2005
1
2005
2005 8 25 12 31
2006 3 28 2005
2
——
2006 3
20
2 ——
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3
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2005
4
519008
2005 8 25
855,660,249.15
70%× 300 +30%×
288 6 538
99 21
200120
021-28932888
021-28932998
service@htffund.com 2005
5
55
55
100032
010-66106912
010-66106904
custody@icbc.com.cn
http://www.htffund.com
99 21
989 23
27 22
1
-6,314,214.87 2
-0.0063 3
-5,268,986.28 4
-0.0062 5
868,679,798.88 6
1.0152 7
-0.64%
8
1.52%
9
1.52%2005
6
1
1 2 3 4 (1) (3) (2) (4)
3
1.92% 0.41% 0.56% 0.59% 1.36% -0.19%
1.52% 0.37% -0.08% 0.65% 1.60% -0.28%
2
40%-95% 0%-50% 5% 2005 12 31 84.93% 7.02 % 9.58 %
3 2005 2005
7
2005 8 25 12 31
1
2005 5 2005 2 3 1
2
6 2005 4
6 2004 11
2005
8
2005 8 26 4 GDP 9% 1172 1067
1161
1200
2005 11 QFII
2005 GDP 9.9% 20062005
9
GDP 9 8
QFII
2005
2005
10
< > < >
2005
2005
2005
2006 3 20 2005
11
2006 185
2005 12 31 2005 8 25 2005 12 31
2005
12 31
2005 12 31 2005
12
2005 12 31
1 83,081,468.95
2,954,748.64
798,780.49
2 16,413,385.31
4 345,986.32
30,007,865.00
5 737,761,740.28
5 718,931,820.92
5 60,974,714.60
5 61,116,845.91
5 0.00
5 0.00
932,338,689.59
3 3,287,647.88
57,292,880.62
215,927.88
1,176,501.26
196,083.54
6 739,849.53
7 750,000.00
63,658,890.71
8 855,660,249.15
9 18,288,536.01
-5,268,986.28
868,679,798.88
932,338,689.59
1.0152
2005
13
2005 8 25 2005 12 31
11,900.35
10 -9,094,300.96
11 372,084.01
12 5,819,148.38
464,952.78
1,236,279.33
876,151.00
13 337,585.81
6,326,115.22
5,226,490.06
871,081.60
14 228,543.56
150,000.00
60,000.00
-6,314,214.87
18,687,788.05
12,373,573.18
2005 8 25 2005 12 31
-6,314,214.87
0.00
1,045,228.59
-5,268,986.28
0.00
-5,268,986.28
2005 8 25 2005 12 31
1,025,106,827.47
-6,314,214.87
18,687,788.05 2005
14
12,373,573.18
101,044,670.79
-269,845,272.56
-168,800,601.77
0.00
868,679,798.88
“ ” “ ” [2005]105 2005 8 25 1,025,106,827.47
2005 7 5 2005 8 19 2005 8 25 1,024,682,930.39 1,024,682,930.39 423,897.08 423,897.08 1,025,106,827.47 1,025,106,827.47
1
22005
15
3
2
1 1 12 31 2005 8 25 ( ) 2005 12 31
3
4
5
1
2 “ ”
3
4
A
B
5
6 2005
16
7
8
9
10
11
6
1
A
a
b
B 1
‰
1‰
C
2 2005
17
A
B
C
D
3
4
7
8
1
2
2005
18
3
4
5
6
7
8
9
1 1.5%
2 0.25%
3
4
5
10
1 6 80% 3 2005
19
2
3
4
5
6
7
11
12
1.00
13
1
[2002]128 2‰
[2005]11 ( ) 2005 1 24 2‰ 1‰ 2005
20
[2005]103 2005 6 13
2
[2002]128 [2004]78 2004 1 1
3
[2002]128 20%
[2005]107 [2005]102 50
1
2005 12 31
83,081,468.95
0.00
83,081,468.95
2005
2
2005 12 31
16,413,385.31
3
2005
21
2005 12 31
3,287,647.88
4
2005 12 31
43,393.39
1,329.60
301,241.33
22.00
345,986.32
5
2005 12 31
737,761,740.28 718,931,820.92 18,829,919.36
60,974,714.60 61,116,845.91 -142,131.31
0.00 0.00 0.00
798,736,454.88 780,048,666.83 18,687,788.05
2589694.55
6
2005 12 31
205,919.28
118,168.62
88,772.76
124,973.33
104,671.71
72,489.40
24,854.43
739,849.53
7
2005 12 31
750,000.00
8
2005 8 25 2005 12 31
1,025,106,827.47
101,800,004.48 2005
22
271,246,582.80
855,660,249.15
9
10
2005 8 25 2005 12 31
356,434,183.61
301,189.52
365,227,295.05
-9,094,300.96
11
2005 8 25 2005 12 31
201,085,676.67
199,436,574.10
1,277,018.56
372,084.01
12
2005 8 25 2005 12 31
5,819,148.38
0.00
5,819,148.38
13
