2008
2008
2
2008
3
........................................................................................................................................ 2
................................................................................................................................4
............................................................................................ 6
............................................................................................................................ 7
............................................................................................................................ 9
...................................................................................................................... 10
...................................................................................................................... 26
.................................................................................. 28
.............................................................................................................. 29
...................................................................................................................... 29
...................................................................................................................... 34
2008
4
“ ”
270004
2005 5 20
2,076,242,445.52
1.
2.
3.
4.
1.
2.
3.
4. AAA
2008
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1 ×
19 1208
1 31-33
510308
020-89899117
020-89899158
dxj@gffunds.com.cn
55
100032
010-66106912
010-66106904
custody@icbc.com.cn
http://www.gffunds.com.cn
2008
6
:
1. 2005 5 20
2.
1.
1
2
3
4
1 - 3 2 - 4 1 0.2496% 0.0054% 0.3278% 0.0000% -0.0782% 0.0054%
3 0.6897% 0.0032% 0.9942% 0.0000% -0.3045% 0.0032%
6 1.3928% 0.0041% 1.9884% 0.0000% -0.5956% 0.0041%
1 3.7134% 0.0081% 3.6861% 0.0013% 0.0273% 0.0068%
3 7.5879 0.0057 7.5607 0.0272 0.0223 0.0033
7.8226% 0.0056% 7.7678% 0.0024% 0.0548% 0.0032%
2. 1
2008.1.1-2008.6.30
1.
23,696,798.35
2.
2,076,242,445.52
3.
1.0000
4.
1.3928%
5.
7.8226%
2008
7
2005 5 20 2005 5 20 2008 6 30
[2003]91 2003 8 5 1.2
17
2008 6 30 --- 824.54
2008
8
CFA 5 2003 7 2006 9 2006 9 2008 3 27 2008 4 17
2 4 1 1
1.
2008 70
2008
9
17.5%
30
2.
08 2 17-18%
2008
2008 ——
2008
10
7
2008
2008 8 18
2008 6 30
2008-6-30 2007-12-31
2,429,240.42 120,264,101.76
1,750,000.00 17,902,727.27
--
4 1 1,446,025,286.61 1,198,435,845.58
--
1,446,025,286.611,198,435,845.58
--
--
--
580,201,350.30 400,078,940.12
--
4 2 8,933,904.35 8,503,929.29
--
40,607,513.33 4,700
--
2,079,947,295.01 1,745,190,244.02
-
--
--
--
2008
11
--
--
--
568,646.95 483,923.85
172,317.27 146,643.6
430,793.15 366,608.98
4 3 36,291.20 12,974.78
--
--
2,343,011.76 1,888,389.78
4 4 153,789.16 104,500
3,704,849.49 3,003,040.99
4 5 2,076,242,445.52 1,742,187,203.03
--
2,076,242,445.52 1,742,187,203.03
2,079,947,295.01 1,745,190,244.02
2008 1 1 2008 6 30
2008.1.1-6.30 2007.1.1-6.30
30,252,801.1415,966,310.05
1
28,972,144.5815,888,524.43
831,997.671,851,512.81
20,147,858.8410,541,017.21
--
7,992,288.073,495,994.41
2 "-"
1,280,656.56 77,785.62
--
4 6 1,280,656.56 77,785.62
--
--
--
--
3 "-" --
4 "-"
--
6,556,002.794,818,638.41
1
2,861,792.441,847,636.26
2
867,209.74559,889.80
3
2,168,024.721,399,724.41
4
--
2008
12
5
469,598.04860,900.48
469,598.04860,900.48
6 4 7 189,377.85 150,487.46
23,696,798.3511,147,671.64
2007 1 1 -2008 6 30
2008.1.1-6.30
1,742,187,203.03
-
1,742,187,203.03
-
23,696,798.35
23,696,798.35
"-"
334,055,242.49
-
334,055,242.49
1
8,899,141,077.64 -
8,899,141,077.64
2
-8,565,085,835.15 -
-8,565,085,835.15
-
-23,696,798.35
-23,696,798.35
2,076,242,445.52
-
2,076,242,445.52
2007.1.1-6.30
1,369,638,720.04
1,369,638,720.04
11,147,671.64
11,147,671.64
"-"
-160,802,554.93
-160,802,554.93
1
3,200,768,161.40
3,200,768,161.40
2
-3,361,570,716.33
-3,361,570,716.33
-11,147,671.64
-11,147,671.64
1,208,836,165.11
1,208,836,165.11
1
“ ” [2005]60 2005
4 26 2005 5 20 2,636,630,865.77
2005 4 26 2005 5 17 2,636,630,865.77
192,263.77
2008
13
2
1
[2007]56 2 3
2
1 1 12 31
3
4
5
2008
14
“ ” 0.5%
6
7
A.
a
b
B.
a
2008
15
b
a
b
C.
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D.
( )
E.
( )
a
b
c
d
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f
2008
16
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h
i
8
9
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0.25%
10
“ ”
0.01
2008
17
T
11
12
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13 .
