2008
2008
2008 8
19
2008 1 1 2008 6 30 2008
...................................................................................................................................1
...............................................................................................2
................................................................................................................2
................................................................................................................3
...............................................................................................................................4
...............................................................................................................................8
...........................................................................................................................9
................................................................................................................9
..............................................................................................................12
.........................................................................................................................19
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..........................................................................................19
......................................................................................20
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“ ” “ ” .......................................21
..........21
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......................................................................................................21
.....................................................................................22
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.........................................................................................................................26 2008
1
003003
2004 4 7
14,752,370,502.39
“ 7 ”
CHINA
ASSET
MANAGEMENT
CO.,LTD.
A
33 B 8
100032
400-818-6666
010-88066511
www.ChinaAMC.com
service@ChinaAMC.com 2008
2
“ ”
25
1 1
100032
010-67595003
010-66275853
www.ccb.com
yindong.zh@ccb.com
www.ChinaAMC.com
33 B 8
2008 1 1 2008 6 30 172,590,401.70 14,752,370,502.39 1.00 1.5532%
11.9433%
2005 3 25 5 < >
2008
3
1
0.2419% 0.0017% 0.1402% 0.0000% 0.1017% 0.0017%
0.7835% 0.0020% 0.4252% 0.0000% 0.3583% 0.0020%
1.5532% 0.0044% 0.9796% 0.0019% 0.5736% 0.0025%
3.8372% 0.0085% 2.7031% 0.0025% 1.1341% 0.0060%
8.3978% 0.0056% 6.7347% 0.0018% 1.6631% 0.0038%
11.9433% 0.0049% 8.9877% 0.0016% 2.9556% 0.0033%
2
2004 4 7 2008 6 30
0.00%
2.00%
4.00%
6.00%
8.00%
10.00%
12.00%
14.00%
2004-4-7 2005-4-7 2006-4-7 2007-4-7 2008-4-7
2004 4 7 2004 4 13 3 2008 1 22 “2008
4
” “ 7 ”
1
1998 4 9 ETF 2008 2
2008 6 30 2023 1200 2 15 1 60
2
2008-01-18 — 5
2003
80%2008
5
1
2
3
1
2008 6 30 3.219% 1.5532% 1.31
2
2008 1 2 CPI 2 1 2
2008 Shibor2008
6
2
3
2008 CPI
2008
1 2008 6 30 1 4 1/10 2 4
2 2008 6 8 7 1 2008
7
2008
1
1
2 2008
2
3
1
2
3
4
2008
1 2008 1 2007
2 2008 1 2007
3 2008 1 21 2007
4 2008 1 2007 2007
5 2008 2 2007 2008
8
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
2008 30 31
5.12 350 80
2008
9
2008 6 30
( )
a 374,901,294.57 335,537,657.58
- 114,554,974.57
b 250,000.00
250,000.00
c 11,941,593,693.94
9,377,229,852.32
- -
11,941,593,693.94 9,377,229,852.32
- -
d - -
2,029,553,763.00
1,411,501,405.25
-
-
e 79,241,398.54
52,501,094.71
- -
336,537,518.29 2,309,719.40 2008
10
118,441.85 1,044,892.42
14,762,196,110.19 11,294,929,596.25
- -
- -
- -
f - -
- -
- -
3,793,853.45 2,295,291.50
1,149,652.57 695,542.88
2,874,131.44 1,738,857.22
g 159,085.11 150,841.40
116,510.00 116,510.00
h - -
1,298,837.51 3,362,250.68
i 433,537.72 374,509.90
9,825,607.80 8,733,803.58
j 14,752,370,502.39 11,286,195,792.67
- -
14,752,370,502.39 11,286,195,792.67
(2008 6 30 1.00 )
(2007 1.00 )
14,762,196,110.19 11,294,929,596.25
2008 1 1 2008 6 30
( )
1.
231,051,516.31 169,349,860.32
7,144,730.11 23,318,292.67
193,956,100.34 122,784,572.46
- 849,669.62
29,950,685.86 22,397,325.57
2. /( )
6,291,935.94 39,575.89
k- -
/() l 6,291,935.94 (664,267.41)2008
11
m - 703,843.30
n- -
- -
3. - -
4. o - 529.00
224,759,580.37 169,389,965.21
1.
18,889,165.14 16,353,814.97 2.
5,723,989.53 4,955,701.43 3.
14,309,973.66 12,389,253.74 4. p - -
5.
