2

6030 2 0 1 5 2015 6 30 6 2015 2015 http://www.hkexnews.hk http://www.cs.ecitic.com 1

2

... 4... 7... 11... 13... 33... 37... 51... 56... 57... 58... 104... 105... 109 3

4

2013 2013 CITIC Securities Finance CITIC Securities Finance MTN Co., Ltd. MTN KVB Holdings KVB Kunlun Holdings Limited 5

A 1.00 600030 H 1.00 6030 A A H H 6

1.1 CITIC Securities Company Limited CITIC Securities Co., Ltd. 2015 6 30 2014 12 31 11,016,908,400.00 11,016,908,400.00 69,713,956,684.54 44,319,246,529.28 2015 6 23 11 H 11,016,908,400 12,116,908,400 2015 8 4 12,116,908,400 7

1 (QDII) 2 50ETF 3 4 5 6 1.2 48 8 0086-10-6083 6030 0086-755-2383 5383 0086-10-6083 6031 0086-755-2383 5525 ir@citics.com 8

1.3 8 518048 8 48 518048;100026 1 26 http://www.cs.ecitic.com ir@citics.com 0086-755-2383 5888 0086-10-6083 8888 0086-755-2383 5861 0086-10-6083 6029 0086-95548 0086-40088 95548 100000000018305 440300101781440 440300101781440 10178144-0 9

1.4 http://www.sse.com.cn http://www.hkexnews.hk 8 16 48 15 1 26 1.5 A 600030 H 6030 1.6 2015 3 3 2015 8 4 2015 8 10

2.1 2015 2014 6 30 12 31 (%) 775,506 479,626 61.69 642,755 378,495 69.82 130,292 99,099 31.48 12,117 11,017 9.98 10.75 9.00 19.44 (%) 74.54 73.23 1.31 2015 1-6 2014 1-6 (%) 39,301 16,330 140.67 16,525 5,799 184.96 16,927 5,824 190.64 12,470 4,076 205.94-13,906-9,491 1.13 0.37 205.41 1.13 0.37 205.41 (%) 11.79 4.56 7.23 11

2.2 2015 6 30 697.14 2014 12 31 443.19 57.30% H 2015 6 30 2014 12 31 69,714 44,319 12,488 7,144 104,499 78,684 (%) 558.23 620.35 (%) 66.71 56.33 (%) 21.90 19.85 (%) 32.83 35.24 (%) 56.01 90.73 (%) 141.11 186.78 12

3.1 3.1.1 2015 A 7,222.57 115.79%IPO 1,473.83 4,643.70 3,054.25 66.88% 41.04 66.35% 84 72.88% 980 2015 A 54.67% 2014 66.24% 2015 2015 2014 13

2015 A 36 959.08 13.28% IPO 8 114.75 28 844.33 2015 2014 11,475 8 5,169 2 84,433 28 33,085 9 95,908 36 38,254 11 2015 6 IPO 13 144 4 IPO 10 Dealogic 2015 2014 2015 2015 IPO 14

2015 2015 102 1,190.34 3.01% 2015 2014 8,667 6 11,567 6 5,800 3 1,799 10 51,408 20 48,850 20 22,500 25 20,615 24 8,750 9 4,750 9 21,909 39 19,411 25 119,034 102 106,992 94 2015 11 4 117 2015 2015 15

2015 1.83 16.18% 17,742 12.05% 48.78% 54.51% 2015 2,639 90.54% 1,832 43.80% 40.83% 53.33% 2015 2015 6 30 2015 203.55 20 2015 2015 2015 16

3.1.2 2015 12,098 554% 5.5 2014 20% 2015 6 30 38.62 2014 24.86 55% 3.41 2014 1.2 184% 2015 2015 18 6.31% 2015 2,075.24 2015 6 30 4.63 500 211% 3.3 QFII 142 RQFII 33 QFII RQFII 2015 2015 17

3.1.3 2015 A 1 6 2015 6 2015 6 30 4,277.22 32.23% 14,337.97 30.17% 300 4,473.00 26.58% (Equity Solution) (ETF) 50ETF ETF ETF ETF 2015 2015 6 2015 6 30 1,130.61 1,129.325 1.285 18

2015 2014 6 30 12 31 80,406 48,786 19,331 16,077 13,324 7,263 113,061 72,126 2015 2015 ETF 2015 2015 2015 19

3.1.4 2015 A 2015 6 30 11,354.82 1,206.97 9,940.47 207.38 2015 2014 6 30 12 31 2015 2014 120,697 77,961 479.10 66.57 994,047 661,129 359.33 165.08 20,738 15,917 4.55 1.58 1,135,482 755,007 842.98 233.23 2015 2014 50% 2014 3,000 299 2015 6 30 5,659.96 2014 23.48% 4,082.05 2014 22.86% 5.73% 1,577.91 2014 25.11% 20

2015 2015 2015 3.1.5 2015 2015 395 84% 263.50 14% 2015 2015 613 28% 164.08 34% 2014 A 2015 412 106% 2014 IPO 2015 200 IPO 21

2015 19 6.22 2015 6 30 50 17.28 2015 6 30 4 8.92 35 70 2015 6 30 51.88 REITs 11 2015 6 30 22.57 REITs 2015 6 15 32.65 14 15.88 2015 22

2015 3 6.87 2015 IPO 3.1.6 2015 2015 6 30 4,400 3,770 231 2014 + 2015 10 26 108 41 2015 37 A + 2015 6 A 2015 23

3.2 3.2.1 2015 A 393.01 140.67% 137.36 206.27% 38.98 70.74% 166.65 191.30% 18.77 103.58% 2015 227.76 116.28% 2015 124.70 205.94% 1.13 205.41% 11.79% 7.23 3.2.2 2015 6 30 1,302.92 2014 311.93 31.48% H 2014 2015 6 30 7,755.06 2014 2,958.80 61.69% 5,213.51 2014 1,435.71 38.00% 773.02 14.83% 46.23% 0.61% 29.79% 2015 6 30 6,427.55 2014 2,642.60 69.82% 3,886.00 2014 1,119.51 40.47% 1,687.36 43.42% 718.49 18.49% 421.92 10.86% 391.54 10.08% 666.69 17.15% 2015 6 30 74.54% 2014 12 31 73.23% 1.31 24

3.2.3 2015 391.66 2014-23.98 2015-139.06 2014-94.91 2015-8.57 2014-49.07 2015 539.29 2014 120.00 419.29 H 3.2.4 1 13 18 11 24 3.2.5 3.3 2015 6 30 2,888 2014 43% 25

3.4 3.4.1 3.4.2 26

27

3.4.3 28

VaR VaR VaR 1 95% VaR VaR VaR 29

VaR 45 3.4.4 30

2015 6 30 2014 12 31 19,445 6,457 AAA 9, 359 7, 871 AA 28, 212 22, 780 A 119 94 A-1 6,493 7,354 9,935 6,086 73,563 50,642 AAA A AAA A-1 AA AA+ AA AA- A A+ A A- A- A- 2015 6 30 2014 12 31 A 66 36 B 1, 134 864 C 2, 459 2, 837 D 668 313 NR 3, 668 3, 557 7,995 7,607 NR A Aaa Aa3 AAA AA- AAA AA- B A1 Baa3 A+ BBB- A+ BBB- C Ba1 B3 BB+ B- BB+ B- D Caa1 D CCC+ C CCC+ B- 0.38 131% 146% 156% 130% 31

