1
2005
2005 10 24
2005 7 1 2005 9 30
1
2
2003 7 11 2003 7 15
3
240001
1,544,091,511.25
240002
870,435,180.61
2
240003
533,667,466.78
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 7 1 2005 9 30
1
2,226,509.47
0.0014 1,668,089,809.85 1.0803
2
3 3.35% 0.68% 4.85% 0.98% -1.50% -0.30%
3
5
1
-6,105,814.55
-0.0063
881,726,008.03 1.013
2
3 5.42% 0.87% 3.73% 0.43% 1.69% 0.44%
3
1
7,408,221.95
0.0137
556,933,816.03 1.0436
2
3 0.59% 0.20% 2.72% 0.06% -2.13% 0.14%
3
6
6 2004 1 15
2003 7
20
7 7 1000 9 1200
7
6
1997 2002 2003 2004 5
20
1000 7 8
9
1993 2003 8
7 2005 3
5
4600
2005 40
2005 2004 2005
2005 9 30
1,140,410,562.16 68.08%
372,983,069.78 22.27%
150,575,966.28 8.99%
11,218,412.48 0.66%
1,675,188,010.70 100.00%
9
1
0.000.00%
2
12,441,786.070.75%
3
542,876,909.0032.54%
213,659,771.7412.81%
12,413,800.000.74%
18,779,500.001.13%
28,756,000.001.72%
55,458,482.14 3.32%
0.000.00%
57,038,378.363.42%
114,106,534.80 6.84%
42,664,441.96 2.56%
0.000.00%
4 146,126,206.23 8.76%
5
0.000.00%
6
138,639,921.88 8.31%
7
87,521,205.145.25%
8
8,003,505.000.48%
9
98,152,091.025.88%
10
54,086,740.033.24%
11
29,839,331.281.79%
12
0.000.00%
13
22,722,866.511.36%
1,140,410,562.1668.37%
10
68.08%
22.27%
8.99%
0.66%
10
1 600519
2,323,500114,920,310.00 6.8893%
2 600900 G 10,873,76780,900,826.48 4.8499%
3 000651
6,938,72269,942,317.76 4.1930%
4 600009
3,500,00054,880,000.00 3.2900%
5 600887
4,124,79054,529,723.80 3.2690%
6 600036
7,558,78247,544,738.78 2.8503%
7 600383
8,864,00044,940,480.00 2.6941%
8 600271
2,132,93336,665,118.27 2.1980%
9 600033
4,293,89935,982,873.62 2.1571%
10 600050
13,800,00035,190,000.00 2.1096%
1
301,035,122.40 18.0467%
2
49,798,300.00 2.9853%
3
0.000.0000%
4
22,149,647.38 1.3278%
372,983,069.78 22.3599%
5
1 04 147,916,069.10 8.8674%
2 20 45,449,053.10 2.7246%
3 05 (6) 41,046,863.40 2.4607%
4 02 40,504,000.00 2.4282%
5 03 05 19,804,150.00 1.1872%
1 2004 7 21 2003
2 10
3 353,027.59 1,047,997.76 9,415,934.98 372,674.22 28,777.93
4
1 110010
8,708,000.00 0.5220%
2 125488
8,147,216.00 0.4884% 11
3 126002
2 5,294,431.38 0.3174%
2005 9 30
648,816,322.42 73.32%
181,785,410.00 20.54%
46,510,010.80 5.26%
7,853,317.62 0.88%
884,965,060.84 100.00%
( )
1
172,115.37 0.02%
2
50,213,210.11 5.69%
3
299,972,663.28 34.02%
12,586,165.38 1.43%
10,500,000.00 1.19%
0.00 0.00%
16,432,000.00 1.86%
63,831,902.14 7.24%
3,258,693.52 0.37%
89,131,280.88 10.11%
53,350,146.16 6.05%
47,681,000.00 5.41%
3,201,475.20 0.36%
4
54,316,549.53 6.16%
5
