2013
2013
2013
12
31
2013
2014
3
27
2013
9
18
12
31
1
2013
1.2
................................................................................................................ 1
............................................................................................................................ 1
............................................................................................................................ 4
.................................................................................................................... 4
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2
2013
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3
2013
021-38794888
95566
services@cifm.com
fcid@bankofchina.com
4
2013
400-889-4888
95566
021-20628400
010-66594942
99 20
1
99 20
1
200120
100818
http://www.cifm.com
1318
6
99
20
4,338,114.51
4,841,760.79
0.0078
0.78%
0.80%
3,790,949.94
0.0069
554,757,130.99
1.008
5
2013
0.80%
1.
2.
3.
2013
9
18
3.2.1
0.80%
0.08%
-2.03%
0.46%
2.83%
-0.38%
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
-
0.80%
0.08%
-2.19%
0.46%
2.99%
-0.38%
300
40%+
60%
3.2.2
6
2013
3.2.3
7
2013
4.1.1
2004
5
12
2007
10
8
2.5
2013
12
8
2013
4.1.2
2001
3
2004
3
2004 3
2005
4
2005
5
2008
5
2008
5
2013-9-18
-
12
2013
7
2013
9
2014
1
2001
7
2004
2
2004
2
2006
6
2006
6
2009
12
2013-9-18
-
11
2010 1
2010
10
2010 11
9
2013
2005 11
2006
9
2007
7
2009
6
2008
12
2009
12
2013
9
4.3.1
10
2013
4.3.2
4.3.3
4.4.1
11
2013
4.4.2
0.8%
-2.19%
12
2013
13
2013
(2014) 20781
(
)
2013
12 31
2013 9
18
(
) 2013 12 31
(
)
(1)
(
)
(2)
14
2013
2013 12 31
2013
9
18 (
) 2013 12 31
2014 3
27
2013
12
31
2013
12
31
7.4.7.1
41,546,055.23
11,037,664.52
15
2013
18,876.17
7.4.7.2
47,138,606.12
27,138,606.12
-
20,000,000.00
-
7.4.7.3
-
7.4.7.4
460,000,000.00
-
7.4.7.5
588,756.03
-
2,670.37
-
7.4.7.6
-
560,332,628.44
2013
12
31
-
-
7.4.7.3
-
-
-
4,469,505.55
586,979.29
122,287.34
-
7.4.7.7
79,880.42
-
-
-
-
7.4.7.8
316,844.85
5,575,497.45
-
7.4.7.9
550,444,543.37
7.4.7.10
4,312,587.62
554,757,130.99
560,332,628.44
1.
2013
12
31
1.008
550,444,543.37
2.
2013
9
18
(
)
2013
12
31
16
2013
2013
9
18
2013
12
31
2013
9 18
2013
12 31
7,850,267.01
7,904,950.21
7.4.7.11
219,348.07
169,687.67
-
7,515,914.47
-
-689,889.47
7.4.7.12
-689,889.47
-
7.4.7.13
-
-
7.4.7.14
-
7.4.7.15
-
7.4.7.16
503,646.28
-
7.4.7.17
131,559.99
3,008,506.22
2,139,945.63
445,822.02
-
7.4.7.18
120,119.74
-
-
7.4.7.19
302,618.83
4,841,760.79
-
4,841,760.79
17
2013
2013
9
18
2013
12
31
2013 9
18
2013 12 31
650,866,936.98
-
650,866,936.98
-
4,841,760.79
4,841,760.79
-100,422,393.61
-529,173.17
-100,951,566.78
4,277,630.34
18,312.62
