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2 5 9 11 37 42 54 60 63 64 135 136 140

A A A 1.00 600030 100% 2013 2013 CITIC Securities CITIC Securities Finance MTN Co., Ltd. Finance MTN 2016 2

H H H 1.00 6030 3

2016 6 30 2016 4

CITIC Securities Company Limited CITIC Securities Co., Ltd. 2016 6 30 2015 12 31 12,116,908,400.00 12,116,908,400.00 87,913,851,417.95 89,415,194,540.25 12,116,908,400 A 9,838,580,700 H 2,278,327,700 1 ( Q D I I ) 5

2 50E T F 3 4 5 8 48 0086-755-2383 5383 0086-10-6083 6030 0086-755-2383 5525 0086-10-6083 6031 ir@citics.com 2016 6

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 0086-755-2383 5383 0086-10-6083 6030 914403001017814402 7

http://www.sse.com.cn h t t p : / / w w w. h k e x n e w s. h k 8 16 48 10 1 26 A 600030 H 6030 2016 1 25 914403001017814402 2016 1 25 1. 2016 1 25 2. 2016 1 19 2016 1 25 2016 8

` 2016 6 30 2015 12 31 (%) 570,059 616,108-7.47 431,080 474,371-9.13 136,220 139,138-2.10 12,117 12,117 11.24 11.48-2.09 (%) 67.00 69.56 2.56 2016 1-6 2015 1-6 (%) 24,291 39,301-38.19 7,284 16,525-55.92 7,330 16,927-56.70 5,242 12,470-57.96-32,985-13,906 0.43 1.13-61.95 0.43 1.13-61.95 (%) 3.73 11.79 8.06 9

2016 6 30 879.14 2015 12 31 894.15 1.68% 2015 2016 6 30 2015 12 31 87,914 89,415 25,505 13,477 112,203 116,208 (%) 344.69 663.49 (%) 78.35 76.94 (%) 39.12 33.43 (%) 49.93 43.44 (%) 54.27 54.29 (%) 135.13 120.99 2016 10

2016 A 9,668.39 33.86% I P O 328.84 77.69% 9,339.55 62.46% 2016 A 65.75% 2015 54.67% 11

2016 A 39 1,468.46 15.19% I P O 4 19.75 35 1,448.71 2016 2015 1,975 4 11,475 8 144,871 35 84,433 28 146,846 39 95,908 36 2016 2016 1-6 2016 I P O 2015 14 250 I P O 85 30 2016 12

2016 2016 2016 2016 4 M P A 2016 5 2016 7.76 88.35% 2016 15.50% 2015 11.71% 2016 141 1,898.07 2.45% 13

2016 R E I T s 2016 2015 8,667 6 77,107 52 5,800 3 55,100 14 51,408 20 16,786 22 22,500 25 2,300 4 8,750 9 32,553 46 21,909 39 5,961 3 189,807 141 119,034 102 2016 2016 2016 14

2016 1.57 14.21% 18,868 6.35% 58.66% 62.30% 2016 3,788 43.54% 4,069 122.11% 61.88% 68.00% 2016 2016 766.64 2016 15

2016 2016 2016 2016 6 30 7,685 4,635 31,082 2016 874 653 2016 2016 6 1,214.18 2016 6 953 2016 6 30 149 49 31.8 2016 172 32.3 2016 16

2016 2016 2016 25% 2015 5,448 55% 2016 4.36 2015 15% 2016 2016 7.42 5.68% 1,169 2016 6 30 3.4 200 5.8 1,223 2.6 2016 6% 9,600 17

2016 2016 2016 A 2016 6 30 300 3,153.92 15.47% 2,929.61 17.22% 10,489.99 17.17% 500 6,123.49 19.61% 2,227.79 17.92% ( E T F ) 50E T F 2016 2015 2016 18

2016 2016 6 30 562.68 561.35 1.33 2016 2015 6 30 12 31 50,363 65,940 5,905 8,070 56,268 74,010 2016 2016 19

2016 2016 2016 2016 2016 2016 20

2016 6 30 15,511.43 2015 4,798.54 1,465.18 13,678.79 367.46 2016 6 30 2015 12 31 2016 2015 146,518 132,915 261.47 479.10 1,367,879 914,621 732.37 359.33 36,746 23,753 21.18 4.55 1,551,143 1,071,289 1,015.02 842.98 2016 6 30 9,530.54 2015 10.26% 5,156.99 2015 12.63% 6.5% 4,373.55 2015 59.53% 2016 2016 2016 21

2016 2015 2016 696 484 3,236.3 2016 1,394 1,243 127.4% 3,540.96 245.29% 2015 2016 915 2016 P E 677 74% 95 IPO 75 2016 7 9.1 2016 6 30 72 33.1 2016 6 30 4 8.92 2016 6 30 1 3,000 2016 22

6 2016 18.47 R E I T s R E I T s R E I T s 2016 2016 29 2016 3,256 3,800 1,000 2016 6 3,300 2016 791 49 254 52 11 23

2016 2016 242.91 38.19% 74.86 45.50% 36.49 6.39% 67.62 59.42% 29.89 59.24% 34.05 8.96% 5 2016 170.07 25.33% 2016 52.42 57.96% 0.43 61.95% 3.73% 8.06 2016 6 30 1,362.20 2015 29.18 2.10% 2015 2016 6 30 5,700.59 460.49 7.47% 4,211.61 444.90 9.55% 2016 6 30 4,310.80 432.91 9.13% 2,821.82 417.32 12.88% 2016 6 30 4,211.61 55.09% 22.97% 9.76% 1.86% 2016 24

2016 6 30 2,821.82 872.99 30.94% 655.43 23.23% 417.90 14.81% 308.79 10.94% 566.71 20.08% 2016 6 30 67.00% 2.56 2016 286.55 2015 391.66 2016 329.85 2015 139.06 2016 29.88 2015 8.57 2016 73.18 2015 539.29 466.11 9 11 24 25

2016 7.42 5.68% 6.2%QFII 140 48% A 1,468.46 15.19% 1,898.08 2.45% 245.67 1.55 10.6% 1,793 5.63% 562 6.6% 564 6.51% 2016 26

O T C OTC 2016 28

2016 30

V a R 31

V a R V a R 1 95% V a R V a R V a R V a R 2016 32

2016 6 30 2015 12 31 22,635.05 19,767.18 AAA 15,384.89 9,139.58 AA 16,685.88 16,465.32 A 18. 02 187. 09 A-1 8,472.38 7,760.24 19,166.13 17,512.38 82,362.35 70,831.80 A A A A A A A A -1 A A A A + A A A A A A + A A A A 2016 34

