30
2013
2013
12
31
30
2013
2014
3
27
2013
3
6
12
31
1
................................................................................................................ 1
............................................................................................................................ 1
.................................................................................................................................... 2
............................................................................................................................ 4
.................................................................................................................... 4
.................................................................................................................... 4
................................................................................................. 4
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............................................................. 5
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........................................................................................................................ 8
............................................................................................. 8
................................................... 10
............................................................... 10
............................................... 11
............................................... 11
............................................................... 11
........................................................... 12
............................................................... 12
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................................................................... 12
....... 13
................... 13
.......................................................................................................................... 13
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................... 40
2
....... 40
....... 40
................... 40
................................................................... 40
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...................................................................................................... 42
9.1
....................................................................... 42
9.2
........................................................... 42
...................................................................................................... 42
.................................................................................................................. 43
............................................................................................... 43
............................... 43
................................................... 43
...................................................................................................... 43
........................................................................... 44
........................................... 44
11.7
....................................................................... 44
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3
30
300
×80%+
×20%
021-38794888
010-67595096
4
services@cifm.com
tianqing1.zh@ccb.com
400-889-4888
010-67595096
021-20628400
010-66275853
99 20
25
1
99 20
1
200120
100033
http://www.cifm.com
1318
6
99
20
99,553,362.79
251,886,058.85
0.1520
13.25%
15.50%
97,073,137.17
0.0669
1,675,219,261.23
5
1.155
15.50%
3.2.1
-6.78%
1.34%
-2.50%
0.90%
-4.28%
0.44%
1.40%
1.50%
4.91%
1.03%
-3.51%
0.47%
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
15.50%
1.51%
-8.51%
1.07%
24.01%
0.44%
3.2.2
6
3.2.3
7
2013
3
6
4.1.1
2004
5
12
2007
10
8
2.5
2013
12
4.1.2
8
2007
10
2013-3-6
-
11
2011
7
2013
3
30
2013
5
2007
7
2009
7
2009
7
2011
2013-9-17
-
7
12
TMT
2011
11
9
4.3.1
4.3.2
4.3.3
10
4.4.1
4.4.2
15.50%
-8.51%
11
12
(2014) 20777
30
30
(
30
)
2013 12 31
2013 3 6
(
) 2013 12 31
(
)
30
(1)
(
)
13
(2)
30
30
2013 12 31
2013 3 6
(
) 2013 12 31
2014-03-27
30
2013
12
31
14
2013
12
31
108,794,484.58
1,236,727.34
529,157.75
1,483,866,539.07
1,483,866,539.07
-
-
-
-
-
90,000,000.00
8,023,095.34
44,523.88
-
2,546,600.86
-
-
1,695,041,128.82
2013
12
31
-
-
-
-
13,415,680.49
2,897,415.74
2,018,849.81
336,474.97
-
802,526.84
-
-
-
-
350,919.74
19,821,867.59
1,450,350,825.36
224,868,435.87
1,675,219,261.23
15
1,695,041,128.82
1.
2013
12
31
1.155
1,450,350,825.36
2.
