中金公司2023中期报告

3908 2 68101382868998107131233234235243132 2023• 2023 (2)=/ 20236 302022630202363020221231 202363046,086.02022123145,336.91.7% 54.5%48.1%32.3% 5.5%3.0%8.2%77.2%3.8%7.2%6.0% 251076312 11.8%13.9%8.010.16.5%2.722.9% 2.02,00020236///40.3%/15.8%/20.4%/26.1%11.3% 2023202320235,286202220221,8332022 2023A9,4463%1.6AIPO16%2,187A 4.0%254.2%10715.7 AIPO3316 10%2,4093%9.4 23ROE ROEROEROA1 2023 20062022201220222020 IPO 2020 214.4%2221.59944.8% 2023AIPO9202.18AIPOA13354.75 2023AIPO1842,187.2015.9%A1332,408.859.9% 2023IPO85.08IPO94.87IPO92.5874.83 IPO2822.5316.1%9996.6672.0% IPO174.66 2023IPO220500AA350 2023 2023 20235,051.902.3%28.179.3% 2023REITs2023REITsESG7 9.362.9%0.8610.2%4.3716.8%465.1434.7% REITsREITREITsESG CGIF560 2023 2023REITs 304.6527240.15664.49 2023Halcyon Agri Corp Dealogic20231,4531,499.6230.7%1,2671,192.8936.9%186306.7312.5% 2023Dealogic2023Dealogic33 3.4%1,155.3916.4%1,833.241,235.521 2023 2023 2023 2023A 9,0002023QFII20QFII 3.7%0.1%3000.8%5002.3%5.6%4.4%4.2%5.3%2023A9,445.95 1.5 2023 2023 2023 REITsETF 202313Chinabond202392.3ChinaBond Connect4.8 1. 2023 2023 2023FICC 2023 20236306,110.971,707.054,403.92796 2023 27.6926.4% 2023 202310006(FOF)REITREITREITs 2. 2023A REITs2023 2023 20236301,303.09192.521,208.2819.7% 2023 2023 2023 20232023 2023 2023 20236303,8692023 2023630 3,600682050ETFETF50 2023111.111.5%3737.36425%27.696.4%5 645.813.142022-2023A1.55,000 AppE-Space3,800RITAS 2023630400401,700 2023 ETF 20238,800 AI20232023 G20 2023 2023 202318,606.7955.65.4%20233,560.6281.07.3%20230.6709.8%3.8%0.8 550,733.5448,065.381.4%202282.1%0.875.420225.60.2 2023630305,715.047.0%56,998.38.8%162,832.525.0%58,583.29.0%1,028.10.2%65,207.510.0% 2023630650,364.620221,600.50.2%547,696.320221,593.00.3%102,360.620223,172.53.2%99,631.0 202363099,631.0 18.2%49,197.29.0%124,806.122.8%59,001.210.8%82,885.715.1%132,175.124.1% 10,507.820225,114.7 13,376.7202213,188.8187.91.4% 202313,660.220222,233.2 10,791.4202220,536.72022202220222022 1. 20233,581.77.0% 202316,594.04.1%43.7%4.529.6%7.026.7%2.5 2023 20236,401.0696.69.8% 3,092.8456.512.9%AA3.4%16.4% 2,112.3729.225.7%1,873.9515.721.6%372.621.9%AIPO143.020.7%238.4213.547.2%IPO 1,586.730.21.9% 355.539.312.4%2023 852.1386.431.2% 2023419.44,914.325.4%5,333.724.3% 1,776.0431.732.1%2022 1,392.665.14.9% 414.482.816.7%2022 858.4210.832.6% 5,333.71,042.024.3% 20234,426.6617.912.2% 156.62022 4,583.2352.07.1% 563.422.4%20232022 762.749.8% 551.362.2%REITs 20238,293.0674.68.9% 845.285.711.3% 48.917.025.8% 1,812.5451.133.1% 7.760.688.7% 2. 20222022 202220222022 2022 2022 (1) (2)/ (3) 2023630 25%16.5%[2012]572023630 20236301,028.11,015.612.51.2% 20236309,138.34,363.92023125.2 2023630186,269.825,709.620231,681.3 20236309,287.8753.1202331.5 2023630153,143.919,015.720231,288.6 20236 30893.1473.4202361.5 CICC Financial Trading Limited 20236306,469.12,927.62023345.0 202363017,166.71,185.02023182.9 20236 30691.9393.720233.7 (i)(ii)(iii)(iv) / (v)(vi) 2023 •(VaR)95% ➢ • (VaR) (i)(ii)(iii) • (1)(2)(3)(4) (DV01)(Spread DV01)(DV01)(Spread DV01) (1)(2)1(3)2 1. 2. a. 2023630278.8%10%20%10%20%20236 30247.3%216.0% b. ➢ ➢➢➢ AAA BBB+A-2Baa1P-2BBB+F2 ➢ ➢ 2023630247.7%134.4% ➢ ➢ ➢ ➢ ➢ ➢ ➢ ➢ ➢ ➢ ➢ ➢ ➢ ➢ ➢ ➢ ➢ ➢ ➢ ➢ ➢ ➢ ➢ ➢ ➢ ➢ ➢ ➢ ➢ ➢ ➢ ➢ ➢ ➢ ➢ ➢ ➢ 20236 302022<><><2022><2022><2022>20222023<2022> http://www.hkexnews.hkhttp://www.sse.com.cnhttp://www.cicc.com 1. 10154• (1)202363020222023630ESGESGESG (2)2023630 2. 312 3. 15 (1)2023113 (2)2023428 202346000612023620236NEEQ834777 2023802328 13.51B(1) 202363015,297814,1821,11593%7%54%42%31%43% 2022 ESG202342ESG2,8002023ESGESGESGESG2023ETFETF ++ 2023360.03 20232,66744070345316 15 2023900CGIF12034020236114 202383,300 20232023620232023 2022 2022 2023 202320231120236 306 24102023630 3. / 1. 2. 3. 1.2.2023630兌兌 1. CICC Hong Kong Finance 2016 MTN Limited CICC Hong Kong Finance 2016 MTN Limited112.53CICC Hong Kong Finance 2016 MTNLimited105.21 2020CICC Hong Kong Finance 2016 MTN Limited1532021CICC Hong Kong Finance 2016 MTN Limited215310552022CICC Hong Kong Finance 2016 MTN Limited212.53CICC Hong Kong Finance2016 MTN Limited247.35 2. 22.69 16 4,827,256,868A2,923,542,440H1,903,714,428 110,638A110,255H383 1. 1.2.HTencentMobility LimitedDes Voeux Investment Company Limited3.A 2. 3. 197,145,800A11,260,000AA208,405,8004.32% XV352 1. XV23336 1.XV2.2,734,800A3.48.8%51.2%0.5%A4.Des Voeux Investment Company Limited202,844,235HDes Voeux InvestmentCompany LimitedAlibaba Group Treasury LimitedAlibaba Group Treasury LimitedAlibaba Group Treasury LimitedDes Voeux Investment Company Limited202,844,235H5.Tencent Mobility LimitedTencent Mobility LimitedHTencent Mobility Limited216,249,059H 1,601.841,544.523.58% 689.81164.00184.922023912 (1)2,909.392,732.896.07% 1,156.50164.00225.882023912 (2)326.734.0420239121.00 2. (1) a. 175