3.4.5 45 3.4.6 IT 32

4.1 3.1 4.2 2014 2015 6 19 2014 2014 2014 2014 A H 2014 12 31 10 3.10 2014 H 2015 2015 A 2015 H H 2014 3,415,241,604.00 H 2015 6 23 2014 H 2015 7 2 11 H H 2014 2014 3,415,241,604.00 H 12,116,908,400 A H 10 3.10 2.8185 A H 2014 0.788834 1.00 10 H 3.57299 2015 4 29 2015 6 19 2015 6 23 H 2014 H 2015 6 24 2015 8 7 2014 A A A H 2015 8 14 33

4.3 4.3.1 2013 200.00 200.00 2014 210.00 210.00 2015 6 30 195.00 195.00 195.00 2015 6 30 211.20 211.20 816.20 195.00 605.00 211.20 2013 200 2013 8 2014 130 80 CITIC Securities Finance MTN 6.5 115 80 CITIC Securities Finance MTN 4.1468 11 H 24.60 (2015) 748 267.84 211.20 2015 6 30 295 185 18.6468 114 80 208 882 199 34

4.3.2 4.4 7 2 (%) 100.00 2002.2.6 78,500 29 22 23 29 22 23 0086-571-85783737 100.00 1988.6.2 250,000 222 1 20 222 1 2001 0086-532-85021179 100.00 1998.4.9 651,605 1 26 1 26 00852-22376899 100.00 2007.10.11 720,000 48 17 48 0086-10-60837800 100.00 2012.4.1 300,000 48 222 1 2001 0086-10-60838838 93.47 1993.3.30 1,604,792,982 8 13 1301-1305 14 8 13 1301-1305 14 0086-755-83217504 62.20 1998.4.9 23,800 33 B 16 A 0086-10-88066688 35.00 2008.6.6 180,000 89 11 C 0086-10-85079062 30.00 2005.9.30 190,000 1 2 1032 188 5 0086-10-66276508 17 25 35

(1) 7.85 2015 6 30 8,544,807 532,912 2015 306,898 189,325 142,052 (2) 25 2015 6 30 4,187,748 436,496 2015 168,378 105,783 79,247 (3) 651,605 2015 6 30 8,676,310 732,899 2015 356,081 103,873 83,194 (4) 72 2015 6 30 1,843,402 1,179,110 2015 69,649 48,850 34,423 (5) 30 2015 6 30 473,469 393,877 2015 222,520 9,021 6,941 (6) 1,604,792,982 93.47% 2015 6 30 4,156,877 281,873 2015 62,444 29,731 22,245 (7) 2.38 62.20% 2015 6 30 665,217 511,090 2015 205,729 79,911 61,025 (8) 18 35% 2015 6 30 655,945 491,648 2015 84,555 (9) 19 30% 2015 6 30 154,211 146,726 2015-657 36

5.1 5.1.1 2013 2 2012 12 4,400 12 2015 4 29 4,609 2015 5 22 2015 8 28 2015 8 3 4,609 5.1.2 2013 2014 002306 18,156 47,960 2015 5 18,156 *ST 2015 5 19 18,156 *ST ST 2015 6 18 2015 6 25 *ST 18,156 47,960 3,252,082.19 2015 4 22 37

5.1.3 2013 6 7 2,500 13 01 13 01 2014 6 30 13 01 3,040 2014 7 1 2015 3 11 2013 6 12 0112 02 600 4,500 2015 4 28 12 01 12 02 5,804.81 2015 4 28 2015 8 21 5.1.4 2014 4 25 2014 00071 1,000 2014 4 5 2014 8 20 2014 8 20 2015 1 21 1,090 2015 4 20 2015 7 17 500 38

5.1.5 2015 4 9 2,571.40 4,536.99 2015 7 15 2015 7 30 5.2 5.3 5.3.1 59.04% 2015 1 29 KVB Holdings 12 60% 8077KVB Holdings 2015 5 29 12 59.37% 7.8 0.65 26.1 13.5 2015 6 5 KVB Holdings 0.65 2015 6 26 4 310,001 201,500.65 1,200,310,001 59.04% 5.3.2 100% 2014 10 30 100% 100% 12,212.12 2015 8 4 2015 8 31 39

5.4 2014 [2015]1569 2015 8 4 2015 9 11 5.5 2006 9 6 2006 9 7 2011 9 6 66,081,000 40

5.6 5.6.1 2014 2015 < > 2015 2015 1-6 (%) 2,500,000 196,138 0.78 196,138 1,100,000 59,821 0.70-59,821 35,000 1,784 0.08 1,784 45,000 6,415 0.06-6,415 5,000 435 0.02 435 110,000 25,295 0.24-25,295 30,550 12,414 0.07 12,414 300,000 50,000 505 0.01-505 3,000 1,000 200,000 1,000 3,000 1,000 6,000 3,000 46,000 500 4,300 1,148 0.05-1,148 2013 12 < > 2014-2016 2015 2015 41

2014 120.67 (1) 1 2015 1,300 2013 0.5% 0.1%2015 3 3 (2) 2,000 2014 0.5% 0.1% 2015 6 8 42

5.6.2 2006 15 15 2015 6 30 15 315,774.75 648,696.00 964,470.75 822,435.20 822,435.20 2,269,395.85-1,916,116.44 353,279.41 103,295.37 103,295.37 150,000.00-150,000.00 315,774.75 648,696.00 964,470.75 3,345,126.42-2,066,116.44 1,279,009.98 648,696.00 964,470.75 43

5.7 5.7.1 5.7.2 2013 2013 9.02 2014 2013 CITIC Securities Finance MTN 2014 10 30 CITIC Securities Finance MTN 6.5 CITIC Securities Finance MTN 4.1468 ISDA GMSL 1 20,000 2 CSI Capital Management Limited 8,000 3 CSI Starlight Company Limited 1,000 4 CSI Financial Products Limited 76,628 5 63,500 6 CSI Capital Management Limited ISDA GMSL 7 CITIC Securities International USA, LLC 242.65 2 8 640,000 20,000 1 1-7 2 44

2015 6 30 275.78 2014 27.83% 5.7.3 5.8 5% 2005 12 1% 12 5% 24 10% 2015 1 16 2015 1 16 2002 12 A 45

5.9 2015 2015 2014 12 29 2014 2015 6 19 2015 2015 2015 1,390 1,390 2014 5.10 5% 5.10.1 3 1 3 2015 1 19 3 70% 2015 1 19 46

2 2015 1 26 (1) (2) (3) (4) 5.10.2 5% 5% 5.11 2015 5.12 5.13 2015 2015 2015 6 30 6 47

5.14 2015 A AA 5.15 5.15.1 2014 2014 2015 2015 A 2015 H (1) 2015 3 3 (2) 11 H 11,016,908,400 12,116,908,400 2015 8 4 5.15.2 CITIC Securities Finance MTN 30 41,468 106,468 5.15.3 2015 6 18 80 [2015]976 2015 7 6 21.45 01 02 03 1 2 3 3 4.7% 5.05% 5.2% 123744 123745 123746 48

