2013
2013
2013
12
31
2013
2014
3
27
2013
5
15
12
31
1
2013
1.2
2
2013
3
2013
4
2013
021-38794888
95566
services@cifm.com
fcid@bankofchina.com
400-889-4888
95566
021-68881170
010-66594942
99 20
1
99 20
1
200120
100818
http://www.cifm.com
1318
6
99 20
-17,052,636.31
13,377,376.26
0.0087
0.87%
-1.90%
-30,241,752.68
-0.0190
5
2013
1,560,058,660.04
0.981
-1.90%
1.
2.
3.
2013
5
15
3.2.1
-6.03%
1.33%
-3.25%
0.90%
-2.78%
0.43%
0.41%
1.48%
3.56%
1.03%
-3.15%
0.45%
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-1.90%
1.50%
-6.51%
1.11%
4.61%
0.39%
300
80%+
20%
3.2.2
6
2013
3.2.3
7
2013
4.1.1
2004
5
12
2007
10
8
2.5
2013
12
30
180
4.1.2
8
2013
11
7
1.
2.
3.
4.3.1
9
2013
4.3.2
3
5
4.3.3
10
2013
5%
1
4.4.1
2013
2013
300
7%
5
TMT
4.4.2
-1.90%
-6.51%
2013
300
7%
80%
2014
GDP
11
2013
1.
2.
3.
12
2013
(2014) 20771
13
2013
(
)
2013
12 31
2013 5
15
(
) 2013 12 31
(
)
(1)
(
)
(2)
2013 12 31
2013
5
15 (
) 2013 12 31
1318
6
14
2013
2014-03-27
2013
12
31
2013
12
31
110,311,518.09
1,839,134.71
482,229.92
1,305,501,621.99
1,305,501,621.99
-
-
-
-
-
140,000,000.00
15,608,445.71
43,229.06
-
227,355.37
-
-
1,574,013,534.85
2013
12
31
-
-
-
-
8,722,644.26
2,006,266.31
1,822,654.77
303,775.79
15
2013
-
751,972.53
-
-
-
-
347,561.15
13,954,874.81
1,590,300,412.72
-30,241,752.68
1,560,058,660.04
1,574,013,534.85
1.
2013
12
31
0.981
1,590,300,412.72
2.
2013
5
15
(
)
2013
12
31
2013
5
15
2013
12
31
2013
5 15
2013
12 31
35,550,828.34
1,450,205.91
1,382,679.76
-
-
67,526.15
-
1,975,836.48
-2,493,483.91
-
-
-
-
-
16
2013
4,469,320.39
30,430,012.57
-
1,694,773.38
22,173,452.08
14,530,979.31
2,421,829.88
-
4,850,509.61
-
-
370,133.28
13,377,376.26
-
13,377,376.26
2013
5
15
2013
12
31
2013 5
15
2013 12 31
1,772,094,176.71
-
1,772,094,176.71
-
13,377,376.26
13,377,376.26
-181,793,763.99
-43,619,128.94
-225,412,892.93
1,102,611,271.60
-569,367.44
1,102,041,904.16
-1,284,405,035.59
-43,049,761.50
-1,327,454,797.09
-
-
-
1,590,300,412.72
-30,241,752.68
1,560,058,660.04
17
2013
7.1
7.4
7.4.1
(
)
(
)
[2013]215
2013
