FORM 2 - Corporate Substantial Shareholder Notice
 
Form Serial Number: CS20180103E00379 
1. Date of relevant event: 28/12/2017
(dd/mm/yyyy)
2. Date when the substantial shareholder becomes aware of the relevant event / interest in the shares (if later):
(dd/mm/yyyy)
3. Stock code: 03188
4. Name of listed corporation: ChinaAMC CSI 300 Index ETF 
5. Class of shares: Units / Unit Trusts 
6. Number of issued shares in class: 263,550,000
7. Name of substantial shareholder: Citigroup Inc. 
8. Registered office: 399 Park Avenue, New York, 10043, USA
9. Principal place of business in Hong Kong: 50/F, Champion Tower, 3 Garden Road, Central, Hong Kong 
15. Exchange on which listed: NYSE
16. Name of listed parent and exchange on which parent is listed:  
17. Details of relevant event:
  Brief description of relevant event Capacity in which shares were/are held Number of shares bought/sold or involved Currency of transaction On Exchange Off Exchange
Before relevant event After relevant event Highest price (per share) Average price (per share) Average consideration (per share) Nature of consideration
Long position
12041The percentage level of your interest in the shares has reduced because:
expiry or cancellation without exercise of equity derivatives under which (choose one):
you had a right to take the underlying shares
2201Interest of corporation controlled by you
2,072,945 HKD
Short position 
 
 
 		            
18. Total shares immediately before the relevant event:
 Total number of sharesPercentage figure (%)
Long position17,096,5516.75
Short position5,598,7012.21
Lending Pool00.00
19. Total shares immediately after the relevant event:
 Total number of sharesPercentage figure (%)
Long position15,023,6065.70
Short position5,598,8762.12
Lending Pool00.00
20. Capacity in which interests disclosed in Box 19 are held:
Capacity codeNumber of shares
2201Interest of corporation controlled by you
Long position15,023,606
Short position5,598,876

21. Further information in respect of derivative interests:
Derivatives codeNumber of shares
4101Listed derivatives - Physically settled
Long position1,000,000
Short position0
4105Unlisted derivatives - Physically settled
Long position4,754,666
Short position920,876
4106Unlisted derivatives - Cash settled
Long position83,000
Short position4,178,000
22. Further information in relation to interests of corporations controlled by substantial shareholder:
Name of controlled corporationAddress and place of incorporationName of controlling person% controlDirect interest (Y/N)Number of shares
Citicorp LLC388 Greenwich Street, New York, New York, NY, 10013, United StatesCitigroup Inc.100.00N
Long position256,200
Short position256,200
Citibank, N.A.701 East 60th Street North, Sioux Falls, Minnehaha, SD, 57104, United StatesCiticorp LLC100.00Y
Long position256,200
Short position256,200
Citigroup Global Markets Holdings Inc.388 Greenwich Street, New York, New York, NY, 10013, United StatesCitigroup Inc.100.00N
Long position14,767,406
Short position5,342,676
Citigroup Financial Products Inc.388 Greenwich Street, New York, New York, NY, 10013, United StatesCitigroup Global Markets Holdings Inc.100.00N
Long position14,767,406
Short position5,342,676
Citigroup Global Markets Hong Kong Limited50/F, Champion Tower, Three Garden Road, Central, 3 Garden Road,Central, Hong Kong, Hong KongCitigroup Financial Products Inc.100.00Y
Long position5,946,190
Short position178,000
Citigroup Global Markets (International) Finance AGPrime Tower, Hardstrasse 201, CH-8005, Zurich, ZH, SwitzerlandCitigroup Financial Products Inc.100.00N
Long position8,821,216
Short position5,164,676
Citigroup Global Markets Holdings Bahamas LimitedCitibank Buliding, 110 Thompson Blvd., Nassau, New Providence, BahamasCitigroup Global Markets (International) Finance AG50.20N
Long position8,821,216
Short position5,164,676
Citigroup Global Markets Holdings Bahamas LimitedCitibank Buliding, 110 Thompson Blvd., Nassau, New Providence, BahamasCitigroup Financial Products Inc.49.50N
Long position8,821,216
Short position5,164,676
Citigroup Global Markets LimitedCitigroup Centre, Canada Square, Canary Wharf, London, TBD, E14 5LB, EnglandCitigroup Global Markets Holdings Bahamas Limited92.00Y
Long position8,821,216
Short position5,164,676

23. Further information in relation to interests held by substantial shareholder jointly with another person:
Name of joint shareholderAddressNumber of shares
 
24. Further information from a trustee, a beneficiary of a trust, or a person who set up a discretionary trust:
Names of trustAddressStatus codeNumber of shares
  
25. Further information from a party to an agreement under Section 317 (Please see Notes for further information required):
Names of other partiesAddressNumber of shares
 
Total number of shares in which a substantial shareholder is interested under sections 317 and 318
26. Details of person(s) in accordance with whose directions the substantial shareholder or its directors are accustomed to act:
NamesAddressRelationship CodePercentage (%)
  
 
27. Supplementary information:
28. Log/Serial Number of the previous form:
29. Number of concert party document(s) under section 317 attached/uploaded:
Date of filing this Form 2: 03/01/2018
(dd/mm/yyyy)