2005
2005
1
2005
2006 3 24
............................................ 1
.................................................. 2
.................. 4
............................................ 6
............................................ 8
.................................................. 9
............................................. 10
......................................... 20
............. 25
............................................. 26
............................................. 28
2005
2
500001
1998 3 27
2,000,000,000
2013 3 26
1998 4 7
1
2
3
4
1600 31
200122
700 22-23
200001
021-23060282
2005
3
021-23060283
xinxipilu@gtfund.com
55
55
100032
010-66106912
010-66106904
custody@icbc.com.cn
http://www.gtfund.com
700 22-23
55
202 8
166 36
2005
4
2005 2004 2003
-164,769,051.38 258,180,968.83 -213,486,691.72 -0.0824 0.1291 -0.1067
-151,201,551.28 72,304,199.66 -174,613,467.97
-0.0756 0.0362 -0.0873 1,957,501,754.14 2,072,304,199.66 2,084,531,862.69 0.9788 1.0362 1.0423
-8.37%
11.92%
-11.50%
-2.27% -0.59%
21.89%
63.13% 66.93%
67.91%
1
- -
-0.53% 1.26%
- - - -
2.88% 1.44%
- - - -
-2.27% 2.10%
- - - -
18.43% 2.02%
- - - -
-16.35% 2.01%
- - - -
63.13% 2.15%
- - - -
2005
5
2
-20.00%
0.00%
20.00%
40.00%
60.00%
80.00%
100.00%
120.00%
1998-3-27 1999-3-27 2000-3-27 2001-3-27 2002-3-27 2003-3-27 2004-3-27 2005-3-27
3
-5.00%
0.00%
5.00%
10.00%
15.00%
20.00%
25.00%
2003 2004 2005
10
2005 0.350 2004
2004 -
2003 -
0.350
2005
6
1
1998 3 5 [1998]5 1.1
2005 12 31 4 5 2 2004
2
11 2003 1
2005
2005 -2.27%
2005 2005
2005 2005
7
2002
5
2006
QFII H H A
2006 2006
2005
8
1
2
3
2006
2005
2005
2005
2006 3 13
2005
9
2005 12 31 2005
`
2005 12 31 2005
·
2006 3 3
2005
10
1
2005 12 31
2005 12 31 2004 12 31
43,971,598.82 147,330,308.54
1,837,591.12 -
848,780.49 750,000.00
5(1) 5,660,969.75 6,557,969.59
5(2) 1,504,411,349.55 1,420,508,349.02
1,399,425,320.83 1,426,195,650.59
5(2) 535,769,765.03 503,401,146.45
532,052,488.33 508,977,146.08
--
--
2,092,500,054.76 2,078,547,773.60
:
29,410,232.84 891,174.13
2,423,214.67 2,659,093.96
403,869.13 443,182.35
5(3) 1,448,668.34 385,890.54
17,973.68 -
5(4) 1,594,341.96 1,564,232.96
99,400,000.00 -
5(5) 300,000.00 300,000.00
134,998,300.62 6,243,573.94
:
2,000,000,000.00 2,000,000,000.00
108,703,305.42
-11,263,301.20
-151,201,551.28
83,567,500.86
1,957,501,754.14 2,072,304,199.66
2,092,500,054.76 2,078,547,773.60
2005
11
2
2005
2005 2004
-129,520,737.24 298,081,702.71
1 5(6)
-182,485,684.79 265,405,230.06
2 5(7)
2,120,764.92
-6,087,414.52
3
5,060,317.13 -
4
13,351,228.85 17,213,449.86
5
1,284,461.90 2,356,784.71
6
31,118,605.03 18,751,436.70
7
- 232,111.00
8 5(8)
29,569.72 210,104.90
35,248,314.14
39,900,733.88
1
29,598,017.41
32,548,918.56
