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

JPMorgan Funds - Asia Pacific Income Fund
Schedule of Investments - Outstanding Forward Foreign Exchange Contracts (Expressed in USD)
As at 30 June 2013
Settlement
Date
Currency
Amount
Purchased
Currency
Amount
Sold
Unrealised
Gain/
(Loss)
17-Jul-13 SGD 317,894,127 USD 253,925,057 (3,364,545)
17-Jul-13 USD 15,650,057 SGD 19,799,297 44,478
24-Jul-13 USD 94,901,790 AUD 99,915,000 3,547,623
24-Jul-13 USD 149,890,000 SGD 188,630,868 1,212,240
19-Aug-13 USD 119,328,093 AUD 124,893,000 5,363,865
19-Aug-13 USD 124,910,000 SGD 157,033,852 1,134,110
26-Aug-13 USD 84,615,740 THB 2,649,600,000 (90,841)
17-Sep-13 USD 119,358,633 AUD 125,192,000 5,359,852
17-Sep-13 USD 125,200,000 SGD 157,246,174 1,252,376
27-Sep-13 USD 93,811,083 THB 2,940,600,000 (37,860)
30-Sep-13 USD 93,951,587 THB 2,942,000,000 69,569
Total 14,490,867
As at 30 June 2013, the exposure of the Sub-Fund through Outstanding Forward Foreign Exchange Contracts by counterparty is as follows:
Counterparty
Unrealised
Gain/(Loss)
BNP Paribas 46,066
Citibank (41,473)
Citibank Hong Kong (95,124)
Crédit Suisse (76,649)
Goldman Sachs (63,185)
HSBC Hong Kong 6,740,945
RBC (29,592)
Société Générale (19)
State Street Bank (90,812)
State Street Bank Hong Kong 11,165,113
UBS (48,843)
Westpac Banking (3,015,560)
Total 14,490,867
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