4
15
2013
5
10
1,771,916,075.96
(2013)
276
2013
5
15
1,772,094,176.71
178,100.75
(
)
(
)
0%-95%
0-3%
5%
300
80%+
20%
2014
3
27
7.4.2
2006
2
15
38
18
2013
(
)
XBRL
3
<
>
7.4.4
7.4.3
2013
5
15
(
)
2013
12
31
2013
12
31
2013
5
15
(
)
2013
12
31
7.4.4
7.4.4.1
1
1
12
31
2013
5
15
(
)
2013
12
31
7.4.4.2
7.4.4.3
(1)
(2)
19
2013
7.4.4.4
(1)
(2)
(3)
7.4.4.5
(1)
(2)
20
2013
(3)
7.4.4.6
1)
2)
7.4.4.7
7.4.4.8
/(
)
7.4.4.9
/(
)
21
2013
7.4.4.10
7.4.4.11
7.4.4.12
(1)
(2)
(3)
7.4.4.13
(1)
(
22
2013
)
[2008]38
(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%
23
2013
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
110,311,518.09
-
-
110,311,518.09
7.4.7.2
1,275,071,609.42
1,305,501,621.99
30,430,012.57
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
1,275,071,609.42
1,305,501,621.99
30,430,012.57
7.4.7.3
/
24
2013
7.4.7.4
7.4.7.4.1
2013 12 31
140,000,000.00
-
-
-
140,000,000.00
-
7.4.7.5
2013 12 31
27,339.61
-
-
910.36
-
-
14,740.39
238.70
43,229.06
7.4.7.6
7.4.7.7
2013
12
31
751,972.53
-
751,972.53
7.4.7.8
2013 12 31
-
7,561.15
240,000.00
25
2013
100,000.00
347,561.15
7.4.7.9
2013 5
15
2013 12 31
1,772,094,176.71
1,772,094,176.71
1,102,611,271.60
1,102,611,271.60
-1,284,405,035.59
-1,284,405,035.59
1,590,300,412.72
1,590,300,412.72
1.
2.
2013
4
15
2013
5
10
1,771,916,075.96
178,100.75
178,100.75
3.
2013
5
15
(
)
2013
7
14
2013
7
15
7.4.7.10
-
-
-
-17,052,636.31
30,430,012.57
13,377,376.26
2,379,272.56
-45,998,401.50
-43,619,128.94
-5,561,622.80
4,992,255.36
-569,367.44
7,940,895.36
-50,990,656.86
-43,049,761.50
0.00
0.00
0.00
-14,673,363.75
-15,568,388.93
-30,241,752.68
7.4.7.11
26
2013
2013 5
15
2013 12 31
1,330,152.72
-
-
30,881.08
21,645.96
1,382,679.76
7.4.7.12
2013 5
15
2013 12 31
1,162,302,070.43
1,164,795,554.34
-2,493,483.91
7.4.7.13
7.4.7.14
7.4.7.15
2013 5
15
2013 12 31
4,469,320.39
-
4,469,320.39
7.4.7.16
2013 5
15
2013 12 31
30,430,012.57
30,430,012.57
-
-
-
-
-
-
27
2013
-
30,430,012.57
7.4.7.17
2013 5
15
2013 12 31
1,659,331.50
35,441.88
1,694,773.38
1.
25%
2.
