2008
2008
2008 8 19
2008 1 1 2008 6 30 2008
...........................................................................................................................1
.......................................................................................2
.......................................................................................................2
.......................................................................................................3
.......................................................................................................................5
.....................................................................................................................10
.................................................................................................................10
.....................................................................................................10
.....................................................................................................13
.................................................................................................................22
.............................................................................22
.............................................................23
.................23
.................................................................23
.............................................................25
.............26
.26
.........................................................................26
.............................................................................................26
.............................................................................27
.................................................................................27
.....................................27
.....................................................................................................28
.................................................................................................................28
.................................................................................................................31 2008
1
(A/B ) C
001001 001002 001003 C
2002 10 23
7,749,688,483.26
A/B 5,055,784,324.38
C 2,693,904,158.88
“53% +46% +1% ”
CHINA
ASSET
MANAGEMENT
CO.,LTD.
A
33 B 8
100032 2008
2
400-818-6666
010-88066511
www.ChinaAMC.com
service@ChinaAMC.com
“ ”
188
188
200120
021-68888917
021-58408836
www.bankcomm.com
zhangyd@bankcomm.com
www.ChinaAMC.com
33 B 8
1 A/B
2008 1 1 2008 6 302008
3
40,453,360.63 141,780,429.38 0.0083 371,310,080.96 0.0734 5,561,005,933.67 1.100 0.75%
0.82%
44.86%
2 C
2008 1 1 2008 6 30 12,221,537.42 51,935,714.92 0.0059 173,090,469.66 0.0643 2,939,072,299.01 1.091 0.54%
0.64%
43.78%
1
1 A/B
-0.27% 0.04% -0.59% 0.06% 0.32% -0.02%
0.37% 0.05% -0.18% 0.05% 0.55% 0.00%
0.82% 0.08% 2.15% 0.06% -1.33% 0.02%
9.61% 0.16% 3.03% 0.06% 6.58% 0.10%
