【华润信托——创赢2号】开始认购(崔军操盘,此前表现为年收益43%)
<DIV><P style="TEXT-ALIGN: center; TEXT-INDENT: 24pt; MARGIN: 6pt 0cm; LAYOUT-GRID-MODE: char; mso-para-margin-top: .5gd; mso-para-margin-right: 0cm; mso-para-margin-bottom: .5gd; mso-para-margin-left: 0cm; mso-char-indent-count: 2.0; mso-pagination: widow-orphan; mso-layout-grid-align: none" class=MsoNormal align=center><B><SPAN style="FONT-FAMILY: 楷体_GB2312; FONT-SIZE: 12pt"><FONT face="Times New Roman">华润信托<SPAN lang=EN-US>-</SPAN>创赢<SPAN lang=EN-US>2</SPAN>号资产管理计划产品概要<SPAN lang=EN-US></SPAN></FONT></SPAN></B></P>
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<TABLE style="BORDER-BOTTOM: medium none; BORDER-LEFT: medium none; WIDTH: 15cm; BORDER-COLLAPSE: collapse; BORDER-TOP: medium none; BORDER-RIGHT: medium none; mso-border-top-alt: three-d-engrave windowtext 2.25pt; mso-border-bottom-alt: three-d-emboss windowtext 2.25pt; mso-yfti-tbllook: 480; mso-padding-alt: 0cm 5.4pt 0cm 5.4pt; mso-border-insideh: .5pt solid windowtext; mso-border-insidev: .5pt solid windowtext" class=MsoNormalTable border=1 cellSpacing=0 cellPadding=0 width=567>
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<P style="MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-layout-grid-align: none" class=MsoNormal><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 楷体_GB2312; mso-hansi-font-family: 宋体"><FONT face="Times New Roman">产品名称<SPAN lang=EN-US></SPAN></FONT></SPAN></B></P></TD>
<TD style="BORDER-BOTTOM: windowtext 1pt solid; BORDER-LEFT: #f0f0f0; PADDING-BOTTOM: 0cm; BACKGROUND-COLOR: transparent; PADDING-LEFT: 5.4pt; WIDTH: 348.4pt; PADDING-RIGHT: 5.4pt; BORDER-TOP: windowtext 2.25pt groove; BORDER-RIGHT: #f0f0f0; PADDING-TOP: 0cm; mso-border-top-alt: three-d-engrave windowtext 2.25pt; mso-border-bottom-alt: solid windowtext .5pt; mso-border-left-alt: solid windowtext .5pt" width=465>
<P style="MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-layout-grid-align: none" class=MsoNormal><FONT face="Times New Roman"><SPAN style="FONT-FAMILY: 楷体_GB2312; FONT-SIZE: 12pt; mso-bidi-font-weight: bold">华润信托<SPAN lang=EN-US>-</SPAN>创赢<SPAN lang=EN-US>2</SPAN>号</SPAN><SPAN style="FONT-FAMILY: 楷体_GB2312; COLOR: black; mso-hansi-font-family: 宋体" lang=EN-US></SPAN></FONT></P></TD></TR>
<TR style="mso-yfti-irow: 1">
<TD style="BORDER-BOTTOM: windowtext 1pt solid; BORDER-LEFT: #f0f0f0; PADDING-BOTTOM: 0cm; BACKGROUND-COLOR: transparent; PADDING-LEFT: 5.4pt; WIDTH: 76.85pt; PADDING-RIGHT: 5.4pt; BORDER-TOP: #f0f0f0; BORDER-RIGHT: windowtext 1pt solid; PADDING-TOP: 0cm; mso-border-top-alt: solid windowtext .5pt; mso-border-bottom-alt: solid windowtext .5pt; mso-border-right-alt: solid windowtext .5pt" width=102>
<P style="MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-layout-grid-align: none" class=MsoNormal><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 楷体_GB2312; mso-hansi-font-family: 宋体"><FONT face="Times New Roman">发行规模<SPAN lang=EN-US></SPAN></FONT></SPAN></B></P></TD>
<TD style="BORDER-BOTTOM: windowtext 1pt solid; BORDER-LEFT: #f0f0f0; PADDING-BOTTOM: 0cm; BACKGROUND-COLOR: transparent; PADDING-LEFT: 5.4pt; WIDTH: 348.4pt; PADDING-RIGHT: 5.4pt; BORDER-TOP: #f0f0f0; BORDER-RIGHT: #f0f0f0; PADDING-TOP: 0cm; mso-border-top-alt: solid windowtext .5pt; mso-border-bottom-alt: solid windowtext .5pt; mso-border-left-alt: solid windowtext .5pt" width=465>
<P style="MARGIN: 12pt 0cm 0pt; LAYOUT-GRID-MODE: char; mso-layout-grid-align: none" class=MsoNormal><SPAN style="FONT-FAMILY: 楷体_GB2312; COLOR: black; mso-hansi-font-family: 宋体"><FONT face="Times New Roman">不低于<SPAN lang=EN-US>6000</SPAN>万元<SPAN lang=EN-US></SPAN></FONT></SPAN></P></TD></TR>
<TR style="mso-yfti-irow: 2">
<TD style="BORDER-BOTTOM: windowtext 1pt solid; BORDER-LEFT: #f0f0f0; PADDING-BOTTOM: 0cm; BACKGROUND-COLOR: transparent; PADDING-LEFT: 5.4pt; WIDTH: 76.85pt; PADDING-RIGHT: 5.4pt; BORDER-TOP: #f0f0f0; BORDER-RIGHT: windowtext 1pt solid; PADDING-TOP: 0cm; mso-border-top-alt: solid windowtext .5pt; mso-border-bottom-alt: solid windowtext .5pt; mso-border-right-alt: solid windowtext .5pt" width=102>
