2013
2013
2013
12
31
2013
2014
3
27
2013
2
4
12
31
1
2013
1.2
................................................................................................................. 1
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2
2013
........................................................... 44
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3
2013
4
2013
021-38794888
010-67595096
services@cifm.com
tianqing1.zh@ccb.com
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010-67595096
021-20628400
010-66275853
99 20
25
1
99 20
1
200120
100033
http://www.cifm.com
1318
6
99 20
2013
2
4
2013
12
31
3.1.1
-8,547,248.42
-2,559,816.08
-22,471,343.60
-19,244,640.71
-0.0407
-0.0152
-4.11%
-1.52%
-5.70%
-6.10%
2013
3.1.2
-18,448,384.19
-19,053,502.96
5
2013
-0.0567
-0.0605
306,665,690.24
295,843,490.15
0.943
0.939
2013
3.1.3
A
C
-5.70%
-6.10%
1.
2.
3
2013
2
4
3.2.1
A
-5.70%
0.13%
0.95%
0.05%
-6.65%
0.08%
C
6
2013
-6.10%
0.14%
0.95%
0.05%
-7.05%
0.09%
3.2.2
2013
2
4
2013
12
31
A
C
7
2013
2013
2
4
2013
8
3
2013
2
4
2013
2
4
2013
12
31
3.2.3
A
8
2013
C
2013
2
4
2013
2
4
2013
12
31
4.1.1
2004
5
12
2007
10
8
2.5
2013
12
9
2013
30
180
4.1.2
1.
2.
3.
10
2013
4.3.1
4.3.2
11
2013
3
5
4.3.3
5%
1
4.4.1
2013
3%
QE
2013
12
2013
6
7
4.4.2
A
-5.70% C
-6.10%
0.95%
2014
13
2013
1.
2.
3.
14
2013
15
2013
(2014) 20703
(
)
2013
12 31
2013 2
4
(
) 2013
12
31
(
)
(1)
(
)
(2)
16
2013
2013 12 31
2013
2
4
(
) 2013 12 31
1318
6
2014-03-27
2013
12
31
2013
12
31
723,029.07
9,656,086.54
95,795.21
693,452,184.78
-
-
693,452,184.78
-
-
-
-
48,329,863.03
17,876,655.91
-
1,396.36
-
-
770,135,010.90
2013
12
31
17
2013
-
-
-
158,000,000.00
-
8,526,368.67
397,820.37
113,662.97
114,844.64
110,619.82
-
34,322.05
-
-
328,191.99
167,625,830.51
640,011,067.54
-37,501,887.15
602,509,180.39
770,135,010.90
1.
2013
12
31
640,011,067.54
A
325,114,074.43
C
314,896,993.11
A
0.943
C
0.939
2.
2013
2
4
(
)
2013
12
31
2013
2
4
2013
12
31
2013
2 4
2013 12 31
-14,166,647.77
69,659,296.69
14,137,269.99
45,856,249.85
18
2013
-
9,665,776.85
-
-54,137,794.34
-995,959.40
-53,528,336.06
-
-
-
-
386,501.12
-30,608,919.81
-
920,769.69
27,549,336.54
11,683,386.19
3,338,110.28
4,682,021.69
744,707.46
6,736,761.52
6,736,761.52
364,349.40
-41,715,984.31
-
-41,715,984.31
2013
2
4
2013
12
31
2013 2
4
2013 12 31
5,571,208,398.03
-
5,571,208,398.03
-
-41,715,984.31
-41,715,984.31
19
2013
-4,931,197,330.49
4,214,097.16
-4,926,983,233.33
41,969,739.60
94,394.36
42,064,133.96
-4,973,167,070.09
4,119,702.80
-4,969,047,367.29
-
-
-
640,011,067.54
-37,501,887.15
602,509,180.39
7.1
7.4
7.4.1
(
)
(
)
[2012]1465
2012
12
26
2013
1
24
5,570,155,991.22
(2013)
005
2013
2
4
5,571,208,398.03
1,052,406.81
A
C
A
C
A
C
20
2013
(
)
(
)
80%
20%
5%
2014
3
27
7.4.2
2006
2
15
38
(
)
XBRL
3
<
>
7.4.4
7.4.3
2013
2
4
(
)
2013
12
31
2013
12
31
2013
2
4
(
)
2013
12
31
21
2013
7.4.4
7.4.4.1
1
1
12
31
2013
2
4
(
)
2013
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
23
2013
1)
2)
7.4.4.7
7.4.4.8
/(
)
7.4.4.9
/(
)
7.4.4.10
24
2013
7.4.4.11
7.4.4.12
(1)
(2)
(3)
7.4.4.13
[2007]21
<
>
25
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%
26
2013
7.4.7
7.4.7.1
2013
12
31
723,029.07
-
-
723,029.07
7.4.7.2
-
-
-
-
-
-
392,747,679.83
379,123,184.78
-13,624,495.05
331,313,424.76
314,329,000.00
-16,984,424.76
724,061,104.59
693,452,184.78
-30,608,919.81
-
-
-
-
-
-
-
-
-
724,061,104.59
693,452,184.78
-30,608,919.81
7.4.7.3
/
7.4.7.4
7.4.7.5
2013 12 31
4,397.36
-
-
4,779.74
17,867,431.11
-
0.29
27
2013
47.41
17,876,655.91
7.4.7.6
7.4.7.7
2013
12
31
107,403.34
3,216.48
110,619.82
7.4.7.8
2013 12 31
-
8,191.99
230,000.00
90,000.00
328,191.99
7.4.7.9
A
2013 2
4
2013 12 31
866,006,070.86
866,006,070.86
22,662,091.98
22,662,091.98
-563,554,088.41
-563,554,088.41
325,114,074.43
325,114,074.43
C
2013 2
4
2013 12 31
4,705,202,327.17
4,705,202,327.17
19,307,647.62
19,307,647.62
-4,409,612,981.68
-4,409,612,981.68
28
2013
314,896,993.11
314,896,993.11
1.
