........................................................... 5....................................................... 8................................

HTSC 6886 2015 12 31 20151231 2015 (www.hkexnews.hk) (www.htsc.com.cn) 20152016430(i)H(ii) 2016329 1

........................................................... 5....................................................... 8........................................ 9................................................... 34.................................. 39....................................................... 95...................................... 123................................................. 132............................ 133................................................... 152............................................. 192..................................................... 198................................................. 199............................................. 200 2

2015 9,145,222,410.50 10%10%10% 2,743,566,723.156,401,655,687.35 7,327,694,049.302014 2,800,000,000.00 10,929,349,736.65 3 20152015 AH20157,162,768,800 105.003,581,384,400.00 7,347,965,336.65 AH 2015 2015 20168312015 3

AA ITIT 4

A 1.00 20051027 200611 2013 1228201431 H 1.00 IPO 5

QFII QDII 571 2007127 HTSC 16 Huatai Securities Co., Ltd.A20102 26601688 6

20151120151231 OTC 2015 7

2015 H201561H 305.952015IPOH 2015 1,000App 1,000 11 1.28 2016 2016 8

HUATAI SECURITIES CO., LTD. HTSC 7,162,768,800 5,600,000,000 52,362,033,891.72 19,727,808,969.73 1 2000110[2000]8 2 200158[2001]5 3 2003224[2003]25 4 2003330[2003]115 5 200479 ICP030125 9

6 2005317[2005]048 7 2005819[2005]214 8 2006112SC200804 9 200612632000006015 10 11200764 Z-014 122007829[2007]61 1320071228[2007]343QDII 142008411[2008]481 15200866 A00008 162008718[2008]381 172009916 B2-20040073 201479 18201062 19201064[2010]766 10

2020101229 2120115102010 2011831 [2011]1353 77 22201216[2012]2 232012118[2012]18 2012220[2012]8 242012525300 300ETF 252012627[2012]868 26201281[2012]345 272012829[2012]112 282012952012 2013131 [2013]41 11

292012911[2012]479 3020121128[2012]19 3120121224300 322013112 [2013]15 332013130 [2013]41 34201326 352013222 [2013]45 36201335 201338 372013321 [2013]70 38201343 415 392013527 40201364 [2013]219 12

412013621 [2013]65 [2013]58 4220139 43201393 442013916 452013930 46201310102013 472014624 48201472 [2014]777 492014716 50201487 [2014]194 512014827 522014919 532014924925 1 OTC 13

5420141010 [2014]603 A20141117 5520141015 [2014]633 5620141210 [2014]337 5720141226 20141231 582015116 [2015]73 592015129 [2015]162 60201513050ETF [2015]213201529 50ETF 61201543 622015416 632015421 A00004 64201561 [2015]460 14

22811 22812 025-8338779383387780 025-83387788 83387688 025-83387784 025-83387784 jiangjian@htsc.com zhaoyuankuan@htsc.com 28 22811 18 228 210019 228 210019 99424201 http://www.htsc.com.cn boardoffice@htsc.com 025-83389999 955974008895597 http://www.sse.com.cn http://www.hkexnews.hk 228 15

A 601688 H HTSC 6886 1 199012 1991491,00019915 26 2 1994[1993]74[1994]36 20,200 3 199761996 [1997]501[1998]43 40,400 1998421 4 199851997 82,8001999118 5 19993199912 [1999]15285,032 19991221 6 2001420024 [2002]9685,032220,000 2002524 7 200720071129 [2007]311 220,000450,0002007127 8 20092009730 [2009]715450,000 481,543.87252009731 16

17 9 20102[2010]138 A78,456.1275 562010223 1020141211H2014 201557 1,610,000,000 2015522140,000H 611,400,000,000H H140,000,000H 1,540,000,000H 2015619H 162,768,800H HH H2015624 560,000716,276.88201577

43 99 585808 12 2006.11.23 100,000 180 2008.08.12 235,000 28 2013.11.21 151501 50,000 2014.10.16 1821 100,000 (01A020304)17A 18A24A25A26A 65 511 1997.09.05 99,748 1995.07.10 80,900 12 18811 2013.07.04 20,000 025-83389999 025-83389999 010-56839318 025-83389999 010-63211388 020-87327039 025-83389999 18

29 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 2815 1501 239 B 320 201 90 6 182201 102 884 6 18A 51 1162 5584 230232 3907 08 1750 1 23042305 2306 325 9 2010.5.28 500 100032 010-63211377 2010.5.28 500 150001 0451-82718800 2011.6.3 500 110004 024-31881777 2010.4.9 2000 210002 025-84798508 2010.5.28 500 226001 0513-85529888 2010.5.28 500 200120 021-28972258 2010.5.28 500 215001 0512-67579666 2010.5.28 500 300211 022-26522228 2012.3.19 500 518048 0755-82492098 2012.5.19 500 610091 028-61502398 2012.3.19 500 430070 027-87314798 2012.5.19 500 510620 020-88830128 2013.3.25 500 310052 0571-86698700 2014.6.11 2000 214001 0510-82702153 2014.4.16 2000 213000 0519-88139733 19

16 17 18 19 20 21 22 23 24 25 26 27 28 29 19 2014.4.16 2000 221001 0516-85602988 2014.8.4 2000 225001 0514-82196688 406 2014.4.16 2000 450008 0371-65585009 15B8 2014.4.16 2000 250061 0531-55686555 17703 2014.8.25 10000 230011 0551-64297088 46 2014.3.24 2000 223001 0517-83907888 1819 2014.3.24 2000 224001 0515-88216888 1015 2014.3.24 2000 212001 0511-85037099 11 2014.8.4 2000 225300 0523-86234237 22 2014.8.4 2000 214431 0510-86817888 8 2014.5.27 500 410015 0731-85120568 346 2014.2.25 500 650021 0871-65951973 155 162 B 2014.9.18 2000 361004 0592-2997899 668 B201 2014.11.3 500 330002 0791-86600577 1416 20

201512312453 1 4 211200 025-56232323 2 101 210036 025-58010081 18 3 99 210005 025-84798883 4 136 211300 025-56816718 5 210024 025-58010058 18911 6 210029 025-83539788 81 7 15 210002 025-58010001 8 211100 025-87189599 7001 2 9 20 210016 025-84636866 10 211500 025-57127366 91818 4 11 48 210007 025-84620977 12 96 210008 025-84701234 13 26 210004 025-52210618 14 255 210001 025-52230208 15 223 210009 025-83346819 16 94 333 210003 025-83539281 15 17 399 210037 025-83581188 6 18 26412 210037 025-86334000 19 2 213003 0519-86600788 20 9 213000 0519-88139733 21 3 213000 0519-86921660 E105 22 16 213159 0519-81000818 23 213200 0519-82696969 500145 24 91 213300 0519-80981755 25 223300 0517-84908988 17 26 223400 0517-82660908 104 27 223200 0517-85198077 2 4 28 211700 0517-88215061 45 29 69 222001 0517-84908988 21

30 226100 0513-82227766 811 31 226600 0513-88856678 938 32 18 226000 0513-85126758 33 10 226001 0513-85123188 34 226400 0513-84883333 3 35 1112 226009 0513-83593191 36 226300 0513-81692959 37 6 226006 0513-85580999 38 505 226200 0513-83652208 39 226500 0513-87335888 2 1 40 18 215500 0512-52895122 41 8 215300 0512-55219088 42 1359 215004 0512-68270515 43 56 215000 0512-68785488 44 1925 215001 0512-67579766 45 8 215028 0512-68363826 307 46 102 215007 0512-65729996 47 215400 0512-53589559 36 1 48 215228 0512-63910061 94 3 4 49 215633 0512-56767800 251 50 2 215600 0512-58178299 51 215104 0512-66021881 1981 52 215200 0512-63956208 1729703 53 17 223600 0527-87880259 54 223800 0527-84390068 110 55 223900 0527-89889601 23103 56 223700 0527-85181112 1 57 23 225500 0523-88209518 58 68 214500 0523-89101088 9 59 225400 0523-87095597 4D106 D206 60 225300 0523-86985597 602 61 11 1 225300 0523-86242500 62 1314 225700 0523-83256333 22

63 16 214000 0510-82768155 64 327 214000 0510-82705608 65 359 214123 0510-85065672 66 214021 0510-85045101 12 1 2 67 214299 0510-80793998 34502 68 680 214421 0510-81662778 69 174 214423 0510-81666298 70 10 214411 0510-81662758 71 111 214401 0510-81662098 72 214443 0510-81666278 108 73 252 221006 0516-85850911 74 2 221600 0516-81202066 75 117 221000 0516-83718448 76 10 221200 0516-66778896 77 34 221116 0516-83538896 78 56 221006 0516-85803998 94 79 19 221000 0516-66881777 80 221700 0516-66650130 51012 10 81 8 1 224100 0515-83928806 82 4 224200 0515-85105761 83 224400 0515-88212873 113 84 224500 0515-87021988 NC 14 85 90 225600 0514-84666552 86 225800 0514-88230488 10 87 225200 0514-86534998 622 88 56 225000 0514-85863888 2 89 406 225001 0514-87055888 90 211400 0514-83962098 37 91 12725 6 212200 0511-88399933 92 260 212000 0511-85115898 93 25 212300 0511-86699772 94 212400 0511-85979998 23

