2013
2013
2013
12
31
2013
2014
3
27
2013
1
1
12
31
2
2013
1.2
................................................................................................................. 2
............................................................................................................................. 2
............................................................................................................................. 5
..................................................................................................................... 5
..................................................................................................................... 5
................................................................................................. 5
..................................................................................................................... 6
..................................................................................................................... 6
............................................................. 6
................................................................................................. 6
..................................................................................................................... 7
......................................................................................... 10
....................................................................................................................... 10
........................................................................................... 10
................................................... 11
............................................................... 12
............................................... 13
............................................... 13
............................................................... 14
........................................................... 14
............................................................... 14
....................................................................................................................... 15
................................................................... 15
....... 15
................... 15
........................................................................................................................... 15
........................................................................................................... 15
....................................................................................................... 15
................................................................................................................... 17
....................................................................................................................... 17
............................................................................................................................... 18
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................................................................................................................... 39
................................................................................................... 39
................................................................................... 40
....................... 40
............................................................................... 40
........................................................................... 41
................... 41
....... 41
................... 41
....................................................................................................... 43
....................................................................... 43
3
2013
9.2
........................................................... 43
....................................................................................................... 43
................................................................................................................... 44
............................................................................................... 44
............................... 44
................................................... 44
....................................................................................................... 44
........................................................................... 44
........................................... 45
....................................................................... 45
................................................................................................................... 46
§12
................................................................................... 46
................................................................................................................... 46
................................................................................................................... 46
........................................................................................................................... 46
........................................................................................................................... 46
4
2013
021-38794888
010-66105799
services@cifm.com
custody@icbc.com.cn
5
2013
400-889-4888
95588
021-20628400
010-66105798
55
99 20
55
99 20
200120
100140
http://www.cifm.com
1318
6
99 20
2013
2012
2011
3.1.1
916,955.49
1,228,156.72 1,144,304.90
1,481,066.27
-555,640.08
-858,184.71
464,673.98
764,731.09 1,283,779.87
1,759,776.54
-2,310,664.60
-455,264.17
0.0136
0.0171
0.0284
0.0247
-0.0203
-0.0052
1.25%
1.59%
2.71%
2.38%
-1.96%
-0.51%
6
2013
1.41%
1.05%
2.81%
2.35%
-0.29%
-0.68%
2013
2012
2011
3.1.2
1,933,600.35
1,314,956.92 1,921,444.85
2,053,674.42
1,954,407.47
1,755,081.58
0.0772
0.0565
0.0575
0.0412
0.0312
0.0196
26,982,548.70 24,580,504.96 35,503,714.09
52,113,463.88
64,702,110.91
91,666,707.65
1.077
1.057
1.062
1.046
1.033
1.022
2013
2012
2011
3.1.3
A
B
A
B
A
B
7.70%
5.70%
6.20%
4.60%
3.30%
2.20%
1.
2.
3.2.1
A
-2.27%
0.14%
-3.13%
0.14%
0.86%
0.00%
-1.55%
0.12%
-5.73%
0.12%
4.18%
0.00%
1.41%
0.13%
-5.28%
0.11%
6.69%
0.02%
3.96%
0.13%
-3.55%
0.10%
7.51%
0.03%
-
-
-
-
-
-
7
2013
7.70%
0.11%
-5.83%
0.10%
13.53%
0.01%
B
-2.31%
0.15%
-3.13%
0.14%
0.82%
0.01%
-1.67%
0.12%
-5.73%
0.12%
4.06%
0.00%
1.05%
0.13%
-5.28%
0.11%
6.33%
0.02%
2.72%
0.13%
-3.55%
0.10%
6.27%
0.03%
-
-
-
-
-
-
5.70%
0.11%
-5.83%
0.10%
11.53%
0.01%
3.2.2
2009
6
24
2013
12
31
A
2009
6
24
2013
12
31
B
8
2013
1
2009
6
24
2009
6
24
2013
12
31
2
2009
6
24
2009
12
23
3.2.3
A
9
2013
B
1
2009
2009
6
24
2009
12
31
2
4.1.1
2004
5
12
2007
10
8
2.5
2013
12
10
2013
4.1.2
2003
2007
2007
6
2009-06-24
-
11
2008
6
2008
11
2009
6
1
2
3
11
2013
4.3.1
4.3.2
4.3.3
12
2013
4.4.1
4.4.2
A
1.41% B
1.05%
-5.28%
2014
2013
13
2013
2013
1.
