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68 9 121 22 1 2 10 5 18 21 15-1 -

2017 3 2.60% 2014 2.03% 2.50% 2017 2017 JP Morgan 9.32% 2018 2017 A 6.22% JP Morgan 9.32% 3.10% Markit iboxx 5.42% A 44% 6 68% 15% 14% 4% 7% 2.52 4.25-2 -

2010 10 27 2018 4 13-3 -

7 29-4 -

2010 10 27 E - 5 -

2018 4 13-6 -

2017 2016 3(a) 57,838,396 50,413,895 783,075 608,133 625,148 1,018,576 3(d) 1,258,226 1,271,669 60,504,845 53,312,273 ---------------- ---------------- 7(b) 6,945 6,175 7(a) 30,889 27,175-2,660 32,814 29,996 70,648 66,006 ---------------- ---------------- 6 60,434,197 53,246,267 60,435,127 53,257,234 6 (930) (10,967) 2018 4 13........ 11 29-7 -

2017 2016 2,818,675 2,279,356 5 924,055 (59,477) 21,150 (20,064) 276,635 7,500 4,040,515 2,207,315 --------------- --------------- 7(a) 354,806 276,310 7(b) 79,964 63,650 6,874 6,285 26,220 23,179 7(c) 4,115 5,842 684 606 4,041 3,086 12,206 10,290 488,910 389,248 --------------- --------------- 3,551,605 1,818,067 6 (10,037) (14,316) 3,541,568 1,803,751 11 29-8 -

2017 2016 53,257,234 43,943,920 ---------------- ---------------- 3,659,743 7,735,248 (23,418) (225,685) 3,636,325 7,509,563 ---------------- ---------------- 3,541,568 1,803,751 ---------------- ---------------- 6 60,435,127 53,257,234 11 29-9 -

2017 2016 3,551,605 1,818,067 (2,818,675) (2,279,356) 732,930 (461,289) (7,424,501) (9,292,504) 393,428 35,670 - (1,665) 770 948 3,714 4,546 2,818 775 (6,290,841) (9,713,519) 2,643,733 2,247,564 (3,647,108) (7,465,955) -------------- -------------- 3,659,743 7,735,248 (26,078) (223,025) 3,633,665 7,512,223 -------------- -------------- (13,443) 46,268 1,271,669 1,225,401 1,258,226 1,271,669 1,258,226 1,271,669 11 29-10 -

1 2010 10 27 104(1) 2013 2 4 75% 25% 40% 2 (a) - 11 -

2 (a) (i) 2017 1 1 7 2017 1 1 2017 1 1 (ii) 2017 1 1 9 39 2018 1 1 SPPI (SPPI) 確認 9 9 9 2017 1 1-12 -

2 (b) (i) (ii) (iii) (iv) (v) (c) - 13 -

2 (c) (d) (i) (ii) (e) - 14 -

2 (f) (g) (h) (i) (j) 26A(1A) 104 3 (a) - 15 -

3 (a) 2017 2016 57,754,021 50,399,075 84,375 14,820 57,838,396 50,413,895 2017 2016 - - 2,054,750 3.86 2,074,160 3.43% - - 3,506,090 5.80% 3,998,490 7.51 - - 1,514,250 2.84 23,608,158 39.06% 25,187,793 47.29 10,374,035 17.17% 688,018 1.29 7,455,705 12.34% 12,180,014 22.87 3,566,565 5.90% 3,828,850 7.19 7,169,308 11.86% 946,910 1.78 57,754,021 95.56% 50,399,075 94.63 2016 12 31 (12,489,063) 84,375-1,515,894 14,820 - - 16 -

3 (a) 3(b) 3(c) 10% 3(b) (b) 5,533,815 17,665,664 34,554,542-57,754,021 - - - 84,375 84,375 - - - 783,075 783,075 625,148 - - - 625,148 1,258,226 - - - 1,258,226 7,417,189 17,665,664 34,554,542 867,450 60,504,845 - - - 30,889 30,889 - - - 6,945 6,945 - - - 32,814 32,814 - - - 60,435,127 60,435,127 - - - 60,505,775 60,505,775 7,417,189 17,665,664 34,554,542-17 -