5.15.4 2015 4 17 1 2015 2 12 2015 7 24 1 5.15.5 13 2015 7 1 19 118 8 1 35 1 107 2 48-1 3 3 E 201 4 1 2 6 603 604 5 03-1 6 1 4 7 7 11 107-109 8 17 906B 906C 9 236 1 3 01 10 178 11 34 12 132 1 1 1006 13 31 6 820 14 C 1 1-015 15 98 5 3 101 306-1 49

16 19 1 20 BCD 17 5 16 102 18 8 AB 503B 807B 19 3 2 10 1001 20 270 1 21 22 5 1-1-4 23 168 1004 24 100 63 T53 25 1 5H 26 333 307 308A 27 10 F 9 28 1 (6) 29 9 30 52 31 401 32 7#-4 1 8 12 2 335 5 168 10 50

5 1 1 2015 7 1 7 76 5 1 2 2015 7 1 5 61 1 2 1 44 2 6.1 2015 6 30 (%) A 1,888,758,875 15.59 A A 7,949,821,825 65.61 H H 2,278,327,700 18.80 12,116,908,400 100.00 A 51

6.2 6.2.1 (%) (%) 23,919,000 0.217 23,919,000 0.197 1 2 3 23,919,000 0.217 23,919,000 0.197 23,919,000 0.217 23,919,000 0.197 4 10,992,989,400 99.783 1,100,000,000 1,100,000,000 12,092,989,400 99.803 1 9,814,661,700 89.087 9,814,661,700 81.000 2 3 1,178,327,700 10.696 1,100,000,000 1,100,000,000 2,278,327,700 18.803 4 11,016,908,400 100.000 1,100,000,000 1,100,000,000 12,116,908,400 100.000 6.3.3 6.2.2 2015 2 16 2015 2015 A 2015 H H 2015 6 23 11 H 11,016,908,400 12,116,908,400 A 9,838,580,700 H 1,178,327,700 2,278,327,700 2015 6 8 H 6.4 H 18 2015 8 25 2015 2015 A 2015 H 52

6.3 6.3.1 2015 6 30 698,535 A 698,399 H 136 6.3.2 2015 6 30 4 (%) A B H 1 2,277,986,480 18.80 1,099,977,880 H 1,888,758,875 15.59-348,131,745 A 2 361,059,999 2.98 A 299,755,556 2.47 104,882,973 A 231,141,935 1.91 A 106,478,308 0.88 A 3 92,137,927 0.76-3,498,809 A 50 64,013,530 0.53 35,642,225 A 60,300,000 0.50 2,000,000 A 58,836,666 0.49 58,836,666 A 1 H 2 005L-CT001 005L-FH002 351,322,773 9,737,226 2015 7 10 3,000 331,059,999 2.73% 2,858,881 333,918,880 2.76% 3 4 A 5 6 53

6.3.3 2015 6 30 23,919,000 6.3.4 571 336 2015 6 30 2015 6 30 2015 2015 6 30 6 30 A H (%) (%) 1 A 1,939,757,575 19.72 16.01 A 688,700,626 7.00 5.68 2 H 690,359,200 30.30 5.70 Citigroup Inc. 3 H 244,539,175 10.73 2.02 Cinda Sinorock Global Portfolio Limited Partnership II Lazard Asset Management LLC 15,087,306 0.66 0.12 230,285,881 10.11 1.90 H 236,000,000 10.36 1.95 H 81,030,700 3.56 0.67 BlackRock, Inc. 4 H 144,680,303 6.35 1.19 2,130,500 0.09 0.02 54

2015 2015 6 30 6 30 A H (%) (%) UBS Group AG 5 H 141,752,272 6.22 1.17 107,965,947 4.74 0.89 FIL Limited H 136,103,500 5.97 1.12 JPMorgan Chase & Co. 6 H 124,016,284 5.44 1.02 7,673,076 0.34 0.06 35,788,777 1.57 0.30 Banco BTG Pactual S.A. H 58,625,500 2.57 0.48 1 A A A A 1,888,758,875 15.59% 2 A A 231,141,935 A 457,558,691 A 565,060,815 A 4.66% 3 Citigroup Inc. 4 BlackRock, Inc. 5 UBS Group AG 6 JPMorgan Chase & Co. 2015 6 30 336 55

7.1 7.2 2015 5 8 7.3 2015 6 19 2015 5 29 7.4 2015 6 30 14,493 6,150 9 2014 2014 56

7.5 2015 6 30 XV 352 (%) A 2,649,750 0.022 A 1,733,160 0.014 A 1,368,363 0.011 A 483,285 0.004 A 81,000 0.001 2015 6 30 18 2008 3 13 57

... 59... 60... 61... 62... 64... 65 1.... 67 2.... 67 3.... 68 4.... 69 5.... 69 6.... 71 7.... 71 8.... 71 9.... 71 10.... 73 11.... 73 12.... 73 13.... 73 14.... 74 15.... 75 16.... 76 17.... 78 18.... 79 19.... 79 20.... 79 21.... 81 22.... 81 23.... 81 24.... 82 25.... 82 26.... 82 27.... 83 28.... 83 29.... 83 30.... 83 31.... 84 32.... 84 33.... 84 34.... 85 35.... 86 36.... 86 37.... 87 38.... 88 39.... 88 40.... 88 41.... 89 42.... 89 43.... 90 44.... 92 45.... 95 46.... 103 47.... 103 58

60 103 34 34 2410 34 59

2015 1 1 6 30 6 30 6 2015 2014 17,321,098 6,804,968 6 7,784,667 3,226,696 7 12,017,496 3,963,681 37,123,261 13,995,345 8 2,177,357 2,334,950 39,300,618 16,330,295 9 2,365,985 622,649 9 6,203,500 2,967,013 9 7,984,249 3,988,355 1,456,475 482,259 134,872 205,245 9 4,475,485 1,986,298 10 155,043 279,617 22,775,609 10,531,436 16,525,009 5,798,859 404,658 34,996 (2,948) (9,864) 16,926,719 5,823,991 11 4,184,416 1,490,481 12,742,303 4,333,510 12,470,274 4,075,620 272,029 257,890 12,742,303 4,333,510 13 1.13 0.37 13 1.13 0.37 60

2015 1 1 6 30 6 30 6 2015 2014 12,742,303 4,333,510 3,354,560 424,798 (837,459) (108,700) (1,581,895) (424,761) 935,206 (108,663) 145 (3,287) (60,863) 186,196 (389) 874,099 74,246 13,616,402 4,407,756 13,289,061 4,195,739 327,341 212,017 13,616,402 4,407,756 61