2.
2012
12
26
2013
1
24
5,570,155,991.22
1,052,406.81
1,052,406.81
3.
2013
2
4
(
)
2013
3
10
2013
3
11
7.4.7.10
A
-
-
-
-8,547,248.42
-13,924,095.18
-22,471,343.60
-64,168.97
4,087,128.38
4,022,959.41
62,065.89
25,821.97
87,887.86
-126,234.86
4,061,306.41
3,935,071.55
-
-
-
-8,611,417.39
-9,836,966.80
-18,448,384.19
C
-
-
-
-2,559,816.08
-16,684,824.63
-19,244,640.71
-6,991,994.41
7,183,132.16
191,137.75
32,420.08
-25,913.58
6,506.50
-7,024,414.49
7,209,045.74
184,631.25
-
-
-
-9,551,810.49
-9,501,692.47
-19,053,502.96
29
2013
7.4.7.11
2013 2
4
2013 12 31
1,049,592.51
-
12,877,954.17
208,387.63
1,335.68
14,137,269.99
7.4.7.12
2013 2
4
2013 12 31
60,510,702.66
61,506,662.06
-995,959.40
7.4.7.13
2013 2
4
2013 12 31
3,305,502,705.30
3,318,611,170.75
40,419,870.61
-53,528,336.06
7.4.7.14
7.4.7.15
2013 2
4
2013 12 31
386,501.12
-
386,501.12
30
2013
7.4.7.16
2013 2
4
2013 12 31
-30,608,919.81
-
-30,608,919.81
-
-
-
-
-
-
-30,608,919.81
7.4.7.17
2013 2
4
2013 12 31
132,558.20
779,969.19
8,242.30
920,769.69
1.
25%
2.
25%
3.
7.4.7.18
2013 2
4
2013 12 31
715,219.96
29,487.50
744,707.46
7.4.7.19
31
2013
2013 2
4
2013 12 31
90,000.00
230,000.00
22,449.40
21,000.00
900.00
364,349.40
7.4.8
7.4.8.1
7.4.8.2
7.4.9
7.4.10
7.4.10.1
7.4.10.2
7.4.10.2.1
2013 2
4
2013 12 31
11,683,386.19
32
2013
7,524,904.16
0.70%
X0.70%/
7.4.10.2.2
2013 2
4
2013 12 31
3,338,110.28
0.20%
X0.20%/
7.4.10.2.3
2013 2
4
2013 12 31
A
C
-
22,915.56
22,915.56
-
4,644,975.28
4,644,975.28
-
4,667,890.84
4,667,890.84
1.
C
2.
