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
....................................................................................... 9
....................................................................................................................... 10
........................................................................................... 10
................................................... 11
............................................................... 11
............................................... 13
............................................... 13
............................................................... 13
........................................................... 14
............................................................... 14
....................................................................................................................... 15
................................................................... 15
....... 15
................... 15
........................................................................................................................... 15
........................................................................................................... 15
....................................................................................................... 15
................................................................................................................... 17
....................................................................................................................... 17
............................................................................................................................... 18
................................................................................... 19
........................................................................................................................... 20
................................................................................................................... 41
................................................................................................... 41
................................................................................... 41
....................... 42
............................................................................... 42
........................................................................... 43
................... 43
....... 43
....... 43
................... 43
2
2013
........................................................... 44
........................................................... 44
........................................................................................................... 44
....................................................................................................... 45
....................................................................... 45
............................................... 45
....................................................................................................... 45
................................................................................................................... 45
............................................................................................... 45
............................... 46
................................................... 46
....................................................................................................... 46
........................................................................... 46
........................................... 46
....................................................................... 47
................................................................................................................... 47
................................................................................... 48
................................................................................................................... 48
................................................................................................................... 48
........................................................................................................................... 48
........................................................................................................................... 48
3
2013
370021
370021/370022
2012
6
25
203,108,321.91
A
B
370021
370022
89,891,920.39
113,216,401.52
021-38794888
95566
services@cifm.com
fcid@bankofchina.com
400-889-4888
95566
021-20628400
010-66594942
99 20
1
4
2013
1
99 20
200120
100818
http://www.cifm.com
1318
6
99
20
2012
6
25
2013
3.1.1
2012
12
31
18,282,252.80
7,084,684.70
14,271,847.46
5,570,101.93
13,533,274.44
2,923,154.31
17,867,957.18
5,693,421.48
0.0422
0.0154
0.0189
0.0122
4.13%
1.51%
1.88%
1.22%
0.39%
-0.20%
2.00%
1.70%
2013
2012
3.1.2
5
2013
-2,072,994.59
-2,775,927.70
8,173,047.30
2,483,135.54
-0.0231
-0.0245
0.0155
0.0126
87,818,925.80
110,440,473.82
538,069,261.93
200,533,605.27
0.977
0.975
1.020
1.017
2013
2012
3.1.3
A
B
A
B
2.40%
1.49%
2.00%
1.70%
1.
2.
3.2.1
A
-3.08%
0.16%
1.21%
0.06%
-4.29%
0.10%
-2.60%
0.14%
-0.82%
0.05%
-1.78%
0.09%
0.39%
0.14%
1.78%
0.05%
-1.39%
0.09%
-
-
-
-
-
-
-
-
-
-
-
-
2.40%
0.12%
3.09%
0.04%
-0.69%
0.08%
B
-3.27%
0.16%
-1.20%
0.06%
-2.07%
0.10%
-2.89%
0.14%
-0.82%
0.05%
-2.07%
0.09%
-0.20%
0.14%
1.78%
0.05%
-1.98%
0.09%
-
-
-
-
-
-
6
2013
-
-
-
-
-
-
1.49%
0.12%
3.09%
0.04%
-1.60%
0.08%
3.2.2
2012
6
25
2013
12
31
A
B
7
2013
1.
2012
6
25
2012
6
25
2013
12
31
2.
2012
6
25
2012
12
24
,
3.2.3
A
8
2013
B
1.
2012
6
25
2012
6
25
2013
12
31
2.
1
A
9
2013
2013
0.480
16,039,501.45
1,737,321.20
17,776,822.65
2012
-
-
-
-
0.480
16,039,501.45
1,737,321.20
17,776,822.65
2
B
2013
0.410
8,504,336.01
806,923.42
9,311,259.43
2012
-
-
-
-
0.410
8,504,336.01
806,923.42
9,311,259.43
4.1.1
2004
5
12
2007
10
8
2.5
2013
12
4.1.2
10
2013
2003
4
2006
5
2006
6
2011
3
2011
4
2012-6-25
-
11
2011
9
2012
6
2013
7
2013
8
1.
2.
3.
