（於中華人民共和國註冊成立的股份有限公司）
股份代號：6066
2018
中期報告
................................................... 2
..................................... 5
......................................... 7
.................................. 10
..................................... 49
....... 64
A A 2018 6
20
2
FICC
A 1.00
H 1.00
H H 2016 12 9
IPO
2018 8 24
2018 3
QDII
QFII
2018 1 1 2018 6 30
RQFII
1.00 A H
2018 6 30
1.
2.
4
.
CSC Financial Co., Ltd.
CSC
.
66 4
100101
188
100010
18
www.csc108.com
+8610-8513 0588
+8610-6518 6399
95587/400 8888 108
+8610-6560 8107
91110000781703453H
www.hkexnews.hk
www.csc108.com
.
188
+8610-6560 8107
+8610-6518 6399
investorrelations@csc.com.cn
2018 5
.
188
18
.
202 2 11
22
H
183 17M
6
.
2018 1–6 2017 1–6
(%)
8,190 7,253 12.92
2,238 2,501 -10.52
2,239 2,498 -10.37
1,693 1,855 -8.75
6,135 -11,200
2018 6 30 2017 12 31
(%)
216,882 205,883 5.34
168,930 161,885 4.35
47,685 43,754 8.98
7,646 7,246 5.52
2018 7
.
2018 1–6 2017 1–6
(%)
0.23 0.26 -11.54
0.23 0.26 -11.54
(%) 4.23 4.98 0.75
2018 6 30 2017 12 31
(%)
6.56 6.04 8.61
(%) 72.37 73.25 0.88
50
5.87 2017 12 31
5.35
8
.
2018 6 30 378.55 2017 12 31 370.25
8.30 2.24%
2016
2018 6 30 2017 12 31
37,855 37,025
46,300 42,472
16,942 17,013
(%) 223.44 217.63
(%) 21.80 21.80
(%) 303.45 173.80
(%) 163.57 136.24
(%) 81.76 87.18
(%) 33.98 34.71
(%) 41.56 39.81
(%) 12.03 12.64
(%) 173.01 145.12
2018 9
.
2018
2018
2 1 2
1 1
2
2018 3.14%
10 2018 6 30 356.64 3.88%
0.64 9
1
1
2018 6 30 6,024.26
1,603.44 2017
2.5
10
2018 6 30 1,595.44 15.61%
334.74 2 26.76%
2018
.
2018 6 30 2,168.82 2017 12 31 5.34%
476.85 2017 12 31 8.98%
81.90 12.92% 59.53 25.27%
16.93 8.75%
15.19
4.83% 35.06 4.41%
22.31 37.89%
6.69 1.67%
2018 11
1.
1.1
2018 A 223 51.84%
5,591.65 4.87% IPO
2018 A IPO 62
73.84% 922.00 20.96% 161
30.30% 4,669.65 10.79%
2018 100 11
A 52.95%
2018
19 2 613.97
1 IPO 7 2 118.92
2 IPO
A 12 2 495.05
1 2018 6 30 IPO 26
2 22 1
12
2018
2018 2017
118.92 7 81.51 13
495.05 12 239.90 12
613.97 19 321.41 25
2018 2 IPO
1
2018
2018
2018 13
1.2
2018
2,800
2017
2018 2
216 4,827.17
105 1,769.35
1
18 01 PPP ABS 18
14
2018
2018 2017
1,035.62 1,769.35 105 483.58 878.20 57
48.70 61.30 7 34.46 60.40 4
68.06 68.06 4 8.14 8.14 1
93.98 325.50 15 204.40 1,129.60 17
959.07 2,602.96 85 399.41 1,434.46 84
2,205.43 4,827.17 216 1,129.99 3,510.80 163
2018 6
1
2018
2018
2018 15
1.3
2018 A 97 15.65%
2,826.20 42.53%
2018 320 707
2018 6 30 11,243 2017 12 31 387
2018 8
1 212.28 4 2018
6 30 6 1 2018
11 32 12.38 2018 6
30 57 2
choice
2018
2018
+H
16
2.
2.1
2018 103.47 2.63%
2018
IB
2018 3.14% 10
2018 6 30 3.09 2.99%
303.47 3.56% 6
36.7 796.7
1.91 5.23% 4 772.79
2018 6 30 302 56%
57
2018 17
2018 6 30 140.63
2,641 18,974 341.35
2018
2018
2.2
2018 A
2018 6 30 9,193.82 2017
10.41%
2018 6 30
356.64 3.88% 2017
0.64 13.63 2017 1.21%
2018 6 30 9.88 2017
0.40 3,757 2017 15.81%
18
2018
2018
2.3
2018
2018 4 30 15,803.51
2017 446.30
2018 6 30
412.23 2017 50.40
0.87 2017
2018
2018
3.
QFII RQFII
3.1
ETF
2018 19
2014 7 2018
69
2018
3.2
2018
2018
20
FICC FICC
FICC 2018
2018
2018
4 3
2018
2018
2018 21
3.3
2018 6 154
1,898 23
2,677
9
8 4
7 1 2
2018 43 84
196 8 IPO
2018
2018
* 2,677 23
22
3.4
2018 1,595.44
2017 15.61% 1,575
1,515 2017 3.96% 12.14%
2018
2018
2018
FOF
2018 23
3.5 QFII
QFII RQFII
2018
2018
QFII RQFII
3.6
2018
2018
2018
4.
4.1
2018 4 27
2018 6 30 6,024.26 7
2017 5.76%
1,603.44 26.62% 2017 2.5
24
2018 6 30 2017 12 31
238.21 218.81
5,563.75 6,036.28
222.30 137.42
6,024.26 6,392.51
2018
6 30 9.28
2018
2018
4.2
2018
2018 6 30
1,069.28 2017 12 31 22.36% 64.30
1,004.98
2018 25
2018
2018
4.3
2018
2018 6 30 38 10 4
14 8 2 425.25
2017 238.99 2018 6 30
113 7 22 14
187%
7 63 25.73
2 2018 6 1.7
2018
2018
26
.
2018 81.90 12.92%
36.56 1.22% 2018
29.71 22.72%
15.42 34.91%
2018 59.53 25.27%
4.35 6.85%
24.86 50.58%
2.56 823.12%
2018 16.93 8.75%
0.23 11.54% 4.23% 0.75
2018 27
2018 A
2018 6 30 2,168.82 109.99
5.34% 1,735.74
91.07 5.54% 2018 6 30 1,689.30
70.45 4.35% 1,256.21
51.53 4.28% 2018 6 30
476.85 39.31 8.98%
2018 6 30 1,735.74
49.57%
36.45% 9.78% 4.20%
2018 6 30 1,256.21
28.17%
35.40% 21.75%
0.94% 13.74%
2018 6 30 72.37%
0.88
28
2018 57.18
2018 61.35 2017
112.00 173.35
2018 29.99 2017
23.55 6.44
2018 25.81 2017
109.97 84.16
.