95 158 200060 021-33532200 501 505512516 96 5199 200435 021-56761987 15ABC 97 36 200433 021-33621855 1801 1806 98 333 200003 021-63181398 99 268 200042 021-63550001 3002 100 511 200041 021-62678287 13011802B 101 15085 201999 021-56106616 102 201400 021-67136006 152922102 15 103 388 200120 021-20773068 2623 03B 05A 104 327 200030 021-54254885 303305307 105 3333 200336 021-62909758 106 1088 200040 021-62566063 67 107 1313 200011 021-53078283 506 509 108 642 201299 021-33825017 109 229 1 200120 021-38476005 110 100062 010-67172636 43443-(04)01 111 13 100026 010-65008866 F1 6 F1 7F2 1 112 29 100080 010-62523799 189901 903 113 7 72 100048 010-68733708 A 114 100007 010-84273989 2825 115 12 100045 010-68058688 116 100081 010-68733967 113 117 240 300192 022-87893469 118 9 300399 022-84373801 713 714 4 119 185 300130 022-26532286 120 29 300151 022-58811908 24

121 336 116013 0411-82815866 11 128 122 188 116021 0411-84342688 123 187 110014 024-31976665 124 110003 024-31883577 232 5 7 125 110004 024-31883388 320201 126 115000 0417-3350961 16-1 127 124010 0427-3257500 94 128 14040 0472-4136027 41 129 14010 0472-6867886 3 194 130 10010 0471-3251997 26 A171707 131 1 750001 0951-6019666 51 132 250002 0531-87229217 1 5 133 250061 0531-82318318 722 134 250031 0531-85829568 7 38 135 276000 0539-8259159 10B1012 136 122 266071 0532-85713938 137 32 265200 0535-7999111 138 173 264006 0535-3410978 139 1 58 30001 0351-7775553 140 11 710054 029-87889991 2 141 151 710065 029-85587020 142 52 310004 0571-28809281 143 131-1 310012 0571-87756088 144 230 315010 0574-87023678 145 128 312000 0575-85222917 146 325102 0577-66992199 8 8 13 147 316100 0580-3066008 118802803 148 183 104 318000 0576-89811389 314000 0573-82862312 149 1115 25

150 230011 0551-64639688 46110 151 59 230001 0551-62686969 152 243000 0555-7185517 5 105 6 153 2015 239001 0550-3019976 154 244000 0562-2801988 16021603 155 1 730000 0931-8106511 437 451 156 1 50 50000 0311-87038116 157 15 450003 0371-65585069 B8 158 16 450000 0371-63855159 3 1 2 159 333 450008 0371-66390997 160 15 150010 0451-51998718 161 150001 0451-51998768 239 B 162 6 19 157099 0453-8111898 163 21 157009 0453-6920026 164 151100 0455-8182229 165 163400 0459-8971477 62 166 855 130041 0431-81910599 167 107(1 3 3 1000 130021 0431-85655848 168 132000 0432-65128108 571572 169 1 243 835000 0999-8228707 8 170 610000 028-87448096 1843 171 45 610041 028-85512252 5 172 45 610031 028-85590880 7702703 173 1 610091 028-61505176 C301302 7 410411412 174 610213 028-85640443 240 242244246 175 610097 028-87843269 176 2662 13322 618100 0838-7201167 26

177 400084 023-68901837 8962 2 2 178 2 401147 023-67093288 24 7 179 444300 0718-8456188 5 180 63 445000 0718-8237528 181 445300 0718-3230098 47 182 445700 0718-6288118 50 183 1 445400 0718-7283339 184 25 438000 0713-8613915 185 33 438300 0713-2772385 186 55 435400 0713-6758589 187 434000 0716-8249551 249 188 8 434400 0716-7282593 189 10 442400 0719-3336276 190 8 442000 0719-8240158 191 430074 027-87575660 192 29 153 430032 027-83632286 6 193 999 430080 027-86880966 194 115 430064 027-59723377 195 288 430070 027-87816068 196 296 430015 027-85558889 197 19 441000 0710-3278298 198 208 432600 0712-5231718 199 432800 0712-7226466 200 215 431600 0712-8296358 201 29 432000 0712-2326727 202 432400 0712-3226017 122 203 1 432500 0712-4338338 204 112 444100 0717-3252238 205 12 443000 0717-6229898 206 23 443300 0717-4836899 207 5 443200 0717-4200539 208 410007 0731-85561098 285 209 3 414500 0730-8240599 210 414000 0730-8240599 211 111 330006 0791-86216997 212 2 12901A1 330100 0791-83751699 27

213 6381509 214 449451205206 210211 215 66 B209 216 371 375 12S12011218 23 217 65 5 218 16020 219 888 4002 4004 220 1901 221 A 1001091113 222 118A 223 1355705 224 23 2014 9 225 190319041905 226 1A602 227 1.08-01 228 7028 7 229 003 230 A203A205 231 A1101 04 232 6003A 233 4011 170203 04 234 10I10J22D 22E22F 235 8812 510000 020-32277666 510440 020-39213388 510800 020-86901898 510070 020-83853823 510600 020-87566378 510620 18565056768 510420 020-86273767 528300 0757-29808999 515041 0754-89898199 528415 0760-89823338 518065 0755-26626138 518026 0755-82993655 518059 0755-86271277 518172 0755-26626388 518040 0755-82531008 518040 0755-82719339 518057 0755-25870808 518000 0755-82080300 518053 0755-26626388 518026 0755-83767319 518048 0755-82766183 518041 0755-82027636 518125 0755-27247130 28

236 11 530000 0771-5570608 2 237 1911 543002 0774-3862288 238 1 1 550001 0851-4109471 19C 239 350009 0591-88037887 3825 240 362000 0595-22187188 241 4 668 361004 0592-2977339 B2 242 363000 0596-2900350 (906 912 243 38 570102 0898-66202789 141406 2 244 139 572021 0898-88211669 245 1 392 810000 0971-6368338 1 8 108 127 1 A 2 H 16636 18317M 29

2015 2014 % 2013 39,415,525 15,978,485 146.68 9,000,247 10,696,871 4,486,276 138.44 2,219,735 10,714,288 4,439,678 141.33 2,148,271 (46,417,732) (11,173,496) (315.43) (15,195,959) 1,435,066 1,474,939 (2.70) 69,437 2015 2014 % 2013 452,614,615 272,226,036 66.26 116,213,677 (371,085,844) (230,281,628) 61.14 (79,412,700) 80,784,925 41,298,556 95.61 36,174,304 81,528,771 41,944,408 94.37 36,800,977 7,162,768,800 5,600,000,000 27.91 5,600,000,000 30

2015 2014 % 2013 1.65 0.80 105.37 0.40 1.65 0.80 105.37 0.40 1.65 0.79 107.86 0.38 % 17.09 11.74 % 17.11 11.62 5.35 6.24 5.49 6.04 52,362,033,891.72 19,727,808,969.73 74,445,317,086.43 37,085,784,571.20 % 880.74% 463.56% % 70.34% 53.20% % 39.67% 19.67% % 56.41% 36.98% % 79.45% 69.18% % 72.99% 81.46% 1415 2015 2,82713338 53.131329.238.35135.42 11.85136.651.17 130.8254213445 31

2015 1,000 45.2 2.51 1.26 2 2015400 146.68%77.53%107.98 100137.85%99.40% (1) 1 2015 2014 2013 2012 39,416 15,978 9,000 7,011 25,572 10,349 6,272 5,094 420 285 219 209 14,263 5,915 2,948 2,126 10,697 4,486 2,220 1,618 2 2015 1231 2014 2013 2012 1231 1231 1231 7,163 5,600 5,600 5,600 81,529 41,944 36,801 35,180 80,785 41,299 36,174 34,725 371,086 230,282 79,413 50,676 128,367 70,228 30,843 34,498 452,615 272,226 116,214 85,856 32

3 2015 2014 2013 2012 0.50 (2) 0.50 0.15 0.15 1.65 0.80 0.40 0.29 1.65 0.80 0.40 0.29 % 17.09 11.74 6.24 4.76 % (3) 74.85 79.23 56.89 31.50 (1) 2011 http://www.sse.com.cn/ (2) 201595122 (3) 20152014201512312014 1231 55,999,957,916.75 131,238,108,713.37 75,238,150,796.62 6,311,359,206.96 9,244,846.63 21,428,292,467.49 21,419,047,620.86 780,898,651.69 9,276,148,087.87 38,118,720,503.37 28,842,572,415.50 1,437,608,379.31 5,000,000.00 5,000,000.00 229,000.00-709,928,484.26-2,125,595,372.73-1,415,666,888.47-1,772,896,959.91 64,580,422,366.99 188,664,526,311.50 124,084,103,944.51 6,757,198,278.05 33