2016 6 30 2015 12 31 A 73. 03 45. 66 B 2,592.50 1,764.43 C 5,842.34 2,938.61 D 159. 09 101. 69 NR 1,088.82 2,022.05 9,755.78 6,872.43 N R A A a a A a3 A A A A A A A A A A B A1 B a a3 A + B B B A + B B B C B a1 B3 B B + B BB+ B D Caa1 D CCC+ C CCC+ B 281% 222% 332% 231% 35

2016 6 24 ( K R I ) 2016 36

3.1 2015 2016 6 28 2015 2015 2015 2015 A H 2015 12 31 10 5.00 A H 2015 0.849072 1.00 10 H 5.88878 2016 5 12 2016 6 28 H 2015 H 2016 8 12 2015 A A A H 2016 8 19 2013 200 2013 8 37

2014 130 80 CITIC Securities Finance MTN 6.5 2015 80 80 200 C I T I C Securities Finance MTN 4.3968 2015 H 211.22 2016 6 30 130 104 89.59 2016 6 30 280 15 270 14.5 95.16 80 180 920.16 95.86 2016 38

6 2 (%) 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 0086-755-83217780 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 3 9 188 5 0086-10-66276508 39

(1) 25 2016 6 30 2,166,737 506,595 2016 82,723 37,685 28,257 (2) 651,605 2016 6 30 7,996,767 691,038 2016 175,646 24,716 24,134 (3) 72 2016 6 30 2,679,924 1,344,005 2016 171,081 133,469 108,152 (4) 30 2016 6 30 915,154 397,335 2016 171,447 22,197 16,375 2016 40

1,604,792,982 93.47% 2016 6 (5) 30 3,197,658 320,512 2016 51,859 25,291 18,746 (6) 2.38 62.20% 2016 6 30 775,791 591,830 2016 208,952 91,878 69,674 (7) 18 35% 2016 6 30 593,152 412,770 2016 49,729 (8) 19 30% 2016 6 30 193,001 178,791 2016 224 41

2015 2015 2016 5 9 2014 2015 (1) 2016 6 28 3,588 2016 6 28 (2) 2016 6 30 12 01 12 02 2015 2016 2016 4 1 71,481,322 2016 42

2015 2016 2,571.40 4,536.99 2016 7 26 2016 8 22 2016 3 24 11,715,913.86 2016 4 26 2016 6 1 43

2015 2016 2016 1-6 2016 (%) 2,800,000 890,223 4.85 890,223 1,200,000 51,892 0.85-51,892 40,000 1,993 0.12 1,993 50,000 25,798 0.33-25,798 6,000 483 0.03 483 120,000 70,635 0.89-70,635 1 2013 12 < > 2014-2016 2016 2016 2 2 2015 2016 44

2015 823.91 2016 1-6 615.38 2014 2016 1 8 344,965,586.55 9,000 1.325% 2016 2 4 45

711,126.75-455,544.00 255,582.75 1,568,201.34-1,146,590.68 421,610.66 1,813.85 84,039.75 85,853.60 353,350.09 4,111,566.96 4,464,917.05 335,108.49 2,200.00 337,308.49 292,244.58 292,244.58 519,423.60-519,423.60 550,800.00 550,800.00 8,974.04 8,974.04 303,165.00 303,165.00 145,118.58-35,295.37 109,823.21 1,859,717.27-34,762.85 1,824,954.42 2,066,670.01 2,938,654.95 5,005,324.96 2006 15 15 2016 6 30 15 2016 46

2013 2013 9.02 59.81 2014 2013 C I T I C S e c u r i t i e s F i n a n c e M T N 2014 10 30 C I T I C Securities Finance MTN 6.5 2015 CITIC Securities Finance MTN 4.3968 CITIC Securities Finance MTN 2015 50 2016 6 30 138.88 47

5% 2005 12 1% 12 5% 24 10% 2002 12 A 2016 48

2015 2016 2016 1,863 5% 2015 11 2016 49

2016 6 30 6 2016 7 15 2016 B BBB 2016 50

12 1 190 17 33 9 1 125 2 226 40 1 8 802 15-18 868 1 1801 1804 555 20 2006-2007 2 01 37 11 A 8 111-1 8 111 17 1705 1706 1707 1708 18 5 82 715 101 6 23 15 57 01-08 51

7 218 3 1 110 546 23 405 33-8 51 1 03 04 05 62 3 2016 52

1 150 8 811 36 7 4 2016 8 18 2015 2016 2016 5 13 2015 53

2016 6 30 (%) A 2,018,602,746 16.66 A A 7,819,977,954 64.54 H H 2,278,327,700 18.80 12,116,908,400 100.00 A 2016 6 30 2016 54

2016 6 30 581,526 A 581,359 H 167 2016 6 30 5 (%) A B H 1 2,277,053,208 18.79-690,430 H 2 1,999,695,746 16.50 110,936,871 A 342,022,798 2.82-7,778,884 A 3 331,059,999 2.73 A 4 258,921,154 2.14 188,498,498 A 198,709,100 1.64 A 161,141,935 1.33-70,000,000 A 106,478,308 0.88 A 104,950,500 0.87 15,383,100 A 104,950,500 0.87 15,383,100 A 104,950,500 0.87 15,383,100 A 104,950,500 0.87 15,383,100 A 55

5 (%) A B H 104,950,500 0.87 15,383,100 A 104,950,500 0.87 15,383,100 A 104,950,500 0.87 15,383,100 A 104,950,500 0.87 15,383,100 A 104,950,500 0.87 15,383,100 A 104,950,500 0.87 15,383,100 A 1 H 2 2016 6 30 3 005L - C T001 005L - F H002 321,322,773 9,737,226 4 5 A 6 2016 56

2016 6 30 A 23,919,000 2011 9 6 66,081,000 23,919,000 2006 9 7 2016 6 30 16.50% 57

571 336 2016 6 30 2016 6 30 2016 6 30 A H (%) 2016 6 30 (%) 1 A 2,018,602,746 20.52 16.66 A 565,060,815 5.74 4.66 2 H 690,359,200 3 30.30 5.70 Citigroup Inc. 4 H 137,113,972 6.02 1.13 10,061,677 0.44 0.08 129,566,451 5.69 1.07 Cinda Sinorock Global H 135,409,762 5.94 1.12 Portfolio Limited Partnership II BlackRock, Inc. 5 H 125,615,034 5.51 1.04 149,500 0.007 0.001 2016 58