2
4,933,002.88
5,424,819.72
3
123,831.68
1,523,835.66
4 5(9)
593,462.17
403,159.94
60,000.00
60,000.00
200,000.00
200,000.00
100,000.00
100,000.00
-164,769,051.38 258,180,968.83
119,966,606.62
-270,408,631.86
-44,802,444.76
-12,227,663.03
3
2005
2005 2004
-164,769,051.38
258,180,968.83
: 83,567,500.86
-174,613,467.97
: --
-81,201,550.52
83,567,500.86
:
5(10)
70,000,000.76 -
-151,201,551.28
83,567,500.86
2005
12
4
2005
2005 2004
2,072,304,199.66 2,084,531,862.69
:
-164,769,051.38 258,180,968.83
119,966,606.62
-270,408,631.86
-44,802,444.76
-12,227,663.03
:
- -
- -
- -
:
-70,000,000.76 -
1,957,501,754.14 2,072,304,199.66
1
[1998]7 1998 3 27 15 20
1998 4 7
2
(1)
2004 7 1
2005
13
(2) 1 1 12 31 2005 1 1 2005 12 31
(3)
(4)
(5)
( )
(6)
2005
14
(7)
(8)
(9)
1.5%
0.25%
(10)
90%
3
(1)
[2005]11 ( ) , 2005 1 2005
15
23 2 2005 1 24 1
(2)
[1998]55 [2001]61 [2004]78 2004 1 1
(3)
[1998]55 [2004]78 2004 1 1
(4)
[2005]102 2005 6 13 50%
(5)
4
(1)
(2)
2005 2004
400,783,797.30 8.41%
9,531,029.18 3.75% 742,434,197.71 18.38% 157,350,637.26 38.30%
151,726,072.75 3.18%
1,333,857.90 0.52% 598,104,828.17 14.80% 63,700,849.30 15.51%
154,272,005.34 3.24%
14,050.40 0.01% 269,962,923.34 6.68% 13,592,751.60 3.31%
2005
16
2005 2004
- -
322,706.39 8.39% 340,000,000.00 17.80%
587,270.64 18.17%
- -
119,691.92 3.11% 490,000,000.00 25.65% 478,070.27 14.79%
- -
123,667.44 3.22% 140,000,000.00 7.33%
213,897.92 6.62%
(3)
2005 2004
-
- - - 180,000,000.00 95,424.66
(4)
1.5%
H=E×1.5%/
H
E
29,598,017.41 27,174,802.74 2,423,214.67 2004
32,548,918.56
(5)
0.25%
H=E×0.25%/
H
E
4,933,002.88 4,529,133.75 403,869.13 2004 5,424,819.72
(6)
2005 12 31 43,971,598.82 (2004 147,330,308.54 ) 2005
17
1,218,104.42 (2004 2,356,784.71
)
(7)
2004 12 31
2004 12 31
2005 12 31 2004 12 31
16,500,000 0.83% 16,500,000
0.83%
4,500,000 0.23% 4,500,000
0.23%
4,500,000 0.23% 4,500,000
0.23%
4,500,000 0.23% 4,500,000
0.23%
5
(1)
2005 12 31 2004 12 31
15,442.31 53,299.60
826.90 -
5,644,656.046,504,669.99
44.50 -
5,660,969.75 6,557,969.59
(2)
2005 12 31 2004 12 31
104,986,028.72-5,687,301.57
3,717,276.70-5,575,999.63
108,703,305.42 -11,263,301.20
(3)
2005 12 31 2004 12 31
569,791.40 104,412.09
69,088.88 101,331.05
99,558.16 75,329.91
27,468.97 51,136.41
45,709.78 29,507.59
- 24,173.49
223,640.06 -
212,360.66 -
201,050.43 -
1,448,668.34 385,890.54 2005
18
(4)
2005 12 31 2004 12 31
1,139,501.76 1,139,501.76
204,840.20 174,731.20
250,000.00 250,000.00
1,594,341.96 1,564,232.96
(5)
2005 12 31 2004 12 31
100,000.00 100,000.00
200,000.00 200,000.00
300,000.00 300,000.00
(6)
2005 2004
2,332,439,693.97 2,143,681,783.55
2,512,967,925.03 1,876,482,127.93
1,957,453.73 1,794,425.56
-182,485,684.79 265,405,230.06
5,652,393.04 (2004 )
(7)
