2006
1
2006
2006
2
.................................................................................................................................3
.........................................................................................................................3
( ) ............................................................................................................................3
( ) ........................................................................................................................3
( ) ........................................................................................................................4
( ) ........................................................................................................................4
( ) ............................................................................................................................4
( ) ....................................................................................................................4
..............................................................................................5
( ) ....................................................................................................................5
( ) ............................................................................................................................5
( ) ............................................................................................................7
.............................................................................................................................7
( ) ............................................................................................7
( ) ........................................................................................................7
( ) ............................................................................................................7
( ) ....................................................................................................................8
.............................................................................................................................9
...............................................................................................................................10
....................................................................................................................... 11
( ) ...................................................................................................................... 11
( ) ......................................................................................................................12
( ) ......................................................................................................................13
( ) ......................................................................................................................13
( ) ..................................................................................................................13
.......................................................................................................................23
( ) ..................................................................................................................23
( ) ..................................................................................................................23
( ) ..........................................................................................................24
( ) ..............................................................................25
( ) ..................................................................................................................26
( ) ..............................................................................................26
( ) ..................................................................................................................27
( ) ..................................................................................................27
( ) ..........................................................................................................27
....................................................................................28
( ) ..............................................................................28
( ) ......................................................................................................28
...............................................................................................................................29
