1
2008
2008 8 26
2
2008 8
20
2008 1 1 2008 6 30
519018
2006 8 7
31,178,065,891.33
“ ” “ ” 3
“ ” “ ” Tri-Filtering Model
300 ×80%+ ×20%
288 6 538
99 21
200120
021-28932888
400-888-9918
021-28932998
service@99fund.com
55
55
100032
010-66106912
010-66106904
4
custody@icbc.com.cn
http://www.99fund.com
99 21
27 22
2008 1 1 2008 6 30 1
-12,184,464,303.79
2
-3,895,227,121.35
3
-0.3750
4
7,023,050,268.30
5
0.2253
6
22,325,863,593.32
7
0.7161
8
-40.9132%
9
-34.3750%
10
106.1187%
1 ( )
2 2007 7 1 , “ ” “ ” “ ” “ ” “ ” “ ” “ ” “ ” “ ” “ ” “ ” “ ”
5
1
1 2 3 4
(1) (3) (2) (4)
1 -13.49% 2.06% -18.17% 2.73% 4.68% -0.67%
3 -18.14% 2.00% -21.02% 2.66% 2.88% -0.66%
6 -34.38% 2.01% -37.70% 2.49% 3.32% -0.48%
1 -13.20% 1.86% -19.90% 2.14% 6.70% -0.28%
106.12% 1.84% 100.53% 1.93% 5.59% -0.09%
2
1
6
2005 5 2005 2 3 1 2008 6 30 A
B
2
2006 8
7
8 2005 4
2007 7
24
7
7
2006 9
2007 12
19
5 2006 9 8
2008 1 2
1
2
3
2008 9
A .
2008 PPI CPI
A “ ” “ ”
2008
2008 —— 10
2008
2008
8
20
2008 6 30 2007 12 31
2,394,205,099.29 7,757,161,204.81
25,277,700.77 31,677,711.57
14,363,538.30 6,780,214.13
16,680,081,591.79 29,411,050,284.38
14,646,093,591.79 29,151,538,251.90
2,033,988,000.00 259,512,032.48
—— ——
2,560,775.77 10,936,623.88
2,757,603,181.50 ——
474,808,709.11 91,509,112.99
16,838,856.50 6,492,670.67
3,300,676.18 ——
6,130,441.99 41,945,383.14
—— ——
22,375,170,571.20 37,357,553,205.57
—— ——
11
—— ——
—— ——
—— ——
—— 149,507,287.89
3,839,712.44 75,348,443.17
29,243,909.11 44,868,404.71
4,873,984.84 7,478,067.42
—— ——
8,372,070.35 14,575,393.07
—— ——
—— ——
—— ——
2,977,301.14 2,357,792.75
49,306,977.88 294,135,389.01
12,003,074,975.31 13,076,829,005.56
10,322,788,618.01 23,986,588,811.00
22,325,863,593.32 37,063,417,816.56
22,375,170,571.20 37,357,553,205.57
2008 1 1 2008 6 30
2007 1 1 2007 6 30
-11,802,531,804.152,862,326,413.43
1. 47,907,966.094,041,498.18
28,717,402.34 1,608,696.40
17,978,902.60 2,432,801.78
—— ——
1,211,661.15 ——
2. -3,567,189,598.473,354,786,860.43
-3,667,453,258.983,317,748,225.04
1,784,512.50 -219,655.30
—— ——
-1,899,714.1917,536,079.88
100,378,862.2019,722,210.81
3. -8,289,237,182.44-507,912,844.69
4. 5,987,010.6711,410,899.51
381,932,499.6489,681,967.38
1 223,061,289.0751,002,516.49
2 37,176,881.538,500,419.37
3 —— ——
12
4 121,449,750.2629,875,031.73
5 ——67,208.88
—— 67,208.88
6 244,578.78236,790.91
-12,184,464,303.792,772,644,446.05
2008 1 1 2008 6 30
13,076,829,005.56 23,986,588,811.0037,063,417,816.56
-12,184,464,303.79 -12,184,464,303.79
-1,073,754,030.25-1,479,335,889.20-2,553,089,919.45
1. 1,008,751,387.55 1,603,031,562.78 2,611,782,950.33
2. -2,082,505,417.80 -3,082,367,451.98 -5,164,872,869.78
12,003,074,975.3110,322,788,618.0122,325,863,593.32
2007 1 1 2007 6 30
5,098,980,440.332,691,463,032.277,790,443,472.60
2,772,644,446.05 2,772,644,446.05
-2,767,004,013.54-2,158,486,422.27-4,925,490,435.81
1. 2,360,492,393.19 1,842,738,153.43 4,203,230,546.62
2. -5,127,496,406.73 -4,001,224,575.70 -9,128,720,982.43
-436,160,222.09 -436,160,222.09 13
2,331,976,426.792,869,460,833.965,201,437,260.75
[2006]125 2006 8 7 4,935,775,576.48
2007 8 15 2.5975 9 9 2.597500910 1:2.597500910 1.0000 0.3850
1
2006 < > 2 3
14
[2006]23 < > 2007 7 1 2006 38 ——
2008
6 30 2008
2
1 1 12 31 2008 1 1 2008 6 30
3
4
5
(1)
a.