2005 2004
279,932,549.87 366,211,568.26
273,205,403.24 367,441,552.80
4,606,381.71 4,857,429.98
2,120,764.92 -6,087,414.52
(8)
2005 2004
12,430.67 108,822.06
- 81,123.90
9,023.23 -
- 15,888.32
6,021.92 -
2,093.90 4,270.62
29,569.72 210,104.90
2005
19
(9)
2005 2004
200,000.00200,000.00
100,000.00100,000.00
60,000.0060,000.00
1,562.67 22,146.10
19,250.0014,940.00
1,000.001,000.00
-3,073.84
1,000.00 500.00
-1,500.00
210,000.00 -
649.50 -
593,462.17 403,159.94
(10)
2005 2004
70,000,000.76 -
70,000,000.76 -
6
(1)
2005 12 31
( )
( )
( )
( )
( )
600036 G
05/12/19
6.61 06/01/04 7.23 8,754,284 54,597,181.92 57,865,817.24
600879 G
05/12/19 10.84 06/01/04 11.77 4,559,760 49,382,061.32 49,427,798.40
600351 G
05/12/23
4.15 06/01/06 4.59 4,554,508 19,770,613.79 18,901,208.20
000698 G
05/12/23
4.25 06/02/14 4.59 999,994 4,193,467.59 4,249,974.50
000839 G
05/12/19 10.50 06/01/04 11.26 80,000 869,395.56 840,000.00
000069 G
05/12/19 12.70 06/01/06 11.14 1,083,748 13,500,316.25 13,763,599.60
600533 G
05/12/27
8.54 06/01/23 6.92 436,500 3,591,124.46 3,727,710.00
600663 G
05/12/02
6.22 06/01/06 6.00 200,000 1,252,148.75 1,244,000.00
600831 G
05/12/20
7.91 06/01/17 7.17 100,000 741,452.62 791,000.00
147,897,762.26 150,811,107.94
2005 12 31
2005
20
2005 12 31
(2)
2005 12 31 99,400,000 (2004 )
00 07 2006/01/11 104.25 500,000.00 52,125,000.00
01 04 2006/01/11 117.48 200,000.00 23,496,000.00
01 01 2006/01/11 105.20 200,000.00 21,040,000.00
01 09 2006/01/11 105.06 100,000.00 10,506,000.00
107,167,000.00
( )
1,504,411,349.55 71.90%
535,769,765.03 25.60%
--
45,809,189.94
2.19%
6,509,750.24
0.31%
2,092,500,054.76 100.00%
( )
1
720,428.00 0.04%
2
117,853,058.54 6.02%
3
723,252,940.3836.95%
109,572,514.83 5.60%
5,985,000.00 0.31%
417,961.83 0.02%
2,847,000.00 0.15%
141,669,226.80 7.24%
59,522,429.10 3.04%
70,404,700.00 3.60%
191,955,550.78 9.81%
2005
21
140,878,557.04 7.20%
4 73,268,664.18 3.74%
5
- -
6
140,365,309.22 7.17%
7
66,607,875.00 3.40%
8
135,769,071.71 6.94%
9
86,644,017.24 4.43%
10
90,400,803.01 4.62%
11
15,476,599.60 0.79%
12
1,097,065.82 0.06%
13
52,955,516.85 2.71%
1,504,411,349.5576.85%
( )
1 000895
5,598,499 72,612,532.03 3.71%
2 600028
13,499,915 63,314,601.35 3.23%
3 600036 G
8,754,284 57,865,817.24 2.96%
4 600276
3,750,000 55,762,500.00 2.85%
5 600628
8,609,951 55,275,885.42 2.82%
6 600269
6,150,000 55,165,500.00 2.82%
7 600879 G
4,559,760 49,427,798.40 2.53%
8 600320
5,415,000 45,540,150.00 2.33%
9 600009 G
3,001,779 44,366,293.62 2.27%
10 000155 G
8,421,772 44,130,085.28 2.25%
11 000088 G
4,000,000 40,600,000.00 2.07%
12 000402
4,111,950 39,885,915.00 2.04%
13 600050
14,100,000 39,621,000.00 2.02%
14 002007
3,600,000 37,908,000.00 1.94%
15 600519
794,004 36,285,982.80 1.85%
