50
2006
50 2006
2007 3
15
2006 1 1 2006 12 31 50 2006
...........................................................................................................................1
...........................................................3
.......................................................................................................3
...........................................................................3
.......................................................................................................................5
.......................................................................................................................9
.........................................................................................................................10
.................................................................................................................11
.....................................................................................................11
.....................................................................................................14
.................................................................................................................25
.............................................................................25
.............................................................25
.................26
.................................................................27
.............................................................28
.............28
.29
.................29
.............................................................................................29
.............................................................................30
.........................................................................................................30
.........................................................................................................30
.....................................................................................................30
.................................................................................................................30
.............................................................................................................33 50 2006
1
50
50ETF
510050
2004 12 30
3,113,566,757
2005 2 23
50
50
CHINA
ASSET
MANAGEMENT
CO.,LTD.
A
33 B 8
100032
50 2006
2
010 88066688
010 88066566
http://www.ChinaAMC.com
chinaamc@ChinaAMC.com
55
55
100032
010 66106912
010 66106904
http:// www. icbc.com.cn
custody@icbc.com.cn
www.ChinaAMC.com
222 30 :200002
1 8 :100738
27 22
27 22 50 2006
3
2006 2005 2004 12 30 ( ) 2004
12 31 1,937,258,183.42 -19,092,746.23 373,553.72 0.4974 -0.0025 0.0001 -
1,467,929,585.81 -250,767,147.27 -20,021,628.41 0.4715 -0.0309 -0.0037 -
5,490,684,478.62 6,601,139,810.16 5,415,309,677.59 1.763 0.814 0.996 2.159 0.964 0.996 47.04% -0.31% 0.01%
127.78% -3.29% -0.10%
120.06% -3.39% -0.10%
50ETF 2005 2 4 1.18384087 = 1.00 50ETF
1
57.69% 1.50% 61.81% 1.58% -4.12% -0.08%
59.92% 1.39% 63.72% 1.45% -3.80% -0.06%
127.78% 1.33% 126.69% 1.39% 1.09% -0.06%
120.06% 1.28% 113.96% 1.33% 6.10% -0.05%
2
50ETF 50 2006
4
2004 12
30 2006 12 31
-40.00%
0.00%
40.00%
80.00%
120.00%
160.00%
2004-12-30
2005-3-30
2005-6-30
2005-9-30
2005-12-30
2006-3-30
2006-6-30
2006-9-30
2006-12-30
50ETF
1 2004 12 30 2005 2 23
2 90% 3
3
50ETF
50 2006
5
-20.00%
0.00%
20.00%
40.00%
60.00%
80.00%
100.00%
120.00%
140.00%
2005 2006