3 (b) 2016 12 31 3,687,246 36,806,694 9,905,135-50,399,075 - - - 14,820 14,820 - - - 608,133 608,133 1,018,576 - - - 1,018,576 1,271,669 - - - 1,271,669 5,977,491 36,806,694 9,905,135 622,953 53,312,273 - - - 27,175 27,175 - - - 6,175 6,175 - - - 2,660 2,660 - - - 29,996 29,996 - - - 53,257,234 53,257,234 - - - 53,323,240 53,323,240 5,977,491 36,806,694 9,905,135 1,258,226 2016 1,271,669 10 1,258 2016 1,272 2.81 57,754,021 2016 50,399,075 12,489,063 2016 5.53 2016 25 625,721 2016 354,442-18 -

3 (c) 2017 2016 12 31 57,838,396 - - 57,838,396 783,075 - - 783,075 1,246,080 23 12,123 1,258,226 625,148 - - 625,148 (70,648) - - (70,648) 60,422,051 23 12,123 60,434,197 2016 12 31 48,366,168 2,032,907-50,399,075 553,768 54,365-608,133 638,217 88,480 544,972 1,271,669 793,638 224,938-1,018,576 (66,006) - - (66,006) 50,285,785 2,400,690 544,972 53,231,447 1,515,894 (1,515,894) - - 51,801,679 884,796 544,972 53,231,447-19 -

3 (d) 2017 2016 A+ - 1.79 AA 2.56 1.82 A- 1.69 - BBB+ 8.63 2.84 BBB - 3.80 BBB- 4.28 11.19 BB+ 3.61 3.75 BB- 4.97 - B+ 1.63 - B - 4.94 B- 5.80 4.62 CCC+ - 7.61 A3 - - Baa3 12.98 9.21 Baa2 4.95 4.72 Baa1 10.92 6.49 Ba3 0.83 - Ba1-2.62 B3 3.35 - B2 5.07 3.57 Caa1-1.61 BBB+ 3.35 6.59 BBB 4.12 2.64 BBB- 2.66 1.85 BB+ 3.40 3.66 10.76 9.31 95.56 94.63 2008 1 25-21 -

3 (d) 57,754,021 A+ 84,375 A- 1,258,205 A+ 21 A- 625,148 A- 2016 12 31 50,399,075 A+ 14,820 A- 1,271,649 A+ 20 A- 1,018,576 A- 2017 2016 12 31 2016 (e) - 22 -

3 (e) 3 2016 12 31 30,889 6,945 32,814 60,435,127 60,505,775 27,175 6,175 29,996 2,660 53,257,234 53,323,240 10% 2017 12 31 2 2016 2 10% 60,504,845 2016 53,312,273 3 3 2016 12 31 60,283,614 221,231 53,312,273 - - 23 -

3 (f) 1 1 2 3 3 2017 2016 12 31 1 2 3 2016 12 31-57,754,021-57,754,021 84,375 - - 84,375 84,375 57,754,021-57,838,396-50,399,075-50,399,075 14,820 - - 14,820 14,820 50,399,075-50,413,895-24 -

3 (f) 1 2 3 2017 2016 12 31 3 2017 2016 12 31 (g) 4 5 2017 2016 585,717 (6,533) 338,338 (52,944) 924,055 (59,477) - 25 -

6 A A R R I R R R A I 2017 2016 A A R R 15,695,928.849 15,695,928.849 - - 15,695,928.849 15,695,928.849 13,834,611.893 8,262,024.195 2,599,572.927 5,572,587.698 16,434,184.820 13,834,611.893 80,437.711 90,265.721 (6,363.636) (9,828.010) 74,074.075 80,437.711 - - 22,731.397-22,731.397 - I - - - - - - - 26 -

