1
2005
2005 7 18
2005 4 1 2005 6 30
1
2
2003 7 11 2003 7 15
3
240001 1,450,290,050.90
240002 1,060,045,514.11
2
240003 544,630,216.37
4
50% 75% 20% 45% 5% 10
(1)
2
180 100 80%+ 20%
180 180 100
100
180 100
5
3
20%-90% 5%-75% 5%
65% +35% 180 100
180 180 100
100
180 100
6
1
2
3
4
4
5
Swaps
2005 4 1 2005 6 30
1
13,594,862.04 0.0096 1,516,011,165.56 1.0453
2 :
3 0.07% 1.28% -5.25% 1.42% 5.32% -0.14%
3 :
-30.00%
-25.00%
-20.00%
-15.00%
-10.00%
-5.00%
0.00%
5.00%
10.00%
15.00%
20.00%
25.00%
30.00%
2003-7-
15
2003-10-
15
2004-1-
15
2004-4-
15
2004-7-
15
2004-10-
15
2005-1-
15
2005-4-
15
5
1
-3,220,625.98 -0.0031 1,018,610,245.13 0.9609
2 :
3 -4.21% 1.31% 0.21% 0.62% -4.42% 0.69%
3 :
-15.00%
-10.00%
-5.00%
0.00%
5.00%
10.00%
15.00%
20.00%
25.00%
03-7-15 03-10-15 04-1-15 04-4-15 04-7-15 04-10-15 05-1-15 05-4-15
1
12,731,609.68 0.0225 565,035,223.83 1.0375
2 :
3 1.17% 0.31% 4.40% 0.11% -3.23% 0.20% 6
3 :
-10.00%
-5.00%
0.00%
5.00%
10.00%
15.00%
03-7-15 03-10-15 04-1-15 04-4-15 04-7-15 04-10-15 05-1-15 05-4-15
6 2004 1 15
2003 7
20 80
7
5 6
5
1997 2002 2003 2004 5
20 80
8
1993 2003 7 2005 3
20 80
M2 CPI
3 3 20 1 3
2005 9
2004 2005
2005 6 30
1,009,649,401.01 65.00%
381,128,590.70 24.54%
154,697,916.30 9.96%
7,900,522.30 0.51%
1,553,376,430.31 100.00%
1
778,632.450.05%
2
6,811,402.000.45%
3
510,368,786.0633.67%
197,057,326.7113.00%
33,818,773.432.23%
23,908,170.001.58%
27,666,085.261.82%
22,841,085.73 1.51%
65.00%
24.54%
9.96%
0.51%
10
726,697.150.05%
42,004,973.102.77%
112,877,451.14 7.45%
49,468,223.54 3.26%
0.000.00%
4 151,487,341.79 9.99%
5
2,669,762.160.18%
6
137,098,812.50 9.04%
7
58,908,329.603.89%
8
24,471,363.211.61%
9
39,091,860.122.58%
10
50,071,442.963.30%
11
21,120,319.761.39%
12
0.000.00%
13
6,771,348.400.45%
1,009,649,401.0166.60%
10
1 600519
2,015,000.00108,104,750.00 7.1309%
2 000651
6,962,837.00 71,090,565.77 4.6893%
3 600900
7,295,785.00 59,606,563.45 3.9318%
4 600009
2,844,000.00 48,063,600.00 3.1704%
5 600098
8,426,188.00 46,933,867.16 3.0959%
6 600887
3,009,290.00 39,572,163.50 2.6103%
7 600036
6,450,802.00 39,091,860.12 2.5786%
8 600033
4,253,840.00 35,562,102.40 2.3458%
9 600383
7,200,000.00 30,600,000.00 2.0185%
10 600177
8,001,370.00 29,445,041.60 1.9423%
1
266,257,974.70 17.5631%
2
99,798,300.00 6.5830%
3
0.000.0000%
4
15,072,316.00 0.9942%
381,128,590.70 25.1402%
5
1 04 148,195,830.50 9.7754%
2 05 (01) 50,000,000.00 3.2981% 11
3 05 (6) 40,930,559.80 2.6999%
4 02 40,140,000.00 2.6477%
5 20 27,058,536.00 1.7849%
1 2004 7 21 2003
2 10
3 19,606.52 98,322.10 7,437,221.44 287,812.11 57,560.13
4
1 125488
11,396,616.00 0.7518%
2 125822
3,675,700.00 0.2425%
2005 6 30
730,955,983.54 71.56%
222,401,700.00 21.77%
51,771,381.81 5.07%
16,318,483.43 1.60%
1,021,447,548.78 100.00%
71.56%
21.77%
5.07% 1.60%
12
( )
1
778,632.45 0.08%
2
34,743,875.13 3.41%
3
342,179,339.11 33.59%
12,112,646.50 1.19%
16,148,193.93 1.59%
9,561,689.72 0.94%
24,227,872.14 2.38%
67,941,498.71 6.67%
