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Li also stressed on China's commitment to "build a fairer, more just and open international economic system".
The UK is by far the biggest recipient of Chinese direct investment within the EU.
Deals include stakes sales in many Russian projects to Chinese firms, an oil supply contract and joint investments in petrochemical projects in Russia.
Editorials of state-owned media in China, like Global Times, generally reflect the Communist Party viewpoint.
AIIB plans to invest $1.2 billion this year.
Beijing's cautionary note came as other euro-sceptic leaders in the European Union called for their countries to follow suit.
The SCO is planning to establish a new development bank and a new transport corridor.
Putin, Xi and Elbegdorj are in Tashkent to attend a SCO Summit.
India is hosting the 8th BRICS Summit in October while China will host the G20 Summit later this year.
Private investment accounts for 80 per cent of jobs in China, and more than half of the tax revenue.