<P style="MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-layout-grid-align: none" class=MsoNormal><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 楷体_GB2312; mso-hansi-font-family: 宋体"><FONT face="Times New Roman">产品期限<SPAN lang=EN-US></SPAN></FONT></SPAN></B></P></TD>
<TD style="BORDER-BOTTOM: windowtext 1pt solid; BORDER-LEFT: #f0f0f0; PADDING-BOTTOM: 0cm; BACKGROUND-COLOR: transparent; PADDING-LEFT: 5.4pt; WIDTH: 348.4pt; PADDING-RIGHT: 5.4pt; BORDER-TOP: #f0f0f0; BORDER-RIGHT: #f0f0f0; PADDING-TOP: 0cm; mso-border-top-alt: solid windowtext .5pt; mso-border-bottom-alt: solid windowtext .5pt; mso-border-left-alt: solid windowtext .5pt" width=465>
<P style="MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-layout-grid-align: none" class=MsoNormal><FONT face="Times New Roman"><SPAN style="FONT-FAMILY: 楷体_GB2312; COLOR: black; mso-hansi-font-family: 宋体" lang=EN-US>10</SPAN><SPAN style="FONT-FAMILY: 楷体_GB2312; COLOR: black; mso-hansi-font-family: 宋体">年<SPAN lang=EN-US></SPAN></SPAN></FONT></P></TD></TR>
<TR style="mso-yfti-irow: 3">
<TD style="BORDER-BOTTOM: windowtext 1pt solid; BORDER-LEFT: #f0f0f0; PADDING-BOTTOM: 0cm; BACKGROUND-COLOR: transparent; PADDING-LEFT: 5.4pt; WIDTH: 76.85pt; PADDING-RIGHT: 5.4pt; BORDER-TOP: #f0f0f0; BORDER-RIGHT: windowtext 1pt solid; PADDING-TOP: 0cm; mso-border-top-alt: solid windowtext .5pt; mso-border-bottom-alt: solid windowtext .5pt; mso-border-right-alt: solid windowtext .5pt" width=102>
<P style="MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-layout-grid-align: none" class=MsoNormal><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 楷体_GB2312; mso-hansi-font-family: 宋体"><FONT face="Times New Roman">认购费<SPAN lang=EN-US></SPAN></FONT></SPAN></B></P></TD>
<TD style="BORDER-BOTTOM: windowtext 1pt solid; BORDER-LEFT: #f0f0f0; PADDING-BOTTOM: 0cm; BACKGROUND-COLOR: transparent; PADDING-LEFT: 5.4pt; WIDTH: 348.4pt; PADDING-RIGHT: 5.4pt; BORDER-TOP: #f0f0f0; BORDER-RIGHT: #f0f0f0; PADDING-TOP: 0cm; mso-border-top-alt: solid windowtext .5pt; mso-border-bottom-alt: solid windowtext .5pt; mso-border-left-alt: solid windowtext .5pt" width=465>
<P style="MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-layout-grid-align: none" class=MsoNormal><FONT face="Times New Roman"><SPAN style="FONT-FAMILY: 楷体_GB2312; COLOR: black; mso-hansi-font-family: 宋体" lang=EN-US>100</SPAN><SPAN style="FONT-FAMILY: 楷体_GB2312; COLOR: black; mso-hansi-font-family: 宋体">万以上(含)<SPAN lang=EN-US>500</SPAN>万以下收取<SPAN lang=EN-US>1.2%</SPAN></SPAN></FONT></P>
<P style="MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-layout-grid-align: none" class=MsoNormal><FONT face="Times New Roman"><SPAN style="FONT-FAMILY: 楷体_GB2312; COLOR: black; mso-hansi-font-family: 宋体" lang=EN-US>500</SPAN><SPAN style="FONT-FAMILY: 楷体_GB2312; COLOR: black; mso-hansi-font-family: 宋体">万以上(含)<SPAN lang=EN-US>1000</SPAN>万以下收取<SPAN lang=EN-US>1%</SPAN></SPAN></FONT></P>
<P style="MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-layout-grid-align: none" class=MsoNormal><FONT face="Times New Roman"><SPAN style="FONT-FAMILY: 楷体_GB2312; COLOR: black; mso-hansi-font-family: 宋体" lang=EN-US>1000</SPAN><SPAN style="FONT-FAMILY: 楷体_GB2312; COLOR: black; mso-hansi-font-family: 宋体">万以上(含)收取<SPAN lang=EN-US>0.8%(</SPAN>注:产品第一次募集时<SPAN lang=EN-US>)</SPAN></SPAN></FONT></P></TD></TR>
<TR style="mso-yfti-irow: 4">
<TD style="BORDER-BOTTOM: windowtext 1pt solid; BORDER-LEFT: #f0f0f0; PADDING-BOTTOM: 0cm; BACKGROUND-COLOR: transparent; PADDING-LEFT: 5.4pt; WIDTH: 76.85pt; PADDING-RIGHT: 5.4pt; BORDER-TOP: #f0f0f0; BORDER-RIGHT: windowtext 1pt solid; PADDING-TOP: 0cm; mso-border-top-alt: solid windowtext .5pt; mso-border-bottom-alt: solid windowtext .5pt; mso-border-right-alt: solid windowtext .5pt" width=102>
<P style="MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-layout-grid-align: none" class=MsoNormal><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 楷体_GB2312; mso-hansi-font-family: 宋体"><FONT face="Times New Roman">开放日期<SPAN lang=EN-US></SPAN></FONT></SPAN></B></P></TD>