25%
7.4.7.18
2013 5
15
2013 12 31
4,850,509.61
-
4,850,509.61
7.4.7.19
2013 5
15
2013 12 31
100,000.00
240,000.00
26,233.28
3,000.00
900.00
370,133.28
7.4.8
7.4.8.1
7.4.8.2
7.4.9
28
2013
7.4.10
7.4.10.1
7.4.10.2
7.4.10.2.1
2013 5
15
2013 12 31
14,530,979.31
5,053,860.22
1.5%
X 1.5% /
7.4.10.2.2
2013 5
15
2013 12 31
2,421,829.88
0.25%
29
2013
X 0.25% /
7.4.10.3
(
)
7.4.10.4
7.4.10.5
2013
5
15
2013
12
31
7.4.10.6
7.4.10.7
7.4.11
7.4.12
2013
12
31
7.4.12.1
/
-
12
30
2013
7.4.12.2
2013
12
31
7.4.12.3
7.4.13
7.4.13.1
31
2013
7.4.13.2
2013
12
31
7.4.13.3
32
2013
10%
10%
7.4.12
2013
12
31
(
)
7.4.13.4
7.4.13.4.1
33
2013
7.4.13.4.1.1
3
1-5
5
-1
110,311,518.09
-
-
-
-
110,311,518.09
1,839,134.71
-
-
-
-
1,839,134.71
482,229.92
-
-
-
-
482,229.92
-
-
-
-
1,305,501,621.99
1,305,501,621.99
140,000,000.00
-
-
-
-
140,000,000.00
-
-
-
-
15,608,445.71
15,608,445.71
-
-
-
-
43,229.06
43,229.06
9,343.29
-
-
-
218,012.08
227,355.37
252,642,226.01
-
-
-
1,321,371,308.84
1,574,013,534.85
-
-
-
-
8,722,644.26
8,722,644.26
-
-
-
-
2,006,266.31
2,006,266.31
-
-
-
-
1,822,654.77
1,822,654.77
-
-
-
-
303,775.79
303,775.79
-
-
-
-
751,972.53
751,972.53
-
-
-
-
347,561.15
347,561.15
-
-
-
-
13,954,874.81
13,954,874.81
252,642,226.01
-
-
-
1,307,416,434.03
1,560,058,660.04
34
2013
7.4.13.4.1.2
2013
12
31
7.4.13.4.2
7.4.13.4.3
0%-95%
0-3%
5%
VaR(Value at Risk)
7.4.13.4.3.1
2013
12
31
1,305,501,621.99
83.68
35
2013
-
-
-
-
1,305,501,621.99
83.68
7.4.13.4.3.2
7.4.14
(1)
(a)
(b)
(i)
(
)
(
)
(
)
(
)
(ii)
2013
12
31
1,276,751,022.50
28,750,599.49
(iii)
(
)
36
2013
(iv)
(2)
1
1,305,501,621.99
82.94
1,305,501,621.99
82.94
2
-
-
-
-
-
-
3
-
-
4
-
-
5
140,000,000.00
8.89
-
-
6
112,150,652.80
7.13
7
16,361,260.06
1.04
8
1,574,013,534.85
100.00
2013
12
31
1,560,058,660.04
0.981
0.981
37
2013
A
-
-
B
4,681,329.84
0.30
C
1,051,875,538.34
67.43
D
-
-
E
45,888,190.10
2.94
F
9,830,442.00
0.63
G
-
-
H
-
-
I
149,611,018.37
9.59
J
6,122,610.50
0.39
K
94,953.09
0.01
L
14,735,588.75
0.94
M
11,844,876.00
0.76
N
10,817,075.00
0.69
O
-
-
P
-
-
Q
-
-
R
-
-
S
-
-
1,305,501,621.99
83.68
1
1,280,343
101,620,823.91
6.51
2
1,967,435
99,453,839.25
6.38
3
2,203,624
90,084,149.12
5.77
4
2,453,350
86,063,518.00
5.52
5
2,040,670
84,014,383.90
5.39
6
1,058,942
83,656,418.00
5.36
7
768,205
83,503,883.50
5.35
8
5,317,987
79,078,466.69
5.07
9
1,973,963
74,517,103.25
4.78
10
1,173,611
45,888,190.10
2.94
11
1,563,768
44,863,496.64
2.88
12
2,507,135
41,869,154.50
2.68
13
520,117
36,512,213.40
2.34
14
779,144
35,240,683.12
2.26
38
2013
15
1,226,670
34,322,226.60
2.20
16
1,667,947
32,975,312.19
2.11
17
1,320,288
30,340,218.24
1.94
18
1,211,999
24,858,099.49