.......................................................................................................................33
2006
3
, ,
, 2007 3
23 ,
,
,
( )
:
:
500003
:
1998 6 22
20
15
: 1998 6 26
( )
:
80% 20-50% 45-80% 70%
2006
4
GDP
:
( )
360
2 37 38
200120
021-58881111
021-68863414
fengying@huaan.com.cn
021-68604666 40088-50099
( )
( " ")
55
100032
010-66106912
010-66106904
custody@icbc.com.cn
( )
http://www.huaan.com.cn
360 38
( )
61 4
166 36
2006
5
( )
2006 2005 2004
843,371,595.0756,921,411.05 112,880,046.16
0.4217 0.0285 0.0564
844,124,215.05 58,752,620.14 13,831,209.21
0.4221 0.0294 0.0069
4,391,139,401.912,128,528,128.792,035,119,374.06
2.1956 1.0643 1.0176
28.14% 2.74% 5.26%
111.13% 5.17% 0.70%
407.46% 140.36% 128.54%
( )
A
34.78% 2.53%
- - - -
37.82% 2.54%
- - - -
111.13% 2.62%
- - - -
123.59% 2.42%
- - - -
133.67% 2.17%
- - - -
407.46% 2.38%
- - - -
B
2006
6
1998/6/22-2006/12/31
-20.00%
20.00%
60.00%
100.00%
140.00%
180.00%
220.00%
260.00%
300.00%
340.00%
380.00%
420.00%
98-6-22 99-11-23 01-4-25 02-9-26 04-2-27 05-7-30 06-12-31
C
3 0.70%
5.17%
111.13%
0.00%
20.00%
40.00%
60.00%
80.00%
100.00%
120.00%
2004 2005 2006 2006
7
( )
10
2006 0.290
2005 0.060
2004 0.600
( )
[1998]20 1998
6 1.5
2006 12 31 4 A 180ETF 7 265.61 1.98
, ,9 2000 , ,
( )
( )
2005 2006
2006 A 2006
8
A
2006 111.13% 2006
2006
2007 A 2005
( )
1
2
3
4
2006
9
2006
2006
2006
2007 3 23
2006
10
2006 10461
2006 12 31 2006
1 2 3
2006 12 31 2006
2006
11
( )
2006 12 31 2005 12 31
27,562,090.30 153,159,938.64
4,047,376.69 2,172,891.93
848,780.49 1,098,780.49
25,493,782.68 0.00
0.00 0.00
7(1) 7,682,791.88 6,506,140.49
0.00 0.00
3,387,291,674.40 1,576,118,675.73
1,857,755,610.96 1,512,251,434.93
896,870,514.76 441,134,845.80
896,436,968.92 435,226,577.95
50,910,820.98 0.00
33,865,243.40 0.00
0.00 0.00
0.00 0.00
0.00 0.00
0.00 0.00
4,400,707,832.18 2,180,191,273.08
0.00 45,778,626.50
5,224,960.49 2,614,802.72
870,826.76 435,800.45
7(3) 1,502,643.02 1,113,914.62
0.00 0.00
0.00 0.00
0.00 0.00
7(4) 1,750,000.00 1,500,000.00
0.00
0.00
0.00 0.00
7(5) 220,000.00 220,000.00
0.00 0.002006
12
9,568,430.27 51,663,144.29
7(6)
2,000,000,000.00 2,000,000,000.00
7(7)
1,547,015,186.86 69,775,508.65
844,124,215.05 58,752,620.14
4,391,139,401.91 2,128,528,128.79
4,400,707,832.18 2,180,191,273.08
( )
2006 2005
7(8) 753,152,477.99 37,160,218.30
7(9) 1,335,999.72 11,714,817.90
7(10) 79,090,768.40 2,273,881.94
17,118,758.01 14,327,645.28
1,425,354.69 1,455,586.75
45,545,488.82 26,953,791.58
387,386.30
0.00
7(11) 322.50 12,665.74
898,056,556.43 93,898,607.49
44,278,844.39 31,185,603.84
7,379,807.36 5,197,600.65
2,317,873.11 3,013.70
0.00 0.00
7(12) 708,436.50 590,978.25
300,000.00 340,000.00
60,000.00 60,000.00
100,000.00 120,000.00
54,684,961.36 36,977,196.44
843,371,595.07 56,921,411.05
1,477,239,678.21
48,487,343.80
2,320,611,273.28 105,408,754.85
2006
13
( )
2006 2005
843,371,595.07 56,921,411.05
58,752,620.14 13,831,209.21
902,124,215.21 70,752,620.26
7(13) 58,000,000.16 12,000,000.12
844,124,215.05 58,752,620.14
( )
2006 2005
2,128,528,128.79 2,035,119,374.06
843,371,595.07 56,921,411.05
1,477,239,678.21 48,487,343.80
2,320,611,273.28 105,408,754.85
-58,000,000.16 -12,000,000.12
4,391,139,401.91 2,128,528,128.79
( )
2004 7 1 2 3 4
1.
[1998]22
1998 6 22
2,000,000,000.00
1998 6 16 1998 6 22
2,000,000,000.00
0.00 2006
14
2.
3.
1)
2)
1 1 12 31
3)
4)
5)
:
a.
b.
2006 11 13
1
2
Dl Dr
FV = C + ( P C )
Dl
FV C P Dl Dr
2006 11 13 2006
15
6)
7)
8)
a.
b.
c.
2006
16
9)
10)
90%
11)
2006
12)
2006
13)
2006 2006
17
4.
2002 128 2004 78 2005 11 2005 102 2005 103
1
2 2004 1 1
3 2004 1 1 20 2005 6 13 50
4 l 2005 1 24 ( ) A B l ( )
5
5.
6.
(1).
( )
( )
( )
(2).
2006
18
21,092,975.34 0.00 0.00 0.00 488,100,000.00 269,841.95
(3).
1.5%
H = E
1.5%
H
E
44,278,844.39 31,185,603.84
0.25%
H = E 0.25%
H
E
7,379,807.36 5,197,600.65
2006
19
2006 12 31 27,562,090.30 2005 153,159,938.64 1,355,859.63 2005 1,412,942.52
(4).
1
2006
(%)
(%)
14,433,600 0.72
14,433,600 0.72
2005
(%)
(%)
12,000,000 0.60 2,433,600
14,433,600 0.72
(5).
2006 2005
(%) (%)
18,000,000 0.90 18,000,000 0.90
7.
(1).
2006 12 31 2005 12 31
94,129.34
50,680.99
1,865.80
1,022.30
7,586,796.74
6,454,437.20
7,682,791.88 6,506,140.49
(2).
2006 12 31 2005 12 31
1,529,536,063.44 63,867,240.80
433,545.84 5,908,267.852006
20
17,045,577.58 0.00
1,547,015,186.86 69,775,508.65
(3).
2006 12 31 2005 12 31
171,600.36 32,552.36
127,769.14 0.00
301,063.91 0.00
316,139.40 148,541.88
256,105.73 37,127.65
116,549.98 0.00
17,184.39 191,960.47
0.00350,957.89
187,223.48 100,034.13
9,006.63 252,740.24
1,502,643.02 1,113,914.62
(4).
2006 12 31 2005 12 31 1,750,000.001,500,000.00
(5).
2006 12 31 2005 12 31
120,000.00 120,000.00
100,000.00 100,000.00
220,000.00 220,000.00
(6).
