section I of Article
R. 214-11 of the French Monetary and Financial Code.
E) Other assets: These are assets described in section II of Article R. 214-11 of the French
Monetary and Financial Code.
DISTRIBUTION DURING THE PERIOD
Unit
Net amount per
unit
€
Tax credit
(1)
€
Gross amount per
unit (2)
€
Dividends paid
GROUPAMA ENTREPRISES ID
Dividends payable
GROUPAMA ENTREPRISES ID
(1) The tax credit per unit will not be determined until the dividend payment date, in accordance with the tax regulations in
force.
(2) The gross amount per unit will not be determined until the dividend payment date, in accordance with the tax regulations in force.
8
GENERAL INFORMATION
Custodian: Caceis Bank – 1-3 place Valhubert – 75013 – Paris, France
The itemised semi-annual statement of assets is available within eight weeks of the end of the period. It is available on
request from the management company:
Groupama Asset Management – 25 rue de la Ville l’Evêque – 75008 – Paris, France
9
TRANSPARENCY OF SECURITIES FINANCING TRANSACTIONS AND OF THE REUSE OF
FINANCIAL INSTRUMENTS – SFTR REGULATION – in the accounting currency of the UCI (EUR)
Securities
lending Securities
borrowing Repurchase
agreements
Reverse repurchase agreements
TRS
a) Securities and commodities lending
Amount
% of net assets*
*% excluding cash and cash equivalents
b) Assets committed for each type of securities financing transaction and TRS, expressed in terms of
absolute value
Amount 299,908,788.51
% of net assets 8.11%
c) Top 10 issuers of collateral received (excluding cash) for all types of financing transactions
CREDIT AGRICOLE SA
LONDON BRANCH
UNITED KINGDOM
297,888,888.50
d) Top 10 counterparties in terms of absolute value of assets and liabilities without offsetting CACEIS BANK LUXEMBOURG
LUXEMBOURG 299,908,788.51
e) Type and quality of collateral
Type
- Equities
- Bonds 297,888,888.50
- UCIs
- Negotiable debt securities
- Cash
Rating
Collateral currency
- EURO 297,888,888.50
f) Settlement and offsetting of contracts
Tripartite
Central counterparty
Bilateral X X
10
Securities
lending
Securities
borrowing Repurchase
agreements Reverse
repurchase
agreements TRS
g) Collateral maturity broken down by tranche
Less than one day
1 day to 1 week
1 week to 1 month
1 to 3 months
3 months to 1 year
More than one year 297,888,888.50
Open-ended
h) Maturity of securities financing transactions and TRS broken down by tranche
Less than one day
1 day to 1 week 299,908,788.51
1 week to 1 month
1 to 3 months
3 months to 1 year
More than one year
Open-ended
i) Data on the reuse of collateral
Maximum amount (%)
Amount used (%)
Income for the UCI following reinvestment of cash
collateral in EUR
j) Data on the custody of collateral received by the UCI
Caceis Bank
Securities 297,888,888.50
Cash
k) Data on the custody of collateral provided by the UCI
Securities
Cash
11
Securities
lending Securities
borrowing Repurchase
agreements
Reverse
repurchase
agreements
TRS
l) Data on income and costs, broken down
Income
- UCIs -51.49
- Manager
- Third parties
Costs
- UCIs 396,975.80
- Manager
- Third parties
e) Data on the type and quality of collateral Groupama Asset Management prefers to only accept securities with a high credit quality and to enhance the value of its
collateral by applying valuation discounts to the securities received.
This system is regularly reviewed and updated.
i) Data on the reuse of collateral Collateral received in cash is reinvested in the following five vehicles:
o Short-term money market funds (as defined by ESMA in its guidelines on listed funds and other issues related to UCITS)
o Deposits
o High-quality long-term government securities
o High-quality short-term government securities
o Reverse repurchase agreements
The maximum reuse amount is 0% for securities and 100% of the amount received for cash.
The amount used is 0% for securities and 100% for cash received.
k) Data on the custody of collateral provided by the UCI Groupama Asset Management prefers to work with a small number of custodians, selected to ensure proper custody of the
securities and cash received.
l) Data on income and costs, broken down Any proceeds resulting from temporary purchases and sales of securities are paid to the UCI, net of operational costs.