12,977,520.98 11,454,396.41
12,977,520.98 11,454,396.41 6. q 268,529.36 250,602.64
52,169,178.67 45,403,769.19
172,590,401.70 123,986,196.02
( )
2008 1 1 2008 6 30
( )
( ) 11,286,195,792.67 - 11,286,195,792.67
() -172,590,401.70 172,590,401.70
3,466,174,709.72 - 3,466,174,709.72
1 41,134,469,699.27 - 41,134,469,699.27
2 (37,668,294,989.55) - (37,668,294,989.55)
-(172,590,401.70) (172,590,401.70)
( ) 14,752,370,502.39 - 14,752,370,502.39
( ) 12,333,624,110.11 - 12,333,624,110.11
() -123,986,196.02 123,986,196.02
(2,690,544,331.36) - (2,690,544,331.36)
1 28,491,929,350.76 - 28,491,929,350.76
2 (31,182,473,682.12) - (31,182,473,682.12)
-(123,986,196.02) (123,986,196.02)2008
12
( ) 9,643,079,778.75 - 9,643,079,778.75
1
( “ ”) ( “ ”) [2004] 23 ( 2004 9 16 2004 6 1 ) 2004 10 15 2004 4
7 6,423,528,712.34 2,606,085.98 6,426,134,798.32 (2004) 058
397
2
2007 7 1 ( “ ”) 2007 7 1 2006 2 15 ( " ") 2007 5 15 ( “ ”)2008
13
2007 7 1 38 - 2007 1 1 2007 6 30 “2007 ” 2007 2007
3
2008 1 1 2008 6 30
2007 7 1
4
[2002]128 [2004]78
1
2
3 20%
5
6
1
“ ”
2008
14
100
100
2
3
317,625,964.16328,141,979.45
592,012,188.84196,696,900.00
17,686,000,000.009,728,200,000.00
2,236,604.944,034,656.52
-1,077,446,835.16
-1,844,512,774.11
-19,600,000.00
-2,479.95
-350,000,000.00
-71,816.37
4
18,889,165.1416,353,814.97
: 0.33%
×0.33%/
5,723,989.534,955,701.43
: 0.10%2008
15
×0.10%/
14,309,973.6612,389,253.74
: 0.25%
×0.25%/
5,702,184.615,224,993.66
4,374,193.604,897,093.31
170,656.19132,575.34
26,676.694,836.01
50,246.3527,546.70
11,860.432,004.66
10,335,817.8710,289,049.68
5
74,901,294.571,961,477,930.93
1,606,697.68 2,048,594.05
:
6
( )
( )
( )
84,062.01 0.00%- -
84,062.01 0.00%- -
7
a 2008
16
300,000,000.00
74,901,294.57
374,901,294.57
b
250,000.00
250,000.00
c
-- -
-- -
11,941,593,693.9411,941,593,693.94 -
11,941,593,693.9411,941,593,693.94 -
-- -
11,941,593,693.9411,941,593,693.94 -
d
e
74,953,380.08
4,106,099.75
181,918.71
79,241,398.54
f
g
159,085.11
159,085.11
h
i
250,000.002008
17
119,344.68
59,672.34
4,500.00
20.70
433,537.72
j
2007 12 31 11,286,195,792.67 11,286,195,792.67
41,134,469,699.2741,134,469,699.27
174,653,814.87174,653,814.87
(37,668,294,989.55)(37,668,294,989.55)
2008 6 30 14,752,370,502.39 14,752,370,502.39
k
l /( )
43,088,499,167.50
139,364,476.41 (42,955,426,627.03 /() (6,291,935.94)
m
n
o
p
“ ”
q
119,344.68
80,512.342008
18
59,672.34
9,000.00
268,529.36
8
1.00 1.00 172,590,401.70 174,653,814.87 -2,063,413.17
9
1
2008 6 30
2
2008 6 30
3
2008 6 30
4
2007 7 1
10
2008
19
172
11
11,941,593,693.9480.89%
--
2,029,553,763.0013.75%
--
374,901,294.572.54%
416,147,358.682.82%
14,762,196,110.19100.00%
( )
168,903,428,637.45 8.56%
1
- -
- -
2
- -
2008
20
20
1
172
179
41
[2004]78 [2005]41 180
2
1 30 19.36%-
397 3.40% -
2 30 ( )—60 13.98%-
397 8.58% -
3 60 ( )—90 7.93%-
397 4.67% -
4 90 ( )—180 2.58%-
397 --
5 180 ( )—397 53.41% -
397 --
97.25%-
1
1
- -
2,685,607,490.87
18.20%
2
1,996,535,414.56 13.53%
3
5,553,790,028.92 37.65%
4
3,702,196,174.15 25.10%
11,941,593,693.94 80.95%2008
21
397 2,455,577,499.38 16.65%
2
( )
1 08 25 12,700,000 - 1,236,314,385.98 8.38%
2 08 46 10,000,000 - 968,208,549.00 6.56%
3 08 31 9,000,000 - 874,796,390.79 5.93%
4 08 40 9,000,000 - 872,741,768.32 5.92%
5 05 02 7,000,000 - 689,072,076.31 4.67%
6 08 43 6,500,000 - 629,814,811.98 4.27%
7 07 19 6,000,000 - 600,046,664.69 4.07%
8 08 34 5,700,000 - 553,600,824.16 3.75%
9 07 13 5,500,000 - 550,201,221.78 3.73%
10 07 17 5,000,000 - 501,155,257.88 3.40%
“ ” “ ”
0.25 -0.5 -
0.18%
-0.12%
0.10%
1
2008
22
“ ” 0.5% “ ” 1.00
2 [2005]41 2007 9 1 397 397 20
3
4
( )
1
336,537,518.29
2
79,241,398.54
3
250,000.00
4
118,441.85
416,147,358.68
5
2008 6 30
105,482 139,856.76
5,112,355,057.32 34.65%
9,640,014,893.43 65.35%2008
23
14,752,370,502.39100.00%
7,145,466.86 0.05%
6,426,134,798.32
11,286,195,792.67
41,134,469,699.27
37,668,294,989.55
14,752,370,502.39
2008 3 22
2008
2008 5 6
2008 5 19
2008 5 27 2005 6 17 2008
24
2008 6 12 2008 7 21
2008 6 13
10 0.154
1
2
3
4
5
1
2
2008
25
2008 1 1 2008 6 30
1 1 20,681,700,000.00 100% - -
1 20,681,700,000.00100% - -
1 2008 1 4
2 2008 1 9
3 2008 1 10
4 2008 1 18
5 2008 1 22
6 2008 1 22
7 2008 1 30
8 2008 2 4
9 2008 2 22
10 2008 4 1
11 2008 4 32008
26
12 2008 4 24
13 2008 4 29
14 2008 5 7
15 2008 5 16
16 2008 5 30
17 2008 6 5
18 2008 6 12
19 2008 6 17
20 2008 6 21
21 2008 6 26
22 2008 6 30
www.ChinaAMC.com
1 2008
27
2
3
4
5
6
/
/