b. 4
(2)
15
( )
(3)
(4)
( )
5
16
(6)
6
(1)
A.
B. 2007 7 1 2007 7 1
C.
17
[2006]37 2006 11 13 2006 11 13
a.
b.
(2)
2007 7 1 2007 7 1
3
2007 7 1 2007 7 1
4
18
(2) (3)
(5)
(6)
7
i
(1)
2007 7 1 2007 7 1
(2)
2007
7 1 2007 7 1 19
2007 7 1 2007 7 1
2007 7 1 2007 7 1
(3)
2007 7 1 2007 7 1
(4)
(2) (3)
ii
20
2007 7 1 2007 7 1
iii
2007 7 1 2007 7 1
8 /( )
(1)
(2)
(3)
(4) 2007 7 1 2007 7 1 ( )
21
2007 7 1 2007 7 1
(7)
(8)
(9)
(10)
9
(1) 1.50%
(2) 0.25%
(3) 2007 7 1 2007 7 1 ( )
(4) 2007 7 1 2007 7 1
10
22
11
/( )
2007 7 1 “ /( )” /( ) 2007 7
1 “ ” /( )
12
1 12 50% 3
2
3
4
5
6
7
13
2007 7 1
23
(1)
a.
b.
(2)
1
14
24
1
2
1
25
9,129,264,050.94 3,324,578,194.67
27.16% 25.55%
3,053.40 ——
0.00% ——
7,895,143.10 ——
10.40% ——
—— ——
—— ——
7,630,226.72 2,676,061.57
27.11% 25.44%
1
2 ( ( ) ( ) )
2
44,868,404.71 9,112,308.18
223,061,289.0751,002,516.49 26
238,685,784.6753,706,219.01
29,243,909.11 6,408,605.66
A 1.5%
H=E×1.5%÷
H
E
B
7,478,067.421,518,718.01
37,176,881.53 8,500,419.37
39,780,964.11 8,951,036.43
4,873,984.841,068,100.95
A 0.25%
H=E×0.25%÷
H
E
B
(3)
4
27
2,394,205,099.29 314,869,720.95
28,469,778.45 1,373,489.07
5
0.00
2,937,017.62
2,937,017.62
0.1259%
1 /
002251
2008-6-11 2008-9-19
26.08 48.55 22,142 577,463.36
1,074,994.10
002252
2008-6-13 2008-9-23
12.81 24.87 27,141 347,676.21
674,996.67
002258
2008-6-30 2008-7-8
16.06 16.06 28,500 457,710.00
457,710.00
2
28
600415
2008-6-27
92.5 2008-7-4 92.3 3,879,740 430,183,957.73 358,875,950.00
600636
2008-6-4
9.39 2008-7-3 7.68 1,000,000 12,329,751.95 9,390,000.00
600785
2008-6-30
16.92 2008-7-25 18.61 1,000,000 24,876,973.85 16,920,000.00
600900
2008-5-8
14.65 —— —— 1,000,000 20,526,613.21 14,650,000.00
000792
2008-6-26
88.12 —— —— 7,102,903 622,911,212.26 625,907,812.36
1
2
10% 10%
3
29
4
(a)
60%-95% 0%-35% 0%-3% 5% 2008 6 30
2008 6 30 2007 12 31
-
14,646,093,591.79 65.60%29,151,538,251.90 78.65%
-
2,033,988,000.00 9.11%259,512,032.48 0.70%
2,560,775.77 0.01%10,936,623.88 0.03%
16,682,642,367.56 74.72%29,421,986,908.26 79.38% 30
(b)
2008 06 30 1 1 5 5
2,394,205,099.29 —— —— —— 2,394,205,099.29
25,277,700.77 —— —— —— 25,277,700.77
—— —— —— 14,363,538.30 14,363,538.30
1,434,978,000.00 599,010,000—— 14,646,093,591.7916,680,081,591.79
—— ——
——
2,560,775.77 2,560,775.77
2,757,603,182 —— —— —— 2,757,603,182
—— ————474,808,709.11474,808,709.11
—— ————16,838,856.5016,838,856.50
—— ————6,130,441.996,130,441.99
—— ————3,300,676.183,300,676.18
6,612,063,981.56 599,010,000——15,164,096,589.6422,375,170,571.20
—— —— —— —— ——
—— —— —— 3,839,712.44 3,839,712.44
—— —— —— 29,243,909.11 29,243,909.11
—— —— —— 4,873,984.84 4,873,984.84
—— —— —— 8,372,070.35 8,372,070.35
—— —— —— 2,977,301.14 2,977,301.14
—— —— —— 49,306,977.88 49,306,977.88 31
6,612,063,981.56 599,010,000
——
15,114,789,611.76 22,325,863,593.32
(c)
2007 2007 2007
7,790,443,472.60 3,280,557,290.74 5,201,437,260.75
- (507,912,844.69) -
7,790,443,472.60 2,772,644,446.05 5,201,437,260.75
%
1
14,646,093,591.7965.46
14,646,093,591.79 65.46
2
2,033,988,000.00 9.09
2,033,988,000.00 9.09