Temporary sales of securities are made with market counterparties through the intermediary of Groupama Asset
Management.
12
SECURITIES PORTFOLIO AS AT 28/09/2017 IN EUR
Security name Currency
Quantity
or nominal
value
Current value % Net
assets
Deposits
DEPOT -0.1% 06-11-17 EUR 130,000,000 129,881,194.44 3.51
TOTAL Deposits 129,881,194.44 3.51
Bonds and equivalent securities
Bonds and equivalent securities traded on a regulated or equivalent market
ITALY
UBI BANCA UNIONE DI BANCHE ITALIANE E3R+0.32%
09-11-17
EUR 50,000,000 50,007,777.78 1.35
TOTAL ITALY 50,007,777.78 1.35
TOTAL Bonds & equiv. securities traded on reg. or
equiv. markets
50,007,777.78 1.35
TOTAL Bonds and equivalent securities 50,007,777.78 1.35
Debt securities
Debt securities traded on a regulated or equivalent market GERMANY
METR WHOL FOOD SPE ZCP 11-12-17 EUR 10,000,000 10,000,859.11 0.27
METR WHOL FOOD SPE ZCP 15-12-17 EUR 20,000,000 20,001,809.70 0.54
TOTAL GERMANY 30,002,668.81 0.81
BELGIUM
BARR CALL SERV NV ZCP 01-12-17 EUR 20,000,000 20,005,427.14 0.54
VOLKSWAGEN GROUP SERVICES SA 040518 FIX 0.035 EUR 23,500,000 23,511,178.20 0.64
VOLKSWAGEN GROUP SERVICES SA 050118 FIX 0.145 EUR 30,000,000 30,011,280.89 0.81
VOLKSWAGEN GROUP SERVICES SA 120118 FIX 0.145 EUR 30,000,000 30,011,707.88 0.81
TOTAL BELGIUM 103,539,594.11 2.80
DENMARK
JYSKE BANK DNK 090518 OIS 0.1 EUR 30,000,000 29,975,054.21 0.81
JYSKE BANK DNK 111017 OIS 0.29 EUR 50,000,000 49,975,078.66 1.35
JYSKE BANK DNK 170518 OIS 0.09 EUR 30,000,000 29,972,637.37 0.81
JYSKE BANK DNK 200418 OIS 0.1 EUR 30,000,000 29,971,252.78 0.81
JYSKE BANK DNK 260118 OIS 0.2 EUR 50,000,000 49,989,945.51 1.36
TOTAL DENMARK 189,883,968.53 5.14
FRANCE
BANQ P OIS+-0.02% 20-11-17 EUR 30,000,000 29,986,783.30 0.81
BANQUE PALATINE 050118 OIS 0.19 EUR 17,000,000 16,990,756.35 0.46
BANQUE PALATINE 060718 OIS 0.09 EUR 50,000,000 49,973,122.00 1.35
BANQUE PALATINE 090518 OIS 0.13 EUR 25,000,000 24,990,578.76 0.68
BANQUE PALATINE 100418 OIS 0.13 EUR 20,000,000 19,990,088.82 0.54
BANQUE PALATINE 120218 OIS 0.07 EUR 50,000,000 49,990,480.29 1.35
BANQUE PALATINE 270418 OIS 0.13 EUR 30,000,000 29,986,330.53 0.81
BANQUE PALATINE 300518 OIS 0.12 EUR 32,000,000 31,987,585.97 0.87
13
SECURITIES PORTFOLIO AS AT 28/09/2017 IN EUR (continued)
Security name Currency
Quantity
or nominal
value
Current value % Net
assets
BNP PARIBAS 010818 OIS 0.08 EUR 20,000,000 19,991,078.31 0.54
BNP PARIBAS 100918 OIS 0.09 EUR 22,000,000 21,997,030.33 0.59
BNP PARIBAS 230718 OIS 0.08 EUR 30,000,000 29,981,305.52 0.81
BPCE OIS+0.25% 06-10-17 EUR 50,000,000 49,951,737.32 1.35
