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

JPMorgan Funds - Emerging Markets Local Currency Debt 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 (391) US 10 Year Note Future USD (48,151,039) (226,766)
Total (226,766)
As at 31 December 2013, the counterparty Goldman Sachs held the following collateral in favour of the Sub-Fund:
- Cash: USD 1,123,617.
90