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

JPMorgan Funds - Korea Equity Fund
Schedule of Investments - Outstanding Financial Futures Contracts (Expressed in USD)
As at 30 June 2013
Expiration
Date
Number of
Contracts Security Description Currency
Notional
Value
Unrealised
Gain/
(Loss)
Equity Futures
Sep-13 54 KOSPI 200 Index Future KRW 5,703,014 200,203
Total 200,203
As at 30 June 2013, the counterparty UBS held the following collateral in favour of the Sub-Fund:
- Cash: USD 997,072.
Schedule of Investments - Outstanding Forward Foreign Exchange Contracts (Expressed in USD)
Settlement
Date
Currency
Amount
Purchased
Currency
Amount
Sold
Unrealised
Gain/
(Loss)
23-Sep-13 KRW 5,800,000,000 USD 5,192,211 (156,506)
23-Sep-13 USD 1,650,770 KRW 1,800,000,000 87,965
10-Oct-13 KRW 1,600,000,000 USD 1,395,673 (7,741)
10-Oct-13 USD 1,451,906 KRW 1,600,000,000 63,973
Total (12,309)
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)
State Street Bank Hong Kong (12,309)
Total (12,309)
Schedule of Investments - Outstanding Future Option Contracts (Expressed in USD)
Expiration
Date
Number of
Contracts Security Description Currency
Market
Value
Unrealised
Gain/
(Loss)
11-Jul-13 90 KOSPI 200, Call Option, Strike Price 255 KRW 3,535 (26,462)
Total 3,535 (26,462)
As at 30 June 2013, the counterparty UBS held the following collateral in favour of the Sub-Fund:
- Cash: USD 997,072.
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