BPCE 060618 OIS 0.08 EUR 20,000,000 19,983,959.47 0.54
BPCE 090818 OIS 0.11 EUR 50,000,000 49,992,378.81 1.35
CA CONSUMER FINANCE 231117 FIX -0.38 EUR 20,000,000 20,011,622.46 0.54
CASINO GUICHARD PERRACHON 041017 FIX 0.11 EUR 30,000,000 29,999,541.80 0.81
CASINO GUICHARD PERRACHON 121017 FIX 0.105 EUR 15,000,000 14,999,431.41 0.41
CASINO GUICHARD PERRACHON 131017 FIX 0.1 EUR 15,000,000 14,999,416.82 0.41
CASINO GUICHARD PERRACHON 241017 FIX 0.11 EUR 15,000,000 14,998,854.50 0.41
CASINO GUICHARD PERRACHON 271217 FIX 0.1 EUR 20,000,000 19,995,056.88 0.54
CASINO GUICHARD PERRACHON 281217 FIX 0.1 EUR 10,000,000 9,997,500.67 0.27
CFCM MAINE ANJOU BASSE NORMANDIE 021117 EUR 25,000,000 24,968,864.35 0.68
CFCM MAINE ANJOU BASSE NORMANDIE 150218 OIS 0.12 EUR 10,000,000 9,989,565.45 0.27
CFCM NORD EUROPE 211117 OIS -0.02 EUR 10,000,000 9,995,909.33 0.27
ELECTRICITE DE FRANCE EDF 291117 FIX -0.355 EUR 75,000,000 75,045,155.75 2.02
ELIS SA (EX HOLDELIS SA) 041017 FIX 0.33 EUR 7,000,000 6,999,660.77 0.19
ELIS SA (EX HOLDELIS SA) 041217 FIX 0.39 EUR 5,000,000 4,997,295.62 0.14
ELIS SA (EX HOLDELIS SA) 130318 FIX 0.495 EUR 15,000,000 14,971,581.37 0.40
ELIS SA (EX HOLDELIS SA) 171017 FIX 0.35 EUR 5,000,000 4,999,139.20 0.14
ENGIE SA 170118 OIS 0.04 EUR 16,600,000 16,589,167.22 0.45
GENE OIS+0.21% 27-02-18 EUR 5,000,000 5,001,659.52 0.14
LE NOBLE AGE 071117 FIX 0.03 EUR 2,000,000 1,999,935.01 0.05
NATIXIS 030818 OIS 0.1 EUR 30,000,000 29,991,031.77 0.81
PERNOD RICARD 220118 FIX -0.195 EUR 30,000,000 30,019,395.13 0.81
RENAULT CREDIT I 240718 FIX -0.21 EUR 20,000,000 20,039,693.69 0.54
RENAULT SA 051217 FIX -0.315 EUR 10,000,000 10,005,867.14 0.27
RENAULT SA 061217 FIX -0.315 EUR 9,650,000 9,655,746.10 0.26
RENAULT SA 081117 FIX -0.315 EUR 10,000,000 10,003,502.74 0.27
RENAULT SA 121217 FIX -0.315 EUR 20,000,000 20,012,960.32 0.54
RENAULT SA 171017 FIX -0.32 EUR 11,500,000 11,501,841.11 0.31
RENAULT SA 211217 FIX -0.31 EUR 20,000,000 20,014,305.73 0.54
RENAULT SA 241017 FIX -0.32 EUR 30,000,000 30,006,670.33 0.81
SAVENCIA SA 091117 FIX -0.175 EUR 10,000,000 10,001,993.94 0.27
SAVENCIA SA 141117 FIX -0.18 EUR 15,000,000 15,003,451.58 0.41
SOCIETE GENERALE 021117 FIX -0.36 EUR 50,000,000 50,017,010.79 1.34
UNION FINANCES GRAINS (UFG) 161017 FIX -0.28 EUR 1,500,000 1,500,198.38 0.04
UNION FINANCES GRAINS (UFG) 191017 FIX -0.28 EUR 5,000,000 5,000,777.97 0.14
14
SECURITIES PORTFOLIO AS AT 28/09/2017 IN EUR (continued)
Security name Currency
Quantity
or nominal
value
Current value % Net
assets
UNION FINANCES GRAINS (UFG) 271017 FIX -0.28 EUR 3,000,000 3,000,653.49 0.08
