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大成货币A(090005)

大成货币市场A 2005年年度报告查看PDF公告




2005 2006 3 27


2006 3 13


2005 6 3 ( ) 2005 12 31 1








.............................................................. 2 .............................. 3 ............................................................ 5 ............................................................ 9 .............................................................. 9 ......................................................... 10 ....................................................... 10 ................................................... 12 ......................................................... 20 ................................................... 22 ............................................... 23 ......................................................... 23 ........................................................... 25


2


( ) 1


2 A




















B 3 :





A 090005


B 091005 4


5 2005 6 3 6 090005 1,290,764,016.14



































091005 2,672,107,820.49 7


8


9


( ) 1


2


3


4


( ) 1


2 7088 32 3 7088 32 4 : 518040 5 http://www.dcfund.com.cn 6


7


8


9 0755-83183388 10 0755-83199588 11 dupeng@dcfund.com.cn ( ) 1


2 6 3 6


3 4 : 100045 5 www.cebbank.com 6


7


8 010 68560675 9 010 68560661 10 zhangjianchun@cebbank.com ( )


http://www.dcfund.com.cn 7088 32 6 ( ) 1














1 16 2














689 19





2005


A B 1 () 14,394,526.56 43,171,614.73 2 () 1,290,764,016.14 2,672,107,820.49 3 () 1.00 4


1.1421% 1.2832% 5


1.1421% 1.2832% 2005 6 3 2005 2005 6 3 2005 12 31


1


4


A 0.4727%0.0041% 0.0190%0.0041% B 0.5335% 0.0041% 0.4537% 0.0000% 0.0798% 0.0041% A 0.9864% 0.0043% 0.0790%0.0043% B 1.1089% 0.0043% 0.9074% 0.0000% 0.2015% 0.0043% A 1.1421% 0.0044% 0.0966%0.0044% B 1.2832% 0.0044% 1.0455% 0.0000% 0.2377% 0.0044% 2 (2005 6 3 2005 12 31 ) 0.00% 0.30% 0.60% 0.90% 1.20% 1.50% 2005-6-3 2005-7-13 2005-8-22 2005-10-1 2005-11-102005-12-20 A B (1) 10% 30% 5% , 20% 20% , 5 5 397 397 20% 180 3 (2) 2005 6 3 2005 12 31 3





0.00% 0.30% 0.60% 0.90% 1.20% 1.50% 2005 A B 2005 6 3 2005 2005 6 3 2005 12 31


1.00 1.00 57,566,141.29 57,246,312.29 319,829.00


1 [1999]10 1999 4 12 1 (48%) (25%) (25%) (2%) 2005 12 31 5 5 2


6 (CFA) Barra 2004 9 5 2005 4 1 2005 2005 CPI 2005 10 150 2005 7 10 11 12 60 2005 5 84 1400 110bp 2 2005 2005 6 7 7 2005 2005 12 31 212 A 1.1421% B 1.2832% 1.0455% 3 2006 2006 2006 2006 M2 16% M1 14% 2 5 2006 2005 2006 2006 2006 8 1 2005 2004 2 2005 3 2005 4 2004 BARRA VaR


5 2005


9








2005 2005 2005






























































































































































2006 3 13


(2006) 248772-01 ( )2005 12 31 2005 6 3 ( ) 2005 12 31 2005 12 31 2005 6 3 ( ) 2005 12 31


10












































2006 2 28





2005 6 3 2005 2005 6 3 2005 12 31 2005 12 31 ( , )


2005 12 31


(a) 2,104,900,036.02


0.00


0.00


0.00


0.00 (b) 16,666,912.46


186,175,660.19


0.00


0.00








0.00


1,959,014,179.70


1,959,014,179.70


0.00


0.00


0.00


0.00


0.00


4,266,756,788.37





0.00


0.00


0.00


1,710,682.31


518,388.56 (c) 466,409.31


0.00 11 (d) 373,972.56 (e) 319,829.00


0.00 (f) 314,070.00 (g) 181,600.00


300,000,000.00


0.00


0.00


303,884,951.74


(h) 3,962,871,836.63


0.00


0.00


3,962,871,836.63


4,266,756,788.37


1.00


2005 ( )


2005 6 3 ( ) 2005 12 31


76,353,668.51 1


0.00 2 (i)


17,451,337.90 3


0.00 4





27,913,026.15 5





29,707,608.46 6


0.00 7








1,281,696.00 8


0.00


18,787,527.22 1 (c)A








8,995,710.35 2 (c)B





2,725,972.89 3 (c)C





2,053,181.80 4








4,563,494.93 5


0.00 6 (j)











