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南方现金增利货币B(202302)

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每万份单位收益:0.6527
2019-08-18
七日年化收益率:2.3750%

风险等级:低风险 投资类型:货币型 基金经理:夏晨曦
申购状态:开放 赎回状态:开放 类型:普通契约型开放式
基金规模:3,828,050.81份 基金管理人:南方基金管理股份有限公司
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基金公告

南方现金增利:2012年半年度报告

公告日期:2012-08-29

南方现金增利基金 2012 年半年度报告
                 2012 年 6 月 30 日
    基金管理人:南方基金管理有限公司
    基金托管人:中国工商银行股份有限公司
    送出日期:2012 年 8 月 29 日
                                                        南方现金增利货币 2012 年半年度报告
                                §1 重要提示及目录1.1 重要提示
    基金管理人的董事会、董事保证本报告所载资料不存在虚假记载、误导性陈述或重大遗漏,并对其内容的真实性、准确性和完整性承担个别及连带的法律责任。本半年度报告已经三分之二以上独立董事签字同意,并由董事长签发。
    基金托管人中国工商银行股份有限公司根据本基金合同规定,于 2012 年 8 月 20 日复核了本报告中的财务指标、净值表现、利润分配情况、财务会计报告、投资组合报告等内容,保证复核内容不存在虚假记载、误导性陈述或者重大遗漏。
    基金管理人承诺以诚实信用、勤勉尽责的原则管理和运用基金资产,但不保证基金一定盈利。
    基金的过往业绩并不代表其未来表现。投资有风险,投资者在作出投资决策前应仔细阅读本基金的招募说明书及其更新。
    本报告中财务资料未经审计。
    本报告期自 2012 年 1 月 1 日起至 6 月 30 日止。
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                                                                                                         南方现金增利货币 2012 年半年度报告1.2 目录§1 重要提示及目录................................................................................................................................... 2
      1.1 重要提示 ...................................................................................................................................... 2
      1.2 目录.............................................................................................................................................. 3§2 基金简介............................................................................................................................................... 5
      2.1 基金基本情况 .............................................................................................................................. 5
      2.2 基金产品说明 .............................................................................................................................. 5
      2.3 基金管理人和基金托管人 .......................................................................................................... 5
      2.4 信息披露方式 .............................................................................................................................. 6
      2.5 其他相关资料 .............................................................................................................................. 6§3 主要财务指标和基金净值表现........................................................................................................... 6
      3.1 主要会计数据和财务指标 .......................................................................................................... 6
      3.2 基金表现 ...................................................................................................................................... 7§4 管理人报告........................................................................................................................................... 9
      4.1 基金管理人及基金经理情况 ...................................................................................................... 9
      4.2 管理人对报告期内本基金运作遵规守信情况的说明 ............................................................ 10
      4.3 管理人对报告期内公平交易情况的专项说明 ........................................................................ 11
      4.4 管理人对报告期内基金的投资策略和业绩表现的说明 ........................................................ 11
      4.5 管理人对宏观经济、证券市场及行业走势的简要展望 ........................................................ 11
      4.6 管理人对报告期内基金估值程序等事项的说明 .................................................................... 12
      4.7 管理人对报告期内基金利润分配情况的说明 ........................................................................ 12§5 托管人报告......................................................................................................................................... 12
      5.1 报告期内本基金托管人遵规守信情况声明 ............................................................................ 12
      5.2 托管人对报告期内本基金投资运作遵规守信、净值计算、利润分配等情况的说明 ........ 12
      5.3 托管人对本半年度报告中财务信息等内容的真实、准确和完整发表意见 ........................ 13§6 半年度财务会计报告(未经审计)................................................................................................. 13
      6.1 资产负债表 ................................................................................................................................ 13
      6.2 利润表........................................................................................................................................ 14
      6.3 所有者权益(基金净值)变动表 ............................................................................................ 15
      6.4 报表附注 .................................................................................................................................... 16§7 投资组合报告..................................................................................................................................... 33
      7.1 期末基金资产组合情况 ............................................................................................................ 33
      7.2 债券回购融资情况 .................................................................................................................... 33
      7.3 基金投资组合平均剩余期限 .................................................................................................... 33
      7.4 期末按债券品种分类的债券投资组合 .................................................................................... 34
      7.5 期末按摊余成本占基金资产净值比例大小排名的前十名债券投资明细 ............................ 34
      7.6 “影子定价”与“摊余成本法”确定的基金资产净值的偏离 ............................................ 35
      7.7 期末按公允价值占基金资产净值比例大小排名的所有资产支持证券投资明细 ................ 35
      7.8 投资组合报告附注 .................................................................................................................... 35§8 基金份额持有人信息......................................................................................................................... 36
      8.1 期末基金份额持有人户数及持有人结构 ................................................................................ 36
      8.2 期末基金管理人的从业人员持有本开放式基金的情况 ........................................................ 36§9 开放式基金份额变动......................................................................................................................... 37§10 重大事件揭示................................................................................................................................... 37
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                                                                                                     南方现金增利货币 2012 年半年度报告
    10.1 基金份额持有人大会决议 ...................................................................................................... 37
    10.2 基金管理人、基金托管人的专门基金托管部门的重大人事变动 ...................................... 37
    10.3 涉及基金管理人、基金财产、基金托管业务的诉讼 .......................................................... 37
    10.4 基金投资策略的改变 .............................................................................................................. 37
    10.5 为基金进行审计的会计师事务所情况 .................................................................................. 38
    10.6 管理人、托管人及其高级管理人员受稽查或处罚等情况 .................................................. 38
    10.7 基金租用证券公司交易单元的有关情况 .............................................................................. 38
    10.8 偏离度绝对值超过 0.5%的情况............................................................................................. 39
    10.9 其他重大事件 .......................................................................................................................... 39§11 备查文件目录 ................................................................................................................................... 41
    11.1 备查文件目录 .......................................................................................................................... 41
    11.2 存放地点 .................................................................................................................................. 41
    11.3 查阅方式 .................................................................................................................................. 41
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                                                              南方现金增利货币 2012 年半年度报告
                                    §2 基金简介2.1 基金基本情况
    基金名称                              南方现金增利基金
    基金简称                              南方现金增利货币
    基金主代码                            202301
    基金运作方式                          契约型开放式
    基金合同生效日                        2004 年 3 月 5 日
    基金管理人                            南方基金管理有限公司
    基金托管人                            中国工商银行股份有限公司
    报告期末基金份额总额                  38,436,085,267.54 份
    基金合同存续期                        不定期
    下属分级基金的基金简称:              南方现金增利货币 A           南方现金增利货币 B
    下属分级基金的交易代码:              202301                       202302
    报告期末下属分基基金的份额总额        21,467,581,975.87 份         16,968,503,291.67 份注:本基金在交易所行情系统净值揭示等其他信息披露场合下,可简称为“南方现金”。2.2 基金产品说明
    投资目标             本基金为具有高流动性、低风险和稳定收益的短期金融市场基金,在控制
                      风险的前提下,力争为投资者提供稳定的收益。
    投资策略             南方现金增利基金以“保持资产充分流动性,获取稳定收益”为资产配置
                      目标,在战略资产配置上,主要采取利率走势预期与组合久期控制相结合
                      的策略,在战术资产操作上,主要采取滚动投资、关键时期的时机抉择策
                      略,并结合市场环境适时进行回购套利等操作
    业绩比较基准         本基金基准收益率=1 年期银行定期存款收益率(税后)(至 2008 年 8 月
                      26 日)
                      本基金基准收益率=同期 7 天通知存款利率(税后)(自 2008 年 8 月 27
                      日起)2.3 基金管理人和基金托管人
            项目                    基金管理人                          基金托管人
    名称                      南方基金管理有限公司             中国工商银行股份有限公司
               姓名        鲍文革                           赵会军
    信息披露
               联系电话    0755-82763888                    010-66105799
    负责人
               电子邮箱    manager@southernfund.com         custody@icbc.com.cn
    客户服务电话              400-889-8899                     95588
    传真                      0755-82763889                    010-66105798
    注册地址                  深圳市福田中心区福华一路六       北京市西城区复兴门内大街 55 号
                           号免税商务大厦塔楼 31、32、
                           33 层整层
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                                                                   南方现金增利货币 2012 年半年度报告
    办公地址                   深圳市福田中心区福华一路六         北京市西城区复兴门内大街 55 号
                            号免税商务大厦塔楼 31、32、
                            33 层整层
    邮政编码                   518048                             100140
    法定代表人                 吴万善                             姜建清2.4 信息披露方式