UNION FINANCES GRAINS (UFG) 301117 FIX -0.27 EUR 5,000,000 5,002,326.10 0.14
VALEO SA 201117 FIX -0.345 EUR 10,000,000 10,004,987.61 0.27
VALEO SA 201217 FIX -0.345 EUR 14,800,000 14,811,639.59 0.40
ZODIAC AEROSPACE 090218 FIX 0.155 EUR 10,000,000 9,997,902.93 0.27
ZODIAC AEROSPACE 100118 FIX 0.17 EUR 20,000,000 19,996,851.19 0.54
ZODIAC AEROSPACE 120418 FIX 0.15 EUR 5,000,000 4,997,479.54 0.14
ZODIAC AEROSPACE 280318 FIX 0.145 EUR 10,000,000 9,996,034.99 0.27
ZODIAC AEROSPACE 290318 FIX 0.15 EUR 15,000,000 14,993,814.50 0.41
TOTAL FRANCE 1,111,928,710.57 30.07
ITALY
UNICREDIT SPA 061017 FIX -0.02 EUR 30,000,000 30,001,692.90 0.81
UNICREDIT SPA 120118 OIS 0.35 EUR 40,000,000 40,043,555.80 1.09
UNICREDIT SPA 260118 FIX 0.0 EUR 20,000,000 20,020,533.90 0.54
TOTAL ITALY 90,065,782.60 2.44
LUXEMBOURG
MEDI INTL LUX ZCP 25-05-18 EUR 30,000,000 30,035,152.15 0.81
MEDIOBANCA INTERNATIONAL (LUX) 100918 FIX -0.14 EUR 30,000,000 30,040,661.26 0.81
TOTAL LUXEMBOURG 60,075,813.41 1.62
UNITED KINGDOM
BARCLAYS BANK PLC 171117 OIS 0.18 EUR 30,000,000 29,976,111.42 0.81
BARCLAYS BANK PLC 310518 OIS 0.23 EUR 50,000,000 50,025,029.51 1.35
TOTAL UNITED KINGDOM 80,001,140.93 2.16
TOTAL Debt securities traded on reg. or equiv. markets 1,665,497,678.96 45.04
Debt securities not traded on a regulated or equivalent market
GERMANY
DEUTSCHE BANK AG 040718 FIX -0.09 EUR 30,000,000 30,029,141.72 0.81
DEUTSCHE BANK AG 050218 FIX 0.195 EUR 20,000,000 20,016,227.53 0.54
DEUTSCHE BANK AG 070918 FIX -0.145 EUR 30,000,000 30,041,982.41 0.82
DEUTSCHE BANK AG 110118 FIX 0.195 EUR 30,000,000 30,021,315.21 0.81
DEUTSCHE BANK AG 190318 FIX 0.1425 EUR 30,000,000 30,028,755.58 0.81
DEUTSCHE BANK AG 300718 FIX -0.095 EUR 30,000,000 30,029,754.56 0.82
TOTAL GERMANY 170,167,177.01 4.61
BELGIUM
VOLKSWAGEN GROUP SERVICES SA 131017 FIX EUR 16,000,000 16,001,151.65 0.43
VOLKSWAGEN GROUP SERVICES SA 251017 FIX EUR 20,000,000 20,002,673.48 0.54
TOTAL BELGIUM 36,003,825.13 0.97
15
SECURITIES PORTFOLIO AS AT 28/09/2017 IN EUR (continued)
Security name Currency
Quantity
or nominal
value
Current value % Net
assets
SPAIN
BANCO SANTANDER S.A 051017 FIX -0.36 EUR 100,000,000 100,006,002.57 2.70
TOTAL SPAIN 100,006,002.57 2.70
IRELAND
ARABELLA FINANCE LTD 131217 FIX -0.22 EUR 30,000,000 30,013,757.64 0.81
ARABELLA FINANCE LTD 221217 FIX -0.22 EUR 100,000,000 100,051,361.23 2.72
ARABELLA FINANCE LTD 221217 FIX -0.22 EUR 50,000,000 50,025,680.92 1.36
INTESA SANPAOLO BANK IRELAND PLC 030518 FIX -0.03 EUR 50,000,000 50,070,407.53 1.36
INTESA SANPAOLO BANK IRELAND PLC 050118 FIX 0.01 EUR 30,000,000 30,026,695.25 0.81
