BONDS Holdings for CAT by Description as at 12 Mar 2013 - Consolidated, against Consolidated

12-Mar-13 Asset Class: Transactions

Security Id
Nominal Description
XS0897453907
1,000,000 ADCB Finance Ltd 2.5% 06-Mar-2018
XS0498952679
700,000 Bahrain Government 5.5% 31-Mar-2020
USY1391CAJ00
1,000,000 Bank of China (Hong Kong) 5.55% 11-Feb-2020
XS0545106592
850,000 Burgan Finance 7.875% 29-Sep-2020
USM28368AB04
500,000 Dolphin Energy 5.5% 15-Dec-2021
XS0765257141
800,000 Emirates NBD 4.625% 28-Mar-2017
US302154BC25
350,000 Export- Import Bank of Korea 5% 11-Apr-2022
USG3709DAA03
700,000 Franshion Development Ltd 6.75% 15-Apr-2021
XS0191754729
700,000 Gaz Capital (Gazprom) 8.625% 28-Apr-2034
XS0605559821
1,000,000 IPIC 5.875% 14-Mar-2021
XS0701227075
1,800,000 IPIC 6.875% 01-Nov-2041
XS0794901727
1,250,000 Kingdom of Bahrain 6.125% 07-May-2022
XS0526235535
1,600,000 Kuwait Projects 9.375% 15-Jul-2020
XS0619200990
1,650,000 Mubadala 5.5% 20-Apr-2021
USY62014AA64
1,000,000 Nakilat 6.067% 31-Dec-2033
USY62014AB48
1,200,000 Nakilat 6.267% 31-Dec-2033
XS0815939656
200,000 National Bank of Abu Dhabi 3.00% 13-Aug-2019
USJ54675AA13
800,000 Nippon Life Insurance 5% 18-Oct-2042
USG6542FAB79
1,100,000 Noble Group Ltd 6.625% 05-Aug-2020
USG6542TAE13
600,000 Noble Group Ltd 6.75% 29-Jan-2020
US69033DAA54
400,000 OCBC 3.15% 03-Nov-2023
XS0431744282
700,000 Rabobank Nederland 11% PERP (CALL 30-Jun-2019)
USM8222MAA01 1,250,000 Ras Laffan 5.838% 30-Sep-2027
XS0632887997
1,700,000 Russian Agricultural Bank 6% 03-Jun-2021
XS0609017917
925,000 RZD Capital Ltd (Russian Railways) 7.487% 25-Mar-2031
XS0767862914
500,000 Saudi Electricity 4.211% 03-Apr-2022
XS0638572973
950,000 Sberbank 5.717% 16-Jun-2021
USG8189YAB05
350,000 Sinopec Group Overseas Development 3.9% 17-May-2022
USG8189YAC87
300,000 Sinopec Group Overseas Development 4.875% 17-May-2042
XS0615236188
1,000,000 State of Qatar 5.75% 20-Jan-2042
XS0113419690
2,100,000 State of Qatar 9.75% 15-Jun-2030
XS0295383524
600,000 Swiss Life 5.849% PERP (CALL 12-Apr-2017)
XS0559915961
1,300,000 Vnesheconombank (VEB Finance) 6.8% 22-Nov-2025
XS0842078536
1,300,000 VTB Capital SA 6.95% 17-Oct-2022
Grand Summaries

Country
Abu Dhabi
Bahrain
Hong Kong
Kuwait
Abu Dhabi
Dubai
Korea
China
Russia
Abu Dhabi
Abu Dhabi
Bahrain
Kuwait
Abu Dhabi
Qatar
Qatar
Abu Dhabi
Japan
Hong Kong
Hong Kong
Singapore
Netherlands
Qatar
Russia
Russia
Saudi Arabia
Russia
China
China
Qatar
Qatar
Switzerland
Russia
Russia