4,295,942.96
-104,700,023.95
-547,485.79
-105,247,509.74
-
-
-
550,444,543.37
4,312,587.62
554,757,130.99
7.1
7.4
7.4.1
(
)
(
)
[2013]794
2013
8
19
2013
9
13
650,761,027.29
(
)
(2013)
586
2013
9
18
650,866,936.98
105,909.69
18
2013
(
)
(
(
)
)
0%-50%
80%
50%
5%
0-3%
300
40%+
60%
2013
3
27
7.4.2
2006
2
15
38
(
)
XBRL
3
<
>
7.4.4
7.4.3
2013
9
18
(
)
2013
12
31
2013
12
31
2013
9
18
(
)
2013
12
31
7.4.4
7.4.4.1
1
1
12
31
2013
9
18
(
)
2013
12
31
7.4.4.2
7.4.4.3
(1)
19
2013
(2)
7.4.4.4
(1)
(2)
(3)
7.4.4.5
(1)
20
2013
(2)
(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)
(
)
[2008]38
7.4.5
7.4.5.1
22
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
41,546,055.23
-
-
41,546,055.23
23
2013
7.4.7.2
26,634,959.84
27,138,606.12
503,646.28
20,000,000.00
20,000,000.00
-
-
-
-
20,000,000.00
20,000,000.00
-
-
-
-
-
-
-
-
-
-
46,634,959.84
47,138,606.12
503,646.28
7.4.7.3
/
7.4.7.4
7.4.7.4.1
2013
12
31
460,000,000.00
-
-
-
460,000,000.00
-
7.4.7.5
2013 12 31
10,110.71
-
-
5,463.59
169,687.67
403,484.44
0.27
9.35
588,756.03
24
2013
7.4.7.6
7.4.7.7
2013
12
31
79,880.42
-
79,880.42
7.4.7.8
2013 12 31
16,844.85
300,000.00
316,844.85
7.4.7.9
2013 9
18
2013 12 31
650,866,936.98
650,866,936.98
4,277,630.34
4,277,630.34
-104,700,023.95
-104,700,023.95
550,444,543.37
550,444,543.37
1.
2.
2013
8
19
2013
9
13
650,761,027.29
105,909.69
105,909.69
3.
2013
9
18
(
)
2013
11
17
2013
11
18
25
2013
7.4.7.10
-
-
-
4,338,114.51
503,646.28
4,841,760.79
-547,164.57
17,991.40
-529,173.17
20,844.00
-2,531.38
18,312.62
-568,008.57
20,522.78
-547,485.79
-
-
-
3,790,949.94
521,637.68
4,312,587.62
7.4.7.11
2013 9
18
2013 12 31
189,972.80
-
-
29,325.38
49.89
219,348.07
7.4.7.12
2013 9
18
2013 12 31
30,208,852.44
30,898,741.91
-689,889.47
7.4.7.13
7.4.7.14
7.4.7.15
.
26
2013
7.4.7.16
2013 9
18
2013 12 31
503,646.28
503,646.28
-
-
-
-
-
-
503,646.28
7.4.7.17
2013 9
18
2013 12 31
126,141.23
5,418.76
131,559.99
1.
25%
2.
25%
7.4.7.18
2013 9
18
2013 12 31
120,119.74
-
120,119.74
7.4.7.19
2013 9
18
2013 12 31
60,000.00
240,000.00
2,618.83
27
2013
-
302,618.83
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 9
18
2013 12 31
2,139,945.63
985,137.66
1.2%
28
2013
X 1.2% /
7.4.10.2.2
2013 9
18
2013 12 31
445,822.02
0.25%
X 0.25% /
7.4.10.3
(
)
7.4.10.4
7.4.10.5
2013
9
18
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
29
2013
7.4.12.3
7.4.13
7.4.13.1
7.4.13.2
30
2013
2013
12
31
3.61%
7.4.13.3
10%
10%
2013
12
31
(
)
7.4.13.4
31
2013
7.4.13.4.1
7.4.13.4.1.1
2013
12
31
3
3
1
1
5
5
41,546,055.23
-
-
-
-
41,546,055.23
11,037,664.52
-
-
-
-
11,037,664.52
18,876.17
-
-
-
-
18,876.17
-
-
-
20,000,000.00
27,138,606.12
47,138,606.12