    本基金选定的信息披露报纸名称                              中国证券报、上海证券报、证券时报
    登载基金半年度报告报告正文的管理人互联网网址              http://www.nffund.com
    基金半年度报告报告备置地点                                基金管理人、基金托管人的办公地址2.5 其他相关资料
        项目                           名称                                  办公地址
    注册登记机构           南方基金管理有限公司                  深圳市福田中心区福华一路六号免
                                                              税商务大厦塔楼 31、32、33 层整层
                          §3   主要财务指标和基金净值表现3.1 主要会计数据和财务指标
                                                                               金额单位:人民币元
    基金级别                               南方现金增利货币 A                南方现金增利货币 B
    3.1.1 期间数据和指标                报告期( 2012 年 1 月 1 日 -      报告期( 2012 年 1 月 1 日 -
                                         2012 年 6 月 30 日 )             2012 年 6 月 30 日)
    本期已实现收益                                  438,097,012.23                    354,654,941.89
    本期利润                                        438,097,012.23                    354,654,941.89
    本期净值收益率                                            2.3406%                         2.4620%
    3.1.2 期末数据和指标                             报告期末( 2012 年 6 月 30 日 )
    期末基金资产净值                             21,467,581,975.87                16,968,503,291.67
    期末基金份额净值                                          1.0000                            1.0000
    3.1.3 累计期末指标                               报告期末( 2012 年 6 月 30 日 )
    累计净值收益率                                           26.7881%                        10.5199%注:1. 本期已实现收益指基金本期利息收入、投资收益、其他收入(不含公允价值变动收益)扣除相关费用后的余额,本期利润为本期已实现收益加上本期公允价值变动收益,由于货币市场基金采用摊余成本法核算,因此,公允价值变动收益为零,本期已实现收益和本期利润的金额相等。2.所述基金业绩指标不包括持有人认购或交易基金的各项费用,计入费用后实际收益水平要低于所列数字。
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                                                                 南方现金增利货币 2012 年半年度报告3.本基金收益每月集中支付并按 1 元面值结转为基金份额。3.2 基金表现3.2.1 基金份额净值收益率及其与同期业绩比较基准收益率的比较
                                          南方现金增利货币 A
                          份额净值    业绩比较    业绩比较基
               份额净值
    阶段                  收益率标    基准收益     准收益率标          ①-③          ②-④
               收益率①
                          准差②         率③           准差④
    过去一个月     0.3449%    0.0022%      0.1242%          0.0000%         0.2207%         0.0022%
    过去三个月     1.0953%    0.0019%      0.3773%          0.0000%         0.7180%         0.0019%
    过去六个月     2.3406%    0.0033%      0.7561%          0.0000%         1.5845%         0.0033%
    过去一年      4.5992%    0.0030%      1.5263%          0.0000%         3.0729%         0.0030%
    过去三年      9.8936%    0.0057%      4.3804%          0.0002%         5.5132%         0.0055%自基金合同
    生效日起至    26.7881%    0.0068%     17.0854%          0.0021%         9.7027%         0.0047%
    今
                                          南方现金增利货币 B
                          份额净值    业绩比较    业绩比较基
               份额净值
    阶段                  收益率标    基准收益     准收益率标          ①-③          ②-④
               收益率①
                          准差②         率③           准差④
    过去一个月     0.3647%    0.0022%      0.1242%          0.0000%         0.2405%         0.0022%
    过去三个月     1.1553%    0.0019%      0.3773%          0.0000%         0.7780%         0.0019%
    过去六个月     2.4620%    0.0033%      0.7561%          0.0000%         1.7059%         0.0033%
    过去一年      4.8493%    0.0030%      1.5263%          0.0000%         3.3230%         0.0030%自基金合同
    生效日起至    10.5199%    0.0057%      4.2955%          0.0002%         6.2244%         0.0055%
    今注:本基金收益分配为按月结转份额。
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                                                 南方现金增利货币 2012 年半年度报告3.2.2 自基金合同生效以来基金累计净值收益率变动及其与同期业绩比较基准收益率
      变动的比较
                             第 8 页 共 41 页
                                                           南方现金增利货币 2012 年半年度报告注:1、根据相关法律法规,本基金建仓期为基金合同生效之日起 3 个月。建仓期结束时,本基金各项资产配置比例达到基金合同的约定。2、本基金基准收益率=1 年期银行定期存款收益率(税后)(至 2008 年 8 月 26 日)本基金基准收益率=同期 7 天通知存款利率(税后)(自 2008 年 8 月 27 日起)
                                  §4 管理人报告4.1 基金管理人及基金经理情况4.1.1 基金管理人及其管理基金的经验
    南方基金管理有限公司是经中国证监会证监基字[1998]4 号文批准,由南方证券有限公司、厦门国际信托投资公司、广西信托投资公司共同发起设立。2000 年,经中国证监会证监基金字[2000]78 号文批准进行了增资扩股,注册资本达到 1 亿元人民币。2005 年,经中国证监会证监基金字[2005]201 号文批准进行增资扩股,注册资本达 1.5 亿元人民币。2010 年,经证监许可[2010]1073 号文核准深圳市机场(集团)有限公司将其持有的 30%股权转让给深圳市投资控股有限公司。目前股权结构:华泰证券股份有限公司 45%、深圳市投资控股有限公司 30%、厦门国际信
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                                                            南方现金增利货币 2012 年半年度报告托有限公司 15%及兴业证券股份有限公司 10%。公司在北京、上海、合肥等地设有分公司,在香港设有子公司--南方东英资产管理有限公司。
    截至报告期末,公司管理资产规模近 2,000 亿元,旗下管理 32 只开放式基金,2 只封闭式基金,多个全国社保、企业年金和专户理财投资组合。4.1.2 基金经理(或基金经理小组)及基金经理助理简介
                       任本基金的基金经理
                         (助理)期限           证券从业
    姓名       职务                                           说明
                                                  年限
                       任职日期     离任日期
                                                           北京大学光华管理学院金融
                                                           硕士学位,2007 年 7 月加入南
                                                           方基金,具有基金从业资格,
                                                           历任南方基金公司固定收益
            本基金基   2011 年 10
    刘朝阳                                 -            4     研究员、债券交易员及固定收
            金经理     月 17 日
                                                           益部宏观策略高级研究员。
                                                           2011 年 5 月至今,任南方 50
                                                           债基金经理;2011 年 10 月至
                                                           今,任南方现金基金经理。
                                                           经济学硕士,具有基金从业资
                                                           格。2000 年开始从事固定收益
                                                           类证券承销、研究与投资管
                                                           理,曾任职于国家开发银行资
            本基金基
                                                           金局、全国社会保障基金理事
            金经理、   2008 年 11
    韩亚庆                                 -           11     会投资部。2008 年加入南方基
            固定收益   月 11 日
                                                           金,2010 年 5 月至今,担任固
            部副总监
                                                           定收益部副总监;2008 年 11
                                                           月至今,任南方现金基金经
                                                           理;2010 年 11 月至今,任南
                                                           方广利基金经理。注:1.此处的任职日期和离任日期均指公司作出决定之日。
    2.证券从业的含义遵从行业协会《证券业从业人员资格管理办法》的相关规定。4.2 管理人对报告期内本基金运作遵规守信情况的说明
    本报告期内,本基金管理人严格遵守《中华人民共和国证券投资基金法》、《证券投资基金运作管理办法》、《证券投资基金销售管理办法》和《证券投资基金信息披露管理办法》等有关法律法规及各项实施准则、《南方现金增利基金合同》和其他有关法律法规的规定,本着诚实信用、勤勉尽责的原则管理和运用基金资产,在严格控制风险的基础上,为基金持有人谋求最大利益。本报告期内,基金运作整体合法合规,没有损害基金持有人利益。基金的投资范围、投资比例及投资组合符合有关法律法规及基金合同的规定。
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                                                         南方现金增利货币 2012 年半年度报告4.3 管理人对报告期内公平交易情况的专项说明4.3.1 公平交易制度的执行情况
    本报告期内,本基金管理人严格执行《证券投资基金管理公司公平交易制度指导意见》,完善相应制度及流程,通过系统和人工等各种方式在各业务环节严格控制交易公平执行,公平对待旗下管理的所有基金和投资组合。4.3.2 异常交易行为的专项说明
    本基金于本报告期内不存在异常交易行为。本报告期内基金管理人管理的所有投资组合参与的交易所公开竞价同日反向交易成交较少的单边交易量超过该证券当日成交量的 5%的交易次数为 14 次,其中 12 次是由于报告期初指数基金成份股调整,1 次是由于接受大额申购使得基金规模增大,配置债券所需,1 次是由于社保 201 组合调整,选择期限与收益匹配较好的债券进行投资的需要。4.4 管理人对报告期内基金的投资策略和业绩表现的说明4.4.1 报告期内基金投资策略和运作分析
    2012 年上半年,海外欧债危机动荡,全球复苏较缓,国内经济和通胀继续下降。经济低迷和通胀担忧减弱使得货币政策预调微调的节奏略有所加快,今年来央行降准两次,降息两次。市场资金面总体来说趋于宽松,回购利率整体下降。特别是五月前后,回购利率探至 2.5%左右的低点,资金面充裕带动短端利率快速下降,透支降息和降准预期。整体来看,上半年 1 年期 AAA、AA+、AA 和 AA-短融收益率分别下降 150bp、195bp、250bp 和 310bp。海龙事件的平稳解决刺激了市场的风险偏好,信用担忧情绪大幅缓解,因此中低评级的信用债大幅跑赢了高等评级的信用债,信用利差大幅收窄。实体经济需求持续较弱,票据等收益率快速下降,各期限 shibor 报价持续下降,shibor 浮息债和银行存款持有收益率也相应下降。上半年现金增利基金看好银行存款和短期融资券的投资价值,在保证基金流动性的情况下,保持较高的久期和仓位,较好把握了投资机会。4.4.2 报告期内基金的业绩表现
    本报告期 A 级基金净值收益率为 2.3406%,同期业绩比较基准收益率为 0.7561%。B 级基金净值收益率为 2.4620%,同期业绩比较基准收益率为 0.7561%。4.5 管理人对宏观经济、证券市场及行业走势的简要展望
    展望后市,经济下降趋缓,但尚未见到长期增长动力;通胀三季度或见底,但回升力度不大,通胀担忧较小。货币政策仍有一定放松空间,特别是降准仍有空间。因此总体来看,下半年货币市场风险不大,但供求关系较上半年有所恶化,逐利机会大不如上半年。利率市场化趋势抬高
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                                                                    南方现金增利货币 2012 年半年度报告shibor 利率的底部,与历史相比较 shibor 利率仍或保持相对较高的位置,相应 shibor 债和银行存款仍具有持有价值。下半年,现金增利基金将保持对短融和银行存款的重点配置,适当配置浮息债和逆回购,在保持基金良好流动性的同时提高收益。我们将密切跟踪经济走势、政策和资金面的情况,保持“稳健有序、积极主动”的管理风格,争取为投资者创造理想的回报。4.6 管理人对报告期内基金估值程序等事项的说明
    根据中国证监会相关规定和基金合同约定,本基金管理人应严格按照新准则、中国证监会相关规定和基金合同关于估值的约定,对基金所持有的投资品种进行估值。本基金托管人根据法律法规要求履行估值及净值计算的复核责任。会计师事务所在估值调整导致基金资产净值的变化在0.25%以上时对所采用的相关估值模型、假设及参数的适当性发表审核意见并出具报告。定价服务机构按照商业合同约定提供定价服务。其中,本基金管理人为了确保估值工作的合规开展,建立了负责估值工作决策和执行的专门机构,组成人员包括督察长、数量化投资部总监、监察稽核总监及基金会计负责人等。其中,超过三分之二以上的人员具有 10 年以上的基金从业经验,且具有风控、合规、会计方面的专业经验。同时,根据基金管理公司制订的相关制度,负责估值工作决策和执行的机构成员中不包括基金经理。本报告期内,参与估值流程各方之间无重大利益冲突。4.7 管理人对报告期内基金利润分配情况的说明
    根据本基金合同约定,本基金的收益分配采取“每日分配、按月支付”的方式,即根据每日基金收益公告,以每万份基金单位收益为基准,为投资者每日计算当日收益并分配,每月集中以红 利 再 投 资 方 式 支 付 收 益 。 本 报 告 期 内 应 分 配 收 益 792,751,954.12 元 , 实 际 分 配 收 益792,751,954.12 元。
                                       §5 托管人报告5.1 报告期内本基金托管人遵规守信情况声明
    2012 年上半年,本基金托管人在对南方现金增利基金的托管过程中,严格遵守《证券投资基金法》、《货币市场基金管理暂行规定》、《货币市场基金信息披露特别规定》及其他有关法律法规和基金合同的有关规定,不存在任何损害基金份额持有人利益的行为,完全尽职尽责地履行了基金托管人应尽的义务。5.2 托管人对报告期内本基金投资运作遵规守信、净值计算、利润分配等情况的说明
    2012 年上半年,南方现金增利基金的管理人——南方基金管理有限公司在南方现金增利基金的投资运作、每万份基金净收益和 7 日年化收益率、基金利润分配、基金费用开支等问题上,严
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                                                                  南方现金增利货币 2012 年半年度报告格遵循《证券投资基金法》、《货币市场基金管理暂行规定》、《货币市场基金信息披露特别规定》等有关法律法规。5.3 托管人对本半年度报告中财务信息等内容的真实、准确和完整发表意见
    本托管人依法对南方基金管理有限公司编制和披露的南方现金增利基金 2012 年半年度报告中财务指标、利润分配情况、财务会计报告、投资组合报告等内容进行了核查,以上内容真实、准确和完整。
                      §6 半年度财务会计报告(未经审计)6.1 资产负债表会计主体:南方现金增利基金报告截止日: 2012 年 6 月 30 日
                                                                               单位:人民币元
                                                  本期末                        上年度末
            资 产            附注号
                                             2012 年 6 月 30 日            2011 年 12 月 31 日资 产:
    银行存款                   6.4.7.1            24,737,480,500.22              11,605,662,131.43
    结算备付金                                                        -                              -
    存出保证金                                               250,000.00                   250,000.00
    交易性金融资产             6.4.7.2            18,190,235,897.84              10,750,408,186.51
    其中:股票投资                                                    -                              -
       基金投资                                                    -                              -
       债券投资                                18,190,235,897.84              10,750,408,186.51
