2024-08-20-港交所-ＦＬ二华夏纳一百_ＦＩ二华夏纳一百_2024_半年度未经审核报告_21页_515kb

报告摘要

Investment objective: Achieve twice the daily performance of the NASDAQ-100 Index through direct investment in E-Mini NASDAQ 100 futures.
Key details: Stock code 07261, established on 13 September 2016; denominated in USD, traded on HKEX; daily rebalancing to maintain exposure; average daily volume ~35,988 units (2024); USD 3 million NAV outstanding.
Performance (1 Jan-30 Jun 2024): NAV-to-NAV return 11.70%, outperforming NASDAQ-100's 6.27%; due to leverage effect.
Strategy: Direct exposure to E-Mini futures, using no more than 40% NAV for margin; invests min 60% in cash equivalents; focuses on achieving objective in one day.

Investment objective: Achieve the inverse of twice the daily performance of the NASDAQ-100 Index.
Key details: Stock code 7522, established on 6 September 2019; denominated in USD, traded on HKEX; daily rebalancing; average daily volume ~3.7 million units (2024); USD 268 million NAV outstanding.
Performance (1 Jan-30 Jun 2024): NAV-to-NAV return -10.90%, inverse to NASDAQ-100's gains; due to inverse leverage.
Strategy: Direct exposure to E-Mini futures, maintaining E-mini exposure via futures rolling; uses no leverage in primary strategy; focuses on achieving objective in one day.

Financial status: Movements show investments in unlisted funds and futures; leveraged product has high NAV concentration in futures.
Trading activity: Significant redemption and issuance volumes impacting unit counts; leveraged product higher trading volume.
Performance disclaimer: Returns may not persist beyond one day due to daily rebalancing and leveraged nature.

Products are high-risk; leverage/inverse strategies may lead to loss of capital.
Daily rebalancing; index methodology changes effective 24 June 2024.
Past performance not indicative of future results.

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