6 2017 2016 R R 15,691.400 17,657.001 - (1,965.601) 15,691.400 15,691.400 51,990.832 205,300.242 (6,879.605) (153,309.410) 45,111.227 51,990.832 38 2016 10,967 2(f) 930 930 2016 10,967 10,037 2016 14,316 A 35,902,185 15,695,928.849 2.287 A R 189,464,264 50,362 16,434,184.820 22,731.397 11.528 2.215 R 161,681 74,074.075 2.182 R 175,222 15,691.400 11.166 R 503,743 45,111.227 11.166-27 -

6 2016 12 31 A 33,795,618 15,695,928.849 2.153 A 148,937,963 13,834,611.893 10.765 R 166,348 80,437.711 2.068 R 164,690 15,691.400 10.495 R 545,675 51,990.832 10.495 7 (a) R R 1.25% R R 1.25% I 0.80% I 0.80% A 0.60% A 0.60% 354,806 2016 276,310 30,889 2016 27,175 (b) 40,000 0.125% 0.15% 35,000 79,964 2016 63,650 6,945 2016 6,175-28 -

7 (c) 12,797,712 2016 21,900,326 6.03% 2016 10.98% 0.03% 4,115 2016 5,842 0.03% 2016 625,148 2016 1,018,576 (d) BOCOM International Global Investment Limited 15,695,928.849 A 2016 15,695,928.849 A (e) 7(c) 於 84,375 2016 14,820 (f) 21 2016 20 8 2016 9 2016 12 31 10 2018 4 13-29 -

(95.70%) (95.56%) OIL & GAS HOLDING 7.5% 10/25/2027 2,000,000 2,052,760 3.40% CHINA SINGYES SOLAR TECH 6.75% 10/17/2018 1,500,000 1,494,315 2.47% BANCO BTG PACTUAL LUX 5.5% 1/31/2023 500,000 499,265 0.83% CHARMING LIGHT INVST LTD 4.375% 12/21/2027 5,000,000 5,039,600 8.33% FRANSHION BRILLIANT LTD 4% PERP 2,500,000 2,463,700 4.08% HONG SENG LTD 8.5% 11/20/2018 2,000,000 2,006,480 3.32% PRIME BLOOM HOLDINGS LTD 7.5% 12/19/2019 2,000,000 2,012,600 3.33% ANTON OILFIELD SERV GRP/ 9.75% 12/5/2020 2,000,000 2,023,340 3.35% CHINA EVERGRANDE GROUP 8.25% 3/23/2022 1,000,000 1,061,510 1.76% CHINA JINJIANG ENV 6% 7/27/2020 1,000,000 994,640 1.65% JIAYUAN INTL GROUP LTD 9.75% 9/15/2018 2,000,000 2,033,020 3.36% KAISA GROUP HOLDINGS LTD 8.5% 6/30/2022 1,000,000 970,980 1.61% OMGRID FUNDING LTD 5.196% 5/16/2027 2,000,000 1,989,760 3.29% GUANGHUI INVESTMENT GR 7.875% 3/30/2020 1,500,000 1,493,490 2.47% HUZHOU CITY INVS DEV 4.875% 12/20/2020 1,600,000 1,607,344 2.66% INNER MONGOLIA HIGHWAY C 4.375% 12/4/2020 2,500,000 2,492,900 4.12% CHINA TAIPING INSURANCE 5.45% PERP 500,000 512,980 0.85% SHAOXING CITY INV HK 4.75% 4/12/2019 2,000,000 2,021,840 3.34% MOF REP OF MALDIVES BOND 7% 6/7/2022 2,000,000 2,004,000 3.32% ALPHA HOLDING SA 10% 12/19/2022 1,000,000 983,020 1.63% MEXICO CITY ARPT TRUST 5.5% 7/31/2047 2,500,000 2,473,850 4.09% PETROLEOS MEXICANOS 6.5% 3/13/2027 2,500,000 2,741,220 4.54% MINEJESA CAPITAL BV 5.625% 8/10/2037 2,800,000 2,956,100 4.88% MYRIAD INTL HOLDINGS BV 4.85% 7/6/2027 2,000,000 2,074,160 3.43% PETROBRAS GLOBAL FINANCE 5.999% 1/27/2028 2,000,000 2,009,780 3.33% MAZOON ASSETS CO SAOC 5.2% 11/8/2027 1,000,000 1,002,970 1.66% - 30 -

