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

JPMorgan Funds - Emerging Markets Equity 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 EUR 40,259,892 USD 53,570,021 (1,107,612)
17-Jul-13 USD 8,788,965 EUR 6,641,454 134,528
Total (973,084)
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)
Barclays 1,735
BNP Paribas 16,622
Citibank (4,314)
Crédit Suisse 31,891
Deutsche Bank (475)
Goldman Sachs (3,424)
National Australia Bank 7,845
RBC (17,169)
RBS (11,285)
Société Générale (7,073)
State Street Bank 11,590
Toronto Dominion (1,041,589)
UBS (10,415)
Westpac Banking 52,977
Total (973,084)
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