36.30% 0.14% 6.27% 0.06% 30.03% 0.08%
44.86% 0.14% 12.04% 0.09% 32.82% 0.05%2008
4
2 C
-0.27% 0.04% -0.59% 0.06% 0.32% -0.02%
0.28% 0.05% -0.18% 0.05% 0.46% 0.00%
0.64% 0.09% 2.15% 0.06% -1.51% 0.03%
9.27% 0.17% 3.03% 0.06% 6.24% 0.11%
35.28% 0.14% 6.27% 0.06% 29.01% 0.08%
43.78% 0.14% 12.04% 0.09% 31.74% 0.05%
2
2002 10 23 2008 6 30
-10.00%
0.00%
10.00%
20.00%
30.00%
40.00%
50.00%
2002-10-23 2003-10-23 2004-10-23 2005-10-23 2006-10-23 2007-10-23
2008
5
-10.00%
0.00%
10.00%
20.00%
30.00%
40.00%
50.00%
2002-10-23 2003-10-23 2004-10-23 2005-10-23 2006-10-23 2007-10-23
2002 10 23 2002 11 19 3
1
1998 4 9 ETF 2008 2
2008 6 30 2023 1200 2 15 1 602008
6
2
2004-02-27 — 8
2000 2005 4 12 2006 1
24 2007 1 6 2008 2 4
80
1
2
3
2008
7
1
2008 6 30 A/B 1.100 0.82% C 1.091 0.64% 2.15%
2
1 2 0.22% 31%
3
“ ” 2008
8
2008
1 2008 6 30 1 4 1/10 2 4
2 2008 6 8 7 1
2008
1
1 “ ”
“ ”
2 “2008 ”
2
3
1
2
3
4 2008
9
2008
1 2008 1 “2007
”
2 2008 1 “2007 ” “ ” “ ”
3 2008 1 21 “ ” “2007 ”
4 2008 1 “2007 ” “2007 ”
5 2008 2 “2007 ” “ ”
6 2008 3 (Asia Asset
Management) “ ” “ ”
7 2008 3 “ ”
“ TOP ” “ ”
8 2008 4 Asian Investor “2008 ” “ ” “ ”
9 2008 4 ( ) “2007 ” “2007 ”
10 2008 5 “ 2008 ” “2008 ”
20082008
10
30 31 “ ── ”
“5.12” 350 80
2008
2008
2008
2008 6 30
( )
119,992,136.14290,874,349.03
485,159,110.86205,724,992.30
a 324,912.79272,470.96
b 7,849,757,834.676,225,622,762.062008
11
22,918,741.69184,876,567.49
7,769,436,950.585,983,344,052.17
57,402,142.40 57,402,142.40
c -9,087,408.11
--
--
d 114,687,519.8670,448,511.63
--
26,706,282.5269,088,712.37
150,000.00 -
8,596,777,796.846,871,119,206.46
--
--
--
--
4,221,828.4291,321,757.04
77,797,534.9420,011,306.95
4,290,706.433,327,910.19
1,430,235.491,109,303.44
768,531.22 376,537.78
e 918,428.59764,427.41
-5,272,558.96
f - -
-119,469,335.67
g 7,272,299.07376,934.73
96,699,564.16242,030,072.17
h 7,749,688,483.265,973,466,730.62
750,389,749.42655,622,403.67
8,500,078,232.686,629,089,134.29
(2008 6 30 A/B 1.100 C 1.091 )
(2007 A/B 1.111 C 1.104 )
8,596,777,796.846,871,119,206.46
2008 1 1 2008 6 30
( )
2008
12
1.
135,062,926.4542,481,797.39
6,812,774.01 3,951,022.75
125,226,420.19 33,912,112.24
853,068.33 2,819,983.18
2,170,663.92 1,798,679.22
2.
110,802,437.59143,407,842.80
i 91,703,465.72 45,995,951.82
j 15,301,142.31 87,318,864.33
- 1,512,825.73
k 3,773,671.00 8,359,227.22
24,158.56220,973.70
3. / l (141,041,246.25) 20,280,992.19
4. m 150,000.00255,000.00
104,974,117.79206,425,632.38
1.
(22,806,417.98)(9,734,776.71)
2.
(7,602,139.35)(3,244,925.56)
3.
(3,368,167.50)(1,029,970.43)
4. n (1,418,801.98)(916,413.92)
5.
(16,859,522.34)(7,622,912.21)
(16,859,522.34) (7,622,912.21)
6. o (244,170.59)(507,433.56)
(52,299,219.74)(23,056,432.39)
52,674,898.05183,369,199.99
( )
2008 1 1 2008 6 30
( )
( ) 5,973,466,730.62 655,622,403.67 6,629,089,134.29
( ) -52,674,898.05 52,674,898.05
1,776,221,752.64185,149,920.38 1,961,371,673.02
1 7,828,983,961.02796,999,818.19 8,625,983,779.21