2015 6 30 2015 6 30 2014 12 31 14 1,342,530 1,222,324 72,308 73,694 15 10,508,335 10,075,152 16 1,760,320 1,887,275 4,362,138 3,954,167 13,661 7,829 17 12,260,305 10,557,598 18 183,406 306,168 72,331 142,585 19 4,088,753 3,353,096 20 2,076,417 2,596,285 176,747 197,503 36,917,251 34,373,676 897,345 662,760 21 116,349,671 74,135,256 17 42,605,432 38,278,411 22 155,894,741 113,751,561 18 12,010,379 12,127,559 23 13,660,746 7,281,626 24 38,980,144 42,862,895 25 34,278,400 21,344,829 26 246,609,965 96,840,688 27 77,301,631 37,967,189 738,588,454 445,252,774 28 254,155,178 101,845,838 23 6,915,857 5,339,085 29 5,962,100 2,608,314 30 24,049,556 25,809,281 31 168,735,502 124,914,446 211,000 11,751,000 32 4,653,946 3,295,465 33 6,741,493 4,651,416 34 35,239,722 17,997,658 35 59,010,666 29,352,488 565,675,020 327,564,991 172,913,434 117,687,783 209,830,685 152,061,459 62

2015 6 30 2014 12 31 36 69,926,294 43,167,363 20 2,771,320 2,610,454 37 1,922,923 2,314,393 30 2,226,395 2,647,377 38 233,182 190,387 77,080,114 50,929,974 132,750,571 101,131,485 39 12,116,908 11,016,908 40 76,587,527 55,371,420 41,587,742 32,710,342 130,292,177 99,098,670 2,458,394 2,032,815 132,750,571 101,131,485 2015 8 24 63

2015 1 1 6 30 2015 1 1 11,016,908 34,122,744 7,092,744 13,338,581 1,778,526 (961,175) 32,710,342 99,098,670 2,032,815 101,131,485 12,470,274 12,470,274 272,029 12,742,303 871,318 (52,531) 818,787 55,312 874,099 871,318 (52,531) 12,470,274 13,289,061 327,341 13,616,402 2014 (3,415,242) (3,415,242) (3,415,242) 163,321 (163,321) 1,100,000 20,234,293 21,334,293 118,943 21,453,236 (294) (14,311) (14,605) (11,015) (25,620) (9,690) (9,690) 2015 6 30 12,116,908 54,356,743 7,092,744 13,501,902 2,649,844 (1,013,706) 41,587,742 130,292,177 2,458,394 132,750,571 2014 1 1 11,016,908 34,428,152 6,439,142 11,401,724 (334,040) (895,532) 25,632,131 87,688,485 1,713,610 89,402,095 4,075,620 4,075,620 257,890 4,333,510 (63,765) 183,884 120,119 (45,873) 74,246 (63,765) 183,884 4,075,620 4,195,739 212,017 4,407,756 2013 (1,652,537) (1,652,537) (1,652,537) 119,286 (119,286) (98,499) (98,499) (500,778) (500,778) (1,792) (502,570) (117,509) (117,509) 2014 6 30 11,016,908 33,927,374 6,439,142 11,521,010 (397,805) (711,648) 27,935,928 89,730,909 1,707,827 91,438,736 64

2015 1 1 6 30 6 30 6 2015 2014 16,926,719 5,823,991 2,297,065 1,254,600 (401,710) (25,132) (946,848) (630,122) (4,081,728) (668,346) (1,979) (2,178,253) (3) (36,771) (3,763,689) (681,516) 136,259 207,491 182,920 177,567 134,000 274,358 21,043 5,259 10,502,049 3,523,126 (41,427,664) (32,776,422) (149,769,277) (9,688,770) (54,295,933) (21,880,032) (245,492,874) (64,345,224) 149,634,144 10,166,080 43,821,055 28,117,288 30,431,845 14,651,006 223,887,044 52,934,374 (11,103,781) (7,887,724) (2,802,221) (1,603,355) (13,906,002) (9,491,079) 65

6 30 6 2015 2014 1,096,435 712,769 (284,631) (93,275) (6) 4,512,183 (144,675) 8,404 4,738 (1,522,687) (10,043,834) (9,714) (856,874) (4,907,419) 21,508,200 22,326 3,410,518 7,729,383 93,679,170 31,965,479 (55,527,994) (26,249,528) (3,120,069) (1,465,971) (6,020,622) (1,785) 53,929,203 11,999,904 39,166,327 (2,398,594) 35,568,511 25,668,912 (78,404) 99,412 41 74,656,434 23,369,730 27 77,301,631 25,578,174 27 2,645,197 2,208,444 74,656,434 23,369,730 66

2015 1 1 6 30 1 1995 10 25 1999 2003 2011 8 2 2.1 2015 6 30 34 2014 12 31 2.2 2014 2015 2014 19 2011 2010-2012 2011-2013 67

(1) 14 2016 1 1 (1) 11 2016 1 1 (1) 16 38 2016 1 1 (1) 27 2016 1 1 (1) 10 28 2016 1 1 (1) 16 41 2016 1 1 2012-2014 2016 1 1 (1) (2) 10 2016 1 1 28 (3) 1 2016 1 1 (1) 15 2018 1 1 (1) 9 2018 1 1 (1) 2014 (2) 10 28 (3) 1 3 2014 68

4 (1) 2008 1 1 [2012]57 < > 25% (2) 2011 65 [2013]63 [2004]203 5% [2006]172 (3) (4) 7% 3% 2% 5 69

2015 6 30 1,866,909 12,131,305 117,573 3,113,911 91,400 17,321,098 204 1,579,044 5,979,548 120,465 105,406 7,784,667 (21,233) 10,660,120 644,590 734,019 12,017,496 9,816 47,010 (92,452) 18,563 2,194,420 2,177,357 1,876,929 13,736,126 16,664,789 3,897,529 3,125,245 39,300,618 717,116 6,560,955 10,181,017 1,993,904 3,322,617 22,775,609 30 257,939 5,662,716 35,096 247,719 6,203,500 154 133,235 21,654 155,043 1,159,813 7,175,171 6,483,772 1,903,625 (197,372) 16,525,009 401,710 401,710 1,159,813 7,175,171 6,483,772 1,903,625 204,338 16,926,719 4,184,416 1,159,813 7,175,171 6,483,772 1,903,625 204,338 12,742,303 3,273 89,735 4,675 12,329 209,167 319,179 42,064 113,745 20,299 59,605 52,382 288,095 2014 6 30 917,763 3,827,470 73,281 1,920,143 66,311 6,804,968 201 619,719 2,458,619 79,569 68,588 3,226,696 1,355 3,190,824 263,738 507,764 3,963,681 4,227 36,021 (1,717) 19,115 2,277,304 2,334,950 922,191 4,484,565 5,721,007 2,282,565 2,919,967 16,330,295 780,239 2,917,686 4,542,330 1,340,633 950,548 10,531,436 49 83,829 2,665,295 26,212 191,628 2,967,013 10 239,688 39,919 279,617 141,952 1,566,879 1,178,677 941,932 1,969,419 5,798,859 25,132 25,132 141,952 1,566,879 1,178,677 941,932 1,994,551 5,823,991 1,490,481 141,952 1,566,879 1,178,677 941,932 1,994,551 4,333,510 7,457 86,177 6,627 17,704 267,093 385,058 21,455 51,263 9,167 8,207 30,668 120,760 70

6 6 30 6 2015 2014 5,665,852 2,219,581 2,111,408 980,743 7,407 26,372 7,784,667 3,226,696 7 6 30 6 2015 2014 17,361,670 2,750,018 4,081,728 668,346 946,848 630,122 38,164 (22,753) 3 36,771 (174,192) (61,937) (10,236,725) (36,886) 12,017,496 3,963,681 8 6 30 6 2015 2014 480 2,178,921 (i) 2,176,877 156,029 2,177,357 2,334,950 (i) 9 6 30 6 2015 2014 2,305,225 584,807 60,760 37,842 2,365,985 622,649 71

