2008
2008
2008 8
20
2008 1 1 2008 6 30
2008
............................................................................................................2
............................................4
.............................................................................................4
.................................................................4
........................................................................................................5
............................................................................................5
................................................................................................6
................................................6
........................................................6
........................................................................................8
........................................................................................................8
( ) .................................................................................9
.............................................................................................9
...........................................................................................12
..................................................................................................26
...................................................................26
...................................................26
.......27
.......................................................30
...................................................31
...32
...............32
...................................................................................32
..............................................................33
...............................................................................................33
...............................................................................................33
...........................33
......................................................................................33
..................................................................................................34
..................................................................................................38
2008
2
530003
2006 9 8
4,881,625,768.25
GSV
75%× 600 +20%× +5%×1
CCB PRINCIPAL ASSET MANAGEMENT CO., LTD.
7 16
7 16
2008
3
100140
010 66228888
010 66228001
http://www.ccbfund.cn
xinxipilu@ccbfund.cn
55
55
100032
010 66106912
010 66016904
http://www.icbc.com.cn
custody@icbc.com.cn
www.ccbfund.cn
1233 1604-1608 200120
202 11 200021
7 16
2008
4
2008 1 1 2008 6 30 1
(2,700,792,179.16)
2
(428,935,914.52),
3
(0.5154)
4
(652,322,761.99)
5
(0.1336)
6
4,229,303,006.26
7
0.8664
8
(45.21%)
9
(37.14%)
10
97.18%
1
-16.01% 2.47% -16.57% 2.61% 0.56% -0.14%
-17.33% 2.52% -19.78% 2.48% 2.45% 0.04%
-37.14% 2.46% -37.96% 2.29% 0.82% 0.17%
-21.27% 2.14% -20.43% 1.94% -0.84% 0.20%
97.18% 1.99% 65.23% 1.78% 31.95% 0.21%
2
2008
5
2006 9 8 2008 6 30