2,018,602,746 A 1 2 565,060,815 A 231,141,935 A 333,918,880 A 2016 6 30 2016 6 30 3 690,359,200 H 2015 6 8 640,000,000 H 4 C i t i g r o u p I n c. 5 BlackRock, Inc. 6 2016 6 30 2,278,327,700 H 9,838,580,700 A 7 L a z a r d A s s e t M a n a g e m e n t L L C B a n c o B T G P a c t u a l S. A. 5% H 2015 6 H 5% H 2016 6 30 336 59

2016 1 19 2016 1 19 2016 1 19 2016 1 19 2016 3 23 2016 1 19 2016 5 9 2016 60

2016 1 19 2016 7 20 2016 1 19 2016 3 23 2016 1 19 1 2016 1 19 2015 2 2016 6 28 2015 2016 6 30 16,708 10,127 2015 61

2016 6 30 X V 352 (%) A 374 0.000003% A 483,285 0.004% A 81,000 0.001% 2016 6 30 18 2016 62

2008 3 13 2016 4 29 63

... 66... 67... 68... 69... 72... 74 1.... 76 2.... 77 3.... 80 4.... 81 5.... 82 6.... 84 7.... 85 8.... 85 9.... 85 10.... 87 11.... 88 12.... 88 13.... 88 14.... 89 15.... 91 16.... 92 17.... 94 18.... 95 19.... 96 20.... 96 21.... 98 22.... 98 23.... 98 24.... 99 25.... 99 26.... 100 27.... 100 28.... 100 2016 64

29.... 101 30.... 101 31.... 101 32.... 102 33.... 102 34.... 102 35.... 103 36.... 104 37.... 104 38.... 106 39.... 107 40.... 107 41.... 108 42.... 109 43.... 109 44.... 111 45.... 114 46.... 120 47.... 134 48.... 134 65

67 134 34 34 2410 34 2016 66

2016 1 1 6 30 6 30 6 2016 2015 12,580,812 17,321,098 6 5,784,060 7,784,667 7 4,099,513 12,017,496 22,464,385 37,123,261 8 1,826,682 2,177,357 24,291,067 39,300,618 9 1,306,745 2,365,985 9 4,809,204 6,203,500 9 5,509,579 7,984,249 664,640 1,456,475 183,276 134,872 9 3,742,874 4,475,485 10 790,835 155,043 17,007,153 22,775,609 7,283,914 16,525,009 44,468 404,658 1,523 (2,948) 7,329,905 16,926,719 11 1,835,556 4,184,416 5,494,349 12,742,303 5,242,132 12,470,274 252,217 272,029 5,494,349 12,742,303 13 0.43 1.13 13 0.43 1.13 67

2016 1 1 6 30 6 30 6 2016 2015 5,494,349 12,742,303 (2,011,315) 3,354,560 499,725 (837,459) (1,007,816) (1,581,895) (2,519,406) 935,206 2,248 145 381,236 (60,863) 1,253 (389) (2,134,669) 874,099 3,359,680 13,616,402 3,123,846 13,289,061 235,834 327,341 3,359,680 13,616,402 2016 68

2016 6 30 2016 6 30 2015 12 31 14 3,900,023 3,856,121 69,535 70,921 15 10,307,743 10,265,277 16 3,868,856 3,985,413 3,732,651 4,480,218 5,179 3,946 17 14,414,727 12,154,939 18 4,780,056 353,524 19 1,088,463 3,463,395 20 3,065,583 3,141,288 21 3,256,969 3,634,339 48,489,785 45,409,381 1,143,690 1,158,753 22 57,711,570 75,523,403 17 78,954,170 79,980,146 23 118,957,789 126,438,796 18 6,323,383 10,000,078 24 4,830,209 11,594,613 25 39,041,730 36,770,724 26 38,531,994 16,771,559 27 134,975,517 143,553,897 28 41,098,963 68,906,892 521,569,015 570,698,861 69

2016 6 30 2016 6 30 2015 12 31 29 148,897,702 150,456,676 24 1,684,346 4,765,284 30 3,140,889 3,456,175 31 24,667,158 21,342,602 32 87,298,703 127,788,537 6,250,000 18,033,000 33 2,994,047 4,618,751 34 2,623,951 4,721,632 35 26,614,963 12,848,079 36 58,150,274 52,182,331 362,322,033 400,213,067 159,246,982 170,485,794 207,736,767 215,895,175 37 64,629,992 67,835,803 20 1,476,901 2,542,466 38 912,909 2,345,210 31 1,386,649 1,140,679 39 351,463 293,919 68,757,914 74,158,077 138,978,853 141,737,098 2016 70

2016 6 30 2016 6 30 2015 12 31 40 12,116,908 12,116,908 41 80,220,440 82,233,809 43,882,683 44,787,070 136,220,031 139,137,787 2,758,822 2,599,311 138,978,853 141,737,098 2016 8 24 71

2016 1 1 6 30 2016 1 1 12,116,908 54,453,478 7,524,925 17,174,481 3,100,360 (19,435) 44,787,070 139,137,787 2,599,311 141,737,098 5,242,132 5,242,132 252,217 5,494,349 (2,487,028) 368,742 (2,118,286) (16,383) (2,134,669) (2,487,028) 368,742 5,242,132 3,123,846 235,834 3,359,680 2015 (6,058,454) (6,058,454) (6,058,454) 105,873 (105,873) 93 93 39,380 39,473 (1,049) 17,808 16,759 9,070 25,829 (124,773) (124,773) 2016 6 30 12,116,908 54,452,522 7,524,925 17,280,354 613,332 349,307 43,882,683 136,220,031 2,758,822 138,978,853 2016 72

2016 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 73

2016 1 1 6 30 6 30 6 2016 2015 7,329,905 16,926,719 2,142,464 2,297,065 (45,991) (401,710) (1,271,859) (946,848) (1,992,976) (4,081,728) (56) (1,979) (3) 1,276,969 (3,763,689) 184,662 136,259 228,775 182,920 592,964 134,000 197,871 21,043 8,642,728 10,502,049 3,104,723 (41,427,664) 8,578,380 (149,769,277) (680,685) (54,295,933) 11,002,418 (245,492,874) (12,455,371) 149,634,144 (40,489,834) 43,821,055 4,185,387 30,431,845 (48,759,818) 223,887,044 (29,114,672) (11,103,781) (3,870,130) (2,802,221) (32,984,802) (13,906,002) 2016 74

2016 1 1 6 30 6 30 6 2016 2015 1,289,812 1,096,435 (175,440) (284,631) (6) (144,675) 431,227 8,404 (4,533,324) (1,522,687) (88) (9,714) (2,987,813) (856,874) 2,507,834 21,508,200 12,600 3,410,518 23,486,765 93,679,170 (15,954,411) (55,527,994) (2,721,088) (3,120,069) (13,716) (6,020,622) 7,317,984 53,929,203 (28,654,631) 39,166,327 65,670,756 35,568,511 437,593 (78,404) 42 37,453,718 74,656,434 28 41,098,963 77,301,631 28 3,645,245 2,645,197 37,453,718 74,656,434 75

