JPMorgan Equity Premium Income Complex ETF Discloses Notional Derivative Exposure of $120.7 Million as at 30 October 2026

Manish Choudhary

05 November 2026 04:10 PM AEDT

JPMorgan Equity Premium Income Complex ETF Discloses Notional Derivative Exposure of $120.7 Million as at 30 October 2026

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JPMorgan Asset Management (Australia) Limited has disclosed the notional derivative exposure for two funds — the JPMorgan Equity Premium Income Complex ETF (ASX:JEPI) and the JPMorgan Equity Premium Income (Hedged) Complex ETF (ASX:JHPI) — as at 30 October 2026, pursuant to ASX Operating Rule 10A.3.1(e).

Key Points

JEPI reported a Fund Net Asset Value of $152,856,125.72 as at 30 October 2026
JEPI's notional listed derivative exposure was $120,723,016.68, representing 78.9782% of NAV
JHPI reported a Fund Net Asset Value of $9,345,210.83, with notional listed derivative exposure of $7,380,679.30, also equating to 78.9782% of NAV
OTC derivative exposure excluding FX hedging was nil (0.00%) for both funds

JEPI Notional Derivative Exposure as at 30 October 2026

According to the filing, the JPMorgan Equity Premium Income Complex ETF recorded a Fund Net Asset Value of $152,856,125.72 as at 30 October 2026. The notional listed derivative exposure for the fund stood at $120,723,016.68, equating to 78.9782% of NAV. OTC derivative exposure, excluding derivatives used for hedging currency risk, was recorded at nil, representing 0.00% of NAV. The filing states that the notional derivatives exposure represents the total market value of the underlying securities over which the derivative contracts have been written, and is distinct from the profit or loss of the derivative contracts.

JHPI Notional Derivative Exposure as at 30 October 2026

The JPMorgan Equity Premium Income (Hedged) Complex ETF reported a Fund Net Asset Value of $9,345,210.83 as at 30 October 2026. The notional listed derivative exposure for JHPI was $7,380,679.30, also representing 78.9782% of NAV. As with JEPI, the OTC derivative exposure excluding FX hedging was nil, equating to 0.00% of NAV. The filing notes that this information is provided in line with the condition imposed by the ASX under Operating Rule 10A.3.1(e), covering both notional listed derivatives exposure and exposure to OTC derivatives excluding those used for hedging currency risk.

Fund Investment Objective and Strategy

The filing states that the investment objective of both funds is to seek current income while maintaining prospects for capital appreciation. As described in the product disclosure statement, the funds invest, via the Underlying Sub-Fund, in a portfolio of equity securities comprising primarily of companies domiciled in, or carrying out the main part of their economic activity in, the USA. The Underlying Sub-Fund also aims to achieve its objective by selling, or writing, equity call options and/or equity index call options to generate income through associated dividends and option premiums. The disclosure was issued by JPMorgan Asset Management (Australia) Limited as manager of the fund on behalf of Perpetual Trust Services Limited as issuer.

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