[2005]158 2005 9 19 2 65% 25% 10%
2008 6 30
2008
6
315.57
1996 1999 2006 1 2007 6 2007 6 2007 10
1998 2001 2004 2 2005 10 2006 8 2007 10
1
2008
7
2008 6 30 0.8664 -37.14% -37.96%
2
A ,
3
2008
08
2008
8
2008 “ ” “ ”
1
2
3
2008
9
( )
( )
2008 6 30 2007 12 31
22(e) 1,025,047,413.11 540,238,558.23
6
9,520,220.14 24,975,671.02
7
6,190,567.06 4,219,794.51
8
3,193,899,161.46 6,992,969,791.49
8
3,136,905,120.66 6,854,169,791.49
8
56,994,040.80 138,800,000.00
9
2,284,067.52 -
2,416,589.78 4,652,502.62
10
705,023.07 3,599,087.06
4,849,427.89 101,674,260.99
4,244,912,470.03 7,672,329,665.92
2008
10
28,224,134.48
2,369,937.34 82,934,545.48
22(c) 5,628,490.24 8,989,519.26
22(d) 938,081.69 1,498,253.20
11
5,358,356.01 16,337,659.95
12
1,314,598.49 1,499,388.31
15,609,463.77 139,483,500.68
13
4,881,625,768.25 5,465,566,165.72
(652,322,761.99) 2,067,279,999.52
4,229,303,006.26 7,532,846,165.24
4,244,912,470.03 7,672,329,665.92
( ) 13
4,881,625,768.25 5,465,566,165.72
0.8664 1.3782
( )
5,833,503.31
5,990,851.77
4,604,878.50 2,252,878.39
1,228,624.81 3,691,171.33
- 46,802.05
(318,923,980.78) 3,155,538,437.78
14 (341,173,716.50) 3,060,930,628.54
/( ) 15 375,331.19 698,234.12
2008
11
16 384,141.07 68,045,385.35
21,490,263.46 25,864,189.77
/( ) 17 (2,271,856,264.64) (6,611,714.55)
18 1,753,998.48 6,762,561.20
(2,583,192,743.63) 3,161,680,136.20
22(c)
(44,750,168.64)
(39,026,992.52)
22(d)
(7,458,361.46)
(6,504,498.76)
19 (65,123,154.68 ) (57,126,729.26)
- (829,734.77)
- (829,734.77)
20 (267,750.75 ) (250,744.43)
(117,599,435.53 ) (103,738,699.74)
(2,700,792,179.16) 3,057,941,436.46
( )
( )
( )
5,465,566,165.72 2,067,279,999.52 7,532,846,165.24
(
) - (2,700,792,179.16) (2,700,792,179.16)
(583,940,397.47) (18,810,582.35) (602,750,979.82)
804,549,695.43 193,513,046.92 998,062,742.35
(1,388,490,092.90) (212,323,629.27) (1,600,813,722.17)
-- -
( ) 4,881,625,768.25 (652,322,761.99) 4,229,303,006.26
2008
12
( ) 4,561,221,093.37 1,558,533,547.74 6,119,754,641.11
( ) - 3,057,941,436.46 3,057,941,436.46
(354,897,950.35) 582,176,522.99 227,278,572.64
3,310,840,733.91 2,330,238,972.98 5,641,079,706.89
(3,665,738,684.26) (1,748,062,449.99) (5,413,801,134.25)
- (1,239,252,156.02) (1,239,252,156.02)
- 1,934,760.00 1,934,760.00
( ) 4,206,323,143.02 3,961,334,111.17 8,167,657,254.19
( )
1
( “ ”) ( “ ”) [2006] 147 6,113,360,965.39 1,363,761.21 (2006) 119 2006 9 8 6,114,724,726.60 1,363,761.21
2008
13
60%-95% 80% 5%-40% 5% 600 75%+
20%+1 5%
2
2006 2 15 ( “ ”) 2007 7 1 2006 2 15 ( “ ”)
2007 1 1 2007 6 30 38 —
2007 6 30 2007 1 1 2007 6 30
2008
14
2007
2007
/
2007
6,119,754,641.11 3,064,553,151.01 8,167,657,254.19
- (6,611,714.55)
6,119,754,641.11 3,057,941,436.46 8,167,657,254.19
“ /( )” /( ) “ /( )” “ /( )” “ /( )” “ /( )”
3
2008 2008 6 30 2008 1 1 6 30
4
5
[2002]128 [2004]78 [2005]11 ( ) [2005]102
[2005]103 [2005]107 [2007]84 ( ) 2008 4 24 ( )
(a) (b)
2008
15
(c) 20% 50% 20% (d) 2008 4 24 0.3% 2008 4 24 0.1% (e)
6
2008 6 30
7
2008 6 30
8
2008 6 30
4,154,402,470.88 3,136,905,120.66 (1,017,497,350.22)
9,096,183.77 8,954,040.80 (142,142.97)
