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

JPMorgan Funds - Global Convertibles Fund (EUR)
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)
12-Jul-13 EUR 6,876,729 GBP 5,850,505 46,520
12-Jul-13 GBP 44,134,160 EUR 51,805,164 (280,461)
17-Jul-13 CHF253,582,686 EUR 205,905,193 190,719
17-Jul-13 EUR 7,484,786 CHF9,197,079 9,984
22-Jul-13 EUR 6,501,361 CHF8,009,150 (8,121)
22-Jul-13 EUR 36,365,546 GBP 31,136,254 19,518
22-Jul-13 EUR 24,535,762 HKD 253,189,301 (510,466)
22-Jul-13 EUR 165,910,287 JPY 21,163,307,181 1,978,705
22-Jul-13 EUR 16,507,128 SGD 27,697,489 (245,669)
22-Jul-13 EUR 746,439,389 USD 999,799,245 (20,793,826)
22-Jul-13 JPY 698,244,389 EUR 5,509,766 (101,145)
22-Jul-13 USD 42,664,682 EUR 32,376,670 363,664
12-Aug-13 EUR 73,782 GBP 63,069 177
Total (19,330,401)
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)
Bank of America Merrill Lynch (302)
Barclays 25
BNP Paribas (6,912,976)
Citibank (7,122,530)
Crédit Suisse (6,729,288)
Deutsche Bank 102,408
Goldman Sachs (447)
HSBC (611,953)
JPMorgan 5,646
Morgan Stanley (46,940)
National Australia Bank 177,799
RBC 109
RBS 19,518
Société Générale (67)
State Street Bank 1,846,933
Toronto Dominion (47)
UBS (97,625)
Westpac Banking 39,336
Total (19,330,401)
128