3
1
[2002]128 [2004]78 2004 1
1
2
[2002]128 20%
4
:
1
2008-6-30
2008
18
1,446,025,286.61
1,446,025,286.61
-
1,446,025,286.61
1,446,025,286.61
-
2
2008-6-30
5,811.55
708.75
26,021.88
3,044,295.08
5,575,203.38
-
281,863.71
8,933,904.35
3
2008-6-30
10,600.00
25,691.20
36,291.20
4
2008-6-30
153,789.16
39,781.56
109,507.60
4,500.00
-
153,789.16
5
2008.1.1-6.30
2008
19
1,742,187,203.03
8,899,141,077.64
-8,565,085,835.15
2,076,242,445.52
6
2008.1.1-6.30
1,780,450,820.81
1,773,480,106.21
5,690,058.04
1,280,656.56
7
2008.1.1-6.30
89,507.60
39,781.56
9,000.00
51,088.69
189,377.85
8
1.00 1.00 23,696,798.35
5
1
2008
20
2
A.2008 1 1 -6 30
5,178,300,000.00 100%
B.2007 1 1 -6 30
2,249,100,000 100%
3
A.
0.33%
H=E×0.33%÷
H
E
2,861,792.44 2,293,145.49 568,646.95
2008
21
2007 1,847,636.26
B.
0.1%
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H
E
867,209.74 694,892.47 172,317.27 2007 559,889.8
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H E×0.25%÷
H
E
2,168,024.72 1,737,231.57
430,793.15 2007 1,399,724.41
2008 1 -6 2007 1 -6
1,005,159.76 986,384.79
754,995.35 286,412.65
93,906.96 81,781.37
1,854,062.071,354,578.81
2008
22
4
2008 6 30 2,429,240.42 447,304.62 2007 6
30 281,823,393.43 2006 270,295.57
5
2008
2007
986,944,606.71 -
--
--
6
2008 6 30
2008-6-30
382,453
0.02%
2007 6 30
2007-6-30
12.26 0.00%
367,761.89 0.03%
367,774.15 0.03%
6
2008 6 30
7
2008 6 30
2008
23
0
8
2008 6 30
9
1
2
A.
a.
b.
2008
24
AAA
c.
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a.
2008
25
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11
2008
26
12
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1,446,025,286.61 69.52%
580,201,350.30 27.90%
--
4,179,240.42 0.20%
49,541,417.68 2.38%
2,079,947,295.01 100.00%
( )
(%)
3,707,237,393.38 1.88%
1
--
--
2
--
1
158
160
41
2
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397 0.99% -
2 30 ( ) 60 2.41%
-
3 60 ( ) 90 5.32%
-
2008
27
397 3.39%
-
4 90 ( ) 180 6.74%
-
5 180 ( ) 397 ( ) 49.38%
-
97.79% -
1
( )
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1
--
2
170,199,785.25 8.20
170,199,785.25 8.20
3
586,005,083.26 28.22
4
689,820,418.10 33.22
5
--
1,446,025,286.61 69.65
397
90,834,493.35 4.37
2
“ ” “ ”
0.5%( ) -
0.25%( )-0.5% -
0.04%
( )
(%)
1 08 13 1,200,000 - 117,285,636.77 5.65
2 08 48 1,000,000 - 99,777,879.30 4.81
3 08 16 1,000,000 - 97,540,356.33 4.70
4 08 37 1,000,000 - 97,052,329.42 4.67
5 08 61 1,000,000 - 96,463,742.73 4.65
6 08 25 800,000 - 77,885,138.71 3.75
7 04 20 700,000 - 70,301,316.83 3.39
8 08 CP01 600,000 - 60,224,441.28 2.90
9 08 CP01 500,000 - 50,155,391.64 2.42
10 08 CP01 500,000 - 50,096,366.78 2.41
2008
28
-0.06%
0.03%
( )
1 “ ”
2 397 397 20%
3 ,
4
( )
1
-
2
-
3
8,933,904.35
4
40,607,513.33
5
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6
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7
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49,541,417.68
32,830
63,242.23
898,080,711.07
43.26%
1,178,161,734.45
56.74%
2008
29
21,000.00 0.001011%
2,636,630,865.77
1,742,187,203.03
8,899,141,077.64
8,565,085,835.15
2,076,242,445.52
2008 3 9 2008 1) 2)
2008 6 6 2008 1) ;2)
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2008
30
2008 1 16 2008 1 15 1 31-33
2008 1 16 2008 1 16
2008 1 22 2008 1 23
2008 1 29 2008 1 29 “ ”,
2008 1 30 ( 2 4 2 5 ) ( 2 1 2 4 2 5 ) 2 13
2008 3 13 2008 3 14
2008
31
2008 3 17 2008 3 18
2008 3 17 2008 3 18 “ ”
2008 3 24 2008 3 24
2008 3 25 2008 3 26
2008 4 1 ( 4 2 4 3 ) ( 4 1 4 2 4 3 ) 2008 4 7
2008 4 8 2008 4 8
2008
32
2008 4 11 2008 4 11 “ ”
2008 4 25 ( 4 29 4 30 ) ( 4 28 4 29 4 30 ) 2008 5 5
2008 5 6 2008 5 6
2008 5 6 2008 5 6
2008 5 27 2008 5 27 LOF
2008 5 30 “ ” ( 6 5 6 6 ) “ ” ( 6 4 6 5 6 6 )
2008
33
2008 6 10
2008 5 30 2008 5 30 LOF
2008 5 30 2008 5 30
2008 5 30 2008 5 30
2008 5 30 2008 6 26 “T+0”
2008 6 26 2008 6 26
23,696,798.35 18,932,080.52 4,310,095.85 454,621.98
2008
34
1
1 5,178,300,000.00100% - -
1 5,178,300,000.00100% - -
2
1.
2.
3.
4.
5.
6.
1 31-33
1. 8:30-11:30 13:30-17:00
2. http://www.gffunds.com.cn
95105828 020-83936999 services@gffunds.com.cn