C
0.40%
C
X0.40%/
33
2013
7.4.10.3
(
)
7.4.10.4
7.4.10.5
2013
2
4
2013
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
7.4.12.3.2
2013
12
31
158,000,000.00
2014
1
27
(
)
7.4.13
7.4.13.1
34
2013
7.4.13.2
35
2013
7.4.13.2.1
2013
12
31
9,984,000.00
-
49,995,000.00
59,979,000.00
7.4.13.2.2
2013
12
31
1,926,600.00
65,160,290.80
486,356,293.98
80,030,000.00
633,473,184.78
7.4.13.3
36
2013
10%
10%
7.4.12
2013
12
31
158,000,000.00
(
)
(
)
7.4.13.4
7.4.13.4.1
37
2013
7.4.13.4.1.1
3
1-5
5
-1
723,029.07
-
-
-
-
723,029.07
9,656,086.54
-
-
-
-
9,656,086.54
95,795.21
-
-
-
-
95,795.21
49,995,000.00
9,984,000.00
188,141,977.78
445,331,207.00
-
693,452,184.78
-
-
-
-
48,329,863.03
48,329,863.03
-
-
-
-
17,876,655.91
17,876,655.91
-
-
-
-
1,396.36
1,396.36
60,469,910.82
9,984,000.00
188,141,977.78
445,331,207.00
66,207,915.30
770,135,010.90
158,000,000.00
-
-
-
-
158,000,000.00
-
-
-
-
8,526,368.67
8,526,368.67
-
-
-
-
397,820.37
397,820.37
-
-
-
-
113,662.97
113,662.97
-
-
-
-
114,844.64
114,844.64
38
2013
-
-
-
-
110,619.82
110,619.82
-
-
-
-
34,322.05
34,322.05
-
-
-
-
328,191.99
328,191.99
158,000,000.00
-
-
-
9,625,830.51
167,625,830.51
-97,530,089.18
9,984,000.00
188,141,977.78
445,331,207.00
56,582,084.79
602,509,180.39
7.4.13.4.1.2
2013
12
31
7.4.13.4.2
7.4.13.4.3
39
2013
80
5%
VaR(ValueatRisk)
2013
12
31
7.4.14
(1)
(a)
(b)
(i)
(
)
(
)
(
)
(
)
(ii)
2013
12
31
379,123,184.78
314,329,000.00
40
2013
(iii)
(iv)
(2)
1
-
-
-
-
2
693,452,184.78
90.04
693,452,184.78
90.04
-
-
3
-
-
4
-
-
5
-
-
-
-
6
10,379,115.61
1.35
7
66,303,710.51
8.61
8
770,135,010.90
100.00
2013
12
31
602,509,180.39
A
0.943
0.943
C
0.939
0.939
41
2013
8.4.1
2%
20
1
47,426,153.20
7.87
2
5,566,569.90
0.92
3
5,389,393.57
0.89
4
2,769,295.39
0.46
5
355,250.00
0.06
8.4.2
2%
20
1
47,039,379.39
7.81
2
5,566,569.90
0.92
3
4,895,734.15
0.81
4
2,489,057.08
0.41
5
519,962.14
0.09
8.4.3
61,506,662.06
60,510,702.66
42
2013
1
-
-
2
-
-
3
130,025,000.00
21.58
130,025,000.00
21.58
4
491,465,584.78
81.57
5
9,984,000.00
1.66
6
47,495,000.00
7.88
7
14,482,600.00
2.40
8
-
-
9
693,452,184.78
115.09
1
500,000
49,995,000.00
8.30
2
500,000
47,495,000.00
7.88
3
500,000
44,310,000.00
7.35
4
399,950
38,795,150.00
6.44
5
400,000
37,200,000.00
6.17
43
2013
8.12.1
8.12.2
8.12.3
1
95,795.21
2
48,329,863.03
3
-
4
17,876,655.91
5
1,396.36
6
-
7
-
8
-
9
66,303,710.51
8.12.4
( )
(%)
44
2013
1
110016
12,556,000.00
2.08
2
113001
1,926,600.00
0.32
8.12.5
8.12.6
( )
2,133
152,421.04
70,002,600.00
21.53%
255,111,474.43
78.47%
2,610
120,650.19
5,960.00
0.00%
314,891,033.11
100.00%
4,743
134,938.03
70,008,560.00
10.94%
570,002,507.54
89.06%
0
0
45
2013
866,006,070.86
4,705,202,327.17
22,662,091.98
19,307,647.62
563,554,088.41
4,409,612,981.68
-
-
325,114,074.43
314,896,993.11
2013
2
8
2013
4
19
2013
12
5
,
46
2013
90,000
1
55,614,968.51
91.91%
610,161.37
95.54%
1
4,895,734.15
8.09%
28,479.95
4.46%
1.
2.
1
,
2
,
3
,
4
,
,
5
,
,
47
2013
3.
1
2
4.
2013
2
4
2,816,212,169.25
94.56%
28,657,500,000.00
98.68%
-
-
162,066,193.25
5.44%
383,057,000.00
1.32%
-
-
1.
2013 2
5
2.
2013 2
8
3.
2013 3
6
4.
2013 4
19
5.
2013 5
9
6.
2013 7
5
7.
2013 11 18
8.
2013 12 16
48
2013
9.
2013 12 18
1
2
3
4
5
6
www.cifm.com
49
2013
50