2004 12 30 2004 , -0.10%, -0.09%
4
10
2006 0.61
2005 -
2004 -
0.61
1
1998 4 9 13800
2006 12 792 4 50ETF ETF 1150 2006
6
2
1999 50 2004 12 2006
6
1
2006 12 31 1.763 127.78% 50 126.69% 2005 2 4 -4.79% 0.061 0.10%
2
2006 A 50 126.69%
5 8 200 5050 2006
7
95% 2006 5 19 11
16 0.024 0.037
2006 10 27 12 29 98.7% 50
3
2007
50 A A
50 50 50
50 2006
8
ETF
50ETF
1
2
3
4
5
6
1
50 2006
9
“ ”
2 “ 365 ”
365 ” 2006 12 31 221
3
30
2006 50
2006 50 50
2006 5050 2006
10
2006 50
2007 3 15
( )(07) PB0016
50
50 ( 50ETF ) 2006 12 31 2006
50 50ETF
1
2
3
50 2006
11
50ETF 50 50ETF 2006
12 31 2006
2007 3 21
50
2006 12 31
( )
2006 12 31 2005 12 31
6a 91,530,949.86 30,187,556.94
6b 644,887.52 720,516.97
6b 250,000.00 -
6c 27,132.62 25,548.11
6d 21,228,036.00 78,883,116.00
5,474,106,091.90 6,523,646,993.41
3,604,858,886.45 6,380,238,575.72
--
--
--50 2006
12
5,587,787,097.90 6,633,463,731.43
11,523,205.31 22,618,116.09
2,040,458.18 2,743,318.76
408,091.61 548,663.76
6e 1,248,196.59 478,433.68
6f 81,797,667.59 5,835,388.98
6g 85,000.00 100,000.00
97,102,619.28 32,323,921.27
6h 2,630,055,371.62 6,851,906,957.43
/ 6i 1,392,699,521.19 (223,447,265.39)
/( )
1,467,929,585.81 (27,319,881.88)
5,490,684,478.62 6,601,139,810.16
(2006 1.763 )
(2005 0.814 )
5,587,787,097.90 6,633,463,731.43
50
2006
( )
2006 2005
/( ) 6j
1,769,538,355.22 (153,379,858.96)
6k 115,334,048.22 63,414,658.73
1,014,504.29 2,879,891.30
81,358,936.78 158,648,206.15
- 573,142.00
6l (4,041,012.48) (53,971,439.19)
1,963,204,832.03 18,164,600.03
(20,781,954.90) (30,714,454.82)
(4,156,390.93) (6,142,890.93)
6m (1,008,302.78) (400,000.51)
(60,000.00) (50,000.00)
(240,000.00) (240,000.00)
(85,000.00) (100,000.00)
(25,946,648.61) (37,257,346.26)50 2006
13
/( )
1,937,258,183.42 (19,092,746.23)
1,725,922,803.91 163,803,599.82
3,663,180,987.33 144,710,853.59
/( )
1,937,258,183.42 (19,092,746.23)
/( )
(27,319,881.88) 373,553.72
1,003,924,598.55 38,748,385.68
(1,239,270,737.57)
47,349,075.05
/( ) 1,674,592,162.52 (27,319,881.88)
(206,662,576.71) -
/( ) 1,467,929,585.81 (27,319,881.88)
50
2006
( )
2006 2005
6,601,139,810.16 5,415,309,677.59
/( )
1,937,258,183.42 (19,092,746.23)
1,725,922,803.91 163,803,599.82
3,663,180,987.33 144,710,853.59
6,356,761,180.9312,025,830,987.34
(10,923,734,923.09)(10,984,711,708.36)
(4,566,973,742.16) 1,041,119,278.98
(206,662,576.71)
-
5,490,684,478.62
6,601,139,810.16
50 2006
14
( )
1
50 ( ) ( ” ”) [2004] 196 50 50 2004 12 30 5,435,331,306.00 ( ) (04) 019
50
2
50
1 1 12 31
50 2006
15
1 2006 11 13 2006 11 13
2
3
4
5 /( )
6 ( ) /( )
50 2006
16
( )
/( )
/( ) /( ) ( ) /( ) /( )
/( ) /( ) /( )
50 2006
17
/( ) /( )
/
/ / ( )
0.5%
50 2006
18
0.1%
( )
( )
1% 100%
3
[2002]128 [2004]78 [2005]102 [2005]103
[2005]107 [2005]11 ( )
50 2006
19
2004 1 1
2004 1 1
20% 2005 6 13 50%
2005 1 24 0.1%
2005 6 13
4
5
1
40.725
35.725
20
3.55
50 2006
20
2
2006 2005
3
0.5% 0.5% /
2006
( )
2,743,318.76
20,781,954.90
(21,484,815.48)
2,040,458.18
2005 1 1 2005 12 31 30,714,454.82
4
0.1% 0.1% /
2006
( )
548,663.76
4,156,390.93
(4,296,963.08)
408,091.61
2005 1 1 2005 12 31 6,142,890.93
5 50 2006
21
2006 12 31 91,530,949.86 (2005
12 31 30,187,556.94 ) 987,087.65 (2005 2,769,747.11 )
6
2005
7 2005 2005
6
a
2006 12 31 2005 12 31 91,530,949.86 30,187,556.94
--
91,530,949.86 30,187,556.94
b
2006 12 31 2005 12 31
644,887.52 720,516.97
644,887.52 720,516.97
250,000.00 -
250,000.00 -
c
2006 12 31 2005 12 31 26,813.40 25,191.49
319.22 356.62
27,132.62 25,548.11
d
2006 12 31 2005 12 31 1 21,228 036.00 78,883,116.00