2 (6,052,762,208.38)(611,849,897.81) (6,664,612,106.19)
-(143,057,472.68) (143,057,472.68)
( ) 7,749,688,483.26 750,389,749.42 8,500,078,232.682008
13
( ) 1,217,213,753.74 47,051,694.49 1,264,265,448.23
( ) -183,369,199.99 183,369,199.99
3,656,309,693.68300,165,265.95 3,956,474,959.63
1 8,104,768,951.17564,051,900.90 8,668,820,852.07
2 (4,448,459,257.49)(263,886,634.95) (4,712,345,892.44)
-(246,824,887.33) (246,824,887.33)
( ) 4,873,523,447.42 283,761,273.10 5,157,284,720.52
1
( “ ”) ( “ ”) [2002] 61 2002 10 23
5,132,789,987.20 (2002) 103
( ) 2006 4 3 A B
/ C A B C A/B C2008
14
( ) ( ) 20%
2
2007 7 1 ( “ ”) 2007 7 1 2006 2 15 ( " ") 2007 5 15 ( “ ”)
2007 7 1 38 - 2007 1 1 2007 6 30 “2007 ” 2007 2007
/
2008
15
( )-“ ( )”
2007 6 30 ( ) 2007
2007
2007
2007
1,264,265,448.23 163,088,207.80 5,157,284,720.52
-
20,280,992.19 -
1,264,265,448.23 183,369,199.99 5,157,284,720.52
3
2008 1 1 2008 6 30
2007 7 1
4
[2002]128 [2004]78 [2005]11 ( ) [2005]102
[2005]103 [2005]107 2008 4 24
1
2
3 20% 50%
4 2008 4 24 0.3% 2008 4 24 0.1%
52008
16
5
6
1
100
100
2
3
-348,000,000.00- 140,153.42
-348,000,000.00- 140,153.42
4
22,806,417.989,734,776.71
: 0.6%
×0.6% /
2008
17
7,602,139.353,244,925.56
: 0.2%
×0.2% /
C 0.3% C
C × 0.3% /
3,368,167.50 ( 1,029,970.43 )
1,452,397.10 528,138.80
284,453.92 -
205,115.63 96,506.86
3,892.81 -
3,497.06 -
1,949,356.52 624,645.66
5
119,992,136.14 2,267,032,644.02
1,504,633.62 1,320,694.85
:
6
( )
(
( )
164,939,435.482.13%5,853,937.05 -
164,939,435.482.13%5,853,937.05 -
( )
(
( )2008
18
39,259,894.19 0.81%39,259,894.19 -
39,259,894.19 0.81%39,259,894.19 -
0
7
a
324,912.79
324,912.79
b
20,894,085.5422,918,741.69 2,024,656.15
1,488,100,990.93 1,470,411,450.58
(17,689,540.35)
6,346,411,914.69 6,299,025,500.00
(47,386,414.69)
7,834,512,905.627,769,436,950.58 (65,075,955.04)
57,402,142.4057,402,142.40 -
7,912,809,133.567,849,757,834.67 (63,051,298.89)
c
d
113,222,447.44
1,150,405.26
265,121.36
49,427.85
117.95
114,687,519.86
e
892,656.29
25,772.30
918,428.59
2008
19
729,303.48
148,606.54
9,959.80
4,786.47
892,656.29
f
g
7,081,465.64
183,517.02
7,316.41
7,272,299.07
h
A/B
2007 12 31 4,532,423,749.53 4,532,423,749.53
2,540,310,384.42 2,540,310,384.42
37,558,176.88 37,558,176.88
(2,016,949,809.57) (2,016,949,809.57)
2008 6 30 5,055,784,324.38 5,055,784,324.38
C
2007 12 31 1,441,042,981.09 1,441,042,981.09
5,288,673,576.60 5,288,673,576.60
25,056,397.77 25,056,397.77
(4,035,812,398.81) (4,035,812,398.81)
2008 6 30 2,693,904,158.88 2,693,904,158.88
i
324,903,707.89
(233,200,242.17)
91,703,465.72
j
5,427,378,278.85
(82,360,878.68)2008
20
(5,329,716,257.86)
15,301,142.31
k
16,530,977.26
(12,757,306.26)
3,773,671.00
l /
—— (95,176,603.74)
—— (45,458,438.09)
—— -
—— (406,204.42)
-
(141,041,246.25)
m
150,000.00
150,000.00
n
1,360,051.98
5 8, 7 50 . 00
1,418,801.98
o
119,344.68
59,672.34
51,653.57
13,500.00
244,170.59
8
1 A/B
2008-04-02 10 0.20 59,474,690.57 41,201,316.01 100,676,006.58
