FORM 2 - Corporate Substantial Shareholder Notice
 
Form Serial Number: CS20190822E00295 
1. Date of relevant event: 19/08/2019
(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: 331,800,000
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
1314There has been a change in nature of your interest in the shares because:
you have recalled the shares under a securities borrowing and lending agreement
2201Interest of corporation controlled by you
2201Interest of corporation controlled by you
 933,321 HKD
Short position 
 
 
 		            
18. Total shares immediately before the relevant event:
 Total number of sharesPercentage figure (%)
Long position27,775,4488.36
Short position20,256,5306.09
Lending Pool915,3540.27
19. Total shares immediately after the relevant event:
 Total number of sharesPercentage figure (%)
Long position27,316,7708.23
Short position20,173,3456.07
Lending Pool915,3540.27
20. Capacity in which interests disclosed in Box 19 are held:
Capacity codeNumber of shares
2106Person having a security interest in shares
Long position408,000
Short position0
2201Interest of corporation controlled by you
Long position25,993,416
Short position20,173,345
2502Approved lending agent
Long position915,354
Short position0

21. Further information in respect of derivative interests:
Derivatives codeNumber of shares
4101Listed derivatives - Physically settled
Long position3,800,000
Short position3,800,000
4105Unlisted derivatives - Physically settled
Long position13,793,649
Short position2,912,305
4106Unlisted derivatives - Cash settled
Long position976,767
Short position2,421,518
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 position1,060,974
Short position145,620
Citibank, N.A.701 East 60th Street North, Sioux Falls, Minnehaha, SD, 57104, United StatesCiticorp LLC100.00Y
Long position915,354
Short position0
Citigroup Global Markets Holdings Inc.388 Greenwich Street, New York, NY, 10013, United StatesCitigroup Inc.100.00Y
Long position808,633
Short position808,210
Citigroup Global Markets Holdings Inc.388 Greenwich Street, New York, NY, 10013, United StatesCitigroup Inc.100.00N
Long position25,447,163
Short position19,219,515
Citigroup Financial Products Inc.388 Greenwich Street, New York, NY, 10013, United StatesCitigroup Global Markets Holdings Inc.100.00N
Long position25,447,163
Short position19,219,515
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 position18,911,640
Short position9,478,890
Citigroup Global Markets Inc.388 Greenwich Street, New York, NY, 10013, United StatesCitigroup Financial Products Inc.100.00Y
Long position0
Short position250,000
Citigroup Global Markets Holdings Bahamas LimitedCitibank Buliding, 110 Thompson Blvd., Nassau, New Providence, BahamasCitigroup Financial Products Inc.90.00N
Long position6,535,523
Short position9,490,625
Citigroup Global Markets LimitedCitigroup Centre, Canada Square, Canary Wharf, London, TBD, E14 5LB, EnglandCitigroup Global Markets Holdings Bahamas Limited100.00Y
Long position6,535,523
Short position9,490,625
Citibank, N.A.701 East 60th Street North, Sioux Falls, Minnehaha, SD, 57104, United StatesCiticorp LLC100.00N
Long position145,620
Short position145,620
Citibank (China) Co., Ltd.Unit 01A & 04 of 28F, 29F, 30F, Units 1 of 33F, 34F and 35F, Citigroup Tower, No.33 Huan Yuan Shi Qiao Road, Lu Jia Zui Finance and Trade Zone, Shanghai, ChinaCitibank, N.A.100.00Y
Long position145,620
Short position145,620

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: The increase in short position is due to a covered short selling transaction.
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: 22/08/2019
(dd/mm/yyyy)