%
2.47%
1.95%
2.80%
2.55%
1.45%
2.14%
1.02%
1.95%
2.44%
4.09%
6.16%
3.55%
5.20%
4.89%
3.07%
3.53%
0.50%
2.07%
2.94%
1.67%
1.01%
2.36%
3.77%
4.52%
4.26%
1.37%
2.63%
0.92%
0.81%
3.02%
8.99%
1.95%
3.93%
3.64%
99.61%

Mod Dur (A)Best rating Duration Contrib

Current
(SA)
Price
Factor (Amortisation)
Currency
4.6 A1
0.12
99.696
1 US Dollar
5.65 Baa2
0.11 110.104
1 US Dollar
5.68 A1
0.16 112.2475
1 US Dollar
5.53 Baa1
0.14 117.569
1 US Dollar
6.89 A1
0.1 115.625
1 US Dollar
3.56 A1
0.08 105.678
1 US Dollar
7.2 Aa3
0.07 115.7375
1 US Dollar
5.98 Baa3
0.12
109.75
1 US Dollar
10.74 Baa1
0.27
137.5
1 US Dollar
6.26 Aa2
0.26 120.825
1 EURO
14.02 Aa2
0.88
135.5
1 US Dollar
7 Baa2
0.25 113.496
1 US Dollar
5.41 Baa3
0.29
129.48
1 US Dollar
6.46 Aa2
0.32 117.284
1 US Dollar
10.17 Aa3
0.32
122.5
1 US Dollar
8.84 A1
0.32
123.75 0.948808 US Dollar
5.71 Aa3
0.03 100.596
1 US Dollar
7.27 A2
0.15
102.25
1 US Dollar
2.17 Baa3
0.07 107.125
1 US Dollar
5.39 Baa3
0.09
111.15
1 US Dollar
4.54 Aa2
0.05 102.048
1 US Dollar
4.65 A3
0.11
133.75
1 US Dollar
8.49 Aa3
0.33
119.02
1 US Dollar
2.83 Baa2
0.13
105.5
1 US Dollar
10.05 Baa1
0.44 121.428
1 Sterling
7.33 Aa3
0.1 108.364
1 US Dollar
6.43 A3
0.17 110.369
1 US Dollar
7.51 Aa3
0.07 105.206
1 US Dollar
15.44 Aa3
0.13 107.781
1 US Dollar
14.9 Aa2
0.46 120.836
1 US Dollar
10.09 Aa2
0.93
170.27
1 US Dollar
3.31 Baa2
0.07
95.36
1 EURO
8.53 Baa2
0.34
119.75
1 US Dollar
6.73 Baa2
0.25
110
1 US Dollar
7.6

7.73

Quasi/Sov/Corporate
Corporate
Sovereign
Quasi
Corporate
Quasi
Quasi
Quasi
Quasi
Quasi
Quasi
Quasi
Sovereign
Corporate
Quasi
Quasi
Quasi
Quasi
Corporate
Corporate
Corporate
Corporate
Corporate
Quasi
Quasi
Quasi
Quasi
Quasi
Quasi
Quasi
Sovereign
Sovereign
Corporate
Quasi
Quasi

FORWARDS Holdings for CAT by Description as at 12 Mar 2013 - Consolidated, against Consolidated
12-Mar-13 Asset Class: Transactions
Security Id Nominal
Description
Country
%
Mod Dur (A)
2,435,020 Buy/Sell EUR against USD 26 Apr 2013
United States
6.04%
0.12
1,692,166 Buy/Sell GBP against USD 26 Apr 2013
United States
4.20%
0.12
-1,858,000 Buy/Sell EUR against USD 26 Apr 2013
EEC
-6.00%
0.12
-1,114,000 Buy/Sell GBP against USD 26 Apr 2013
United Kingdom
-4.11%
0.12
Grand Summaries
0.13%
0.12

Best rating Duration Contrib

Current
(SA)
Price
Factor (Amortisation)
Currency
0.01
1
1 US Dollar
0.01
1
1 US Dollar
-0.01
0.7684
1 EURO
-0.01
0.6723
1 Sterling
0

