2021-08-31-港交所-ＦＬ二南方黄金_截至二零二一年六月三十日止的未经审核中期报告_13页_501kb

CSOP GOLD FUTURES DAILY (2X) LEVERAGED PRODUCT Summary

• Report Period: Ended 30 June 2021 (semi-annual unaudited report)
• Fund Type: Sub-fund of CSOP Leveraged and Inverse Series II, tracking杠杆黄金期货 daily with 2x exposure
• Financial Position (Unaudited End 2021):
  • Total assets: US$281,552,832 (increase from US$274,821,891 at year-end 2020)
  • Total liabilities: US$25,044,643
  • Net assets attributable to unitholders: US$256,508,189 (NAV per unit: US$0.9593)
  • Compared to previous year-end (31 December 2020):
    • Assets increased slightly
    • Net assets decreased by US$14,562,008 (down to US$256,508,189 from US$271,070,395)
    • NAV per unit declined from US$1.1323 to US$0.9593 (-15.28%)
• Performance:
  • Fund NAV decreased by 15.28% during the period to US$0.9593
  • Underlying index (Solactive Gold 1-Day Rolling Futures Index) decreased by 6.91%
  • Highest NAV per unit: US$1.2035, lowest: US$0.8759
• Investment Portfolio Highlights (Unaudited):
  • Holdings include US Treasury Bills (e.g., US$11,940,000 on 07/08/21), listed investment funds like CSOP USD MONEY MRKT ETF (US$53,882,115, 21.01% of net assets), and gold futures contracts
  • Total investments at fair value: US$126,587,899 (49.35% of net assets)
  • Performance driven by leveraged exposure to gold futures, with losses in the underlying index
• Unit Movements:
  • Number of units issued: 267,400,000 (up from 239,400,000 in 2020)
  • Net change from unit transactions: +23,365,898
• Key Notes:
  • Expenses noted in comprehensive loss (US$37,928,104)
  • All movements adhere to audited and unaudited standards as per the report disclaimer