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

JPMorgan Funds - Asia Local Currency Debt Fund
Schedule of Investments - Outstanding Forward Foreign Exchange Contracts (Expressed in USD)
As at 31 December 2013
Settlement
Date
Currency
Amount
Purchased
Currency
Amount
Sold
Unrealised
Gain/
(Loss)
24-Jan-14 AUD 250,000 USD 239,668 (16,304)
24-Jan-14 CNH 2,500,000 USD 411,387 1,128
24-Jan-14 JPY 79,632,000 USD 812,240 (53,173)
24-Jan-14 SGD 2,713,773 USD 2,184,305 (35,999)
24-Jan-14 USD 238,595 AUD 250,000 15,232
24-Jan-14 USD 1,181,617 CNH 7,218,500 (9,480)
24-Jan-14 USD 810,359 JPY 79,632,000 51,294
24-Jan-14 USD 647,354 SGD 800,000 14,049
24-Jan-14 USD 1,438,939 THB 45,469,000 50,169
28-Jan-14 KRW 791,850,000 USD 743,382 9,911
28-Jan-14 MYR 2,138,560 USD 660,274 (8,980)
28-Jan-14 TWD 46,537,200 USD 1,576,998 (15,962)
28-Jan-14 USD 1,198,130 INR 75,928,500 (20,602)
28-Jan-14 USD 500,000 MYR 1,617,850 7,287
Total (11,430)
As at 31 December 2013, the exposure of the Sub-Fund through Outstanding Forward Foreign Exchange Contracts by counterparty is as follows:
Counterparty
Unrealised Gain/(Loss)
HSBC Hong Kong (8,352)
JPMorgan Hong Kong (15,086)
State Street Bank Hong Kong 12,008
Total (11,430)
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