2016 1 1 6 30 1 1995 10 25 19992003 8 2011H 20111366 2011 9 10 H 1.00 H 1,071,207,000 75,907,000 2011 12 31 11,016,908,400.00 (2011) 60469435_A09 2015H 2015936 2015 6 2324.60 1,100,000,000 H 2015 12 31 12,116,908,400.00 (2015) 748 2016 76

2016 1 1 6 30 1 2 2.1 2016 6 30 34 2015 12 31 77

2016 1 1 6 30 2 2.2 2015 2016 2015 10 12 28 11 16 38 27 1 14 16 41 2012-2014 2016 78

2016 1 1 6 30 2 2.2 (1) 12 2017 1 1 (1) 7 2017 1 1 (3) 15 2018 1 1 (2) 2 2018 1 1 (3) 9 2018 1 1 (3) 16 2019 1 1 (1) 10 28 2016 1 1 (1) 2015 79

2016 1 1 6 30 2 2.2 (2) 2016 6 20 2 (3) 16 9 2015 3 2015 2016 80

2016 1 1 6 30 4 (1) 2008 1 1 201257< > 25% (2) 2011 65 201363 2004203 5% 2006172 (3) 201636 201646 201670 2016 5 1 6% 2016 5 1 5% 81

2016 1 1 6 30 4 (4) (5) 7% 3% 2% 5 2016 82

2016 1 1 6 30 5 2016 6 30 2,989,082 7,486,035 6,762,336 3,649,036 3,404,578 24,291,067 2,962,290 5,882,378 320,380 3,272,895 142,869 12,580,812 50 1,548,877 3,941,325 125,531 168,277 5,784,060 1,115 2,468,586 209,507 1,420,305 4,099,513 26,742 53,665 32,045 41,103 1,673,127 1,826,682 1,412,033 4,643,283 5,986,612 2,221,680 2,743,545 17,007,153 227,608 4,290,741 46,044 244,811 4,809,204 (11) 539,255 245,120 6,471 790,835 1,577,049 2,842,752 775,724 1,427,356 661,033 7,283,914 45,991 45,991 1,577,049 2,842,752 775,724 1,427,356 707,024 7,329,905 1,835,556 5,494,349 2,890 102,199 5,096 12,585 290,667 413,437 5,808 107,436 2,976 38,876 22,811 177,907 83

2016 1 1 6 30 5 2015 6 30 1,876,929 13,736,126 16,664,789 3,897,529 3,125,245 39,300,618 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 2,177,357 717,116 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 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 6 6 30 6 2016 2015 3,667,418 5,665,852 2,096,406 2,111,408 20,236 7,407 5,784,060 7,784,667 2016 84

2016 1 1 6 30 7 6 30 6 2016 2015 (4,856,249) 17,361,670 1,992,976 4,081,728 1,271,859 946,848 (208,354) 38,164 375,691 (174,192) 5,523,590 (10,236,722) 4,099,513 12,017,496 8 6 30 6 2016 2015 189 480 (i) 1,826,493 2,176,877 1,826,682 2,177,357 (i) 2016 6 3014.15 2015 6 30 20.99 9 6 30 6 2016 2015 1,259,402 2,305,225 47,343 60,760 1,306,745 2,365,985 85

2016 1 1 6 30 9 6 30 6 2016 2015 2,144,653 3,316,899 2,021,975 2,056,244 223,748 251,001 418,828 579,356 4,809,204 6,203,500 6 30 6 2016 2015 4,764,020 7,334,063 469,288 405,335 (i) 276,271 244,851 5,509,579 7,984,249 (i) 2016 86

2016 1 1 6 30 9 6 30 6 2016 2015 576,063 500,022 261,361 270,463 214,331 226,595 184,141 141,332 160,070 141,115 131,669 128,119 123,214 122,246 122,902 97,781 72,179 76,884 68,678 80,466 11,440 8,742 (i) 1,816,826 2,681,720 3,742,874 4,475,485 (i) 2016 6 3014.16 2015 6 30 20.90 10 6 30 6 2016 2015 592,964 134,000 (53,534) (187) 251,592 21,043 790,835 155,043 87

2016 1 1 6 30 11 6 30 6 2016 2015 1,997,992 3,834,097 1,937,665 3,607,517 60,327 226,580 (162,436) 350,319 1,835,556 4,184,416 12 6 30 6 2016 2015 6,058,454 3,415,242 20152016 6 28 2016 8 19 13 6 30 6 2016 2015 5,242,132 12,470,274 12,116,908 11,059,450 0.43 1.13 2016 6 30 2015 6 30 2016 88

2016 1 1 6 30 14 2016 6 30 2015 12 31 718,858 67,476 241,558 2,381,301 4,860 2,150,755 82,299 5,647,107 536,440 6,183,547 274,981 872 37,345 248 56,632 6,935 377,013 95,911 472,924 (508) (64) (4,022) (837) (107) (63,637) (17,986) (87,161) (283,913) (371,074) 3,652 1,349 2,207 47,104 30,388 1,891 86,591 86,591 2016 6 30 996,983 69,633 277,088 2,427,568 5,001 2,174,138 73,139 6,023,550 348,438 6,371,988 2015 12 31 258,008 40,076 200,938 61,708 4,241 1,689,906 72,549 2,327,426 2,327,426 13,362 5,804 35,954 40,514 140 106,038 3,293 205,105 205,105 (131) (15) (3,196) (812) (96) (65,299) (17,727) (87,276) (87,276) 3,400 822 1,620 502 19,338 1,028 26,710 26,710 2016 6 30 274,639 46,687 235,316 101,912 4,285 1,749,983 59,143 2,471,965 2,471,965 2015 12 31 2016 6 30 2016 6 30 722,344 22,946 41,772 2,325,656 716 424,155 13,996 3,551,585 348,438 3,900,023 2015 12 31 460,850 27,400 40,620 2,319,593 619 460,849 9,750 3,319,681 536,440 3,856,121 89

