FORM 2 - Corporate Substantial Shareholder Notice
 
Form Serial Number: CS20190919E00305 
1. Date of relevant event: 16/09/2019
(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: 361,950,000
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
16022Approved Lending Agents
Notice under section 5(4) of the Securities and Futures (Disclosure of Interests – Securities Borrowing and Lending) Rules by a person that controls an approved lending agent (choose one):
the percentage level of your interest in the shares held in the lending pool of the approved lending agent is taken to have reduced
2502Approved lending agent
1,923,692 HKD
Short position 
 
 
 		            
18. Total shares immediately before the relevant event:
 Total number of sharesPercentage figure (%)
Long position28,686,8188.09
Short position17,080,6314.82
Lending Pool3,671,3161.03
19. Total shares immediately after the relevant event:
 Total number of sharesPercentage figure (%)
Long position26,763,1267.39
Short position15,098,2284.17
Lending Pool1,832,3160.50
20. Capacity in which interests disclosed in Box 19 are held:
Capacity codeNumber of shares
2106Person having a security interest in shares
Long position498,000
Short position0
2201Interest of corporation controlled by you
Long position24,432,810
Short position15,098,228
2502Approved lending agent
Long position1,832,316
Short position0

21. Further information in respect of derivative interests:
Derivatives codeNumber of shares
4101Listed derivatives - Physically settled
Long position4,318,000
Short position4,700,000
4105Unlisted derivatives - Physically settled
Long position16,229,575
Short position6,338,774
4106Unlisted derivatives - Cash settled
Long position1,076,373
Short position2,592,454
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, USA Citigroup Inc.100.00N
Long position2,098,465
Short position266,149
Citibank, N.A.701 East 60th Street North, Sioux Falls, SD 57104, USACiticorp LLC100.00Y
Long position1,952,845
Short position120,529
Citigroup Global Markets Holdings Inc.388 Greenwich Street, New York, NY 10013, USA Citigroup Inc.100.00Y
Long position902,178
Short position901,770
Citigroup Global Markets Holdings Inc.388 Greenwich Street, New York, NY 10013, USA Citigroup Inc.100.00N
Long position23,762,483
Short position13,930,309
Citigroup Financial Products Inc.388 Greenwich Street, New York, 10013, United StatesCitigroup Global Markets Holdings Inc.100.00N
Long position23,762,483
Short position13,930,309
Citigroup Global Markets Hong Kong Limited50/F, Champion Tower, Three Garden Road, Central, Hong KongCitigroup Financial Products Inc.100.00Y
Long position20,352,104
Short position11,359,792
Citigroup Global Markets Holdings Bahamas LimitedCitibank Building, 110 Thompson Blvd., Nassau, BahamasCitigroup Financial Products Inc.90.00N
Long position3,410,379
Short position2,570,517
Citigroup Global Markets LimitedCitigroup Centre, Canada Square, Canary Wharf, London E14 5LB, EnglandCitigroup Global Markets Holdings Bahamas Limited100.00Y
Long position3,410,379
Short position2,570,517
Citibank, N.A.701 East 60th Street North, Sioux Falls, SD 57104, USACiticorp 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 Hua Yuan Shi Qiao Road, Lu Jia Zui Finance and Trade Zone Shanghai, 200120, 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:
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: 19/09/2019
(dd/mm/yyyy)