FORM 2 - Corporate Substantial Shareholder Notice
 
Form Serial Number: CS20200204E00240 
1. Date of relevant event: 30/01/2020
(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: 437,700,000
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
12041The percentage level of your interest in the shares has reduced because:
expiry or cancellation without exercise of equity derivatives under which (choose one):
you had a right to take the underlying shares
2201Interest of corporation controlled by you
5,640,453 HKD
Short position 
15012You ceased to have a short position of 1% or more in the shares, or the percentage level of your short position in such shares decreased because:
expiry or cancellation without exercise of equity derivatives under which (choose one):
you are under an obligation to deliver the underlying shares
 
2201Interest of corporation controlled by you
 
 		 1,986,804           
18. Total shares immediately before the relevant event:
 Total number of sharesPercentage figure (%)
Long position41,851,5519.56
Short position30,697,9007.01
Lending Pool3,671,3160.83
19. Total shares immediately after the relevant event:
 Total number of sharesPercentage figure (%)
Long position36,211,0988.27
Short position28,711,0966.55
Lending Pool3,671,3160.83
20. Capacity in which interests disclosed in Box 19 are held:
Capacity codeNumber of shares
2201Interest of corporation controlled by you
Long position32,539,782
Short position28,711,096
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 position12,028,000
Short position2,108,000
4105Unlisted derivatives - Physically settled
Long position9,031,177
Short position2,889,280
4106Unlisted derivatives - Cash settled
Long position2,356,537
Short position22,213,816
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 position7,132,704
Short position3,553,177
Citibank, N.A.701 East 60th Street North, Sioux Falls, SD 57104, USACiticorp LLC100.00Y
Long position5,370,097
Short position1,798,384
Citigroup Global Markets Holdings Inc.388 Greenwich Street, New York, NY 10013, USA Citigroup Inc.100.00Y
Long position530,542
Short position530,551
Citigroup Global Markets Holdings Inc.388 Greenwich Street, New York, NY 10013, USA Citigroup Inc.100.00N
Long position28,547,852
Short position24,627,368
Citigroup Financial Products Inc.388 Greenwich Street, New York, NY 10013, USACitigroup Global Markets Holdings Inc.100.00N
Long position28,547,852
Short position24,627,368
Citigroup Global Markets Hong Kong Limited50/F, Champion Tower, Three Garden Road, Central, Hong KongCitigroup Financial Products Inc.100.00Y
Long position15,538,026
Short position22,841,610
Citigroup Global Markets Holdings Bahamas LimitedCitibank Building, 110 Thompson Blvd., Nassau, BahamasCitigroup Financial Products Inc.90.00N
Long position13,009,826
Short position1,785,758
Citigroup Global Markets LimitedCitigroup Centre, Canada Square, Canary Wharf, London E14 5LB, EnglandCitigroup Global Markets Holdings Bahamas Limited100.00Y
Long position13,009,826
Short position1,785,758
Citibank, N.A.701 East 60th Street North, Sioux Falls, SD 57104, USACiticorp LLC100.00N
Long position1,762,607
Short position1,754,793
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 position1,762,607
Short position1,754,793

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: 04/02/2020
(dd/mm/yyyy)