21,228 036.00 78,883,116.00
1 2006 12 31
e 50 2006
22
2006 12 31 2005 12 31 1,196,814.89
8,638.08
48,912.35
-
2,469.35
2,469.35
- 467,326.25
1,248,196.59 478,433.68
f
2006 12 31 2005 12 31 1 81,374,138.00 1,626,456.00
2 257,545.74 1,893,949.76
(84,016.15) -
3 - 2,314,983.22
250,000.00 -
81,797,667.59 5,835,388.98
1 2006 12 31
2
3
g
2006 12 31 2005
h
2006
2005 12 31 8,111,566,757 6,851,906,957.43
5,813,000,000 4,910,288,768.69
(10,811,000,000) (9,132,140,354.50)
2006 12 31 3,113,566,757 2,630,055,371.62
i /( )
/( )(1)
/( )
2005 12 31 143,408,417.69 (366,855,683.08) (223,447,265.39)
1,725,922,803.91 - 1,725,922,803.9150 2006
23
- 442,547,813.69 442,547,813.69
- (552,323,831.02) (552,323,831.02)
2006 12 31 1,869,331,221.60 (476,631,700.41) 1,392,699,521.19
1 /( )
2006 12 31 2005 12 31 1,869,247,205.45 143,408,417.69
84,016.15 -
1,869,331,221.60 143,408,417.69
j /( )
2006 2005 12,452,734,541.68 12,331,687,764.73
(1,307,076.25) (1,094,299.72)
(10,681,889,110.21) (12,483,973,323.97)
1,769,538.355.22 (153,379,858.96)
2006 4,966,097.79 2005 64,942,775.25
k
l
2006 2005 16,919.41
1,945.56
4,206.55
-
- 17,843.92
1 (4,062,138.44)
(53,991,228.67)
(4,041,012.48) (53,971,439.19)
1 50 2006
24
m
2006 2005 619,987.73 -
240,000.00 240,000.00
85,000.00 100,000.00
60,000.00 50,000.00
2,815.05 -
500.00 10,000.51
1,008,302.78 400,000.51
7
2006
2006
2006-5-18
10 0.24 84,541,603.40 - 84,541,603.40
2006-11-15
10 0.37 122,120,973.31 - 122,120,973.31
10 0.61 206,662,576.71 - 206,662,576.71
2005
8
1
2006 12 31
( ) 600601
2006-12-22 4.19 2007-1-4 3.99 7,591,591 31,808,766.29
2006 12 31
( )
2006-12-28 2007-1-9 2007-1-9 18.88 59,000 1,113,920.00 1,113,920.00 0.02%
2006-6-28 2006-7-5 2007-1-5 3.08 749,796 2,309,371.68 4,071,392.28 0.07%
2006-12-6 2006-12-15 2007-3-15 14.09 17,772 250,407.48 979,592.64 0.02%
3,673,699.166,164,904.,92 0.11%
2
2006 12 31 50 2006
25
5,474,106,091.90 97.97%
--
--
--
92,175,837.38 1.65%
21,505,168.62 0.38%
5,587,787,097.90 100.00%
A
--
B
373,037,321.09 6.79%
C
1,600,246,958.32 29.14%
C0
324,014,660.24 5.90%
C1
74,061,866.34 1.35%
C2
--
C3
--
C4
140,747,761.13 2.56%
C5
17,298,197.78 0.32%
C6
726,391,352.87 13.23%
C7
283,709,646.00 5.17%
C8
26,934,151.16 0.49%
C99
7,089,322.80 0.13%
D
422,349,512.58 7.69%
E
--
F
625,125,914.83 11.39%
G
361,391,010.62 6.58%
H
21,682,544.42 0.39%
I
1,919,411,560.20 34.96%
J
15,156,974.88 0.28%
K
- -
L
19,885,464.28 0.36%50 2006
26
M
115,818,830.68 2.11%
5,474,106,091.90 99.70%
1 600036
36,884,013603,422,452.68 10.99%
2 600016
53,500,853545,708,700.60 9.94%
3 600019
39,612,399343,043,375.34 6.25%
4 600050
63,157,048294,943,414.16 5.37%
5 601988
50,619,375 274,863,206.25 5.01%
6 600028
28,879,550263,381,496.00 4.80%
7 600519
2,725,728239,400,690.24 4.36%
8 600900
23,698,880231,538,057.60 4.22%
9 600000
10,596,470225,810,775.70 4.11%
10 600005
27,810,783 176,876,579.88 3.22%
11 600030
6,327,450173,245,581.00 3.16%
12 600018
22,978,112160,617,002.88 2.93%
13 600009
7,142,297135,060,836.27 2.46%
14 600320
8,757,120102,983,731.20 1.88%
15 600104
11,815,236 96,530,478.12 1.76%
16 600015
12,888,623 95,246,923.97 1.73%
17 601006
11,198,580 90,708,498.00 1.65%
18 600309
3,681,021 89,191,138.83 1.62%
19 600887
3,192,980 84,613,970.00 1.54%
20 600832
7,246,072 82,822,602.96 1.51%
21 600583
2,263,079 78,460,948.93 1.43%
22 600642
10,546,587 77,095,550.97 1.40%
23 600177
8,397,037 74,061,866.34 1.35%
24 600660
3,841,672 56,741,495.44 1.03%
25 600001
12,542,933 54,687,187.88 1.00%
26 600026