6 30 6 2015 2014 3,316,899 1,599,532 2,056,244 1,039,203 251,001 83,829 579,356 244,449 6,203,500 2,967,013 6 30 6 2015 2014 240,820 215,397 6 30 6 2015 2014 7,334,063 3,565,917 405,335 239,435 (i) 244,851 183,003 7,984,249 3,988,355 (i) 6 30 6 2015 2014 500,022 348,909 270,463 197,419 226,595 204,273 214,829 288,828 141,332 133,249 141,115 34,048 128,119 132,766 122,246 120,476 97,781 111,667 80,466 77,404 8,742 7,188 (i) 2,543,775 330,071 4,475,485 1,986,298 (i) 72

10 6 30 6 2015 2014 134,000 274,358 21,043 5,259 155,043 279,617 11 6 30 6 2015 2014 3,834,097 1,413,205 3,607,517 1,335,427 226,580 77,778 350,319 77,276 4,184,416 1,490,481 12 6 30 6 2015 2014 3,415,242 1,652,537 2014 2015 6 19 2015 8 14 13 6 30 6 2015 2014 12,470,274 4,075,620 11,059,450 11,016,908 1.13 0.37 [2010]2 9 2010 33 2015 6 30 2014 6 30 73

14 2015 6 30 2014 12 31 622,600 67,431 219,773 187,727 5,497 1,993,657 80,589 3,177,274 239,826 3,417,100 12,951 14,342 12,620 2,884 90 94,098 7,074 144,059 153,032 297,091 914 2,639 2,740 4,318 342 17,940 8,178 37,071 15,859 52,930 (1,784) (436) (616) (200) (3,817) (152) (7,005) (7,005) 2015 6 30 632,853 78,698 229,037 186,093 5,245 2,065,998 79,333 3,277,257 376,999 3,654,256 2014 12 31 232,785 30,857 190,781 52,248 4,663 1,615,559 67,883 2,194,776 2,194,776 11,954 5,274 14,565 6,717 205 107,592 9,470 155,777 155,777 184 1,109 2,555 3,790 321 17,556 7,976 33,491 33,491 (1,414) (171) (548) (160) (2,911) (132) (5,336) (5,336) 2015 6 30 243,141 34,851 202,243 55,015 4,547 1,702,684 69,245 2,311,726 2,311,726 2014 12 31 2015 6 30 2015 6 30 389,712 43,847 26,794 131,078 698 363,314 10,088 965,531 376,999 1,342,530 2014 12 31 389,815 36,574 28,992 135,479 834 378,098 12,706 982,498 239,826 1,222,324 74

2014 12 31 2013 12 31 2,486,005 65,775 211,289 69,548 5,395 1,869,995 74,727 4,782,734 903,706 5,686,440 2,919 3,551 14,466 127,502 232 200,201 10,100 358,971 148,060 507,031 1,864,460 1,363 5,559 9,268 130 77,030 4,380 1,962,190 811,940 2,774,130 (1,864) (532) (423) (55) 491 142 (2,241) (2,241) 2014 12 31 622,600 67,431 219,773 187,727 5,497 1,993,657 80,589 3,177,274 239,826 3,417,100 2013 12 31 325,649 20,153 156,297 52,896 4,207 1,425,352 64,482 2,049,036 2,049,036 30,444 11,337 40,276 7,252 562 264,976 7,604 362,451 362,451 121,900 307 5,447 7,853 106 75,341 4,314 215,268 215,268 (1,408) (326) (345) (47) 572 111 (1,443) (1,443) 2014 12 31 232,785 30,857 190,781 52,248 4,663 1,615,559 67,883 2,194,776 2,194,776 2013 12 31 2014 12 31 2014 12 31 389,815 36,574 28,992 135,479 834 378,098 12,706 982,498 239,826 1,222,324 2013 12 31 2,160,356 45,622 54,992 16,652 1,188 444,643 10,245 2,733,698 903,706 3,637,404 15 2015 2014 6 30 12 31 10,075,152 10,047,495 10,075,152 10,047,495 10,075,152 10,047,495 433,183 27,657 10,508,335 10,075,152 10,508,335 10,075,152 10,508,335 10,075,152 2015 6 30 75

16 2015 6 30 2014 12 31 124,274 934,124 1,160,812 260,005 55,081 2,534,296 21,879 1,250 23,129 1,000 1,000 (693) (669) (714) (180) (2,256) 2015 6 30 122,581 955,334 1,160,098 259,825 56,331 2,554,169 2014 12 31 94,788 403,667 143,176 5,390 647,021 768 87,785 58,005 819 147,377 (169) (281) (99) (549) 2015 6 30 95,387 491,171 201,082 6,209 793,849 2014 12 31 2015 6 30 2015 6 30 27,194 464,163 959,016 259,825 50,122 1,760,320 2014 12 31 29,486 530,457 1,017,636 260,005 49,691 1,887,275 76

2014 12 31 2013 12 31 122,872 876,299 1,030,535 259,158 11,386 2,300,250 3,200 75,929 126,909 43,695 249,733 1,800 19,750 21,550 2 1,646 3,368 847 5,863 2014 12 31 124,274 934,124 1,160,812 260,005 55,081 2,534,296 2013 12 31 91,686 244,711 42,939 3,479 382,815 4,396 174,679 101,050 1,911 282,036 1,315 16,820 18,135 21 1,097 (813) 305 2014 12 31 94,788 403,667 143,176 5,390 647,021 2013 12 31 1,544 1,544 1,544 1,544 2014 12 31 2014 12 31 29,486 530,457 1,017,636 260,005 49,691 1,887,275 2013 12 31 29,642 631,588 987,596 259,158 7,907 1,915,891 77

17 2015 2014 6 30 12 31 688,516 357,848 11,571,789 10,199,750 12,260,305 10,557,598 688,516 357,848 11,571,789 10,199,750 2015 2014 6 30 12 31 18,704,049 10,847,436 10,935,006 11,288,850 12,966,377 16,142,125 42,605,432 38,278,411 27,986,509 20,062,011 14,618,923 18,216,400 78

18 2015 2014 6 30 12 31 122,635 183,406 183,533 183,406 306,168 183,406 306,168 7,419,621 8,378,051 4,590,758 3,749,508 12,010,379 12,127,559 7,412,149 8,359,578 4,598,230 3,767,981 19 2015 2014 6 30 12 31 3,246,230 2,497,855 819,735 852,987 22,788 2,254 4,088,753 3,353,096 20 2014 12 31 35,842 150,928 1,368,203 993,845 47,467 2,596,285 3,937 1,155 32,675 (918,395) 413,797 (53,010) (519,841) (59) (43,815) 43,170 (704) 257 420 677 2015 6 30 39,720 1,155 183,603 449,808 1,364,084 38,047 2,076,417 79

