中信建投证券2023年中期报告

中 期 報 告 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .5. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .7. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .10. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .44. . . . . . . . . . . . . . . . . . . . . . . . . . . .50. . . . . . . . . . . . . . . . . . .54. . . . . . .61 . China Securities Co., Ltd.CSC Financial Co., Ltd.CSC 202363020221231 7,756,694,797.007,756,694,797.0065,205,500,375.2066,252,299,897.85 . 66410010118810001018www.csc108.com601066@csc.com.cn+86 95587/400 8888 108+8610-6560 8107+8610-6518 639991110000781703453H(www.hkexnews.hk)(www.sse.com.cn)(www.csc108.com)6066. HK601066. SH HA . 188+8610-6560 8107+8610-6518 6399601066@csc.com.cn 188+8610-6560 8107+8610-6518 6399601066@csc.com.cn . 18866418 . 128 108 18317M H 9.11202212318.81 . 1. 2. 3. 3006,000 4. 5. 6 6. 12 7. . 20236305,534.19202212318.68%955.58202212312.47%186.521.05%134.820.86%43.071.66% 27.147.62%48.025.47%82.3222.61%7.4211.58% 1. (1) 20233186.35%4,646.0511.93%IPO1844.55%2,187.2015.90%1348.94%2,458.858.07%IPO 202340674.912IPO18292.8422023MEMS497.55IPO73218911269272 2023154.3255Choice 2023258.062023IPO 2023 2023++ (2) 202392,066.292.30% 20231,5617,264.10249212,134.932 202334321.36516.10REITREITsREITs65294.441 2023 202346972.5424338.48 2023 2023++ (3) 2023A135660.872486.24A25 2023 2023 2. (1) 2 0 2 3A9 , 4 4 5 . 9 53.41%1,818.8024.42%2023 202323.733.99%719.283.69%87554.456.29%572254.045.64%3A1,3153.80%9APP7 202339.5129.71%262.131.80%8.7830.91%5.9318.84%2.8566.06%1.67%28.57%17,77013.66% 105.688%166.7624% 2023 2023APP ++ (2) 202315,884.9820223.12%608.3520221.39%3.83%20220.0718.0520222.43%20237 1.391 2023 2023 (3) 202385.3952.36268.35%33.02202310 2023 2023 3. QFIWFOE (1) ETF CARPWARP(WARPMACRO)ETF 202340674.9118IPO211292.84380.121.95IPO23 5262023255.06 2023 2023 (2) 2023FICC 21212 553.3212.89% 2023 2023FICC (3) 202225.20%2023281103620233,1749%24%890%249%• 2023 2023ESG (4) 8,420.766,3306,55620228.97%9.25% QFIREITs2023(PB)10,87214.63%2810113150 2023 2023 (5)QFIWFOE QFIWFOEQFIWFOE2023QFIWFOE 2023 2023 (6) 202316IPO76.89 2023 2023 4. (1) 2023+FOF 4,524.3858 3,7005001,9001,300 2023 2023 (2) 2023808.36202221.19%606.4220227.41%201.94202256.21%50606.4248262850%1830%1120%210% 2023 2023 (3) 20232035465001836 2023 2023 . 2023186.521.05% •72.764.65%2023•52.0915.29%2023•42.8846.25%2023•18.7950.13%2023 2023134.820.86% •10.5218.74%2023•40.773.08%2023•41.3316.52%2023•41.6013.60%2023•0.182023 202343.071.66%0.495.77%5.44%0.60 20236305,534.19442.138.68%4,346.22347.108.68%65.67%20.24%8.87%5.22% 20236304,578.16419.0510.08%3,390.19324.0210.57%38.07%25.15%17.00%6.41%13.37% 2023630955.5823.072.47% 202363078.00%1.33 2023-11.9958.07 202333.70202298.56 202351.16202261.94 202372.872022106.68 1.202363045,156.533,487.3920232,711.42306.51 2.20236304,202.782,725.622023197.4185.39 3.202363022,867.213,854.092023752.50309.28 4.2023630793.27668.552023172.8036.55 5.20236306,773.616,387.212023251.54183.00 . 20236301621 . 200811[2012]57<>25% [2020]2315% 16.5% . . 20231352451333556070230 3802503851072303751892023 2023 . 1. 2. 3. (FTP) 4. (VaR) 2020 5. 6. 2023 7. 20234202351020236 8. . 20231120236303240(2) . 1,00010% . 1.202326 202326[2023]11151,38823.50 (1)(2)(3) 2.2023224 2023224[2023]432023410 (1)(2)(3) 3.2023323 2023323[2023]62 (1)(2)(3) 4.2023616 2023616[2023]104 [2020]20) (1)(2)(3) . . . 20236302023 . 2030 ESG 34321.362,327.99516.1061.417231.098128.53 ESGESG+3ESG6ESG+7.50+ 2023560.45 2023610 20232[2023]97 ESG 30099% OA 1,30093 CBC07201.CS 1624 85.2426.06 25+5.21950 . 1HH 22023518H121.20%20236302,740,879,017AH35.34%20237H. 3A . 2023630157,245A157,183H62 H2023630H . 2023630336 (1)H (2)WellingtonManagement Group LLP87,560,042438,165H8,20311,515HWellingtonManagementGroup LLP202366HWellington Management GroupLLP 20237H 2023630336 2023630XV23 . . 1. 2. 20236302410 . . . 2023112023 . 2023630XV352 20236301818 . 18 . 13,804 2576 2023 1 2 3 4 5 61,80030064 621443434 2410 34 2023830 20231 1630 202311630 20236 30 20231 1630 20231 1630 202311630 45 20231 1630 1 20051122,700,000,000664 20116306,100,000,000 2016129H1,076,470,000120171569,915,238H17,246,385,23820176520176991110000781703453H 2 0 1 862 0A4 0 0 , 0 0 0 , 0 0 01A7,646,385,23820201228A110,309,55917,756,694,7972021625 202311630 2 202363034 20221231 3 20221231 3.12023 2022 (1)17(2)128(3)12 20231 1630 3 3.2 2022 3.3 2022 202311630 4 (1) 200811[2012]57<>25% [2020]2315% 16.5% (2) [2016]36[2016]46[2016]702016516% [2016]140[2017]2[2017]562018113% 20231 1630 4 (3)7%3%[2011]722012112%(4) 5 202311630