4.3.1
11
2013
4.3.2
3
5
4.3.3
5%
1
12
2013
4.4.1
2013
6
“
”
“
”
7
10
1
2
3
4.4.2
A
0.39% B
-0.20%
1.78%
2014
2014
13
2013
2012
12
31
2013
1
10
A
10
0.12
B
10
0.10
8,654,954.35
2013
3
31
2013
4
11
A
10
0.14
B
10
0.12
9,845,214.03
2013
6
30
2013
7
11
A
10
0.13
B
10
0.11
6,046,567.92
2013
14
2013
9
30
2013
10
17
A
10
0.09
B
10
0.08
2,541,345.78
“
”
“
”
“
”
(2014) 20813
15
2013
(
)
2013 12 31
2013
(
)
(1)
(
)
(2)
2
013
12
31
2013
2014-03-27
16
2013
2013
12
31
2013
12
31
2012
12
31
7.4.7.1
319,890.43
1,482,797.76
2,086,700.35
3,239,037.18
113,776.95
-
7.4.7.2
172,508,418.40
905,902,541.52
-
-
-
-
172,508,418.40
905,902,541.52
-
-
-
-
7.4.7.3
-
-
7.4.7.4
17,500,000.00
-
4,066,156.37
105,104,991.63
7.4.7.5
3,430,898.11
18,634,601.44
-
-
6,069.92
26,115.13
-
-
7.4.7.6
-
-
200,031,910.53
1,034,390,084.66
2013
12
31
2012
12
31
-
-
-
-
7.4.7.3
-
-
-
283,360,747.25
-
-
941,828.69
10,936,048.36
132,196.69
563,543.24
37,770.46
161,012.35
39,817.70
75,111.83
7.4.7.7
71,671.78
151,154.53
17
2013
188,747.60
42,009.20
-
201,919.84
-
-
-
-
7.4.7.8
360,477.99
295,670.86
1,772,510.91
295,787,217.46
7.4.7.9
203,108,321.91
724,550,873.99
7.4.7.10
-4,848,922.29
14,051,993.21
198,259,399.62
738,602,867.20
200,031,910.53
1,034,390,084.66
2013
12
31
203,108,321.91
A
89,891,920.39
0.977
B
113,216,401.52
0.975
2013
1
1
2013
12
31
2013 1 1
2013
2012 6
25
12 31
2012 12 31
27,217,737.46
32,647,655.88
26,993,496.06
28,852,836.63
7.4.7.11
315,278.11
7,644,525.61
26,556,291.86
17,066,749.99
-
-
121,926.09
4,141,561.03
-
-
8,497,953.47
-642,537.54
7.4.7.12
-39,569.99
5,885.00
7.4.7.13
8,537,523.46
-648,422.54
-
-
-
-
-
-
7.4.7.14
-
-
7.4.7.15
-
-
7.4.7.16
-8,910,508.75
3,719,429.27
18
2013
-
-
7.4.7.17
636,796.68
717,927.52
10,761,308.71
9,086,277.22
3,667,525.36
5,014,856.62
1,047,864.46
1,432,816.16
775,992.88
942,645.53
7.4.7.18
660,082.92
228,616.74
4,173,479.60
1,140,094.14
4,173,479.60
1,140,094.14
7.4.7.19
436,363.49
327,248.03
16,456,428.75
23,561,378.66
-
-
16,456,428.75
23,561,378.66
2013
1
1
2013
12
31
2013 1
1
2013 12 31
724,550,873.99
14,051,993.21
738,602,867.20
-
16,456,428.75
16,456,428.75
-521,442,552.08
-8,269,262.17
-529,711,814.25
1,895,712,011.51
51,556,690.04
1,947,268,701.55
-2,417,154,563.59
-59,825,952.21
-2,476,980,515.80
-
-27,088,082.08
-27,088,082.08
203,108,321.91
-4,848,922.29
198,259,399.62
2012 6
25
2012 12 31
2,236,266,287.91
-
2,236,266,287.91
19
2013
-
23,561,378.66
23,561,378.66
-1,511,715,413.92
-9,509,385.45
-1,521,224,799.37
2,018,189,243.44
17,857,539.29
2,036,046,782.73
-3,529,904,657.36
-27,366,924.74
-3,557,271,582.10
-
-
-
724,550,873.99
14,051,993.21
738,602,867.20
7.1
7.4
7.4.1
(
)
(
)
[2012]
441
2,235,699,845.49
(2012)
230
2012
6
25
2,236,266,287.91
566,442.42
A
B
A
B
A
B
20
2013
(
)
80%
20%
5%
2014
3
27
7.4.2
2006
2
15
38
(
)
XBRL
3
<
>
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
21
