Full details of funds using futures contracts

Full details of funds using futures contracts

Fidelity Investments Canada ULC
Futures Contracts held as at June 30, 2016
FUND
SECURITY DESCRIPTION
Fidelity American Equity Fund
S&P500 EMINI FUT SEP16 ESU6
MATURITY
DATE
TRADED
SHARES/PAR
19-09-2016
135
TOTAL
Fidelity Asset Allocation Currency
Neutral Private Pool
S&P500 EMINI FUT SEP16 ESU6
19-09-2016
(19)
US 10YR NOTE (CBT) SEP16 TYU6
22-09-2016
36
TOTAL
Fidelity Asset Allocation Private Pool
TOTAL
-1.453%
130
6,185
3.504%
148
3,620
2.050%
(19,443)
-1.854%
720
34,362
3.276%
856
14,919
1.422%
S&P500 EMINI FUT SEP16 ESU6
19-09-2016
(169)
S&P500 EMINI FUT SEP16 ESU6
19-09-2016
(31)
S&P500 EMINI FUT SEP16 ESU6
19-09-2016
(30)
S&P500 EMINI FUT SEP16 ESU6
19-09-2016
(36)
S&P500 EMINI FUT SEP16 ESU6
19-09-2016
(77)
S&P500 EMINI FUT SEP16 ESU6
19-09-2016
(200)
159
(22,819)
-1.030%
159
(22,819)
-1.030%
29
(4,186)
-1.262%
29
(4,186)
-1.262%
28
(4,051)
-1.110%
28
(4,051)
-1.110%
34
(4,861)
-0.978%
34
(4,861)
-0.978%
73
(10,397)
-1.259%
73
(10,397)
-1.259%
189
(27,004)
-1.208%
189
(27,004)
-1.208%
US 10YR NOTE (CBT) SEP16 TYU6
22-09-2016
751
2,522
129,029
2.100%
S&P/TSX 60 IX FUT SEP16 PTU6
16-09-2016
(1,388)
3,921
(226,050)
-3.679%
6,443
(97,021)
-1.579%
TOTAL
Fidelity Corporate Bond Fund
(2,565)
136
TOTAL
Fidelity Canadian Asset Allocation Fund
18
200
TOTAL
Fidelity Balanced Private Pool
0.984%
0.984%
(144)
TOTAL
Fidelity Balanced Portfolio
18,228
18,228
22-09-2016
TOTAL
Fidelity Balanced Income Currency
Neutral Private Pool
(128)
(128)
19-09-2016
TOTAL
Fidelity Balanced Currency Neutral
Private Pool
% OF NET
ASSETS
US 10YR NOTE (CBT) SEP16 TYU6
TOTAL
Fidelity Balanced Class Portfolio
MARKET
VALUE (000S)
S&P500 EMINI FUT SEP16 ESU6
TOTAL
Fidelity Balance Income Private Pool
APPRECIATION/
DEPRECIATION
(000S)
US 10YR NOTE (CBT) SEP16 TYU6
22-09-2016
(66)
(220)
(11,339)
-8.788%
(220)
(11,339)
-8.788%
PAGE 1
Fidelity Investments Canada ULC
Futures Contracts held as at June 30, 2016
FUND
SECURITY DESCRIPTION
Fidelity Emerging Markets Equity
Investment Trust
MINI MSCI EMG MKT SEP16 MESU6
MATURITY
DATE
TRADED
SHARES/PAR
APPRECIATION/
DEPRECIATION
(000S)
MARKET
VALUE (000S)
% OF NET
ASSETS
19-09-2016
130
77
7,010
0.820%
77
7,010
0.820%
8.204%
TOTAL
Fidelity Event Driven
Opportunities Fund
S&P500 EMINI FUT SEP16 ESU6
19-09-2016
36
(34)
4,861
RUSSELL 2000 FUT SEP16 RTAU6
19-09-2016
5
(18)
741
1.251%
(52)
5,602
9.455%
68
(9,722)
-1.231%
68
(9,722)
-1.231%
TOTAL
Fidelity Global Balanced Class Portfolio
S&P500 EMINI FUT SEP16 ESU6
19-09-2016
(72)
TOTAL
