2013
2013
2013
12
31
2013
2014
3
27
2013
1
1
12
31
1
2013
1.2
................................................................................................................ 1
............................................................................................................................ 1
............................................................................................................................ 4
.................................................................................................................... 4
.................................................................................................................... 4
................................................................................................. 4
.................................................................................................................... 5
.................................................................................................................... 5
............................................................. 5
................................................................................................. 5
.................................................................................................................... 6
........................................................................................... 8
........................................................................................................................ 8
............................................................................................. 8
................................................... 10
............................................................... 10
............................................... 11
............................................... 11
............................................................... 12
........................................................... 12
............................................................... 12
...................................................................................................................... 13
................................................................... 13
....... 13
................... 13
.......................................................................................................................... 13
.......................................................................................................... 13
...................................................................................................... 13
.................................................................................................................. 15
...................................................................................................................... 15
.............................................................................................................................. 16
................................................................................... 17
.......................................................................................................................... 18
.................................................................................................................. 35
................................................................................................... 35
................................................................................... 35
....................... 36
............................................................................... 37
........................................................................... 41
................... 41
....... 41
....... 41
2
2013
................... 41
........................................................... 41
........................................................... 42
.......................................................................................................... 42
...................................................................................................... 43
....................................................................... 43
9.2
........................................................... 43
...................................................................................................... 43
.................................................................................................................. 44
............................................................................................... 44
............................... 44
................................................... 44
...................................................................................................... 44
........................................................................... 44
........................................... 45
....................................................................... 45
.................................................................................................................. 46
................................................................................... 47
.................................................................................................................. 47
.................................................................................................................. 47
.......................................................................................................................... 47
.......................................................................................................................... 47
3
2013
021-38794888
010-67595096
services@cifm.com
tianqing1.zh@ccb.com
400-889-4888
010-67595096
021-20628400
010-66275853
4
2013
99 20
25
1
1
99 20
200120
100033
http://www.cifm.com
1318
6
203,468,074.71
-81,259,326.81
-183,933,263.06
186,388,682.50
41,701,922.86
-244,605,155.61
0.3140
0.0460
-0.2344
32.08%
5.90%
-25.57%
28.80%
6.17%
-24.03%
14,403,885.20
-229,929,405.69
-231,628,318.41
0.0420
-0.2681
-0.2377
357,413,351.15
693,443,015.85
742,788,461.95
1.042
0.809
0.762
4.20%
-19.10%
-23.80%
1.
5
2013
2.
3.2.1
-4.40%
1.19%
-2.69%
0.96%
-1.71%
0.23%
5.04%
1.30%
5.15%
1.10%
-0.11%
0.20%
28.80%
1.45%
-6.09%
1.18%
34.89%
0.27%
3.89%
1.23%
-20.12%
1.13%
24.01%
0.10%
-
-
-
-
-
-
4.20%
1.22%
-22.03%
1.13%
26.23%
0.09%
300
85%+
15%
3.2.2
6
2013
1.
2010
12
20
2010
12
20
2013
12
31
2.
2010
12
20
2011
6
19
3.2.3
7
2013
4.1.1
4.1.2
2001
3
2004
3
2004
3
2013-7-22
-
12
2005
4
2005
5
2008
5
8
2013
2008
5
2013
7
2013
9
2014
1
1999
7
2002
9
2002
10
2005
5
2005
5
2009
7
2009
7
2010-12-20
2013-8-21
15
2009
10
2010
12
2013 8
2013
6
2013
11
9
2013
4.3.1
4.3.2
10
2013
4.3.3
28.80%
-6.09%
11
2013
12
2013
(2014) 20811
(
)
2013
12
31
2013
13
2013
(
)
(1)
(
)
(2)
2013
12
31
2013
2014 3
27
14
2013
2013
12
31
2013
12
31
2012
12
31
7.4.7.1
10,272,713.49
63,023,713.90
1,625,974.35
1,856,664.66
349,794.65
923,710.79
7.4.7.2
321,477,500.36
635,115,283.32
305,507,900.36
635,115,283.32
-
-
15,969,600.00
-
-
-
-
-
7.4.7.3
-
-
7.4.7.4
24,000,000.00
-
1,935,697.62
9,534,246.74
7.4.7.5
449,082.58
14,337.30
-
-
149,810.03
301,158.42
-
-
7.4.7.6
-
-
360,260,573.08
710,769,115.13
2013
12
31
2012
12
31
-
-
-
-
7.4.7.3
-
-
-
-
-
12,218,352.04
810,752.45
2,090,051.46
456,239.53
827,390.67
76,039.90