2.
3.
14
2013
2013
(2014) 20774
15
2013
(
)
20
13
12 31
2013
(
)
(1)
(
)
(2)
2013 12
31
2013
2014 3
27
16
2013
2013
12
31
2013
12
31
2012
12
31
7.4.7.1
315,896.20
277,391.02
514,639.86
156,940.68
21,940.13
250,000.00
64,935,459.22
92,310,165.80
-
-
-
-
64,935,459.22
92,310,165.80
-
-
-
-
-
-
600,000.00
-
2,149,403.63
6,000,000.00
1,066,090.29
1,483,385.51
-
-
10,992.88
1,052,644.57
-
-
-
-
69,614,422.21
101,530,527.58
2013
12
31
2012
12
31
-
-
-
-
-
-
16,100,000.00
6,000,000.00
-
6,004,430.66
263,997.25
159,224.13
28,328.19
44,614.01
9,442.73
14,871.33
8,009.80
15,535.33
13,669.97
14,251.94
17
2013
1,131,026.80
1,110,354.90
6,874.17
-
-
-
-
-
490,019.64
550,067.31
18,051,368.55
13,913,349.61
48,314,496.39
83,275,291.26
3,248,557.27
4,341,886.71
51,563,053.66
87,617,177.97
69,614,422.21
101,530,527.58
2013
12
31
48,314,496.39
A
25,048,948.35
B
23,265,548.04
A
1.077
B
1.057
2013
1
1
2013
12
31
2013 1
1
2013 12
2012 1
1
2012 12
31
31
2,717,051.70
4,728,647.93
4,603,162.36
3,523,516.28
30,777.52
59,248.72
4,548,726.75
3,410,914.93
-
-
23,658.09
53,352.63
-
-
-1,008,441.42
746,419.41
15,972.43
126.38
-1,024,413.85
746,293.03
-
-
-
-
-
-
-
-
-
-
-915,707.14
418,185.24
-
-
18
2013
38,037.90
40,527.00
1,487,646.63
1,685,091.52
511,699.81
730,110.25
170,566.60
243,370.04
169,144.89
258,811.90
71,156.29
61,013.97
292,698.56
39,208.57
292,698.56
39,208.57
272,380.48
352,576.79
1,229,405.07
3,043,556.41
-
-
1,229,405.07
3,043,556.41
2013
1
1
2013
12
31
2013 1
1
2013 12 31
83,275,291.26
4,341,886.71
87,617,177.97
-
1,229,405.07
1,229,405.07
-34,960,794.87
-2,322,734.51
-37,283,529.38
171,465,125.25
15,010,454.56
186,475,579.81
-206,425,920.12
-17,333,189.07
-223,759,109.19
-
-
-
48,314,496.39
3,248,557.27
51,563,053.66
2012 1
1
2012 12 31
152,358,571.01
4,010,247.55
156,368,818.56
-
3,043,556.41
3,043,556.41
19
2013
-69,083,279.75
-2,711,917.25
-71,795,197.00
235,364,234.08
11,833,514.52
247,197,748.60
-304,447,513.83
-14,545,431.77
-318,992,945.60
-
-
-
83,275,291.26
4,341,886.71
87,617,177.97
7.1
7.4
7.4
7.4.1
(
)
(
)
[2009]361
2009 5 25
2009
6
19
1,800,918,562.24
(2009)
115
2009
6
24
1,801,237,418.78
318,856.54
A
B
A
B
(
)
20
2013
80%
5%
2014
3
27
7.4.2
2006
2
15
38
(
)
XBRL
3
<
>
7.4.4
21
2013
7.4.3
2013
2013
12
31
2013
7.4.4
7.4.4.1
1
1
12
31
7.4.4.2
7.4.4.3
(1)
(2)
7.4.4.4
22
2013
(1)
(2)
(3)
7.4.4.5
(1)
(2)
(3)
7.4.4.6
1)
2)
7.4.4.7
7.4.4.8
/(
)
23
2013
7.4.4.9
/(
)
7.4.4.10
7.4.4.11
7.4.4.12
(1)
(2)
(3)
24
2013
7.4.4.13
[2007]21
<
>
7.4.5
7.4.5.1
7.4.5.2
7.4.5.3
7.4.6
[2002]128
