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

JPMorgan Funds - Global Government Bond 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)
05-Jul-13 EUR 11,579,236 AUD 15,670,528 567,288
05-Jul-13 EUR 1,724,125 CAD 2,327,803 25,824
05-Jul-13 EUR 624,889 DKK 4,658,471 353
05-Jul-13 EUR 14,063,032 GBP 12,006,250 45,176
05-Jul-13 EUR 33,475,919 JPY 4,359,264,521 (291,315)
05-Jul-13 EUR 2,874,541 NZD 4,700,018 88,018
05-Jul-13 EUR 651,293 SEK 5,584,237 15,850
05-Jul-13 EUR 68,239,569 USD 89,078,075 (122,805)
05-Jul-13 GBP 4,168,479 EUR 4,898,670 (31,776)
05-Jul-13 JPY 528,643,582 EUR 4,066,851 28,067
05-Jul-13 NZD 2,155,214 EUR 1,268,728 9,044
05-Jul-13 USD 32,396,992 EUR 24,378,845 484,011
17-Jul-13 EUR 4,145 GBP 3,528 27
17-Jul-13 EUR 1,257,675 USD 1,664,343 (19,549)
17-Jul-13 GBP 129,954 EUR 152,599 (893)
17-Jul-13 USD 35,934,984 EUR 26,974,412 602,259
06-Aug-13 JPY 177,425,125 EUR 1,393,396 (19,053)
06-Aug-13 USD 113,914 EUR 87,438 (28)
Total 1,380,498
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 27,089
BNP Paribas 13,414
Citibank 44,183
Crédit Suisse 442,299
Deutsche Bank (294,350)
Goldman Sachs (44,851)
Morgan Stanley 125,700
National Australia Bank (1,369)
RBC 561,892
State Street Bank (64,496)
Toronto Dominion (2,982)
UBS 593,929
Westpac Banking (19,960)
Total 1,380,498
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