449,167.25





0.00


50,000.00














80,000.00


57,566,141.29


0.00


57,566,141.29 12


2005 ( )


2005 6 3 ( ) 2005 12 31 57,566,141.29


0.00


0.00 57,566,141.29


(k) 57,566,141.29 0.00 2005 ( )


2005 6 3 ( ) 2005 12 31 3,636,502,882.17 57,566,141.29 0.00 57,566,141.29 17,746,292,782.46 -17,419,923,828.00 326,368,954.46 (k) -57,566,141.29 3,962,871,836.63





( ) ( ) [2005]78 [2005]150 2005 6 3 2005 5 16 2005 6 1 3,636,169,662.02 0.00 3,636,169,662.02 13 333,220.15 333,220.15 3,636,502,882.17 A B A 1000 B 1000 ( 1000 )


2 3 5


(a)


1 1 12 31 2005 6 3 ( ) 2005 12 31 (b)


(c)


(d)


(i)


(ii)


(iii) 1.


2.


3. ; 4.


(iv)


14 0.25% 0.5% (v)


(e)


(i)


(ii)


(f)


(g)


(i)


(ii)


(iii) (iv)


(v)


(h)


(i) 0.33% (ii) 0.10%


15 (iii)A 0.25% B 0.01% (iv)


(v)


(vi)


(vii) (i)


(i) 1.00 1.00 1.00 0.01 3


(ii)


(iii) (iv)


(v)


(vi)


(j)


1.00


1


[2002]128 [2004]78 2004 1 1 2


[2002]128 20%





(a)





16











( )*





* 2005 11 6 (b)


2005 6 3 ( ) 2005 12 31 ( ) 7,880,500,000.00 100% (c)


A.


a. 0.33% H=E 0.33%/ H E b. 8,995,710.35 7,285,028.04 1,710,682.31 B.


a. 0.10% H=E 0.1%/ H E b. 2,725,972.89 2,207,584.33 518,388.56 C.


a. A 0.25% B 0.01% H E R/ H


E


R


17 b. 2,053,181.80




























































































2005 6 3 ( ) 2005 12 31 211,330.17 656,787.34 34,194.14 14,797.43 2,708.95 D.


a. 2005 12 31 13,046,146.10 790,177.07


b. 2005 12 31 1,091,853,889.92 22,955,507.65 (d)





































































































2005 6 3 ( ) 2005 12 31


49,085,000.001,845,548,866.84 0.00500,317,629.10 0.002,329,496.61 0.004,635,300,000.00 0.00 760,344.51 (e)


A. 2005 6 3 ( ) 2005 12 31 () 30,006,750.00 () 5,407,768.47 () 3,000,000.00 () 32,414,518.47 0.82% 0.00% 0.00%





B.


18 2005 12 31 ( ) 4,382,180.05 0.11% ( ) (a)


2005 12 31 1,104,900,036.02 1,000,000,000.00 2,104,900,036.02 2005 6 3 ( ) 2005 12 31 (b)


2005 12 31 6,893,438.02 9,773,474.44 16,666,912.46 (c)


2005 12 31 A 431,844.22 B 34,565.09 466,409.31 (d)


2005 12 31 373,972.56 (e)


2005 12 31 A 89,841.43 B 229,987.57 319,829.00 (f)


2005 12 31 25,650.00 4,560.00 283,860.00 314,070.00 (g)


2005 12 31 80,000.00 70,000.00 25,600.00 6,000.00 181,600.00 19 (h)


2005 6 3 ( ) 2005 12 31 3,636,169,662.02 333,220.15 3,636,502,882.17 17,746,292,782.46 57,246,312.29 17,419,923,828.00 3,962,871,836.63 (i)


2005 6 3 ( ) 2005 12 31


13,316,370,433.60


13,224,532,244.59














74,386,851.11











17,451,337.90 (j)


2005 6 3 ( ) 2005 12 31 50,000.00 80,000.00 75,729.90 70,000.00 64,193.35 53,400.00 13,280.00 10,500.00 31,164.00 900.00 449,167.25 (k)


1.00 1.00 2005 6 3 ( ) 2005 12 31































































































A B ( (h)) 14,304,685.13 42,941,627.16 57,246,312.29 ( (e)) 89,841.43229,987.57319,829.00


20 14,394,526.5643,171,614.7357,566,141.29


(a) 2005 12 31 ( ) ( )