3
2,560,775.77 0.01
4
2,757,603,181.50 12.32
5
2,419,482,800.06 10.81
6
22,375,170,571.20 100
7
14,646,093,591.7965.46 32
A
222,640.00 0
B
1,659,202,093.53 7.43
C
7,029,580,202.54 31.49
C0
2,275,072,887.28 10.19
C 1
C 2
C 3
56,960,000.00 0.26
C 4
1,727,005,582.58 7.74
C 5
C 6
780,350,662.91 3.5
C 7
1,239,924,496.45 5.55
C 8
949,867,993.02 4.25
C 99
398,580.30 0
D
14,650,000.00 0.07
E
67,660,391.98 0.3
F
700,426,147.71 3.14
G
212,601,902.59 0.95
H
1,462,635,498.28 6.55
I
2,016,981,838.12 9.03
J
792,398,802.24 3.55
K
106,914,067.86 0.48
L
306,250.00 0
M
582,513,756.94 2.61
14,646,093,591.79 65.6
1 600036
59,256,438 1,387,785,777.96 6.22
2 600519
9,220,375 1,277,759,567.50 5.72
3 002024
20,902,756 863,283,822.80 3.87
4 000792
7,102,903 625,907,812.36 2.80
5 000869
7,335,071 484,114,686.00 2.17
6 000983
9,574,733 478,736,650.00 2.14
7 000651
15,051,720 471,118,836.00 2.11
8 600026
22,282,744 443,203,778.16 1.99 33
9 600000
19,397,080 426,735,760.00 1.91
10 000002
46,485,820 418,837,238.20 1.88
, www.99htffund.com.
1 2 20
1 600005
742,223,825.51 2.20
2 601808
428,817,815.30 1.27
3 600415
407,606,120.73 1.21
4 601939
403,639,989.49 1.20
5 000792
374,224,748.29 1.11
6 002024
298,076,261.56 0.89
7 601088
288,993,920.75 0.86
8 600581
277,444,390.69 0.82
9 600026
276,102,233.69 0.82
10 600325
270,853,927.40 0.80
11 600000
264,836,503.20 0.79
12 000651
258,068,531.10 0.77
13 600202
256,307,983.58 0.76
14 600019
251,740,611.45 0.75
15 000709
241,523,849.17 0.72
16 000932
221,109,357.29 0.66
17 601666
213,383,142.90 0.63
18 002242
191,425,756.95 0.57
19 000635
190,082,498.80 0.56
20 600141
174,709,286.00 0.52
2 2 20
1 600030
850,418,179.87 2.29
2 601628
733,040,772.69 1.98
3 600028
656,104,640.67 1.77
4 601318
602,589,952.46 1.63
5 000002 A 598,068,537.76 1.61
6 600000
574,980,360.88 1.55
7 000878
513,296,063.54 1.38
8 600019
408,644,648.55 1.10
34
9 600005
402,065,064.63 1.08
10 600362
370,529,201.06 1.00
11 000898
356,290,969.68 0.96
12 000755
350,218,851.74 0.94
13 600048
348,286,732.38 0.94
14 000709
347,414,816.21 0.94
15 601166
347,240,479.22 0.94
16 600900
333,265,975.64 0.90
17 601006
309,915,866.54 0.84
18 000895
295,955,117.07 0.80
19 600331
282,371,946.16 0.76
20 600050
271,794,953.44 0.73
3
15,627,683,036.78
18,187,147,183.54
1
2
1,847,722,000.00 8.28
3
186,266,000.00 0.83
186,266,000.00 0.83
4
5
6
7
2,033,988,000.00 9.11
8
4,254,242,000.00 19.05
( )
1 0801064 08 64 4,000,000384,280,000.00 1.72
2 0801049 08 49 2,900,000278,632,000.00 1.25
3 0801059 08 59 2,000,000199,660,000.00 0.89
4 0801062 08 62 2,000,000199,640,000.00 0.89
5 0801042 08 42 2,000,000198,340,000.00 0.89
35
( )
(%)
1 580014 CWB1
596,539 2,539,466.5
2
0.01
2 031005 GAC1
2,635 21,309.25 0.00
1
2
3
1
14,363,538.30
2
474,808,709.11
3
3,300,676.18
4
16,838,856.50
5
6,130,441.99
6
7
8
-
9
515,442,222.08
4
5
1
2
580019
CWB1
30,586,739.00 71,216,091.44
———— — — 36
580018
CWB1
376,124.00 2,622,283.24
—— —— — —
6
( )
%
1 000792
625,907,812.36 2.80
7
( )
( )
( )
( ) ( )
14162
79
22014.