<TD style="BORDER-BOTTOM: windowtext 1pt solid; BORDER-LEFT: #f0f0f0; PADDING-BOTTOM: 0cm; BACKGROUND-COLOR: transparent; PADDING-LEFT: 5.4pt; WIDTH: 348.4pt; PADDING-RIGHT: 5.4pt; BORDER-TOP: #f0f0f0; BORDER-RIGHT: #f0f0f0; PADDING-TOP: 0cm; mso-border-top-alt: solid windowtext .5pt; mso-border-bottom-alt: solid windowtext .5pt; mso-border-left-alt: solid windowtext .5pt" width=465>
<P style="MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-layout-grid-align: none" class=MsoNormal><SPAN style="FONT-FAMILY: 楷体_GB2312; COLOR: black; mso-hansi-font-family: 宋体"><FONT face="Times New Roman">自合同成立之日起<SPAN lang=EN-US>12</SPAN>个月后,每季度开放一次赎回。<SPAN lang=EN-US></SPAN></FONT></SPAN></P>
<P style="MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-layout-grid-align: none" class=MsoNormal><SPAN style="FONT-FAMILY: 楷体_GB2312; COLOR: black; mso-hansi-font-family: 宋体"><FONT face="Times New Roman">自合同成立之日起每季度开放一次申购。<SPAN lang=EN-US></SPAN></FONT></SPAN></P>
<P style="MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-layout-grid-align: none" class=MsoNormal><SPAN style="FONT-FAMILY: 楷体_GB2312; COLOR: black; mso-hansi-font-family: 宋体"><FONT face="Times New Roman">计划存续期内,不得违约赎回<SPAN lang=EN-US></SPAN></FONT></SPAN></P></TD></TR>
<TR style="mso-yfti-irow: 5">
<TD style="BORDER-BOTTOM: windowtext 1pt solid; BORDER-LEFT: #f0f0f0; PADDING-BOTTOM: 0cm; BACKGROUND-COLOR: transparent; PADDING-LEFT: 5.4pt; WIDTH: 76.85pt; PADDING-RIGHT: 5.4pt; BORDER-TOP: #f0f0f0; BORDER-RIGHT: windowtext 1pt solid; PADDING-TOP: 0cm; mso-border-top-alt: solid windowtext .5pt; mso-border-bottom-alt: solid windowtext .5pt; mso-border-right-alt: solid windowtext .5pt" width=102>
<P style="MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-layout-grid-align: none" class=MsoNormal><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 楷体_GB2312; mso-hansi-font-family: 宋体"><FONT face="Times New Roman">参与费<SPAN lang=EN-US></SPAN></FONT></SPAN></B></P></TD>
<TD style="BORDER-BOTTOM: windowtext 1pt solid; BORDER-LEFT: #f0f0f0; PADDING-BOTTOM: 0cm; BACKGROUND-COLOR: transparent; PADDING-LEFT: 5.4pt; WIDTH: 348.4pt; PADDING-RIGHT: 5.4pt; BORDER-TOP: #f0f0f0; BORDER-RIGHT: #f0f0f0; PADDING-TOP: 0cm; mso-border-top-alt: solid windowtext .5pt; mso-border-bottom-alt: solid windowtext .5pt; mso-border-left-alt: solid windowtext .5pt" width=465>
<P style="MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-layout-grid-align: none" class=MsoNormal><FONT face="Times New Roman"><SPAN style="FONT-FAMILY: 楷体_GB2312; COLOR: black; mso-hansi-font-family: 宋体" lang=EN-US>100</SPAN><SPAN style="FONT-FAMILY: 楷体_GB2312; COLOR: black; mso-hansi-font-family: 宋体">万以上(含)<SPAN lang=EN-US>500</SPAN>万以下收取<SPAN lang=EN-US>1.2%</SPAN></SPAN></FONT></P>
<P style="MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-layout-grid-align: none" class=MsoNormal><FONT face="Times New Roman"><SPAN style="FONT-FAMILY: 楷体_GB2312; COLOR: black; mso-hansi-font-family: 宋体" lang=EN-US>500</SPAN><SPAN style="FONT-FAMILY: 楷体_GB2312; COLOR: black; mso-hansi-font-family: 宋体">万以上(含)<SPAN lang=EN-US>1000</SPAN>万以下收取<SPAN lang=EN-US>1%</SPAN></SPAN></FONT></P>
<P style="MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-layout-grid-align: none" class=MsoNormal><FONT face="Times New Roman"><SPAN style="FONT-FAMILY: 楷体_GB2312; COLOR: black; mso-hansi-font-family: 宋体" lang=EN-US>1000</SPAN><SPAN style="FONT-FAMILY: 楷体_GB2312; COLOR: black; mso-hansi-font-family: 宋体">万以上(含)收取<SPAN lang=EN-US>0.8% (</SPAN>注:产品成立后,开放日申购<SPAN lang=EN-US>)</SPAN></SPAN></FONT></P></TD></TR>
<TR style="mso-yfti-irow: 6">
<TD style="BORDER-BOTTOM: windowtext 1pt solid; BORDER-LEFT: #f0f0f0; PADDING-BOTTOM: 0cm; BACKGROUND-COLOR: transparent; PADDING-LEFT: 5.4pt; WIDTH: 76.85pt; PADDING-RIGHT: 5.4pt; BORDER-TOP: #f0f0f0; BORDER-RIGHT: windowtext 1pt solid; PADDING-TOP: 0cm; mso-border-top-alt: solid windowtext .5pt; mso-border-bottom-alt: solid windowtext .5pt; mso-border-right-alt: solid windowtext .5pt" width=102>
<P style="MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-layout-grid-align: none" class=MsoNormal><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 楷体_GB2312; mso-hansi-font-family: 宋体"><FONT face="Times New Roman">投资目标<SPAN lang=EN-US></SPAN></FONT></SPAN></B></P></TD>
