FORM 2 - Corporate Substantial Shareholder Notice   1. Name of listed corporation: Yanzhou Coal Mining Co. Ltd. - H Shares  2. Stock code: 01171 3. Class of shares: H Shares  4. Number of issued shares in class: 1,958,400,000 5. Name of substantial shareholder: JPMorgan Chase & Co.  6. Registered office: 270 Park Avenue, New York 10017, USA 7. Principal place of business in Hong Kong: N/A  13. Exchange on which listed: New York Stock Exchange 14. Name of listed parent and exchange on which parent is listed: N/A  15. Date of relevant event: 19/06/2009 (dd/mm/yyyy) 16. Date when the substantial shareholder became aware of the relevant event/ interest in the shares (if later): 22/06/2009 (dd/mm/yyyy) 17. Details of relevant event:   Relevant event code describing circumstances Code describing 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 Consideration code Long position 101 205 205 3,578,000 HKD 0.000 0.000 18. Total shares immediately before the relevant event:   Total number of shares Percentage figure (%) Long Position 97,388,252 4.97 Short Position 3,215,500 0.16 Lending Pool 79,214,785 4.04 19. Total shares immediately after the relevant event:   Total number of shares Percentage figure (%) Long Position 100,966,252 5.16 Short Position 2,029,500 0.10 Lending Pool 83,998,785 4.29 20. Capacity in which interests disclosed in Box 19 are held: Code describing capacity Number of shares 201 Long position 15,097,467 Short position 2,029,500 202 Long position 1,870,000 Short position 0 208 Long position 83,998,785 Short position 0 21. Further information in respect of derivative interests: Code describing derivatives Number of shares 402 Long position 0 Short position 1,260,000 22. Further information in relation to interests of corporations controlled by substantial shareholder: Name of controlled corporation Address and place of incorporation Name of controlling shareholder % control Direct interest Number of shares JPMorgan Chase Bank, N.A. 1111 Polaris Parkway, Columbus, Ohio 43240 JPMorgan Chase & Co. 100.00 Y Long position 84,890,785 Short position 0 J.P. Morgan Whitefriars Inc. 500 Stanton Christiana Road, Newark, Delaware, USA (United States) J.P. Morgan Overseas Capital Corporation 100.00 Y Long position 13,943,967 Short position 0 J.P. Morgan Overseas Capital Corporation 500 Stanton Christiana Road, Newark, Delaware, USA (United States) J.P. Morgan International Finance Limited 100.00 N Long position 13,943,967 Short position 0 J.P. Morgan International Finance Limited 500 Stanton Christiana Road, Newark, Delaware, USA (United States) Bank One International Holdings Corporation 100.00 N Long position 14,327,967 Short position 1,260,000 Bank One International Holdings Corporation 1 Bank One Plaza, Chicago, Illinois J.P. Morgan International Inc. 100.00 N Long position 14,327,967 Short position 1,260,000 J.P. Morgan International Inc. 270 Park Avenue, New York, N.Y.10017 (United States) JPMorgan Chase Bank, N.A. 100.00 N Long position 14,327,967 Short position 1,260,000 JPMorgan Chase Bank, N.A. 1111 Polaris Parkway, Columbus, Ohio 43240 JPMorgan Chase & Co. 100.00 N Long position 14,327,967 Short position 1,260,000 J.P. Morgan Investment Management Inc. 245 Park AvenueNew York (United States) JPMorgan Asset Management Holdings Inc. 100.00 Y Long position 520,000 Short position 0 JPMorgan Asset Management Holdings Inc. 270 Park Avenue New York (United States) JPMorgan Chase & Co. 100.00 N Long position 978,000 Short position 0 JPMorgan Asset Management (Taiwan) Limited 3/F.,No.65 and 17/F, No. 65, 67and 69 Tun Hwa S. Road Sec. 2 Taipei (Taiwan) JPMorgan Asset Management (Asia) Inc. 100.00 Y Long position 458,000 Short position 0 JPMorgan Asset Management (Asia) Inc. 270 Park Avenue New York, (United States) JPMorgan Asset Management Holdings Inc. 100.00 N Long position 458,000 Short position 0 J.P. Morgan Securities Ltd. 125 London Wall London EC2Y 5AJ London (England) J.P. Morgan Chase International Holdings 98.95 Y Long position 384,000 Short position 0 J.P. Morgan Chase International Holdings 125 London Wall London (England) J.P. Morgan Chase (UK) Holdings Limited 100.00 N Long position 384,000 Short position 0 J.P. Morgan Chase (UK) Holdings Limited 125 London Wall London (England) J.P. Morgan Capital Holdings Limited 100.00 N Long position 384,000 Short position 0 J.P. Morgan Capital Holdings Limited 125 London Wall London (England) J.P. Morgan International Finance Limited 100.00 N Long position 384,000 Short position 0 J.P. Morgan Structured Products B.V. Strawinskylaan 3105 1077 AZ Amsterdam The Netherlands J.P. Morgan International Finance Limited 100.00 Y Long position 0 Short position 1,260,000 J.P. Morgan Markets Limited 125 London Wall London (England) Bear Stearns Holdings Limited 100.00 Y Long position 769,500 Short position 769,500 Bear Stearns Holdings Limited 125 London Wall London (England) Bear Stearns UK Holdings Limited 100.00 N Long position 769,500 Short position 769,500 Bear Stearns UK Holdings Limited 125 London Wall London (England) The Bear Stearns Companies LLC 100.00 N Long position 769,500 Short position 769,500 The Bear Stearns Companies LLC 383 Madison Avenue, New York NY 10179 New York (United States) JPMorgan Chase & Co. 100.00 N Long position 769,500 Short position 769,500 23. Further information in relation to interests held by substantial shareholder jointly with another person: Name of joint shareholder Address Number of shares Nil     24. Further information from a trustee, or beneficiary of a trust, or a founder of a Discretionary Trust: Names of Trust Address Status code Number of shares Nil       25. Further information from a party to an agreement under Section 317: Names of other parties Address Number of shares Nil     Total number of shares in which substantial shareholder is interested under section 317 and 318: 26. Details of person(s) in accordance with whose directions the substantial shareholder or its directors are accustomed to act: Names Address Relationship Code % Nil         27. Date of filing this Form 2: 24/06/2009 (dd/mm/yyyy) 29. Number of attachments: