NOTES TO THE INVESTMENT SCHEDULE - CONTINUED At ….. G DIRECT DERIVATIVE MARKET INSTRUMENTS G1 DERIVATIVE POSITIONS WITHOUT RESIDUAL RISK Instrument Local Listed Strike Cost Fair Effective Potential Potential Exchange Fixed Counter Expiry Holding Holding or or price or value Economic Loss Gain rate rate date number % Notes 1,2 & 3 Foreign Unlisted Premium Exposure or % Variable rate Gross Nett - Options e.g. put or call Futures/ - Forwards/ SAFEX Currency - swaps Interest rate - swaps Forward rate - agreements Equity linked - instruments Other - (Provide details) - TOTAL Notes: Describe valuation methodology of instruments Explain changes in assumptions (if any changes from previous period) List all non-compliance(s) with the Notices
NOTES TO THE INVESTMENT SCHEDULE - CONTINUED At ….. G DIRECT DERIVATIVE MARKET INSTRUMENTS G1 DERIVATIVE POSITIONS WITHOUT RESIDUAL RISK Instrument Notes 1,2 & 3 Local or Foreign Listed or Unlisted Strike price Cost or Premium Fair value Effective Economic Exposure Potential Loss Potential Gain Exchange rate Fixed rate or Variable rate % Expiry date Holding number Holding % Gross Nett Options e.g. put or call - Futures/ Forwards/ SAFEX - Currency swaps - Interest rate swaps - Forward rate agreements - Equity linked instruments - Other (Provide details) - TOTAL - Notes: Describe valuation methodology of instruments Explain changes in assumptions (if any changes from previous period) List all non-compliance(s) with the Notices Counter
Financial%20Statement%202014.docx