4,673,144 48,367,040.40 0.88%
27 600010
15,446,284 48,192,406.08 0.88%
28 600717
5,262,675 46,890,434.25 0.85%
29 600879
3,006,868 46,275,698.52 0.84%
30 600795
7,271,280 44,863,797.60 0.82%
31 600688 S 6,972,315 42,531,121.50 0.77%
32 600029 S 9,563,651 39,115,332.59 0.71%
33 600205 S 1,715,475 38,752,580.25 0.71%
34 600269
4,503,539 38,235,046.11 0.70%
35 600649
6,160,376 35,175,746.96 0.64%50 2006
27
36 600011
5,221,141 33,676,359.45 0.61%
37 600100
3,113,713 33,659,237.53 0.61%
38 600895
4,768,241 32,996,227.72 0.60%
39 600601
7,591,591 31,808,766.29 0.58%
40 600188
4,412,288 31,194,876.16 0.57%
41 600428
2,691,463 29,256,202.81 0.53%
42 600004
3,823,178 28,826,762.12 0.53%
43 600418
5,824,398 28,656,038.16 0.52%
44 600085
1,567,762 26,934,151.16 0.49%
45 600037
799,898 19,885,464.28 0.36%
46 600839
4,099,099 17,298,197.78 0.32%
47 600048
349,884 15,156,974.88 0.28%
48 600500
2,173,451 14,822,935.82 0.27%
49 600550
507,600 9,263,700.00 0.17%
50 600331
581,540 9,025,500.80 0.16%
51 600362
698,080 8,097,728.00 0.15%
52 600020
1,712,502 8,048,759.40 0.15%
53 600210
2,695,560 7,089,322.80 0.13%
54 600058
937,105 6,859,608.60 0.12%
55 601628
59,000 1,113,920.00 0.02%
56 002095
17,772 979,592.64 0.02%
1 2 20
( ) 1 601988
185,484,901.81 2.81%
2 600016
94,656,494.09 1.43%
3 601398
84,739,440.51 1.28%
4 601006
72,115,488.76 1.09%
5 600583
57,446,046.12 0.87%
6 600036
56,535,722.46 0.86%
7 600001
52,519,174.83 0.80%
8 600309
48,852,305.37 0.74%
9 600010
45,402,609.92 0.69%
10 600519
41,352,241.84 0.63%
11 600030
38,297,961.52 0.58%
12 600269
37,463,405.70 0.57%
13 600005
33,102,030.97 0.50%
14 600000
32,710,941.27 0.50%
15 600418
31,301,225.69 0.47%50 2006
28
16 600188
31,279,164.91 0.47%
17 600018
30,638,773.13 0.46%
18 600085
28,293,311.59 0.43%
19 600027
26,771,014.24 0.41%
20 600428
25,979,925.69 0.39%
2 2 20
( ) 1 600036
269,942,892.42 4.09%
2 600050
131,009,063.87 1.98%
3 601398
83,225,909.81 1.26%
4 600000
80,656,769.84 1.22%
5 600900
60,976,946.19 0.92%
6 600002
60,556,455.82 0.92%
7 600019
55,782,064.21 0.85%
8 600009
55,118,802.37 0.83%
9 600030
46,130,046.01 0.70%
10 600098
41,150,879.45 0.62%
11 600808
37,701,658.51 0.57%
12 600016
36,883,056.52 0.56%
13 600519
34,421,730.18 0.52%
14 600028
32,524,349.28 0.49%
15 600839
30,823,634.11 0.47%
16 600171
30,327,515.38 0.46%
17 600309
27,809,163.94 0.42%
18 600320
24,841,551.20 0.38%
19 600033
24,467,275.70 0.37%
20 600780
24,111,257.55 0.37%
3 1,300,688,448.22 1,594,067,860.68 5,996,570,522.68 10,858,666,681.00
50 2006
29
1
2
3
21,228,036.00
250,000.00
27,132.62
21,505,168.62
4
5
HXB1 841,537 -
QCB1 1,075,714 -
CWB1 4,950,685 -
JTB1 1,179,309 -
CWB1 1,013,304 -
JCP1 4,799,155 -
QCP1 7,529,996 -
HXP1 1,262,306 -
CTP1 3,152,390 -
JTP1 8,494,871 -
CMP1 40,124,372 -50 2006
30
2006 12 31 50ETF
16,538 188,267
2,554,094,873 82.03%
559,471,884 17.97%
3,113,566,757 100.00%
5,435,331,306
8,111,566,757
-
5,813,000,000
10,811,000,000
3,113,566,757
2006
50 2006
31
40.725% 35.725% 20% 3.55%
85,000.00 2
2006 11 11 2006
11 15 10 0.37
2006 5 13 2006 5 18 10 0.24
1
2
3
4
5
50 1
2006 1 1 2006 12 31
50 2006
32
1
1 2,345,174,611.02 82.58%1,923,035.45 82.66%
2
2 432,243,491.87 15.22%354,440.28 15.24%
3
1 62,506,164.59 2.20%48,912.35 2.10%
4 2,839,924,267.48 100%2,326,388.08 100.00%
2006 1 1 2006 12 31
1 2006 12 14 50ETF 50ETF
2 2006 11 11 50
3 2006 10 28
4 2006 6 12
5 2006 5 13 50
6 2006 5 13
7 2006 4 13
8 2006 2 21 50
9 2006 2 6
50 2006
33
www.ChinaAMC.com
1
2 50
3 50
4
5
6
/
/