       资产支持证券投资                                            -                              -
    衍生金融资产               6.4.7.3                                -                              -
    买入返售金融资产           6.4.7.4                                -            2,375,357,443.04
    应收证券清算款                                     62,968,551.04                                 -
    应收利息                   6.4.7.5                688,852,016.62                 248,830,134.96
    应收股利                                                          -                              -
    应收申购款                                        398,737,862.62                      330,303.52
    递延所得税资产                                                    -                              -
    其他资产                   6.4.7.6                                -                              -
    资产总计                                      44,078,524,828.34              24,980,838,199.46
                                                  本期末                        上年度末
    负债和所有者权益         附注号
                                             2012 年 6 月 30 日            2011 年 12 月 31 日负 债:
    短期借款                                                          -                              -
    交易性金融负债                                                    -                              -
    衍生金融负债               6.4.7.3                                -                              -
    卖出回购金融资产款                             5,522,711,687.59                  562,848,035.72
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                                                                    南方现金增利货币 2012 年半年度报告
    应付证券清算款                                                      -                              -
    应付赎回款                                           32,156,355.37                       47,538.60
    应付管理人报酬                                       12,681,050.42                   6,150,199.25
    应付托管费                                            3,842,742.56                   1,863,696.75
    应付销售服务费                                        5,565,193.42                   2,665,957.17
    应付交易费用                6.4.7.7                        252,671.50                   152,329.39
    应交税费                                                            -                              -
    应付利息                                              1,567,306.63                      258,684.70
    应付利润                                             63,175,999.07                  44,006,117.60
    递延所得税负债                                                      -                              -
    其他负债                    6.4.7.8                        486,554.24                   927,142.34
    负债合计                                         5,642,439,560.80                  618,919,701.52所有者权益:
    实收基金                    6.4.7.9             38,436,085,267.54              24,361,918,497.94
    未分配利润                  6.4.7.10                                -                              -
    所有者权益合计                                  38,436,085,267.54              24,361,918,497.94
    负债和所有者权益总计                            44,078,524,828.34              24,980,838,199.46注:报告截止日 2012 年 06 月 30 日,基金份额净值 1.0000 元,基金份额总额 38,436,085,267.54份,其中 A 级基金份额总额 21,467,581,975.87 份,B 级基金份额总额 16,968,503,291.67 份。6.2 利润表会计主体:南方现金增利基金本报告期:2012 年 1 月 1 日至 2012 年 6 月 30 日
                                                                                   单位:人民币元
                                                           本期                 上年度可比期间
              项 目                附注号        2012 年 1 月 1 日至 2012    2011 年 1 月 1 日至 2011
                                                      年 6 月 30 日               年 6 月 30 日
    一、收入                                                   936,091,353.52          267,588,551.95
    1.利息收入                                                 891,106,348.20          253,063,897.73
    其中:存款利息收入              6.4.7.11                   579,863,121.53           79,136,682.25
       债券利息收入                                         284,367,341.68          114,992,143.21
       资产支持证券利息收入                                              -               614,983.62
       买入返售金融资产收入                                  26,875,884.99           58,320,088.65
       其他利息收入                                                      -                          -
    2.投资收益(损失以“-”填列)                               44,944,838.13           14,524,654.22
    其中:股票投资收益              6.4.7.12                                -                          -
       基金投资收益                                                      -                          -
       债券投资收益              6.4.7.13                    44,944,838.13           14,312,226.42
       资产支持证券投资收益                                              -               212,427.80
       衍生工具收益              6.4.7.14                                -                          -
       股利收益                  6.4.7.15                                -                          -
    3.公允价值变动收益(损失以      6.4.7.16                                -                          -
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                                                                  南方现金增利货币 2012 年半年度报告“-”号填列)
    4.汇兑收益(损失以“-”号填                                            -                         -列)
    5.其他收入(损失以“-”号填     6.4.7.17                     40,167.19                           -列)
    减:二、费用                                             143,339,399.40             40,934,495.97
    1.管理人报酬                   6.4.10.2.1                55,936,772.25             20,261,937.66
    2.托管费                       6.4.10.2.2                16,950,537.05              6,139,981.11
    3.销售服务费                   6.4.10.2.3                24,667,083.91              9,094,648.78
    4.交易费用                     6.4.7.18                               -                         -
    5.利息支出                                               45,434,894.80              5,147,368.34
    其中:卖出回购金融资产支出                                45,434,894.80              5,147,368.34
    6.其他费用                     6.4.7.19                    350,111.39                 290,560.08
    三、利润总额(亏损总额以“-”                            792,751,954.12           226,654,055.98号填列)
    减:所得税费用                                                         -                         -
    四、净利润(净亏损以“-”号                              792,751,954.12           226,654,055.98填列)6.3 所有者权益(基金净值)变动表会计主体:南方现金增利基金本报告期:2012 年 1 月 1 日 至 2012 年 6 月 30 日
                                                                                     单位:人民币元
                                                             本期
                                            2012 年 1 月 1 日至 2012 年 6 月 30 日
         项目
                                 实收基金                  未分配利润            所有者权益合计一、期初所有者权益(基
                            24,361,918,497.94                               -    24,361,918,497.94金净值)二、本期经营活动产生
    的基金净值变动数(本                             -          792,751,954.12           792,751,954.12期利润)三、本期基金份额交易产生的基金净值变动数
                            14,074,166,769.60                               -    14,074,166,769.60(净值减少以“-”号填列)
    其中:1.基金申购款         107,420,312,597.35                               -   107,420,312,597.35
      2.基金赎回款         -93,346,145,827.75                               -   -93,346,145,827.75四、本期向基金份额持
    有人分配利润产生的基                             -         -792,751,954.12         -792,751,954.12金净值变动(净值减少
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                                                               南方现金增利货币 2012 年半年度报告以“-”号填列)五、期末所有者权益(基
                          38,436,085,267.54                             -    38,436,085,267.54金净值)
                                                    上年度可比期间
                                          2011 年 1 月 1 日至 2011 年 6 月 30 日
        项目
                               实收基金                 未分配利润            所有者权益合计一、期初所有者权益(基
                          10,574,608,587.57                             -    10,574,608,587.57金净值)二、本期经营活动产生
    的基金净值变动数(本                           -         226,654,055.98            226,654,055.98期利润)三、本期基金份额交易产生的基金净值变动数
                           2,032,418,112.22                             -     2,032,418,112.22(净值减少以“-”号填列)
    其中:1.基金申购款        34,129,026,688.60                             -    34,129,026,688.60
      2.基金赎回款       -32,096,608,576.38                             -   -32,096,608,576.38四、本期向基金份额持有人分配利润产生的基
                                               -        -226,654,055.98        -226,654,055.98金净值变动(净值减少以“-”号填列)五、期末所有者权益(基
                          12,607,026,699.79                             -    12,607,026,699.79金净值)报表附注为财务报表的组成部分。本报告 6.1 至 6.4 财务报表由下列负责人签署:
    ______高良玉______             ______鲍文革______               ____鲍文革____
    基金管理公司负责人          主管会计工作负责人                  会计机构负责人6.4 报表附注6.4.1 本报告期所采用的会计政策、会计估计与最近一期年度报告相一致的说明
    本报告期所采用的会计政策、会计估计与最近一期年度报告完全一致。6.4.2 会计政策和会计估计变更以及差错更正的说明6.4.2.1 会计政策变更的说明
    本报告期无会计政策变更。
                                    第 16 页 共 41 页
                                                                     南方现金增利货币 2012 年半年度报告6.4.2.2 会计估计变更的说明
      本报告期无会计估计变更。6.4.2.3 差错更正的说明
      本报告期无重大会计差错的内容和更正金额。6.4.3 重要财务报表项目的说明6.4.3.1 银行存款
                                                                                         单位:人民币元
                                                                         本期末
                     项目
                                                                    2012 年 6 月 30 日
    活期存款                                                                                  37,480,500.22
    定期存款                                                                          24,700,000,000.00
    其中:存款期限 1 个月以内                                                                              -
        存款期限 1-3 个月                                                                800,000,000.00
        存款期限 3 个月-1 年                                                      23,900,000,000.00
    其他存款                                                                                               -
                    合计:                                                        24,737,480,500.22注:定期存款的存款期限指定期存款的票面存期。6.4.3.2 交易性金融资产
                                                                                         单位:人民币元
                                                           本期末
        项目                                       2012 年 6 月 30 日