2013
7.4.4.3
(1)
(2)
7.4.4.4
(1)
(2)
(3)
7.4.4.5
22
2013
(1)
(2)
(3)
7.4.4.6
1)
2)
7.4.4.7
7.4.4.8
/(
)
7.4.4.9
/(
)
23
2013
7.4.4.10
7.4.4.11
7.4.4.12
(1)
(2)
(3)
7.4.4.13
[2007]21
<
>
24
2013
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%
7.4.7
7.4.7.1
25
2013
2013
12
31
2012
12
31
319,890.43
1,482,797.76
-
-
-
-
319,890.43
1,482,797.76
7.4.7.2
-
-
-
-
-
-
137,752,837.88
132,758,418.40
-4,994,419.48
39,946,660.00
39,750,000.00
-196,660.00
177,699,497.88
172,508,418.40
-5,191,079.48
-
-
-
-
-
-
-
-
-
177,699,497.88
172,508,418.40
-5,191,079.48
2012
12
31
-
-
-
-
-
-
459,085,122.51
460,057,541.52
972,419.01
443,097,989.74
445,845,000.00
2,747,010.26
902,183,112.25
905,902,541.52
3,719,429.27
-
-
-
-
-
-
-
-
-
902,183,112.25
905,902,541.52
3,719,429.27
7.4.7.3
/
7.4.7.4
7.4.7.4.1
2013 12 31
26
2013
17,500,000.00
-
17,500,000.00
-
2012 12 31
-
-
-
-
-
-
7.4.7.4.2
7.4.7.5
2013 12 31
2012 12 31
884.20
18,478.80
-
-
-
-
1,032.90
1,603.36
3,425,313.65
18,614,519.19
3,602.93
-
8.11
0.09
56.32
-
3,430,898.11
18,634,601.44
7.4.7.6
7.4.7.7
2013
12
31
2012
12
31
70,396.78
147,180.68
1,275.00
3,973.85
71,671.78
151,154.53
7.4.7.8
2013 12 31
2012 12 31
-
-
27
2013
477.99
5,670.86
360,000.00
290,000.00
360,477.99
295,670.86
7.4.7.9
A
2013 1
1
2013 12 31
527,422,107.65
527,422,107.65
1,632,877,727.52
1,632,877,727.52
-2,070,407,914.78
-2,070,407,914.78
89,891,920.39
89,891,920.39
B
2013 1
1
2013 12 31
197,128,766.34
197,128,766.34
262,834,283.99
262,834,283.99
-346,746,648.81
-346,746,648.81
113,216,401.52
113,216,401.52
7.4.7.10
A
8,173,047.30
2,474,106.98
10,647,154.28
18,282,252.80
-4,748,978.36
13,533,274.44
-8,650,617.56
174,016.90
-8,476,600.66
25,262,041.71
18,990,533.17
44,252,574.88
-33,912,659.27
-18,816,516.27
-52,729,175.54
-17,776,822.65
-
-17,776,822.65
27,859.89
-2,100,854.48
-2,072,994.59
B
28
2013
2,483,135.54
921,703.39
3,404,838.93
7,084,684.70
-4,161,530.39
2,923,154.31
-387,050.99
594,389.48
207,338.49
4,309,281.92
2,994,833.24
7,304,115.16
-4,696,332.91
-2,400,443.76
-7,096,776.67
-9,311,259.43
-
-9,311,259.43
-130,490.18
-2,645,437.52
-2,775,927.70
7.4.7.11
2013 1
1
2013 12 31
2012 6
25
2012 12 31
243,215.96
736,866.16
-
6,774,298.33
-
-
58,015.97
128,534.91
14,046.18
4,826.21
315,278.11
7,644,525.61
7.4.7.12
2012 6
25
2013 1
1
2013 12 31
2012 12 31
48,642,287.18
70,750.00
48,681,857.17
64,865.00
-39,569.99
5,885.00
7.4.7.13
2013 1
1
2013 12
2012 6
25
31
2012 12 31
2,540,800,452.57
708,284,222.50
2,483,352,258.10
699,590,976.37
48,910,671.01
9,341,668.67
8,537,523.46
-648,422.54
7.4.7.14
29
2013
7.4.7.15
7.4.7.16
2013 1
1
2013 12 31
2012 6
25
2012 12 31
-8,910,508.75
3,719,429.27
-
-
-8,910,508.75
3,719,429.27
-
-
-
-
-
-
-
-
-
-
-
-
-8,910,508.75
3,719,429.27
7.4.7.17
2013 1
1
2013 12 31
2012 6
25
2012 12 31
594,462.33
717,146.77
2,702.97
-
39,631.38
780.75
636,796.68
717,927.52
1.
25%
2.