440,099.20 0.05%
73.32%
20.54%
5.26% 0.88%
12
6
63,668,834.61 7.22%
7
35,587,673.47 4.04%
8
2,765,133.50 0.31%
9
58,415,612.33 6.63%
10
53,697,216.40 6.09%
11
17,215,941.10 1.95%
12
0.00 0.00%
13
12,351,273.52 1.40%
648,816,322.42 73.58%
10
( ) ( ) 1 600383
6,454,040 32,721,982.80 3.7111%
2 600900 G 4,385,57832,628,700.32 3.7005%
3 600549
2,842,100 31,604,152.00 3.5844%
4 000651
2,575,000 25,956,000.00 2.9438%
5 600535
1,870,000 24,684,000.00 2.7995%
6 600309
2,050,000 23,985,000.00 2.7202%
7 600276
1,450,000 22,997,000.00 2.6082%
8 000898
4,955,950 21,508,823.00 2.4394%
9 600036
3,309,191 20,814,811.39 2.3607%
10 600000
2,477,066 20,559,647.80 2.3318%
( )
1
181,785,410.00 20.6170%
2
0.000.0000%
3
0.000.0000%
4
0.000.0000%
181,785,410.00 20.6170%
5
( )
1 04 70,425,800.00 7.9873%
2 20 66,719,400.00 7.5669%
3 02 20,252,000.00 2.2969%
4 21 13,063,710.00 1.4816%
5 99 11,324,500.00 1.2844%
1 10 13
2 180 100 10
3 206,740.14 2,231,741.07 5,334,488.31 51,570.17 28,777.93
2005 9 30
2,201,214.22 0.31%
687,401,049.66 98.26%
1,752,872.62 0.25%
8,225,778.77 1.18%
699,580,915.27 100.00%
1
0.000.00%
2
0.000.00%
3
1,703,214.220.31%
0.000.00%
0.000.00%
0.000.00%
0.000.00%
0.00 0.00%
954,272.980.17%
0.31%
98.26%
0.25%
1.18%
14
0.000.00%
748,941.24 0.13%
0.000.00%
0.000.00%
4 0.00 0.00%
5
498,000.000.09%
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%
2,201,214.220.40%
10
1 002049
92,558 954,272.98 0.1713%
2 002050
67,962 748,941.24 0.1345%
3 600970
30,000 498,000.00 0.0894%
1
38,578,638.10 6.9270%
2
424,762,036.66 76.2680%
3
0.00 0.0000%
4
224,060,374.90 40.2311%
687,401,049.66 123.4260%
5
1 05(04) 121,776,300.00 21.8655%
2 05 (58) 101,422,986.66 18.2110%
3 01 19 50,840,150.00 9.1286%
4 05(08) 50,000,000.00 8.9777%
5
45,049,860.00 8.0889%
1 10
15
2 10
3 510,374.48 7,686,626.36 28,777.93
4
1 100096
3,498,192.80 0.6281%
2 100177
31,214,400.00 5.6047%
3 100196
45,049,860.00 8.0889%
4 100795
16,754,137.50 3.0083%
5 110001
10,383,000.00 1.8643%
6 110036
18,438,893.40 3.3108%
7 110037
4,530,471.40 0.8135%
8 110317
106,977.60 0.0192%
9 125488
42,176,503.60 7.5730%
10 125729
8,022,281.40 1.4404%
11 125822
24,306,345.00 4.3643%
12 126002 2 19,579,312.20 3.5156%
( )
( )
1,450,290,050.90 1,544,091,511.25 341,959,067.84 248,157,607.49
1,060,045,514.11 870,435,180.61 31,405,095.02 221,015,428.52
544,630,216.37 533,667,466.78 2,261,828.58 13,224,578.17
3,054,965,781.38 2,948,194,158.64 375,625,991.44 482,397,614.18
1
2
3
4
5
6
16
2005 10 24
