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

JPMorgan Funds - US Growth 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 49,094,727 USD 65,335,305 (1,360,279)
17-Jul-13 USD 11,264,802 EUR 8,580,539 83,557
Total (1,276,722)
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)
BNP Paribas 3,090
Citibank 4,438
Crédit Suisse 37,701
Deutsche Bank (16,563)
National Australia Bank 10,123
RBC (21,761)
Société Générale 22,072
State Street Bank (5,943)
Toronto Dominion (1,298,366)
UBS (4,266)
Westpac Banking (7,220)
Total (1,276,722)
187