460,000,000.00
-
-
-
-
460,000,000.00
-
-
-
-
588,756.03
588,756.03
-
-
-
-
2,670.37
2,670.37
512,602,595.92
-
-
20,000,000.00
27,730,032.52
560,332,628.44
-
-
-
-
4,469,505.55
4,469,505.55
-
-
-
-
586,979.29
586,979.29
-
-
-
-
122,287.34
122,287.34
-
-
-
-
79,880.42
79,880.42
-
-
-
-
316,844.85
316,844.85
-
-
-
-
5,575,497.45
5,575,497.45
512,602,595.92
-
-
20,000,000.00
22,154,535.07
554,757,130.99
7.4.13.4.1.2
2013
12
31
3.61%
32
2013
7.4.13.4.2
7.4.13.4.3
0%-50%
80%
50%
5%
0-3%
VaR(Value at Risk)
7.4.13.4.3.1
2013
12
31
(%)
27,138,606.12
4.89
-
-
-
-
27,138,606.12
4.89
7.4.13.4.3.2
2013
12
31
4.89%
33
2013
7.4.14
(1)
(a)
(b)
(i)
(
)
(
)
(
)
(
)
(ii)
2013
12
31
47,138,606.12
(iii)
(
)
(iv)
(2)
34
2013
1
27,138,606.12
4.84
27,138,606.12
4.84
2
20,000,000.00
3.57
20,000,000.00
3.57
-
-
3
-
-
4
-
-
5
460,000,000.00
82.09
-
-
6
52,583,719.75
9.38
7
610,302.57
0.11
8
560,332,628.44
100.00
2013
12
31
554,757,130.99
1.008
1.008
A
-
-
B
-
-
C
23,376,496.12
4.21
D
-
-
E
-
-
F
-
-
G
-
-
H
-
-
I
3,762,110.00
0.68
J
-
-
K
-
-
35
2013
L
-
-
M
-
-
N
-
-
O
-
-
P
-
-
Q
-
-
R
-
-
S
-
-
27,138,606.12
4.89
1
593,900
8,207,698.00
1.48
2
253,000
3,762,110.00
0.68
3
62,792
3,174,135.60
0.57
4
263,500
2,824,720.00
0.51
5
30,000
2,370,000.00
0.43
6
19,640
2,134,868.00
0.38
7
49,901
1,750,527.08
0.32
8
39,914
1,631,684.32
0.29
9
32,494
1,282,863.12
0.23
8.4.1
2%
20
1
9,682,912.92
1.75
2
4,553,989.70
0.82
3
3,905,613.02
0.70
36
2013
4
3,260,157.00
0.59
5
3,259,709.92
0.59
6
3,253,513.06
0.59
7
2,985,151.46
0.54
8
2,789,645.00
0.50
9
2,369,803.00
0.43
10
1,956,943.76
0.35
11
1,955,184.00
0.35
12
1,954,710.92
0.35
13
1,953,522.20
0.35
14
1,949,728.67
0.35
15
1,947,895.20
0.35
16
1,945,720.02
0.35
17
1,794,636.00
0.32
18
1,769,837.76
0.32
19
1,707,593.10
0.31
20
1,302,690.00
0.23
8.4.2
2%
20
1
3,998,372.18
0.72
2
3,897,991.46
0.70
3
3,829,148.47
0.69
4
3,118,736.93
0.56
5
1,871,409.00
0.34
6
1,864,485.73
0.34
7
1,859,901.68
0.34
8
1,842,080.13
0.33
9
1,826,416.06
0.33
10
1,805,397.80
0.33
11
1,747,783.20
0.32
12
1,333,119.80
0.24
13
1,214,010.00
0.22
37
2013
8.4.3
57,533,701.75
30,208,852.44
1
-
-
2
-
-
3
-
-
-
-
4
20,000,000.00
3.61
5
-
-
6
-
-
7
-
-
8
-
-
9
20,000,000.00
3.61
1
200,000
20,000,000.00
3.61
38
2013
8.12.1
(
)
000661
2013
9
24
(
)
1
550
2
2974.62
8.12.2
39
2013
8.12.3
1
18,876.17
2
-
3
-
4
588,756.03
5
2,670.37
6
-
7
-
8
-
9
610,302.57
8.12.4
8.12.5
8.12.6
40
2013
-
-
0
0
650,866,936.98
4,277,630.34
104,700,023.95
550,444,543.37
41
2013
60,000
11.7.1
1.
2.
42
2013
1
,
2
,
3
,
4
,
,
5
,
,
3.
1
2
4.
2013
9
18
11.7.2
1.
2013
9
24
2.
2013
11
13
3.
2013
11
16
600406
43
2013
1.
2.
3.
4.
5.
6.
44