59,474,690.5741,201,316.01 100,676,006.582008
21
2 C
2008-04-02 10 0.20 15,095,047.30 27,286,418.80 42,381,466.10
15,095,047.3027,286,418.80 42,381,466.10
9
1
1 002223
2008-04-10 2008-07-18 9.48 20.00 19,071 180,793.08 381,420.00
2 002224
2008-04-17 2008-07-25 9.38 13.77 18,444 173,004.72 253,973.88
3 002225
2008-04-17 2008-07-25 4.79 6.50 46,153 221,072.87 299,994.50
4 002235
2008-05-08 2008-08-18 10.91 10.82 22,243 242,671.13 240,669.26
5 002236
2008-05-12 2008-08-20 24.24 36.00 12,573 304,769.52 452,628.00
6 002238
2008-05-14 2008-08-26 6.98 12.25 39,463 275,451.74 483,421.75
7 002240
2008-05-15 2008-08-25 15.70 12.19 79,719 1,251,588.30 971,774.61
8 002242
2008-05-20 2008-08-28 22.54 40.44 47,488 1,070,379.52 1,920,414.72
9 002245
2008-05-28 2008-09-05 16.38 16.02 10,566 173,071.08 169,267.32
10 002246
2008-05-29 2008-09-05 6.95 8.22 37,754 262,390.30 310,337.88
11 002247
2008-05-30 2008-09-12 16.05 14.65 13,026 209,067.30 190,830.90
12 002248
2008-06-05 2008-09-12 9.80 10.97 18,001 176,409.80 197,470.97
13 002249
2008-06-10 2008-09-19 25.60 24.21 29,830 763,648.00 722,184.30
14 002250
2008-06-10 2008-09-19 10.52 12.80 26,001 273,530.52 332,812.80
15 002251
2008-06-11 2008-09-19 26.08 48.55 22,142 577,463.36 1,074,994.10
16 002252
2008-06-13 2008-09-23 12.81 24.87 27,141 347,676.21 674,996.67
17 002255
2008-06-18 2008-09-25 10.46 19.64 19,865 207,787.90 390,148.60
6,710,775.35 9,067,340.26
2
3
2008 6 30
4
2007 7 1
10 2008
22
Beta
2.91 19.08 3.16
11
2008 7 2 2008 7 3 2008 7 4 A/B 10 0.20 C 10 0.20
22,918,741.69 0.27%
7,769,436,950.58 90.38%2008
23
--
57,402,142.40
0.67%
605,151,247.00 7.04%
141,868,715.17 1.65%
8,596,777,796.84 100.00%
A
- -
B
5,673,619.10 0.07%
C
15,211,189.42 0.18%
C0
586,405.78 0.01%
C1
- -
C2
971,774.61 0.01%
C3
240,669.26 0.00%
C4
3,162,481.20 0.04%
C5
1,109,425.91 0.01%
C6
299,994.50 0.00%
C7
7,464,775.59 0.09%
C8
1,184,831.67 0.01%
C99
190,830.90 0.00%
D
- -
E
- -
F
- -
G
- -
H
1,074,994.10 0.01%
I
- -
J
- -
K
169,267.32 0.00%
L
789,671.75 0.01%
M
- -
22,918,741.69 0.27%
1
601898
355,045 5,673,619.10 0.07%
2
002242
82,988 3,356,034.72 0.04%2008
24
3
600078
190,263 2,146,166.64 0.03%
4
002249
61,330 1,484,799.30 0.02%
5
002031
264,900 1,478,142.00 0.02%
6
002252
47,641 1,184,831.67 0.01%
7
002251
22,142 1,074,994.10 0.01%
8
002240
79,719 971,774.61 0.01%
9
002238
64,463 789,671.75 0.01%
10
002216
13,886 586,405.78 0.01%
11
002255
28,865 566,908.60 0.01%
12
002214
31,969 453,640.11 0.01%
13
002236
12,573 452,628.00 0.01%
14
002246
52,254 429,527.88 0.01%
15
002223
19,071 381,420.00 0.00%
16
002250
26,001 332,812.80 0.00%
17
002225
46,153 299,994.50 0.00%
18
002224
18,444 253,973.88 0.00%
19
002235
22,243 240,669.26 0.00%
20
002222
23,623 203,157.80 0.00%
21
002248
18,001 197,470.97 0.00%
22
002247
13,026 190,830.90 0.00%
23 002245
10,566 169,267.32 0.00%
1 2 20
( ) 1 601898
38,575,117.35 0.58%
2 601899
16,270,660.00 0.25%
3 002031
16,006,295.54 0.24%
4 601958
15,095,270.00 0.23%