2006 2005
2,000,000,000.00 2,000,000,000.00
2,000,000,000.00 2,000,000,000.00
(7).
2006 2005
69,775,508.65 21,288,164.85
69,775,508.65 21,288,164.85
1,477,239,678.21 48,487,343.80
1,547,015,186.86 69,775,508.65
1,547,015,186.86 69,775,508.652006
21
(8).
2006 2005
3,052,487,813.01 2,573,008,959.15
2,561,512.83 2,154,804.33
2,296,773,822.19 2,533,693,936.52
753,152,477.99 37,160,218.30
(9).
2006 2005
2,085,783,200.97 1,390,008,051.97
2,053,739,327.97 1,356,856,465.38
30,707,873.28 21,436,768.69
1,335,999.72 11,714,817.90
(10).
2006 2005
84,666,019.25 2,273,881.94
0.00 0.00
5,575,250.85 0.00
79,090,768.40 2,273,881.94
(11).
2006 2005
0.00 12,665.74
322.50 0.00
322.50 12,665.74
(12).
2006 2005
60,000.0060,000.00
300,000.00340,000.00
100,000.00120,000.00
31,650.00 27,120.00
174,000.0036,000.00
14,289.98 0.00
23,496.52 4,858.25
5,000.003,000.00
708,436.50 590,978.252006
22
(13).
10
1 2006-4-13 2006-4-18 2006-4-19 0.29 58,000,000.16
(14).
2006 2005
30,129,897.751,797,555.34
8.
(1)
2006 12 31
600582 S 1,126,768 25,984,951.53 28,552,301.12 25.34
2006-12-14 2007-01-15 30.00
25,984,951.53 28,552,301.12
1,417,300 7,015,635.00 11,465,957.00 8.09
2007 2 1
1,409,000 5,297,840.00 10,102,530.00 7.17
2007 3 22 99,000 1,869,120.00 1,869,120.0018.88
2007 1 9
551,250 10,407,600.00 10,407,600.00 18.88
2007 4 9
38,917 428,087.00 1,048,813.1526.95
2007 2 28
25,018,282.00 34,894,020.15
2006 11 13
1,800,000 31,000,000.00 55,764,000.00 30.98 2007 9 122006
23
1,500,000 13,590,000.00 25,260,000.00 16.84
2007 9 28
44,590,000.00 81,024,000.00
2006 11 13
6,000,000 45,000,000.00 47,880,000.00 7.98
2007 11 22 45,000,000.00 47,880,000.00
(2)
( )
( )
1
3,387,291,674.40 76.97%
2
896,870,514.76 20.38%
3
50,910,820.98 1.16%
4 31,609,466.99 0.72%
5
34,025,355.05 0.77%
4,400,707,832.18 100.00%
( )
( )
B
406,361,578.98 9.25%
C
1,734,714,177.09 39.50%
C0
235,480,000.00 5.36%
C4
501,947,500.92 11.43%
C5
38,247,900.60 0.87%
C6
301,670,823.50 6.87%
C7
471,561,292.55 10.74%
C8
160,546,659.52 3.66%
C99
25,260,000.00 0.58%
F
294,957,741.54 6.72%
G
135,687,258.09 3.09%
H
292,914,450.32 6.67%2006
24
I
186,734,948.94 4.25%
J
130,574,259.60 2.97%
K
95,538,520.84 2.18%
L
109,808,739.00 2.50%
3,387,291,674.40 77.14%
( )
( ) ( )
1 600028
28,000,000 255,640,000.00 5.82%
2 600309
10,000,000 240,900,000.00 5.49%
3 000792
8,915,412213,167,500.92 4.85%
4 600761
7,000,000157,010,000.00 3.58%
5 600009
8,000,000153,200,000.00 3.49%
6 000858
6,500,000147,680,000.00 3.36%
7 600036
8,000,000129,840,000.00 2.96%
8 600456
3,840,000118,963,200.00 2.71%
9 002007
5,000,000114,400,000.00 2.61%
10 600037
4,504,050109,808,739.00 2.50%
11 600066
8,000,000104,800,000.00 2.39%
12 600694
3,524,541104,044,450.32 2.37%
13 600519
1,000,000 87,800,000.00 2.00%
14 000402
5,000,000 84,300,000.00 1.92%