137,898.44
-
-
15
2013
7.4.7.7
1,139,748.35
1,176,869.78
-
-
-
-
-
-
-
-
7.4.7.8
364,441.70
875,536.89
2,847,221.93
17,326,099.28
7.4.7.9
343,009,465.95
857,583,233.75
7.4.7.10
14,403,885.20
-164,140,217.90
357,413,351.15
693,443,015.85
360,260,573.08
710,769,115.13
2013
12
31
1.042
343,009,465.95
2013
1
1
2013
12
31
2013 1
1
2013 12
2012 1
1
2012 12
31
31
205,620,196.37
62,247,460.45
874,814.19
673,441.75
7.4.7.11
447,776.75
666,736.89
408,092.85
6,704.86
-
-
18,944.59
-
-
-
221,309,952.59
-61,486,774.71
7.4.7.12
218,010,873.14
-67,537,022.33
-
-
7.4.7.13
31,060.00
-317,303.46
-
-
-
-
7.4.7.14
-
-
7.4.7.15
3,268,019.45
6,367,551.08
7.4.7.16
-17,079,392.21
122,961,249.67
-
-
16
2013
7.4.7.17
514,821.80
99,543.74
19,231,513.87
20,545,537.59
8,752,523.54
10,611,962.61
1,458,753.90
1,768,660.48
-
-
7.4.7.18
8,636,798.43
7,772,709.30
-
-
-
-
7.4.7.19
383,438.00
392,205.20
186,388,682.50
41,701,922.86
-
-
186,388,682.50
41,701,922.86
2013
1
1
2013
12
31
2013 1
1
2013 12 31
857,583,233.75
-164,140,217.90
693,443,015.85
-
186,388,682.50
186,388,682.50
-514,573,767.80
-7,844,579.40
-522,418,347.20
151,960,670.56
1,246,905.99
153,207,576.55
-666,534,438.36
-9,091,485.39
-675,625,923.75
-
-
-
343,009,465.95
14,403,885.20
357,413,351.15
2012 1
1
2012 12 31
974,416,780.36
-231,628,318.41
742,788,461.95
-
41,701,922.86
41,701,922.86
17
2013
-116,833,546.61
25,786,177.65
-91,047,368.96
27,012,047.60
-6,071,831.79
20,940,215.81
-143,845,594.21
31,858,009.44
-111,987,584.77
-
-
-
857,583,233.75
-164,140,217.90
693,443,015.85
7.1
7.4
7.4.1
(
)
(
)
[2010]1245
1,190,182,910.59
(2010)
408
2010
12
20
1,190,330,307.52
147,396.93
80%-95%
0-20%
0-3%
5%
80%
300
85%+
15%
2014
3
27
7.4.2
2006
2
15
38
(
)
XBRL
3
<
>
18
2013
7.4.4
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
(1)
(2)
19
2013
(3)
7.4.4.5
(1)
(2)
(3)
7.4.4.6
1)
2)
7.4.4.7
7.4.4.8
/(
)
7.4.4.9
/(
)
20
2013
7.4.4.10
7.4.4.11
7.4.4.12
(1)
(2)
(3)
7.4.4.13
(1)
(
)
[2008]38
(2)
[2007]21
<
>
(3)
[2007]21
<
>
7.4.5
7.4.5.1
21
2013
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%
7.4.7
7.4.7.1
2013
12
31
2012
12
31
10,272,713.49
63,023,713.90
-
-
-
-
10,272,713.49
63,023,713.90
7.4.7.2
255,111,560.80
305,507,900.36
50,396,339.56
-
-
-
22
2013
5,980,646.80
5,970,600.00
-10,046.80
9,963,630.00
9,999,000.00
35,370.00
15,944,276.80
15,969,600.00
25,323.20
-
-
-
-
-
-
-
-
-
271,055,837.60
321,477,500.36
50,421,662.76
2012
12
31
567,614,228.35
635,115,283.32
67,501,054.97
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
567,614,228.35
635,115,283.32
67,501,054.97
7.4.7.3
/
7.4.7.4
7.4.7.4.1
2013
12
31
24,000,000.00
-
-
-
24,000,000.00
-
2012
12
31
-
-
-
-
-
-
7.4.7.4.2
23
2013
7.4.7.5
2013 12 31
2012 12 31
7,069.92
13,417.79
-
-
-
-
805.31
919.05
437,945.21
-
-
-
3,088.89
0.46
173.25
-
449,082.58
14,337.30
7.4.7.6
7.4.7.7
2013
12
31
2012
12
31
1,139,548.35
1,176,869.78
200.00
-
1,139,748.35
1,176,869.78
7.4.7.8
2013 12 31
2012 12 31
-
500,000.00
441.70
3,536.89
364,000.00
372,000.00
364,441.70
875,536.89
7.4.7.9
2013 1
1
2013 12 31
857,583,233.75
857,583,233.75
151,960,670.56
151,960,670.56
-666,534,438.36
-666,534,438.36
24
2013
343,009,465.95
343,009,465.95
7.4.7.10
-229,929,405.69
65,789,187.79
-164,140,217.90
203,468,074.71
-17,079,392.21
186,388,682.50
56,782,915.70
-64,627,495.10
-7,844,579.40
-16,987,148.63
18,234,054.62
1,246,905.99
73,770,064.33
-82,861,549.72
-9,091,485.39
-
-
-
30,321,584.72
-15,917,699.52
14,403,885.20
7.4.7.11
2013 1
1
2013 12 31
2012 1
1
2012 12 31
402,461.13
633,188.06
-
-
-
-
36,016.18
33,523.38
9,299.44
25.45
447,776.75
666,736.89
7.4.7.12
2013 1
1
2013 12 31
2012 1
1
2012 12 31
3,020,649,159.97
2,580,691,305.50
2,802,638,286.83
