2005
2005
2006 3 27 2005
1
2006 3 20
2005 3 31 2005 12 312005
2
............................................................. 3
1. ......................................................... 3
2. ................................. 3
3. ......................................... 3
4. ................... 3
5. ................................................... 3
6. ................................................... 4
7. ............................................... 4
8. ..................................................... 4
9. ................................................. 4
......................... 4
1. ............................................... 4
2. ......................................................... 5
....................................................... 7
1. ......................................................... 7
2. ................................................. 7
3. ......................................................... 7
4. ..................................................... 8
........................................................... 9
............................................................. 9
........................................................ 10
........................................................ 19
...................................... 22
.................................................... 22
........................................................ 22
...................................................... 24
2005
3
1.
2.
2005 3 25 2005 3 31
3.
A B
A 240006 656,886,874.48
B 240007 4,760,803,525.42
4.
1
2
3
4
5
1
5.
88 48
88 48 2005
4
200121
021-50499588
021-50499688
xxpl@fsfund.com
6.
25
25
100032
010 67597420
010 66212638
yindong@ccb.cn
7.
www.fsfund.com
8.
9.
202 11
2005 3 31 2005 12 31
1.
A 13,636,501.10
B 42,113,720.07
A 0.0156
B 0.0170 2005
5
A 0.00
B 0.00
A 0.00
B 0.00
A 656,886,874.48
B 4,760,803,525.42
A 1.00
B 1.00
A 1.5641%
B 1.6954%
A 1.5530%
B 1.7372%
A 1.5530%
B 1.7372%
2.
A 0.4934% 0.0035% 0.4537% 0 0.0397% 0.0035%
3
B 0.5543% 0.0035% 0.4537% 0 0.1006% 0.0035%
A 0.9804% 0.0026% 0.9074% 0 0.0730% 0.0026%
6
B 1.1029% 0.0026% 0.9074% 0 0.1955% 0.0026%
A 1.5530% 0.0024% 1.3611% 0 0.1919% 0.0024% B 1.7372% 0.0024% 1.3611% 0 0.3761% 0.0024%
2005
6
2005 3 31
0.00%
0.30%
0.60%
0.90%
1.20%
1.50%
1.80%
2005
A
0.00%
0.30%
0.60%
0.90%
1.20%
1.50%
1.80%
2.10%
2005
B
2005 3 31 2005 12 31 2005
7
10
A B
2005 0.154 0.172
0.154 0.172
2005 4 7
2003 3 7 2005
12 31 12,451,844,398.68
1.
1993 2003 7 2005 3
2.
, 20% ,
3.
2005 2005 20052005
8
2005 3 17 1.62% 0.99% 3.3% 1.33% 2005 10
2005 2005
2005 7 2% 2%
2006
4.
2003 3
2005
9
2005 2005 ,
(2006) 153
2005 12 31 2005 3 31 ( ) 2005 12 31
2005
10
2005 12 31 2005 3 31 ( ) 2005 12 31
2005 3 31
1.
2005 12 31
1,500,695,048.38
-
-
-
-
10,064,670.92
242,158,114.53
-
-
-
4,192,857,591.41
4,192,857,591.41
-
-
-
171,018.48
-
5,945,946,443.72
-
-
- 2005
11
163,981.96
1,160,230.21
351,584.96
-
43,232.88
430,143.81
-
22,370.00
526,000,000.00
-
84,500.00
-
528,256,043.82
5,417,690,399.90
-
-
5,417,690,399.90
5,945,946,443.72
2.
2005 3 31
( ) 2005 12 31
71,585,167.19
-
7,934,110.06
-
49,369,766.92
6,190,024.47
-
8,091,265.74
-
15,834,946.02
8,343,749.89
2,528,409.00
1,829,371.67
2,762,576.25
-
370,839.21
25,008.00
189,173.52
80,000.00 2005
12
55,750,221.17
-
55,750,221.17
55,750,221.17
-
-
55,750,221.17
55,750,221.17
-
3.
2,314,444,447.53
55,750,221.17
-
55,750,221.17
11,633,526,573.10
8,530,280,620.73
3,103,245,952.37
55,750,221.17
5,417,690,399.90
4.