5
100% 1993 3 16 7 107 107 +8623-8676 9602
11-B 11-A 8-B4 11-B 11-A 8-B4
9-B C 9-B C
100% 2009 7 31 16.5 B 12 188 6 +8610-8513 0648
2
100% 2012 7 12 8 18 8 18 +852-3465 5600
20
55% 2013 9 9 3 B 17 3 +8610-5910 0211
19 1
100% 2017 11 27 10 B 9 1 +8610-85130622
C 109
2018 29
10% 2013 1 28 5
2018 6 30 625,265.01
122,682.59 2018 17,721.81
8,433.19 7,147.86
2018 6 30 212,468.89
131,381.93 2018 5,676.90 2,388.89
2,097.45
2018 6 30 833,240.99
171,197.34 2018 12,367.37
-6,610.51 -5,505.99
2018 6 30 57,844.02
48,947.89 2018 10,414.37 3,031.62
2,195.84
2018 6 30 70,348.85
70,331.47 2018 463.22 331.47
331.47
30
5 2018 6 30
139,535.12 124,350.55 2018
2,722.49 -352.93 -364.55
.
1 2012 2 6 24 A 3 +8627-87890128
2 2012 2 6 518 1605 1606 1607 +8621-55138037
3 2012 2 7 61 12 1 +8624-24863279
4 2012 2 13 58 +8625-83156571
5 2013 3 1 2 9 +86731-82250463
6 2013 4 16 33 3 +86591-87612358
7 2013 4 18 225 6 604 +86571-87067252
8 2013 4 19 56 +8629-87265999-202
9 2013 4 24 30 5102 5105 +8620-38381917
10 2014 4 14 195 2 2–2 +8623-62634398
11 2014 4 21 6003 B 22 +86755-23953860
12 2014 4 25 25 +8628-85576963
13 2014 5 23 8 4 +86531-61381399
2018 31
14 2014 5 28 69 +86791-86700335
2# 30 05
15 2014 6 3 3 +86371-69092409
16 2014 9 26 528 2206 +8621-66821628
17 2014 11 10 26 +8622-23663362
201
.
6
11
.
2008 1 1
[2012]57 < >
25%
15%
16.5%
32
.
1. 9
9
2018
2018 1 1 850.05
2. 15
15
15
2018 33
.
[2018]828
400,000,000 A
5.42 2,168,000,000.00
2,068,697,180.29
A
2018 6 13
(2018) 0388 5.17
2018 6 20 7.80
2018 6 30 A
206,869.72 85,069.72
2018 85,069.72
2018 85,069.72
2018 6 30
1 206,869.72 206869.72 85,069.72 121,800.00 206,869.72 206,869.72 85,069.72 85,069.72
206,869.72 206,869.72 85,069.72 121,800.00 206,869.72 206,869.72 85,069.72 85,069.72
34
2018 6 30 H
673,269.25 619,283.82
2018 148,985.43 619,283.82
2016 204,106.16
2017 320,177.66
2018 95,000.00
2018 6 30
1 35% 35% 235,644.24 – 235,401.45 235,644.24 235,644.24 –
235,401.45 235,644.24
2 20% 20% 127,572.66 7,081.19 134,515.11 134,653.85 127,572.66 –
134,515.11 134,653.85
3 20% 20% 100,000.00 34,653.85 134,515.11 134,653.85 100,000.00 95,000.00
134,515.11 134,653.85
4 15% 15% 88,740.00 12,250.39 100,886.33 100,990.39 88,740.00 –
100,886.33 100,990.39
5 10% 10% 67,326.92 – 67,257.56 67,326.92 67,326.92 –
67,257.56 67,326.92
672,575.56 673,269.25 619,283.82 53,985.43 672,575.56 673,269.25 619,283.82 95,000.00
2018 35
2018 6 30
H 2018 6 30
H 53,985.43 H
H 7,081.19
FICC H
34,653.85
H
12,250.39
A 121,800.00
H
2018 6 30
H
2018 80
59 1,159
281
2018 6 30 293
50 2 13 184
540 2018 6 30
117 2018
2018
36
.
2018 37
38
2018
2018 39
2018
40
1.
2.
IFRS9
2018
2018 41
3.
(VaR)
VaR
42
T+D
4.
2018
(KRI) (RCSA)
2018 43
5.
(FTP)
2018 A
6.
44
7.
8.
2018 45
.
.
2018 6 30 9,718 8,786
(%) (%)
6,728 69.23% 6,507 74.06%
880 9.06% 815 9.28%
464 4.77% 400 4.55%
318 3.27% 273 3.11%
50 0.51% 19 0.22%
178 1.83% 146 1.66%
145 1.49% 131 1.49%
224 2.31% 114 1.30%
41 0.42% 35 0.40%
72 0.74% 58 0.66%
82 0.84% 45 0.51%
92 0.95% 71 0.81%
72 0.74% 51 0.58%
372 3.83% 121 1.38%
9,718 100.00% 8,786 100.00%
2018 6 30 312
46
2018 6 30 198
2,111
E-learning APP
1.
2.
2018 47
3.
4.
2018 6 30 820
144 70
48
.
2018 2018
2017 2018 6 30 7,646,385,238
10 1.80 2018
2017 2018 8 24
H
[1993]045 [2011]348
10%
10%
10% (1) 10%
(2) 10% 20%
(3)
20%
H
[2008]897 2008
10%
[2016]127
[2014]81 H
H 20%
2018 49
H 12
A
[2015]101 [2012]85
1 1 1
(QFII) QFII
[2009]47 10%
QFII
[2014]81 A
10%
10%
50
.
2018 6 30
XV 352
2018 6 30 18
18
.
18
2018 51
2018 6 30
336
1. 2,684,309,017 A 35.11% 42.04%
2. 2,386,052,459 A 31.21% 37.37%
3. 1 427,000,000 A 5.58% 6.69%
150,624,815 A 1.97% 2.36%
577,624,815 A 7.55% 9.05%
4. 2 300,000,000 A 3.92% 4.70%
5. 1 150,624,815 A 1.97% 2.36%
6 37,375,185 A 0.49% 0.58%
7. 2 337,375,185 A 4.41% 5.28%
8. 2 337,375,185 A 4.41% 5.28%
9. 3 351,647,000 H 4.60% 27.89%
10. 3 351,647,000 H 4.60% 27.89%
11. 3 351,647,000 H 4.60% 27.89%
52
12. 3 351,647,000 H 4.60% 27.89%
13. 4 112,740,500 H 1.47% 8.94%
14. 4 112,740,500 H 1.47% 8.94%
(1)
35%
A 2018 8
(2) 60% 40% 60%
40%
A
(3)
H
(4) 38.2%
38.2% H
2018 6 30
336
2018 6 30 XV 2 3
2018 53
.