1 (1) 28,666,367177.70%16,490,926 185.49%42.47%1.57 (2) IPO 34

1,907,598 33.27% 1,261,818 28.60%33.94%2.45 (3) 2,505,85882.08%852,766 183.75%65.57%12.30 (4) OTC ETF OTC OTCOTC 4,521,32786.72%1,573,213 48.85%65.20%8.85 (5) IPO 35

1,970,915351.43%5,399,064 141.61%152.21%193.54 2 24 AH Wind APP 2015 2015 36

1 2 A H 66360110 3 AAA 4 37

5 900 6 7 5,41082.62%40 74.75% 8 IT 38

9 A+H 2015 2015 2015 A 3,539.18 9.41%12,664.89 14.98%Wind20152015 A2,532,968.382014243.36% 10,381.022014244.76% 15,121.98 2014101.90% 2014139.70% 201498.53% 39

2015 172.158.74% 118.024.23% Wind2015 347,599.60201494.17% 99,208.30726.74%53,064.90 490.55%10,303.80 613.15%6,686.8251.08% (1) IPO FICC IRS HTSC LIMITEDLead Talent Enterprises Limited11 40

(2) 2014218 2014372014 2014415[2014]112 121 110 20141125 201412112014 20151232015 6020154202015 12020156262015 180 201536 20153302014 2015619[2015]1326 66201571 201566 34.20% 20141125 H201412112014 2015421 [2015]685 1,610,000,000201557 1,610,000,000 2015611,540,000,000 H 1,400,000,000H H140,000,000H2015624 179,045,680H 162,768,800H H16,276,880H 41

(3) % % % 28,666,367 (16,490,926) 12,175,441 42.47 177.70 185.49 1.57 1,907,598 (1,261,818) 647,517 (1) 33.94 33.27 28.60 2.45 2,505,858 (852,766) 1,643,167 (1) 65.57 82.08 183.75 12.30 4,521,327 (1,573,213) 2,948,114 65.20 86.72 48.85 8.85 1,970,915 (5,399,064) (2,999,885) (1) (152.21) 351.43 141.61 193.54 (156,540) 5,683 (150,857) 39,415,525 (25,572,104) 14,263,497 36.19% 146.68% 147.11% 0.83 (1) (1) 2015541.73 2014242.37% 42

932.52180.12 1,101.7 238.8289.97%72.91% 2015 % 2014 % 373,621.36 7.34 96,484.57 6.52 77,954.04 25.59 27,554.62 29.45 104,943.26 4.03 70,992.23 3.98 556,518.66 6.95 195,031.42 5.81 Wind Wind45.16 8.34% 2.60 467.417.29% 31 1818,440.92 334,771.3943.21%101.95% 2.58%3.02%IB IB11,249 19,479IB 183201411 43

201211 2015 2014 30,838,467,837.18 328,137,230.30 12,948,591,744.04 92,865,967.69 2,183,010,000.00 13,927,429.40 4,794,644,764,281.00 6,689,907.32 1,232,486,186,858.84 475,304.02 4,827,666,242,118.18 348,754,567.02 1,245,434,778,602.88 93,341,271.71 QFII (RQFII) 307 272.01734 6,458.48 8,927.252014283.09% 4.88%201455.41% 44

22,730.35 11,742.67201414.49% 661.14 5.63%339.23% 389.28 370.33% (2) IPO 7IPO12 ++ + 45

2015 2015 2015 9 135 810,660.62 8,159,570.93 32,048.20 351,704.88 33 84 2,815,221.90 10,142,224.09 32,503.00 111,835.19 0 30 0.00 1,002,136.78 0.00 19,236.96 1 11 139,900.00 627,430.00 2,000.00 16,520.00 8 8 480,539.76 480,539.76 4,025.34 4,025.34 1 1 900,000.00 900,000.00 0.00 0.00 50 260 6,362,080.22 22,040,685.32 17,806.52 125,064.11 102 529 11,508,402.50 43,352,586.88 88,383.06 628,386.48 0 27 0.00 242,956.30 0.00 1,059.01 1 4 0.00 55,903.50 300.00 469.00 0 12 0.00 244,241.00 0.00 1,811.00 0 3 0.00 13,284.00 0.00 12.00 0 0 0.00 0.00 0.00 0.00 0 0 0.00 0.00 0.00 0.00 13 95 250,000.00 941,575.00 250.00 1,882.62 14 141 250,000.00 1,497,959.80 550.00 5,233.63 0 161 0.00 1,876,238.51 0.00 1,284.42 0 28 0.00 382,226.97 0.00 701.00 0 31 0.00 136,077.30 0.00 429.94 0 9 0.00 164,536.00 0.00 217.74 0 0 0.00 0.00 0.00 0.00 0 0 0.00 0.00 0.00 0.00 595 2,330 4,721,000.00 34,730,569.68 6,361.48 38,164.92 595 2,559 4,721,000.00 37,289,648.46 6,361.48 40,798.02 54,706.89 91 822 102 1,150.84 8.8452 5,146,322.2870,576.54Wind 506,362,080.22 17,806.52WindMergermarket 46

45 5101525 207 3,804385 15,4501,500 172.798.8210.48 (3) 2015 11.8949.56% 591,013.21 535 4,997.44 12133.21 1,652 47

2015 2014 1,013.21 94,371.97 577.63 58,457.09 4,997.44 24,066.95 2,844.99 14,240.17 133.21 1,274.00 32.30 40.50 8 20 10 71 10 10 12.06 20.0005 10.0005 48

2 6 6 2 4 1 2 6 5 2 3 1 1 1 4,000 29,847.20 100,912.30 19,441.27 10,000 125,966+ 5,000 4,000 29,847.20 90,693.50 13,441.27 10,000 125,966+ 5,000 10,218.80 6,000 85 3,342.0020142,021.7665.30% 1,759.802014923.23 90.61% TOP2014 35 1,299.232014600.75116.27% 11.46201412.044.82% TOP 120729,035.10902.91% 188,705.38454.86% 49

(4) 2015 GDP6.9% 300 alpha 36 2.48 2015 FICC IRS26 7.4 OTC 68240.81 16106.53 51 3764.22 50

64 11,209.53 2015 2014 1,130,112 569,354 307,496 177,150 3,693,752 1,969,733 2,665,918 1,128,720 (324,275) (2,314,692) 229 229 732,588 2,034,093 (1,448,622) (891,774) 5,919 6,757,198 2,678,732 (5) 124 69 15,721 82.97291.71 1,9730.6211.36 700 IPO238 13972.24 51

4,5570.90 31.01 128 2015 2,999,88521.03% (6) 185.813.72 269.63 4.25%3,507 50ETF B 2016 20141014 52

2014929 2015421 53

201512314,526.15 66.26%807.8595.61% 394.16146.68%142.63 141.15%106.97138.44% % 39,415,525 15,978,485 146.68 (25,572,104) (10,348,660) 147.11 14,263,497 5,914,816 141.15 10,696,871 4,486,276 138.44 (46,417,732) (11,173,496) (315.43) (21,122,340) 2,324,757 (1,008.58) 53,833,089 26,459,627 103.45 (13,706,983) 17,610,888 (177.83) (28,880.28) (12,579.54) 129.58 54

1. 20151231394.16 234.37146.68%2015 20251.25%148.55% 2015 118.9430.18%145.19% H 15 44.22 25 67.5717.14%152.25% FICC 2015 2014 20,200,431 51.25% 8,127,332 50.86% 12,073,099 148.55% 11,893,681 30.18% 4,850,805 30.36% 7,042,876 145.19% 6,757,198 17.14% 2,678,732 16.76% 4,078,466 152.25% 564,215 1.43% 321,616 2.01% 242,599 75.43% 39,415,525 15,978,485 23,437,040 146.68% 55

2. 20151231255.72 147.11% 56.76234.9% 39 78.12216.80% 19.23 204.39 81.41110.09% 18.15 32.70% 2015 2014 (5,675,615) 22.19% (1,650,054) 15.94% (4,025,561) 243.97% (7,812,191) 30.55% (2,465,995) 23.83% (5,346,196) 216.80% (8,141,192) 31.84% (3,875,057) 37.45% (4,266,135) 110.09% (332,752) 1.30% (312,331) 3.02% (20,421) 6.54% (1,722,544) 6.74% (660,140) 6.38% (1,062,404) 160.94% (1,814,551) 7.09% (1,367,392) 13.21% (447,159) 32.70% (73,259) 0.29% (17,691) 0.17% (55,568) 314.10% (25,572,104) 100% (10,348,660) 100% (15,223,444) 147.11% 56