<TD style="BORDER-BOTTOM: windowtext 1pt solid; BORDER-LEFT: #f0f0f0; PADDING-BOTTOM: 0cm; BACKGROUND-COLOR: transparent; PADDING-LEFT: 5.4pt; WIDTH: 348.4pt; PADDING-RIGHT: 5.4pt; BORDER-TOP: #f0f0f0; BORDER-RIGHT: #f0f0f0; PADDING-TOP: 0cm; mso-border-top-alt: solid windowtext .5pt; mso-border-bottom-alt: solid windowtext .5pt; mso-border-left-alt: solid windowtext .5pt" width=465>
<P style="MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-layout-grid-align: none" class=MsoNormal><SPAN style="FONT-FAMILY: 楷体_GB2312; COLOR: black; mso-hansi-font-family: 宋体"><FONT face="Times New Roman">在本计划到期时,力争在实现预期收益的前提下,获取较高的投资回报。<SPAN lang=EN-US></SPAN></FONT></SPAN></P></TD></TR>
<TR style="mso-yfti-irow: 7">
<TD style="BORDER-BOTTOM: windowtext 1pt solid; BORDER-LEFT: #f0f0f0; PADDING-BOTTOM: 0cm; BACKGROUND-COLOR: transparent; PADDING-LEFT: 5.4pt; WIDTH: 76.85pt; PADDING-RIGHT: 5.4pt; BORDER-TOP: #f0f0f0; BORDER-RIGHT: windowtext 1pt solid; PADDING-TOP: 0cm; mso-border-top-alt: solid windowtext .5pt; mso-border-bottom-alt: solid windowtext .5pt; mso-border-right-alt: solid windowtext .5pt" width=102>
<P style="MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-layout-grid-align: none" class=MsoNormal><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 楷体_GB2312; mso-hansi-font-family: 宋体"><FONT face="Times New Roman">投资范围<SPAN lang=EN-US></SPAN></FONT></SPAN></B></P></TD>
<TD style="BORDER-BOTTOM: windowtext 1pt solid; BORDER-LEFT: #f0f0f0; PADDING-BOTTOM: 0cm; BACKGROUND-COLOR: transparent; PADDING-LEFT: 5.4pt; WIDTH: 348.4pt; PADDING-RIGHT: 5.4pt; BORDER-TOP: #f0f0f0; BORDER-RIGHT: #f0f0f0; PADDING-TOP: 0cm; mso-border-top-alt: solid windowtext .5pt; mso-border-bottom-alt: solid windowtext .5pt; mso-border-left-alt: solid windowtext .5pt" width=465>
<P style="MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-layout-grid-align: none" class=MsoNormal><SPAN style="FONT-FAMILY: 楷体_GB2312; COLOR: black; mso-hansi-font-family: 宋体"><FONT face="Times New Roman">本计划投资于股票(包含中小板、创业板及其他经中国证监会核准上市的股票)、国内依法公开发行的各类债券、证券投资基金(含封闭式基金)、央行票据、资产支持证券、股指期货、商品期货及法律法规或中国证监会允许投资的其他金融工具,但需符合中国证监会的相关规定。如法律法规或监管机构以后允许投资的其他品种,计划管理人在履行适当程序后,可以将其纳入投资范围。<SPAN lang=EN-US></SPAN></FONT></SPAN></P></TD></TR>
<TR style="mso-yfti-irow: 8">
<TD style="BORDER-BOTTOM: windowtext 1pt solid; BORDER-LEFT: #f0f0f0; PADDING-BOTTOM: 0cm; BACKGROUND-COLOR: transparent; PADDING-LEFT: 5.4pt; WIDTH: 76.85pt; PADDING-RIGHT: 5.4pt; BORDER-TOP: #f0f0f0; BORDER-RIGHT: windowtext 1pt solid; PADDING-TOP: 0cm; mso-border-top-alt: solid windowtext .5pt; mso-border-bottom-alt: solid windowtext .5pt; mso-border-right-alt: solid windowtext .5pt" width=102>
<P style="MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-layout-grid-align: none" class=MsoNormal><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 楷体_GB2312; mso-hansi-font-family: 宋体"><FONT face="Times New Roman">资产配置<SPAN lang=EN-US></SPAN></FONT></SPAN></B></P></TD>
<TD style="BORDER-BOTTOM: windowtext 1pt solid; BORDER-LEFT: #f0f0f0; PADDING-BOTTOM: 0cm; BACKGROUND-COLOR: transparent; PADDING-LEFT: 5.4pt; WIDTH: 348.4pt; PADDING-RIGHT: 5.4pt; BORDER-TOP: #f0f0f0; BORDER-RIGHT: #f0f0f0; PADDING-TOP: 0cm; mso-border-top-alt: solid windowtext .5pt; mso-border-bottom-alt: solid windowtext .5pt; mso-border-left-alt: solid windowtext .5pt" width=465>
<P style="MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-layout-grid-align: none" class=MsoNormal><SPAN style="FONT-FAMILY: 楷体_GB2312; COLOR: black; mso-hansi-font-family: 宋体"><FONT face="Times New Roman">权益类资产比例范围为<SPAN lang=EN-US>0%-100%</SPAN>;股指期货的保证金资产比例范围为<SPAN lang=EN-US> 0% </SPAN>到 <SPAN lang=EN-US>30%</SPAN>; <SPAN lang=EN-US></SPAN></FONT></SPAN></P>
<P style="MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-layout-grid-align: none" class=MsoNormal><SPAN style="FONT-FAMILY: 楷体_GB2312; COLOR: black; mso-hansi-font-family: 宋体"><FONT face="Times New Roman">当资产净值达到<SPAN lang=EN-US>0.85</SPAN>元时,本计划持有权益类资产(含股指期货)的比例为<SPAN lang=EN-US>0%</SPAN></FONT></SPAN></P></TD></TR>
<TR style="mso-yfti-irow: 9">