(95.70%) (95.56%) CERRO DEL AGUILA SA 4.125% 8/16/2027 200,000 198,308 0.33% BANQUE OUEST AFRICAINE D 5% 7/27/2027 1,500,000 1,562,565 2.58% JULIUS BAER GROUP LTD 4.75% PERP 1,700,000 1,710,319 2.83% UBS GROUP AG 7.125% PERP 2,000,000 2,180,360 3.61% ABU DHABI CRUDE OIL 4.6% 11/2/2047 1,500,000 1,546,935 2.56% EMIRATES SEMBCORP WATER 4.45% 8/1/2035 1,000,000 1,022,170 1.69% NBK TIER 1 FNC LTD 5.75% PERP 500,000 517,740 0.86% 57,754,021 95.56% ------------------ ----------- (0.14%) US 10YR NOTE (CBT)Mar18 (100) 84,375 0.14% 84,375 0.14% ------------------ ----------- 57,838,396 95.70% ------------------ ------------ 2,596,731 4.30% 60,435,127 100.00% 57,542,642-31 -

( 續 ) 2016 2017 ABU DHABI CRUDE OIL 4.60 11/02/2047-1,500,000-1,500,000 ADANI TRANSMISSION LTD 4.00 08/03/2026 1,000,000-1,000,000 - AFRICAN EXPORT-IMPORT BA 4.00 05/24/2021 1,000,000-1,000,000 - ALPHA HOLDING SA 10.00% 12/19/2022-1,000,000-1,000,000 ANTON OILFIELD SERV GRP 9.75 12/05/2020-2,000,000-2,000,000 AYC FINANCE LTD 5.125 12/31/2049-500,000 500,000 - BANCO BTG PACTUAL LUX 5.50% 01/31/2023-500,000-500,000 BANK OF INDIA/JERSEY 3.125 05/06/2020 1,000,000-1,000,000 - BANQUE OUEST AFRICAINE D 5.00 07/27/2027-1,500,000-1,500,000 BAOXIN AUTO FINANCE I LTD 5.625 10/30/2049-2,750,000 2,750,000 - BCEG HONG KONG CO LTD 3.85 06/10/2018 2,000,000-2,000,000 - BHARAT PETROLEUM CORP LT 4.625 10/25/2022 500,000-500,000 - CALC BOND 2 LTD 4.90 08/22/2021-500,000 500,000 - CENTRAL PLAZA DEV LTD 3.875 01/25/2020-1,000,000 1,000,000 - CERRO DEL AGUILA SA 4.125 08/16/2027-200,000-200,000 CHALCO HK INVESTMENT CO VAR 10/29/2049 1,000,000-1,000,000 - CHANDRA ASRI PETROCHEMIC 4.95 11/08/2024-1,400,000 1,400,000 - CHANGDE CITY CONS INV 3.70 12/15/2019 1,000,000-1,000,000 - CHANGSHA PILOT INV HLD 3.10 12/02/2019 1,500,000-1,500,000 - CHARMING LIGHT INVST LTD 4.375 12/21/2027-6,000,000 1,000,000 5,000,000 CHENGDU XINGCHENG INV 3.25 11/29/2021 1,000,000-1,000,000 - CHINA EVERGRANDE GROUP 8.25 03/23/2022-1,000,000-1,000,000 CHINA EVERGRANDE GROUP 8.75 10/30/2018 2,000,000-2,000,000 - CHINA JINJIANG ENV 6.00 07/27/2020-1,000,000-1,000,000 CHINA LIFE INSU OVERS/HK 3.35 07/27/2027-200,000 200,000 - CHINA MINMETALS CORP 3.75 PERPETUAL CALL - 2,000,000 2,000,000-11/13/2022 CHINA SINGYES SOLAR TECH 6.75% 10/17/2018-2,000,000 500,000 1,500,000 CHINA SINGYES SOLAR TECH 7.875 11/21/2017 6,000,000-6,000,000 - CHINA SINGYES SOLAR TECH 7.95 02/15/2019-200,000 200,000 - CHINA SOUTH CITY HOLDING 5.75 03/09/2020-1,000,000 1,000,000 - CHINA SOUTH CITY HOLDING 6.75 09/13/2021 1,000,000 1,000,000 2,000,000 - CHINA SOUTH CITY HOLDING 8.25 01/29/2019 500,000-500,000 - CHINA TAIPING INSURANCE 5.45 09/29/2049 500,000 - - 500,000 CHN AOYUAN PROPERTY GRP 6.35 01/11/2020-1,000,000 1,000,000 - CHOUZHOU INTL INV LTD 4.00 12/05/2020-3,000,000 3,000,000 - CITIC LTD 3.875 02/28/2027-2,000,000 2,000,000 - DBS GROUP HOLDINGS LTD 3.60 12/29/2049 1,500,000 500,000 2,000,000 - DR PENG HOLDING HONGKONG 5.05 06/01/2020-2,000,000 2,000,000 - EASY TACTIC LTD 5.75 01/13/2022-2,000,000 2,000,000 - EMIRATES REIT SUKUK LTD 5.125% - 1,000,000 1,000,000 - EMIRATES SEMBCORP WATER 4.45% 08/01/2035-1,500,000 500,000 1,000,000 EMPEROR INTL HOLDINGS LTD 4.00 09/19/21-1,000,000 1,000,000 - EXPORT CREDIT BANK OF TU 4.25 09/18/22-200,000 200,000 EXPORT-IMPORT BK INDIA 3.375 08/05/2026 1,000,000-1,000,000 - EXPRESS BVI 2015 LTD 3.00 06/04/2018 1,000,000-1,000,000 - - 32 -