3. (1) % % 28,666,367 72.44 10,322,746 64.56 7.88 1,907,598 4.82 1,431,418 8.95 4.13 2,505,858 6.33 1,376,210 8.61 2.28 4,521,327 11.43 2,421,414 15.14 3.71 1,970,915 4.98 436,598 2.74 2.24 39,415,525 146.68% 18,343,6212,099,9131,129,648 476,180 20147.88 2015H 2.25 57

(2) % % (16,490,926) 64.47 (5,776,414) 55.81 8.66 (1,261,818) 4.93 (981,189) 9.48 4.55 (852,766) 3.33 (300,531) 2.90 0.43 (1,573,213) 6.15 (1,056,927) 10.21 4.06 (5,399,064) 21.12 (2,234,621) 21.60 0.48 4.06%4.55%0.48% 0.43%8.66% % (46,417,732) (11,173,496) (35,244,236) (315.43) (21,122,340) 2,324,757 (23,447,097) (1,008.58) 53,833,089 26,459,627 27,373,462 103.45 (13,706,983) 17,610,888 (31,317,871) (177.83) 58

13,706,983 (1) 46,417,732 315.43% (2) 21,122,340 1,008.58% (3) 53,833,089 103.45%H 4. 2015 59

(1) 20151231 20141231 3,379,018 0.75% 3,303,686 1.21% 75,332 2.28% 1,301,531 0.29% 673,981 0.25% 627,550 93.11% 51,342 0.01% 51,342 0.02% 0 0.00% 424,968 0.09% 401,211 0.15% 23,757 5.92% 2,673,834 0.59% 1,874,488 0.69% 799,346 42.64% 5,000 0.00% 5,000 0.00% 0 0.00% 25,624,381 5.66% 4,969,114 1.83% 20,655,267 415.67% 3,843,367 0.85% 2,400,120 0.88% 1,443,247 60.13% 1,200,000 0.27% 1,200,000 6,009,300 1.33% 4,482,845 1.65% 1,526,455 34.05% 212,609 0.05% 178,878 0.07% 33,731 18.86% 78,174 0.02% 108,854 0.04% (30,680) (28.18%) 44,803,524 9.90% 18,449,519 6.78% 26,354,005 142.84% 621,554 0.14% 362,653 0.13% 258,901 71.39% 3,896,218 0.86% 2,057,220 0.76% 1,838,998 89.39% 67,432,118 14.90% 64,636,739 23.74% 2,795,379 4.32% 12,494,340 2.76% 4,307,034 1.58% 8,187,306 190.09% 21,791,161 4.81% 18,309,906 6.73% 3,481,255 19.01% 130,038,108 28.73% 55,999,958 20.57% 74,038,150 132.21% 334,750 0.07% 20,815 0.01% 313,935 1,508.22% 2,551,703 0.56% 544,255 0.20% 2,007,448 368.84% 131,944,524 29.15% 71,536,310 26.28% 60,408,214 84.44% 36,706,615 8.11% 36,001,627 13.22% 704,988 1.96% 407,811,091 90.10% 253,776,517 93.22% 154,034,574 60.70% 452,614,615 100.00% 272,226,036 100.00% 180,388,579 66.26% 60

20151231 20141231 688,322 0.19% 688,322 1,053,004 0.28% 24,787,070 10.76% (23,734,066) (95.75%) 3,000,000 0.81% 1,500,000 0.65% 1,500,000 100.00% 128,367,379 34.59% 70,228,405 30.50% 58,138,974 82.79% 2,807,787 0.76% 1,740,597 0.76% 1,067,190 61.31% 99,320,062 26.76% 56,802,319 24.67% 42,517,743 74.85% 2,193,031 0.59% 358,645 0.16% 1,834,386 511.48% 22,392,019 6.03% 44,668,228 19.40% (22,276,209) (49.87%) 2,460,345 0.66% 730,743 0.32% 1,729,602 236.69% 14,479,838 3.90% 9,245 0.00% 14,470,593 15623.45% 125,000 0.03% 125,000 2,998,178 0.81% 2,998,178 279,884,965 75.42% 200,825,252 87.21% 79,059,713 39.37% 127,926,126 52,951,265 74,974,861 141.59% 172,729,650 71,400,784 101,328,866 141.92% 69,374,000 18.69% 21,345,324 9.27% 48,028,676 225.01% 359,985 0.10% 138,658 0.06% 221,327 159.62% 3,366,621 0.91% 705,434 0.31% 2,661,187 377.24% 351,819 0.09% 601,174 0.26% (249,355) (41.48%) 10,800,000 2.91% 5,000,000 2.17% 5,800,000 116.00% 6,948,454 1.87% 6,948,454 1,665,786 0.72% (1,655,786) 91,200,879 24.58% 29,456,376 12.79% 61,744,503 209.61% 81,528,771 41,944,408 39,584,363 94.37% 61

20151231 20141231 7,162,769 8.79% 5,600,000 13.35% 1,562,769 27.91% 58,390,133 71.62% 25,379,369 60.51% 33,010,764 130.07% 15,232,023 18.68% 10,319,187 24.60% 4,912,836 47.61% 80,784,925 99.09% 41,298,556 98.46% 39,486,369 95.61% 743,846 0.91% 645,852 1.54% 97,994 15.17% 81,528,771 100.00% 41,944,408 100.00% 39,584,363 94.37% 20151231448.04 263.54206.55 15.2614.43 1220151231 912.01617.45 480.2958 69.48 26.61 201512314,078.11 1,540.35 740.38604.08 81.8727.95 2,798.85790.60 581.39425.18 144.71 222.7620151231 1,279.26749.75 (2) 62

2015 2014-48,085 2,034,174 780,673-81 -1,448,622-891,774-716,034 1,142,319 (3) 20151231815.292014 395.8494.37% 15.63H300 20151231 4,526.151,803.89 66.26% 8.67% 38.42%14.90% 29.15%5.66% 0.75% 20151231 145.71%2014123119.34% 20151231 77,598,488,265.36 2015 3,000,000,000.00 688,321,600.00 1,053,004,000.00 484,985,041.19 72,372,177,624.17 77,598,488,265.36 63

697.34 89.87% 407.17230.2759.90 78.6410.13%500,000 484,9854.75% 503,514,138.72 3,269,619,411.17 2015 77,598,488,265.36 3,000,000,000.00 10,653,004,000.00 16,577,256,469.1343,613,623,343.87 2,581,297,811.17 3,000.01,741.3 72,372.2485.0 41434952 2015367.07 94.2% 20151231 2015 12 31 3,710.861,408.04 64

(4) 20158.34%2014 0.45 31.8 6,000 3 (5) 1 20151231 38 2 10 1956(a) (6) [2012]57 25%16.5% 65

(7) 66

4 67

1 2015 2014 5,751.55 2,602.84 120.97% 2,447.63 965.54 153.50% 20151231 20141231 6.42 4.09 56.97% 1.45 9,205.19 57.52% 1.25 6,791.60 84.05% 2015 2014 125 120 4.17% 124 119 4.20% 99.20% 99.17% 0.03 2.06 1.2 71.67% 33.63 24.86 35.28% 11.88 7.97 49.06% 20155,751.552014120.97% 2,447.632014153.50%2015 6.42201456.97%1.452014 57.52%1.25201484.05%2015 12520144.17%1242014 4.20%20140.03 68

2 2015 2014 2,690.96 46.79% 1,049.48 40.32% 156.41% 393.52 6.84% 240.19 9.23% 63.84% 137.93 2.40% 69.19 2.66% 99.35% 44.78 0.78% 22.31 0.86% 100.72% 274.88 4.78% 124.35 4.78% 121.05% 1,413.54 24.58% 710.28 27.29% 99.01% 591.25 10.28% 283.72 10.90% 108.39% 5,751.55 100.00% 2,602.84 100.00% 120.97% (1) 20152,690.96 2014156.41%2014 40.32%46.79%2015 2.06201471.67%33.63 201435.28% (2) AIPO 2015 531.45201471.78% 201411.89%9.24%Wind2015 1,470.0113,340.91155.01 2014139.70%98.10%9.15% (3) 2015 1,413.54201499.01% 201427.29%24.58% (4) 2015274.88 2014121.05%2014 4.78%201511.882014 49.06% (5) 2015591.252014 108.39%201410.90% 10.28% Wind2015 11,742.6711,713.07 29.60201414.49%15.13%-64.26% 69

1 26.7418.74 8.0042.69% % 1,359,324,049.23 237,810,269.19 1,597,134,318.42 45.00 243,389,084.64 95,112,083.26 338,501,167.90 49.00 256,523,312.65 263,678,245.65 520,201,558.30 48.25 15,251,156.95 1,737,369.82 16,988,526.77 49.00 0.00 201,000,000.00 201,000,000.00 16.67 0.00 8,170.99 8,170.99 1,874,487,603.47 799,346,138.91 2,673,833,742.38 70

