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

JPMorgan Funds - Asia Pacific Income Fund
Schedule of Investments - Outstanding Financial Futures Contracts (Expressed in USD)
As at 31 December 2013
Expiration
Date
Number of
Contracts Security Description Currency
Notional
Value
Unrealised
Gain/
(Loss)
Bond Futures
Mar-14 (500) US 10 Year Note Future USD (61,527,344) 1,070,313
Total 1,070,313
As at 31 December 2013, the counterparty UBS held the following collateral in favour of the Sub-Fund:
- Cash: USD -100,423.
Schedule of Investments - Outstanding Forward Foreign Exchange Contracts (Expressed in USD)
Settlement
Date
Currency
Amount
Purchased
Currency
Amount
Sold
Unrealised
Gain/
(Loss)
07-Jan-14 AUD 7,020,349 USD 6,395,801 (116,040)
07-Jan-14 CAD 1,693,924 USD 1,607,731 (13,565)
07-Jan-14 EUR 147,167 USD 199,648 3,082
07-Jan-14 GBP 123,259 USD 200,505 3,434
07-Jan-14 NZD 246,178 USD 199,694 2,822
07-Jan-14 USD 469,805 AUD 517,491 6,906
07-Jan-14 USD 49,316 CAD 52,302 94
07-Jan-14 USD 3,252 EUR 2,366 (8)
07-Jan-14 USD 3,210 GBP 1,963 (38)
07-Jan-14 USD 202,346 NZD 246,178 (170)
17-Jan-14 SGD 354,956,921 USD 282,797,477 (1,800,973)
17-Jan-14 USD 118,078,488 AUD 124,893,000 6,437,432
17-Jan-14 USD 83,066,812 SGD 103,517,237 1,118,891
22-Jan-14 USD 93,090,841 THB 2,940,600,000 3,273,266
24-Jan-14 USD 95,792,507 AUD 99,915,000 6,523,218
24-Jan-14 USD 48,509,806 NZD 57,800,000 1,023,343
24-Jan-14 USD 151,836,977 SGD 188,630,868 2,510,983
24-Jan-14 USD 93,174,980 THB 2,942,000,000 3,316,792
04-Feb-14 AUD 369,793 USD 328,878 1,265
04-Feb-14 CAD 8,963 USD 8,427 2
04-Feb-14 EUR 775 USD 1,059 8
04-Feb-14 GBP 650 USD 1,063 13
04-Feb-14 NZD 319,462 USD 261,916 314
17-Mar-14 USD 91,530,461 AUD 102,969,635 (160,764)
17-Mar-14 USD 49,938,526 SGD 62,739,768 272,516
Total 22,402,823
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)
Barclays (3,550)
BNP Paribas (1,619)
Citibank 1,147
Citibank Hong Kong 2,288,058
Deutsche Bank 4,704
Goldman Sachs (1,802,996)
HSBC Hong Kong 6,010,146
JPMorgan (17)
RBC (14,405)
Société Générale (6,810)
State Street Bank 455
State Street Bank Hong Kong 15,974,837
Toronto Dominion 6,088
UBS (52,766)
Westpac Banking (449)
Total 22,402,823
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