Quasi/Sov/Corporate
<Unassigned>
<Unassigned>
<Unassigned>
<Unassigned>

BONDS Holdings for SYN by Description as at 12 Mar 2013 - Consolidated, against Consolidated
12-Mar-13 Asset Class: Transactions
Security Id
Nominal Description
XS0897453907
1,000,000 ADCB Finance Ltd 2.5% 06-Mar-2018
XS0498952679
700,000 Bahrain Government 5.5% 31-Mar-2020
USY1391CAJ00
1,000,000 Bank of China (Hong Kong) 5.55% 11-Feb-2020
XS0545106592
850,000 Burgan Finance 7.875% 29-Sep-2020
USM28368AB04
500,000 Dolphin Energy 5.5% 15-Dec-2021
XS0765257141
870,000 Emirates NBD 4.625% 28-Mar-2017
US302154BC25
300,000 Export- Import Bank of Korea 5% 11-Apr-2022
USG3709DAA03
700,000 Franshion Development Ltd 6.75% 15-Apr-2021
XS0191754729
700,000 Gaz Capital (Gazprom) 8.625% 28-Apr-2034
XS0605559821
1,000,000 IPIC 5.875% 14-Mar-2021
XS0701227075
1,800,000 IPIC 6.875% 01-Nov-2041
XS0794901727
1,250,000 Kingdom of Bahrain 6.125% 07-May-2022
XS0526235535
1,600,000 Kuwait Projects 9.375% 15-Jul-2020
XS0619200990
1,650,000 Mubadala 5.5% 20-Apr-2021
USY62014AA64
1,000,000 Nakilat 6.067% 31-Dec-2033
USY62014AB48
1,200,000 Nakilat 6.267% 31-Dec-2033
XS0815939656
200,000 National Bank of Abu Dhabi 3.00% 13-Aug-2019
USJ54675AA13
770,000 Nippon Life Insurance 5% 18-Oct-2042
USG6542FAB79
1,100,000 Noble Group Ltd 6.625% 05-Aug-2020
USG6542TAE13
600,000 Noble Group Ltd 6.75% 29-Jan-2020
US69033DAA54
450,000 OCBC 3.15% 03-Nov-2023
XS0431744282
700,000 Rabobank Nederland 11% PERP (CALL 30-Jun-2019)
USM8222MAA01
1,250,000 Ras Laffan 5.838% 30-Sep-2027
XS0632887997
1,700,000 Russian Agricultural Bank 6% 03-Jun-2021
XS0609017917
925,000 RZD Capital Ltd (Russian Railways) 7.487% 25-Mar-2031
XS0767862914
500,000 Saudi Electricity 4.211% 03-Apr-2022
XS0638572973
950,000 Sberbank 5.717% 16-Jun-2021
USG8189YAB05
300,000 Sinopec Group Overseas Development 3.9% 17-May-2022
USG8189YAC87
200,000 Sinopec Group Overseas Development 4.875% 17-May-2042
XS0615236188
1,000,000 State of Qatar 5.75% 20-Jan-2042
XS0113419690
2,100,000 State of Qatar 9.75% 15-Jun-2030
XS0295383524
600,000 Swiss Life 5.849% PERP (CALL 12-Apr-2017)
XS0559915961
1,300,000 Vnesheconombank (VEB Finance) 6.8% 22-Nov-2025
XS0842078536
1,300,000 VTB Capital SA 6.95% 17-Oct-2022
Grand Summaries

Country
Abu Dhabi
Bahrain
Hong Kong
Kuwait
Abu Dhabi
Dubai
Korea
China
Russia
Abu Dhabi
Abu Dhabi
Bahrain
Kuwait
Abu Dhabi
Qatar
Qatar
Abu Dhabi
Japan
Hong Kong
Hong Kong
Singapore
Netherlands
Qatar
Russia
Russia
Saudi Arabia
Russia
China
China
Qatar
Qatar
Switzerland
Russia
Russia

%
2.47%
1.95%
2.79%
2.55%
1.45%
2.32%
0.88%
1.95%
2.44%
4.08%
6.15%
3.55%
5.19%
4.88%
3.06%
3.53%
0.50%
1.99%
2.94%
1.66%
1.14%
2.36%
3.77%
4.51%
4.26%
1.36%
2.63%
0.79%
0.54%
3.01%
8.98%
1.95%
3.92%
3.63%
99.18%