(1) 721.50.51 99.72% 1.9348.25%2.01 16.67% 20.39 100% 300,000,000.00 700,000,000.00 300,000,000.00 1,000,000,000.00 701,821,593.11 31,040,441.36 100% 600,000,000.00 2,150,000,000.00 600,000,000.00 2,750,000,000.00 128,261,324.69 457,990,724.69 99.72% 1,224,096,481.63 50,959,558.00 1,224,096,481.63 1,275,056,039.63 45% 253,800,000.00 1,359,324,049.23 237,810,269.19 1,597,134,318.42 49% 101,200,000.00 243,389,084.64 95,112,083.26 338,501,167.90 48.25% 260,566,713.80 193,000,000.00 256,523,312.65 70,678,245.65 520,201,558.30 49% 14,700,000.00 15,251,156.95 1,737,369.82 16,988,526.77 448,472,469.03 36,369,057.65 347,751,953.32 25,058,315.87 80,512,107.94 14,599,975.32-9,878,816.84 80,557,062.49 1,737,369.82 16.67% 0.00 201,000,000.00 201,000,000.00 1. 2. 71

(2) 282,575.24 94.90% 66,166.04 268,154.78-144,337.09-52,348.27 71,469.42 (3) 129,581,114,183.55 131,238,108,713.37 6,359,444,343.32-48,085,136.36 22,208,763,587.01 21,428,292,467.49 225,000.00 780,673,651.69 32,255,763,186.92 38,118,720,503.37 1,437,608,379.31 1,712,011,248.72-31,401,108.79-2,125,595,372.73-324,274,731.48-1,448,622,228.43 2 (1) A [2010]138201029 784,561,2751.00 20.0015,691,225,500.00 130,000,000.00 15,561,225,500.002010212 (2010)009 20121231 156.81011,980.82 H 2015HH 1501031 72

2015H 30,587,689,604.94 30,015,054,696.76 H H (2) 3 10% (1) 99,748.00 99.72%20151231695,475.36 565,697.70177,824.37 60,465.6545,227.79 73

(2) 100,000.00 100.00%20151231 3,315,190.47173,292.76134,437.76 97,744.4473,291.18 (3) 235,000.00 100.00%2015 12 31 1,156,848.26367,031.8027,716.15 15,889.1514,911.60 (4) 100,000.00 100.00%20151231 410,428.2189,366.20 37,214.238,053.323,305.89 (5) 50,000.00 100.00%20151231 88,077.4257,784.2615,879.62 8,492.076,367.64 (6) 80,900.00 60.00%201512311,837,159.27 123,218.27 263,957.05 20,940.0416,437.74 74

(7) 20,000.00 52.00%20151231 23,713.4722,536.575,276.21 2,863.622,213.80 (8) 30,000.00 45.00%20151231539,175.10 375,560.46299,854.54 109,287.7383,115.58 (9) 20,000.00 49.00%2015123197,366.48 69,081.8764,825.81 21,818.1816,431.04 1 2015123136 93,767,004 5,816,381 2 20151231 81,063,807 75

3 2015 1231 551,860,637 1 (1) 38 % 200,000,000.00 100.00 200,000,000.00 100.00 200,000,000.00 100.00 200,000,000.00 100.00 200,000,000.00 100.00 3,001,000,000.00 50.02 200,000,000.00 100.00 200,000,000.00 100.00 1,000,000,000.00 45.00 220,010,000.00 25.00 100,000,000.00 100.00 3,000,000.00 51.00 30,000,000.00 52.00 1,000,000.00 51.00 1,000,000.00 52.00 76

% 100,000,000.00 100.00 7,100,000,000.00 60.49 5,442,000,000.00 48.94 71,000,000.00 98.59 200,000,000.00 61.54 200,000,000.00 100.00 200,000,000.00 100.00 200,000,000.00 100.00 1,000,000,000.00 100.00 Shanghai Yingyi Investment Co., Ltd 100.00 Tiandiren Holding Co., Ltd. 100.00 Tiandiren Groups Co., Ltd. 100.00 HTSC LIMITED 1.00 100.00 Principle Solution Group Limited 1.00 100.00 Lucid Elegant Limited 1.00 100.00 Pioneer Reward Limited 1.00 100.00 Pioneer Reward Investment Limited 1.00 100.00 Pioneer Return Limited 1.00 100.00 Pioneer Return Holdings Limited 1.00 100.00 Pioneer Festive Limited 1.00 100.00 Huatai Principal Investment I limited 1.00 100.00 Lead Talent Enterprises Limited 1.00 100.00 Huatai Principle Investment Group Limited 1.00 100.00 77

(2) 5611 2015615 1160 16.5 310,7 100,00099,748 270 621 99,467 99.72% 201510202015 1% 120 78

(3) 2 61 29245 1 6 14 1 (1) 1 90 2015922 (2) 1 680 2 108 3 174 4 111 5 10 6 16021603 [2014]369 [2014]369 [2014]369 [2014]369 [2014]369 [2014]369 2014813 2014813 2014813 2014813 2014813 2014813 2015211 2015310 2015211 2015211 2015211 2015211 79

(3) 1 2 3 4 5 6 7 8 9 10 11 12 13 14 722 A1001091113 449451205206210211 91818 4 622 118802803 12901A1 296 33315 25 6421 3 1529 22102 888 400240034004 18911 2015120 2015116 201539 2015320 2015320 2015825 201597 2015914 2015815 2015922 2015923 2015923 20151117 20151116 80

(4) 1 6668 [2014]53 2014827 201523 [2015]6 3 201512314,548 6389,496663,846 (1) (2) 81

QFIIRQFIIQDII 5050050ETF 82

1 2016 83

QFIIQDII A+H 2 2013816 (2014 2018) 2014 2018 2018 20151230 2015 84

3 2016 IRS 2016 2016 85

1 2 + 3 4 FICC 86

5 6 1 87

IRS 2 3 88

4 5 25 6 89

1 2 2008121 55 [2012]372012 [2012]36 2014 20151231523.62 20141231197.28165.42%744.45 70.34% 90

20151231123 132 8.08 19A.5419A.55 2014 91

20157 2.3QDII H1,625 H17.62015716 (www.sse.com.cn) 2015 30% 933 133151 1-3 92

95122 54 202120151231 14.04(9)5% 2015 6,066,850.002014 1,554,332.00 32 33 (1) 20134192012 2013 2002013 93

(2) [2010]169 3 20148252014 2014 2002014 (3) 20153302014 2015 2002016 329A 255H200 2015 2015 (4) 2016329 2016A HH 5002015 2015 1231 (www.htsc.com.cn) (www.hkexnews.hk) 2015 (www.htsc.com.cn) (www.hkexnews.hk) 94

30% 33 20132,219,735,131.23 2013201312315,600,000,000 101.5 840,000,000.00 37.84% 20144,486,276,132.08 201412315,600,000,00010 5.002,800,000,000.00 62.41% 201510,696,870,875.92 201512317,162,768,80010 5.003,581,384,400.00 33.48% AH 2015 2015 20168312015 95

10 10 10 % 2015 5.0 3,581,384,400.00 10,696,870,875.92 33.48 2014 5.0 2,800,000,000.00 4,486,276,132.08 62.41 2013 1.5 840,000,000.00 2,219,735,131.23 37.84 2013 1 A [2015]101 [2012]85 11 20% 11150% 10%1 11 [2012]85 (QFII) QFII 2009[47]10% QFII 96

[2014]81 A 10% 10% 2 H [1993]045 [2011]348 10% 10% 10%(1)10% (2)10%20% (3) 20% H [2008]897 H2008 10% [2014]81 HH 20% H H12 97

2014 627 98

1 2014 201536 % % 11 0.3 0.5 1 22 0.3 5 2 33 0.3 10 3 50 100 50 2,649,326.87 2 20151030 0% 99

56,843,795.17 2,550 2 2,000 2 2014 2015 2002016329 A255H 2002015 100

(2001) 315(2002) 430 7,3459,940 20086 23,775.36 2,187.722.62014 20151231 15,442.8 20111 3,457.892011 2 2,430 20116 2011 2014 2011 2014 101

3,720 1,738 200312 20095 20098 12,598 20103 5,458.428.2 20121221 276.44 182.397920127 20136 2014 321 20141118(2014)6794 39,387,194.72 2011 2014 102

22,639,786.41 25,000,000.00 1 2013416 22,639,786.41 20131227 2014529 625(2014)1 22,639,786.41 20141111 20156 2013 2 2014422 2016421 2,500 2,500 201510 2,500 (2016)058392016225 103

1 201543 [2015]38 1 (1) (2) 2015119 50 (3) 2015123 201547 (www.sse.com.cn) 2 2015424 [2015]1 1 104