<TD style="BORDER-BOTTOM: windowtext 1pt solid; BORDER-LEFT: #f0f0f0; PADDING-BOTTOM: 0cm; BACKGROUND-COLOR: transparent; PADDING-LEFT: 5.4pt; WIDTH: 76.85pt; PADDING-RIGHT: 5.4pt; BORDER-TOP: #f0f0f0; BORDER-RIGHT: windowtext 1pt solid; PADDING-TOP: 0cm; mso-border-top-alt: solid windowtext .5pt; mso-border-bottom-alt: solid windowtext .5pt; mso-border-right-alt: solid windowtext .5pt" width=102>
<P style="MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-layout-grid-align: none" class=MsoNormal><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 楷体_GB2312; mso-hansi-font-family: 宋体"><FONT face="Times New Roman">投资策略<SPAN lang=EN-US></SPAN></FONT></SPAN></B></P></TD>
<TD style="BORDER-BOTTOM: windowtext 1pt solid; BORDER-LEFT: #f0f0f0; PADDING-BOTTOM: 0cm; BACKGROUND-COLOR: transparent; PADDING-LEFT: 5.4pt; WIDTH: 348.4pt; PADDING-RIGHT: 5.4pt; BORDER-TOP: #f0f0f0; BORDER-RIGHT: #f0f0f0; PADDING-TOP: 0cm; mso-border-top-alt: solid windowtext .5pt; mso-border-bottom-alt: solid windowtext .5pt; mso-border-left-alt: solid windowtext .5pt" vAlign=top width=465>
<P style="TEXT-INDENT: 0cm; MARGIN: 0cm 0cm 0pt 18pt; LAYOUT-GRID-MODE: char; mso-char-indent-count: 0; mso-layout-grid-align: none" class=1><SPAN style="FONT-FAMILY: 楷体_GB2312; COLOR: black; mso-bidi-font-size: 10.5pt; mso-hansi-font-family: 宋体"><FONT face=Calibri>详见合同<SPAN lang=EN-US></SPAN></FONT></SPAN></P></TD></TR>
<TR style="mso-yfti-irow: 10">
<TD style="BORDER-BOTTOM: windowtext 1pt solid; BORDER-LEFT: #f0f0f0; PADDING-BOTTOM: 0cm; BACKGROUND-COLOR: transparent; PADDING-LEFT: 5.4pt; WIDTH: 76.85pt; PADDING-RIGHT: 5.4pt; BORDER-TOP: #f0f0f0; BORDER-RIGHT: windowtext 1pt solid; PADDING-TOP: 0cm; mso-border-top-alt: solid windowtext .5pt; mso-border-bottom-alt: solid windowtext .5pt; mso-border-right-alt: solid windowtext .5pt" width=102>
<P style="MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-layout-grid-align: none" class=MsoNormal><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 楷体_GB2312; mso-hansi-font-family: 宋体"><FONT face="Times New Roman">投资限制<SPAN lang=EN-US></SPAN></FONT></SPAN></B></P></TD>
<TD style="BORDER-BOTTOM: windowtext 1pt solid; BORDER-LEFT: #f0f0f0; PADDING-BOTTOM: 0cm; BACKGROUND-COLOR: transparent; PADDING-LEFT: 5.4pt; WIDTH: 348.4pt; PADDING-RIGHT: 5.4pt; BORDER-TOP: #f0f0f0; BORDER-RIGHT: #f0f0f0; PADDING-TOP: 0cm; mso-border-top-alt: solid windowtext .5pt; mso-border-bottom-alt: solid windowtext .5pt; mso-border-left-alt: solid windowtext .5pt" width=465>
<P style="TEXT-INDENT: 21pt; MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-char-indent-count: 2.0; mso-layout-grid-align: none" class=MsoNormal><FONT face="Times New Roman"><SPAN style="FONT-FAMILY: 楷体_GB2312; COLOR: black; mso-hansi-font-family: 宋体" lang=EN-US>1</SPAN><SPAN style="FONT-FAMILY: 楷体_GB2312; COLOR: black; mso-hansi-font-family: 宋体">、本资产管理计划参与股票发行申购时,所申报的金额不得超过本计划的总资产,本计划所申报的股票数量不得超过拟发行股票公司本次发行股票的总量。<SPAN lang=EN-US></SPAN></SPAN></FONT></P>
<P style="TEXT-INDENT: 20.15pt; MARGIN: 0cm 0cm 0pt" class=MsoNormal><FONT face="Times New Roman"><SPAN style="FONT-FAMILY: 楷体_GB2312; COLOR: black; mso-hansi-font-family: 宋体" lang=EN-US>2</SPAN><SPAN style="FONT-FAMILY: 楷体_GB2312; COLOR: black; mso-hansi-font-family: 宋体">、本资产管理计划持有一家上市公司的股票,其市值不得超过本计划资产净值的<SPAN lang=EN-US>20%</SPAN>;本资产管理人管理的全部特定客户委托财产(包括单一客户和多客户特定资产管理业务)投资于一家公司发行的证券,不得超过该证券的<SPAN lang=EN-US>10%</SPAN>。<SPAN lang=EN-US></SPAN></SPAN></FONT></P>
<P style="TEXT-INDENT: 20.15pt; MARGIN: 0cm 0cm 0pt" class=MsoNormal><FONT face="Times New Roman"><SPAN style="FONT-FAMILY: 楷体_GB2312; COLOR: black; mso-hansi-font-family: 宋体" lang=EN-US>3</SPAN><SPAN style="FONT-FAMILY: 楷体_GB2312; COLOR: black; mso-hansi-font-family: 宋体">、本资产管理计划不持有<SPAN lang=EN-US>ST</SPAN>、<SPAN lang=EN-US>*ST</SPAN>股票、权证类资产。<SPAN lang=EN-US></SPAN></SPAN></FONT></P>
<P style="TEXT-INDENT: 21pt; MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-char-indent-count: 2.0; mso-layout-grid-align: none" class=MsoNormal><FONT face="Times New Roman"><SPAN style="FONT-FAMILY: 楷体_GB2312; COLOR: black; mso-hansi-font-family: 宋体" lang=EN-US>4</SPAN><SPAN style="FONT-FAMILY: 楷体_GB2312; COLOR: black; mso-hansi-font-family: 宋体">、法律法规或中国证监会另有规定的,遵从其规定。 <SPAN lang=EN-US></SPAN></SPAN></FONT></P></TD></TR>