16 600563
4,300,000 35,303,000.00 1.80%
17 600596
3,051,479 32,345,677.40 1.65%
18 600832 G
2,541,500 31,641,675.00 1.62%
19 000002 G
6,999,935 31,009,712.05 1.58%
20 600729
4,506,251 30,552,381.78 1.56%
21 000027
4,400,000 30,228,000.00 1.54%
22 600015
6,000,000 28,680,000.00 1.47%
23 600886 G
4,861,676 27,614,319.68 1.41%
24 600202
3,570,188 27,204,832.56 1.39%
25 600547
2,163,492 26,416,237.32 1.35%
26 000063 G
937,500 26,146,875.00 1.34%
27 600585 G
2,650,000 25,811,000.00 1.32%
2005
22
28 000715
3,854,041 25,089,806.91 1.28%
29 002025
823,510 24,219,429.10 1.24%
30 000866
2,028,900 23,900,442.00 1.22%
31 600151
3,500,000 22,750,000.00 1.16%
32 600416 G
3,600,000 22,464,000.00 1.15%
33 600085 G
1,600,000 22,352,000.00 1.14%
34 000898 G
5,500,000 21,450,000.00 1.10%
35 000662 G
3,205,089 21,313,841.85 1.09%
36 000060 G
3,400,000 21,046,000.00 1.08%
37 600694
1,215,058 20,898,997.60 1.07%
38 000410 G
2,600,000 20,618,000.00 1.05%
39 600351 G
4,554,508 18,901,208.20 0.97%
40 600299
1,342,469 17,425,247.62 0.89%
41 600497
1,394,100 16,436,439.00 0.84%
42 600674
3,964,985 14,670,444.50 0.75%
43 600383
2,149,921 14,533,465.96 0.74%
44 000069 G
1,083,748 13,763,599.60 0.70%
45 000619 G
2,000,000 12,080,000.00 0.62%
46 000956
910,997 8,845,780.87 0.45%
47 600002
850,000 7,395,000.00 0.38%
48 000726
900,000 5,985,000.00 0.31%
49 600594 G
455,612 5,954,848.84 0.30%
50 000698 G
999,994 4,249,974.50 0.22%
51 600327
650,000 3,952,000.00 0.20%
52 600533 G
436,500 3,727,710.00 0.19%
53 600580 G
500,000 3,170,000.00 0.16%
54 000488
650,000 2,847,000.00 0.15%
55 000983 G
500,000 2,840,000.00 0.15%
56 600019 G
500,000 2,045,000.00 0.10%
57 600008
300,000 1,713,000.00 0.09%
58 600663 G
200,000 1,244,000.00 0.06%
59 000839 G
80,000 840,000.00 0.04%
60 600831 G
100,000 791,000.00 0.04%
61 002041
37,040 720,428.00 0.04%
62 600900 G
100,000 696,000.00 0.04%
63 000729
100,000 674,000.00 0.03%
64 002043
80,223 417,961.83 0.02%
65 002050
44,175 326,895.00 0.02%
66 600037 G
20,418 306,065.82 0.02%
67 002046
18,226 210,874.82 0.01%
68 600150 G
20,000 169,600.00 0.01%
69 600018 G
14,856 168,615.60 0.01%
2005
23
70 600309
10,000 142,800.00 0.01%
71 600000
10,000 98,200.00 0.01%
72 600089
10,000 73,400.00 0.00%
73 000089 G
10,000 64,900.00 0.00%
74 600011
10,000 59,900.00 0.00%
75 600660 G
10,000 52,700.00 0.00%
1
1 000898 G
100,663,253.70 4.86%
2 000088 G
76,723,785.37 3.70%
3 600019 G
58,972,028.68 2.85%
4 600320
56,266,654.58 2.72%
5 600028
55,887,089.89 2.70%
6 000155 G
55,627,447.36 2.68%
7 600269
54,050,505.70 2.61%
8 600729
53,763,059.89 2.59%
9 000027
53,325,940.31 2.57%
10 600879 G
51,652,536.08 2.49%
11 000039
49,304,257.33 2.38%
12 600011
41,561,875.46 2.01%