5 600481
13,826,231.54 0.21%
6 600026
12,610,246.34 0.19%
7 600236
9,826,822.99 0.15%
8 600232
6,119,911.57 0.09%
9 000402
6,014,341.52 0.09%
10 600078
4,933,425.34 0.07%
11 000807
4,758,551.84 0.07%
12 002240
2,538,988.30 0.04%
13 002242
2,321,349.52 0.04%
14 002211
2,242,080.15 0.03%
15 002249
1,570,048.00 0.02%2008
25
16 002251
1,242,503.36 0.02%
17 002237
1,013,220.00 0.02%
18 002215
920,683.45 0.01%
19 002236
886,529.52 0.01%
20 002233
702,100.00 0.01%
2 2 20
( ) 1 601898
37,763,146.26 0.57%
2 601601
28,222,572.04 0.43%
3 601899
23,101,996.30 0.35%
4 601808
22,312,007.56 0.34%
5 601958
19,414,733.00 0.29%
6 601918
16,949,885.05 0.26%
7 600481
14,664,100.94 0.22%
8 002031
14,623,202.50 0.22%
9 601866
13,836,816.30 0.21%
10 002142
13,030,495.33 0.20%
11 600026
10,718,691.11 0.16%
12 600236
9,244,079.75 0.14%
13 600795
7,154,836.49 0.11%
14 601390
6,426,692.99 0.10%
15 600232
5,835,220.60 0.09%
16 601999
5,452,277.20 0.08%
17 000402
4,974,947.40 0.08%
18 002202
4,358,128.80 0.07%
19 000807
4,217,852.99 0.06%
20 002172
4,200,312.10 0.06%
3 169,003,443.52 324,903,707.89
1
1,061,436,384.00 12.49%
2
1,955,793,000.00 23.01%
3
1,448,288,466.78 17.04%
4
3,065,960,000.00 36.07%
5
237,959,099.80 2.80%
7,769,436,950.58 91.40%2008
26
1 08 35 699,300,000.00 8.23%
2 08 47 699,020,000.00 8.22%
3 08 53 449,325,000.00 5.29%
4 05 02 403,522,000.00 4.75%
5 07 20 400,560,000.00 4.71%
1 119002
01 20,029,584.66 0.24%
2 119010
19,292,522.74 0.23%
3 119009
04 18,080,035.00 0.21%
1
2
CWB1 804,5651,338,646.16
CWB1 316,1901,172,143.73
CWB1 493,0561,155,173.85
CWB1 275,485410,138.83
1
2
3
2008
27
114,687,519.86
26,706,282.52
324,912.79
150,000.00
141,868,715.17
4
( )
1 125709
79,246,057.02 0.93%
2 110598
31,608,058.80 0.37%
3 110567
29,949,801.00 0.35%
4 110971
11,213,756.80 0.13%
5 128031
7,998,718.28 0.09%
5
2008 6 30
A/B
45,457 111,221.253,576,358,279.9546.15%1,479,426,044.43 19.09%
C
31,046 86,771.381,256,982,818.4616.22%1,436,921,340.42 18.54%
76,503 -4,833,341,098.4162.37%2,916,347,384.85 37.63%
5,294,962.120.07%2008
28
A/B
5,132,789,987.20 4,532,423,749.53 2,540,310,384.42 2,016,949,809.57 5,055,784,324.38
C
- 1,441,042,981.09 5,288,673,576.60 4,035,812,398.81 2,693,904,158.88
5,132,789,987.20 5,973,466,730.62 7,828,983,961.02 6,052,762,208.38 7,749,688,483.26
2008 3 22
2008
2008 4 1 2008 4 2 2008 4 3 10 0.20
2008
29
1
2
3
4
5
1
2
0.1‰ 0.8
2008 1 1 2008 6 30
1
1 222,819,062.42 68.58%246,912.59 71.29%
2
1 102,084,645.47 31.42%99,436.37 28.71%
2 324,903,707.89100.00%346,348.96 100.00%
2008 1 1 2008 6 30
1
978,237,740.80 76.13% 22,811,800,000.00 100.00%
2 306,731,435.67 23.87% - -
1,284,969,176.47100.00% 22,811,800,000.00 100.00%2008
30
1 2008 1 4
2 2008 1 9
3 2008 1 10
4 2008 2 22
5 2008 3 4
6 2008 3 17
7 2008 4 3
8 2008 4 17
9 2008 4 24
10 2008 5 7
11 2008 5 16
12 2008 5 30
13 2008 6 12
14 2008 6 162008
31
15 2008 6 17
16 2008 6 21
17 2008 6 26
18 2008 6 30
www.ChinaAMC.com
1
2
3
4
5
6
/
/
2008
32