2013
3
6
(
)
2013
12
31
30
2013
3
6
2013
12
31
2013
3 6
2013
12 31
287,354,841.07
2,682,097.02
1,837,067.69
225.07
-
844,804.26
-
127,323,007.26
117,117,769.13
-
51,119.93
-
-
-
10,154,118.20
152,332,696.06
-
5,017,040.73
35,468,782.22
23,431,088.74
3,905,181.41
-
7,782,428.05
16
-
-
350,084.02
251,886,058.85
-
251,886,058.85
30
2013
3
6
2013
12
31
2013 3
6
2013 12 31
1,576,890,025.32
-
1,576,890,025.32
-
251,886,058.85
251,886,058.85
-126,539,199.96
-27,017,622.98
-153,556,822.94
3,311,834,365.00
522,973,490.12
3,834,807,855.12
-3,438,373,564.96
-549,991,113.10
-3,988,364,678.06
-
-
-
1,450,350,825.36
224,868,435.87
1,675,219,261.23
7.1
7.4
7.4.1
30
(
30
)
(
)
[2012]1757
30
17
30
2013
1
28
2013
3
1
1,576,537,060.63
(
)
(2013)
066
30
2013
3
6
1,576,890,025.32
352,964.69
30
(
)
(
)
60%-95%
30
85%
0-3%
5%
300
80%+
20%
2014
3
27
7.4.2
2006
2
15
38
(
)
XBRL
3
<
>
30
7.4.4
7.4.3
2013
3
6
(
)
2013
12
31
2013
12
31
2013
3
6
(
)
2013
12
31
7.4.4
7.4.4.1
18
1
1
12
31
2013
3
6
(
)
2013
12
31
7.4.4.2
7.4.4.3
(1)
(2)
7.4.4.4
(1)
(2)
(3)
19
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
7.4.4.10
7.4.4.11
7.4.4.12
(1)
(2)
(3)
7.4.4.13
(1)
(
)
[2008]38
21
(2)
[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%
7.4.7
22
7.4.7.1
2013
12
31
108,794,484.58
-
-
108,794,484.58
7.4.7.2
1,331,533,843.01
1,483,866,539.07
152,332,696.06
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
1,331,533,843.01
1,483,866,539.07
152,332,696.06
7.4.7.3
/
7.4.7.4
7.4.7.4.1
2013 12 31
90,000,000.00
-
-
-
90,000,000.00
-
7.4.7.4.2
7.4.7.5
23
2013 12 31
35,224.93
-
-
612.65
-
-
8,424.39
261.91
44,523.88
7.4.7.6
7.4.7.7
2013
12
31
802,526.84
-
802,526.84
7.4.7.8
2013 12 31
-
10,919.74
340,000.00
350,919.74
7.4.7.9
2013 3
6
2013 12 31
1,576,890,025.32
1,576,890,025.32
3,311,834,365.00
3,311,834,365.00
-3,438,373,564.96
-3,438,373,564.96
1,450,350,825.36
1,450,350,825.36
24
1.
2.
2013
1
28
2013
3
1
1,576,537,060.63
30
352,964.69
352,964.69
3.
30
2013
3
6
(
)
2013
4
14
2013
4
15
7.4.7.10
-
-
-
99,553,362.79
152,332,696.06
251,886,058.85
-2,480,225.62
-24,537,397.36
-27,017,622.98
43,301,515.11
479,671,975.01
522,973,490.12
-45,781,740.73
-504,209,372.37
-549,991,113.10
-
-
-
97,073,137.17
127,795,298.70
224,868,435.87
7.4.7.11
2013 3
6
2013 12 31
1,737,924.54
-
-
59,057.84
40,085.31
1,837,067.69
7.4.7.12
2013 3
6
2013 12 31
2,154,443,883.09
2,037,326,113.96
25
117,117,769.13
7.4.7.13
2013 3
6
2013 12 31
1,192,345.00
1,141,000.00
225.07
51,119.93
7.4.7.14
7.4.7.15
2013 3
6
2013 12 31
10,154,118.20
-
10,154,118.20
7.4.7.16
2013 3
6
2013 12 31
152,332,696.06
152,332,696.06
-
-
-
-
-
-
152,332,696.06
7.4.7.17
2013 3
6
2013 12 31
4,643,236.76
26
31,537.80
342,266.17
5,017,040.73
1.
25%
2.