[2008]1
[2012]85
(1)
(2)
(3)
20%
2013
1
1
1
( 1
)
1
1
(
1 )
50%
1
25%
50%
20%
(4)
0.1%
25
2013
7.4.7
7.4.7.1
2013
12
31
2012
12
31
315,896.20
277,391.02
-
-
-
-
315,896.20
277,391.02
7.4.7.2
-
-
-
-
-
-
59,615,049.37
58,117,059.22
-1,497,990.15
7,000,000.00
6,818,400.00
-181,600.00
66,615,049.37
64,935,459.22
-1,679,590.15
-
-
-
-
-
-
-
-
-
66,615,049.37
64,935,459.22
-1,679,590.15
2012
12
31
-
-
-
-
-
-
78,582,368.81
77,974,365.80
-608,003.01
14,491,680.00
14,335,800.00
-155,880.00
93,074,048.81
92,310,165.80
-763,883.01
-
-
-
-
-
-
-
-
-
93,074,048.81
92,310,165.80
-763,883.01
7.4.7.3
/
7.4.7.4
7.4.7.4.1
26
2013
2013
12
31
600,000.00
-
-
-
600,000.00
-
2012
12
31
-
-
-
-
-
-
7.4.7.4.2
7.4.7.5
2013 12 31
2012 12 31
108.45
582.77
-
-
-
-
254.65
77.77
1,065,698.96
1,482,724.78
-
-
17.34
0.19
10.89
-
1,066,090.29
1,483,385.51
7.4.7.6
7.4.7.7
2013
12
31
2012
12
31
13,669.97
13,942.09
-
309.85
13,669.97
14,251.94
7.4.7.8
27
2013
2013 12 31
2012 12 31
250,000.00
250,000.00
19.64
67.31
240,000.00
300,000.00
490,019.64
550,067.31
7.4.7.9
A
2013 1
1
2013 12 31
33,435,077.85
33,435,077.85
114,494,458.69
114,494,458.69
-122,880,588.19
-122,880,588.19
25,048,948.35
25,048,948.35
B
2013 1
1
2013 12 31
49,840,213.41
49,840,213.41
56,970,666.56
56,970,666.56
-83,545,331.93
-83,545,331.93
23,265,548.04
23,265,548.04
7.4.7.10
A
1,921,444.85
147,191.39
2,068,636.24
916,955.49
-452,281.51
464,673.98
-727,954.26
128,244.39
-599,709.87
9,222,042.85
1,524,869.60
10,746,912.45
-9,949,997.11
-1,396,625.21
-11,346,622.32
-
-
-
2,110,446.08
-176,845.73
1,933,600.35
28
2013
B
2,053,674.42
219,576.05
2,273,250.47
1,228,156.72
-463,425.63
764,731.09
-1,808,550.20
85,525.56
-1,723,024.64
3,247,302.69
1,016,239.42
4,263,542.11
-5,055,852.89
-930,713.86
-5,986,566.75
-
-
-
1,473,280.94
-158,324.02
1,314,956.92
7.4.7.11
2013 1
1
2013 12 31
2012 1
1
2012 12 31
23,659.34
54,882.32
-
-
-
-
6,009.52
1,933.16
1,108.66
2,433.24
30,777.52
59,248.72
7.4.7.12
2013 1
1
2013 12 31
2012 1
1
2012 12 31
648,443.73
1,064,681.88
632,471.30
1,064,555.50
15,972.43
126.38
7.4.7.13
2013 1
1
2013 12
2012 1
1
2012 12 31
31
230,454,397.34
251,774,336.55
227,793,361.99
247,451,065.26
3,685,449.20
3,576,978.26
29
2013
-1,024,413.85
746,293.03
7.4.7.14
7.4.7.15
7.4.7.16
2013 1
1
2013 12 31
2012 1
1
2012 12 31
-915,707.14
418,185.24
-
-
-915,707.14
418,185.24
-
-
-
-
-
-
-
-
-
-
-
-
-915,707.14
418,185.24
7.4.7.17
2013 1
1
2013 12 31
2012 1
1
2012 12 31
24,274.42
37,290.42
11,884.96
2,624.58
1,878.52
612.00
38,037.90
40,527.00
1.
