華夏滬深三百：2024年度報告.pdf

1、 ChinaAMC ETF Series ChinaAMC CSI 300 Index ETF Annual Report For the year ended 31 December 2024 ANNUAL REPORTChinaAMC CSI 300 Index ETF(a sub-fund of ChinaAMC ETF Series)For the year ended 31 December 2024ChinaAMC CSI 300 Index ETF(a sub-fund of ChinaAMC ETF Series)CONTENTSPagesMANAGEMENT AND ADMI

2、NISTRATION1-3REPORT OF THE MANAGER TO THE UNITHOLDERS4-5REPORT OF THE TRUSTEE TO THE UNITHOLDERS6STATEMENT OF RESPONSIBILITIES OF THE MANAGER AND THE TRUSTEE7INDEPENDENT AUDITORS REPORT8-12AUDITED FINANCIAL STATEMENTS Statement of financial position13 Statement of profit or loss and other comprehens

3、ive income14 Statement of changes in net assets attributable to unitholders15 Statement of cash flows16 Notes to financial statements17-51INVESTMENT PORTFOLIO(UNAUDITED)52-61MOVEMENTS IN INVESTMENT PORTFOLIO(UNAUDITED)62-72DETAILS IN RESPECT OF FINANCIAL DERIVATIVE INSTRUMENTS(UNAUDITED)73INFORMATIO

4、N ON EXPOSURE ARISING FROM FINANCIAL DERIVATIVE INSTRUMENTS(UNAUDITED)74PERFORMANCE RECORD(UNAUDITED)75-76IMPORTANT:Any opinion expressed herein reflects the Managers view only and is subject to change.For more informationabout the Sub-Fund,please refer to the prospectus of the Sub-Fund which is ava

5、ilable at our website:https:/.hk/product/chinaamc-csi-300-index-etf-3188-hk-83188-hk/#prospectusDocumentsInvestors should not rely on the information contained in this report for their investment decisions.-1-ChinaAMC CSI 300 Index ETF(a sub-fund of ChinaAMC ETF Series)MANAGEMENT AND ADMINISTRATIONM

6、anager and RQFII HolderAdministrator and CustodianChina Asset Management(Hong Kong)LimitedCitibank,N.A.37/F,Bank of China Tower50/F,Champion Tower1 Garden RoadThree Garden RoadCentral,Hong KongCentral,Hong KongDirectors of the ManagerRegistrarYang KunComputershare Hong Kong Investor ServicesGan Tian