2016 1 1 6 30 14 2015 12 31 2014 12 31 622,600 67,431 219,773 187,727 5,497 1,993,657 80,589 3,177,274 239,826 3,417,100 103,641 3,600 33,193 2,214,224 203 294,379 8,985 2,658,225 500,922 3,159,147 (9,497) (5,870) (11,386) (20,726) (840) (182,616) (8,751) (239,686) (204,308) (443,994) 2,114 2,315 (22) 76 45,335 1,476 51,294 51,294 2015 12 31 718,858 67,476 241,558 2,381,301 4,860 2,150,755 82,299 5,647,107 536,440 6,183,547 2014 12 31 232,785 30,857 190,781 52,248 4,663 1,615,559 67,883 2,194,776 2,194,776 24,476 11,239 20,863 28,261 331 212,647 12,176 309,993 309,993 (1,044) (3,530) (10,494) (18,864) (753) (175,797) (8,469) (218,951) (218,951) 1,791 1,510 (212) 63 37,497 959 41,608 41,608 2015 12 31 258,008 40,076 200,938 61,708 4,241 1,689,906 72,549 2,327,426 2,327,426 2014 12 31 2015 12 31 2015 12 31 460,850 27,400 40,620 2,319,593 619 460,849 9,750 3,319,681 536,440 3,856,121 2014 12 31 389,815 36,574 28,992 135,479 834 378,098 12,706 982,498 239,826 1,222,324 2016 90

2016 1 1 6 30 15 2016 6 30 2015 12 31 10,622,420 10,075,152 357,143 10,265,277 10,075,152 49,668 547,268 7,202 357,143 10,672,088 10,622,420 364,345 357,143 10,307,743 10,265,277 2016 6 30 2015 12 31 7,418,587 7,418,587 2,128,460 2,085,994 434,695 434,695 193,826 193,826 88,675 88,675 43,500 43,500 10,307,743 10,265,277 91

2016 1 1 6 30 16 2016 6 30 2015 12 31 123,957 1,103,489 1,224,319 275,976 2,251,043 4,978,784 1,866 9,485 20,558 10,390 42,299 (14) (3,080) (3,094) 1,695 12,570 23,352 5,872 43,489 2016 6 30 127,504 1,122,464 1,268,229 281,848 2,261,433 5,061,478 2015 12 31 97,496 587,467 277,898 30,510 993,371 746 93,319 63,300 30,793 188,158 (14) (2,633) (2,647) 565 6,735 6,440 13,740 2016 6 30 98,793 684,888 347,638 61,303 1,192,622 2015 12 31 2016 6 30 2016 6 30 28,711 437,576 920,591 281,848 2,200,130 3,868,856 2015 12 31 26,461 516,022 946,421 275,976 2,220,533 3,985,413 2016 92

2016 1 1 6 30 16 2015 12 31 2014 12 31 124,274 934,124 1,160,812 260,005 55,081 2,534,296 600 139,098 2,197,212 2,336,910 (1,000) (1,023) (1,250) (3,273) 83 31,290 63,507 15,971 110,851 2015 12 31 123,957 1,103,489 1,224,319 275,976 2,251,043 4,978,784 2014 12 31 94,788 403,667 143,176 5,390 647,021 2,136 178,818 122,432 25,120 328,506 (695) (695) 572 5,677 12,290 18,539 2015 12 31 97,496 587,467 277,898 30,510 993,371 2014 12 31 2015 12 31 2015 12 31 26,461 516,022 946,421 275,976 2,220,533 3,985,413 2014 12 31 29,486 530,457 1,017,636 260,005 49,691 1,887,275 93

2016 1 1 6 30 17 2016 6 30 2015 12 31 937,955 402,288 13,964,827 12,367,452 14,902,782 12,769,740 488,055 614,801 14,414,727 12,154,939 937,955 402,288 13,476,772 11,752,651 14,414,727 12,154,939 2016 6 30 2015 12 31 37,207,908 33,192,595 12,480,074 14,004,989 (i) 31,332,329 34,521,099 81,020,311 81,718,683 2,066,141 1,738,537 78,954,170 79,980,146 47,192,914 44,654,277 31,761,256 35,325,869 78,954,170 79,980,146 2016 94

2016 1 1 6 30 17 (i) 2016 6 30 2015 7 6 2015 9 1 21,108,950,000.00 18 2016 6 30 2015 12 31 1,424,525 147,533 3,355,531 205,991 4,780,056 353,524 1,256,312 3,523,744 353,524 4,780,056 353,524 6,042,630 9,352,528 280,753 647,550 6,323,383 10,000,078 6,041,784 7,183,636 281,599 2,816,442 6,323,383 10,000,078 95

2016 1 1 6 30 19 2016 6 30 2015 12 31 844,461 3,027,976 132,940 368,615 111,062 66,804 1,088,463 3,463,395 20 2015 12 31 23,835 908 514,701 518,016 1,953,541 130,287 3,141,288 2,517 1,087 19,916 50,726 (518,016) (228,355) 6,042 (666,083) 469 587,909 990 1,010 590,378 2016 6 30 26,821 1,995 607,825 565,427 1,726,176 137,339 3,065,583 2014 12 31 35,842 150,928 1,368,203 993,845 47,467 2,596,285 (13,417) 908 363,773 (850,187) 1,001,361 36,956 539,394 1,410 (41,936) 45,434 4,908 271 430 701 2015 12 31 23,835 908 514,701 518,016 1,953,541 130,287 3,141,288 2016 96

2016 1 1 6 30 20 2015 12 31 512,785 927,645 1,020,822 34,347 42 46,825 2,542,466 (40,172) (906,386) (34,347) 154,487 (2,101) (828,519) 10,326 (6) (247,749) 383 (237,046) 2016 6 30 482,939 21,253 773,073 154,529 45,107 1,476,901 2014 12 31 555,138 1,450,136 573,508 5,977 25,695 2,610,454 (72,689) (522,491) 9,959 28,370 42 19,601 (537,208) 30,336 437,355 1,010 468,701 519 519 2015 12 31 512,785 927,645 1,020,822 34,347 42 46,825 2,542,466 97

2016 1 1 6 30 21 2016 6 30 2015 12 31 1,592,245 1,568,335 1,664,724 2,066,004 3,256,969 3,634,339 22 2016 6 30 2015 12 31 57,879,949 75,745,319 168,379 221,916 57,711,570 75,523,403 2016 6 30 1.68 2015 12 31 2.22 23 2016 6 30 2015 12 31 68,330,860 66,766,316 (i) 47,789,787 56,461,175 2,837,142 3,211,305 118,957,789 126,438,796 99,094,516 103,045,025 19,863,273 23,393,771 118,957,789 126,438,796 (i) 2016 6 30 0.57 2015 12 31 0.28 2016 98