                            摊余成本             影子定价                 偏离金额            偏离度
                                       -                       -                         -             -
       交易所市场
    债                  18,190,235,897.84     18,341,388,447.55           151,152,549.71          0.3933%
       银行间市场券
                     18,190,235,897.84     18,341,388,447.55           151,152,549.71          0.3933%
       合计注:1. 偏离金额=影子定价-摊余成本;2. 偏离度=偏离金额/摊余成本法确定的基金资产净值。6.4.3.3 衍生金融资产/负债注:无。
                                       第 17 页 共 41 页
                                                 南方现金增利货币 2012 年半年度报告6.4.3.4 买入返售金融资产注:无。6.4.3.5 应收利息
                                                                     单位:人民币元
                                                     本期末
                     项目
                                                2012 年 6 月 30 日
    应收活期存款利息                                                          3,914.28
    应收定期存款利息                                                     406,980,524.08
    应收其他存款利息                                                                 -
    应收结算备付金利息                                                               -
    应收债券利息                                                         281,867,578.26
    应收买入返售证券利息                                                             -
    应收申购款利息                                                                   -
    其他                                                                             -
                     合计                                            688,852,016.626.4.3.6 其他资产注:无。6.4.3.7 应付交易费用
                                                              单位:人民币元
                                                        本期末
                     项目
                                                   2012 年 6 月 30 日
    交易所市场应付交易费用                                                            -
    银行间市场应付交易费用                                                   252,671.50
                     合计                                                252,671.506.4.3.8 其他负债
                                                              单位:人民币元
                                                       本期末
                     项目
                                                  2012 年 6 月 30 日
    应付券商交易单元保证金                                                  250,000.00
    应付赎回费                                                                7,265.08
    预提费用                                                                229,289.16
                     合计                                               486,554.24
                            第 18 页 共 41 页
                                                            南方现金增利货币 2012 年半年度报告6.4.3.9 实收基金
                                                                        金额单位:人民币元
                                 南方现金增利货币 A
                                                              本期
                 项目                        2012 年 1 月 1 日至 2012 年 6 月 30 日
                                     基金份额(份)                    账面金额
    上年度末                              11,870,517,585.70                  11,870,517,585.70
    本期申购                              64,892,306,489.97                  64,892,306,489.97
    本期赎回(以"-"号填列)                -55,295,242,099.80                 -55,295,242,099.80
    - 基金拆分/份额折算前                                   -                                   -
    基金拆分/份额折算变动份额                               -                                   -
    本期申购                                                -                                   -
    本期赎回(以"-"号填列)                                   -                                   -
    本期末                                21,467,581,975.87                  21,467,581,975.87
                                 南方现金增利货币 B
                                                           本期
                 项目                        2012 年 1 月 1 日至 2012 年 6 月 30 日
                                     基金份额(份)                    账面金额
    上年度末                              12,491,400,912.24                  12,491,400,912.24
    本期申购                              42,528,006,107.38                  42,528,006,107.38
    本期赎回(以"-"号填列)                -38,050,903,727.95                 -38,050,903,727.95
    - 基金拆分/份额折算前                                   -                                   -
    基金拆分/份额折算变动份额                               -                                   -
    本期申购                                                -                                   -
    本期赎回(以"-"号填列)                                   -                                   -
    本期末                                16,968,503,291.67                  16,968,503,291.67注:申购含红利再投、转换入份额;赎回含转换出份额。6.4.3.10 未分配利润
                                                                             单位:人民币元
                                 南方现金增利货币 A
          项目          已实现部分              未实现部分              未分配利润合计
    上年度末                              -                        -                           -
    本期利润               438,097,012.23                          -           438,097,012.23
    本期基金份额交易                      -                        -                           -产生的变动数
    其中:基金申购款                      -                        -                           -
         基金赎回款                    -                        -                           -
    本期已分配利润         -438,097,012.23                         -          -438,097,012.23
    本期末                                -                        -                           -
                                 第 19 页 共 41 页
                                                                南方现金增利货币 2012 年半年度报告
                                      南方现金增利货币 B
          项目               已实现部分              未实现部分             未分配利润合计
    上年度末                                  -                        -                           -
    本期利润                    354,654,941.89                         -           354,654,941.89
    本期基金份额交易                          -                        -                           -产生的变动数
    其中:基金申购款                          -                        -                           -
        基金赎回款                         -                        -                           -
    本期已分配利润              -354,654,941.89                        -          -354,654,941.89
    本期末                                    -                        -                           -6.4.3.11 存款利息收入
                                                                                 单位:人民币元
                                                                       本期
                      项目
                                                      2012 年 1 月 1 日至 2012 年 6 月 30 日
    活期存款利息收入                                                                     76,960.63
    定期存款利息收入                                                               579,176,917.39
    其他存款利息收入                                                                               -
    结算备付金利息收入                                                                             -
    其他                                                                                609,243.51
                      合计                                                      579,863,121.536.4.3.12 股票投资收益注:无。6.4.3.13 债券投资收益
                                                                             单位:人民币元
                                                                       本期
                      项目
                                                           2012年1月1日至2012年6月30日
    卖出债券(债转股及债券到期兑付)成交总额                                     7,797,236,332.12
    减:卖出债券(债转股及债券到期兑付)成本总                                     7,618,871,665.21额
    减:应收利息总额                                                                133,419,828.78
    债券投资收益                                                                    44,944,838.136.4.3.14 衍生工具收益注:无。
                                      第 20 页 共 41 页
                                                            南方现金增利货币 2012 年半年度报告6.4.3.15 股利收益注:无。6.4.3.16 公允价值变动收益注:无。6.4.3.17 其他收入
                                                                         单位:人民币元
                                                                      本期
                    项目
                                                     2012 年 1 月 1 日至 2012 年 6 月 30 日
    基金赎回费收入                                                                                -
    其他                                                                               40,167.19
                    合计                                                           40,167.196.4.3.18 交易费用注:无。6.4.3.19 其他费用
                                                                         单位:人民币元
                                                                      本期
                    项目
                                                     2012 年 1 月 1 日至 2012 年 6 月 30 日
    审计费用                                                                         71,109.22
    信息披露费                                                                      149,179.94
    其他                                                                                 400.00
    银行汇划费                                                                      111,422.23
    账户维护费                                                                       18,000.00
                    合计                                                         350,111.396.4.4 或有事项、资产负债表日后事项的说明6.4.4.1 或有事项
    无。6.4.4.2 资产负债表日后事项
    本基金于资产负债表日后的收益分配事项如下:
                                  宣告日                   分配收益所属期间2012 年度
    -第 7 号收益支付公告        2012 年 7 月 12 日      自 2012-06-18 至 2012-07-15 止
    -第 8 号收益支付公告        2012 年 8 月 14 日      自 2012-07-16 至 2012-08-15 止
                                 第 21 页 共 41 页
                                                                      南方现金增利货币 2012 年半年度报告6.4.5 关联方关系6.4.5.1 本报告期存在控制关系或其他重大利害关系的关联方发生变化的情况
    本报告期存在控制关系或其他重大利害关系的关联方未发生变化。6.4.5.2 本报告期与基金发生关联交易的各关联方
                     关联方名称                                        与本基金的关系
    南方基金管理有限公司(“南方基金公司”)                   基金管理人、注册登记机构、基金销售机构
    中 国 工 商 银 行 股 份 有 限 公 司 (“ 中 国 工 商 银   基金托管人、基金代销机构行”)
    华泰证券股份有限公司(“华泰证券”)                       基金管理人的股东、基金代销机构
    兴业证券股份有限公司(“兴业证券”)                       基金管理人的股东、基金代销机构
    华 泰 联 合 证 券 有 限 责 任 公 司 (“ 华 泰 联 合 证   基金管理人的股东华泰证券的控股子公司、基
    券”)                                                    金代销机构6.4.6 本报告期及上年度可比期间的关联方交易