13 600563
41,468,824.82 2.00%
14 002007
39,969,866.94 1.93%
15 600832 G
39,570,930.44 1.91%
16 600276
38,609,301.75 1.86%
17 600309
37,634,137.66 1.82%
18 600050
37,604,763.68 1.81%
19 000402
36,995,535.80 1.79%
20 000002 G
36,536,041.91 1.76%
2
1 600019 G
113,695,198.80
5.49%
2 000898 G
74,895,697.14
3.61%
3 600009 G
67,042,933.80
3.24%
4 600050
66,250,670.16
3.20%
5 600900 G
63,310,972.20
3.06%
6 600028
60,900,212.55
2.94%
7 000039
58,845,530.93
2.84%
8 000983 G
55,437,265.15
2.68%
9 600642 G
53,632,703.47
2.59%
2005
24
10 000488
53,377,000.28
2.58%
11 600036 G
49,725,574.04
2.40%
12 000088 G
48,576,536.03
2.34%
13 600018 G
47,558,354.29
2.29%
14 000400 G
47,036,843.18
2.27%
15 000625
43,956,279.66
2.12%
16 600026 G
43,250,637.51
2.09%
17 600104 G
41,980,843.32
2.03%
18 600011
38,665,666.07
1.87%
19 600085 G
37,326,316.86
1.80%
20 600029
35,555,730.09
1.72%
3 2,491,849,988.31
2,332,439,693.97
( )
1
407,171,380.37 20.80%
2
68,162,718.90
3.48%
3
60,435,665.76
3.09%
535,769,765.03 27.37%
( )
1 21(3) 120,727,953.20 6.17%
2 02(14)
76,392,247.80 3.90%
3 0007
72,975,000.00 3.73%
4 05CP01
68,162,718.90 3.48%
5 0506
60,435,665.76 3.09%
1
2
3
( )
848,780.49
5,660,969.75
6,509,750.24
4
5
2005
25
(1)
( ) ( )
580000 JTB1 2005/8/18 1,452,439 0.00
030001 JTC1 2005/12/2 1,264,715 0.00
2,717,154 0.00
(2)
124,559
16,056.65
844,081,535
42.20%
1,155,918,465
57.80%
20,000,000,000 100.00%
1
157,666,759 7.88%
2
156,163,178 7.81%
3
116,368,513 5.82%
4
77,738,027 3.89%
5
36,702,929 1.84%
6
32,537,201 1.63%
7
25,121,188 1.26%
8
16,500,000 0.83%
9
16,383,278 0.82%
10
15,808,548 0.79%
2005
26
1 2005 1 26 ,
2 2005 1 27 A A
3 2005 4 28 2005 5 9 1600 31-32 700 22-23
4 2005 4 28 ,
5 2005 5 14
6 2005 8 1
7 2005 8 23
8 2005
1
2005-8 2
2005-6
3
2005-9
2005
27
9 2005 10 28 2005 10 28
1
2005-10-28
2
2005-10-28
3
2005-10-28
10 2006 1 13 [2006]4 20%
11
(1)
(2)
(3)
(4)
(5)
12
2 400,783,797.30 8.41%
9,531,029.18
3.75%
2 154,272,005.34 3.24%
14,050.40
0.01%
2 769,250,279.47 16.13%
17,164,848.00
6.75%
2 1,377,841,266.37 28.90%
48,901,823.86
19.24%
1 306,508,025.12 6.43%
43,378,423.43
17.07%
2 151,726,072.75 3.18%
1,333,857.90
0.52%
1 986,984,707.73 20.70%
68,673,656.62
27.01%
1 374,833,264.24 7.86%
34,072,977.47
13.41%
1 245,452,978.47 5.15%
31,099,125.74
12.24%
14 4,767,652,396.79 100.00%
254,169,792.60
100.00%
- - 322,706.39 8.39%
- - 123,667.44 3.22%
200,000,000.00 80.00% 607,629.45 15.80% 2005
28
- - 1,104,219.94 28.72%
- - 250,897.10 6.53%
- - 119,691.92 3.11%
- - 808,664.74 21.03%
50,000,000.00 20.00% 306,585.44 7.97%
- - 201,050.43 5.23%
250,000,000.00 100.00% 3,845,112.85 100.00%
13 100,000
14
1
2
3
4
5
6
700 22-23
55
021 33134688 400-8888-688
021 23060279
http://www.gtfund.com
2006 3 27
