FORM 2 - Corporate Substantial Shareholder Notice
 
Form Serial Number: CS20190625E00273 
1. Date of relevant event: 20/06/2019
(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: 360,450,000
7. Name of substantial shareholder: Citigroup Inc. 
8. Registered office: 388 Greenwich Street, New York, 10013, 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
11032The percentage level of your interest in the shares has increased because:
you became the holder of, wrote or issued equity derivatives under which (choose one):
you are under an obligation to take the underlying shares
2201Interest of corporation controlled by you
 3,010,103 HKD
Short position 
14012You came to have a short position of 1% or more in the shares, or the percentage level of your short position in such shares increased because:
you became the holder of, wrote or issued equity derivatives under which (choose one):
you are under an obligation to deliver the underlying shares
 
 
2201Interest of corporation controlled by you
 		 2,820,918           
18. Total shares immediately before the relevant event:
 Total number of sharesPercentage figure (%)
Long position31,199,0388.87
Short position19,371,2275.50
Lending Pool1,712,7000.48
19. Total shares immediately after the relevant event:
 Total number of sharesPercentage figure (%)
Long position34,209,1419.49
Short position22,192,1456.15
Lending Pool1,712,7000.47
20. Capacity in which interests disclosed in Box 19 are held:
Capacity codeNumber of shares
2106Person having a security interest in shares
Long position484,200
Short position0
2201Interest of corporation controlled by you
Long position32,012,241
Short position22,192,145
2502Approved lending agent
Long position1,712,700
Short position0

21. Further information in respect of derivative interests:
Derivatives codeNumber of shares
4101Listed derivatives - Physically settled
Long position3,600,000
Short position11,042,000
4105Unlisted derivatives - Physically settled
Long position20,908,383
Short position3,329,686
4106Unlisted derivatives - Cash settled
Long position718,858
Short position2,008,569
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, NY, 10013, United StatesCitigroup Inc.100.00N
Long position2,226,107
Short position513,407
Citibank, N.A.701 East 60th Street North, Sioux Falls, Minnehaha, SD, 57104, United StatesCiticorp LLC100.00Y
Long position2,226,107
Short position513,407
Citigroup Global Markets Holdings Inc.388 Greenwich Street, New York, NY, 10013, United StatesCitigroup Inc.100.00Y
Long position710,711
Short position710,378
Citigroup Global Markets Holdings Inc.388 Greenwich Street, New York, NY, 10013, United StatesCitigroup Inc.100.00N
Long position31,272,323
Short position20,968,360
Citigroup Financial Products Inc.388 Greenwich Street, New York, NY, 10013, United StatesCitigroup Global Markets Holdings Inc.100.00N
Long position31,272,323
Short position20,968,360
Citigroup Global Markets Hong Kong Limited50/F, Champion Tower, Three Garden Road, Central, 3 Garden Road,Central, Hong KongCitigroup Financial Products Inc.100.00Y
Long position24,125,767
Short position15,278,114
Citigroup Global Markets Holdings Bahamas LimitedCitibank Buliding, 110 Thompson Blvd., Nassau, New Providence, BahamasCitigroup Financial Products Inc.90.00N
Long position7,146,556
Short position5,690,246
Citigroup Global Markets LimitedCitigroup Centre, Canada Square, Canary Wharf, London, TBD, E14 5LB, EnglandCitigroup Global Markets Holdings Bahamas Limited100.00Y
Long position7,146,556
Short position5,690,246

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: 25/06/2019
(dd/mm/yyyy)