    下述关联交易均在正常业务范围内按一般商业条款订立。6.4.6.1 通过关联方交易单元进行的交易6.4.6.1.1 股票交易注:无。债券交易注:无。债券回购交易注:无。6.4.6.1.2 权证交易注:无。6.4.6.1.3 应支付关联方的佣金注:无。6.4.6.2 关联方报酬6.4.6.2.1 基金管理费
                                                                                       单位:人民币元
                                             本期                            上年度可比期间
            项目
                               2012 年 1 月 1 日至 2012 年 6 月     2011 年 1 月 1 日至 2011 年 6 月 30
                                           第 22 页 共 41 页
                                                               南方现金增利货币 2012 年半年度报告
                                     30 日                                   日
    当期发生的基金应支付                    55,936,772.25                            20,261,937.66的管理费
    其中:支付销售机构的                     9,606,853.80                             3,606,817.22客户维护费注:支付基金管理人南方基金公司的管理人报酬按前一日基金资产净值 0.33%的年费率计提,逐日累计至每月月底,按月支付。其计算公式为:日管理人报酬=前一日基金资产净值 X 0.33% / 当年天数。6.4.6.2.2 基金托管费
                                                                                  单位:人民币元
                                      本期                           上年度可比期间
         项目           2012 年 1 月 1 日至 2012 年 6 月    2011 年 1 月 1 日至 2011 年 6 月 30
                                      30 日                                  日
    当期发生的基金应支付                    16,950,537.05                             6,139,981.11的托管费注:支付基金托管人中国工商银行的托管费按前一日基金资产净值 0.1%的年费率计提,逐日累计至每月月底,按月支付。其计算公式为:日托管费=前一日基金资产净值 X 0.1% / 当年天数。6.4.6.2.3 销售服务费
                                                                                  单位:人民币元
                                                              本期
                                             2012 年 1 月 1 日至 2012 年 6 月 30 日
    获得销售服务费的
                                             当期发生的基金应支付的销售服务费
      各关联方名称
                               南方现金增利货       南方现金增利货币
                                                                                    合计
                                 币A                        B
      中国工商银行               7,980,930.15                32,852.37             8,013,782.52
        华泰证券                    358,817.44                2,332.63                361,150.07
        南方基金                 1,664,584.42               580,466.92             2,245,051.34
        兴业证券                    199,752.98                2,684.25                202,437.23
          合计                  10,204,084.99               618,336.17            10,822,421.16
                                                       上年度可比期间
                                             2011 年 1 月 1 日至 2011 年 6 月 30 日
    获得销售服务费的
                                             当期发生的基金应支付的销售服务费
      各关联方名称
                               南方现金增利货       南方现金增利货币
                                                                                    合计
                                 币A                        B
      华泰联合证券                   30,687.22                        -                30,687.22
        兴业证券                     62,487.98                   164.40                62,652.38
        华泰证券                    111,061.49                    79.46               111,140.95
      南方基金公司                  865,375.50              205,667.07             1,071,042.57
                                  第 23 页 共 41 页
                                                                     南方现金增利货币 2012 年半年度报告
      中国工商银行                  3,791,622.11                16,611.88              3,808,233.99
           合计                     4,861,234.30               222,522.81              5,083,757.11注:支付基金销售机构的销售服务费按前一日基金资产净值的约定年费率计提,逐日累计至每月月底,按月支付给南方基金公司,再由南方基金公司计算并支付给各基金销售机构。A 级基金份额和 B 级基金份额约定的销售服务费年费率分别为 0.25%和 0.01%。销售服务费的计算公式为:日销售服务费=前一日基金资产净值 X 约定年费率 / 当年天数。6.4.6.3 与关联方进行银行间同业市场的债券(含回购)交易
                                                                                      单位:人民币元
                                             本期
                            2012 年 1 月 1 日至 2012 年 6 月 30 日
    银行间           债券交易金额                   基金逆回购                     基金正回购市场交
    易的各                                       交易金     利息收
             基金买入        基金卖出                                     交易金额           利息支出
    关联方                                         额         入
    名称
    华泰联     10,005,301.37               -           -            -                     -                -合证券
    中国工    206,636,209.29   60,434,696.67           -            -       504,400,000.00     1,468,553.31商银行
    兴业证    100,503,104.68               -           -            -                     -                -券
                                      上年度可比期间
                            2011 年 1 月 1 日至 2011 年 6 月 30 日
    银行间           债券交易金额                   基金逆回购                      基金正回购市场交
    易的各                                       交易金     利息收
             基金买入        基金卖出                                     交易金额           利息支出
    关联方                                         额         入
    名称
    中国工    259,712,729.62   130,272,344.2     150,000,   36,791.30     1,725,096,000.00       108,869.53
    商银行                                 5      000.006.4.6.4 各关联方投资本基金的情况6.4.6.4.1 报告期内基金管理人运用固有资金投资本基金的情况注:无。6.4.6.4.2 报告期末除基金管理人之外的其他关联方投资本基金的情况
                                            南方现金增利货币 A
                                                                                           份额单位:份
                                     第 24 页 共 41 页
                                                                         南方现金增利货币 2012 年半年度报告
                                  本期末                                        上年度末
                             2012 年 6 月 30 日                             2011 年 12 月 31 日
    关联方名称                               持有的基金份额                                  持有的基金份额
                      持有的                                           持有的
                                          占基金总份额的                                  占基金总份额的
                      基金份额                                         基金份额
                                              比例                                            比例
    南方基金会                          -                        -           8,000,000.00                0.07%
                                              南方现金增利货币 B
                                                                                            份额单位:份
                                  本期末                                        上年度末
                             2012 年 6 月 30 日                             2011 年 12 月 31 日
    关联方名称                               持有的基金份额                                  持有的基金份额
                      持有的                                           持有的
                                          占基金总份额的                                  占基金总份额的
                      基金份额                                         基金份额
                                              比例                                            比例
    兴业证券                            -                        -         200,000,000.00                1.60%6.4.6.5 由关联方保管的银行存款余额及当期产生的利息收入
                                                                                           单位:人民币元
                                  本期                                      上年度可比期间
    关联方
                 2012 年 1 月 1 日至 2012 年 6 月 30 日           2011 年 1 月 1 日至 2011 年 6 月 30 日
    名称
                    期末余额             当期利息收入                期末余额            当期利息收入
    中国工商银行-       37,480,500.22                76,960.63            15,330,069.68              217,911.56活期存款注:本基金的银行活期存款由基金托管人中国工商银行保管,按银行同业利率计息。6.4.6.6 本基金在承销期内参与关联方承销证券的情况
                                                                                       金额单位:人民币元
                                                 本期
                                2012 年 1 月 1 日至 2012 年 6 月 30 日
                                                                            基金在承销期内买入
    关联方名称      证券代码      证券名称         发行方式
                                                                   数量(单位:张)          总金额
    华泰证券       041252003    12 联合水         新债分销                    300,000        30,000,000.00
                               泥 CP001
    华泰证券       041258030    12 南京二         新债分销                    100,000        10,000,000.00
                               桥 CP001
                                          上年度可比期间
                                2011 年 1 月 1 日至 2011 年 6 月 30 日
                                                                            基金在承销期内买入
    关联方名称      证券代码      证券名称         发行方式
                                                                   数量(单位:张)          总金额
                                          第 25 页 共 41 页
                                                                      南方现金增利货币 2012 年半年度报告6.4.6.7 其他关联交易事项的说明
    无。6.4.7 利润分配情况6.4.7.1 利润分配情况——货币市场基金
                                                                                  金额单位:人民币元
                                           南方现金增利货币A
    已按再投资形式转实收基         直接通过应付            应付利润             本期利润分配
                                                                                                备注
          金                   赎回款转出金额          本年变动                 合计
             367,564,403.49        60,381,552.22           10,151,056.52    438,097,012.23        -
                                           南方现金增利货币B
    已按再投资形式转实收基         直接通过应付            应付利润             本期利润分配
                                                                                                备注
          金                   赎回款转出金额          本年变动                 合计
             313,177,914.55        32,458,202.39           9,018,824.95     354,654,941.89        -6.4.8 期末( 2012 年 6 月 30 日 )本基金持有的流通受限证券6.4.8.1 因认购新发/增发证券而于期末持有的流通受限证券注:无。6.4.8.2 期末持有的暂时停牌等流通受限股票注:无。6.4.8.3 期末债券正回购交易中作为抵押的债券6.4.8.3.1 银行间市场债券正回购
    截至本报告期末 2012 年 06 月 30 日止,本基金从事银行间市场债券正回购交易形成的卖出回购证券款余额 5,522,711,687.59 元,是以如下债券作为抵押:
                                                                                  金额单位:人民币元
    债券代码    债券名称            回购到期日            期末估值         数量(张) 期末估值总额
                                                       单价
    041159023   11 清控 CP002       2012 年 7 月 5 日           101.45         400,000       40,580,000.00
    041252008   12 农发集 CP001     2012 年 7 月 5 日           100.99         400,000       40,396,000.00
    041158010   11 巨化 CP001       2012 年 7 月 5 日           101.90         400,000       40,760,000.00
    090306      09 进出 06          2012 年 7 月 5 日           101.24         500,000       50,620,000.00