25%
7.4.7.18
2013 3
6
2013 12 31
7,782,428.05
-
7,782,428.05
7.4.7.19
2013 3
6
2013 12 31
100,000.00
240,000.00
1,684.02
7,500.00
900.00
350,084.02
7.4.8
7.4.8.1
7.4.8.2
7.4.9
27
7.4.10
7.4.10.1
7.4.10.2
7.4.10.2.1
2013 3
6
2013 12 31
23,431,088.74
7,250,245.29
1.5%
X 1.5% /
7.4.10.2.2
2013 3
6
2013 12 31
3,905,181.41
0.25%
X 0.25% /
7.4.10.3
(
)
28
7.4.10.4
7.4.10.5
2013
3
6
2013
12
31
7.4.10.6
7.4.10.7
7.4.11
7.4.12
2013
12
31
7.4.12.1
/
300006
2013-10-17
2014-10-20
25.10
25.95
200,000
5,020,000.00
5,190,000.00
-
002236
2013-05-29
2014-06-02
33.60
37.93
665,000
22,344,000.00
25,223,450.00
-
12
7.4.12.2
21.50
1,160,147 22,577,757.76
23,794,614.97
-
29
2013
12
31
7.4.12.3
7.4.13
7.4.13.1
7.4.13.2
30
2013
12
31
7.4.13.3
10%
10%
7.4.12
2013
12
31
(
)
7.4.13.4
31
7.4.13.4.1
7.4.13.4.1.1
3
1-5
5
-1
108,794,484.58
-
-
-
-
108,794,484.58
1,236,727.34
-
-
-
-
1,236,727.34
529,157.75
-
-
-
-
529,157.75
-
-
-
-
1,483,866,539.07
1,483,866,539.07
90,000,000.00
-
-
-
-
90,000,000.00
-
-
-
-
8,023,095.34
8,023,095.34
-
-
-
-
44,523.88
44,523.88
13,763.64
-
-
-
2,532,837.22
2,546,600.86
200,574,133.31
-
-
-
1,494,466,995.51
1,695,041,128.82
32
-
-
-
-
13,415,680.49
13,415,680.49
-
-
-
-
2,897,415.74
2,897,415.74
-
-
-
-
2,018,849.81
2,018,849.81
-
-
-
-
336,474.97
336,474.97
-
-
-
-
802,526.84
802,526.84
-
-
-
-
350,919.74
350,919.74
-
-
-
-
19,821,867.59
19,821,867.59
200,574,133.31
-
-
-
1,474,645,127.92
1,675,219,261.23
7.4.13.4.1.2
2013
12
31
7.4.13.4.2
7.4.13.4.3
33
60%-95%
0-3%
VaR(Value at Risk)
7.4.13.4.3.1
2013
12
31
1,483,866,539.07
88.58
-
-
-
-
1,483,866,539.07
88.58
7.4.13.4.3.2
7.4.14
(1)
(a)
(b)
(i)
(
)
(
)
(
)
(
)
34
(b)
( )
(ii)
(iii)
(
)
(iv)
(2)
1
1,483,866,539.07
87.54
1,483,866,539.07
87.54
2
-
-
-
-
-
-
3
-
-
4
-
-
5
90,000,000.00
5.31
-
-
6
110,031,211.92
6.49
7
11,143,377.83
0.66
8
1,695,041,128.82
100.00
2013
12
31
30
1,675,219,261.23
1.155
1.155
35
A
-
-
B
2,893,207.68
0.17
C
1,216,723,869.17
72.63
D
-
-
E
61,898,115.20
3.69
F
11,200,528.00
0.67
G
-
-
H
-
-
I
158,509,801.00
9.46
J
6,891,847.11
0.41
K
-
-
L
11,048,565.00
0.66
M
1,621,631.76
0.10
N
12,911,499.15
0.77
O
-
-
P
-
-
Q
-
-
R
167,475.00
0.01
S
-
-
36
1,483,866,539.07
88.58
1
3,934,337
138,016,541.96
8.24
2
3,083,147
124,077,299.36
7.41
3
2,290,757
115,797,766.35
6.91
4
1,038,639
112,900,059.30
6.74
5
1,363,274
107,698,646.00
6.43
6
1,284,363
101,939,891.31
6.09
7
2,338,711
88,286,340.25
5.27
8
5,890,475
87,591,363.25
5.23
9
2,098,902
86,411,795.34
5.16
10
1,583,072
61,898,115.20
3.69
11
2,892,458
57,183,894.66
3.41
12
2,615,546
43,679,618.20
2.61