2005 8 25 2005 12 31
337,307.47
278.34
337,585.81
14
2005 8 25 2005 12 31
150,000.00
60,000.00
16,743.56
1,800.00
228,543.56
2005 12 31
0.00
18,687,788.05
-183,848.69
215,403.35
18,288,536.01 2005
23
1
2
2005 8 25 2005 12 31
412,211,057.80 28.60%
2,516,536.40 2.37%
400,000,000.00 14.36%
324,356.76 28.44%
3
1
A 1.5%
H=E×1.5%÷
H
E
B 5,226,490.062005
24
4,049,988.80 1,176,501.26
2
A 0.25%
H=E×0.25%÷
H
E
B 871,081.60 674,998.06 196,083.54
4
2005 12 31
83,081,468.95
2005 8 25 2005 12 31
1,197,810.13
5
2005 8 25 2005 12 31
20,050,000.00
6,000.00
6
1 2005
25
2005 8 25 2005 12 31
0.00
/ 50,066,952.20
0.00
0.00
50,066,952.20
5.85%
/ ≥1000 1000
1 0.5
2
2005 12 31
70,004,300.00 8.18%
50,101,050.00 5.86%
2005 8 25 2005 12 31
1 2005 12 31
6000
36
G
2005-12
-19
6.58
2006-
1-4
7.23
4,276,68
8.00
28,027,51
4.45
28,140,60
7.04
0000
69
G
2005-12
-19
12.8
8
2006-
1-6
11.1
4
1,439,30
0.00
17,376,27
7.84
18,538,18
4.00
6002
10
G
2005-12
-30
2.16
2006-
1-4
2.15
870,436.
00
1,823,284
.96
1,880,141
.76
2
2005
26
2006 1 18 10 0.20 2006 1 18
737,761,740.28 79.13%
60,974,714.60 6.54%
0.000.00%
86,036,217.59 9.23%
47,566,017.12 5.10%
932,338,689.59 100.00%
( ) A
B
26,658,666.843.07%
C
328,502,307.6737.82%
C 0
85,713,657.46 9.87%
C 1
969,269.40 0.11%
C 2
0.000.00%
C 3
0.000.00%
C 4
43,056,943.20 4.96%
C 5
26,450,263.983.04%
C 6
41,512,213.50 4.78%
C 7
63,947,473.15 7.36%
C 8
64,972,345.22 7.48%
C99
1,880,141.76 0.22%
D
22,430,716.84 2.58%
E
0.000.00%
F
64,692,551.78 7.45%
G
46,783,753.70 5.39%2005
27
H
81,872,781.93 9.42%
I
78,886,490.79 9.08%
J
62,099,532.887.15%
K
21,042,437.85 2.42%
L
0.000.00%
M
4,792,500.00 0.55%
737,761,740.28 84.93%
( )
1 600519
955,435 43,586,944.70 5.02%
2 000063 G
1,411,844 39,221,026.32 4.52%
3 600085 G
2,682,722 37,316,663.02 4.30%
4 600000
3,539,065 34,505,883.75 3.97%
5 000060 G
5,500,000 33,990,000.00 3.91%
6 600036
4,276,688 28,140,607.04 3.24%
7 002024
1,331,178 26,623,560.00 3.06%
8 600320
3,035,248 25,738,903.04 2.96%
9 000002 G
5,200,000 22,412,000.00 2.58%
10 000402
2,286,016 21,922,893.44 2.52%
11 000538
1,027,221 21,263,474.70 2.45%
12 600331 G
3,186,665 20,713,322.50 2.38%
13 600717 G
3,779,296 18,783,101.12 2.16%
14 600009
1,302,270 18,778,733.40 2.16%
15 000069 G
1,439,300 18,538,184.00 2.13%
16 600360
2,203,341 18,309,763.71 2.11%
17 600694
1,025,470 17,679,102.80 2.04%
18 600795
2,787,963 17,369,009.49 2.00%
19 600270
2,149,300 16,506,624.00 1.90%
20 600016 G
4,000,000 16,240,000.00 1.87%
21 600550 G
1,308,181 16,103,708.11 1.85%
22 600123
1,394,291 15,727,602.48 1.81%
23 000792
1,349,519 15,600,439.64 1.80%
24 600418 G
4,299,960 14,834,862.00 1.71%
25 000759
2,446,588 13,651,961.04 1.57%
26 000869
584,521 13,110,806.03 1.51%
27 600628
2,040,449 13,079,278.09 1.51%
28 000895
872,687 11,161,666.73 1.28%
29 600547
901,903 10,931,064.36 1.26%
30 600616 G
1,204,320 10,838,880.00 1.25%
31 600383
1,445,160 9,870,442.80 1.14%
32 600597
1,980,000 8,731,800.00 1.01%2005
28
33 600460 G
551,151 8,140,500.27 0.94%
34 000024 G
675,873 7,894,196.64 0.91%
35 600406
493,007 7,562,727.38 0.87%
36 600549
557,201 7,522,213.50 0.87%
37 600887
506,000 7,458,440.00 0.86%
38 600089
1,000,000 7,270,000.00 0.84%
