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

JPMorgan Funds - Emerging Markets 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)
15-Jan-14 BRL 788,464,771 USD 338,204,748 (4,668,362)
15-Jan-14 CLP 7,473,230,299 USD 14,186,571 2,164
15-Jan-14 COP 104,497,592,979 USD 54,998,733 (840,870)
15-Jan-14 EUR 7,641,058 HUF2,296,137,929 (137,791)
15-Jan-14 EUR 8,773,066 MXN 156,168,471 161,750
15-Jan-14 EUR 6,792,051 PLN 28,676,719 (161,553)
15-Jan-14 EUR 6,226,047 TRY 17,410,518 402,577
15-Jan-14 EUR 133,689,016 USD 180,234,777 4,156,432
15-Jan-14 EUR 9,827,720 ZAR 139,587,461 256,434
15-Jan-14 GBP 6,177,251 USD 10,073,514 113,132
15-Jan-14 HUF8,200,395,891 USD 37,263,875 866,949
15-Jan-14 IDR 424,435,074,280 USD 36,764,065 (2,322,856)
15-Jan-14 INR 1,949,997,757 USD 30,106,496 1,305,099
15-Jan-14 MXN 2,410,772,651 USD 184,834,143 (538,860)
15-Jan-14 MYR 547,384,710 USD 170,740,971 (4,720,410)
15-Jan-14 PEN 84,915,542 USD 30,600,195 (256,201)
15-Jan-14 PHP 957,802,115 USD 22,347,226 (775,001)
15-Jan-14 PLN 642,363,353 USD 207,768,542 5,694,349
15-Jan-14 RON 302,830,277 USD 93,302,626 (20,129)
15-Jan-14 RUB 1,734,308,275 USD 53,487,065 (810,033)
15-Jan-14 THB 2,945,914,383 USD 92,963,551 (3,319,488)
15-Jan-14 TRY 444,575,681 USD 217,662,750 (8,666,612)
15-Jan-14 USD 311,522,743 BRL 724,812,568 4,912,513
15-Jan-14 USD 74,375,000 CLP 37,641,187,372 2,909,140
15-Jan-14 USD 19,526,742 COP 37,539,669,042 71,096
15-Jan-14 USD 238,788,455 EUR 176,870,276 (5,160,713)
15-Jan-14 USD 10,063,532 GBP 6,177,251 (123,114)
15-Jan-14 USD 24,746,149 HUF5,417,590,712 (444,977)
15-Jan-14 USD 37,267,028 IDR 424,435,074,280 2,825,820
15-Jan-14 USD 30,181,052 INR 1,949,997,757 (1,230,544)
15-Jan-14 USD 106,828,985 MXN 1,400,956,247 (269,305)
15-Jan-14 USD 78,109,330 MYR 250,539,482 2,121,264
15-Jan-14 USD 36,909,267 PEN 103,633,840 (123,585)
15-Jan-14 USD 4,776,063 PHP 211,293,040 17,188
15-Jan-14 USD 123,183,823 PLN 377,976,713 (2,421,104)
15-Jan-14 USD 74,880,787 RON 244,555,795 (451,097)
15-Jan-14 USD 75,104,703 RUB 2,471,729,536 29,599
15-Jan-14 USD 34,387,957 THB 1,099,161,417 940,518
15-Jan-14 USD 172,223,891 TRY 349,753,642 7,803,830
15-Jan-14 USD 287,850,418 ZAR 2,975,565,447 4,368,330
15-Jan-14 ZAR 3,287,185,626 USD 319,785,742 (6,615,603)
17-Jan-14 AUD 3,892,848 USD 3,527,450 (68,587)
17-Jan-14 EUR 118,925,588 USD 163,638,698 389,776
17-Jan-14 USD 154,760 AUD 174,405 (203)
17-Jan-14 USD 4,631,887 EUR 3,380,150 (30,195)
19-Mar-14 CLP 4,127,820,549 USD 7,715,552 65,554
19-Mar-14 INR 4,491,176,631 USD 71,997,060 (628,338)
19-Mar-14 MXN 946,814,620 USD 72,470,656 (458,499)
19-Mar-14 MYR 26,056,906 USD 8,026,648 (153,465)
19-Mar-14 PHP 3,230,369,564 USD 73,101,823 (355,034)
19-Mar-14 SGD 12,562,051 USD 9,997,884 (89,335)
19-Mar-14 THB 310,601,223 USD 9,623,586 (192,485)
19-Mar-14 USD 72,124,679 CLP 38,525,397,466 (497,236)
19-Mar-14 USD 7,832,347 INR 497,941,462 (80,378)
19-Mar-14 USD 7,777,773 MXN 101,324,161 71,332
19-Mar-14 USD 72,831,704 MYR 234,590,919 1,949,260
19-Mar-14 USD 8,685,800 PHP 384,172,952 34,360
19-Mar-14 USD 74,926,100 SGD 93,657,624 1,051,929
19-Mar-14 USD 73,258,214 THB 2,380,232,635 984,790
Total (3,126,778)
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)
Bank of America Merrill Lynch (218,296)
Barclays 4,089,653
BNP Paribas (3,542,221)
Citibank 4,729,410
Crédit Suisse (1,589,813)
Deutsche Bank 3,494,348
Goldman Sachs 826,919
HSBC 4,112,993
JPMorgan 83
National Australia Bank (604)
RBC 183,123
RBS 322,914
Société Générale 1,246,887
State Street Bank (7,105,597)
Toronto Dominion (205,569)
UBS (5,431,446)
Westpac Banking (4,039,562)
Total (3,126,778)
91