15 600153
10,000,000 82,000,000.00 1.87%
16 601006
9,418,800 76,198,092.00 1.74%
17 000898
7,500,000 75,150,000.00 1.71%
18 600583
2,000,000 69,760,000.00 1.59%
19 000987
4,000,000 68,200,000.00 1.55%
20 600271
1,803,001 63,123,065.01 1.44%
21 000978
5,072,868 56,461,020.84 1.29%
22 000625
6,009,707 53,426,295.23 1.22%
23 000157
2,267,084 49,535,785.40 1.13%
24 600426
6,000,000 47,880,000.00 1.09%
25 600383
2,499,960 46,274,259.60 1.05%
26 600276
1,431,348 46,146,659.52 1.05%
27 600000
2,126,703 44,618,228.94 1.02%
28 600123
2,097,506 41,635,494.10 0.95%
29 600268
3,904,165 41,071,815.80 0.94%
30 000401
8,000,743 40,083,722.43 0.91%
31 000933
3,498,762 39,326,084.88 0.90%
32 000069
1,750,000 39,077,500.00 0.89%
33 000063
1,000,000 38,830,000.00 0.88%2006
25
34 000061
3,000,000 38,670,000.00 0.88%
35 600261
3,002,190 38,247,900.60 0.87%
36 600660
2,500,000 36,650,000.00 0.83%
37 600118
1,696,891 33,734,193.08 0.77%
38 000022
1,800,261 33,304,828.50 0.76%
39 002021
3,737,070 31,765,095.00 0.72%
40 600549
1,725,092 29,775,087.92 0.68%
41 600582 S 1,126,76828,552,301.12 0.65%
42 002003
1,500,000 25,260,000.00 0.58%
43 000088
1,500,000 13,650,000.00 0.31%
44 601628
650,25012,276,720.00 0.28%
45 601333
1,409,000 10,102,530.00 0.23%
46 600787
1,353,868 8,502,291.04 0.19%
47 600379 S 500,0005,400,000.00 0.12%
48 002088
38,917 1,048,813.15 0.02%
( )
1 2%
1 600028
136,451,198.26 6.41%
2 000858
115,685,727.89 5.44%
3 600009
103,112,462.02 4.84%
4 600694
94,215,379.00 4.43%
5 601006
83,659,623.66 3.93%
6 600761
78,002,211.57 3.66%
7 600269
73,058,592.73 3.43%
8 000402
69,161,002.09 3.25%
9 600886
68,748,750.00 3.23%
10 600037
68,031,917.82 3.20%
11 000768
64,238,838.16 3.02%
12 600456
55,830,342.57 2.62%
13 000898
55,596,914.31 2.61%
14 000063
52,878,965.96 2.48%
15 600271
48,518,335.99 2.28%
16 000625
48,003,457.42 2.26%
17 600000
47,736,830.73 2.24%
18 000069
47,630,193.51 2.24%
19 002007
46,675,247.46 2.19%
20 600426
45,000,000.00 2.11%
21 600036
43,370,562.49 2.04%
2006
26
1 600309
215,831,019.91 10.14%
2 600036
194,107,046.59 9.12%
3 000792
132,519,239.99 6.23%
4 600660
130,234,813.61 6.12%
5 600050
111,187,654.38 5.22%
6 600196
109,047,570.29 5.12%
7 600583
106,763,633.07 5.02%
8 600851
104,949,435.52 4.93%
9 600269
82,267,222.18 3.86%
10 000089
82,118,275.46 3.86%
11 600028
73,633,537.04 3.46%
12 000768
69,364,160.88 3.26%
13 000402
66,402,509.61 3.12%
14 600886
65,995,041.14 3.10%
15 000970
58,762,915.85 2.76%
16 600519
54,459,210.07 2.56%
17 600066
47,423,569.34 2.23%
18 600261
45,210,750.72 2.12%
19 600598
42,320,885.73 1.99%
20 600096
35,137,765.18 1.65%
2
2,672,407,895.97
3,052,487,813.01
* 30,129,897.75
( )
()
1
316,734,954.76 7.21%
2
580,135,560.00 13.21%
896,870,514.76 20.42%
( )
( ) ( )
