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

JPMorgan Funds - Global Consumer Trends Fund
Schedule of Investments - Outstanding Forward Foreign Exchange Contracts (Expressed in EUR)
As at 30 June 2013
Settlement
Date
Currency
Amount
Purchased
Currency
Amount
Sold
Unrealised
Gain/
(Loss)
17-Jul-13 CHF364,919 EUR 296,347 236
17-Jul-13 CHF12,223 GBP 8,480 35
17-Jul-13 CHF6,074 HKD 51,262 (134)
17-Jul-13 CHF3,995 USD 4,221 7
17-Jul-13 EUR 28,849 CHF35,447 40
17-Jul-13 EUR 43,187 GBP 36,750 286
17-Jul-13 EUR 48,826 HKD 504,417 (1,072)
17-Jul-13 EUR 16 JPY 2,017 -
17-Jul-13 EUR 3,409 SEK 29,379 67
17-Jul-13 EUR 1,995 SGD 3,323 (14)
17-Jul-13 EUR 156,019 USD 207,878 (3,507)
17-Jul-13 GBP 22,692 CHF32,616 (18)
17-Jul-13 HKD 327,661 CHF39,419 376
17-Jul-13 SEK 11,261 CHF1,570 5
17-Jul-13 SGD 1,476 CHF1,079 16
17-Jul-13 USD 125,470 CHF117,134 1,087
Total (2,590)
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)
Citibank 995
Crédit Suisse 7
Deutsche Bank (67)
Goldman Sachs 25
HSBC (496)
National Australia Bank 53
Société Générale 36
State Street Bank 29
UBS (3,172)
Total (2,590)
124