    090411      09 农发 11          2012 年 7 月 5 日           101.29         500,000       50,645,000.00
    090412      09 农发 12          2012 年 7 月 5 日           100.00         300,000       30,000,000.00
    090305      09 进出 05          2012 年 7 月 5 日            99.99         500,000       49,995,000.00
    090205      09 国开 05          2012 年 7 月 5 日           101.23        2,400,000     242,952,000.00
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                                                                   南方现金增利货币 2012 年半年度报告
    1101088     11 央行票据 88      2012 年 7 月 5 日         99.00          520,000       51,480,000.00
    041254024   12 兰花 CP001       2012 年 7 月 5 日         99.88          526,000       52,536,880.00
    1101094     11 央行票据 94      2012 年 7 月 5 日         98.86        4,200,000      415,212,000.00
    110414      11 农发 14          2012 年 7 月 5 日         100.18       1,000,000      100,180,000.00
    1101088     11 央行票据 88      2012 年 7 月 4 日         99.00        5,300,000      524,700,000.00
    110236      11 国开 36          2012 年 7 月 4 日         100.79         900,000       90,711,000.00
    090306      09 进出 06          2012 年 7 月 4 日         101.24         300,000       30,372,000.00
    041151003   11 瓮福 CP001       2012 年 7 月 4 日         101.99         400,000       40,796,000.00
    041154010   11 石河子 CP002     2012 年 7 月 4 日         101.91         340,000       34,649,400.00
    041158013   11 皖交投 CP002     2012 年 7 月 4 日         101.83         400,000       40,732,000.00
    041161014   11 中公用 CP002     2012 年 7 月 4 日         101.86         400,000       40,744,000.00
    041164010   11 天山水泥 CP001   2012 年 7 月 4 日         101.85         400,000       40,740,000.00
    1181348     11 武钢 CP02        2012 年 7 月 3 日         101.24       1,300,000      131,612,000.00
    1181351     11 大装备 CP01      2012 年 7 月 3 日         101.22         500,000       50,610,000.00
    1181343     11 中航空 CP01      2012 年 7 月 3 日         101.23         400,000       40,492,000.00
    041156004   11 皖能源 CP001     2012 年 7 月 3 日         101.82         530,000       53,964,600.00
    1181382     11 扬农 CP02        2012 年 7 月 3 日         101.58         100,000       10,158,000.00
    1181325     11 荣盛 CP02        2012 年 7 月 3 日         101.16         900,000       91,044,000.00
    1181339     11 三花 CP02        2012 年 7 月 3 日         101.34         500,000       50,670,000.00
    1181322     11 川港航 CP01      2012 年 7 月 3 日         101.17         400,000       40,468,000.00
    1181321     11 新国资 CP01      2012 年 7 月 3 日         101.10         500,000       50,550,000.00
    1181331     11 玉柴股 CP02      2012 年 7 月 3 日         101.12         500,000       50,560,000.00
    1181368     11 珠啤 CP02        2012 年 7 月 3 日         101.44         200,000       20,288,000.00
    1181318     11 甘电投 CP01      2012 年 7 月 3 日         101.09         300,000       30,327,000.00
    1181334     11 中轻 CP02        2012 年 7 月 3 日         101.22         300,000       30,366,000.00
    0882006     08 中核 MTN1        2012 年 7 月 3 日         101.79         300,000       30,537,000.00
    090411      09 农发 11          2012 年 7 月 2 日         101.29         100,000       10,129,000.00
    120218      12 国开 18          2012 年 7 月 2 日         100.44         900,000       90,396,000.00
    100230      10 国开 30          2012 年 7 月 2 日         100.80       1,400,000      141,120,000.00
    100236      10 国开 36          2012 年 7 月 2 日         101.09       4,800,000      485,232,000.00
    110414      11 农发 14          2012 年 7 月 2 日         100.18       2,700,000      270,486,000.00
    1101088     11 央行票据 88      2012 年 7 月 2 日         99.00        1,580,000      156,420,000.00
    100209      10 国开 09          2012 年 7 月 2 日         100.94       1,500,000      151,410,000.00
    090407      09 农发 07          2012 年 7 月 2 日         101.21       1,000,000      101,210,000.00
    090413      09 农发 13          2012 年 7 月 2 日         99.99        1,000,000       99,990,000.00
    110402      11 农发 02          2012 年 7 月 2 日         100.06       1,000,000      100,060,000.00
    120305      12 进出 05          2012 年 7 月 2 日         100.45         100,000       10,045,000.00
    0980147     09 中航工债浮       2012 年 7 月 2 日         104.33       1,200,000      125,196,000.00
    1181328     11 浙能源 CP02      2012 年 7 月 2 日         101.05         600,000       60,630,000.00
    0882003     08 中化 MTN1        2012 年 7 月 2 日         101.79         500,000       50,895,000.00
    1181379     11 横店 CP01        2012 年 7 月 2 日         101.39         600,000       60,834,000.00
    1181364     11 沈化工 CP01      2012 年 7 月 2 日         101.42         500,000       50,710,000.00
    1181312     11 辰州矿 CP01      2012 年 7 月 2 日         101.16         200,000       20,232,000.00
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                                                                  南方现金增利货币 2012 年半年度报告
    088028     08 合肥建投债      2012 年 7 月 2 日         104.02       1,000,000      104,020,000.00
    1181324    11 铁二十三 CP01   2012 年 7 月 2 日         101.14         200,000       20,228,000.00
    1181356    11 晋三维 CP01     2012 年 7 月 2 日         101.41         200,000       20,282,000.00
    1181357    11 金城 CP01       2012 年 7 月 2 日         101.25         200,000       20,250,000.00
    1181359    11 厦钨 CP02       2012 年 7 月 2 日         101.28         200,000       20,256,000.00
    1181345    11 中冶 CP01       2012 年 7 月 2 日         101.24       1,600,000      161,984,000.00
    0882008    08 铁道部 MTN2     2012 年 7 月 2 日         101.65       1,300,000      132,145,000.00
    068007     06 首都机场债      2012 年 7 月 2 日         99.78        2,700,000      269,406,000.00
    071304     07 华夏 02 浮      2012 年 7 月 2 日         100.28       2,000,000      200,560,000.00
    1181361    11 苏国泰 CP02     2012 年 7 月 2 日         101.45         300,000       30,435,000.00
    合计                                                              56,196,000    5,655,008,880.006.4.8.3.2 交易所市场债券正回购
    无。6.4.9 金融工具风险及管理6.4.9.1 风险管理政策和组织架构
    本基金投资于各类货币市场工具,属于低风险合理稳定收益品种。本基金的基金管理人从事风险管理的主要目标是争取将以上风险控制在限定的范围之内,使本基金在风险和收益之间取得最佳的平衡以实现“低风险、高流动性和持续稳定收益”的风险收益目标。
    本基金的基金管理人奉行全面风险管理体系的建设,建立了以风险控制委员会为核心的、由督察长、风险控制委员会、监察稽核部、风险管理部和相关业务部门构成的四级风险管理架构体系。本基金的基金管理人在董事会下设立风险管理委员会,负责制定风险管理的宏观政策,审议通过风险控制的总体措施等;在管理层层面设立风险控制委员会,讨论和制定公司日常经营过程中风险防范和控制措施;在业务操作层面风险管理职责主要由监察稽核部和风险管理部负责,协调并与各部门合作完成运作风险管理以及进行投资风险分析与绩效评估。监察稽核部和风险管理部对公司总经理负责。
    本基金的基金管理人对于金融工具的风险管理方法主要是通过定性分析和定量分析的方法去估测各种风险产生的可能损失。从定性分析的角度出发,判断风险损失的严重程度和出现同类风险损失的频度。而从定量分析的角度出发,根据本基金的投资目标,结合基金资产所运用金融工具特征通过特定的风险量化指标、模型,日常的量化报告,确定风险损失的限度和相应置信程度,及时可靠地对各种风险进行监督、检查和评估,并通过相应决策,将风险控制在可承受的范围内。
                                     第 28 页 共 41 页
                                                         南方现金增利货币 2012 年半年度报告6.4.9.2 信用风险
    信用风险是指基金在交易过程中因交易对手未履行合约责任,或者基金所投资证券之发行人出现违约、拒绝支付到期本息等情况,导致基金资产损失和收益变化的风险。
    本基金的基金管理人在交易前对交易对手的资信状况进行了充分的评估。本基金的活期银行存款存放在本基金的托管行中国工商银行,定期银行存款存放在上海浦东发展银行股份有限公司、上海银行股份有限公司、兴业银行股份有限公司、深圳发展银行股份有限公司、中信银行股份有限公司、广发银行股份有限公司、中国民生银行股份有限公司以及北京银行股份有限公司等银行,与银行存款相关的信用风险不重大。本基金的基金管理人建立了信用风险管理流程,不投资于短期信用评级在 A-1 级以下或长期信用评级在 AAA 级以下的债券。本基金在银行间同业市场进行交易前均对交易对手进行信用评估并对证券交割方式进行限制以控制相应的信用风险;在交易所进行的交易均以中国证券登记结算有限责任公司为交易对手完成证券交收和款项清算,违约风险可能性很小。
    本基金的基金管理人建立了信用风险管理流程,通过对投资品种信用等级评估来控制证券发行人的信用风险。信用等级评估以内部信用评级为主,外部信用评级为辅。内部债券信用评级主要考察发行人的经营风险、财务风险和流动性风险,以及信用产品的条款和担保人的情况等。此外,本基金的基金管理人根据信用产品的内部评级,通过单只信用产品投资占基金资产净值的比例及占发行量的比例进行控制,通过分散化投资以分散信用风险。6.4.9.3 流动性风险
    流动性风险是指基金所持金融工具变现的难易程度。本基金的流动性风险一方面来自于基金份额持有人可随时要求赎回其持有的基金份额,另一方面来自于投资品种所处的交易市场不活跃而带来的变现困难或因投资集中而无法在市场出现剧烈波动的情况下以合理的价格变现。
    针对兑付赎回资金的流动性风险,本基金的基金管理人每日对本基金的申购赎回情况进行严密监控并预测流动性需求,保持基金投资组合中的可用现金头寸与之相匹配。本基金的基金管理人在基金合同中设计了巨额赎回条款,约定在非常情况下赎回申请的处理方式,控制因开放申购
                                  第 29 页 共 41 页
                                                        南方现金增利货币 2012 年半年度报告赎回模式带来的流动性风险,有效保障基金持有人利益。
    针对投资品种变现的流动性风险,本基金的基金管理人主要通过限制、跟踪和控制基金投资交易的不活跃品种(企业债或短期融资券)来实现。本基金投资于一家公司发行的短期企业债券的比例不超过基金资产净值的 10%,且本基金与由本基金的基金管理人管理的其他基金共同持有一家公司发行的证券不得超过该证券的 10%。本基金投资组合的平均剩余期限在每个交易日均不得超过 180 天,且能够通过出售所持有的银行间同业市场交易债券应对流动性需求。此外本基金还可通过卖出回购金融资产方式借入短期资金应对流动性需求,正回购上限一般不超过基金持有的债券投资的公允价值以及基金资产净值的 20%。
    除卖出回购金融资产款余额计息外,本基金所持有的全部金融负债的合约约定到期日均为一个月以内且不计息,可赎回基金份额净值(所有者权益)无固定到期日且不计息,因此账面余额即为未折现的合约到期现金流量。6.4.9.4 市场风险
    市场风险是指基金所持金融工具的公允价值或未来现金流量因所处市场各类价格因素的变动而发生波动的风险,包括利率风险、外汇风险和其他价格风险。6.4.9.4.1 利率风险
    利率风险是指金融工具的公允价值或现金流量受市场利率变动而发生波动的风险。利率敏感性金融工具均面临由于市场利率上升而导致公允价值下降的风险,其中浮动利率类金融工具还面临每个付息期间结束根据市场利率重新定价时对于未来现金流影响的风险。
    本基金主要投资于银行间及交易所市场交易的固定收益品种,此外还持有银行存款、结算备付金、买入返售金融资产等利率敏感性资产,因此存在相应的利率风险。本基金的基金管理人每日通过“影子定价”对本基金面临的市场风险进行监控,定期对本基金面临的利率敏感性缺口进行监控,并通过调整投资组合的久期等方法对上述利率风险进行管理。6.4.9.4.1.1 利率风险敞口
                                                                         单位:人民币元
                                 第 30 页 共 41 页
                                                                        南方现金增利货币 2012 年半年度报告
    本期末
                       6 个月以内           6 个月-1 年       1-5 年      不计息                   合计2012 年 6 月 30 日
       资产
    银行存款         16,337,480,500.22 8,400,000,000.00            -                  - 24,737,480,500.22
    存出保证金                       -                     -        -          250,000.00             250,000.00
    交易性金融资产        9,329,486,887.86    8,860,749,009.98         -                  - 18,190,235,897.84
    应收证券清算款                      -                     -        -     62,968,551.04            62,968,551.04
    应收利息                        -                     -        -    688,852,016.62         688,852,016.62
    应收申购款           75,507,431.84                     -        -    323,230,430.78         398,737,862.62
    其他资产                        -                     -        -                  -                      -
    资产总计         25,742,474,819.92 17,260,749,009.98           -   1,075,300,998.44 44,078,524,828.34
       负债
    卖出回购金融资        5,522,711,687.59                    -        -                  -      5,522,711,687.59
    产款
    应付赎回款                       -                     -        -     32,156,355.37            32,156,355.37
    应付管理人报酬                      -                     -        -     12,681,050.42            12,681,050.42
    应付托管费                       -                     -        -      3,842,742.56             3,842,742.56
    应付销售服务费                      -                     -        -      5,565,193.42             5,565,193.42
    应付交易费用                      -                     -        -          252,671.50             252,671.50
    应付利息                        -                     -        -      1,567,306.63             1,567,306.63
    应付利润                        -                     -        -     63,175,999.07            63,175,999.07