2016 2017 FRANSHION BRILLIANT LTD - 2,500,000-2,500,000 GENEL ENERGY FINANCE LTD 7.50 05/14/2019 200,000-200,000 - GEMSTONES INTERNATIONAL 8.50 08/15/2020-630,000 630,000 - GREENLAND GLB INVST 4.85 08/17/2020-400,000 400,000 - GUANGHUI INVESTMENT GR 7.875 03/30/2020-2,000,000 500,000 1,500,000 HANRUI OVERSEAS INTERNAT 4.90 06/28/2019 2,000,000-2,000,000 - HAZINE MUSTESARLIGI VARL 4.489 11/25/2024 1,000,000-1,000,000 - HESTEEL HONG KONG CO LTD 4.25 04/07/2020-1,000,000 1,000,000 - HINDUSTAN PETROLEUM CORP 4.00 07/12/2027-500,000 500,000 - HK BAORONG DEVELOPMENT 3.625 12/09/2018 1,500,000-1,500,000 - HONG KONG SUKUK 2017 LTD 3.132 02/28/2027-2,000,000 2,000,000 - HONG SENG LTD 8.50% 11/20/2018-2,000,000-2,000,000 HT GLOBAL IT SOLUTIONS 7.00 07/14/2021-400,000 400,000 - HUARONG FINANCE 2017 CO 4.25 11/07/2027-2,000,000 2,000,000 - HUZHOU CITY INVS DEV 4.875 12/20/2020-1,600,000-1,600,000 INDIKA ENERGY III PTE 5.875 11/09/2024-600,000 600,000 - INNER MONGOLIA HIGHWAY C 4.375% 12/04/2020-3,000,000 500,000 2,500,000 JIAYUAN INTL GROUP LTD 9.75 09/15/2018 2,000,000 - - 2,000,000 JULIUS BAER GROUP LTD 4.75 12/31/2049-1,700,000-1,700,000 KAISA GROUP HOLDINGS LTD 8.50 06/30/2022-1,000,000-1,000,000 KAZTRANSGAS JSC 4.375 26/09/2027-2,000,000 2,000,000 - KWG PROPERTY HOLDING LTD 6.00 09/15/2022-2,000,000 2,000,000 - MAOYE INTERNATIONAL HLDG 7.00 10/23/2018-500,000 500,000 - MAOYE INTERNATIONAL HOLD 7.75 05/19/2017 2,000,000-2,000,000 - MAZOON ASSETS CO SAOC 5.20 11/08/27-1,000,000-1,000,000 MEXICO CITY ARPT TRUST 3.875 04/30/28-700,000 700,000 - MEXICO CITY ARPT TRUST 5.50 07/31/47-2,500,000-2,500,000 MINEJESA CAPITAL BV 4.625 08/10/2030-500,000 500,000 - MINEJESA CAPITAL BV 5.625 08/10/2037-2,800,000-2,800,000 MINMETALS BOUNTEOUS FINA 3.50 07/30/2020 1,000,000-1,000,000 - MIRVAC GROUP FINANCE LTD 3.625 03/18/2027-500,000 500,000 - MOF REP OF MALDIVES BOND 7.00 06/07/2022-2,000,000-2,000,000 MYRIAD INTL HOLDINGS LTD 4.85 07/06/27-2,000,000-2,000,000 NBK TIER 1 FNC LTD VAR 12/29/2049 500,000 - - 500,000 OIL & GAS HOLDING 7.50 10/25/2027-2,000,000-2,000,000 OMGRID FUNDING LTD 5.196 05/16/27-2,000,000-2,000,000 OVERSEAS CHINESE TOWN ASIA 4.30 10/10/2049-2,000,000 2,000,000 - PARKSON RETAIL GROUP LTD 4.50 05/03/2018 1,000,000-1,000,000 - PELABUHAN INDONESIA III 4.875 10/01/2024 1,000,000-1,000,000 - PETROBRAS GLOBAL FINANCE 6.00 01/27/2028-2,000,000-2,000,000 PETROLEOS MEXICANOS 6.50 03/13/2027-2,500,000-2,500,000 PRESS METAL LABUAN LTD 4.80 10/30/2022-200,000 200,000 - PRIME BLOOM HOLDINGS LTD 7.50 12/19/19-2,000,000-2,000,000 QINGHAI GENERAL AVIATION 6.00 12/12/2018-600,000 600,000 - QINGHAI INVEST GROUP 7.25 02/22/2020-1,000,000 1,000,000 - QNB FINANCE LTD 2.125 09/07/2021 1,000,000-1,000,000 - REPUBLIC OF INDONESIA 3.50% 01/11/2028-4,000,000 4,000,000 - REPUBLIC OF INDONESIA 4.35% 01/11/2048-2,000,000 2,000,000 - REPUBLIC OF SOUTH AFRICA 4.85 09/27/2027-1,500,000 1,500,000 - - 33 -