<TR style="mso-yfti-irow: 11">
<TD style="BORDER-BOTTOM: windowtext 1pt solid; BORDER-LEFT: #f0f0f0; PADDING-BOTTOM: 0cm; BACKGROUND-COLOR: transparent; PADDING-LEFT: 5.4pt; WIDTH: 76.85pt; PADDING-RIGHT: 5.4pt; BORDER-TOP: #f0f0f0; BORDER-RIGHT: windowtext 1pt solid; PADDING-TOP: 0cm; mso-border-top-alt: solid windowtext .5pt; mso-border-bottom-alt: solid windowtext .5pt; mso-border-right-alt: solid windowtext .5pt" width=102>
<P style="MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-layout-grid-align: none" class=MsoNormal><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 楷体_GB2312; mso-hansi-font-family: 宋体"><FONT face="Times New Roman">业绩比较基准<SPAN lang=EN-US></SPAN></FONT></SPAN></B></P></TD>
<TD style="BORDER-BOTTOM: windowtext 1pt solid; BORDER-LEFT: #f0f0f0; PADDING-BOTTOM: 0cm; BACKGROUND-COLOR: transparent; PADDING-LEFT: 5.4pt; WIDTH: 348.4pt; PADDING-RIGHT: 5.4pt; BORDER-TOP: #f0f0f0; BORDER-RIGHT: #f0f0f0; PADDING-TOP: 0cm; mso-border-top-alt: solid windowtext .5pt; mso-border-bottom-alt: solid windowtext .5pt; mso-border-left-alt: solid windowtext .5pt" width=465>
<P style="TEXT-INDENT: 21pt; MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-char-indent-count: 2.0; mso-layout-grid-align: none" class=MsoNormal><SPAN style="FONT-FAMILY: 楷体_GB2312; COLOR: black; mso-hansi-font-family: 宋体" lang=EN-US><FONT face="Times New Roman">8%</FONT></SPAN></P></TD></TR>
<TR style="mso-yfti-irow: 12">
<TD style="BORDER-BOTTOM: windowtext 1pt solid; BORDER-LEFT: #f0f0f0; PADDING-BOTTOM: 0cm; BACKGROUND-COLOR: transparent; PADDING-LEFT: 5.4pt; WIDTH: 76.85pt; PADDING-RIGHT: 5.4pt; BORDER-TOP: #f0f0f0; BORDER-RIGHT: windowtext 1pt solid; PADDING-TOP: 0cm; mso-border-top-alt: solid windowtext .5pt; mso-border-bottom-alt: solid windowtext .5pt; mso-border-right-alt: solid windowtext .5pt" width=102>
<P style="MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-layout-grid-align: none" class=MsoNormal><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 楷体_GB2312; mso-hansi-font-family: 宋体"><FONT face="Times New Roman">信托<SPAN lang=EN-US></SPAN></FONT></SPAN></B></P></TD>
<TD style="BORDER-BOTTOM: windowtext 1pt solid; BORDER-LEFT: #f0f0f0; PADDING-BOTTOM: 0cm; BACKGROUND-COLOR: transparent; PADDING-LEFT: 5.4pt; WIDTH: 348.4pt; PADDING-RIGHT: 5.4pt; BORDER-TOP: #f0f0f0; BORDER-RIGHT: #f0f0f0; PADDING-TOP: 0cm; mso-border-top-alt: solid windowtext .5pt; mso-border-bottom-alt: solid windowtext .5pt; mso-border-left-alt: solid windowtext .5pt" width=465>
<P style="MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-layout-grid-align: none" class=MsoNormal><SPAN style="FONT-FAMILY: 楷体_GB2312; COLOR: black; mso-hansi-font-family: 宋体"><FONT face="Times New Roman">华润信托<SPAN lang=EN-US></SPAN></FONT></SPAN></P></TD></TR>
<TR style="mso-yfti-irow: 13">
<TD style="BORDER-BOTTOM: windowtext 1pt solid; BORDER-LEFT: #f0f0f0; PADDING-BOTTOM: 0cm; BACKGROUND-COLOR: transparent; PADDING-LEFT: 5.4pt; WIDTH: 76.85pt; PADDING-RIGHT: 5.4pt; BORDER-TOP: #f0f0f0; BORDER-RIGHT: windowtext 1pt solid; PADDING-TOP: 0cm; mso-border-top-alt: solid windowtext .5pt; mso-border-bottom-alt: solid windowtext .5pt; mso-border-right-alt: solid windowtext .5pt" width=102>
<P style="MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-layout-grid-align: none" class=MsoNormal><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 楷体_GB2312; mso-hansi-font-family: 宋体"><FONT face="Times New Roman">资金托管<SPAN lang=EN-US></SPAN></FONT></SPAN></B></P></TD>
<TD style="BORDER-BOTTOM: windowtext 1pt solid; BORDER-LEFT: #f0f0f0; PADDING-BOTTOM: 0cm; BACKGROUND-COLOR: transparent; PADDING-LEFT: 5.4pt; WIDTH: 348.4pt; PADDING-RIGHT: 5.4pt; BORDER-TOP: #f0f0f0; BORDER-RIGHT: #f0f0f0; PADDING-TOP: 0cm; mso-border-top-alt: solid windowtext .5pt; mso-border-bottom-alt: solid windowtext .5pt; mso-border-left-alt: solid windowtext .5pt" width=465>