25%
2.
25%
7.4.7.18
2013 1
1
2013 12 31
2012 1
1
2012 12 31
30
2013
70,318.79
59,088.97
837.50
1,925.00
71,156.29
61,013.97
7.4.7.19
2013 1
1
2013 12 31
2012 1
1
2012 12 31
60,000.00
60,000.00
180,000.00
240,000.00
6,480.48
9,176.79
25,500.00
18,000.00
400.00
400.00
-
25,000.00
272,380.48
352,576.79
7.4.8
7.4.8.1
7.4.8.2
7.4.9
(
)
(
)
(
)
J.P. Morgan Investment Management Limited
(
)
J.P. Morgan 8CS Investments (GP) Limited
(
)
7.4.10
7.4.10.1
31
2013
7.4.10.2
7.4.10.2.1
2013 1
1
2013 12 31
2012 1
1
2012 12 31
511,699.81
730,110.25
104,648.77
118,890.73
0.6%
X 0.6% /
7.4.10.2.2
2013 1
1
2013 12 31
2012 1
1
2012 12 31
170,566.60
243,370.04
0.2%
X 0.2% /
7.4.10.2.3
2013 1
1
2013 12 31
A
B
-
70,750.74
70,750.74
-
37,315.74
37,315.74
-
108,066.48
108,066.48
2012 1
1
2012 12 31
A
B
-
144,526.00
144,526.00
-
54,369.82
54,369.82
32
2013
-
198,895.82
198,895.82
1.
B
2.
B
0.35%
B
X 0.35% /
7.4.10.3
(
)
7.4.10.4
7.4.10.5
2013
1
1
2013
12
31
2012
1
1
2012
12
31
7.4.10.6
7.4.10.7
7.4.11
7.4.12
(2013
12
31
)
7.4.12.1
/
7.4.12.2
7.4.12.3
7.4.12.3.1
33
2013
7.4.12.3.2
2013
12
31
16,100,000.00
2013
1
3
7.4.13
7.4.13.1
7.4.13.2
34
2013
7.4.13.2.1
7.4.13.2.2
2013
12
31
2012
12
31
AAA
3,113,860.00
14,305,830.70
AA+
17,078,367.30
24,364,898.00
AA
36,330,068.82
37,575,825.10
AA-
-
816,452.00
8,413,163.10
15,247,160.00
64,935,459.22
92,310,165.80
7.4.13.3
10%
10%
35
2013
7.4.12
2013
12
31
16,100,000.00
(
)
(
)
7.4.13.4
7.4.13.4.1
7.4.13.4.1.1
2013
12
31
3
3
1
1
5
5
315,896.20
-
-
-
-
315,896.20
514,639.86
-
-
-
-
514,639.86
21,940.13
-
-
-
-
21,940.13
3,750,714.00
1,055,754.50
28,188,413.10 31,940,577.62
-
64,935,459.22
600,000.00
-
-
-
-
600,000.00
-
-
-
-
2,149,403.63
2,149,403.63
-
-
-
-
1,066,090.29
1,066,090.29
2,017.85
-
-
-
8,975.03
10,992.88
5,205,208.04
1,055,754.50
28,188,413.10 31,940,577.62
3,224,468.95
69,614,422.21
16,100,000.00
-
-
-
-
16,100,000.00
-
-
-
-
263,997.25
263,997.25
-
-
-
-
28,328.19
28,328.19
-
-
-
-
9,442.73
9,442.73
-
-
-
-
8,009.80
8,009.80
36
2013
-
-
-
-
13,669.97
13,669.97
-
-
-
-
1,131,026.80
1,131,026.80
-
-
-
-
6,874.17
6,874.17
-
-
-
-
490,019.64
490,019.64
16,100,000.00
-
-
-
1,951,368.55
18,051,368.55
-10,894,791.96
1,055,754.50
28,188,413.10 31,940,577.62
1,273,100.40
51,563,053.66
2012
12
31
3
3
1
1
5
5
277,391.02
-
-
-
-
277,391.02
156,940.68
-
-
-
-
156,940.68
-
-
-
-
250,000.00
250,000.00
-
10,007,384.00
55,786,139.30 26,516,642.50
-
92,310,165.80
-
-
-
-
6,000,000.00