1 060225 06 25 1,900,000189,769,100.00 4.32%
2 010214 02 659,98066,354,389.20 1.51%
3 060303 06 03 600,00060,033,000.00 1.37%
4 060229 06 29 600,00059,914,500.00 1.36%
5 060019 06 19 500,00049,774,829.36 1.13%2006
27
( )
1
( ) 1 030002 YGC1 3,505,772 50,910,820.98 1.16%
( )
( )
1
,
2
3
( )
1
848,780.49
2
7,682,791.88
3
25,493,782.68
34,025,355.05
4
( ) ( ) (%)
- - - - - -
5
( )
1 580005 HXB1 2,661,862 0.00 2 580990 JCP1 2,462,928 0.00 3 580993 HXP1 3,992,793 0.00 4 580997 CMP1 9,000,000 0.002006
28
5 038005 JTP1 2,532,690 0.00 6 038008 JTP1 3,600,000 0.00 7 030002 YGC1 3,505,772 33,865,243.40
8 031001 HQC1 500,000 5,575,250.85
6
2006 1 1 14,433,600.00 0.00 0.00 2006 12 31 14,433,600.00
( )
100,524 19,896 ( )
862,266,921 43.11%
1,137,733,079 56.89%
( )
( ) 1
187,468,353 9.37%
2
154,177,825 7.71%
3
81,996,996 4.10%
4 52,490,844 2.62%
5 2 51,887,056 2.59%
6 2 42,066,641 2.10%
7
33,440,769 1.67%
8
26,750,000 1.34%
9
21,918,730 1.10%
10
18,000,000 0.90%
2006
29
( )
( )
1
(1). 2006 2 15
(2). 2006 3 9
(3). 2006 5 27
(4). 2006 8 19
(5). 2006 10 17
(6). 2006 11 7
(7). 2007 3 22
2
( )
( )
( )
1 2006
30
10
1 2006-4-13 2006-4-18 2006-4-19 0.29 58,000,000.16
( )
100,000.00
2004 12 13
( ) ,
( )
1.
-1
1-
1
11
2.
(1).
1 239,951,830.18 4.35% 195,748.99 4.43%
1 314,129,040.05 5.70% 245,807.88 5.56%
1 152,302,355.51 2.76% 124,642.48 2.82%
1 767,482,983.61 13.93% 600,560.87 13.59%
1 1,255,562,023.55 22.79% 1,015,869.38 22.99%
2 952,135,531.96 17.28% 757,393.62 17.14%
1 283,148,408.84 5.14% 231,871.83 5.25%
1 361,997,947.39 6.57% 295,346.59 6.69%
1 295,624,231.05 5.37% 241,801.44 5.47%
1 339,302,488.11 6.16% 275,088.30 6.23%
1 405,250,936.86 7.35% 317,111.90 7.18%
1
143,049,364.70 2.60% 116,549.98 2.64%
13 5,509,937,141.81 100.00% 4,417,793.26 100.00%
(2).
2006
31
25,833,584.30 2.21% 150,000,000.00 5.98% 0.00 0.00%
0.00 0.00% 0.00 0.00% 0.00 0.00%
24,196,555.00 2.07% 0.00 0.00% 0.00 0.00%
1,263,503.20 0.11% 0.00 0.00%
56,903,997.82 45.85%
813,861,810.00 69.59% 791,700,000.00 31.58% 59,325,216.81 47.80%
118,348,176.60 10.12% 390,000,000.00 15.56% 0.00 0.00%
30,429,080.00 2.60% 0.00 0.00% 0.00 0.00%
41,707,320.20 3.57% 250,000,000.00 9.97% 0.00 0.00%
60,263,741.10 5.15% 0.00 0.00% 4,913,957.16 3.96%
53,593,482.50 4.58% 775,500,000.00 30.93% 0.00 0.00%
0.00 0.00% 0.00 0.00%
2,966,420.40 2.39%
0.00 0.00% 150,000,000.00 5.98% 0.00 0.00%
1,169,497,252.90 100.00% 2,507,200,000.00 100.00% 124,109,592.19 100.00%
3.
(1)
(2)
(3)
(4)
(5)
4.
(1)
(2)
2006
32
(3)
(4)
( )
1) 2005
2006 3 28
2) 2005 10 0.29
2006 4 13
3) 2006 6 20 40088-50099 021-68604666
2006 6 20
4)
2006 6 28
5) G 600456
2006 9 14
6) 002003
2006 10 11 7) 600427
2006 11 25 8)
2006 12 21 9) 600529
2007 3 5
10) 002049
2007 3 15
2006
33
1
2
3
4
5
6
7
8
http://www.huaan.com.cn
2007 3 31