2,648,228,327.83
218,010,873.14
-67,537,022.33
7.4.7.13
2013 1
1
2013 12
2012 1
1
2012 12 31
31
20,494,977.53
27,306,793.90
19,927,260.00
27,547,580.68
25
2013
536,657.53
76,516.68
31,060.00
-317,303.46
7.4.7.14
7.4.7.15
2013 1
1
2013 12 31
2012 1
1
2012 12 31
3,268,019.45
6,367,551.08
-
-
3,268,019.45
6,367,551.08
7.4.7.16
2013 1
1
2013 12 31
2012 1
1
2012 12 31
-17,079,392.21
122,961,249.67
-17,104,715.41
122,961,249.67
25,323.20
-
-
-
-
-
-
-
-
-
-
-
-
-
-17,079,392.21
122,961,249.67
7.4.7.17
2013 1
1
2013 12 31
2012 1
1
2012 12 31
382,791.27
83,545.72
68,080.82
-
63,949.71
15,998.02
514,821.80
99,543.74
1.
25%
2.
25%
26
2013
7.4.7.18
2013 1
1
2013 12 31
2012 1
1
2012 12 31
8,636,373.43
7,772,709.30
425.00
-
8,636,798.43
7,772,709.30
7.4.7.19
2013 1
1
2013 12 31
2012 1
1
2012 12 31
64,000.00
72,000.00
300,000.00
300,000.00
1,438.00
2,205.20
18,000.00
18,000.00
383,438.00
392,205.20
7.4.8
7.4.8.1
7.4.8.2
7.4.9
27
2013
7.4.10
7.4.10.1
7.4.10.2
7.4.10.2.1
2013 1
1
2013 12 31
2012 1
1
2012 12 31
8,752,523.54
10,611,962.61
2,849,602.83
3,130,103.55
1.5%
X1.5%/
7.4.10.2.2
2013 1
1
2013 12 31
2012 1
1
2012 12 31
1,458,753.90
1,768,660.48
0.25%
X0.25%/
7.4.10.3
(
)
7.4.10.4
7.4.10.5
28
2013
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
/
002236
2013-05-29
2014-06-02
33.60
37.93
365,000
12,264,000.00
13,844,450.00
-
7.4.12.2
7.4.12.3
7.4.13
7.4.13.1
29
2013
7.4.13.2
2013
12
31
(2012
12
31
)
7.4.13.3
30
2013
10%
10%
7.4.12
2013
12
31
(
)
7.4.13.4
7.4.13.4.1
7.4.13.4.1.1
3
1-5
5
-1
31
2013
32
2013
7.4.13.4.1.2
2013
12
31
4.47%(2012
12 31
)
(2012
12
31
)
7.4.13.4.2
7.4.13.4.3
33
2013
80%-95%
0-20%
0-3%
VaR(ValueatRisk)
7.4.13.4.3.1
2013
12
31
2012
12
31
305,507,900.36
85.48
635,115,283.32
91.59
-
-
-
-
-
-
-
-
305,507,900.36
85.48
635,115,283.32
91.59
7.4.13.4.3.2
2013
12
31
2012
12
31
7.4.14
(1)
(a)
(b)
(i)
(
)
(
)
(
)
(
)
(ii)
2013
12 31
294,192,678.36
27,284,822.00
(2012 12
31
625,675,283.32
9,440,000.00
)
(iii)
34
2013
(
)
(iv)
(2)
1
305,507,900.36
84.80
305,507,900.36
84.80
2
15,969,600.00
4.43
15,969,600.00
4.43
-
-
3
-
-
4
-
-
5
24,000,000.00
6.66
-
-
6
11,898,687.84
3.30
7
2,884,384.88
0.80
8
360,260,573.08
100.00
2013
12
31
357,413,351.15
1.042
1.042
A
-
-
B
-
-
C
253,639,162.32
70.97
D
-
-
E
-
-
35
2013
F
-
-
G
-
-
H
-
-
I
25,630,588.39
7.17
J
7,771,559.00
2.17
K
-
-
L
2,207,588.75
0.62
M
-
-
N
12,653,549.90
3.54
O
-
-
P
-
-
Q
3,605,452.00
1.01
R
-
-
S
-
-
305,507,900.36
85.48
1
398,500
31,628,945.00
8.85
2
772,546
30,504,930.48
8.53
3
400,704
20,255,587.20
5.67
4
184,904
20,099,064.80
5.62
5
1,642,513
19,545,904.70
5.47
6
521,153
18,282,047.24
5.12
7
972,700
14,464,049.00
4.05
8
183,882
12,908,516.40
3.61
9
781,110
10,794,940.20
3.02
10
241,027
9,923,081.59
2.78
11
116,147
9,175,613.00
2.57
12
211,515
9,071,878.35
2.54
13
158,991
7,191,162.93
2.01
14
160,135
6,563,933.65
1.84
15
163,469
6,208,552.62
1.74
16
308,335
6,089,616.25
1.70
17
260,000
5,564,000.00
1.56
18
191,930
5,562,131.40
1.56
19
107,657
5,519,574.39
1.54
36
2013
20
232,197
5,335,887.06
1.49
21
155,394
4,287,320.46
1.20
22
245,100
4,159,347.00
1.16
23
199,200
3,691,176.00
1.03
24
319,100
3,612,212.00
1.01
25
112,600
3,605,452.00
1.01
26
334,700
3,587,984.00
1.00
27
89,189
3,521,181.72
0.99
28
209,530
3,499,151.00
0.98
29
204,600
3,441,372.00
0.96
30
76,900
2,961,419.00
0.83
31
60,899
2,207,588.75
0.62
32
81,113
2,027,825.00
0.57
33
75,698
1,876,553.42
0.53
34
49,017
1,850,391.75
0.52
35
115,500
1,834,140.00
0.51
36
47,600
1,785,000.00
0.50
37
103,200
1,764,720.00
0.49
38
136,500
1,105,650.00
0.31
8.4.1
2%
20
1
56,387,394.40
8.13
2
46,595,703.07
6.72
3
40,358,114.62
5.82
4
39,285,191.31
5.67
5
38,419,665.23
5.54
6
37,236,514.16
5.37