<P style="MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-layout-grid-align: none" class=MsoNormal><SPAN style="FONT-FAMILY: 楷体_GB2312; COLOR: black; mso-hansi-font-family: 宋体"><FONT face="Times New Roman">工商银行<SPAN lang=EN-US></SPAN></FONT></SPAN></P></TD></TR>
<TR style="mso-yfti-irow: 14">
<TD style="BORDER-BOTTOM: windowtext 1pt solid; BORDER-LEFT: #f0f0f0; PADDING-BOTTOM: 0cm; BACKGROUND-COLOR: transparent; PADDING-LEFT: 5.4pt; WIDTH: 76.85pt; PADDING-RIGHT: 5.4pt; BORDER-TOP: #f0f0f0; BORDER-RIGHT: windowtext 1pt solid; PADDING-TOP: 0cm; mso-border-top-alt: solid windowtext .5pt; mso-border-bottom-alt: solid windowtext .5pt; mso-border-right-alt: solid windowtext .5pt" width=102>
<P style="MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-layout-grid-align: none" class=MsoNormal><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 楷体_GB2312; mso-hansi-font-family: 宋体"><FONT face="Times New Roman">证券经纪人<SPAN lang=EN-US></SPAN></FONT></SPAN></B></P></TD>
<TD style="BORDER-BOTTOM: windowtext 1pt solid; BORDER-LEFT: #f0f0f0; PADDING-BOTTOM: 0cm; BACKGROUND-COLOR: transparent; PADDING-LEFT: 5.4pt; WIDTH: 348.4pt; PADDING-RIGHT: 5.4pt; BORDER-TOP: #f0f0f0; BORDER-RIGHT: #f0f0f0; PADDING-TOP: 0cm; mso-border-top-alt: solid windowtext .5pt; mso-border-bottom-alt: solid windowtext .5pt; mso-border-left-alt: solid windowtext .5pt" width=465>
<P style="TEXT-INDENT: 5.25pt; MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-char-indent-count: .5; mso-layout-grid-align: none" class=MsoNormal><SPAN style="FONT-FAMILY: 楷体_GB2312; COLOR: black; mso-hansi-font-family: 宋体"><FONT face="Times New Roman">招商证券<SPAN lang=EN-US></SPAN></FONT></SPAN></P></TD></TR>
<TR style="mso-yfti-irow: 15">
<TD style="BORDER-BOTTOM: windowtext 1pt solid; BORDER-LEFT: #f0f0f0; PADDING-BOTTOM: 0cm; BACKGROUND-COLOR: transparent; PADDING-LEFT: 5.4pt; WIDTH: 76.85pt; PADDING-RIGHT: 5.4pt; BORDER-TOP: #f0f0f0; BORDER-RIGHT: windowtext 1pt solid; PADDING-TOP: 0cm; mso-border-top-alt: solid windowtext .5pt; mso-border-bottom-alt: solid windowtext .5pt; mso-border-right-alt: solid windowtext .5pt" width=102>
<P style="MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-layout-grid-align: none" class=MsoNormal><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 楷体_GB2312; mso-hansi-font-family: 宋体"><FONT face="Times New Roman">期货经纪人<SPAN lang=EN-US></SPAN></FONT></SPAN></B></P></TD>
<TD style="BORDER-BOTTOM: windowtext 1pt solid; BORDER-LEFT: #f0f0f0; PADDING-BOTTOM: 0cm; BACKGROUND-COLOR: transparent; PADDING-LEFT: 5.4pt; WIDTH: 348.4pt; PADDING-RIGHT: 5.4pt; BORDER-TOP: #f0f0f0; BORDER-RIGHT: #f0f0f0; PADDING-TOP: 0cm; mso-border-top-alt: solid windowtext .5pt; mso-border-bottom-alt: solid windowtext .5pt; mso-border-left-alt: solid windowtext .5pt" width=465>
<P style="TEXT-INDENT: 5.25pt; MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-char-indent-count: .5; mso-layout-grid-align: none" class=MsoNormal><SPAN style="FONT-FAMILY: 楷体_GB2312; COLOR: black; mso-hansi-font-family: 宋体"><FONT face="Times New Roman">海通期货<SPAN lang=EN-US></SPAN></FONT></SPAN></P></TD></TR>
<TR style="mso-yfti-irow: 16">
<TD style="BORDER-BOTTOM: windowtext 1pt solid; BORDER-LEFT: #f0f0f0; PADDING-BOTTOM: 0cm; BACKGROUND-COLOR: transparent; PADDING-LEFT: 5.4pt; WIDTH: 76.85pt; PADDING-RIGHT: 5.4pt; BORDER-TOP: #f0f0f0; BORDER-RIGHT: windowtext 1pt solid; PADDING-TOP: 0cm; mso-border-top-alt: solid windowtext .5pt; mso-border-bottom-alt: solid windowtext .5pt; mso-border-right-alt: solid windowtext .5pt" width=102>
<P style="MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-layout-grid-align: none" class=MsoNormal><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 楷体_GB2312; mso-hansi-font-family: 宋体"><FONT face="Times New Roman">固定管理费<SPAN lang=EN-US></SPAN></FONT></SPAN></B></P></TD>
<TD style="BORDER-BOTTOM: windowtext 1pt solid; BORDER-LEFT: #f0f0f0; PADDING-BOTTOM: 0cm; BACKGROUND-COLOR: transparent; PADDING-LEFT: 5.4pt; WIDTH: 348.4pt; PADDING-RIGHT: 5.4pt; BORDER-TOP: #f0f0f0; BORDER-RIGHT: #f0f0f0; PADDING-TOP: 0cm; mso-border-top-alt: solid windowtext .5pt; mso-border-bottom-alt: solid windowtext .5pt; mso-border-left-alt: solid windowtext .5pt" width=465>
