0001752724-20-043886.txt : 20200302 0001752724-20-043886.hdr.sgml : 20200302 20200302092826 ACCESSION NUMBER: 0001752724-20-043886 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20191231 FILED AS OF DATE: 20200302 PERIOD START: 20191231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: TEMPLETON INCOME TRUST CENTRAL INDEX KEY: 0000795402 IRS NUMBER: 596865210 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-04706 FILM NUMBER: 20674604 BUSINESS ADDRESS: STREET 1: 300 S.E. 2ND STREET CITY: FORT LAUDERDALE STATE: FL ZIP: 33301-1923 BUSINESS PHONE: 9545277500 MAIL ADDRESS: STREET 1: 300 S.E. 2ND STREET CITY: FORT LAUDERDALE STATE: FL ZIP: 33301-1923 FORMER COMPANY: FORMER CONFORMED NAME: TEMPLETON INCOME FUND DATE OF NAME CHANGE: 19871006 0000795402 S000023539 Templeton Global Total Return Fund C000069254 Class A TGTRX C000069255 Class C TTRCX C000069256 Class R FRRGX C000069257 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Purchased CITIBANK NA STRIKE 111.4 EXPIRES 03/30/20 USD Call/ JPY Put CITIBANK NA STRIKE 111.4 EXPIRES 03/30/20 USD Call/ JPY Put 1.00000000 111.4 USD 2020-03-30 XXXX -199549.06 N N N N/A N/A 000000000 1.00000000 NC USD 22195377.01000000 0.482941744951 N/A DFE N/A N N/A JPMORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 2402196776.00000000 JPY 32190000.00000000 AUD 2020-03-12 -430973.97 N N N N/A N/A 000000000 1.00000000 NC USD 28156540.24000000 0.612648691174 N/A DFE N/A N N/A JPMORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 28156540.24000000 USD 2962169960.00000000 JPY 2020-03-06 796882.43 N N N N/A N/A 000000000 1.00000000 NC USD 20039627.82000000 0.436035523217 N/A DFE N/A N N/A GOLDMAN SACHS BANK USA HOLDINGS LLC KD3XUN7C6T14HNAYLU02 17776152.19000000 EUR 19858184.02000000 USD 2020-03-23 181443.8 N N N N/A N/A 000000000 1.00000000 NC USD 31366628.95000000 0.682495931991 N/A DFE N/A N N/A JPMORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 31366628.95000000 USD 130017500.00000000 BRL 2020-05-05 -807160.36 N N N Mexico Cetes 06/18/2020 TBLM 254900EGTWEU67VP6075 000000000 52426000.00000000 PA 26784877.68000000 0.582803146765 Long STIV UST MX N 2 N N N N/A N/A 000000000 11061000.00000000 NC 116685.90000000 0.002538929261 N/A DFE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK NA STRIKE 75.05 EXPIRES 05/06/20 AUD Put/JPY Call CITIBANK NA STRIKE 75.05 EXPIRES 05/06/20 AUD Put/JPY Call 3.00000000 75.05 AUD 2020-05-06 XXXX -127875 N N N N/A N/A 000000000 1.00000000 NC USD 64674061.26000000 1.407221151680 N/A DFE N/A N N/A CITIBANK NA E57ODZWZ7FF32TWEFA76 6919948641.00000000 JPY 58713400.00000000 EUR 2020-09-30 -2310103.55 N N N Argentina Treasury Bill 04/08/2020 TBLM 549300KPBYGYF7HCHO27 000000000 160124340.00000000 PA 2024848.00000000 0.044057986757 Long STIV UST AR N 3 N N N N/A N/A 000000000 17697000.00000000 NC 157535.76000000 0.003427767628 N/A DFE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK NA STRIKE 74.475 EXPIRES 05/06/20 AUD Put/JPY Call CITIBANK NA STRIKE 74.475 EXPIRES 05/06/20 AUD Put/JPY Call 6.00000000 74.475 AUD 2020-05-06 XXXX -242061.52 N N N N/A N/A 000000000 34842000.00000000 NC 9949.90000000 0.000216496528 N/A DFE US N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Call Purchased HSBC BANK PLC STRIKE 0.7665 EXPIRES 05/04/20 AUD Call/USD Put HSBC BANK PLC STRIKE 0.7665 EXPIRES 05/04/20 AUD Call/USD Put 2.00000000 0.7665 AUD 2020-05-04 XXXX -163699.59 N N N NORWEGIAN GOVERNMENT 2.00% 05/24/2023 REG S 549300O6E2WAK3IAXE34 R34155AB8 453563000.00000000 PA 52701411.12000000 1.146712283202 Long DBT NUSS NO N 2 2023-05-24 Fixed 2.00000000 N N N N N N N/A N/A 000000000 1.00000000 NC USD 3563220.98000000 0.077530927136 N/A DFE N/A N N/A JPMORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 3563220.98000000 USD 3066138.59000000 EUR 2020-06-15 88468.69 N N N Japan Treasury Discount Bill 05/11/2020 TBLM 353800WZS8AXZXFUC241 000000000 2559500000.00000000 PA 23564663.57000000 0.512735590774 Long STIV UST JP N 2 N N N N/A N/A 000000000 11061000.00000000 NC 33084.93000000 0.000719883866 N/A DFE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK NA STRIKE 70.65 EXPIRES 05/06/20 AUD