7
35,644,726.01
5.14
8
30,579,877.54
4.41
9
29,141,691.11
4.20
10
28,693,824.61
4.14
11
28,394,408.43
4.09
12
28,382,658.09
4.09
13
28,209,270.38
4.07
14
28,132,178.68
4.06
37
2013
15
27,394,986.13
3.95
16
25,251,556.27
3.64
17
24,497,926.15
3.53
18
24,242,649.39
3.50
19
23,987,772.64
3.46
20
23,675,223.25
3.41
21
23,314,162.89
3.36
22
22,007,672.27
3.17
23
21,505,853.20
3.10
24
20,220,631.08
2.92
25
20,178,670.66
2.91
26
20,113,209.61
2.90
27
19,626,587.60
2.83
28
19,463,041.25
2.81
29
19,241,320.54
2.77
30
19,007,160.52
2.74
31
18,325,686.19
2.64
32
17,950,171.68
2.59
33
17,100,528.61
2.47
34
16,838,441.63
2.43
35
16,581,846.48
2.39
36
16,463,266.70
2.37
37
16,354,575.81
2.36
38
16,199,542.83
2.34
39
15,894,887.44
2.29
40
15,868,777.23
2.29
41
15,441,455.80
2.23
42
15,274,438.38
2.20
43
15,258,520.83
2.20
44
15,183,782.76
2.19
45
14,728,525.83
2.12
46
14,599,713.27
2.11
47
14,330,054.24
2.07
48
14,087,258.01
2.03
49
14,046,906.48
2.03
50
13,988,638.61
2.02
51
13,908,593.34
2.01
8.4.2
2%
20
38
2013
1
71,992,001.06
10.38
2
52,603,279.65
7.59
3
52,023,836.31
7.50
4
49,962,501.05
7.20
5
47,097,050.92
6.79
6
44,229,385.09
6.38
7
42,995,902.90
6.20
8
42,292,505.89
6.10
9
37,710,481.91
5.44
10
35,433,772.29
5.11
11
35,086,176.02
5.06
12
34,307,870.02
4.95
13
30,889,779.53
4.45
14
30,234,318.34
4.36
15
29,802,527.34
4.30
16
29,496,686.89
4.25
17
29,218,159.63
4.21
18
28,673,288.92
4.13
19
27,413,848.26
3.95
20
26,663,477.71
3.85
21
26,441,435.46
3.81
22
25,200,362.59
3.63
23
24,081,783.60
3.47
24
23,365,357.70
3.37
25
23,242,232.80
3.35
26
22,915,176.13
3.30
27
22,892,226.55
3.30
28
22,825,513.62
3.29
29
22,729,214.64
3.28
30
21,530,507.60
3.10
31
21,287,829.36
3.07
32
21,040,252.30
3.03
33
20,360,996.22
2.94
34
19,847,740.02
2.86
35
19,828,989.52
2.86
36
19,135,207.57
2.76
37
18,604,640.68
2.68
39
2013
38
18,488,679.52
2.67
39
18,441,250.98
2.66
40
18,433,888.16
2.66
41
18,242,240.57
2.63
42
18,123,598.68
2.61
43
17,847,155.87
2.57
44
17,459,867.92
2.52
45
17,432,198.49
2.51
46
17,373,830.48
2.51
47
17,258,611.09
2.49
48
17,152,649.72
2.47
49
16,964,199.29
2.45
50
16,756,948.11
2.42
51
16,498,525.49
2.38
52
16,492,963.02
2.38
53
16,370,677.98
2.36
54
16,224,211.53
2.34
55
15,833,949.85
2.28
56
15,433,786.86
2.23
57
15,291,015.95
2.21
58
14,949,640.52
2.16
59
14,531,486.60
2.10
60
14,455,971.10
2.08
61
14,089,572.02
2.03
62
14,030,387.52
2.02
63
13,954,765.41
2.01
64
13,909,368.65
2.01
8.4.3
2,490,135,619.28
3,020,649,159.97
40
2013
1
5,970,600.00
1.67
2
-
-
3
9,999,000.00
2.80
9,999,000.00
2.80
4
-
-
5
-
-
6
-
-
7
-
-
8
-
-
9
15,969,600.00
4.47
1
100,000
9,999,000.00
2.80
2
60,000
5,970,600.00
1.67
41
2013
8.12.1
(
)
000661
2013 9
24
(
)
1
550
2
2974.62
8.12.2
8.12.3
1
349,794.65
2
1,935,697.62
3
-
4
449,082.58
5
149,810.03
6
-
7
-
8
-
9
2,884,384.88
8.12.4
42
2013
8.12.5
( )
(%)
1
002236
13,844,450.00
3.87
8.12.6
( )
9,761
35,140.81
1,471,997.67
0.43%
341,537,468.28
99.57%
9.2
7908.39
0.0023%
0
0
(2010
12
20
)
1,190,330,307.52
857,583,233.75
43
2013
151,960,670.56
666,534,438.36
-
343,009,465.95
64,000
3
44
2013
11.7.1
1
1,639,744,351.84
29.82%
1,492,816.87
29.94%
-
1
230,138,845.94
4.19%
203,649.55
4.08%
-
1
2,671,596,969.59
48.59%
2,419,096.67
48.51%
-
1
957,040,611.88
17.41%
871,288.84
17.47%
-
1.
2.
1
,
2
,
3
,
4
,
,
5
,
,
3.
1
2
4.
11.7.2
5,980,646.80
100.00%
44,000,000.00
100.00%
-
-
-
-
-
-
-
-
45
2013
-
-
-
-
-
-
-
-
-
-
-
-
1.
2013-02-08
2.
2013-04-19
3.
2013-05-15
4.
300088
2013-05-18
5.
2013-05-31
6.
300133
2013-06-26
2013-7-2
7.
300027
8.
2013-7-5
9.
2013-7-23
10.
2013-8-22
2013-8-24
11.
300315
12.
002292
2013-9-6
2013-11-16
13.
600406
14.
2013-11-18
46
2013
15.
2013-12-16
16.
2013-12-18
47
