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

JPMorgan Funds - US Value Fund
Schedule of Investments - Outstanding Forward Foreign Exchange Contracts (Expressed in USD)
As at 31 December 2013
Settlement
Date
Currency
Amount
Purchased
Currency
Amount
Sold
Unrealised
Gain/
(Loss)
17-Jan-14 EUR 183,449,775 USD 252,621,916 88,753
17-Jan-14 USD 16,655,641 EUR 12,146,590 (76,857)
Total 11,896
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)
Barclays 576
BNP Paribas (22)
Citibank (95,120)
Crédit Suisse 3,254
Deutsche Bank 21,939
Goldman Sachs 88,283
National Australia Bank 1,777
RBC (212)
State Street Bank (40,914)
Toronto Dominion 14,745
UBS 17,619
Westpac Banking (29)
Total 11,896
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