Mod Dur (A)Best rating Duration Contrib

Current
(SA)
Price
Factor (Amortisation)
Currency
4.6 A1
0.11
99.696
1 US Dollar
5.65 Baa2
0.11 110.104
1 US Dollar
5.68 A1
0.16 112.2475
1 US Dollar
5.53 Baa1
0.14 117.569
1 US Dollar
6.89 A1
0.1 115.625
1 US Dollar
3.56 A1
0.08 105.678
1 US Dollar
7.2 Aa3
0.06 115.7375
1 US Dollar
5.98 Baa3
0.12
109.75
1 US Dollar
10.74 Baa1
0.27
137.5
1 US Dollar
6.26 Aa2
0.26 120.825
1 EURO
14.02 Aa2
0.88
135.5
1 US Dollar
7 Baa2
0.25 113.496
1 US Dollar
5.41 Baa3
0.29
129.48
1 US Dollar
6.46 Aa2
0.32 117.284
1 US Dollar
10.17 Aa3
0.32
122.5
1 US Dollar
8.84 A1
0.32
123.75 0.948808 US Dollar
5.71 Aa3
0.03 100.596
1 US Dollar
7.27 A2
0.15
102.25
1 US Dollar
2.17 Baa3
0.06 107.125
1 US Dollar
5.39 Baa3
0.09
111.15
1 US Dollar
4.54 Aa2
0.05 102.048
1 US Dollar
4.65 A3
0.11
133.75
1 US Dollar
8.49 Aa3
0.33
119.02
1 US Dollar
2.83 Baa2
0.13
105.5
1 US Dollar
10.05 Baa1
0.44 121.428
1 Sterling
7.33 Aa3
0.1 108.364
1 US Dollar
6.43 A3
0.17 110.369
1 US Dollar
7.51 Aa3
0.06 105.206
1 US Dollar
15.44 Aa3
0.09 107.781
1 US Dollar
14.9 Aa2
0.46 120.836
1 US Dollar
10.09 Aa2
0.92
170.27
1 US Dollar
3.31 Baa2
0.07
95.36
1 EURO
8.53 Baa2
0.34
119.75
1 US Dollar
6.73 Baa2
0.25
110
1 US Dollar
7.57

7.67

Quasi/Sov/Corporate
Corporate
Sovereign
Quasi
Corporate
Quasi
Quasi
Quasi
Quasi
Quasi
Quasi
Quasi
Sovereign
Corporate
Quasi
Quasi
Quasi
Quasi
Corporate
Corporate
Corporate
Corporate
Corporate
Quasi
Quasi
Quasi
Quasi
Quasi
Quasi
Quasi
Sovereign
Sovereign
Corporate
Quasi
Quasi

Quasi/Sov/Corporate

FORWARDS Holdings for SYN by Description as at 12 Mar 2013 - Consolidated, against Consolidated
12-Mar-13 Asset Class: Transactions
Security Id Nominal
Description
Country
%
Mod Dur (A)
2,434,500 Buy/Sell EUR against USD 26 Apr 2013
United States
6.03%
0.12
1,696,042 Buy/Sell GBP against USD 26 Apr 2013
United States
4.20%
0.12
-1,858,000 Buy/Sell EUR against USD 26 Apr 2013
EEC
-5.99%
0.12
-1,117,000 Buy/Sell GBP against USD 26 Apr 2013
United Kingdom
-4.12%
0.12
Grand Summaries
0.13%
0.12

Best rating Duration Contrib

Current
(SA)
Price
Factor (Amortisation)
Currency
0.01
1
1 US Dollar
0.01
1
1 US Dollar
-0.01
0.7684
1 EURO
-0.01
0.6723
1 Sterling
0

Quasi/Sov/Corporate
<Unassigned>
<Unassigned>
<Unassigned>
<Unassigned>