07
397,675,713
.31
1.28
%
30,780,390,17
8.02
98.72
%
31,178,065,89
1.33
4,573.14 0.00
4,935,775,576.48
33,967,117,455.03 37
2,620,227,549.27
5,409,279,112.97
31,178,065,891.33
1
%
38
% 2 9,129,264,050.94 27.16 3,053.40 0.00
2 2,982,742,840.94 8.88 0.00 ——
1 2,952,443,876.02 8.78 11,200,596.40 4.48
2 2,491,515,480.87 7.41 1,768,760.40 0.71
1 2,488,083,332.30 7.40 231,109,400.40 92.52
2 2,331,649,767.33 6.94 0.00 ——
1 1,490,709,763.81 4.44 0.00 ——
2 1,264,355,930.03 3.76 0.00 ——
1 1,149,556,340.20 3.42 0.00 ——
1 1,113,677,443.86 3.31 0.00 ——
2 1,021,984,146.71 3.04 0.00 ——
1 1,017,706,889.45 3.03 0.00 ——
1 894,903,340.26 2.66 5,705,722.70 2.28 39
1 838,813,674.97 2.50 0.00 ——
2 716,659,450.66 2.13 0.00 ——
1 500,315,062.70 1.49 0.00
1 429,438,164.68 1.28 0.00 ——
1 365,803,521.16 1.09 0.00 ——
1 333,207,781.64 0.99 0.00 ——
1 95,028,844.98 0.28 0.00 ——
2
7 33,607,859,703.51 100.00 249,787,533.30
100.0
0
(%)
(%)
(%)
—— —— 7,895,143.10 10.40 7,630,226.72 27.11 40
—— —— 0.00 —— 2,530,319.39 8.99
—— —— 0.00 —— 2,398,882.38 8.52
—— —— 0.00 —— 2,117,632.45 7.52
—— —— 6,000,000.00 7.91 2,114,859.42 7.51
—— —— 0.00 —— 1,955,280.12 6.95
—— —— 28,952,778.80 38.15 1,267,103.35 4.50
—— —— 0.00 1,028,301.72 3.65
—— —— 0.00 934,021.10 3.32
—— —— 0.00 —— 946,623.18 3.36
—— —— 0.00 839,571.78 2.98
—— —— 0.00 865,047.14 3.07
—— —— 0.00 —— 760,669.32 2.70
—— —— 0.00 —— 712,985.99 2.53
—— —— 0.00 609,156.07 2.16
—— —— 33,035,507.91 43.53 425,264.33 1.51
—— —— 0.00 365,020.60 1.30
—— —— 0.00 297,218.41 1.06
—— —— 0.00 270,733.38 0.96
—— —— 0.00 80,773.69 0.29
—— —— 75,883,429.81 100 28,149,690.54 100.00
2
3 3
1 ( ) ( ) ,
41
1
2007
2008 1 2 2
2008 1 7 3
2008 1 11 4
2008 1 17 5
2007
2008 1 18 6
2008 1 22 7
2008 1 24 8
2008 1 24 9
2008 1 24 10
2008 1 29 11
2008 3 12 12
2008 3 21 42
13
2007
2008 3 28 14
2008
2008 3 28 15
2008 4 1 16
2008 4 21 17
2008 1
2008 4 22 18
13
2008 4 24 19
2008 4 30 20
2008 6 5 21
2008 6 5 22
2008 6 12 23
2008 6 27 2
43
2008 8 26