A
.
.
.
54
2018 6 30
2410
.
.
1,000.00
6
1.
2012 9
2017 6 9
38,163,872.32 2015 6
30 2017 6 8 3,516,304.18
41,680,176.50 2017 6 15
(2017) 1385
2018 55
2. 1
2016 8 23 (2016) 0705 2084
14,023,239.13 2016 10 10
2017 4 11
2017 4 26
(2017) 0705 17 2017 5 3
2017 7 11
2017 7 28
2017 12 4
2017 3 10 1 1
1
1,545.53 2017 6 8
(2017) 0105 5876
1
56
3.
2015 9 15
2016 3
6
2017 9 5
1,650
2017 10 19
10 27 2017 11 21
2018 3 29
1,650
4. 790
2016 9 790
2016 11 15
400
1.5 1,000
142,230,000 2017 11 16 5.7% 2016
11 16 142,230,000
2018 57
2017 1 3 (2016) 0282 13530
8,064,379
2017 9 29 (1)
142,230,000 (2)
142,230,000 2017 4 6
2017 9 25 12,302,895 (3) 1,000
603678
92 (4)
150 (5)
2017 11 10
2017 12 17
2018 1 8 (2018) 03 20
58
5.
2015 3 29
1
2017 11 3
10
167
(1) 8,820 2015 4 22 8,820
50% 2017
10 31 16,494,318.75 104,694,318.75 (2)
(3)
2017 11 7 2018 6 4
6. 916
916
2017 9 21
1.1 2020 9 17
2,265 002509 150% 130%
2018 59
2018 3 23 3 27 28
2018 7 20
.
2018 6 20 A 400,000,000 A
7,646,385,238
2018 4
[2018]800 10
20
.
2018 A AA
2010 2018 A AA
2018
A AA
60
.
2018 4 16 2018
2018 2 22
2018 4 16 2018
2018 4 16
2018 4 16
2018 5 27
2018 61
.
1. 60
(1) 2018 7 35 18 F3 3
4.86%
(2) 2018 7 25 18 F4 3
4.84%
2. 2018 7 3
2018 7 31
3. 1,000
2
1.
2017 4 27
3,421
100,000,000
2018 7 25
2018 8 10
62
2.
2017 4 10
4,295
111,200,000 2018 7 10
2018 7 25
2018 8 10
2018 63
65 156
34
34
2410
34
64
2018 1 1 6 30
6 30
2018 2017
7 3,655,500 3,700,670
8 2,971,353 2,421,025
9 1,541,704 1,142,579
8,168,557 7,264,274
10 21,859 (11,393)
8,190,416 7,252,881
11 (435,341) (467,284)
11 (2,485,551) (1,650,644)
11 (1,953,365) (1,856,686)
(42,670) (39,651)
11 (779,389) (709,745)
12 (256,297) (27,764)
(5,952,613) (4,751,774)
2,237,803 2,501,107
1,256 (2,628)
2,239,059 2,498,479
13 (532,669) (612,613)
1,706,390 1,885,866
1,692,862 1,855,140
13,528 30,726
1,706,390 1,885,866
15 0.23 0.26
2018 65
2018 1 1 6 30
6 30
2018 2017
1,706,390 1,885,866
125,969
(30,369)
(8,190)
87,410
252,607
36,169
(71,208)
217,568
1,131 222
47,491 (27,037)
(140,911)
35,228
(105,683)
160,507 60,595
1,866,897 1,946,461
1,853,369 1,915,703
13,528 30,758
1,866,897 1,946,461
66
2018 6 30
2018 6 30 2017 12 31
16 471,558 515,203
48,695 49,648
17 171,192 169,892
207,710 206,292
30 2,435,648
18 5,326,584
19 3,270,995
20 573,592
21 317,885
22 4,206,880 5,109,380
23 2,156,228 2,228,778
24 1,113,422 796,063
25 193,767 203,953
14,593,980 15,179,385
26 37,077,997 47,821,230
27 2,070,726 1,369,856
28 32,341,915
29 307,184
30 49,767,217
18 34,255,207
19 28,862,010
20 4,976
21 58,277
31 1,120,013 120,384
22 21,977,138 20,955,696
32 41,751,620 39,740,852
33 16,970,560 11,227,905
34 2,632,508 2,558,802
202,288,066 190,704,007
216,882,046 205,883,392
2018 67
2018 6 30
2018 6 30 2017 12 31
35 43,308,376 41,416,503
31 218,892 285,284
36 126,780
37 952,584
38 35,390,935 29,147,293
39 9,000,000 14,000,000
40 534,891 346,183
41 2,695,357 2,050,817
42 27,264,400 27,641,673
43 21,856,941 22,918,671
141,222,376 137,933,204
61,065,690 52,770,803
75,659,670 67,950,188
37 13,621
11,640
44 27,319,310 23,872,761
24 320,663 36,018
53,652 30,991
27,707,246 23,951,410
47,952,424 43,998,778
68
2018 6 30
2018 6 30 2017 12 31
45 7,646,385 7,246,385
46 5,000,000 5,000,000
47 18,326,634 16,489,518
16,711,627 15,018,176
47,684,646 43,754,079
267,778 244,699
47,952,424 43,998,778
2018 8 24
2018 69
2018 1 1 6 30
2017 12 31 7,246,385 5,000,000 7,084,516 2,702,394 6,930,389 (269,666) 41,885 15,018,176 43,754,079 244,699 43,998,778
– – – (4,066) (14,655) 22,880 – 4,342 8,501 412 8,913
2018 1 1 7,246,385 5,000,000 7,084,516 2,698,328 6,915,734 (246,786) 41,885 15,022,518 43,762,580 245,111 44,007,691
– – – – – – – 1,692,862 1,692,862 13,528 1,706,390
– – – – – 113,016 47,491 – 160,507 – 160,507
– – – – – 113,016 47,491 1,692,862 1,853,369 13,528 1,866,897
A 45 400,000 – 1,668,697 – – – – – 2,068,697 – 2,068,697
– – – – – – – – – 18,139 18,139
47 – – – – 3,753 – – (3,753) – – –
– – – – – – – – – (9,000) (9,000)
2018 6 30 7,646,385 5,000,000 8,753,213 2,698,328 6,919,487 (133,770) 89,376 16,711,627 47,684,646 267,778 47,952,424
70
2018 1 1 6 30
2016 12 31 7,176,470 5,000,000 6,739,567 2,294,445 6,151,907 (188,413) 101,546 13,787,528 41,063,050 199,629 41,262,679
– – – – – – – 1,855,140 1,855,140 30,726 1,885,866
– – – – – 87,600 (27,037) – 60,563 32 60,595
