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

JPMorgan Funds - Japan Equity Fund
Schedule of Investments - Outstanding Forward Foreign Exchange Contracts (Expressed in JPY)
As at 31 December 2013
Settlement
Date
Currency
Amount
Purchased
Currency
Amount
Sold
Unrealised
Gain/
(Loss)
17-Jan-14 EUR 158,618 JPY 22,366,961 642,134
17-Jan-14 GBP 131,850 JPY 22,149,207 718,046
17-Jan-14 JPY 550,029 EUR 3,885 (13,514)
17-Jan-14 JPY 545,457 GBP 3,250 (18,233)
17-Jan-14 JPY 603,859 USD 5,869 (13,399)
17-Jan-14 USD 2,930,692 JPY 306,163,095 2,066,707
Total 3,381,741
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)
Citibank 802,468
Goldman Sachs 1,650
HSBC 1,531,427
Toronto Dominion (3,098)
UBS 1,051,772
Westpac Banking (2,478)
Total 3,381,741
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