6,000,000.00
-
-
-
-
1,483,385.51
1,483,385.51
2,391.06
-
-
-
1,050,253.51
1,052,644.57
436,722.76
10,007,384.00
55,786,139.30 26,516,642.50
8,783,639.02 101,530,527.58
6,000,000.00
-
-
-
-
6,000,000.00
-
-
-
-
6,004,430.66
6,004,430.66
-
-
-
-
159,224.13
159,224.13
-
-
-
-
44,614.01
44,614.01
-
-
-
-
14,871.33
14,871.33
-
-
-
-
15,535.33
15,535.33
-
-
-
-
14,251.94
14,251.94
-
-
-
-
1,110,354.90
1,110,354.90
-
-
-
-
550,067.31
550,067.31
6,000,000.00
-
-
-
7,913,349.61
13,913,349.61
-5,563,277.24
10,007,384.00
55,786,139.30 26,516,642.50
870,289.41
87,617,177.97
7.4.13.4.1.2
2013
12
31
2012
12
31
57
71
57
70
37
2013
7.4.13.4.2
7.4.13.4.3
“
”
80%
VaR(Value at Risk)
2013
12
31
(2012
12
31
)
(2012
12
31
, )
7.4.14
(1)
(a)
(b)
(i)
(
)
(
)
(
)
(
38
2013
)
(ii)
2013
12
31
58,117,059.22
6,818,400.00
(2012
12
31
77,974,365.80
14,335,800.00
)
(iii)
(iv)
(2)
1
-
-
-
-
2
64,935,459.22
93.28
64,935,459.22
93.28
-
-
3
-
-
4
-
-
5
600,000.00
0.86
-
-
6
830,536.06
1.19
7
3,248,426.93
4.67
8
69,614,422.21
100.00
2013
12
31
51,563,053.66
A
1.077
1.077
B
1.057
1.057
39
2013
8.4.1
2%
20
1
582,433.96
0.66
2
50,037.34
0.06
“
”
“
”
“
”
“
”
8.4.2
2%
20
1
597,731.35
0.68
2
50,712.38
0.06
“
”
“
”
“
”
“
”
8.4.3
632,471.30
648,443.73
“
”
“
”
“
”
“
”
40
2013
1
8,413,163.10
16.32
2
-
-
3
-
-
-
-
4
50,209,006.90
97.37
5
-
-
6
-
-
7
6,313,289.22
12.24
8
-
-
9
64,935,459.22
125.93
1
51,820
4,657,581.60
9.03
2
39,700
3,910,450.00
7.58
3
40,000
3,853,200.00
7.47
4
37,620
3,750,714.00
7.27
5
30,000
2,965,200.00
5.75
8.10
41
2013
8.11
8.12
8.12.1
8.12.2
8.12.3
1
21,940.13
2
2,149,403.63
3
-
4
1,066,090.29
5
10,992.88
6
-
7
-
8
-
9
3,248,426.93
8.12.4
( )
(%)
1
110016
1,555,688.40
3.02
2
113001
1,155,960.00
2.24
3
110015
986,022.40
1.91
8.12.5
8.12.6
42
2013
( )
1,689
14,830.64
0.00
0.00%
25,048,948.35
100.00%
A
1,418
16,407.30
0.00
0.00%
23,265,548.04
100.00%
B
3,107
15,550.21
0.00
0.00%
48,314,496.39
100.00%
9.2
A
-
-
B
-
-
-
-
A
B
(2009 6 24
)
423,047,194.30
1,378,190,224.48
33,435,077.85
49,840,213.41
114,494,458.69
56,970,666.56
122,880,588.19
83,545,331.93
-
-
25,048,948.35
23,265,548.04
43
2013
60,000
5
44
2013
11.7.1
1
50,712.38
7.82%
52,893.15
78.55%
-
1
597,731.35
92.18%
14,444.18
21.45%
-
1.
2.
1
,
2
,
3
,
4
,
,
5
,
,
3.
1
2
4. 2013
11.7.2
281,713,109.69
75.67%
618,000,000.00
92.39%
-
-
90,577,833.34
24.33%
50,938,000.00
7.61%
-
-
45
2013
1.
2013
2
8
2.
2013
4
19
12
1.
2.
3.
4.
5.
6.
www.cifm.com
46
2013
47