<P style="TEXT-INDENT: 5.25pt; MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-char-indent-count: .5; mso-layout-grid-align: none" class=MsoNormal><SPAN style="FONT-FAMILY: 楷体_GB2312; COLOR: black; mso-hansi-font-family: 宋体" lang=EN-US><FONT face="Times New Roman">1.8%</FONT></SPAN></P></TD></TR>
<TR style="mso-yfti-irow: 17">
<TD style="BORDER-BOTTOM: windowtext 1pt solid; BORDER-LEFT: #f0f0f0; PADDING-BOTTOM: 0cm; BACKGROUND-COLOR: transparent; PADDING-LEFT: 5.4pt; WIDTH: 76.85pt; PADDING-RIGHT: 5.4pt; BORDER-TOP: #f0f0f0; BORDER-RIGHT: windowtext 1pt solid; PADDING-TOP: 0cm; mso-border-top-alt: solid windowtext .5pt; mso-border-bottom-alt: solid windowtext .5pt; mso-border-right-alt: solid windowtext .5pt" width=102>
<P style="MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-layout-grid-align: none" class=MsoNormal><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 楷体_GB2312; mso-hansi-font-family: 宋体"><FONT face="Times New Roman">托管费<SPAN lang=EN-US></SPAN></FONT></SPAN></B></P></TD>
<TD style="BORDER-BOTTOM: windowtext 1pt solid; BORDER-LEFT: #f0f0f0; PADDING-BOTTOM: 0cm; BACKGROUND-COLOR: transparent; PADDING-LEFT: 5.4pt; WIDTH: 348.4pt; PADDING-RIGHT: 5.4pt; BORDER-TOP: #f0f0f0; BORDER-RIGHT: #f0f0f0; PADDING-TOP: 0cm; mso-border-top-alt: solid windowtext .5pt; mso-border-bottom-alt: solid windowtext .5pt; mso-border-left-alt: solid windowtext .5pt" width=465>
<P style="TEXT-INDENT: 5.25pt; MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-char-indent-count: .5; mso-layout-grid-align: none" class=MsoNormal><SPAN style="FONT-FAMILY: 楷体_GB2312; COLOR: black; mso-hansi-font-family: 宋体" lang=EN-US><FONT face="Times New Roman">0.2%</FONT></SPAN></P></TD></TR>
<TR style="HEIGHT: 19.75pt; mso-yfti-irow: 18; mso-yfti-lastrow: yes">
<TD style="BORDER-BOTTOM: windowtext 2.25pt ridge; BORDER-LEFT: #f0f0f0; PADDING-BOTTOM: 0cm; BACKGROUND-COLOR: transparent; PADDING-LEFT: 5.4pt; WIDTH: 76.85pt; PADDING-RIGHT: 5.4pt; HEIGHT: 19.75pt; BORDER-TOP: #f0f0f0; BORDER-RIGHT: windowtext 1pt solid; PADDING-TOP: 0cm; mso-border-top-alt: solid windowtext .5pt; mso-border-bottom-alt: three-d-emboss windowtext 2.25pt; mso-border-right-alt: solid windowtext .5pt" width=102>
<P style="MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-layout-grid-align: none" class=MsoNormal><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 楷体_GB2312; mso-hansi-font-family: 宋体"><FONT face="Times New Roman">业绩报酬<SPAN lang=EN-US></SPAN></FONT></SPAN></B></P></TD>
<TD style="BORDER-BOTTOM: windowtext 2.25pt ridge; BORDER-LEFT: #f0f0f0; PADDING-BOTTOM: 0cm; BACKGROUND-COLOR: transparent; PADDING-LEFT: 5.4pt; WIDTH: 348.4pt; PADDING-RIGHT: 5.4pt; HEIGHT: 19.75pt; BORDER-TOP: #f0f0f0; BORDER-RIGHT: #f0f0f0; PADDING-TOP: 0cm; mso-border-top-alt: solid windowtext .5pt; mso-border-bottom-alt: three-d-emboss windowtext 2.25pt; mso-border-left-alt: solid windowtext .5pt" width=465>
<P style="MARGIN: 0cm 0cm 0pt; LAYOUT-GRID-MODE: char; mso-layout-grid-align: none" class=MsoNormal><SPAN style="FONT-FAMILY: 楷体_GB2312; COLOR: black; mso-hansi-font-family: 宋体"><FONT face="Times New Roman">按收益部分<SPAN lang=EN-US>20%</SPAN>提取<SPAN lang=EN-US></SPAN></FONT></SPAN></P></TD></TR></TBODY></TABLE></DIV>
<DIV align=center> </DIV>
<DIV align=center> </DIV></DIV> 附 合同投资策略:<br />
1、积极主动的选股策略 股票投资主要采取自下而上、精选个股的策略。通过对企业的基本面和市场竞争格局进行分析,重点考察具有竞争力和估值优势上市公司股票,对资产预期收益进行判断,并根据股票市场投资风格的转换,灵活地对投资组合进行调整,以保证在实施严格的风险管理手段的基础上,获取持续稳定的经风险调整后的合理回报。<br />
2、股指期货套期保值策略 在股票投资组合的基础上,本计划将根据风险管理的原则,以套期保值为主要目的,有选择地投资于股指期货。套期保值交易将主要采用流动性好、交易活跃的期货合约。 本计划将通过量化模型和历史数据分析的手段对股票投资组合与沪深300指数的相关性进行分析和预测,确定套期保值比率,进而决定卖空股指期货合约的数量。通过卖空股指期货对冲市场下行风险,构建不受系统性风险影响的绝对收益投资组合。 <br />
3、股指期货套利交易策略 由于“期货-现货”平价关系的存在,股指期货与股票指数现货之间的基差会处于一个合理的范围内。但是由于投机或其他因素的影响,市场有可能会出现定价偏差,导致期现货基差突破合理范围,出现套利机会。 本计划将通过资产管理人的股指期货程序化交易系统实时监控沪深 300 指数与各个月份股指期货合约的定价关系,及时捕捉因定价偏差而导致的各种套利机会,获取无风险的套利收益。 <br />
4、债券投资策略 本计划的债券组合采取以长期利率趋势分析为基础的策略,结合中短期的经济周期、宏观政策方向及收益率曲线分析,通过债券置换和收益率曲线配置等方法,实施积极的债券投资组合管理。 <br />
5、下方锁定策略 当本资产管理计划份额净值在到0.85元时,该计划不再持有权益类资产(包括股指期货)。
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