– – – – – 87,600 (27,037) 1,855,140 1,915,703 30,758 1,946,461
H 45 69,915 – 344,949 – – – – – 414,864 – 414,864
47 – – – – 3,611 – – (3,611) – – –
2016 14 – – – – – – – (1,304,349) (1,304,349) – (1,304,349)
2017 6 30 7,246,385 5,000,000 7,084,516 2,294,445 6,155,518 (100,813) 74,509 14,334,708 42,089,268 230,387 42,319,655
2018 71
2018 1 1 6 30
6 30
2018 2017
2,239,059 2,498,479
1,448,803 654,225
(590,684)
(738,258)
(17,107)
(113,510)
(15,690)
(20,316)
154,083 212,653
(207) –
(1,256) 2,628
(122) (195)
(416,655) 67,710
28,829 69,865
125,811 113,953
256,297 27,764
3,211,161 2,774,998
10,481,434 (6,281,146)
(8,948,782)
(3,245,691)
(2,010,768) 4,305,410
(119,153) (7,896,011)
(491,700) (588,564)
(1,088,969) (13,706,002)
72
2018 1 1 6 30
6 30
2018 2017
1,891,873 (4,269,798)
817,884
(2,856,898)
6,243,642 7,791,836
(5,000,000) (360,000)
526,418 221,437
4,479,817 526,577
6,602,009 (10,404,427)
(466,541) (795,252)
6,135,468 (11,199,679)
(3,302,333)
(2,588,189)
465,913
509,802
(76,594) (62,109)
(127,458)
(131,550)
41,690 (82,514)
(2,998,782) (2,354,560)
2018 73
2018 1 1 6 30
6 30
2018 2017
2,168,000 425,535
18,175 –
11,287,797 2,154,775
41,906,772 34,561,477
(294,000) (294,000)
(1,293,394) (940,332)
(51,019,042) (24,736,858)
(193,170) (173,292)
2,581,138 10,997,305
5,717,824 (2,556,934)
11,183,962 17,427,960
18,662 (96,901)
48 16,920,448 14,774,125
74
2018 1 1 6 30
1
2005 11 2
2,700,000,000 66 4
2011 6 30
6,100,000,000
2016 12 9 H
1,076,470,000 1 2017 1
5 69,915,238 H 1
7,246,385,238 2017 6 5
2017 6 9 91110000781703453H
2018 6 20 A
400,000,000 1 A 7,646,385,238
2
2018 6 30 34
2017 12 31
2018 75
2018 1 1 6 30
3
2017 12 31
3.1 2018
2017
(1) 2
(2) 4 9
(3) 9
(4) 15
(5) 22
(6) 40
(7) 28 2014-2016
9 3.3
3.4 4
76
2018 1 1 6 30
3
3.2
(1) (i) 2019 1 1
23
(2) 16 (i) 2019 1 1
(3) 17 (i) 2021 1 1
(4) 3 (i) 2019 1 1
11
12 23 2015-2017
(5) 9 (ii) 2019 1 1
(6) 19 (iii) 2019 1 1
(7) 28 (iv) 2019 1 1
(8) 10 (i) 2016 1 1
28
(i) 2017
2018 77
2018 1 1 6 30
3
3.2
(ii) 9
9
(iii) 19
19
(iv) 28
28
9
3.3
2014 7 9
2018 1 1
78
2018 1 1 6 30
3
3.3
7
(1)
(1)
(2) (3)
2018 79
2018 1 1 6 30
3
3.3
(1)
(i) (ii)
(i)
(ii)
(iii)
80
2018 1 1 6 30
3
3.3
(1)
(2)
2018 81
2018 1 1 6 30
3
3.3
(3)
(1) (2)
(3)
(1)
(2)
82
2018 1 1 6 30
3
3.3
(3)
(1)
(2) (3)
2018 83
2018 1 1 6 30
3
3.3
(3)
(1)
(2) (1)
(4)
(1)
(2) (3)
84
2018 1 1 6 30
3
3.3
(4)
1
12
2
3
12
3.4
2018 1 1
2018 85
2018 1 1 6 30
3
3.4
(1)
2018 1 1 39 9
39 9
39,740,852 39,740,852
11,227,905 11,227,905
47,821,230 47,811,699
120,384 120,384
26,065,076 26,063,226
1,369,856 1,339,856
2,228,778 2,228,778
32,341,915 43,997,946
307,184
34,107,891 25,256,315
5,473,900 3,411,905
578,568 249,084
86
2018 1 1 6 30
3
3.4
(2)
2018 1 1
2017 12 31 2018 1 1
39,740,852 – – 39,740,852
11,227,905 – – 11,227,905
47,821,230 – (9,531) 47,811,699
120,384 – – 120,384
26,065,076 – (1,850) 26,063,226
1,369,856 (30,000) – 1,339,856
2,228,778 – – 2,228,778
578,568
(18,146)
(299,055)
(12,283)
249,084
2018 87
2018 1 1 6 30
3
3.4
(2)
2017 12 31 2018 1 1
32,341,915
11,199,297
30,000
18,146
102,362
(958)
307,184
43,997,946
88
2018 1 1 6 30
3
3.4
(2)
2017 12 31 2018 1 1
34,107,891
299,451
(9,137,302)
(13,725)
25,256,315
2018 89
2018 1 1 6 30
3
3.4
(2)
2017 12 31 2018 1 1
5,473,900
(2,061,995)
3,411,905
90
2018 1 1 6 30
3
3.4
(3)
2018 1 1
111,466 9,531 120,997
42,647 1,850 44,497
154,113 11,381 165,494
396 (396) 12,283 12,283
76,484 (76,484) 4,391 4,391
2018 91
2018 1 1 6 30
4
2017
(1)
1
2
92
2018 1 1 6 30
4
(1)
3
12
(PD) (EAD) (LGD)
12
12
2018 93
2018 1 1 6 30
4
(1)
2018 1 1 3
12 1
2 3
52.1
(2)
94
2018 1 1 6 30
5
(1)
2008 1 1
[2012]57
25%
15%
16.5%
(2)
[2016]36
[2016]46
[2016]70 2016 5 1
6% 2016 5 1
5%
[2016]140 [2017]2
[2017]56
2018 1 1 3%
2018 95
2018 1 1 6 30
5
(3) 7% 3% [2011]72
2012 1 1
2%
(4)
6
96
2018 1 1 6 30
6
2018 6 30
1,519,719 1,230,922 474,203 430,656 – 3,655,500
– 2,265,858 420,832 15,142 269,521 2,971,353
– – 1,325,306 216,398 – 1,541,704
(385) 9,562 10,235 7,171 (4,724) 21,859
1,519,334 3,506,342 2,230,576 669,367 264,797 8,190,416
(716,777) (3,044,314) (1,823,225) (265,623) (102,674) (5,952,613)
(17,510) (1,295,521) (1,109,618) (62,902) – (2,485,551)
– (244,174) (9,302) (2,821) – (256,297)
802,557 462,028 407,351 403,744 162,123 2,237,803
– – – 2,351 (1,095) 1,256
802,557 462,028 407,351 406,095 161,028 2,239,059
(532,669)
1,706,390
