FORM 2 - Corporate Substantial Shareholder Notice
 
Form Serial Number: CS20191022E00268 
1. Date of relevant event: 17/10/2019
(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: 364,950,000
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
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
 52,445 HKD
Short position 
 
 
 		            
18. Total shares immediately before the relevant event:
 Total number of sharesPercentage figure (%)
Long position27,238,8987.46
Short position14,780,9644.05
Lending Pool3,633,9160.99
19. Total shares immediately after the relevant event:
 Total number of sharesPercentage figure (%)
Long position27,138,5447.43
Short position14,685,4504.02
Lending Pool3,671,3161.00
20. Capacity in which interests disclosed in Box 19 are held:
Capacity codeNumber of shares
2201Interest of corporation controlled by you
Long position23,467,228
Short position14,685,450
2502Approved lending agent
Long position3,671,316
Short position0

21. Further information in respect of derivative interests:
Derivatives codeNumber of shares
4101Listed derivatives - Physically settled
Long position5,000,000
Short position5,200,000
4105Unlisted derivatives - Physically settled
Long position15,436,253
Short position4,612,026
4106Unlisted derivatives - Cash settled
Long position1,060,551
Short position2,566,578
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 position3,928,230
Short position256,914
Citibank, N.A.701 East 60th Street North, Sioux Falls, SD 57104, USACiticorp LLC100.00Y
Long position3,782,610
Short position111,294
Citigroup Global Markets Holdings Inc.388 Greenwich Street, New York, NY 10013, USA Citigroup Inc.100.00Y
Long position891,321
Short position891,035
Citigroup Global Markets Holdings Inc.388 Greenwich Street, New York, NY 10013, USA Citigroup Inc.100.00N
Long position22,318,993
Short position13,537,501
Citigroup Financial Products Inc.388 Greenwich Street, New York, NY 10013, USACitigroup Global Markets Holdings Inc.100.00N
Long position22,318,993
Short position13,537,501
Citigroup Global Markets Hong Kong Limited50/F, Champion Tower, Three Garden Road, Central, Hong KongCitigroup Financial Products Inc.100.00Y
Long position20,348,569
Short position11,230,655
Citigroup Global Markets Holdings Bahamas LimitedCitibank Building, 110 Thompson Blvd., Nassau, BahamasCitigroup Financial Products Inc.90.00N
Long position1,970,424
Short position2,306,846
Citigroup Global Markets LimitedCitigroup Centre, Canada Square, Canary Wharf, London E14 5LB, EnglandCitigroup Global Markets Holdings Bahamas Limited100.00Y
Long position1,970,424
Short position2,306,846
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: 22/10/2019
(dd/mm/yyyy)