2016 1 1 6 30 24 2016 6 30 2015 12 31 399,883 334,454 472,655 677,513 164,096 150,984 415,342 116,180 4,038,044 1,015,138 10,530,910 3,943,703 65,134 49,131 358 163,052 134,639 175,706 27,530 4,830,209 1,684,346 11,594,613 4,765,284 2016 6 30 25 2016 6 30 2015 12 31 31,275,801 30,129,245 2,115,476 6,731,852 5,740,654 15 90,201 90,388 39,041,730 36,770,724 6,756,436 5,476,491 60,088 487,031 32,315,407 30,897,590 90,201 90,388 39,041,730 36,770,724 2016 6 304.07 2015 12 31 8.102015 12 31 99

2016 1 1 6 30 26 2016 6 30 2015 12 31 20,317,935 6,302,988 8,803,476 2,891,244 3,803,380 3,663,622 2,509,280 2,428,775 232,010 312,632 7,462 21,767 3,011,339 1,299,111 152,888 148,580 38,531,994 16,771,559 27 29 28 2016 6 30 2015 12 31 427 348 41,098,536 68,906,544 41,098,963 68,906,892 2016 6 30 36.45 2015 12 31 32.36 2016 100

2016 1 1 6 30 29 2016 6 30 2015 12 31 148,897,702 150,456,676 27 30 2016 6 30 2015 12 31 1,656,038 879,246 1,484,851 1,239,769 1,337,160 3,140,889 3,456,175 31 2016 6 30 2015 12 31 1,386,649 1,140,679 24,667,158 21,342,602 101

2016 1 1 6 30 32 2016 6 30 2015 12 31 592,286 847,587 42,333,302 41,659,266 44,373,115 85,281,684 87,298,703 127,788,537 46,484,231 85,049,527 4,652,631 9,702,108 36,161,841 33,036,902 87,298,703 127,788,537 33 2016 6 30 2015 12 31 1,855,730 3,710,157 12,590 395,661 1,125,727 512,933 2,994,047 4,618,751 34 2016 6 30 2015 12 31 2,256,443 4,721,632 367,508 2,623,951 4,721,632 2,623,951 4,721,632 2016 6 301.11% 1.94% 2015 12 31 1.07% 2.39% 2016 102

2016 1 1 6 30 35 2016 1 6 2015 27/10/2015 27/10/2016 3.90% 7,993,011 4,212 7,997,223 16 CP001 27/01/2016 27/04/2016 2.89% 3,001,081 3,001,081 16 CP002 15/04/2016 15/07/2016 2.83% 5,001,923 2,238 4,999,685 16 CP003 09/05/2016 08/08/2016 2.85% 5,000,649 1,357 4,999,292 16 CP004 25/05/2016 24/08/2016 2.83% 3,000,555 1,369 2,999,186 16 CP005 17/06/2016 14/09/2016 2.91% 5,000,265 1,690 4,998,575 22/01/2015~ 22/01/2016~ 2.40%~ 4,855,068 884,502 5,118,568 621,002 22/06/2016 27/02/2017 6.10% 12,848,079 21,893,187 8,126,303 26,614,963 2015 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% 7,999,138 862 8,000,000 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% 5,001,812 5,001,812 15 CP005 22/04/2015 22/07/2015 4.00% 5,802,326 5,802,326 15 CP006 14/05/2015 13/08/2015 3.09% 5,001,792 5,001,792 15 CP007 12/06/2015 11/09/2015 3.25% 5,001,792 5,001,792 15 CP008 10/07/2015 09/10/2015 3.20% 5,001,792 5,001,792 2015 27/10/2015 27/10/2016 3.90% 8,001,507 8,496 7,993,011 26/09/2014~ 15/04/2015~ 3.95%~ 9,329,441 4,474,373 4,855,068 21/10/2015 20/07/2016 6.20% 17,997,658 58,148,181 63,297,760 12,848,079 2016 6 30 1 2016 6 302015 12 31 103

2016 1 1 6 30 36 2016 6 30 2015 12 31 20,338,866 23,551,103 10,227,250 4,118,956 8,127,000 9,686,036 6,301,575 5,564,395 6,060,504 2,049 2,293,162 3,242,288 560,413 403,099 436,352 436,352 186,914 184,287 40,916 61,651 3,577,322 4,932,115 58,150,274 52,182,331 37 2016 6 30 2015 12 31 (a) 60,986,992 60,762,803 (b) 3,643,000 7,073,000 64,629,992 67,835,803 2016 6 30 2015 12 31 50,153,492 51,860,681 14,476,500 15,975,122 64,629,992 67,835,803 2016 6 30 2015 2016 104

2016 1 1 6 30 37 (a) 2016 6 30 2015 12 31 06 (i) 1,500,000 1,500,000 13 01 (ii) 2,996,924 2,996,176 13 02 (iii) 11,977,315 11,975,972 14 02 (iv) 6,999,887 6,999,712 CITIC SEC B1805 (v) 5,222,106 5,092,149 15 01 (vi) 5,498,610 5,498,453 15 02 (vii) 2,499,185 2,499,150 15 01 (viii) 11,499,474 11,499,329 15 02 (ix) 8,499,433 8,499,303 CITIC SEC MTN (x) 4,294,058 4,202,559 60,986,992 60,762,803 (i) 2006 5 25 2006 6 215 15 2006 2021 5 314.25% (ii) 2013 6 7 2013 6 145 30 2018 6 74.65% (iii) 2013 6 7 2013 6 1410 120 2023 6 75.05% (iv) 2014 10 245 702019 10 245.65% 2 (v) CITIC Securities Finance 2013 Co., Ltd. 2013 4 25 2013 5 35 8 49.43 2018 5 32.50% 105

2016 1 1 6 30 37 (a) (vi) 2015 6 24 2015 6 255 55 2020 6 254.60% (vii) 2015 6 24 2015 6 2510 25 2025 6 255.10% (viii) 2015 3 165 1152020 3 16 5.50% 3 4 8.50% (ix) 2015 7 165 852020 7 16 5.00% 3 4 300 (x) 2013 CITIC Securities Finance MTN Co., Ltd. 2014 10 17 30 2014 CITIC Securities Finance MTN 6.5 2015 CITIC Securities Finance MTN 4.3968 (b) 2016 6 30 36.43 2015 12 31 70.733.40% 5.20% 2015 12 31 2.60% 5.50% 38 2016 6 30 2015 12 31 996,149 604,265 595,823 308,644 753,238 912,909 2,345,210 912,909 2,345,210 2016 6 30 1.77%-6.40% 2015 12 31 2.56%-10.00% 2016 106

2016 1 1 6 30 39 2016 6 30 2015 12 31 333,483 275,939 17,980 17,980 351,463 293,919 40 2016 6 30 2015 12 31 A 1 9,838,580 9,838,580 9,838,580 9,838,580 H 1 2,278,328 2,278,328 2,278,328 2,278,328 12,116,908 12,116,908 12,116,908 12,116,908 107