32,103 27,424 48,708 12,275 5,301 125,811
16,483 15,512 25,718 13,388 5,493 76,594
2018 97
2018 1 1 6 30
6
2017 6 30
1,449,113 1,363,954 401,468 486,135 – 3,700,670
– 1,966,281 221,367 18,601 214,776 2,421,025
– – 995,583 146,996 – 1,142,579
– 27,584 – 6,492 (45,469) (11,393)
1,449,113 3,357,819 1,618,418 658,224 169,307 7,252,881
(738,233) (2,201,869) (1,535,205) (227,107) (49,360) (4,751,774)
(24,812) (605,984) (976,883) (42,965) – (1,650,644)
(174) (19,727) (7,863) – – (27,764)
710,880 1,155,950 83,213 431,117 119,947 2,501,107
– – – (2,010) (618) (2,628)
710,880 1,155,950 83,213 429,107 119,329 2,498,479
(612,613)
1,885,866
31,996 26,134 30,831 11,860 13,132 113,953
15,468 18,823 15,598 5,038 7,182 62,109
98
2018 1 1 6 30
7
6 30
2018 2017
1,652,845 1,729,558
1,519,719 1,449,113
430,656 486,135
52,280 35,864
3,655,500 3,700,670
8
6 30
2018 2017
1,577,828 1,336,379
608,933 256,870
784,392 810,839
200 16,937
2,971,353 2,421,025
2018 99
2018 1 1 6 30
9
6 30
2018 2017
17,107
113,510
590,684
738,258
103,866
413,736
(37,863)
9,691
21,157
1,006,096 38,562
15,690
20,316
(154,083) (212,651)
207 –
1,541,704 1,142,579
10
6 30
2018 2017
7,780 7,521
6,998 36,957
122 195
(28,829) (69,865)
35,788 13,799
21,859 (11,393)
100
2018 1 1 6 30
11
6 30
2018 2017
318,282 301,655
98,979 144,774
18,080 20,855
435,341 467,284
1,417,294 772,893
583,740 482,382
320,822 213,254
81,468 99,281
31,509 18,321
50,718 64,513
2,485,551 1,650,644
1,609,365 1,540,474
195,117 188,194
(i) 148,883 128,018
1,953,365 1,856,686
(i)
2018 101
2018 1 1 6 30
11
6 30
2018 2017
176,479 112,325
125,811 113,953
80,253 81,938
71,461 64,675
48,777 54,563
45,403 42,183
45,243 49,936
33,452 32,797
26,704 31,405
23,347 22,333
2,411 165
100,048 103,472
779,389 709,745
12
6 30
2018 2017
252,026 2,987
2,821
265
7,807
(1,636) 16,796
2,821 174
256,297 27,764
102
2018 1 1 6 30
13
(1)
6 30
2018 2017
593,994 529,742
15,439 16,144
609,433 545,886
(76,764) 66,727
532,669 612,613
(2)
25%
6 30
2018 2017
2,239,059 2,498,479
559,765 624,620
(2,615) (12,968)
6,462 4,073
(33,498) (11,339)
2,555 8,227
532,669 612,613
14
6 30
2018 2017
– 1,304,349
2018 1 1 2018 6 30
2018 2017
2017 6 8 2016 10 1.80
1,304,349,342.84 2017 6 30
2017
2018 103
2018 1 1 6 30
15
6 30
2018 2017
1,692,862 1,855,140
(1) – –
1,692,862 1,855,140
45 7,268,485 7,244,454
0.23 0.26
2018 6 30 2017 6 30
(1) 2015 46
2018 6 30 2017 6 30
104
2018 1 1 6 30
16
2017 12 31 431,472 573,243 37,551 7,326 78,539 9,216 36,647 1,173,994
– 15,435 – 377 1,287 170 1,496 18,765
– (5,323) (183) (20) (779) (194) (13) (6,512)
2018 6 30 431,472 583,355 37,368 7,683 79,047 9,192 38,130 1,186,247
2017 12 31 (110,467) (411,852) (31,960) (5,642) (62,181) (6,922) (29,767) (658,791)
(5,856) (48,445) (1,143) (372) (6,151) (320) (1,043) (63,330)
– 5,834 177 20 1,199 189 13 7,432
2018 6 30 (116,323) (454,463) (32,926) (5,994) (67,133) (7,053) (30,797) (714,689)
2018 6 30 315,149 128,892 4,442 1,689 11,914 2,139 7,333 471,558
2016 12 31 424,761 501,669 37,485 7,240 71,357 8,817 31,031 1,082,360
6,711 92,566 853 116 8,912 786 5,789 115,733
– (20,992) (787) (30) (1,730) (387) (173) (24,099)
2017 12 31 431,472 573,243 37,551 7,326 78,539 9,216 36,647 1,173,994
2016 12 31 (96,773) (337,623) (29,492) (4,946) (54,536) (6,737) (28,936) (559,043)
(13,694) (94,907) (3,124) (725) (9,199) (558) (999) (123,206)
– 20,678 656 29 1,554 373 168 23,458
2017 12 31 (110,467) (411,852) (31,960) (5,642) (62,181) (6,922) (29,767) (658,791)
2017 12 31 321,005 161,391 5,591 1,684 16,358 2,294 6,880 515,203
2018 105
2018 1 1 6 30
17
2017 12 31 354,791 75,918 430,709
26,656 2,800 29,456
(39) – (39)
– (17) (17)
2018 6 30 381,408 78,701 460,109
2017 12 31 (191,217) (69,600) (260,817)
(28,168) – (28,168)
39 – 39
29 – 29
2018 6 30 (219,317) (69,600) (288,917)
2018 6 30 162,091 9,101 171,192
2016 12 31 282,286 75,947 358,233
73,128 – 73,128
(623) (29) (652)
2017 12 31 354,791 75,918 430,709
2016 12 31 (144,213) (69,600) (213,813)
(47,307) – (47,307)
303 – 303
2017 12 31 (191,217) (69,600) (260,817)
2017 12 31 163,574 6,318 169,892
106
2018 1 1 6 30
18
2017
12 31
489,850
11,692
(i) 3,901,018
960,837
5,363,397
(36,813)
5,326,584
479,729
4,846,855
5,326,584
26,687,032
202,197
473,903
(i) 6,931,746
34,294,878
(39,671)
34,255,207
87,550
29,439,643
4,728,014
34,255,207
39,581,791
2018 107