1
( ) ( ) [2005]23 2005 2 28 2005 3 25 2,313,988,355.58 (2005) 33 2005 3 31 2,314,444,447.53 456,091.95
( ) 397 ( 397 ) ( )2005
13
( )
2
1)
2)
1 1 12 31 2005 3 31 ( ) 2005 12 31
3)
4)
5)
0.5%
6)
7)
2005
14
8)
9)
0.33%
0.1%
A B 0.25% 0.01%
10)
1.00
11)
1.00 1.00
3
[2002]128 [2004]78
1
2 2004 1 1
3 20%
2005
15
4
2005 12 31
695,048.38
1,500,000,000.00
1,500,695,048.38
5
2005 12 31
8,912,318.96
1,152,351.96
10,064,670.92
6
2005 12 31
170,826.48
192.00
171,018.48
7
2005 12 31
8
2005 12 31
9
2005 12 31
80,000.00
4,500.00
84,500.00
10
A B
( )
2005
16
(a) 1,253,450,355.58 1,253,450,355.58 1,060,538,000.00 1,060,538,000.00
(a) 421,843.95 421,843.95 34,248.00 34,248.00
1,253,872,199.53 1,253,872,199.53 1,060,572,248.00 1,060,572,248.00
(b) 700,113,281.21 700,113,281.21 10,933,413,291.89 10,933,413,291.89
13,591,908.37 13,591,908.37 41,728,168.99 41,728,168.99
(b) 1,297,098,606.26 1,297,098,606.26 7,233,182,014.47 7,233,182,014.47
2005 12 31 656,886,874.48 656,886,874.48 4,760,803,525.42 4,760,803,525.42
(a) 2005 2 28 2005 3 25 2,313,988,355.58 456,091.95 456,091.95
(b) 2005 3 31 ( ) 2005 4 6 2005 4 7 2005 4 8
11
2005 3 31
( ) 2005 12 31
8,077,154,086.69
8,740,957.00
8,060,479,019.63
7,934,110.06
12
2005 3 31
( ) 2005 12 31
A 1,642,219.54
B 187,152.13
1,829,371.67
13
2005 3 31
( ) 2005 12 31
189,173.52
80,000.00
63,157.69
25,008.00 2005
17
13,500.00
370,839.21
14
2005 3 31
( ) 2005 12 31
A 13,636,501.10
B 42,113,720.07
55,750,221.17
55,750,221.17 55,320,077.36 ( 10) 430,143.81
15
1
( )
( )
(Soci t G n rale Asset Management SA)
( )
2
(a)
0.33% X 0.33% /
8,343,749.89
(b)
0.1%
X 0.1% /
2,528,409.00 2005
18
(c)
A B 0.25% 0.01%
X /
2005 3 31
( ) 2005 12 31
A
1,584,720.83
35,541.36
B
9,180.24
170,953.00
1,800,395.43
(d)
2005 12 31 1,500,695,048.38 6,190,024.47
(e)
2005 3 31
( ) 2005 12 31
499,143,000.00
35,177,504,000.00
2,299,861.53
(f)
2005 12 31
B
1,200,468,439.851,200,468,439.85 22.16%
35,000,000.00 35,000,000.00 0.65%
35,000,000.00 B 35,000,000.00 2005
19
16
1) 2005 12 31
058017 05 05/07/22 06/02/2806/02/28 100.00 99.99 300,000 29,996,066.37
2) 2005 12 31 526,000,000.00
050157 05 57 2006/01/04 99.10 2,000,000 198,194,828.12
040217 04 17 2006/01/04 101.04 1,290,000 130,345,836.66
050417 05 17 2006/01/04 100.00 1,000,000 100,000,000.00
050151 05 51 2006/01/04 99.31 1,000,000 99,313,626.65
527,854,291.43
17
2006 1 17 2006 1 2005 12 15 2006 1 15 1.00
1
( ) (%)
4,192,857,591.41 70.52
--
--
1,500,695,048.38 25.24
252,393,803.93 4.24
5,945,946,443.72 100.00
2
( ) (%)
83,986,354,000.00 8.94
1
--
2
526,000,000.00 9.712005
20
--
20
1 2005-07-13 21.46
2
2 2005-07-14 21.93
1
3 2005-11-29 21.50
3
4 2005-11-30 21.61
2
5 2005-12-01 23.12
1
3
1
162
180
58
2
(%)
(%)
1 30 28.25 9.71
2 30 ( ) 60 2.42 -
3 60 ( ) 90 21.18 -
4 90 ( ) 180 9.51 -
5 180 ( ) 397 43.72 -
105.08 9.71
2005 12 31 397 397
(%)
(%)
30 28.25 -
1
397 0.55 -
30 ( ) 60 2.42 -
2
397 2.42 -
60 ( ) 90 21.18 -
3
397 12.01 -
4
1
2005
21
( )
(%)
1
--
786,676,381.58 14.52
2
786,676,381.58 14.52
3
1,795,752,099.92 33.15
4
1,610,429,109.91 29.73
5
--
4,192,857,591.41 77.39
397
811,798,789.62 14.98
2
( )
( )
(%)
1 05 124 10,000,000 - 981,403,045.60 18.11
2 05 33 5,000,000 - 497,188,843.30 9.18
3 04 20 2,900,000 -292,757,460.83 5.40
4 05 02 2,850,000 - 287,369,484.00 5.30
5 04 12 2,100,000 -212,257,153.44 3.92
6 05 CP01
2,000,000 - 200,038,152.45 3.69
7 05 57
2,000,000 - 198,194,828.12 3.66
8 04 17
1,300,000 - 131,356,269.50 2.42
9 05 CP01 1,200,000 - 118,858,941.17 2.19
10 05 CP01 1,100,000 - 108,318,842.18 2.00
5
0.25% - 0.5% 151
0.49%
0.14%
0.34%
6
1
1.0000
2 397 397 20%
32005
22
4
( )
1
-
2
-
3
10,064,670.92
4
242,158,114.53
5
-
6
171,018.48
7
-
252,393,803.93
A 13,125
50,048.52
24,911,760.44 631,975,114.04 3.79% 96.21%
B 56 85,014,348.67 4,592,333,357.86 168,470,167.56 96.46% 3.54%
2,314,444,447.53
( )
( )
A 1,253,872,199.53 656,886,874.48
700,113,281.21 1,297,098,606.26
B 1,060,572,248.00 4,760,803,525.42 10,933,413,291.89 7,233,182,014.47
2,314,444,447.53 5,417,690,399.90 11,633,526,573.10
8,530,280,620.73
1. 2005 2005
2. 2005 3 25 20052005
23
3. 2005 6 17 19.9
4. 2005 7 1
5. 2005 10 27
6. 2005 10 31 , 2006 3
14
7.
8.
15 1.00 1 8
2005 5 17 6 16 7 16 8 17 9 16 10 18 11 16 12 16
9. 80,000.00 2005 3 31
10.
11. 2005 4 7 2005 4 8
2005 4 2
12. 2005 8 8
2005 8 5
13. 2005 9 1 2005
24
2005 8 29
14. 2005 12 22 B ( 240007)3,500 , 0%
2005 12 20
15. , , 2005 12 23
2005 12 21
1
2
3
4
5
6
2006 3 27