INTESA SANPAOLO BANK IRELAND PLC 051017 FIX 0.0 EUR 20,000,000 20,001,022.35 0.54
INTESA SANPAOLO BANK IRELAND PLC 070918 EUR 30,000,000 30,047,782.60 0.81
INTESA SANPAOLO BANK IRELAND PLC 120118 FIX 0.01 EUR 40,000,000 40,038,017.89 1.08
INTESA SANPAOLO BANK IRELAND PLC 130318 FIX -0.01 EUR 30,000,000 30,039,056.23 0.81
INTESA SANPAOLO BANK IRELAND PLC 220518 FIX -0.07 EUR 30,000,000 30,043,857.05 0.81
INTESA SANPAOLO BANK IRELAND PLC 250618 FIX -0.095 EUR 30,000,000 30,044,113.92 0.81
INTESA SANPAOLO BANK IRELAND PLC 280218 FIX 0.0 EUR 30,000,000 30,037,173.41 0.81
TOTAL IRELAND 470,438,926.02 12.73
NETHERLANDS
IBERDROLA INTERNATIONAL BV 221117 FIX -0.365 EUR 25,000,000 25,013,695.86 0.68
INTERNATIONAL ENDESA BV 201017 FIX -0.265 EUR 53,000,000 53,008,198.45 1.43
TELEFONICA EUROPE BV 071117 FIX -0.345 EUR 10,000,000 10,003,739.46 0.27
VOLKSWAGEN INTER 120218 FIX 0.145 EUR 20,000,000 20,001,061.11 0.54
VOLKSWAGEN INTER 220218 FIX 0.145 EUR 30,000,000 30,000,741.09 0.81
VOLKSWAGEN INTERN 010218 FIX 0.1475 EUR 30,000,000 30,001,664.49 0.81
TOTAL NETHERLANDS 168,029,100.46 4.54
UNITED KINGDOM
DEUT BANK AG LOND ZCP 05-01-18 EUR 30,000,000 30,020,684.85 0.81
DEUTSCHE BANK AG 010818 FIX -0.095 EUR 30,000,000 30,029,815.00 0.81
ROYAL BANK OF SCOTLAND PLC 110118 FIX -0.27 EUR 50,000,000 50,044,467.99 1.36
TOTAL UNITED KINGDOM 110,094,967.84 2.98
TOTAL Debt securities not traded on a reg. or equiv.
mkt 1,054,739,999.03 28.53
TOTAL Debt securities 2,720,237,677.99 73.57
Securities received under repurchase agreements
UNITED KINGDOM
CRED AGRI LON 1.24% 02-12-22 EUR 35,100,000 37,074,788.51 1.00
CREDIT AGRICOLE LONDON 1.168% 18-01-23 EUR 250,000,000 262,834,000.00 7.11
TOTAL UNITED KINGDOM 299,908,788.51 8.11
TOTAL Securities received under repurchase
agreements 299,908,788.51 8.11
Charges for securities received under repurchase agreements -3,007.42
16
SECURITIES PORTFOLIO AS AT 28/09/2017 IN EUR (continued)
Security name Currency Quantity
or nominal
value
Current value % Net
assets
Forward financial instruments
Other forward financial instruments
Interest-rate swaps
OIS/0.0/FIX/-0.335 EUR 20,000,000 -3,960.00
OIS/0.0/FIX/-0.336 EUR 30,000,000 -5,310.00
OIS/0.0/FIX/-0.336 EUR 40,000,000 -7,240.00
OIS/0.0/FIX/-0.338 EUR 20,000,000 -3,640.00
OIS/0.0/FIX/-0.346 EUR 30,000,000 -2,070.00
TOTAL Interest-rate swaps -22,220.00
TOTAL Other forward financial instruments -22,220.00
TOTAL Forward financial instruments -22,220.00
Receivables 241,127.40 0.01
Debts -18,018,991.40 -0.49
Financial accounts 515,344,669.71 13.94
Net assets 3,697,577,017.01 100.00