48,050,000.00 48,040,000.00 (10,000.00)
57,146,183.77 56,994,040.80 (152,142.97)
---
4,211,548,654.65 3,193,899,161.46 (1,017,649,493.19)
9
2008 6 30
2,829,816.2 2,284,067.52 (545,748.71)
10
2008
16
2008 6 30
370,930.39
288,583.97
41,224.61
4,284.10
705,023.07
11
2008 6 30
5,357,731.01
3,189,566.22
127,275.92
493,146.89
721,346.83
593,398.61
232,996.54
625.00
5,358,356.01
12
2008 6 30
1,000,000.00
7,326.74
307,271.75
69,119.96
77,883.93
77,883.93
77,883.93
4,500.00
2008
17
1,314,598.49
13
2007 12 31 5,465,566,165.72 5,465,566,165.72
804,549,695.43 804,549,695.43
(1,388,490,092.90) (1,388,490,092.90)
2008 6 30 4,881,625,768.25 4,881,625,768.25
14
2008 1 1 2008 6 30
9,780,914,492.28
10,122,088,208.78
(341,173,716.50)
15 /( )
2008 1 1 2008 6 30
225,919,465.20
219,679,275.53
5,864,858.48
375,331.19
16
2008 1 1 2008 6 30
941,666.64
557,525.57
384,141.07
2008
18
17 /( )
2008 1 1 2008 6 30
(2,271,310,515.93)
—— (2,271,144,294.06)
—— (166,221.87)
—— -
(545,748.71)
—— (545,748.71)
-
(2,271,856,264.64)
18
2008 1 1 2008 6 30
(a) 1,586,987.60
(b) 167,010.88
-
1,753,998.48
(a) 25%
(b) 25%
19
2008 1 1 2008 6 30
65,122,529.68
625.00
65,123,154.68
20
2008 1 1 2008 6 30
174,998.46
2008
19
69,119.96
14,632.33
9,000.00
-
267,750.75
21
22
(a)
(“ ”)
(“ ”)
(b)
(c)
1.5%
1.5% /
44,750,168.64 ( 39,026,992.52 ) 2008 6 30 5,628,490.24 ( 8,353,926.50 )
(d)
0.25%
2008
20
0.25% /
7,458,361.46 ( 6,504,498.76 ) 2008 6 30 938,081.69 ( 1,392,321.08 )
(e)
2008 6 30 1,025,047,413.11 ( 549,551,413.54 ) 4,437,100.31 ( 1,896,965.62 )
(f)
-
-
-
50,026,423.97
-
493,000,000.00
-
217,027.40
(g)
(i)
53,794,482.79 19,999,000.00
/ --
--
/ --
53,794,482.79 19,999,000.00
(%) 1.10 0.48
2008
21
--
(ii)
23
(a)
(i)
12
2008 6 30
600208
07-09-05 08-09-04 10.04 5.34 6,592,000 66,167,200.00 35,201,280.00
- - - - - -6,592,0066,167,200.00 35,201,280.00
(ii)
600785
08-06-30
16.92 08-07-25 18.61 200,000 4,519,741.48 3,384,000.00
600096
08-03-27
61.60 - - 1,083,00957,108,786.43 66,713,354.40
- - - - - -1,283,00961,628,527.91 70,097,354.40
(b)
2008 6 30
2008
22
126016 08 08-06-20 08-07-04 76.27 75.08 119,260 9,096,183.77 8,954,040.80
(c)
2008 6 30
580024 CWB1 08-06-20 08-07-04 1.48 1.197 1,908,1 2,829, 2,284,067.52
24
(a)
, ,
2008
23
(b)
10% 10%
(c)
23 ( )
(d)
2008
24
(i)
60%-95% 5-40% 2008 6 30
2008 6 30
-
3,136,905,120.66 74.17%
-
56,994,040.80 1.35%
- --
- 2,284,067.52 0.05
- --
3,196,183,228.98 75.57%
2008 6 30 ( 1) 5% 1.87 ( 1) 5% 1.87
(ii)
2008
25
2008 6 30 1
1
5
5
1,025,047,413.
11 - - - 1,025,047,413.11
9,520,220.14 - - - 9,520,220.14
- - - 6,190,567.06 6,190,567.06
48,040,000.00 - 8,954,040.80 3,136,905,120.66 3,193,899,161.46
2,284,067.52 2,284,067.52
- - - 2,416,589.78 2,416,589.78
- - - 705,023.07 705,023.07
- - - 4,849,427.89 4,849,427.89
1,082,607,633.
25 - 8,954,040.80 3,153,350,795.98 4,244,912,470.03
--- - -
- - - 2,369,937.34 2,369,937.34
- - - 5,628,490.24 5,628,490.24
- - - 938,081.69 93,8081.69
- - - 5,358,356.01 5,358,356.01
- - - 1,314,598.49 1,314,598.49
- - - 15,609,463.77 15,609,463.77
1,082,607,633.