    其他负债                        -                     -        -          486,554.24             486,554.24
    负债总计          5,522,711,687.59                    -        -    119,727,873.21       5,642,439,560.80
    利率敏感度缺口 20,219,763,132.33 17,260,749,009.98                 -    955,573,125.23 38,436,085,267.54
    上年度末
    2011 年 12 月 31 6 个月以内              6 个月-1 年          1-5 年 不计息                合计
       日
       资产
    银行存款          7,205,662,131.43    4,400,000,000.00         -                  - 11,605,662,131.43
    存出保证金                       -                     -        -          250,000.00             250,000.00
    交易性金融资产        5,861,807,882.44    4,888,600,304.07         -                  - 10,750,408,186.51
    买入返售金融资        2,375,357,443.04                    -        -                  -      2,375,357,443.04
      产
    应收利息                        -                     -        -    248,830,134.96         248,830,134.96
    应收申购款                73,957.84                    -        -          256,345.68             330,303.52
    其他资产                        -                     -        -                  -                      -
    资产总计         15,442,901,414.75    9,288,600,304.07         -    249,336,480.64 24,980,838,199.46负债
    卖出回购金融资          562,848,035.72                    -        -                  -        562,848,035.72
    产款
    应付赎回款                       -                     -        -          47,538.60              47,538.60
    应付管理人报酬                      -                     -        -      6,150,199.25             6,150,199.25
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                                                                  南方现金增利货币 2012 年半年度报告
    应付托管费                     -                  -      -        1,863,696.75       1,863,696.75
    应付销售服务费                   -                  -      -        2,665,957.17       2,665,957.17
    应付交易费用                    -                  -      -          152,329.39          152,329.39
    应付利息                      -                  -      -          258,684.70          258,684.70
    应付利润                      -                  -      -       44,006,117.60      44,006,117.60
    其他负债                      -                  -      -          927,142.34          927,142.34
    负债总计          562,848,035.72                 -      -       56,071,665.80     618,919,701.52
    利率敏感度缺口 14,880,053,379.03 9,288,600,304.07          -      193,264,814.84 24,361,918,497.94注:表中所示为本基金资产及负债的摊余成本,并按照合约规定的利率重新定价日或到期日孰早者予以分类。6.4.9.4.1.2 利率风险的敏感性分析
    假设    除市场利率以外的其他市场变量保持不变
                                                 对资产负债表日基金资产净值的
                                                 影响金额(单位:人民币万元)
          相关风险变量的变动
                                                                    上年度末( 2011 年 12 月 31
                                 本期末( 2012 年 6 月 30 日 )
                                                                              日 )
    分析
          市场利率下降 25 个                      增加约 4,284                       增加约 3,645
          基点
          市场利率上升 25 个                     减少约 4,254                       减少约 3,607
          基点6.4.9.4.2 外汇风险
    外汇风险是指金融工具的公允价值或未来现金流量因外汇汇率变动而发生波动的风险。本基金的所有资产及负债以人民币计价,因此无重大外汇风险。6.4.9.4.3 其他价格风险
    其他价格风险是指基金所持金融工具的公允价值或未来现金流量因除市场利率和外汇汇率以外的市场价格因素变动而发生波动的风险。本基金主要投资于银行间同业市场交易的固定收益品种,因此无重大其他价格风险。6.4.10 有助于理解和分析会计报表需要说明的其他事项
    无。
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                                                                 南方现金增利货币 2012 年半年度报告
                                  §7 投资组合报告7.1 期末基金资产组合情况
                                                                              金额单位:人民币元
    序号                  项目                                金额                     占基金总资产的
                                                                                     比例(%)
    1     固定收益投资                                       18,190,235,897.84                   41.27
       其中:债券                                         18,190,235,897.84                  41.27
              资产支持证券                                                    -                      -
    2     买入返售金融资产                                                        -                     -
       其中:买断式回购的买入返售金融资                                        -                     -
       产
    3     银行存款和结算备付金合计                            24,737,480,500.22                  56.12
    4     其他各项资产                                         1,150,808,430.28                   2.61
    5     合计                                                44,078,524,828.34                 100.007.2 债券回购融资情况
                                                                              金额单位:人民币元
    序号                  项目                             占基金资产净值的比例(%)
    1    报告期内债券回购融资余额                                                                8.72
       其中:买断式回购融资                                                                         -
                                                                                        占基金
                                                                                        资产净
    序号                  项目                                金额
                                                                                        值的比
                                                                                        例(%)
    2    报告期末债券回购融资余额                                  5,522,711,687.59             14.37
       其中:买断式回购融资                                                         -               -注:1、报告期内债券回购融资余额占基金资产净值的比例为报告期内每个交易日融资余额占资产净值比例的简单平均值。2、在本报告期内本货币市场基金债券正回购的资金余额未超过资产净值的 20%。7.3 基金投资组合平均剩余期限7.3.1 投资组合平均剩余期限基本情况
                    项目                                             天数
    报告期末投资组合平均剩余期限                                                                       170
    报告期内投资组合平均剩余期限最高值                                                                 173
    报告期内投资组合平均剩余期限最低值                                                                 139注:本报告期内本货币市场基金投资组合平均剩余期限未超过 180 天。
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                                                                南方现金增利货币 2012 年半年度报告7.3.2 期末投资组合平均剩余期限分布比例
                                                 各期限资产占基金资产         各期限负债占基金资
    序号                平均剩余期限
                                                   净值的比例(%)            产净值的比例(%)
    1     30 天以内                                                     5.86                 14.37
         其中:剩余存续期超过 397 天的浮                               1.83                     -
         动利率债
    2     30 天(含)—60 天                                         13.46                         -
         其中:剩余存续期超过 397 天的浮                               1.67                     -
         动利率债
    3     60 天(含)—90 天                                          17.01                        -
         其中:剩余存续期超过 397 天的浮                               2.62                     -
         动利率债
    4     90 天(含)—180 天                                         28.50                        -
         其中:剩余存续期超过 397 天的浮                               0.29                     -
         动利率债
    5     180 天(含)—397 天(含)                                  47.02                        -
         其中:剩余存续期超过 397 天的浮                                 -                      -
         动利率债
                     合计                                        111.85                     14.377.4 期末按债券品种分类的债券投资组合
                                                                               金额单位:人民币元
                                                                                    占基金资产净值
    序号                  债券品种                              摊余成本
                                                                                      比例(%)
    1     国家债券                                                                -                  -
    2     央行票据                                             1,145,425,834.27                 2.98
    3     金融债券                                             2,825,628,087.25                 7.35
        其中:政策性金融债                                   2,625,431,080.33                 6.83
    4     企业债券                                               680,878,389.14                 1.77
    5     企业短期融资券                                      13,314,938,123.34                34.64
    6     中期票据                                               223,365,463.84                 0.58
    7     其他                                                                    -                  -
    8     合计                                                18,190,235,897.84                47.33
    9     剩余存续期超过 397 天的浮动利率债券                  2,465,949,543.13                 6.427.5 期末按摊余成本占基金资产净值比例大小排名的前十名债券投资明细
                                                                               金额单位:人民币元
    序号    债券代码           债券名称         债券数量(张)          摊余成本           占基金资产净
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                                                              南方现金增利货币 2012 年半年度报告
                                                                                 值比例(%)
    1    1101088      11 央行票据 88               7,400,000     731,002,860.95             1.90
    2    100236           10 国开 36               4,800,000     478,801,703.47             1.25
    3    1101094      11 央行票据 94               4,200,000     414,422,973.32             1.08
    4    041253028    12 中粮 CP002                3,900,000     391,768,831.78             1.02
    5    110414           11 农发 14               3,700,000     370,257,426.03             0.96
    6    1181375      11 中铝业 CP03               3,100,000     309,912,739.91             0.81
    7    011209001   12 国电集 SCP001              2,800,000     280,899,552.18             0.73
    8    068007       06 首都机场债                2,700,000     262,783,837.15             0.68
    9    041251014   12 国电集 CP001               2,400,000     240,913,888.35             0.63
    10    090205           09 国开 05               2,400,000     240,457,957.38             0.637.6 “影子定价”与“摊余成本法”确定的基金资产净值的偏离
                     项目                                           偏离情况
    报告期内偏离度的绝对值在 0.25(含)-0.5%间的次数                                              115
    报告期内偏离度的最高值                                                                 0.4403%
    报告期内偏离度的最低值                                                                 0.2336%