Fidelity Global Balanced Portfolio
S&P500 EMINI FUT SEP16 ESU6
19-09-2016
(132)
TOTAL
Fidelity Global Bond Fund
29-09-2016
(135)
(436)
(29,834)
-0.851%
29-09-2016
(349)
(352)
(68,836)
-1.963%
(789)
(98,670)
-2.813%
MINI MSCI EAFE FUT SEP16 MFSU6
19-09-2016
3
(11)
313
0.268%
S&P500 EMINI FUT SEP16 ESU6
19-09-2016
4
(4)
540
0.463%
(15)
853
0.731%
S&P500 EMINI FUT SEP16 ESU6
19-09-2016
(14)
TOTAL
Fidelity Global Growth Portfolio
S&P500 EMINI FUT SEP16 ESU6
19-09-2016
(42)
TOTAL
Fidelity Global Income Class Portfolio
S&P500 EMINI FUT SEP16 ESU6
19-09-2016
(60)
TOTAL
Fidelity Global Income Portfolio
S&P500 EMINI FUT SEP16 ESU6
19-09-2016
(54)
TOTAL
Fidelity Growth Class Portfolio
S&P500 EMINI FUT SEP16 ESU6
19-09-2016
(7)
TOTAL
Fidelity Growth Portfolio
TOTAL
-1.197%
-1.197%
MEDIUM GILT FUT SEP16 WXU6
TOTAL
Fidelity Global Growth Class Portfolio
(17,823)
(17,823)
LONG GILT FUTURE SEP16 G U6
TOTAL
Fidelity Global Equity Investment Trust
125
125
S&P500 EMINI FUT SEP16 ESU6
19-09-2016
(31)
13
(1,890)
-1.405%
13
(1,890)
-1.405%
40
(5,671)
-1.330%
40
(5,671)
-1.330%
57
(8,101)
-0.970%
57
(8,101)
-0.970%
51
(7,291)
-0.918%
51
(7,291)
-0.918%
7
(945)
-1.529%
7
(945)
-1.529%
29
(4,186)
-1.736%
29
(4,186)
-1.736%
PAGE 2
Fidelity Investments Canada ULC
Futures Contracts held as at June 30, 2016
FUND
SECURITY DESCRIPTION
Fidelity Income Allocation Fund
S&P/TSX 60 IX FUT SEP16 PTU6
MATURITY
DATE
TRADED
SHARES/PAR
16-09-2016
(581)
TOTAL
Fidelity Income Class Portfolio
S&P500 EMINI FUT SEP16 ESU6
19-09-2016
(49)
TOTAL
Fidelity Income Portfolio
S&P500 EMINI FUT SEP16 ESU6
19-09-2016
(42)
TOTAL
Fidelity International Equity
Investment Trust
TOTAL
MINI MSCI EAFE FUT SEP16 MFSU6
19-09-2016
299
APPRECIATION/
DEPRECIATION
(000S)
MARKET
VALUE (000S)
% OF NET
ASSETS
1,641
(94,622)
-2.922%
1,641
(94,622)
-2.922%
46
(6,616)
-1.008%
46
(6,616)
-1.008%
40
(5,671)
-0.933%
40
(5,671)
-0.933%
(1,110)
31,197
4.545%
(1,110)
31,197
4.545%
The listing of derivatives holdings provides information on a fund’s investments as of the date indicated. The information
provided in this listing may differ from a fund’s holdings in its annual report.
Read a fund’s prospectus and consult your advisor before investing. Mutual funds are not guaranteed; their values
change frequently and past performance may not be repeated. Investors will pay management fees and expenses, may
pay commissions or trailing commissions and may experience a gain or loss.
Fidelity Investments is a registered trademark of Fidelity Investments Canada.
704019.9.0
INM-21560 PAGE
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