2016 1 1 6 30 41 (a) (b) (i) 10% 50% 25% (ii) (c) 10% 2016 108

2016 1 1 6 30 41 (d) (e) (f) 42 2016 6 30 2015 6 30 427 722 37,453,291 74,655,712 37,453,718 74,656,434 43 (a) 2016 6 30 2015 12 31 775,179 194,367 109

2016 1 1 6 30 43 (b) (i) 2016 6 30 2015 12 31 1,118,085 985,364 936,452 896,690 815,673 788,415 910,682 1,268,278 3,780,892 3,938,747 (ii) 2016 6 30 2015 12 31 278,573 233,964 269,541 233,964 269,224 233,964 1,677,872 1,755,656 2,495,210 2,457,548 (c) 2016 6 30 2016 110

2016 1 1 6 30 44 (1) 1,390 16.50% 16.50% (2) (a) 2006 5 25 2006 6 2 15 15 2016 6 30 15 2015 12 31 15 (b) 6 30 6 2016 2015 218,694 589,382 288,531 59,494 2,044 8,007 1,989 1,956 91,186 127,403 251 36,040 111

2016 1 1 6 30 44 (2) (b) 2016 6 30 2015 12 31 11,436,051 8,825,950 9,254,318 12,546,953 2,956,520 1,896,000 1,155,558 7,349,462 254,062 202,934 90,596 62,358 173,103 4,999,183 4,528,976 2,062,992 1,493,467 1,080,000 148,254 34,115 (c) 6 30 6 2016 2015 285,288 183,849 26,657 4,369 1,993 1,784 (13,502) (6,315) 102,513 74,125 16,549 18,887 7,730 5,733 344,966 2016 112

2016 1 1 6 30 44 (2) (c) 2016 6 30 2015 12 31 (i) 21,658,387 23,612,248 (i) 6,196,452 6,704,326 937 1,525 4,887 1,922 (i) (d) 6 30 6 2016 2015 598,416 20,825 18,067 682 2,052 2,101 1,414 2 2016 6 30 2015 12 31 888 335 119 145 113

2016 1 1 6 30 44 (2) (e) 6 30 6 2016 2015 194 12,414 1,748 3 505 2016 6 30 2015 12 31 874 (f) 2016 6 30 18.90 2015 12 31 19.54 45 2016 114

2016 1 1 6 30 45 2016 6 30 115

2016 1 1 6 30 45 (a) 2016 6 30 70,696,756 47,440,646 820,387 118,957,789 24,737,172 43,521,992 71,696 68,330,860 45,524,420 1,516,676 748,691 47,789,787 435,164 2,401,978 2,837,142 6,517,519 1,429,341 3,156,579 11,103,439 1,036 4,829,173 4,830,209 8,636,773 70,208,729 1,046,623 79,892,125 947,246 36,216,662 37,163,908 7,325,168 3,128,386 1,046,623 11,500,177 364,359 30,863,681 31,228,040 85,852,084 123,907,889 5,023,589 214,783,562 1,575,512 1,565,377 3,140,889 21,562,800 4,491,007 26,053,807 7,711 1,676,635 1,684,346 1,583,223 24,804,812 4,491,007 30,879,042 2016 116

2016 1 1 6 30 45 (a) 2015 12 31 73,330,911 51,763,712 1,344,173 126,438,796 18,371,880 48,094,785 299,651 66,766,316 54,770,639 646,014 1,044,522 56,461,175 188,392 3,022,913 3,211,305 7,311,357 956,103 2,086,142 10,353,602 2,832 11,591,781 11,594,613 9,947,070 70,017,737 417,627 80,382,434 1,160,825 31,987,770 33,148,595 8,456,245 3,948,751 417,627 12,822,623 330,000 34,081,216 34,411,216 90,592,170 134,329,333 3,847,942 228,769,445 1,246,433 2,209,742 3,456,175 19,225,286 3,257,995 22,483,281 15,849 4,749,435 4,765,284 1,262,282 26,184,463 3,257,995 30,704,740 117

2016 1 1 6 30 45 (b) 2016 1 1 2016 6 30 1,344,173 (274,014) 177,338 358,089 149,193 153,180 65,034 820,387 299,651 (61,250) 134,295 235,966 65,034 71,696 1,044,522 (212,764) 43,043 122,123 149,193 153,180 748,691 2,086,142 697,753 589,267 14,342 202,241 3,156,579 417,627 8,662 (37,167) 725,921 4,715 63,705 1,046,623 417,627 8,662 (37,167) 725,921 4,715 63,705 1,046,623 3,257,995 224,140 1,020,000 11,128 4,491,007 2015 1 1 2015 12 31 1,633,703 181,331 1,147,053 83,243 1,534,281 390 1,344,173 10,878 288,773 299,651 1,633,703 170,453 858,280 83,243 1,534,281 390 1,044,522 139,817 121,100 1,739,961 177,177 262,441 2,086,142 5,698,102 (4,468) (1,633,943) 52,155 15,989 3,620,810 57,420 417,627 5,698,102 (4,468) (1,633,943) 52,155 15,989 3,620,810 57,420 417,627 21,218 221,990 172 652,235 10,000 2,372,380 3,257,995 2016 118

2016 1 1 6 30 46 2016 120

2016 1 1 6 30 46 121

2016 1 1 6 30 46 OTC OTC 2016 122

2016 1 1 6 30 46 (a) 123

2016 1 1 6 30 46 (a) 2016 124

2016 1 1 6 30 46 (a) (i) 2016 6 30 2015 12 31 52,434,605 48,477,150 1,088,463 3,463,395 57,711,570 75,523,403 88,472,894 84,916,621 4,830,209 11,594,613 39,041,730 36,770,724 134,975,517 143,553,897 41,098,536 68,906,544 40,445,370 18,156,481 460,098,894 491,362,828 (ii) 2016 6 30 52,434,605 52,434,605 1,051,042 37,421 1,088,463 55,958,104 1,753,466 57,711,570 71,620,922 16,851,972 88,472,894 1,450,938 3,379,271 4,830,209 38,378,557 663,173 39,041,730 130,461,219 4,514,298 134,975,517 28,519,586 12,578,950 41,098,536 7,133,092 33,312,278 40,445,370 387,008,065 73,090,829 460,098,894 125

2016 1 1 6 30 46 (a) (ii) 2015 12 31 48,477,150 48,477,150 3,404,150 59,245 3,463,395 73,749,966 1,773,437 75,523,403 70,185,973 14,730,648 84,916,621 1,658,577 9,936,036 11,594,613 36,283,708 487,016 36,770,724 139,155,292 4,398,605 143,553,897 55,245,587 13,660,957 68,906,544 6,677,619 11,478,862 18,156,481 434,838,022 56,524,806 491,362,828 (b) 2016 126