3 2015910 [2015]72 2013729 HOMS HOMS 20141012 516HOMS 18,235,275.00 2015712 [2015]19 102 HOMS 18,235,275.00 54,705,825.0010 10 105

20156 8HOMS 819 HOMS 9 4 1125 [2015]4 30 5 1225 [2015]10 1 2 106

5% 58 107

108 2010 730 113,285.18 20107 6,484.922488 70,812.654297 2012 36 19,889.97 20123 6,227.923696 16,131.027391 2013 521 11,758.45 2013521 6,394.748688 8,305.239933 2013 521 7,877.18 2013521 6,722.593087 7,462.138436 2013 10 13,158.63043 201310 2,560.730148 9,308.84504

109 2014 224 100,000 20142 2014 815 410,000 20148 2014 815 1,050,000 20148 2014 919 500,000 20149 2015 619 400,000 2015619 15402 2015 624 520,000 2015624 15402

1 2015130611 2015611 6020156 12.5201581411 2352015124 2016118235 275 2 2015316 27,45045,75045.75% 3 20141229 30015351% 2015115 3,000 1,53051% 201561 10 1,000 1%44,000 44%20156 1922,000 44% 2015731 25,50051% 2,550,00051% 4 2015122 1000.03% 12.5 41.65%2015713 12.541.65% 110

5 2015722 10,000 100% 2015727 7,00098.59% 201585 2000.02% 6 20151120 10051 51%20151224 15.3 20151123 1 1%51 51%20151224 15.3 20151126 50.00415% 20,09516.66% 20151225 20,095 111

1 2014530 2014 20141114 [2014]174 100,00099,7482015518 100,00099,748 65 2 2014714270 0.27% 2015528 5498,846 99.10% 3 20141225 6210.62% 20151192015 20151302015722 3 99,46799.72% 20151014 310 1821 HTSC LIMITEDPrinciple Solution Group LimitedLucid Elegant LimitedPioneer Reward LimitedPioneer Reward Investment LimitedPioneer Return LimitedPioneer Return Holdings Limited Pioneer Festive LimitedHuatai Principal Investment I LimitedLead Talent Enterprises LimitedHuatai Principal Investment Group Limited11 7,000 112

2015917 3,330 70%20151027 2015 201510202015 1% 1 20132015 47 (www.sse.com.cn) 2 % 1401 3,000,000,000.00 5.95 2014.4.21 2015.4.21 1402 3,000,000,000.00 6.15 2014.4.21 2016.4.21 1403 2,000,000,000.00 5.70 2014.9.29 2017.9.29 1404 4,000,000,000.00 5.90 2014.9.29 2018.9.29 1405 4,000,000,000.00 5.10 2014.11.21 2015.11.21 1501 6,000,000,000.00 5.90 2015.1.23 2017.1.23 1502 7,000,000,000.00 5.60 2015.4.21 2017.4.21 1503 5,000,000,000.00 5.80 2015.4.21 2020.4.21 1504 18,000,000,000.00 5.50 2015.6.26 2017.6.26 15 600,000,000.00 5.80 2015.7.22 2019.7.22 52,600,000,000.00 113

3602 310550 461 5.8%7.8% 20197222016722 3 41107195 20159 [2015]269 118 Huatai International Finance I Limited2015482015108 7251,450 2015 114

20151218 20151224 6 (www.sse.com.cn) 1 2015-01-13 2 2015 2015-01-17 3 2015-01-23 4 2015-01-24 5 2014 2015-01-24 6 2015-01-24 7 2015 2015-01-24 8 2015-01-29 9 2015-02-04 10 2015-02-06 11 2015 2015-02-11 12 2015-02-17 13 2014 2015-03-09 115

14 2015-03-09 2014 15 2015-03-09 16 2015 2015-03-09 17 2015 2015-03-12 18 2015-03-17 H 19 2015-03-31 20 2014 2015-03-31 21 2015-04-07 22 2013 2015-04-07 23 2015 2015-04-11 24 20142015 2015-04-14 25 2015-04-15 26 2015-04-15 27 2015 2015-04-22 28 2015-04-22 29 2015-04-23 30 2014 2015-04-24 31 2015-04-25 32 2015-05-01 116

33 2015-05-07 34 2015-05-09 35 H 2015-05-11 36 2015-05-13 H 37 H 2015-05-18 38 HH 2015-05-19 H 39 H 2015-05-25 40 20132015 2015-05-28 41 H 2015-05-29 42 2015-05-30 2015 43 5% 2015-06-01 44 H 2015-06-01 45 H 2015-06-01 46 2015-06-09 47 2015-06-09 48 2015-06-13 49 2015-06-16 50 2015-06-20 51 2015-06-24 52 2015 2015-06-25 53 2015-06-25 54 2015 2015-06-27 55 2015 2015-06-29 56 2015 2015-07-02 57 ETF 2015-07-08 117

58 2015-07-14 59 2015-07-16 H 60 2015 2015-07-28 61 2015 2015-07-29 62 2015-07-29 63 20142015 2015-08-11 64 1403 2015-08- 22 2526 65 2015-08-22 66 2015-08-22 2015 67 2015-08-26 68 2015-09-02 69 2015-09-03 70 2015-09-12 71 1403 2015-09-16 72 2014 2015-09-21 73 1403 2015-09-21 74 2014 2015-09-29 75 2015-10-10 76 2015-10-10 77 2015 2015-10-10 118

78 2015-10-31 79 2015-10-31 80 2015-11-07 81 2014 2015-11-16 82 2015-12-03 83 2015-12-05 84 2015-12-07 85 2015-12-08 86 2015-12-19 87 2015-12-22 88 2015-12-24 89 2015-12-25 180 2015 20152016330 http://www.sse.com.cn 119

1 2016127 20163182016 20163 18 2 2016322 3 2016325 2015 9,145,222,410.50 10%10% 10%2,743,566,723.15 6,401,655,687.35 7,327,694,049.302014 2,800,000,000.00 10,929,349,736.65 3 20152015 AH2015 7,162,768,800105.00 3,581,384,400.00 7,347,965,336.65 AH2015 2015 20168312015 120

1 2016118235,000 275,000 2 1,000 201510 1,000 20%20161 3 20151124 200102 51% 20151230 2 1%102 51%2016315 16.23 2016219 1000.0526% 46,90024.68% 2016311 14,070 1,000 121

1 2 3 4 6381509 351 236 75 1A1109 2205 2016 14 2016 23 2016 224 2016 314 122

1 + % % 0 0 0 0 0 0 0 0 0 5,600,000,000 100 1,562,768,800 0 0 0 1,562,768,800 7,162,768,800 100 1 5,600,000,000 100 0-156,276,880-156,276,880 5,443,723,120 76 2 0 0 0 0 0 0 0 0 0 3 0 0 1,562,768,800 0 0 156,276,880 1,719,045,680 1,719,045,680 24 4 0 0 0 0 0 0 0 0 0 5,600,000,000 100 1,562,768,800 0 0 0 1,562,768,800 7,162,768,800 100 2 [2015]685 1,400,000,000H201561 162,768,800H2015624 [2001]22 21 H 10%156,276,880A H 7,162,768,800A 5,443,723,120 76%H1,719,045,68024% 123

3 2015 6 H 5,600,000,000 7,162,768,800 5,600,000,000 7,162,768,800 28,590,928,044.06 H5,600,000,0002015 1.91029.04H7,162,768,800 20151.6511.28 124

H 2015519 24.80 1,400,000,000 201561 1,400,000,000 H 2015619 24.80 162,768,800 2015624 162,768,800 201365 4.68% 40 2013717 40 201865 201365 5.10% 60 2013717 60 202365 2015629 4.20% 66 2015730 66 2018629 2014418 6.15% 30 2014421 30 2016421 2014926 5.70% 20 2014929 20 2017929 2014926 5.90% 40 2014929 40 2018929 20141119 5.10% 40 20141121 40 20151121 2015122 5.90% 60 2015123 60 2017123 2015420 5.60% 70 2015421 70 2017421 2015420 5.80% 50 2015421 50 2020421 2015625 5.50% 180 2015626 180 2017626 2015722 5.80% 6 2015910 6 2019722 2015115 4.77% 30 2015116 30 2015416 201529 4.90% 30 2015210 30 201558 2015310 4.99% 20 2015311 20 201569 201549 4.80% 30 2015410 30 201579 1 201412112014 H2015524 H24.801.0%,0.0027% 0.005%2015519 1,400,000,000H2015 612015619 H162,768,800H20156 241,562,768,800H 21 H10%A H156,276,880 125

2 (1) 2013652013 1001005 10540 4.68%10605.10% 2013717513 0112226140 201865101302 12226260202365 (2) 20153302014 70701010 2015624 [2015]1326 66 24201571 2015 664.2%20157 3015G1122388 3 (1) 201441820141 260 11401123380 305.95%2015421 21402123381 306.15% 20149262014 6031 140312334320 5.7%42 140412334440 5.9% 201411192014 140512330340 15.1% 126