25 - 8,954,040.80 3,137,741,332.21 4,229,303,006.26
2008 6 30 1.35%(2007 6 30 2.94%)
2008
26
(ii i)
3,136,905,120.66 73.90
56,994,040.80 1.34
2,284,067.52 0.05
1,034,567,633.25 24.37
14,161,607.80 0.33
4,244,912,470.03 100.00
A
309,853.50 0.01
B
490,201,342.88 11.59
C
1,232,054,663.47 29.13
C0
254,889,292.00 6.03
C1
--
C2
--
C3
--
C4
189,655,450.84 4.48
C5
14,729,000.00 0.35
C6
518,891,367.69 12.27
2008
27
C7
73,119,000.00 1.73
C8
145,569,272.94 3.44
C99
35,201,280.00 0.83
D
57,370,854.08 1.36
E
84,239,887.68 1.99
F
241,217,047.98 5.70
G
59,487,000.00 1.41
H
276,895,461.54 6.55
I
565,162,594.78 13.36
J
42,686,335.20 1.01
K
78,454,079.55 1.86
L
--
M
8,826,000.00 0.21
3,136,905,120.66 74.17
%
1 600036 10,300,000 241,226,000.00
5.70
2 601318 4,500,000 221,670,000.00
5.24
3 000937 4,600,000 203,228,000.00
4.81
4 600428 5,199,911 133,533,714.48
3.16
5 600859 3,292,188 126,354,175.44
2.99
6 000568 4,063,840 122,280,945.60
2.89
7 600276 3,331,867 116,282,158.30
2.75
8 000012
7,749,986 114,777,292.66
2.71
9 600585 2,470,000 98,775,300.00
2.34
10 600019 10,699,919 93,196,294.49
2.20
11 600299 5,309,689 84,742,636.44
2.00
2008
28
12 601186 8,999,988 84,239,887.68
1.99
13 000968
3,400,000 80,376,000.00
1.90
14 601898 4,999,845 79,897,523.10
1.89
15 000983 1,500,000 75,000,000.00
1.77
16 600096 1,083,009 66,713,354.40
1.58
17 000848 3,561,524 66,244,346.40
1.57
18 600825 2,564,900 65,969,228.00
1.56
19 600138 3,429,861 58,136,143.95
1.37
20 600005 5,700,000 55,632,000.00
1.32
21 600519 400,000 55,432,000.00
1.31
22 600694 1,421,649 48,762,560.70
1.15
23 000401 3,800,000 47,310,000.00
1.12
24 600674 2,000,000 43,540,000.00
1.03
25 600835 2,800,000 40,712,000.00
0.96
26 600026 2,000,000 39,780,000.00
0.94
27 600030 1,500,000 35,880,000.00
0.85
28 600208 6,592,000 35,201,280.00
0.83
29 600100 1,900,000 34,447,000.00
0.81
30 000898 2,500,028 32,575,364.84
0.77
31 000877 4,050,000 30,496,500.00
0.72
32 600015 3,199,950 29,535,538.50
0.70
33 600386 2,299,900 27,138,820.00
0.64
34 000063 400,000 25,040,000.00
0.59
35 600748 2,371,763 24,666,335.20
0.58
36 600875 800,000 23,800,000.00
0.56
37 002024 566,598 23,400,497.40
0.55
38 600078 2,000,000 22,560,000.00
0.53
39 600087 3,000,000 21,960,000.00
0.52
40 600258 899,820 20,317,935.60
0.48
41 000001 A 995,916 19,251,056.28
0.46
2008
29
42 601088 499,912 18,781,693.84
0.44
43 000002
2,000,000 18,020,000.00
0.43
44 600000 800,000 17,600,000.00
0.42
45 002007 399,984 16,543,338.24
0.39
46 002008 1,300,000 14,729,000.00
0.35
47 601666 393,014 14,722,304.44
0.35
48 000858
600,000 10,932,000.00
0.26
49 601006 800,000 10,888,000.00
0.26
50 600829 799,924 10,678,985.40
0.25
51 600971 399,993 10,199,821.50
0.24
52 600425 1,000,000 9,600,000.00
0.23
53 600581 1,053,000 9,519,120.00
0.23
54 600161 750,000 9,390,000.00
0.22
55 000629
1,000,000 9,190,000.00
0.22
56 600361 500,000 9,025,000.00
0.21
57 600858 300,000 8,826,000.00
0.21
58 600141 299,980 8,099,460.00
0.19
59 600997 200,000 7,996,000.00
0.19
60 600035 1,615,615 7,916,513.50
0.19
61 600352 500,000 7,540,000.00
0.18