2018 1 1 6 30
18
(i)
2017 12 31
2015 7 6 2015 9 1 4,244.00
2017 12 31
3,075.00 3,411.91
2017 12 31 0.37
38 39
15,124.48
2018 1 1 3.4
108
2018 1 1 6 30
19
2018 6 30
(i) 3,270,995
3,270,995
28,862,010
28,743,793
118,217
28,862,010
32,133,005
(i)
2018 6 30
3,075.00 3,271.00
2018 6 30
38 39
22,790.42
2018 109
2018 1 1 6 30
20
2017
12 31
573,592
261,368
312,224
573,592
4,976
4,976
2017 12 31 577.49
2017 12 31 261.37 44
290.58 38
2018 1 1 3.4
110
2018 1 1 6 30
21
2018
6 30
317,885
317,885
58,277
58,277
2018 6 30 367.52
2018 6 30 264.66 44
2018 111
2018 1 1 6 30
22
2018 2017
6 30 12 31
4,217,371 5,136,215
(10,491) (26,835)
4,206,880 5,109,380
306,600 –
3,900,280 5,109,380
4,206,880 5,109,380
11,853,054 8,445,537
10,156,452 12,340,479
– 185,492
22,009,506 20,971,508
(32,368) (15,812)
21,977,138 20,955,696
87,947 2,218,114
8,982,898 9,429,257
12,906,293 9,308,325
21,977,138 20,955,696
112
2018 1 1 6 30
22
2018 2017
6 30 12 31
48,821,845 45,855,552
627,290 1,691,476
489,317 1,247,270
23
2018 2017
6 30 12 31
1,533,887 1,630,871
584,367 559,425
37,974 38,482
2,156,228 2,228,778
2018 113
2018 1 1 6 30
24
2016 12 31 688,385 76,758 39,838 6,172 811,153
(57,130) (29,792) 13,020 1,127 (72,775)
– 56,177 1,508 – 57,685
2017 12 31 631,255 103,143 54,366 7,299 796,063
2017 12 31 631,255 103,143 54,366 7,299 796,063
– (15,143) (4,289) 831 (18,601)
2018 1 1 631,255 88,000 50,077 8,130 777,462
124,302 182,891 61,615 3,132 371,940
– (36,603) 623 – (35,980)
2018 6 30 755,557 234,288 112,315 11,262 1,113,422
114
2018 1 1 6 30
24
2016 12 31 44,489 2,358 46,847
(41,400) (499) (41,899)
31,070 – 31,070
2017 12 31 34,159 1,859 36,018
2017 12 31 34,159 1,859 36,018
(10,531) – (10,531)
2018 1 1 23,628 1,859 25,487
293,283 1,893 295,176
2018 6 30 316,911 3,752 320,663
25
2018 6 30 2017 12 31
2018 115
2018 1 1 6 30
26
2018 2017
6 30 12 31
33,051,372 43,847,465
4,399,890 4,085,231
37,451,262 47,932,696
(373,265) (111,466)
37,077,997 47,821,230
2018 6 30
38 2017 12 31 5,497.40
2018 6 30 94,799.57 2017 12 31
127,821.69
27
2018 2017
6 30 12 31
442,768 14,667
100,085 109,541
23,914 23,724
1,504,480 1,222,440
2,071,247 1,370,372
(521) (516)
2,070,726 1,369,856
116
2018 1 1 6 30
28
2017
12 31
22,490,703
4,295,117
908,104
4,647,991
32,341,915
301,826
27,330,616
4,709,473
32,341,915
2017 12 31 38
39 44
13,595.68
2018 1 1 3.4
29
2017
12 31
1,250
4,535
135,658
165,741
307,184
305,934
1,250
307,184
2017 12 31 86.34
2018 1 1 3.4
2018 117
2018 1 1 6 30
30
2018
6 30
31,170,833
3,802,549
2,406,137
12,387,698
49,767,217
446,382
38,397,687
10,923,148
49,767,217
1,924,105
511,543
2,435,648
234,573
2,201,075
2,435,648
2018 6 30
38 39 41 44
17,885.97
2018 6 30
72.54
118
2018 1 1 6 30
31
2018 6 30
40,727,178 7,551 8,150
24,643,212 1,108,685 203,299
846,686 3,777 7,443
66,217,076 1,120,013 218,892
2017 12 31
27,093,882 7,941 8,931
12,828,476 112,443 276,353
32,441 – –
39,954,799 120,384 285,284
2018 6 30
2018 6 30
11.93 2017 12 31 1.54
32
35
2018 119
2018 1 1 6 30
33
2018 2017
6 30 12 31
69 98
16,970,491 11,227,807
16,970,560 11,227,905
2018 6 30 20.05 2017 12 31 20.00
44
2018 6 30 30.06 2017 12 31 23.94
34
2018 2017
6 30 12 31
2,268,097 2,223,253
56,811 37,561
7,989 1,604
338,432 335,205
2,671,329 2,597,623
(38,821) (38,821)
2,632,508 2,558,802
35
32
120
2018 1 1 6 30
36
2017
12 31
126,780
37
2018
6 30
952,584
13,621
966,205
38
2018 2017
6 30 12 31
28,384,509 17,031,899
26 – 4,000,000
1,429,359 4,375,495
5,577,067 3,739,899
35,390,935 29,147,293
13,054,135 12,763,415
16,759,713 12,643,979
5,577,087 3,739,899
35,390,935 29,147,293
2018 121
2018 1 1 6 30
39
2018 2017
6 30 12 31
– 5,000,000
9,000,000 9,000,000
9,000,000 14,000,000
40
2018 2017
6 30 12 31
205,036 86,877
114,853 28,859
215,002 230,447
534,891 346,183
41
2018 2017
6 30 12 31
2,490,744 2,050,817
30 204,613 –
2,695,357 2,050,817
2018 6 30 2017 12 31 HIBOR LIBOR
122
2018 1 1 6 30
42
2017 2018
12 31 6 30
17 D3 22/03/2017 22/03/2018 4.80% 3,000,000 – (3,000,000) –
17 D4 21/07/2017 21/07/2018 4.74% 3,496,120 3,636 – 3,499,756
17 D5 12/09/2017 12/09/2018 4.85% 4,892,960 5,161 – 4,898,121
17 D6 20/11/2017 20/11/2018 5.20% 3,902,822 4,094 – 3,906,916
18 D1 12/02/2018 28/01/2019 5.34% – 2,910,000 – 2,910,000
18 D2 14/05/2018 24/04/2019 4.70% – 2,900,000 – 2,900,000
22/08/2017~ 03/07/2018~