05 300,000 30,000,000.00 2006 2 28 (b) , 2005 12 31 ( ) ( )


( ) 03 05


1,000,000 100,095,083.59 2006 1 6 05 02


2,000,000 201,747,732.81 2006 1 6 3,000,000 301,842,816.40











( ) 1,959,014,179.70 45.91% 0.00 0.00 0.00% 0.00% (*) 2,104,900,036.02 49.33% 202,842,572.65 4.76% 4,266,756,788.37 100.00% * 1,000,000,000.00








( ) 1


138,311,200,000.00 14.00%





0.00 0.00% 2


300,000,000.00 7.57%





0.00 0.00% ( 20%)


( ) 1 2005-06-17 24.47% 1 2 2005-06-16 24.10% 2 3 2005-06-15 23.53% 3


1


21








139 216 59 ( 180 )


( )


( ) 1 2005-06-20 189 1 2 2005-06-15 216 1 3 2005-06-14 189 2 2


30 28.64% 7.57% 1 397 0.76% 0.00% 30 ( )-60 3.77% 0.00% 2 397 2.52% 0.00% 60 ( ) 90 10.49% 0.00% 3 397 10.49% 0.00% 90 ( ) 180 17.96% 0.00% 4 397 1.01% 0.00% 5 180 ( ) 397 () 41.69% 0.00%


102.55% 7.57%


1


( ) 1


0.00 0.00% 882,109,850.61 22.26% 2 466,376,716.68 11.77% 3


397,282,970.16 10.02% 4


679,621,358.93 17.15% 5


0.00 0.00% 1,959,014,179.70 49.43% 397 585,583,249.68 14.78% 2 ( )


( ) 1 05 45 3,000,000 297,963,319.08 7.52% 2 0305 2,250,000 225,213,938.07 5.68% 3 05 03 2,130,000 213,985,401.12 5.40% 4 05 02 2,000,000 201,747,732.81 5.09% 22 5 05CP01 2,000,000 197,144,045.30 4.97% 6 0409 1,000,000 100,781,792.04 2.54% 7 0522 1,000,000 99,850,115.75 2.52% 8 05 51 1,000,000 99,319,651.08 2.51% 9 05CP02 800,000 78,618,787.76 1.98% 10 05CP01 600,000 58,466,354.93 1.48%








0.25%( )-0.5% 76 0.5063% -0.0821% 0.2416%


1 1.0000 2 397 397 20% 3 4


( ) 1


16,666,912.46 2


186,175,660.19 202,842,572.65 5 ( ) 30,006,750.00 5,000,000.00 407,768.47 -3,000,000.00 32,414,518.47





A B 11,765 46 23 109,712.19 58,089,300.19


A B ( ) ( ) 79,149,619.95 2.00%2,391,007,023.59 60.34% 1,211,614,269.05 30.57% 281,100,785.17 7.09% 1,290,763,889.0032.57%2,672,107,808.7667.43% 3,962,871,697.76 : 0.01 3 3,962,871,697.76 3,962,871,836.63 138.87


A B 1,294,564,029.772,341,938,852.403,636,502,882.17 : 186,640.26146,579.89333,220.15 1,294,564,029.77 2,341,938,852.40 3,636,502,882.17 5,589,954,222.0212,156,338,560.4417,746,292,782.46 B A (A ) 260,783,431.58 260,783,431.58 A B (B) 459,090,401.85459,090,401.85 -5,395,447,265.38-12,024,476,562.62-17,419,923,828.00 A B (A ) -459,090,401.85 -459,090,401.85 B A (B) -260,783,431.58-260,783,431.58 1,290,764,016.14 2,672,107,820.49 3,962,871,836.63 A B A 1000 B 1000 ( 1000 ) A 1000 A B B 1000 B A


24


1.00 1.00 57,566,141.29 57,246,312.29 319,829.00 80,000.00


1





( ) ( ) 1 0.00 0.007,880,500,000.00 100.00%





1 0.00 0.007,880,500,000.00 100.00% , 2





3 ( <1998>29 ) ( ) ( ) ( )





1


2005 6 6 2


2005 6 8


25 3


2005 6 9 4


2005 6 17 5


2005 7 6 6


2005 7 15 7


2005 7 16 8


2005 8 1 9


2005 8 31 10


2005 9 9





1 2 3 4 5 6





http://www.dcfund.com.cn 0755-83183388-6868
































010-85633388-6868
































021-53599588-# http://www.dcfund.com.cn


26 : 2006 3 27