PUT/JPY CALL CITIBANK NA STRIKE 70.65 EXPIRES 05/06/20 AUD PUT/JPY CALL 1.00000000 70.65 AUD 2020-05-06 XXXX -99372.61 N N N NOTA DO TESOURO NACIONAL NTNF 01/01/2027 STATED RATE 10% N/A P8T60MXG3 554610.00000000 PA 162550623.510000 3.536884357740 Long DBT NUSS BR N 2 2027-01-01 Fixed 9.46138200 N N N N N N N/A N/A 000000000 -108034000.00000000 NC USD -552809.98000000 -0.01202840646 N/A DFE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Put Written CITIBANK NA STRIKE 100.03 EXPIRES 09/22/20 USD Put/JPY Call CITIBANK NA STRIKE 100.03 EXPIRES 09/22/20 USD Put/JPY Call 1.00000000 100.03 USD 2020-09-22 XXXX 723827.8 N N N N/A N/A 000000000 1.00000000 NC USD 16836629.37000000 0.366342556982 N/A DFE N/A N N/A JPMORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 1812733660.00000000 JPY 24680000.00000000 AUD 2020-06-12 -546085.49 N N N N/A N/A 000000000 1.00000000 NC USD 5127766.13000000 0.111573338961 N/A DFE N/A N N/A HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 5127766.13000000 USD 5990000000.00000000 KRW 2020-01-28 -56827.92 N N N N/A N/A 000000000 46603000.00000000 NC USD 218428.26000000 0.004752707060 N/A DFE US N 2 JPMORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 Call Purchased JPMORGAN CHASE & CO STRIKE 20.47 EXPIRES 05/13/20 USD CALL/MXN PUT JPMORGAN CHASE & CO STRIKE 20.47 EXPIRES 05/13/20 USD CALL/MXN PUT 1.00000000 20.47 USD 2020-05-13 XXXX -501555.47 N N N N/A N/A 000000000 1.00000000 NC USD 9782528.03000000 0.212854737935 N/A DFE N/A N N/A GOLDMAN SACHS BANK USA HOLDINGS LLC KD3XUN7C6T14HNAYLU02 9782528.03000000 USD 8776716.34000000 EUR 2020-05-29 -153286.15 N N N N/A N/A 000000000 1.00000000 NC USD 74464205.23000000 1.620241602293 N/A DFE N/A N N/A JPMORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 74464205.23000000 USD 66814002.00000000 EUR 2020-05-29 -1173594.02 N N N N/A N/A 000000000 22122000.00000000 NC 4749.70000000 0.000103347125 N/A DFE US N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Call Purchased HSBC BANK PLC STRIKE 0.773 EXPIRES 05/07/20 AUD Call/USD Put HSBC BANK PLC STRIKE 0.773 EXPIRES 05/07/20 AUD Call/USD Put 1.00000000 0.773 AUD 2020-05-07 XXXX -92882.88 N N N N/A N/A 000000000 1.00000000 NC USD 17038655.63000000 0.370738378441 N/A DFE N/A N N/A DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 15171012.24000000 EUR 16882454.13000000 USD 2020-01-23 156201.5 N N N N/A N/A 000000000 1.00000000 NC USD 36364124.98000000 0.791234767652 N/A DFE N/A N N/A JPMORGAN CHASE BANK NA 7H6GLXDRUGQFU57RNE97 3933128000.00000000 JPY 36994930.22000000 USD 2020-03-23 -630805.24 N N N INDONESIA GOVERNMENT 7.00% 05/15/2022 529900FWX0GRR7WG5W79 Y39814HE4 167591000000.00000000 PA 12347954.05000000 0.268674980055 Long DBT NUSS ID N 2 2022-05-15 Fixed 7.00000000 N N N N N N Japan Treasury Discount Bill 01/20/2020 TBLM 353800WZS8AXZXFUC241 000000000 3586000000.00000000 PA 32999878.48000000 0.718033259319 Long STIV UST JP N 2 N N N N/A N/A 000000000 1.00000000 NC USD 53210710.48000000 1.157793956720 N/A DFE N/A N N/A HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 5735766946.00000000 JPY 48575961.43000000 EUR 2020-05-22 -1756444.31 N N N INDONESIA GOVERNMENT 10.25% 07/15/2027 529900FWX0GRR7WG5W79 Y39814DX6 21121000000.00000000 PA 1791310.03000000 0.038976512597 Long DBT NUSS ID N 2 2027-07-15 Fixed 10.25000000 N N N N N N N/A N/A 000000000 -47009000.00000000 NC -202949.75000000 -0.00441591536 N/A DFE US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Call Written MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 0.736 EXPIRES 08/12/20 AUD Call/USD Put MORGAN STANLEY CAPITAL SERVICES LLC STRIKE 0.736 EXPIRES 08/12/20 AUD Call/USD Put 1.00000000 0.736 AUD 2020-08-12 XXXX -51840.68 N N N N/A N/A 000000000 -40535000.00000000 NC USD -169882.19000000 -0.00369640944 N/A DFE US N 2 CITIBANK NA E57ODZWZ7FF32TWEFA76 Call Written CITIBANK NA STRIKE 22.395 EXPIRES 09/17/20 USD CALL/MXN PUT CITIBANK NA STRIKE 22.395 EXPIRES 09/17/20 USD CALL/MXN PUT 1.00000000 22.395 USD 2020-09-17 XXXX 17673.26 N N N 2020-01-29 Robert Kubilis Robert Kubilis Robert Kubilis Chief Financial Officer, Chief Accounting Officer and Treasurer