39 600636
655,314 6,743,181.06 0.78%
40 600276
433,370 6,392,207.50 0.74%
41 600033
852,613 6,241,127.16 0.72%
42 600995
761,159 5,061,707.35 0.58%
43 600415
150,000 4,792,500.00 0.55%
44 000089 G
682,705 4,382,966.10 0.50%
45 600007
516,341 2,504,253.85 0.29%
46 600210 G
870,436 1,880,141.76 0.22%
47 600600
200,000 1,664,000.00 0.19%
48 000726
146,859 969,269.40 0.11%
1 2
( ) 600519
49,544,687.34 5.70%
600085 G
49,223,483.81 5.67%
000060 G
39,205,006.42 4.51%
600000
35,177,975.09 4.05%
000063 G
34,492,926.98 3.97%
600009
33,789,668.30 3.89%
600717 G
33,538,371.00 3.86%
600331 G
33,022,224.63 3.80%
600547
31,734,792.87 3.65%
600005 G
30,775,071.01 3.54%
600795
29,299,983.06 3.37%
000538
29,183,106.07 3.36%
600036
28,027,514.45 3.23%
600320
27,583,415.69 3.18%
600270
25,790,825.55 2.97%
002024
24,247,860.74 2.79%
600900 G
22,191,753.39 2.55%
000402
21,317,157.05 2.45%
000002 G
20,791,832.40 2.39%
600016 G
19,065,300.18 2.19%
600875
18,421,496.29 2.12%
600550 G
18,088,160.36 2.08%
600694
17,793,713.82 2.05%2005
29
2 2
( ) 600005 G
29,019,774.71 3.34%
600547
24,048,654.00 2.77%
600900 G
21,419,613.70 2.47%
600188
17,236,496.65 1.98%
600875
16,730,505.79 1.93%
600331 G
16,707,872.57 1.92%
600009
14,014,833.63 1.61%
600299
13,324,367.73 1.53%
600795
12,632,206.86 1.45%
600018 G
12,250,311.08 1.41%
600717 G
9,733,822.85 1.12%
000538
9,066,770.39 1.04%
600276
8,659,888.58 1.00%
600649
8,316,326.64 0.96%
000060 G
7,634,055.72 0.88%
600377
7,548,950.02 0.87%
000969 G
7,338,060.80 0.84%
600270
7,237,917.03 0.83%
600517
6,803,282.53 0.78%
600019 G
6,626,519.40 0.76%
3
1,086,748,810.52
356,434,183.61
( )
157,780.00 0.02%
19,910,000.00 2.29%
40,906,934.60 4.71%
60,974,714.60 7.02%
( )
40,906,934.60 4.71%
05118 19,910,000.00 2.29%
05 157,780.00 0.02%
0.00 0.00%
0.00 0.00%2005
30
798,780.49
16,413,385.31
345,986.32
30,007,865.00
47,566,017.12
( ) 100236
40,906,934.60 4.71%
580001 JTB1 1,716,200 0.00
580999 JTP1 1,716,200 0.00
3,432,400 0.00
2005 12 31
1 6,669
2 128,304.13
%
1
611,204,741.31 71.43%
2
244,455,507.84 28.57%
855,660,249.15 100.00%
2005
31
()
1
1,025,106,827.47
2
1,025,106,827.47
3
101,800,004.48
4
271,246,582.80
5
855,660,249.15
2005
1
2005-8
2
2005-6
3
2005-9
2005 10 28
1
2005-10-28
2
2005-10-28
3
2005-10-28
1 2005
32
2 218,806,114.86 15.18% 46,616,038.80 43.98%
2 412,211,057.80 28.60% 2,516,536.40 2.37%
1 261,669,714.03 18.15% 10,096,201.50 9.53%
1 92,637,751.05 6.43% 0.00 0.00%
1 295,526,180.13 20.50% 34,568,841.80 32.61%
1 130,087,826.62 9.03% 0.00 0.00%
1 30,461,153.68 2.11% 12,197,176.10 11.51%
9 1,441,399,798.17 100.00% 105,994,794.60 100.00%
0.00 0.00% 803,900,000.00 28.87% 171,151.99 15.01%
0.00 0.00% 400,000,000.00 14.36% 324,356.76 28.44%
0.00 0.00% 911,000,000.00 32.71% 205,357.47 18.01%
0.00 0.00% 0.00 0.00% 72,489.40 6.36%
0.00 0.00% 469,900,000.00 16.87% 237,429.51 20.82%
5,819,599.22 100.00% 200,000,000.00 7.18% 104,671.71 9.18%
0.00 0.00% 0.00 0.00% 24,854.43 2.18%
5,819,599.22 100.00% 2,784,800,000.00 100.00% 1,140,311.27 100.00%
2
3
1
2
3 30%
4 2005
33
5
6
7
2005 8 26
2005 9 7
2005 10 11
2005 11 16
2005 11 16
2005 11 24
2005 4
2005 2005
34
99 21
www.htffund.com
2006 3 28