2016 2017 REPUBLIC OF SOUTH AFRICA 5.65 09/27/2047-500,000 500,000 - RKP OVERSEAS FI 7.95 02/17/2049-200,000 200,000 - ROSY CAPITAL GLOBAL LTD 5.25 07/30/2018 2,500,000-2,500,000 - SAUDI INTERNATIONAL BOND 4.625 10/04/2047-2,000,000 2,000,000 - SHAOXING CITY INV HK 4.75 04/12/2019 2,500,000-500,000 2,000,000 SILVER SPARKLE LTD 7.875 08/10/2019 1,000,000-1,000,000 - SOFTBANK GROUP CORP 6.875 07/19/2049-1,500,000 1,500,000 - SPARC EM SPC PANAMA METR 0.00 12/05/2022-200,000 200,000 - STATE BANK INDIA/LONDON 3.622 04/17/2019 1,000,000-1,000,000 - STATE BANK INDIA/LONDON 4.875 04/17/2024 1,000,000-1,000,000 - STATE OF QATAR 3.25 06/02/2026 1,000,000-1,000,000 - SUN HUNG KAI & CO BVI 4.65 09/08/2022-400,000 400,000 - SUNAC CHINA HOLDINGS LTD 8.75 12/05/2019 500,000-500,000 - THIRD PKSTAN INTL SUKUK 5.625% 12/05/2022-200,000 200,000 - TRAD & DEV BANK MONGOLIA 10.00 01/21/2017 6,000,000-6,000,000 - TRILLION CHANCE LTD 8.50 01/10/2019 2,000,000-2,000,000 - TURKIYE SINAI KALKINMA B 4.875 05/18/2021 500,000-500,000 - UBS GROUP AG VAR 12/29/2049-2,000,000-2,000,000 UNION LIFE INSURANCE 3.00 09/19/2021 2,000,000-2,000,000 - VANKE REAL ESTATE HK 3.95 12/23/19 1,000,000-1,000,000 - VOYAGE BONDS LTD 3.375 09/28/2022-600,000 600,000 - WEICHAI INTL HK ENERGY 3.75 09/14/2049-800,000 800,000 - WEICHAI INTL HK ENERGY 4.125 09/30/2020 1,000,000-1,000,000 - WING LUNG BANK LTD 3.75% 11/22/2027-3,000,000 3,000,000 - WISDOM GLORY GROUP LTD 5.25 12/31/2049-500,000 500,000 - XINYUAN REAL ESTATE 8.125 08/30/2019 1,000,000-1,000,000 - YANGZHOU URBAN CONSTRUCT 4.375 12/19/2020-400,000 400,000 - YUNNAN ENERGY INST OVR 4.25 11/14/2022-1,000,000 1,000,000 - ZHAOHAI INVESTMENT BVI 4.00 07/23/2020 1,500,000 1,000,000 2,500,000 - ZHONGRONG INT RES CO LTD 7.25 10/26/2020-1,000,000 1,000,000 - ZHUZHOU CITY CONSTRUCTION 2.98 10/19/2019 2,000,000-2,000,000 - FUT 10Y US TN MAR 18 - (100) - (100) FUT 10Y US TN JUN 17 - (130) (130) - FUT 10Y US TN SEP 17 - (35) (35) - FUT 10Y US TN DEC 17 - (270) (270) - FUT USD/CNH FUTURES MAR 2017 (15) 15 - - - 34 -