13
1,466,244
41,885,751.12
2.50
14
1,409,498
39,437,754.04
2.35
15
836,842
37,850,363.66
2.26
16
1,614,596
37,103,416.08
2.21
17
362,703
25,461,750.60
1.52
18
1,160,147
23,794,614.97
1.42
19
501,841
19,325,896.91
1.15
20
395,656
14,164,484.80
0.85
21
1,309,266
14,035,331.52
0.84
22
466,945
13,167,849.00
0.79
23
652,377
12,884,445.75
0.77
24
747,200
11,200,528.00
0.67
25
304,788
11,048,565.00
0.66
26
185,443
9,507,662.61
0.57
27
1,104,724
8,948,264.40
0.53
28
512,600
8,140,088.00
0.49
29
356,000
6,041,320.00
0.36
30
178,942
5,949,821.50
0.36
31
419,200
5,655,008.00
0.34
32
141,900
3,360,192.00
0.20
37
33
129,624
2,893,207.68
0.17
34
66,899
1,621,631.76
0.10
35
82,877
1,062,483.14
0.06
36
50,660
1,062,340.20
0.06
37
69,719
730,655.12
0.04
38
8,530
665,084.10
0.04
39
43,229
529,555.25
0.03
40
29,474
320,971.86
0.02
41
5,707
186,390.62
0.01
42
5,250
167,475.00
0.01
43
4,779
88,889.40
0.01
44
3,000
45,480.00
0.00
45
660
27,053.40
0.00
46
678
20,882.40
0.00
8.4.1
2%
20
1
188,981,603.80
11.28
2
138,588,217.49
8.27
3
132,095,020.82
7.89
4
131,162,585.59
7.83
5
118,485,625.30
7.07
6
117,669,250.86
7.02
7
116,020,037.78
6.93
8
115,002,702.59
6.86
9
107,432,437.06
6.41
10
106,530,326.90
6.36
11
104,321,146.11
6.23
12
86,874,324.48
5.19
13
68,058,385.39
4.06
14
66,173,472.00
3.95
15
64,521,692.88
3.85
16
63,606,950.36
3.80
17
61,206,533.45
3.65
18
54,715,478.26
3.27
19
54,484,426.80
3.25
38
20
52,898,013.00
3.16
21
51,536,190.35
3.08
22
50,933,244.43
3.04
23
49,167,463.41
2.93
24
48,914,782.06
2.92
25
46,213,789.02
2.76
26
45,593,325.98
2.72
27
44,948,565.99
2.68
28
43,087,861.89
2.57
29
41,173,819.58
2.46
30
40,500,987.93
2.42
31
40,283,938.58
2.40
32
38,824,547.04
2.32
33
34,576,025.64
2.06
8.4.2
2%
20
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
39
20
21
22
8.4.3
3,368,819,378.25
2,154,443,883.09
40
8.12.1
8.12.2
8.12.3
1
529,157.75
2
8,023,095.34
3
-
4
44,523.88
5
2,546,600.86
6
7
-
8
-
9
11,143,377.83
8.12.4
8.12.5
41
(%)
1
002236
25,223,450.00
1.51
8.12.6
9.1
19,447
74,579.67
698,510,411.14
48.16%
751,840,414.22
51.84%
9.2
110,397.39
0
0
1,576,890,025.32
3,311,834,365.00
3,438,373,564.96
42
-
1,450,350,825.36
43
100,000
11.7
11.7.1
1
3,667,428,916.79
66.73%
3,330,124.45
66.67%
1
1,828,470,344.55
33.27%
1,664,638.39
33.33%
11.7.2
44
-
-
-
-
-
-
1,192,345.00
100.00%
2,360,000,000.00
100.00%
-
-
1.
2013
2
8
30
2.
2013
3
7
30
3.
2013
4
10
4.
2013
4
19
5.
2013
5
15
30
6.
2013
5
29
7.
2013
5
31
8.
300133
2013
6
26
9.
2013
7
23
300020
10.
2013
8
24
300315
11.
2013
10
19
12.
2013
11
9
45
002273
13.
2013
11
16
600406
46