25%
7.4.7.18
2013 1
1
2013 12 31
2012 6
25
20
12
12 31
649,082.92
223,716.74
11,000.00
4,900.00
660,082.92
228,616.74
7.4.7.19
30
2013
2013 1
1
2013 12 31
2012 6
25
2012 12 31
60,000.00
90,000.00
300,000.00
200,000.00
39,963.49
33,348.03
36,000.00
3,000.00
400.00
900.00
436,363.49
327,248.03
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
7.4.10.2
7.4.10.2.1
31
2013
2013 1
1
2013 12 31
2012 6
25
2012 12 31
3,667,525.36
5,014,856.62
970,002.55
1,866,587.38
0.7%
X 0.7%/
7.4.10.2.2
2013 1
1
2013 12 31
2012 6
25
2012 12 31
1,047,864.46
1,432,816.16
0.2%
X 0.2% /
7.4.10.2.3
2013 1
1
2013 12 31
A
B
-
566,840.19
566,840.19
-
164,359.20
164,359.20
-
731,199.39
731,199.39
2012 6
25
2012 12 31
A
B
-
685,931.38
685,931.38
-
194,937.59
194,937.59
-
880,868.97
880,868.97
B
B
0.4%
32
2013
A
B
X 0.4% /
7.4.10.3
(
)
2013
1 1
2013
12
31
-
30,022,593.70
-
-
-
-
2012
6 25
2012
12
31
-
-
-
-
-
-
7.4.10.4
A
A
A
2013 12 31
2012 12 31
-
-
50,005,000.00
9.48%
B
7.4.10.5
2013
1
1
2013
12
31
2012
6 25
2012 12
31
319,890.43
243,215.96
1,482,797.76
2,234,914.49
7.4.10.6
33
2013
7.4.11
A
1
2013-01-10
2013-01-10
0.120
6,137,340.35
341,952.66
6,479,293.01
2
2013-04-11
2013-04-11
0.140
5,251,323.22
569,409.64
5,820,732.86
3
2013-07-11
2013-07-11
0.130
3,435,081.28
530,896.25
3,965,977.53
4
2013-10-17
2013-10-17
0.090
1,215,756.60
295,062.65
1,510,819.25
0.480
16,039,501.45
1,737,321.20
17,776,822.65
B
1
2013-01-10
2013-01-10
0.100
2,088,162.82
87,498.52
2,175,661.34
2
2013-04-11
2013-04-11
0.120
3,724,997.22
299,483.95
4,024,481.17
3
2013-07-11
2013-07-11
0.110
1,795,101.78
285,488.61
2,080,590.39
4
2013-10-17
2013-10-17
0.080
896,074.19
134,452.34
1,030,526.53
-
8,504,336.01
806,923.42
9,311,259.43
7.4.8.2
7.4.12
2013
12
31
7.4.12.1
/
7.4.12.2
7.4.12.3
7.4.13
7.4.13.1
34
2013
7.4.13.2
35
2013
7.4.13.2.1
2013
12
31
2012
12
31
A-1
9,939,000.00
49,997,000.00
A-1
-
-
29,811,000.00
59,862,000.00
39,750,000.00
109,859,000.00
7.4.13.2.2
2013
12
31
2012
12
31
AAA
23,781,091.10
100,327,184.20
AA+
54,931,443.50
245,364,038.80
AA
51,487,883.80
369,254,246.22
AA-
2,558,000.00
-
-
81,098,072.30
132,758,418.40
796,043,541.52
7.4.13.3
10%
36
2013
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
319,890.43
-
-
-
-
319,890.43
2,086,700.35
-
-
-
-
2,086,700.35
113,776.95
-
-
-
-
113,776.95
14,010,291.10
53,903,060.00
36,372,851.20
68,222,216.10
-
172,508,418.40
17,500,000.00
-
-
-
-
17,500,000.00
37
2013
-
-
-
-
4,066,156.37
4,066,156.37
-
-
-
-
3,430,898.11
3,430,898.11
1,000.00
-
-
-
5,069.92
6,069.92
34,031,658.83
53,903,060.00
36,372,851.20
68,222,216.10
7,502,124.40
200,031,910.53
-
-
-
-
941,828.69
941,828.69
-
-
-
-
132,196.69
132,196.69
-
-
-
-
37,770.46
37,770.46
-
-
-
-
39,817.70
39,817.70
-
-
-
-
71,671.78
71,671.78
-
-
-
-
188,747.60
188,747.60
-
-
-
-
360,477.99
360,477.99
-
-
-
-
1,772,510.91
1,772,510.91
34,031,658.83
53,903,060.00
36,372,851.20
68,222,216.10
5,729,613.49