R 50,362 2.215 R 161,681 2.182 I - - A 35,902,185 2.287 R 175,222 11.166 R 503,743 11.166 I - - A 189,464,264 10.771 2016 12 31 R - - R 166,348 2.068 I - - A 33,795,618 2.153 R 164,690 10.495 R 545,675 10.495 I - - A 148,937,963 10.765 2015 12 31 R - - R 180,449.39 1.999 I - - A 32,457,472.2 2.067 R 23,098.34 10.139 R 268,567.52 10.139 I - - A 11,014,332.8 10.332-35 -

2.215 2.100 R 2.182 2.068 R 2.265 2.137 I - - A 11.166 10.500 R 11.166 10.501 R 11.416 10.687 I - - A 11.528 10.771 2016 12 31 R - - R 2.085 1.965 I - - A 2.168 2.034 R 10.579 10.000 R 10.579 10.000 I - - A 10.842 10.201 2015 12 31 R - - R 2.014 1.919 I - - A 2.075 1.973 R 10.220 9.734 R 10.220 9.734 I - - A 10.374 9.859 2014 12 31 R 2.064 1.892 R 2.033 1.892 I 2.079 1.901 A - - R 10.315 9.475 R 10.315 9.475 I - - A - - 2013 12 31 R - - R 2.052 1.798 I - - A 2.055 1.805 R 10.266 8.992 R 10.266 8.992 I - - A 10.282 9.027-36 -