(i) 29/06/2018 13/06/2019 12,349,771 28,120,181 (31,320,345) 9,149,607
27,641,673 33,943,072 (34,320,345) 27,264,400
2016 2017
12 31 12 31
16 D1 15/06/2016 12/03/2017 3.28% 2,999,520 – (2,999,520) –
17 D1 17/01/2017 19/07/2017 4.00% – 3,000,000 (3,000,000) –
17 D2 27/02/2017 25/08/2017 4.53% – 3,000,000 (3,000,000) –
17 D3 22/03/2017 22/03/2018 4.80% – 3,000,000 – 3,000,000
17 D4 21/07/2017 21/07/2018 4.74% – 3,496,120 – 3,496,120
17 D5 12/09/2017 12/09/2018 4.85% – 4,892,960 – 4,892,960
17 D6 20/11/2017 20/11/2018 5.20% – 3,902,822 – 3,902,822
10/03/2017~ 03/01/2018~
(i) 29/12/2017 18/12/2018 4,757,679 39,551,934 (31,959,842) 12,349,771
7,757,199 60,843,836 (40,959,362) 27,641,673
2018 6 30 2017 12 31
(i) 2018 6 30 2017 12 31
1.60%-7.60% 3.00%-6.60%
2018 123
2018 1 1 6 30
43
2018 2017
6 30 12 31
7,857,588 8,247,497
(1) 5,513,886 7,000,000
3,048,465 2,591,643
(2) 1,451,873 1,435,456
309,102 443,324
136,559 31,573
76,107 71,630
57,403 57,425
23,225 26,107
9,000 294,000
6,160 6,184
3,367,573 2,713,832
21,856,941 22,918,671
(1) 2018 6 30 2017 12 31
2018 2017
6 30 12 31
15 (i) – 6,000,000
16 G1 (ii) 2,999,305 –
070 (iii) 1,500,000 –
076 (iv) 1,000,000 1,000,000
(v) 14,581 –
5,513,886 7,000,000
124
2018 1 1 6 30
43
(1) 2018 6 30 2017 12 31
(i) 15 2015 6 60 5 3
5.32% 2018 6
(ii) 16 G1 2016 5 30 5 3
3.14%
(iii) 070 2017 3 15 2
4.60%
(iv) 076 2017 8 10 450
5.10%
(v) 2018 6 30
14.58 4.70%~5.00%
(2) 2018 6 30 2017 12 31
1,293.39
1,412.66
2018 125
2018 1 1 6 30
44
2018 2017
6 30 12 31
27,317,300 22,372,761
2,010 1,500,000
27,319,310 23,872,761
(1) 2018 6 30 2017 12 31
(2)
2018 2017
6 30 12 31
15 01 (i) 1,795,625 1,798,176
CSCIFN15B2009 (ii) 1,314,493 1,296,288
16 G1 (43(1)(ii)) – 2,996,195
16 G2 (iii) 1,498,600 1,497,122
17 G1 (iv) 3,960,482 3,957,908
17 G2 (v) 2,992,552 2,990,630
17 F1 (vi) 4,923,709 4,919,873
17 F2 (vii) 2,918,858 2,916,569
18 F1 (viii) 3,967,091 –
18 F2 (ix) 3,945,890 –
(x) 2,010 –
070 (43(1)(iii)) – 1,500,000
27,319,310 23,872,761
126
2018 1 1 6 30
44
(2)
(i) 2015 8 18 10 5
4.20%
(ii) CSCI Finance(2015)Co.Ltd 2015 9 2 5
3.125%
(iii) 2016 8 15 5 3
2.90%
(iv) 2017 4 40 3
4.48%
(v) 2017 5 30 3
4.88%
(vi) 2017 7 50 3
4.74%
(vii) 2017 10 30 3
5.07%
(viii) 2018 3 40 2
5.43%
(ix) 2018 4 40 3
5.12%
(x) 2018 6 30
4.60%
2018 127
2018 1 1 6 30
45
1
2018 6 30 2017 12 31
A 6,385,361 5,985,361
H 1,261,024 1,261,024
7,646,385 7,246,385
2018 6 20 A
400,000,000 1
2016 12 9 1,076,470,000 H
107,647,000
H H
2016 12 30 H 69,915,238
H 344,948,354.04 414,863,592.04
10% 6,991,524
H
2017 1 5
128
2018 1 1 6 30
46
2015 1 2015 20 2015 3
2015 30
5 1
1 5
47
(1)
2018 129
2018 1 1 6 30
47
(2)
(i)
10%
50%
25%
(ii)
(3)
10%
(4)
2017 12 31
(5)
(6)
130
2018 1 1 6 30
48
2018 6 30 2017 6 30
16,970,560 14,873,851
(50,112) (99,726)
16,920,448 14,774,125
49
(1)
2018 6 30 2017 12 31
23,594 29,740
(2)
2018 6 30 2017 12 31
317,176 342,887
272,517 270,275
209,062 219,985
294,819 309,371
1,093,574 1,142,518
2018 131
2018 1 1 6 30
49
(3)
2018 6 30 2017 12 31
50
(1)
2018 6 30 35.11% 2017
12 31 37.04%
1 1 6 30
2018 2017
8 1,132
(6) –
2018 6 30 2017 12 31
100,713
4,152 –
5,237 231
(2)
2018 6 30
31.21% 2017 12 31 32.93%
132
2018 1 1 6 30
50
(2)
6 30
2018 2017
20,003 71,264
108,746 111,727
(13,897) (19,490)
(87,696) (32,909)
2018 6 30 2017 12 31
1,007,608
1,208,373
334,617
230
1,623,241
485,650 137,200
57,817 20,809
7,955,665 6,694,184
961,355 1,098,211
45,839 27,846
16,038 –
5,231 7,633
53,072 7,509
1,533 900
6,608,800 3,267,750
5,525 19,660
838,125 –
– 900,000
265,222 313,934
46,257 –
2018 133
2018 1 1 6 30
50
(3)
24
(4)
6 30
2018 2017
14,498 8,936
(12,859) (8,527)
28,106 1,666
(14,658) (1,341)
134
2018 1 1 6 30
50
(4)
2018 6 30 2017 12 31
333,924
185,296
824,447
876,290
– 184,572
2,288 –
1,361,753 1,412,160
846,416 669,879
20,978 9,567
5,873 963
905,700 –
176,946 115,760
7,158 1,336
284,514 320,491
1,220 1,049
1 458
(5)
2018 135
2018 1 1 6 30
50
(6)
6 30
2018 2017
41,672 14,713
1,386 1,274
842 773
43,900 16,760
51
136
2018 1 1 6 30
51
2018 6 30
2017 12 31
(1)
2018 6 30
7,662,524 23,508,309 – 31,170,833
3,181,234 813,524 1,731,896 5,726,654
2,362,159 43,978 – 2,406,137
– 12,094,046 805,195 12,899,241
13,205,917 36,459,857 2,537,091 52,202,865
3,824 291,429 824,760 1,120,013
315,156 28,546,854 – 28,862,010
– 3,270,995 – 3,270,995
315,156 31,817,849 – 32,133,005
13,524,897 68,569,135 3,361,851 85,455,883