2013 12 31 12,824 112,319 274,822 153,023 80,988 543,215 146,063 1,323,254 23,212 (112,319) (2,095) 1,287,215 451,527 (99,081) 1,548,459 (194) (274,822) (897) 485 (275,428) 2014 12 31 35,842 150,928 1,368,203 993,845 47,467 2,596,285 2014 12 31 555,138 1,450,136 573,508 5,977 25,695 2,610,454 (37,661) (192,827) 35,304 61 23,978 1,623 (169,522) (289) 330,589 (11) 330,289 99 99 2015 6 30 517,188 1,257,309 939,401 61 29,955 27,406 2,771,320 2013 12 31 628,263 218 217,822 154 1,697 24,132 872,286 (75,507) 1,450,260 (154) 4,280 1,440 1,380,319 2,382 (342) 355,686 123 357,849 2014 12 31 555,138 1,450,136 573,508 5,977 25,695 2,610,454 80

21 2015 2014 6 30 12 31 116,349,671 74,135,256 2015 6 30 2014 12 31 22 2015 2014 6 30 12 31 72,994,624 64,050,942 (i) 79,515,752 46,269,983 3,384,365 3,430,636 155,894,741 113,751,561 144,284,374 103,623,461 11,610,367 10,128,100 (i) 2015 6 30 0.91 2014 12 31 0.95 23 2015 6 30 2014 12 31 444,246 472,527 259,065 219,616 86,593 85,822 82,874 163,557 12,513,543 6,176,393 6,664,763 4,717,018 76,165 165,797 165,676 209,927 540,199 15,318 109,248 28,967 13,660,746 6,915,857 7,281,626 5,339,085 2015 6 30 81

24 2015 2014 6 30 12 31 36,833,883 33,114,142 2,061,516 9,367,198 84,745 381,555 38,980,144 42,862,895 1,900,000 2,878,703 458,516 4,109,297 36,621,628 35,874,895 38,980,144 42,862,895 2015 6 30 2014 12 31 62.89 2014 12 31 25.42 25 2015 2014 6 30 12 31 15,578,826 7,966,725 5,959,160 1,692,822 3,226,843 3,152,563 2,028,411 2,291,044 239,441 248,843 5,493 2,852 7,300,566 6,028,704 60,340 38,724 34,278,400 21,344,829 26 28 82

27 2015 2014 6 30 12 31 722 283 77,300,909 37,966,906 77,301,631 37,967,189 2015 6 30 26.45 2014 12 31 23.99 28 2015 2014 6 30 12 31 254,155,178 101,845,838 26 29 2015 2014 6 30 12 31 1,948,132 687,253 1,731,050 772,938 2,282,918 1,148,123 5,962,100 2,608,314 30 2015 2014 6 30 12 31 (i) 2,226,395 2,647,377 2,226,395 2,647,377 (ii) 24,049,556 25,809,281 24,049,556 25,809,281 (i) (ii) 83

31 2015 2014 6 30 12 31 547,934 376,491 53,017,311 52,611,995 (i) 115,170,257 71,925,960 168,735,502 124,914,446 117,044,366 56,737,966 24,414,475 39,228,371 27,276,661 28,948,109 168,735,502 124,914,446 (i) 32 2015 2014 6 30 12 31 3,102,626 2,106,380 343,846 235,559 1,207,474 953,526 4,653,946 3,295,465 33 2015 2014 6 30 12 31 4,759,547 3,447,346 1,981,946 1,204,070 6,741,493 4,651,416 6,741,493 4,651,416 2015 6 30 0.21% 3.08% 2014 12 31 0.21% 7.00% 84

34 2015 1 6 14 CP009 15/10/2014 14/01/2015 4.40% 4,999,743 257 5,000,000 14 CP010 03/12/2014 04/03/2015 4.50% 4,998,777 1,223 5,000,000 2014 15/12/2014 15/12/2015 5.50% 7,999,138 443 7,999,581 15 CP001 12/01/2015 13/04/2015 4.93% 5,001,792 5,001,792 15 CP002 05/02/2015 07/05/2015 5.10% 5,001,793 5,001,793 15 CP003 06/03/2015 05/06/2015 4.90% 5,001,792 5,001,792 15 CP004 03/04/2015 03/07/2015 5.00% 5,001,753 1,793 4,999,960 15 CP005 22/04/2015 22/07/2015 4.00% 5,801,787 2,326 5,799,461 15 CP006 14/05/2015 13/08/2015 3.09% 5,000,944 1,792 4,999,152 15 CP007 12/06/2015 11/09/2015 3.25% 5,000,373 1,792 4,998,581 14/01/2015 15/04/2015 4.50% ~10/04/2015 ~28/03/2016 ~6.10% 9,234,441 2,791,454 6,442,987 17,997,658 45,046,598 27,804,534 35,239,722 2014 13 CP009 17/10/2013 16/01/2014 5.19% 3,999,762 238 4,000,000 13 CP010 11/11/2013 10/02/2014 5.75% 3,999,366 634 4,000,000 13 CP011 04/12/2013 05/03/2014 6.40% 3,999,002 998 4,000,000 14 CP001 09/01/2014 10/04/2014 6.15% 4,002,875 4,002,875 14 CP002 14/02/2014 16/05/2014 5.56% 5,003,586 5,003,586 14 CP003 06/03/2014 05/06/2014 4.99% 5,003,585 5,003,585 14 CP004 10/04/2014 10/07/2014 4.90% 5,004,085 5,004,085 14 CP005 09/05/2014 08/08/2014 4.39% 3,002,163 3,002,163 14 CP006 12/06/2014 11/09/2014 4.49% 4,003,102 4,003,102 14 CP007 14/08/2014 13/11/2014 4.58% 5,003,585 5,003,585 14 CP008 04/09/2014 04/12/2014 4.57% 5,001,792 5,001,792 14 CP009 15/10/2014 14/01/2015 4.40% 5,001,535 1,792 4,999,743 14 CP010 03/12/2014 04/03/2015 4.50% 5,000,568 1,791 4,998,777 2014 15/12/2014 15/12/2015 5.50% 8,000,040 902 7,999,138 11,998,130 54,028,786 48,029,258 17,997,658 2015 6 30 1 2015 6 30 2014 12 31 85

35 2015 2014 6 30 12 31 33,703,290 11,596,232 9,082,029 2,854,093 7,199,787 5,266,610 3,417,291 12,715 2,320,625 1,566,572 417,648 306,232 395,000 5,000,000 185,272 184,777 12,769 7,792 2,276,955 2,557,465 59,010,666 29,352,488 2015 6 30 8.00% 36 2015 6 30 2014 12 31 (1) 59,217,263 43,167,363 (2) 10,709,031 69,926,294 43,167,363 2015 6 30 2014 12 31 53,952,531 29,693,984 15,973,763 13,473,379 69,926,294 43,167,363 (1) 2015 2014 6 30 12 31 06 (i) 1,500,000 1,500,000 13 01 (ii) 3,000,000 3,000,000 13 02 (iii) 12,000,000 12,000,000 13 03 (iv) 5,000,000 5,000,000 14 01 (v) 6,000,000 14 02 (vi) 7,000,000 7,000,000 CITIC SEC B1805 (vii) 4,942,752 4,942,752 15 01 (viii) 5,500,000 15 02 (ix) 2,500,000 15 01 (x) 11,500,000 CITIC SEC MTN (xi) 6,532,881 3,994,965 59,475,633 43,437,717 (258,370) (270,354) 59,217,263 43,167,363 86