62 600801 441,590 7,140,510.30
0.17
63 002255 300,000 5,892,000.00
0.14
64 000601 1,299,962 4,991,854.08
0.12
65 600886 700,000 4,739,000.00
0.11
66 600396 500,000 4,100,000.00
0.10
67 600785 200,000 3,384,000.00
0.08
68 600664 S 299,980 3,353,776.40
0.08
69 600312 300,000 2,715,000.00
0.06
70 000972
31,650 309,853.50
0.01
2008
30
1 2 20
(%)
1 601318
364,633,261.01 4.84
2 600036
305,280,953.57 4.05
3 600019
300,976,544.22 4.00
4 601898
214,048,241.72 2.84
5 600000
199,078,133.35 2.64
6 000002
198,140,582.48 2.63
7 600428
186,834,035.23 2.48
8 600005
186,781,809.23 2.48
9 600030
180,367,824.15 2.39
10 600585
180,281,461.63 2.39
11 600050
171,325,819.66 2.27
12 000983
171,236,879.30 2.27
13 000063
159,681,670.92 2.12
14 600825
158,602,196.91 2.11
15 601006
153,900,367.79 2.04
16 000898
150,384,811.14 2.00
17 000001 A 146,650,370.70 1.95
18 601666
143,845,522.21 1.91
19 600547
143,147,262.98 1.90
20 600015
131,141,786.73 1.74
2 2 20
(%)
1 600000
349,220,982.66 4.64
2 600030
326,823,192.03 4.34
2008
31
3 600036
318,190,590.18 4.22
4 000898
296,902,462.85 3.94
5 601318
294,998,769.54 3.92
6 000983
283,546,796.82 3.76
7 600005
274,126,387.29 3.64
8 600519
254,396,373.35 3.38
9 600266
240,156,700.69 3.19
10 000002
235,855,466.84 3.13
11 600019
221,450,290.15 2.94
12 000792
210,596,196.24 2.80
13 600050
202,442,474.11 2.69
14 601919
184,562,257.56 2.45
15 000063
154,008,207.66 2.04
16 601088
146,136,622.01 1.94
17 600150
134,762,136.85 1.79
18 000001 A 124,314,766.15 1.65
19 601666
122,437,248.66 1.63
20 601006
119,549,010.93 1.59
3 8,675,967,832.01 9,780,914,492.28
48,040,000.00 1.14
8,954,040.80 0.21
56,994,040.80 1.35
2008
32
1 0801046 08 46 500,00048,040,000.00 1.14
2 126016 08 119,2608,954,040.80 0.21
1 580024 CWB1 1,908,1602,284,067.52 0.05
1
2
3
6,190,567.06
4,849,427.89
2,416,589.78
705,023.07
14,161,607.80
4
5
6
2008
33
1 580024 CWB1 1,908,160 2,829,816.23
2 580018 CWB1 79,968 557,525.57
- - - - -
2008 6 30
179,922 27,131.90
%
418,030,173.84 8.56
4,463,595,594.41 91.44
4,881,625,768.25 100.00
%
2,596,946.00 0.0532
2008
34
2008 6 19
1
2
3 6,114,724,726.60
5,465,566,165.72
804,549,695.43
(1,388,490,092.90)
4,881,625,768.25
2008
35
4
2008 1 1 2008 6 30
% 1 1 6,032,651,895.93 32.83
2 1 3,860,216,303.03 21.01
3 1 3,137,987,996.28 17.08
4 1 2,837,273,185.15 15.44
5 1 1,463,093,908.10 7.96
6 1 887,805,305.19 4.83
7 1 157,443,306.71 0.86
8 1 - -
9 1 - -
10 1 - -
11 1 - -
12 1 - -
13 1 - -
13 18,376,471,900.39 100.00
2008
36
2008 1 1 2008 6 30
%
1
941,666.64 100.00
941,666.64 100.00
2008 1 1 2008 6 30
%
1
1,171,465.20 100.00
1,171,465.20 100.00
2008 1 1 2008 6 30
2008 1 1 2008 6 30
% 1 5,036,024.81 33.20
2 3,189,566.22 21.03
3 2,549,624.83 16.81
4 2,355,299.24 15.53
5 1,188,768.22 7.84
6 721,346.83 4.76
7 127,275.92 0.84
15,167,906.07 100.00
1 2008 6 28
2 400-81-95533 2008 6 19
3 2008 6 19
4 “ ” 2008 6 14
2008
37
5 2008 6 5
6 2008 5 28
7 2008
5 21
8 2008 5 17
9 2008 4 29
10 2008 4 1
11 2008 4 1
12 2008 3 29
13 2008 3 22
14 2008 3 7
15 2008 1 18
16 2008 1 16
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