1.59
19
518,269
17,232,444.25
1.10
20
439,756
16,935,003.56
1.09
21
932,352
14,805,749.76
0.95
22
406,499
14,735,588.75
0.94
23
381,690
13,664,502.00
0.88
24
1,238,227
13,273,793.44
0.85
25
531,700
13,180,843.00
0.84
26
975,000
13,152,750.00
0.84
27
457,269
12,894,985.80
0.83
28
488,650
11,844,876.00
0.76
29
547,700
10,817,075.00
0.69
30
655,800
9,830,442.00
0.63
31
165,976
8,509,589.52
0.55
32
328,650
6,306,793.50
0.40
33
328,100
5,567,857.00
0.36
34
209,737
4,681,329.84
0.30
35
190,839
4,519,067.52
0.29
36
57,691
1,884,188.06
0.12
37
55,843
715,907.26
0.05
38
23,934
585,186.30
0.04
39
45,286
554,753.50
0.04
40
18,503
386,712.70
0.02
41
15,902
300,547.80
0.02
42
13,281
158,043.90
0.01
43
10,221
94,953.09
0.01
44
323
3,385.04
0.00
45
200
2,960.00
0.00
46
10
113.50
0.00
8.4.1
2%
20
1
141,737,007.23
9.09
39
2013
2
122,638,273.75
7.86
3
118,579,644.62
7.60
4
107,100,788.58
6.87
5
102,245,387.87
6.55
6
95,658,591.80
6.13
7
89,250,158.80
5.72
8
81,801,635.74
5.24
9
80,401,074.02
5.15
10
77,020,558.03
4.94
11
65,465,221.75
4.20
12
54,704,887.66
3.51
13
51,569,546.34
3.31
14
49,632,866.46
3.18
15
49,411,492.00
3.17
16
49,325,007.59
3.16
17
47,091,989.89
3.02
18
45,077,402.44
2.89
19
43,764,107.67
2.81
20
42,815,932.26
2.74
21
40,290,621.83
2.58
22
39,861,603.54
2.56
23
39,284,776.98
2.52
24
38,059,279.11
2.44
25
38,048,340.19
2.44
26
36,104,731.52
2.31
27
35,675,442.95
2.29
28
31,958,164.27
2.05
8.4.2
2%
20
1
97,817,321.85
6.27
2
62,769,880.07
4.02
3
60,274,948.39
3.86
4
51,232,599.19
3.28
5
50,478,475.52
3.24
6
46,546,130.60
2.98
40
2013
7
44,134,108.49
2.83
8
39,219,773.03
2.51
9
34,809,335.39
2.23
10
34,637,143.86
2.22
11
32,918,816.10
2.11
12
32,800,852.11
2.10
13
31,184,506.06
2.00
14
29,570,986.33
1.90
15
24,280,230.77
1.56
16
24,081,515.44
1.54
17
22,839,875.31
1.46
18
22,714,121.33
1.46
19
22,479,559.68
1.44
20
21,846,063.33
1.40
8.4.3
2,439,867,163.76
1,162,302,070.43
41
2013
(
)
000661
2013
9
24
(
)
1
550
2
2974.62
42
2013
1
482,229.92
2
15,608,445.71
3
-
4
43,229.06
5
227,355.37
6
-
7
-
8
-
9
16,361,260.06
10,929
145,511.98
671,648,175.61
42.23%
918,652,237.11
57.77%
43
2013
50,400.81
0.0032%
0
0
1,772,094,176.71
1,772,094,176.71
1,102,611,271.60
1,284,405,035.59
-
1,590,300,412.72
2013
2
8
2013
4
19
44
2013
2013
3
17
2013
6
1
2013
5
31
100,000
1
1,182,862,333.54
32.87%
1,076,877.48
32.87%
1
2,415,541,900.65
67.13%
2,199,109.89
67.13%
1.
45
2013
2.
1
,
2
,
3
,
4
,
,
5
,
,
3.
1
2
4.
2013
5
15
11.7.2
-
-
260,000,000.00
100.00%
-
-
-
-
-
-
-
-
1.
2013
5
16
2.
2013
7
10
3.
2013
9
6
46
2013
002292
4.
2013
10
19
5.
002273
2013
11
9
6.
600406
2013
11
16
1
2
3
4
5
6
www.cifm.com
47
2013
48