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

JPMorgan Funds - Global Focus Fund
Schedule of Investments - Outstanding Forward Foreign Exchange Contracts (Expressed in EUR)
As at 31 December 2013
Settlement
Date
Currency
Amount
Purchased
Currency
Amount
Sold
Unrealised
Gain/
(Loss)
07-Jan-14 CHF8,142,742 EUR 6,620,493 14,131
07-Jan-14 CHF46,015 GBP 31,389 (208)
07-Jan-14 CHF87,842 USD 97,028 1,138
07-Jan-14 EUR 3,978,097 AUD 5,936,119 123,506
07-Jan-14 EUR 4,996,343 CAD 7,230,536 56,635
07-Jan-14 EUR 4,879,930 CHF5,995,959 (5,517)
07-Jan-14 EUR 386,608 DKK 2,882,745 130
07-Jan-14 EUR 12,336,384 GBP 10,205,622 78,584
07-Jan-14 EUR 1,703,435 HKD 17,923,005 25,519
07-Jan-14 EUR 11,383,755 JPY 1,586,381,260 407,844
07-Jan-14 EUR 331,098 NOK 2,748,924 2,646
07-Jan-14 EUR 1,055,283 SEK 9,367,996 (1,592)
07-Jan-14 EUR 634,854 SGD 1,081,793 13,181
07-Jan-14 EUR 72,996,752 USD 99,128,166 1,037,214
07-Jan-14 GBP 65,053 CHF95,203 563
07-Jan-14 JPY 5,654,913 CHF48,670 (531)
07-Jan-14 USD 395,908 CHF352,218 415
07-Jan-14 USD 1,133,604 EUR 826,311 (3,401)
08-Jan-14 AUD 53,656,356 EUR 37,113,998 (2,274,707)
08-Jan-14 CAD 51,045,180 EUR 36,447,045 (1,575,107)
08-Jan-14 CHF63,561,046 EUR 51,931,080 (141,757)
08-Jan-14 EUR 3,400,844 AUD 4,903,949 216,690
08-Jan-14 EUR 136,193,395 GBP 114,180,180 (945,747)
08-Jan-14 EUR 19,951,771 HKD 208,842,967 400,302
08-Jan-14 EUR 30,200,562 JPY 4,139,063,311 1,563,035
08-Jan-14 EUR 10,987,261 NOK 89,248,854 323,840
08-Jan-14 EUR 21,866,175 SEK 189,536,002 483,542
08-Jan-14 EUR 179,463,992 USD 243,424,655 2,755,955
08-Jan-14 GBP 58,024,498 EUR 68,990,011 701,856
08-Jan-14 HKD 30,827,675 EUR 2,924,627 (38,601)
08-Jan-14 JPY 4,139,063,311 EUR 31,190,856 (2,553,328)
08-Jan-14 SEK 90,554,113 EUR 10,317,677 (101,753)
08-Jan-14 SGD 13,800,685 EUR 8,136,947 (206,096)
08-Jan-14 USD 452,907,243 EUR 334,217,847 (5,441,165)
05-Feb-14 CAD 54,049 CHF 45,525 (205)
05-Feb-14 USD 140,999 CHF 125,585 3
07-Feb-14 EUR 709,188 CAD 1,045,663 (4,627)
07-Feb-14 EUR 701,579 GBP 586,894 (3,192)
07-Feb-14 EUR 1,446,187 JPY 209,936,459 (6,644)
07-Feb-14 EUR 1,056,829 USD 1,460,791 (3,606)
04-Apr-14 EUR 5,669,624 USD 7,847,769 (27,376)
04-Apr-14 JPY 1,810,570,371 EUR 12,495,634 37,715
Total (5,090,716)
As at 31 December 2013, the exposure of the Sub-Fund through Outstanding Forward Foreign Exchange Contracts by counterparty is as follows:
Counterparty
Unrealised Gain/(Loss)
Bank of America Merrill Lynch (2,674,560)
Barclays (1,400,178)
BNP Paribas 271,664
Citibank (13,625)
Crédit Suisse 31,319
Deutsche Bank (2,263,695)
Goldman Sachs 186,582
HSBC 419,272
Morgan Stanley 109,223
National Australia Bank 216,744
RBC 497,116
Société Générale 16,116
State Street Bank 1,965,598
Toronto Dominion (1,267,050)
UBS 979
Westpac Banking (1,186,221)
Total (5,090,716)
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