    报告期内每个交易日偏离度的绝对值的简单平均值                                           0.3484%7.7 期末按公允价值占基金资产净值比例大小排名的所有资产支持证券投资明细注:本基金本报告期末未持有资产支持证券。7.8 投资组合报告附注7.8.1
    本基金采用“摊余成本法”计价,即计价对象以买入成本列示,按票面利率或商定利率并考虑其买入时的溢价与折价,在其剩余期限内平均摊销,每日计提收益。7.8.2
    本报告期内本基金持有剩余期限小于 397 天但剩余存续期超过 397 天的浮动利率债券,但不存在该类浮动利率债券的摊余成本超过当日基金资产净值的 20%的情况。7.8.3
    本基金投资的前十名证券的发行主体本期没有出现被监管部门立案调查,或在报告编制日前一年内受到公开谴责、处罚的情形。
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                                                                      南方现金增利货币 2012 年半年度报告7.8.4 期末其他各项资产构成
                                                                                       单位:人民币元
    序号                      名称                                            金额
    1       存出保证金                                                                        250,000.00
    2       应收证券清算款                                                                  62,968,551.04
    3       应收利息                                                                     688,852,016.62
    4       应收申购款                                                                   398,737,862.62
    5       其他应收款                                                                                   -
    6       待摊费用                                                                                     -
    7       其他                                                                                         -
    8       合计                                                                       1,150,808,430.28
                                  §8 基金份额持有人信息8.1 期末基金份额持有人户数及持有人结构
                                                                                          份额单位:份
                                                               持有人结构
                          户均持有             机构投资者                         个人投资者
    份额级     持有人户
                          的基金份
    别         数(户)                                         占总份                             占总份
                            额              持有份额                           持有份额
                                                             额比例                             额比例
    南方现      276,241      77,713.2    1,570,016,936.47        7.31%     19,897,565,039.40       92.69%
    金增利                          4货币 A
    南方现             422   40,209,7   15,582,329,991.37       91.83%       1,386,173,300.30       8.17%
    金增利                      23.44货币 B
             276,663      138,927.   17,152,346,927.84       44.63%     21,283,738,339.70       55.37%合计
                                45注:机构/个人投资者持有份额占总份额比例的计算中,对下属分级基金,比例的分母采用各自级别的份额,对合计数,比例的分母采用下属分级基金份额的合计数(即期末基金份额总额)。8.2 期末基金管理人的从业人员持有本开放式基金的情况
             项目                  份额级别        持有份额总数(份)             占基金总份额比例
                                  南方现金增                12,895,349.94                        0.06%
                                    利货币 A
    基金管理公司所有从业人           南方现金增                               -                          -
    员持有本开放式基金               利货币 B
                                                            12,895,349.94                        0.03%
                                     合计
                                        第 36 页 共 41 页
                                                           南方现金增利货币 2012 年半年度报告注:1.分级基金管理人的从业人员持有基金占基金总份额比例的计算中,对下属分级基金,比例的分母采用各自级别的份额,对合计数,比例的分母采用下属分级基金份额的合计数(即期末基金份额总额);2.本公司高级管理人员、基金投资和研究部门负责人持有本基金 A/B 类份额的数量区间为 0 至 10 万份(含),本基金基金经理持有本基金 A/B 类份额的数量区间为 10 万份至 50 万份(含)。
                              §9 开放式基金份额变动
                                                                                   单位:份
                                             南方现金增利货          南方现金增利货
                                                   币A                     币B
    基金合同生效日(2004 年 3 月 5 日)基金份       8,049,850,114.32                          -额总额
    本报告期期初基金份额总额                       11,870,517,585.70      12,491,400,912.24
    本报告期基金总申购份额                         64,892,306,489.97      42,528,006,107.38
    减:本报告期基金总赎回份额                     55,295,242,099.80      38,050,903,727.95
    本报告期基金拆分变动份额                                       -                          -
    本报告期期末基金份额总额                       21,467,581,975.87      16,968,503,291.67
                                §10 重大事件揭示10.1 基金份额持有人大会决议
    报告期内无基金份额持有人大会决议。10.2 基金管理人、基金托管人的专门基金托管部门的重大人事变动
    基金管理人、基金托管人的专门基金托管部门本报告期内没有发生重大人事变动。10.3 涉及基金管理人、基金财产、基金托管业务的诉讼
    本报告期内,无涉及基金管理人、基金财产、基金托管业务的诉讼。10.4 基金投资策略的改变
    报告期内本基金投资策略未改变。
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                                                                      南方现金增利货币 2012 年半年度报告10.5 为基金进行审计的会计师事务所情况
    本报告期内本基金未更换会计师事务所。10.6 管理人、托管人及其高级管理人员受稽查或处罚等情况
    本报告期内,基金管理人、基金托管人及其高级管理人员未受监管部门稽查或处罚。10.7 基金租用证券公司交易单元的有关情况10.7.1 基金租用证券公司交易单元进行股票投资及佣金支付情况
                                                                                    金额单位:人民币元
                                    股票交易                      应支付该券商的佣金
              交易单元                     占当期股票
    券商名称                                                                         占当期佣金
                数量       成交金额        成交总额的比            佣金                              备注
                                                                                  总量的比例
                                               例
    银河证券       2                     -                 -                    -                  -    -10.7.2 基金租用证券公司交易单元进行其他证券投资的情况
                                                                                    金额单位:人民币元
                         债券交易                    债券回购交易                      权证交易
                                                                  占当期债
                                占当期债券                                                       占当期权证
    券商名称                                                        券回购
                成交金额        成交总额的比       成交金额                       成交金额       成交总额的
                                                                  成交总额
                                    例                                                             比例
                                                                  的比例
    银河证券                  -                  -              -           -                  -              -注:1、本期租用证券公司交易单元的变更情况 无。2、交易单元的选择标准和程序 根据中国证监会《关于完善证券投资基金交易席位制度有关问题的通知》(证监基金字[2007]48 号)的有关规定,我公司制定了租用证券公司交易单元的选择标准和程序:A:选择标准a、公司经营行为规范,财务状况和经营状况良好;b、公司具有较强的研究能力,能及时、全面地为基金提供高质量的宏观经济研究、行业研究及市场走向、个股分析报告和专门研究报告;c、公司内部管理规范,能满足基金操作的保密要求;d、建立了广泛的信息网络,能及时提供准确的信息资讯服务。B:选择流程 公司研究部门定期对券商服务质量从以下几方面进行量化评比,并根据评比的结果
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                                                                  南方现金增利货币 2012 年半年度报告选择交易单元:a、服务的主动性。主要针对证券公司承接调研课题的态度、协助安排上市公司调研、以及就有关专题提供研究报告和讲座;b、研究报告的质量。主要是指证券公司所提供研究报告是否详实,投资建议是否准确;c、资讯提供的及时性及便利性。主要是指证券公司提供资讯的时效性、及时性以及提供资讯的渠道是否便利、提供的资讯是否充足全面。10.8 偏离度绝对值超过 0.5%的情况注:无。10.9 其他重大事件
    序号                    公告事项                           法定披露方式          法定披露日期
    1       南方基金管理有限公司网上直销关于开          中国证券报、上海证券     2012 年 6 月 25 日
           通电脑 PC 客户端交易的公告                       报、证券时报
    2       关于注意防范冒用南方基金名义进行的          中国证券报、上海证券     2012 年 6 月 25 日
           非法证券活动的提示                               报、证券时报
    3       南方现金增利基金端午节前暂停申购及          中国证券报、上海证券     2012 年 6 月 15 日
           转换转入业务的公告                               报、证券时报
    4       南方基金管理有限公司关于旗下基金获          中国证券报、上海证券      2012 年 6 月 8 日
           配 12 南京二桥 CP001(041258030)公告            报、证券时报
    5       南方基金管理有限公司关于恢复直销电          中国证券报、上海证券      2012 年 6 月 5 日
           话交易服务的公告                                 报、证券时报
    6       南方基金管理有限公司关于旗下部分基          中国证券报、上海证券      2012 年 6 月 5 日
           金在中天证券推出基金定投业务的公告               报、证券时报
    7       南方基金管理有限公司关于旗下部分基          中国证券报、上海证券     2012 年 5 月 21 日
           金在渤海证券推出基金定期定额投资业               报、证券时报
           务的公告
    8       南方基金关于旗下南方现金增利基金增          中国证券报、上海证券     2012 年 5 月 10 日
           加诺亚正行为代销机构的公告                       报、证券时报
    9       南方现金增利基金五一节前暂停申购及          中国证券报、上海证券     2012 年 4 月 23 日
           转换转入业务的公告                               报、证券时报
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                                                        南方现金增利货币 2012 年半年度报告
    10   南方现金增利基金清明节前暂停申购及       中国证券报、上海证券    2012 年 3 月 27 日
    转换转入业务的公告                            报、证券时报
    11   南方基金关于电子直销开通多交易账户       中国证券报、上海证券    2012 年 3 月 26 日
    的公告                                        报、证券时报
    12   南方基金关于开通光大银行卡网上直销       中国证券报、上海证券    2012 年 3 月 26 日
    交易的公告                                    报、证券时报
    13   南方基金关于开通电子直销汇款交易的       中国证券报、上海证券    2012 年 3 月 26 日
    公告                                          报、证券时报
    14   南方现金增利基金限制大额申购和定期       中国证券报、上海证券    2012 年 3 月 26 日
    定额投资业务的公告                            报、证券时报
    15   南方基金关于暂停网上直销交易系统服       中国证券报、上海证券    2012 年 3 月 23 日
    务的公告                                      报、证券时报
    16   南方基金关于暂停直销电话交易系统服       中国证券报、上海证券    2012 年 3 月 23 日
    务的公告                                      报、证券时报
    17   南方基金关于开展农行卡网上直销费率       中国证券报、上海证券     2012 年 3 月 6 日
    优惠的公告                                    报、证券时报
    18   南方基金关于南方深成基金增加国信证       中国证券报、上海证券    2012 年 2 月 24 日
    券为代销机构并开通定投及转换业务的            报、证券时报
    公告
    19   南方基金管理有限公司关于旗下基金获       中国证券报、上海证券    2012 年 2 月 21 日
    配 12 联合水泥 CP001(041252003)公告         报、证券时报
    20   南方基金关于旗下南方稳健等 21 只开放     中国证券报、上海证券    2012 年 2 月 20 日
    式证券投资基金增加五矿证券为代销机            报、证券时报
    构的公告
    21   南方基金关于南方现金增利基金 B 级增      中国证券报、上海证券    2012 年 2 月 15 日
    加中国民生银行为代销机构的公告                报、证券时报
    22   南方现金增利基金春节前暂停申购及转       中国证券报、上海证券    2012 年 1 月 16 日
    换转入业务的公告                              报、证券时报
    23   关于注意防范冒用南方基金名义进行的       中国证券报、上海证券     2012 年 1 月 9 日
                               第 40 页 共 41 页
                                                            南方现金增利货币 2012 年半年度报告
       非法证券活动的提示                              报、证券时报
    24   南方基金管理有限公司关于旗下基金在         中国证券报、上海证券     2012 年 1 月 9 日
       华夏银行开通转换业务的公告                      报、证券时报
    25   南方基金关于旗下部分基金增加华西证         中国证券报、上海证券     2012 年 1 月 9 日
       券为代销机构并开通定投及转换业务的              报、证券时报
       公告
    26   南方基金关于旗下部分基金增加德邦证         中国证券报、上海证券     2012 年 1 月 9 日
       券为代销机构及开通定投和转换业务并              报、证券时报
       参与网上交易费率优惠活动的公告
                              §11 备查文件目录11.1 备查文件目录
    1、中国证监会批准设立南方现金增利基金的文件。
    2、南方现金增利基金基金合同。
    3、南方现金增利基金托管协议。
    4、中国证监会批准设立南方基金管理有限公司的文件。
    5、报告期内在选定报刊上披露的各项公告。11.2 存放地点
    深圳市福田中心区福华一路 6 号免税商务大厦 31-33 楼11.3 查阅方式
    网站:http://www.nffund.com
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