JPMorgan Funds Audited Annual Report - JP Morgan Asset ...

JPMorgan Funds - Europe Equity Fund
Schedule of Investments - Outstanding Financial Futures Contracts (Expressed in EUR)
As at 31 December 2013
Expiration
Date
Number of
Contracts Security Description Currency
Notional
Value
Unrealised
Gain/
(Loss)
Equity Futures
Mar-14 259 Euro Stoxx 50 Index Future EUR 8,049,720 -
Mar-14 93 FTSE 100 Index Future GBP 7,481,319 4,468
Total 4,468
As at 31 December 2013, the counterparty Goldman Sachs held the following collateral in favour of the Sub-Fund:
- Cash: EUR 1,072,303.
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