(2) 201412112014 50050055 (3) 20151222015 150112326560 25.9% 20154202015 12021 150212309970 5.6%53 150312310050 5.8% 20156252015 15041259781802 5.5% 20157222015 151259176 415.8% 7.8%2019 7222016722 4 110 5 2014108 Huatai International Finance I Limited A12019108 4S3.625% 99.914 +1853.644% 6 68240.81 20151231106.53 127

H567,162,768,800 A5,443,723,12076%H1,719,045,680 24% 151,525 158,429 0 0 A141,276H10,249 A148,211H 10,218 % 1,715,284,460 1,715,284,460 23.9472 0-86,759,006 1,250,928,425 17.4643 0 60,676,048 452,015,418 6.3106 0-17,971,994 342,028,006 4.7751 0-35,597,220 256,587,644 3.5822 0-30,864,286 242,847,296 3.3904 0 212,156,344 212,156,344 2.9619 0-5,780,000 137,403,149 1.9183 0 136,169,146 98,222,400 98,222,400 1.3713 0-10,240,000 96,680,000 1.3498 0 128

1,715,284,460 1,715,284,460 1,250,928,425 1,250,928,425 452,015,418 452,015,418 342,028,006 342,028,006 256,587,644 256,587,644 242,847,296 242,847,296 212,156,344 212,156,344 137,403,149 137,403,149 98,222,400 98,222,400 96,680,000 96,680,000 100% 37,878.4028 71.58% 1 H 2 A 1 50% 1 129

2 100% 100% 100% 100% 100% 100% 100% 79.99% 71.58% 17.4643% 6.3106% 3.3904% 0.0272% 4.7751% 1.3498% 3.5822% 0.0339% 2002222 73572480-0 200 H 20151231 XV 23336 130

% A H % 2 3 1 2 3 4 5 A 1 1,250,928,425 17.46 22.98 A 1 452,015,418 6.31 8.30 A 1 342,028,006 4.78 6.28 A 1 256,587,644 3.58 4.71 A 4 96,680,000 1.35 1.78 H 1 142,346,200 1.99 8.28 1 2 3 4 (www.hkex.com.hk)(www.chinaclear.cn/ 201512311,250,928,425A 452,015,418A342,028,006A 256,587,644A142,346,200H 336 (i)(ii) (iii)(iv) (i)(ii) (iii)(iv) 71.58% 96,680,000 20151231 336 131

20151231 XV XV347 % A H % 1 H 1 353,261 0.005 0.02 1 20157QDII H 20151231 XV78 352 2013 2015817 201414 031403 2,000,000,0001403 100%1114,000,000 2,114,000,00020159291403(123343) 132

A A A 52 2013.11.29 2015.12.18 0 0 0 135.8 60 2014.9.16 2016.11.28 0 0 0 0 46 2013.11.29 2016.11.28 0 0 0 135.8 48 2013.11.29 2016.11.28 0 0 0 0 52 2013.11.29 2016.11.28 0 0 0 0 54 2013.11.29 2016.11.28 0 0 0 0 45 2013.11.29 2015.01.21 0 0 0 0 49 2015.1.21 2016.11.28 0 0 0 0 53 2013.11.29 2016.11.28 0 0 0 0 50 2013.11.29 2015.10.09 0 0 0 45 2015.10.9 2016.11.28 0 0 0 0 52 2013.11.29 2015.2.16 0 0 0 51 2013.11.29 2016.11.28 0 0 0 12 52 2013.11.29 2016.03.18 0 0 0 12 50 2013.11.29 2016.11.28 0 0 0 12 39 2013.11.29 2015.12.04 0 0 0 12 56 2014.09.11 2015.04.30 0 0 0 4 62 2015.4.30 2016.11.28 0 0 0 8 50 2015.10.9 2016.11.28 0 0 0 3 46 2013.11.29 2016.11.28 0 0 0 0 51 2013.11.29 2016.11.28 0 0 0 0 51 2013.11.29 2016.11.28 0 0 0 0 50 2013.11.29 2016.11.28 0 0 0 0 37 2013.11.29 2015.10.09 0 0 0 42 2015.10.09 2016.11.28 0 0 0 0 42 2013.11.29 2016.03.25 0 0 0 0 50 2013.11.29 2016.11.28 0 0 0 287.2 51 2013.11.29 2016.11.28 0 0 0 281.7 39 2013.11.29 2016.11.28 0 0 0 285.3 51 2013.11.29 2016.11.28 0 0 0 86.3 51 2013.11.29 2016.11.28 0 0 0 86.3 51 2013.11.29 2016.03.22 0 0 0 0 47 2013.11.29 2016.11.28 0 0 0 86.3 51 2013.11.29 2016.11.28 0 0 0 86.3 42 2013.11.29 2016.11.28 0 0 0 86.7 48 2013.11.29 2016.11.28 0 0 0 86.3 50 2013.11.29 2016.11.28 0 0 0 276.2 42 2013.11.29 2016.11.28 276.2 2,259.4 133

20071 20149 201611 20072200712 20079200712 200712201110 201111 20151224 201311201611 2007120153 20153 2007122013 11201611 20131220153 20153 2007122013 11201311 201311201611 134

20035 200712 201311201611 19877199271992 719959 1995919984 1998419985 1998519992 1999220002 2000220011 2001120066 2006620107 2010720135 20135 20151 201611 201510 201511 200712 201311201611 1992820005 2000520055 20055 201510201611 135

19924 199771998 7Sullivan & Cromwell201012 2013 11201611 (STANFORD) 2013112016318 19995 2013112016 11 197610198911 1989720147 201410 20141230 2015715 201512102015 4201611 20092006 2014 19898199512 1996120016 2001720126 20127 20151020151221 136

20049 20079200712 200720082 20082 201311201611 20072 201311201611 20144 201012 201311201611 201511 201311201611 1996819997 19998 20055 20056 201510 201611 137

20079 2013112016 325 200712 201311201611 MBA 2006820126 2012620151231 201332013 11201611 20081 201022010 22012720127 20151231 201311201611 MBA 200712 201311201611 138

898 20136 201311201611 200712 2013112016322 EMBA 200712 2015122013 11201611 200712 201311201611 200712 201311 201611 139

200712 201311201611 200712 201311201611 20126 20127201412 20148201412 2013 11201611 1 2 3 4 140

2007119 2015325 2015325 200351 2013528 20151118 201031 200491 200721 201121 20151118 201491 200791 141

2010322 201038 20145 20111111 200681 2013819 20121225 201369 20131120 201474 20141016 20141229 201585 200647 2007428 2015527 2015527 2015724 2015617 2014725 2014725 2014423 2015522 2014313 2014313 2014730 201433 2014423 20151216 201134 2014313 2014325 2010322 2014424 2015624 142

2004121 2009511 201221 200871 2004121 2004121 2004121 201181 200671 2007121 2002121 200821 200111 201171 2012101 201151 201531 200631 200691 200761 200931 201081 201351 201491 201371 201381 201041 2014121 201121 200641 2014111 201531 201531 201531 201531 201531 201531 2014111 143

199241 201131 201374 2012828 200671 2009210 2015210 2009625 2015127 201071 2015127 20141121 2015127 199951 200991 200821 200971 2013528 2013629 2014101 20141230 2015715 20151210 201271 201139 2014130 20151224 2015630 20151230 201151 201341 201231 201491 2014111 201521 201511 144

2011427 2007622 2008512 2010823 2008327 2015617 200765 200866 2007121 201181 2007121 2007121 2007121 201041 2007121 2007121 201241 201241 2009511 201221 201531 201531 201531 201531 201491 2013819 20131120 200681 2015810 20141016 20041118 20041118 2008827 20131131 200391 201371 2015810 145

200681 2013819 201374 201091 201251 2013121 201518 2015810 201361 200391 20061017 2008827 20121225 2014128 2259.4 146

147

1 2 2015127 1222 20163182016 2016322 95122 5 4 41/2 3 31/2 31/2 148

5,410 1,443 6,853 112 182 463 188 139 4,833 232 175 278 260 103 6,853 73 1,773 3,908 1,099 6,853 149

141 104 4,454 173 110 230 168 30 35 1,056 3,379 940 5,410 150

23 631,089 1,00097.8%2015 17616 FICC 300 2452015 5,1451,4683,677 151

152 2014 2016

H 2015 2010A AAA2011 20122013 2014A 180 1 2 153

3 4 5 154

6 20156 120151231 20104 201112 [2011]30 [2011]1501 H 155

(1) (2) (3) (4) (5) 20141125 H 156

2014 2015 330 1 2 2014 2014 http://www.sse.com.cn http://www.htsc.com.cn 2015 331 3 2014 4 2014 5 2014 6 2015 7 2015 8 9 10 11 12 13 14 15 157