198,259,399.62
1
3
3
1
1
5
5
1,482,797.76
-
-
-
-
1,482,797.76
3,239,037.18
-
-
-
-
3,239,037.18
5,175,040.00
197,684,755.00
305,398,968.00
397,643,778.52
-
905,902,541.52
-
-
-
-
105,104,991.63
105,104,991.63
-
-
-
-
18,634,601.44
18,634,601.44
298.21
-
-
-
25,816.92
26,115.13
9,897,173.15
197,684,755.00
305,398,968.00
397,643,778.52
123,765,409.99
1,034,390,084.66
38
2013
283,360,747.25
-
-
-
-
283,360,747.25
-
-
-
-
10,936,048.36
10,936,048.36
-
-
-
-
563,543.24
563,543.24
-
-
-
-
161,012.35
161,012.35
-
-
-
-
75,111.83
75,111.83
-
-
-
-
151,154.53
151,154.53
-
-
-
-
42,009.20
42,009.20
-
-
-
-
201,919.84
201,919.84
-
-
-
-
295,670.86
295,670.86
283,360,747.25
-
-
-
12,426,470.21
295,787,217.46
-273,463,574.10
197,684,755.00
305,398,968.00
397,643,778.52
111,338,939.78
738,602,867.20
7.4.13.4.1.2
2013
12
31
2012
12
31
1
25
97
724
2
25
96
734
7.4.13.4.2
7.4.13.4.3
39
2013
80%
20%
5%
VaR(Value at Risk)
2013
12
31
(2012
12
31
)
7.4.14
(1)
(a)
(b)
(i)
(
)
(
)
(
)
(
)
(ii)
2013
12
31
40
2013
142,697,418.40
29,811,000.00
(2012
12
31
460,057,541.52
445,845,000.00
)
(iii)
(iv)
(2)
1
-
-
-
-
2
172,508,418.40
86.24
172,508,418.40
86.24
-
-
3
-
-
4
-
-
5
17,500,000.00
8.75
-
-
6
2,406,590.78
1.20
7
7,616,901.35
3.81
8
200,031,910.53
100.00
2013
12
31
198,259,399.62
A
0.977
1.025
B
0.975
1.016
41
2013
8.4.1
2%
20
1
31,189,792.53
4.22
2
10,975,479.48
1.49
3
3,288,700.80
0.45
4
2,884,884.36
0.39
5
343,000.00
0.05
8.4.2
2%
20
1
31,145,798.22
4.22
2
10,981,403.56
1.49
3
3,294,039.60
0.45
4
2,716,886.80
0.37
5
504,159.00
0.07
8.4.3
48,681,857.17
48,642,287.18
42
2013
1
-
-
2
-
-
3
29,811,000.00
15.04
29,811,000.00
15.04
4
118,414,941.60
59.73
5
9,939,000.00
5.01
6
-
-
7
14,343,476.80
7.23
8
-
-
9
172,508,418.40
87.01
1
130218
13
18
300,000
29,811,000.00
15.04
2
126011
08
120,110
11,940,135.10
6.02
3
122503
12
119,500
11,890,250.00
6.00
4
122558
12
01
115,540
10,976,300.00
5.54
5
041362025
13
CP001
100,000
9,939,000.00
5.01
43
2013
8.12.1
8.12.2
8.12.3
1
113,776.95
2
4,066,156.37
3
-
4
3,430,898.11
5
6,069.92
6
-
7
-
8
-
9
7,616,901.35
8.12.4
1
4,768,000.00
2.40
2
2,558,000.00
1.29
3
2,063,000.00
1.04
8.12.5
8.12.6
44
2013
1,142
78,714.47
4,908,405.70
5.46%
84,983,514.69
94.54%
378
299,514.29 94,784,728.85
83.72%
18,431,672.67
16.28%
1,520
133,623.90 99,693,134.55
49.08% 103,415,187.36
50.92%
0
0
A
B
1,379,756,512.82
856,509,775.09
527,422,107.65
197,128,766.34
1,632,877,727.52
262,834,283.99
2,070,407,914.78
346,746,648.81
-
-
89,891,920.39
113,216,401.52
45
2013
2013
2
8
2013
4
19
2013
3
17
2013
6
1
2013
5
31
60,000
2
46
2013
11.7.1
1
45,925,400.38
94.41%
552,294.51
94.29%
1
2,716,886.80
5.59%
33,474.33
5.71%
1.
2.
1
,
2
,
3
,
4
,
,
5
,
,
3.
1
2
4.
11.7.2
2,532,465,462.49
93.52%
6,136,300,000.00
97.98%
175,562,413.42
6.48%
126,524,000.00
2.02%
1.
2013
1
9
2.
2013
2
8
3.
2013
3
5
47
2013
4.
2013
4
10
5.
2013
4
19
6.
2013
7
10
7.
2013
10
16
1.
2.
3.
4.
5.
6.
www.cifm.com
48