2016 1 1 6 30 46 (b) 2016 6 30 3 3 1 1 5 5 148,897,702 148,897,702 69,666 161,982 1,437,099 553,320 1,512,228 3,734,295 4,734,597 3,268,057 5,820,123 1,656,711 10,574,319 26,053,807 585,681 62,827,631 24,494,572 287,224 88,195,108 6,253,771 6,253,771 184,779 2,442,116 2,626,895 18,726,673 8,344,101 27,070,774 425,000 2,501,234 61,782,233 16,222,000 80,930,467 8,566 26,242 1,011,494 1,046,302 31,519,913 13,084,806 959,652 1,329 417 45,566,117 185,922,672 107,106,286 42,307,906 66,176,090 16,775,320 12,086,964 430,375,238 3,674 160,979 520,210 690,514 351,886 1,727,263 (619,994) (120,000) (739,994) 623,037 121,589 744,626 3,043 1,589 4,632 127

2016 1 1 6 30 46 (b) 2015 12 31 3 3 1 1 5 5 150,456,676 150,456,676 1,380,806 85,653 306,919 804,909 1,239,769 3,818,056 2,216,078 2,400,295 2,361,058 1,141,111 14,364,738 22,483,280 219,510 74,925,768 45,227,723 9,817,776 130,190,777 18,014,252 34,040 18,048,292 22,951 4,698,680 4,721,631 5,074,236 8,378,711 13,452,947 632,500 2,280,359 64,631,955 18,519,250 86,064,064 996 3,519 2,588,850 2,593,365 30,831,047 2,879,904 5,946,174 13,420 417 39,670,962 183,746,262 110,007,437 64,317,237 78,500,031 19,324,159 15,604,924 471,500,050 5,505 635,393 1,879,057 1,451,627 17,106 608,149 4,596,837 (6,081,979) (1,070,000) (6,048,198) (13,200,177) 6,256,084 1,088,260 6,114,691 13,459,035 174,105 18,260 66,493 258,858 2016 128

2016 1 1 6 30 46 (c) VaR 129

2016 1 1 6 30 46 (c) VaR VaR 1 95%VaR VaR VaR VaR 2016 130

2016 1 1 6 30 46 (c) (i) (VaR) (VaR) (VaR) VaR 95% 1 (VaR) 2016 6 30 2015 6 30 242,697 692,812 21,117 30,931 35,910 16,818 241,909 691,958 (ii) 131

2016 1 1 6 30 46 (c) (ii) 6 30 6 2016 2015 25 (142,866) (163,033) 25 142,597 164,840 2016 2015 6 30 12 31 25 (76,527) (62,506) 25 76,969 62,858 (iii) 2016 132

2016 1 1 6 30 46 (c) (iii) 6 30 6 2016 2015-3% (233,482) 76,723-3% 113,618 (339,155) 2016 6 30 2015 12 31-3% (181,752) (197,073) -3% (214,404) (216,776) 3% 2016 6 30 2015 12 31 2016 6 30 114,747,757 10,614,800 7,441,539 6,174,757 138,978,853 2015 12 31 121,701,679 8,617,553 4,128,033 7,289,833 141,737,098 133

2016 1 1 6 30 46 (c) (iv) 47 2016 6 30 9.69% 2015 12 31 0.55 2.02% 2015 12 31 0.06 2016 7 14 2016 8 4 [2015]244 2013 2016 50 91 2.64% 2.58% 2016 7 15 2016 2015 A AA B BBB 2016 6 282015 2015 2015 A H2016 8 19 48 2016 8 24 2016 134

135

(http://www.sse.com.cn) 1 2016-1-5 H 2 2016-1-9 3 2016-1-12 2015 12 4 2016-1-13 2016 5 2016-1-20 2016 6 2016-1-26 7 2016-1-28 2016 8 2016-1-29 2015 9 2016-2-3 H 10 2016-2-5 2016 1 11 2016-3-1 12 2016-3-2 H 13 2016-3-5 2016 2 14 2016-3-10 2015 2016 H 15 2016-3-24 2015 2016 20152015 2015 2015 2015 2015 2016 136

16 2016-3-29 17 2016-4-2 H 18 2016-4-12 2016 3 19 2016-4-16 2016 20 2016-4-20 H 21 2016-4-25 33 22 2016-4-26 13 01 13 02 13 03 15 01 2015 (2016) 2015 20152013 20152013(2016) 2013 20152013 (2016) 23 2016-4-30 2016 24 2016-5-4 H 25 2016-5-7 2016 4 26 2016-5-10 2016 27 2016-5-11 28 2016-5-13 2015 2015 29 2016-5-26 2016 30 2016-6-1 2013 2016 31 2016-6-2 H 32 2016-6-7 2016 5 33 2016-6-8 2015 34 2016-6-18 2016 35 2016-6-21 2015 2016 36 2016-6-28 37 2016-6-29 2015 137

(http://www.hkexnews.hk) 1 2016-1-4 2 2016-1-8 1.325% 3 2016-1-11 2015 12 4 2016-1-12 2016 5 2016-1-19 2016 6 2016-1-25 7 2016-1-27 2016 8 2016-1-28 2015 9 2016-2-2 10 2016-2-4 2016 1 11 2016-2-29 12 2016-3-1 13 2016-3-4 2016 2 14 2016-3-9 2015 2016 15 2016-3-23 2015 2016 2015 2015 20152015 2015 16 2016-3-28 17 2016-3-30 18 2016-4-1 19 2016-4-11 2016 3 20 2016-4-15 2016 2016 138

21 2016-4-19 22 2016-4-24 33 23 2016-4-25 2013 2013 2015 24 2016-4-26 13 01 13 02 13 03 15 01 25 2016-4-29 2015 2016 26 2016-5-3 27 2016-5-6 2016 4 28 2016-5-9 2016 29 2016-5-10 30 2016-5-12 31 2016-5-25 2016 32 2016-5-31 2013 2016 33 2016-6-1 34 2016-6-6 2016 5 35 2016-6-7 2015 36 2016-6-17 2016 37 2016-6-20 2015 2016 38 2016-6-27 39 2016-6-28 2015 2015 139

1 2016-01-11 [2016]12 2 2016-01-15 [2016]13 3 2016-01-15 [2016]14 4 2016-01-15 [2016]15 5 2016-03-21 [2016]33 6 2016-04-15 33 [2016]39 7 2016-04-22 [2016]41 2016 140