158 2015 2015 109 1 2 3 4 5 http://www.sse.com.cn http://www.hkexnews.hk http://www.htsc.com.cn 2015 1010 1 20142015330 15 (www.sse. com.cn)(www.htsc.com.cn) 2 20152015109 5 (www.sse.com.cn) (www.hkexnews.hk)(www.htsc.com.cn)

2015123 201536 1 2 3 4 12014 2 2014 3 2015 4 2014 5 2014 6 2014 7 2014 8 2014 9 2014 10 2015 11 2015 12 13 14 159

2015330 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 2014 1 160

2015422 201556 2015512 2015529 2015615 2015821 1 2015 2 1 1 H 1 2 2015 1 2 3 1 2015 2 2015 3 4 161

20151030 20151223 20151224 5 6 7 8 9 10 11 2015 1 2015 2 1 1 (www.sse.com.cn)(www.hkexnews.hk) (www.htsc.com.cn) 162

201536 2015422 2015821 20151030 1 2014 2 2014 3 2014 4 1 2015 1 2015 2 1 2015 2 (www.sse.com.cn)(www.hkexnews.hk) (www.htsc.com.cn) 163

10 10 6 0 0 2 12 10 8 2 0 0 12 11 8 1 0 1 12 10 8 2 0 0 12 12 8 0 0 0 12 11 8 1 0 0 12 11 8 1 0 1 0 0 0 0 0 0 12 12 8 0 0 2 3 3 2 0 0 1 9 8 6 1 0 0 1 1 1 0 0 0 12 10 8 2 0 2 12 12 8 0 0 1 12 12 8 0 0 1 10 9 6 1 0 2 8 8 5 0 0 1 3 2 2 1 0 1 4 4 3 0 0 0 12 3 1 8 164

1 151/3 131 7 5 2 3 6 3.13 2014 2 165

3 4 (1) 2014372014 [2014]112 110 (2) 201412112014 360 (3) 201412112014 H [2015]685 1,540,000,000H201561 179,045,680H2015624 (4) 201412112014 H2015330 2014 166

(5) 201533020142014 20141231 5,600,000,0000.50 2,800,000,000 (6) 20153302014 2015 (7) 20153302014 2015 (8) 20153302014 2015 (9) 20153302014 (10) 20153302014 [2015]1326 66 5 167

201536 201597 201598 201597 201598 201536 201536 2015913 2015927 201536 2015620 2015718 201536 201536 2015829 2015830 201597 201598 201536 168

201536 201536 201536 201536 201536 201536 201576 201579 20151020 20151022 20151218 169

75 1 2014 20151272015 2014 20152172015 2014 2014 2015352015 201420142014 20152014 20157312015 2015 2 2015362015 170

3 2015362014 2014 2014 2015821 4 2007126 2015 2014 1/2 7 2015430 2015330 2014 2015430 20151092015 2015 171

124 2015 12 10 2 0 2 2 12 12 0 0 2 1 12 12 0 0 2 1 8 8 0 0 1 1 3 2 1 0 1 1 4 4 0 0 1 0 10 9 1 0 2 2 1 201520151228 20152016 2 201520151230 172

2/2 2/2 2/2 1 201520153 52014 2014 2 201520155 292015 3 201520158 202015 3/3 3/3 3/3 0/0 3/3 173

1 20152015127 2014 2 20152015217 2014 2014 174

3 2015201535 2014 20152014 2014 20152014 2014 4 20152015421 2015 5 20152015731 2015 HA 6 20152015820 2015 2015 7 201520151029 20151 9 175

3/3 7/7 6/7 1/1 4/4 1 2015201535 2 20152015820 2/2 1/2 2/2 0/0 176

1 2015201535 2014 2014 2 20152015820 2015 2/2 1/2 2/2 0/0 177

2015 4 4 4 1 0 0 12 1 4 4 1 0 0 12 2 4 2 1 2 0 10 0 1 1 0 0 0 3 1 3 2 1 1 0 8 0 4 4 1 0 0 12 2 4 4 1 0 0 12 0 4 4 1 0 0 12 2 4 4 1 0 0 12 2 4 4 1 0 0 12 2 4 3 1 0 178

412 1 2 2015 3 4 5 H 30,587,689,604.94 30,015,054,696.76H 178,848.30 H25,930,110,593.95 18,352,613,762.96 3,058,768,960.492,350,000,000.00 2,168,727,870.49 4,657,579,010.99 20151231H 179

6 4110 3606668 240.8120151231106.53 7 2015 2015 8 2015 1 2 180

3 4 5 181

2015 182

2015 183

20151231 2015 2016 [2013]73 2016 20152015 2016330http://www.sse.com.cn 2015 2016330 http://www.sse.com.cn 184

1 25 2 185

2015 3 4 10430 IB 4 186

3.288.17 3.288.17 3.28 8.17H 3.28(2) 3.288.17 3.29 15 20151231 187

2015 E 18 79 21 188

2015 1 2015611 1 2 2015616 1 3 2015617 Jefferies2 4 2015619 10 5 2015626 2 6 2015629 1 7 2015717 3 8 2015810 1 9 2015916 8 189

10 2015917 1 11 20151014 3 12 20151015 10 13 2015115 9 14 2015119 1 15 20151111 Thornburg1 16 20151112 3 17 20151112 2 18 20151116 1 19 20151117 2 190

20 20151120 8 21 2015127 2 22 20151211 4 23 20151222 Morgan Stanley1 24 20151224 1 25 20151228 1 26 201511 20151231 19A.31 C.3.3 2014 2015 2002016329 A255 H2002015 191

2013 5 2013 10 2015 1301 122261 2013.6.5 2018.6.5 40.00 4.68% 1302 122262 2013.6.5 2023.6.5 60.00 5.10% 15G1 122388 2015.6.29 2018.6.29 66.00 4.20% 1 2013 2013311 3272013 531[2013]707 10067 100 2013 20136513011302 493,200,000.00 2 2015 201536 3302014 619[2015]1326 6671 66 2015 2015 2015 192

2013 2015 183 187 434301 4316 020-87555888 5B 1103 010-66553783 39814 2013 2015 2013 13 011302201455 2013 13011302AAA AAA201541 2013 13011302AAA AAA2014 510201547 (www.sse.com.cn) 193

2015 15G1AAAAAA 201520152 (www.sse.com.cn) 20132015 2013 20132014 201547 (www.sse.com.cn) 2015 20152015 2 (www.sse.com.cn) 194

2 2015 2014 % 2,183,113.15 855,259.64 155.26% -2,112,233.99 232,475.70-1,008.58% 5,383,308.82 2,645,962.66 103.45% H 1,859,575.94 3,188,388.42-41.68% 3.53 2.18 61.93% 3.53 2.18 61.93% 74.85% 79.23% -5.53% EBITDA 16.51% 8.78% 88.04% 2.96 3.54-16.38% 3.80 18.27-79.20% EBITDA 3.01 3.68-18.21% 100% 100% 100% 100% 500,000,000.00353,732,401.40 54,397,855.55299,334,545.85 195

% 1401 30.00 0.00 5.95 2014.4.21 2015.4.21 1402 30.00 30.00 6.15 2014.4.21 2016.4.21 1403 20.00 0.00 5.70 2014.9.29 2017.9.29 1404 40.00 40.00 5.90 2014.9.29 2018.9.29 1405 40.00 0.00 5.10 2014.11.21 2015.11.21 114031214042 20144211401 3,178,500,000.00201442114 02184,500,000.002014 9291403 14032,114,000,000.002014 9291404236,000,000.00 201411211405 4,204,000,000.00 (www.sse.com.cn) % 14CP011 30.00 0.00 4.34 2014.10.17 2015.1.14 14CP012 30.00 0.00 4.15 2014.11.18 2015.2.11 14CP013 25.00 0.00 5.20 2014.12.12 2015.3.12 15CP001 30.00 0.00 4.77 2015.1.16 2015.4.16 15CP002 30.00 0.00 4.90 2015.2.10 2015.5.08 15CP003 20.00 0.00 4.99 2015.3.11 2015.6.09 15CP004 30.00 0.00 4.80 2015.4.10 2015.7.09 196

14CP011 3,031,747,397.2614CP012 3,028,993,150.6814CP013 2,532,054,794.5215CP001 3,035,284,931.5115CP002 3,035,038,356.1615CP003 2,024,540,983.6115 CP0043,035,409,836.07 (www.chinabond.com.cn) % 15D1 70.00 0.00 6.00 2014.12.18 2015.8.18 2014121815D1 7,280,000,000.00 (www.sse.com.cn) 2015 2,755 2015 197

2015H H H 198

華 泰 證 券 股 份 有 限 公 司 ( 股 票 代 碼 : 6886) 截 至 2015 年 12 月 31 日 止 年 度 財 務 报 表

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