2018 137
2018 1 1 6 30
51
(1)
2018 6 30
– 952,584 – 952,584
– – 13,621 13,621
– 952,584 13,621 966,205
7,655 127,614 83,623 218,892
7,655 1,080,198 97,244 1,185,097
138
2018 1 1 6 30
51
(1)
2017 12 31
7,025,061 15,465,642 – 22,490,703
3,232,916 1,062,201 – 4,295,117
908,104 – – 908,104
274 4,601,767 45,950 4,647,991
11,166,355 21,129,610 45,950 32,341,915
140,193 166,991 – 307,184
6,734 95,121 18,529 120,384
163,086 26,523,946 – 26,687,032
386,106 163,617 80,840 630,563
438,470 47,125 – 485,595
– 10,521,139 311,625 10,832,764
987,662 37,255,827 392,465 38,635,954
12,300,944 58,647,549 456,944 71,405,437
– 126,780 – 126,780
– – 11,640 11,640
6,041 181,579 97,664 285,284
6,041 308,359 109,304 423,704
2018 139
2018 1 1 6 30
51
(2)
2018 6 30
2017 12 31 45,950 392,465 18,529 11,640 97,664
1,453,478 (392,465) – – –
2018 1 1 1,499,428 – 18,529 11,640 97,664
16,030 – 1,027,293 1,981 137,670
1,156,183 – 9,356 – 303,076
(134,550) – (230,418) – (454,787)
2018 6 30 2,537,091 – 824,760 13,621 83,623
16,030 – 1,027,293 (1,981) (137,670)
140
2018 1 1 6 30
51
(2)
2017
2016 12 31 – 304,884 2,718 9,938 25,618
– 95,184 (3,254) 1,702 (161,029)
– (123,283) – – –
45,950 357,465 20,818 – 598,832
– (184,420) (1,753) – (365,757)
– (27,365) – – –
– (30,000) – – –
2017 12 31 45,950 392,465 18,529 11,640 97,664
– 95,184 (3,254) (1,702) 161,029
(3)
2018 141
2018 1 1 6 30
51
(4)
2018 6 30 2017 12 31
(5)
2018 6 30 21
2017 12 31 20
2018 6 30 2017 12 31
32,833,196 30,872,761
32,788,473 30,383,102
52
142
2018 1 1 6 30
52
2018 143
2018 1 1 6 30
52
2018
144
2018 1 1 6 30
52
2018 145
2018 1 1 6 30
52
52.1
146
2018 1 1 6 30
52
52.1
2018 6 30 2017 12 31
34,398,142
28,862,010
376,162
578,568
26,184,018 26,065,076
2,156,228 2,228,778
37,077,997 47,821,230
46,037,730
27,866,531
166,991
1,120,013 120,384
41,751,620 39,740,852
16,970,491 11,227,807
4,646,423 3,891,098
205,182,692 194,105,457
2018 147
2018 1 1 6 30
52
52.1
(i)
1 2 3
12
2018 1 1 3.4(3) 44,497 – – 44,497
– – – –
(1,636) – – (1,636)
– – – –
(2) – – (2)
2018 6 30 42,859 – – 42,859
(ii)
1 2 3
12
2018 1 1 3.4(3) 4,138 253 – 4,391
17 2,677 637 3,331
(258) (252) – (510)
– – – –
– – – –
2018 6 30 3,897 2,678 637 7,212
148
2018 1 1 6 30
52
52.1
(iii)
1 2 3
12
2018 1 1 3.4(3) 116,742 – 4,255 120,997
19,595 61,954 170,477 252,026
– – – –
– – – –
242 – – 242
2018 6 30 136,579 61,954 174,732 373,265
(iv)
1 2 3
12
2018 1 1 3.4(3) 12,283 – – 12,283
265 – – 265
– – – –
– – – –
115 – – 115
2018 6 30 12,663 – – 12,663
2018 149
2018 1 1 6 30
52
52.1
(v)
1 2 3
12
2018 1 1 1,050 26,272 12,015 39,337
2,821 – – 2,821
– – – –
(2,821) – – (2,821)
5 – – 5
2018 6 30 1,055 26,272 12,015 39,342
52.2
150
2018 1 1 6 30
52
52.2
2016 (FTP)
2018 6 30
3 3 1 1 5 5
43,308,376 – – – – 43,308,376
210,756 813 7,304 19 – 218,892
– 953,149 – 13,621 – 966,770
– 33,989,703 1,480,793 – – 35,470,496
– 5,128,917 4,103,133 – – 9,232,050
– 2,719,615 – – – 2,719,615
– 16,427,091 11,844,266 – – 28,271,357
– 363,679 922,603 29,361,679 – 30,647,961
5,399,584 5,468,818 6,616,937 53,097 554 17,538,990
48,918,716 65,051,785 24,975,036 29,428,416 554 168,374,507
210,756 774 7,304 – – 218,834
– 39 – 19 – 58
– – – – – –
– 39 – 19 – 58
2018 151
2018 1 1 6 30
52
52.2
2017 12 31
3 3 1 1 5 5
41,416,503 – – – – 41,416,503
276,347 12 3,338 5,587 – 285,284
– 126,840 – – – 126,840
– – – 11,640 – 11,640
– 20,705,875 8,752,291 – – 29,458,166
– 11,097,797 3,077,350 – – 14,175,147
– 2,122,985 – – – 2,122,985
– 14,062,313 14,615,607 – – 28,677,920
– 79,173 966,843 25,783,874 – 26,829,890
4,888,460 6,303,265 8,008,571 30,437 554 19,231,287
46,581,310 54,498,260 35,424,000 25,831,538 554 162,335,662
276,347 6 3,338 5,587 – 285,278
– 6 – – – 6
– – – – – –
– 6 – – – 6
152
2018 1 1 6 30
52
52.3
(1) (VaR)
(VaR)
(VaR)
VaR 95% 10 VaR
VaR
(VaR)
2018 6 30 2017 12 31
100,784 25,377
193,476 237,622
2018 153
2018 1 1 6 30
52
52.3
(1) (VaR)
(2)
2018 6 30 2017 12 31
25 (158,272) (120,103)
25 159,621 121,122
2018 6 30 2017 12 31
25 (140,252) (173,675)
25 141,828 175,859
154
2018 1 1 6 30
52
52.3
(3)
2018
6 30 15.26
(4)
T+D
52.4
2018 155
2018 1 1 6 30
52
52.4
2016 2016
2016 10 1
100%
8%
100%
100%
100%
100%
30 100%
100%
53
(1)
(i) 2018 7 35 18 F3 3
4.86%
(ii) 2018 7 25 18 F4 3
4.84%
(2)
2018 8 24 2017 2018 6 30
7,646,385,238 10 1.80
1,376,349,342.84 2017
36.98%
156