11,111,699.32 1.09%
84,006,251.36 8.25%
67,624,047.35 6.64%
47,249,332.92 4.64%
2,196,107.16 0.22%
4
91,293,268.30 8.96%
5
7,878,488.80 0.77%
6
68,790,603.49 6.75%
7
51,705,083.48 5.08%
8
2,888,297.28 0.28%
9
55,315,755.10 5.43%
10
59,943,597.88 5.88%
11
5,695,735.64 0.56%
12
0.00 0.00%
13
9,743,306.88 0.96%
730,955,983.54 71.76%
10
( ) ( ) 1 000651
4,320,000.00 44,107,200.00 4.3301%
2 600535
2,303,624.00 28,449,756.40 2.7930%
3 600098
4,950,000.00 27,571,500.00 2.7068%
4 600383
6,275,150.00 26,669,387.50 2.6182%
5 000002
8,100,000.00 25,434,000.00 2.4969%
6 600309
2,074,386.00 23,834,695.14 2.3399%
7 600900
2,821,456.00 23,051,295.52 2.2630%
8 600036
3,789,489.00 22,964,303.34 2.2545%
9 600308
2,280,975.00 22,490,413.50 2.2080%
10 600549
2,154,150.00 20,895,255.00 2.0513%
13
( )
1
209,801,600.00 20.5968%
2
0 0%
3
0 0%
4
12,600,100.00 1.2370%
222,401,700.0021.8338%
5
( )
1 20 93,409,200.00 9.1703%
2 04 78,187,000.00 7.6759%
3 02 20,070,000.00 1.9703%
4
11,552,200.00 1.1341%
5 99 10,101,000.00 0.9916%
1 10
2 180 100 10
3 160,577.30 5,076,355.65 283,853.69 57,560.13
4
1 125822
11,552,200.00 1.1341%
2 126002 2 1,047,900.00 0.1029%
2005 6 30
8,639,204.09 1.28%
654,944,186.55 96.93%
5,526,099.23 0.82%
6,585,800.50 0.97%
675,695,290.37 100.00%
14
1
627,922.450.11%
2
1,387,910.000.25%
3
5,647,676.401.00%
0.000.00%
571,725.210.10%
413,270.000.07%
0.000.00%
0.00 0.00%
1,695,779.410.30%
948,087.000.17%
2,018,814.78 0.36%
0.000.00%
0.000.00%
4
0.00 0.00%
5
975,695.240.17%
6
0.000.00%
7
0.000.00%
8
0.000.00%
9
0.000.00%
10
0.000.00%
11
0.000.00%
12
0.000.00%
13
0.000.00%
8,639,204.091.53%
10
1.28%
96.93%
0.82%
0.97%
15
1 600472
369,125.00 1,387,910.00 0.2456%
2 600970
60,527.00 975,695.24 0.1727%
3 002049
92,558.00 969,082.26 0.1715%
4 002048
114,686.00 954,187.52 0.1689%
5 002047
104,300.00 948,087.00 0.1678%
6 002045
63,467.00 726,697.15 0.1286%
7 002050
67,962.00 688,455.06 0.1218%
8 002041
29,165.00 627,922.45 0.1111%
9 002044
110,159.00 571,725.21 0.1012%
10 002043
60,775.00 413,270.00 0.0731%
1
25,287,778.80 4.4754%
2
411,174,241.64 72.7697%
3
0.00 0.0000%
4
218,482,166.11 38.6670%
654,944,186.55 115.9121%
5
1 05(04) 121,704,000.00 21.5392%
2 01 19 50,840,150.00 8.9977%
3 05 58 50,414,330.00 8.9223%
4
46,774,130.00 8.2781%
5
44,887,920.00 7.9443%
1 10
2 10
3 6,528,240.37 57,560.13
4
1 100096
5,633,200.00 0.9970%
2 100177
44,887,920.00 7.9443% 16
3 100196
46,774,130.00 8.2781%
4 100795
15,677,375.00 2.7746%
5 110036
7,763,034.60 1.3739%
6 110317
110,272.20 0.0195%
7 110418
633,800.00 0.1122%
8 125488
42,579,258.60 7.5357%
9 125729
8,371,373.85 1.4816%
10 125822
24,092,638.20 4.2639%
11 126002 2
21,959,163.66 3.8863%
( )
( )
1,245,317,331.17 1,450,290,050.90 370,187,604.24 165,214,884.51
896,354,601.44 1,060,045,514.11 204,675,268.29 40,984,355.62
657,591,034.72 544,630,216.37 2,520,375.11 115,481,193.46
2,799,262,967.33 3,054,965,781.38577,383,247.64 321,680,433.59
1
2
3
4
5
6
2005 7 18