(i) 2006 5 25 2006 6 2 15 15 2006 2021 5 31 4.25% (ii) 2013 6 7 2013 6 14 5 30 2018 6 7 4.65% (iii) 2013 6 7 2013 6 14 10 120 2023 6 7 5.05% (iv) 2013 8 5 2013 8 7 3 50 2016 8 5 5.00% (v) 2014 4 28 4 60 2018 4 28 5.90% 2015 3 16 (vi) 2014 10 24 5 70 2019 10 24 5.65% 2 (vii) CITIC Securities Finance 2013 Co., Ltd. 2013 4 25 2013 5 3 5 8 49.43 2018 5 3 2.50% (viii) 2015 6 24 2015 6 25 5 55 2020 6 25 4.60% (ix) 2015 6 24 2015 6 25 10 25 2025 6 25 5.10% (x) 2015 3 16 5 115 2020 3 16 5.50% 3 4 8.51% (xi) CITIC Securities Finance MTN Co., Ltd. 2014 10 17 30 2014 10 23 CITIC Securities Finance MTN Co., Ltd. 6.5 2015 3 16 2015 6 2 CITIC Securities Finance MTN Co., Ltd. 7 4.1468 (2) 37 2015 6 30 107.09 3.80% 5.55% 2014 12 31 2015 6 30 2014 12 31 1,295,275 1,686,802 60,648 567,000 567,000 60,591 1,922,923 2,314,393 1,922,923 2,314,393 2015 6 30 2.43%-7.10% 2014 12 31 3.28%-8.00% 87

38 2015 6 30 2014 12 31 233,182 190,387 39 2015 6 30 2014 12 31 A 1 9,838,580 9,838,580 9,838,580 9,838,580 H 1 2,278,328 2,278,328 1,178,328 1,178,328 12,116,908 12,116,908 11,016,908 11,016,908 40 2015 6 30 12,116,908,400 2014 12 31 11,016,908,400 (a) (b) (i) 10% 50% 25% (ii) (c) 10% 88

(d) (e) (f) 41 2015 2014 6 30 6 30 722 391 74,655,712 23,369,339 74,656,434 23,369,730 42 (a) 2015 2014 6 30 12 31 359,435 302,086 (b) (i) 2015 2014 6 30 12 31 981,634 728,524 709,379 638,574 643,925 577,159 1,127,821 1,202,622 3,462,759 3,146,879 (ii) 89

43 (1) 1,280 15.59% 15.59% 71783170-9 (2) (a) 6 30 6 2015 2014 5 (b) 6 30 6 2015 2014 589,382 44,100 59,494 214,867 8,007 1,201 1,956 127,403 80 36,040 2,639 64,037 2015 2014 6 30 12 31 8,088,203 8,051,446 1,553,677 1,393,891 6,460,394 968,992 1,106,733 314,148 1,420,800 982,350 49,990 401,090 150,000 28,164,522 20,052,620 1,000,000 2,522,226 1,315,818 532,572 42,432 37,911 440,000 710,000 9,167,855 6,396,132 90

(c) 6 30 6 2015 2014 183,849 170,157 4,369 9,329 1,784 9,085 (6,315) 12,035 74,125 32,625 18,887 560 5,733 4,131 2015 2014 6 30 12 31 964 316 (i) 25,759,068 14,168,906 (i) 15,658,002 3,961,201 1,176 3,242 (i) (d) 6 30 6 2015 2014 20,825 4,997 2,101 2,621 682 12,974 2 12 2015 2014 6 30 12 31 103 103 2006 5 25 2006 6 2 15 15 2015 6 30 15 2014 12 31 15 91

(e) 6 30 6 2015 2014 12,414 193 1,964 505 100 (f) 44 2015 6 30 18.77 2014 12 31 3.41 2015 6 30 92

(a) 2015 6 30 12,114,901 60,585,645 294,078 72,994,624 75,506,536 987,778 3,021,438 79,515,752 223,882 3,160,483 3,384,365 87,845,319 64,733,906 3,315,516 155,894,741 8,278,523 3,907,722 7,540 12,193,785 13,660,746 13,660,746 1,069,588 17,634,461 18,704,049 7,985,974 990,343 2,647,205 11,623,522 209,460 12,756,917 12,966,377 9,265,022 31,381,721 2,647,205 43,293,948 105,388,864 113,684,095 5,970,261 225,043,220 3,209,587 2,752,513 5,962,100 26,255,812 20,139 26,275,951 1,116 6,914,741 6,915,857 3,210,703 35,923,066 20,139 39,153,908 2014 12 31 15,543,307 48,507,635 64,050,942 43,955,156 681,124 1,633,703 46,269,983 16,620 3,414,016 3,430,636 59,515,083 52,602,775 1,633,703 113,751,561 8,360,869 3,933,041 139,817 12,433,727 27,445 7,254,181 7,281,626 725,005 10,122,431 10,847,436 5,177,749 770,847 5,698,102 11,646,698 53,032 16,089,093 16,142,125 5,955,786 26,982,371 5,698,102 38,636,259 73,859,183 90,772,368 7,471,622 172,103,173 1,041,444 1,566,870 2,608,314 28,435,440 21,218 28,456,658 4,665 5,334,420 5,339,085 1,046,109 35,336,730 21,218 36,404,057 93

(b) 2014 12 31 2015 6 30 3,800 560,910 270,632 294,078 1,633,703 859,163 575,353 46,781 3,021,438 1,633,703 862,963 1,136,263 317,413 3,315,516 139,817 132,277 7,540 5,698,102 427,144 1,069,485 791,037 673,378 4,665,185 2,647,205 21,218 (1,079) 20,139 2013 12 31 2014 12 31 498,950 205,847 1,371,203 42,154 2,032 402,175 1,633,703 134,614 4,732 471 139,817 3,227,543 209,867 1,731,343 801,030 152,774 118,907 5,698,102 23,252 (2,115) 81 21,218 2015 6 30 6 432,685 858,501 1,291,186 2014 299,251 123,310 422,561 94

(c) 2015 6 30 2014 (d) 2015 2014 2015 2014 6 30 12 31 6 30 12 31 69,926,294 43,167,363 71,634,465 44,279,150 45 95

/ / / / 96

(a) (i) 2015 2014 6 30 12 31 24,398,735 27,187,276 72,331 142,585 4,088,753 3,353,096 116,349,671 74,135,256 82,424,512 72,953,646 13,660,746 7,281,626 38,980,144 42,862,895 246,609,965 96,840,688 77,300,909 37,966,906 34,657,194 21,590,537 638,542,960 384,314,511 97

(ii) 2015 6 30 24,398,735 24,398,735 72,331 72,331 4,019,288 69,465 4,088,753 113,159,084 3,190,587 116,349,671 70,775,170 11,649,342 82,424,512 3,424,490 10,236,256 13,660,746 38,521,629 458,515 38,980,144 241,860,743 4,749,222 246,609,965 46,131,370 31,169,539 77,300,909 9,657,998 24,999,196 34,657,194 552,020,838 86,522,122 638,542,960 2014 12 31 27,187,276 27,187,276 142,585 142,585 3,290,462 62,634 3,353,096 72,035,141 2,100,115 74,135,256 65,061,008 7,892,638 72,953,646 803,969 6,477,657 7,281,626 42,404,063 458,832 42,862,895 92,509,248 4,331,440 96,840,688 31,073,518 6,893,388 37,966,906 8,534,733 13,055,804 21,590,537 343,042,003 41,272,508 384,314,511 (b) 98

