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

JPMorgan Funds - Emerging Markets Equity 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)
17-Jan-14 EUR 45,124,968 USD 62,169,034 (7,273)
17-Jan-14 USD 1,611,753 EUR 1,171,883 (2,571)
Total (9,844)
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 373
BNP Paribas 1,336
Citibank (17,051)
Crédit Suisse 287
Deutsche Bank 24
Goldman Sachs 2,076
RBC 2,264
Société Générale 252
State Street Bank 27
Toronto Dominion 1,419
UBS (473)
Westpac Banking (378)
Total (9,844)
81