3 2015 6 30 3 1 1 5 5 254,155,178 254,155,178 689.512 2,800,763 419,960 428,068 1,724,412 6,062,715 3,842,300 3,353,262 1,507,741 202,873 62,780 17,313,634 26,282,590 75,403,647 80,043,017 17,767,195 173,213,859 52,624 165,096 217,720 6,744,805 6,744,805 21,774,264 14,455,776 36,230,040 1,328,439 3,935,978 59,478,290 18,519,250 83,261,957 9,674 29,021 2,021,722 2,060,417 35,953,514 11,373,564 433,763 1,226 417 47,762,484 293,950,992 120,729,791 103,371,155 79,891,266 19,010,098 19,038,463 635,991,765 4,355 1,254,859 2,159,263 2,237,205 164,345 1,057,545 6,877,572 (4,759,366) (1,428,538) (6,187,904) 4,855,378 1,498,040 6,353,418 96,012 69,502 165,514 3 2014 12 31 3 1 1 5 5 101,845,838 101,845,838 422,670 1,054,651 320,629 86,992 801,337 2,686,279 10,803,128 7,000 354,753 17,293,481 28,458,362 68,297,145 40,849,511 17,890,921 127,037,577 11,089,465 825,778 11,915,243 4,665,379 4,665,379 10,110,945 8,440,000 18,550,945 2,070,337 36,726,829 16,051,500 54,848,666 9,674 29,021 2,358,273 2,396,968 13,315,015 7,959,121 495 1,227 394 21,276,252 125,963,981 102,561,399 53,624,546 57,297,879 16,138,492 18,095,212 373,681,509 293,217 2,353,656 1,855,982 613 603,973 5,107,441 (12,483,505) (368,964) (12,852,469) 12,651,610 409,003 13,060,613 168,105 40,039 208,144 99

(c) / / / / / / VaR / / VaR VaR 1 95% VaR VaR VaR / / / / VaR / 100

(i) (VaR) (VaR) (VaR) VaR 95% 1 (VaR) 2015 6 30 2014 6 30 692,812 116,579 30,931 22,537 16,818 13,759 691,958 123,516 (ii) 2015 2014 6 30 6 30 25 (163,033) (153,676) 25 164,840 155,646 2015 2014 6 30 12 31 25 (49,648) (22,921) 25 50,252 23,153 (iii) 101

2015 6 30 2014 6 30-3% 76,723 187,724-3% (339,155) (47,571) 2015 6 30 2014 12 31-3% (179,255) (133,111) -3% (224,192) (195,897) 3% 2015 6 30 2014 12 31 2015 6 30 102,853,952 (6,903,103) 27,874,967 8,924,755 132,750,571 2014 12 31 94,248,935 (6,712,246) 4,671,362 8,923,434 101,131,485 (iv) 2015 6 30 11.21% 0.21 1.5% 0.93 102

46 2014 2015 7 8 [2015]1569 100% 2014 10 30 100% 100% 12,212.12 2015 8 4 2015 8 31 2015 6 19 2014 2014 2014 A H 2015 8 14 47 2015 8 24 103

2015 8 24 104

(http://www.sse.com.cn) 1 2015-1-6 H 2 2015-1-10 2014 12 3 2015-1-13 2015 4 2015-1-16 5 2015-1-17 6 2015-1-19 7 2015-1-20 8 2015-1-23 9 2015-1-28 2014 10 2015-1-29 11 2015-1-31 60% 2015 2015 A 12 2015-2-3 13 2015-2-4 50ETF H 14 2015-2-6 2015 1 2015 15 2015-2-10 16 2015-2-13 17 2015-2-17 2015 2015 A 2015 H 18 2015-2-27 60% 19 2015-3-3 H 20 2015-3-4 2014 21 2015-3-6 2015 2 22 2015-3-7 2015 23 2015-3-12 H 24 2015-3-18 2015 25 2015-3-20 H 26 2015-3-24 2014 2015 2014 2014 2014 2014 2014 2014 27 2015-4-2 H 28 2015-4-3 H 105

29 2015-4-7 2015 30 2015-4-10 2015 3 31 2015-4-18 H 32 2015-4-23 2015 33 2015-4-24 2013 2014 2013 2014 34 2015-4-30 2015 2014 2014 35 2015-5-5 H 36 2015-5-8 2015 4 37 2015-5-9 38 2015-5-15 2015 39 2015-5-23 H 13 01 13 02 13 03 2013 (2015) 2013 (2015) 40 2015-5-30 59.37% 2013 2015 41 2015-6-2 2014 H 42 2015-6-5 2015 5 43 2015-6-6 H 44 2015-6-9 H 45 2015-6-13 2015 46 2015-6-16 2015 H 47 2015-6-17 48 2015-6-19 2015 2015 2015 49 2015-6-20 2014 2014 50 2015-6-24 2015 H 2014 H 2015 51 2015-6-26 2015 52 2015-6-27 106

(http://www.hkexnews.hk) 1 2015-1-5 2 2015-1-9 2014 12 3 2015-1-12 2015 4 2015-1-14 H 5 2015-1-15 6 2015-1-16 7 2015-1-18 8 2015-1-19 9 2015-1-22 10 2015-1-27 2014 11 2015-1-28 12 2015-1-30 60% 2015 13 2015-2-2 14 2015-2-3 50ETF 15 2015-2-5 2015 1 2015 16 2015-2-9 17 2015-2-12 18 2015-2-17 2015 2015 A 2015 H 19 2015-2-26 (1) 60% (2) (3) 20 2015-3-2 21 2015-3-3 22 2015-3-5 2015 2 23 2015-3-6 2015 24 2015-3-11 25 2015-3-17 2015 26 2015-3-19 27 2015-3-23 2014 (1) (2) (3) (4) 2015 2014 2014 2014 2014 28 2015-4-1 29 2015-4-2 107

30 2015-4-7 2015 31 2015-4-9 2015 3 32 2015-4-17 33 2015-4-22 2015 34 2015-4-23 2013 2014 2013 2014 35 2015-4-29 2015 2014 36 2015-5-4 37 2015-5-7 2015 4 38 2015-5-8 39 2015-5-14 2015 40 2015-5-22 H 13 01 13 02 13 03 41 2015-5-29 (1) (2) 2013 2015 42 2015-6-1 2014 43 2015-6-4 2015 5 44 2015-6-5 0.01 45 2015-6-8 (1) (2) H H 2015 H 46 2015-6-12 2015 47 2015-6-15 2015 H 48 2015-6-16 49 2015-6-18 2015 2015 2015 50 2015-6-19 2014 2014 51 2015-6-23 (1) 2015 H (2) 2014 2015 52 2015-6-25 2015 53 2015-6-26 (1) (2) 108

1 2015-1-19 22 [2015]15 2 2015-1-28 [2015]158 3 2015-2-3 [2015]17 4 2015-5-19 [2015]936 5 2015-6-10 [2015]1215 109