2008
2008 8 28
2008
2008 8 26
2008 1 1 2008 6 30
2008
.................................................................................................................. 4
.............................................................................. 6
....................................................................... 6
............................................................................................... 6
.............................................................................................................. 7
........................................................................................... 7
............................................................................................... 7
....................................................................... 8
............................................... 8
............................................................................... 9
.................................................................................................... 10
.........................................................................................................11
..................................................................11
......... 14
............................................................................. 20
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............... 24
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........................................................................................................ 28
2008
340005
2006 4 27
360,020,939.92
1 1 397 397 1 1 1 1
6
368
500 20
42008
200122
021-58368998
021-58368858
dujx@xyfunds.com.cn
154
154
168 20
200041
021-62677777-212004
021-62159217
zhangzhy@cib.com.cn
www.xyfunds.com.cn
500 20
989
52008
1
4,012,948.96
2
360,020,939.92
3
1.0000
4
1.4274%
5
6.0692%
*
1
0.2462% 0.0023% 0.2952% 0.0000% -0.0490% 0.0023%
0.7789% 0.0049% 0.8953% 0.0000% -0.1164% 0.0049%
1.4274% 0.0047% 1.7906% 0.0000% -0.3632% 0.0047%
3.8016% 0.0082% 3.2837% 0.0012% 0.5179% 0.0070%
6.0692% 0.0064% 5.4177% 0.0022% 0.6515% 0.0042%
2
2006 4 27 2008 6 30
62008
1 2008 1 1 2008 6 30
2 1 < > 5 < >
3
4 2006 4
27
2003
9 30 2008 1 2 AEGON
International N.V 2008 4 9 51% 49% 12,000
2008 6 30 LOF
1965
72008
1
2008 5 3 15% 2008 GDP CPI 7.1%
2008 5.12 6 6 0.5 1
2
07
82008
" "
3
08 GDP CPI CPI
5 6
92008
2006 4 27
2008 8 26
102008
1
2008 6 30 2007 12 31
7(1)
18,372,051.87 9,883,959.28
80,033.92 1,855,371.31
7(2)
335,143,575.13 109,308,488.58
335,143,575.13 109,308,488.58
95,000,262.50
7(3)
363,991.76 638,890.14
7,033,636.09
360,993,288.77 216,686,971.81
6(5)
101,049.06 54,605.40
6(5)
30,620.96 16,547.10
223,499.53 125,425.20
7(4)
12,575.17 7,130.64
539,959.55 450,997.09
7(5)
64,644.58 74,500.00
972,348.85 729,205.43
7(6)
360,020,939.92 215,957,766.38
360,020,939.92 215,957,766.38
360,993,288.77 216,686,971.81
112008
2
2008 2007
5,130,591.76
2,162,037.64
1
4,795,254.10
2,061,851.38
202,797.68
105,234.09
3,864,327.01
1,378,111.71
728,129.41
578,505.58
2
335,337.66
100,186.26
7(7)
335,337.66
100,186.26
3
1,117,642.80
672,452.54
1 6(5)
457,913.53
239,818.04
2 6(5)
138,761.70
72,672.22
3
346,904.23
181,680.30
4
92,934.12
63,346.11
92,934.12
63,346.11
5 7(8)
81,129.22
114,935.87
4,012,948.96
1,489,585.10
122008
3
2008 2007
215,957,766.38 215,957,766.38
156,057,486.62 156,057,486.62
4,012,948.96
4,012,948.96 1,489,585.10
1,489,585.10
144,063,173.54
144,063,173.54
26,168,501.00 -
26,168,501.00
1,551,855,050.25 1,551,855,050.25
964,879,987.52 964,879,987.52
-1,407,791,876.71 -1,407,791,876.71
-938,711,486.52 -938,711,486.52
-4,012,948.96
-4,012,948.96 -1,489,585.10 -1,489,585.10
360,020,939.92 360,020,939.92 182,225,987.62
- 182,225,987.62
132008
1
( ) [2006]49 2006 4 27 1,729,582,293.12
397 397 6
2
2006 < > 2 3
[2006]23 < > 2007 7 1 2006 38
3
2007 7 1 142008
4
5
[2002]128 [2004]78
A.
[2005]11 2005 1 24 2 1
[2007]84 2007 5 30 1 3
2008 4 24 3‰ 1‰
[2005]103
B.
[2004]78 2004 1 1
[2005]103
C.
[2002]128 20%
[2005]107 2005 6 13 152008
[2005]102 50%
[2005]103
6
1
2
2008 2007
422,400,000.00 100% 150,000,000.00 100%
162008
3
4
2008-6-30
2007-6-30
18,372,051.87 7,864,184.98
2008
2007
186,992.12 102,196.13
5
A.
0.33%
H=E 0.33%/
H
E
2008 54,605.40 457,913.53 411,469.87 101,049.06
2007 54,057.46 239,818.04 249,974.48 43,901.02
B.
0.1%
H=E 0.1%/
H
E
2008 16,547.10 138,761.70 124,687.84 30,620.96
2007 16,381.04 72,672.22 75,749.88 13,303.38
172008
C.
0.25%
H=E 0.25%/
H
E
2008
76,454.50 157,189.01 138,658.48 94,985.03
35,838.20 84,150.01 68,442.69 51,545.52
6,825.46 46,700.87 24,167.24 29,359.09
119,118.16 288,039.89 231,268.41 175,889.64
2007
117,621.06 114,740.57 190,234.74 42,126.89
35,671.50 52,125.55 58,227.18 29,569.87
5,171.06 11,370.49 10,095.36 6,446.19
158,463.62 178,236.61 258,557.28 78,142.95
6
7
1
2008-6-30
18,372,051.87
18,372,051.87
2
2008-6-30
335,143,575.13
3
182008
2008-6-30
5,924.15
36.00
6,047.59
351,984.02
363,991.76
4
2008-6-30
6,840.00
3,451.56
2,283.61
12,575.17
5
2008-6-30
24,863.02
39,781.56
64,644.58
6
2008-6-30
215,957,766.38
1,551,855,050.25
2,914,337.14
1,407,791,876.71
360,020,939.92
7
2008
619,142,426.55
615,212,544.65
3,594,544.24
335,337.66
8
2008 192008
39,781.56
24,863.02
4,500.00
11,984.64
81,129.22
8
1
2
3
202008
4
(a)
b
2008 6 30
1 1 5 5
18,372,051.87 18,372,051.87
80,033.92 80,033.92
325,299,658.92 9,843,916.21 335,143,575.13
7,033,636.09 7,033,636.09
363,991.76 363,991.76
343,751,744.71 9,843,916.21 7,397,627.85 360,993,288.77
101,049.06 101,049.06
30,620.96 30,620.96
223,499.53 223,499.53
12,575.17 12,575.17
539,959.55 539,959.55
64,644.58 64,644.58
972,348.85 972,348.85
343,751,744.71 9,843,916.21 6,425,279.00 360,020,939.92
2007 6 30 1 1 5 5
7,864,184.98 7,864,184.98
114,322,576.16 10,042,527.98 124,365,104.14
212008
35,000,000.00 35,000,000.00
14,751,901.13 14,751,901.13
891,934.74 891,934.74
135.54 135.54
157,186,761.14 10,042,527.98 15,643,971.41 182,873,260.53
43,901.02 43,901.02
13,303.38 13,303.38
80,697.48 80,697.48
8,996.03 8,996.03
218,711.09 218,711.09
281,663.91 281,663.91
647,272.91 647,272.91
157,186,761.14 10,042,527.98 14,996,698.50 182,225,987.62
/ % 2008 6 30
+1.00 2,077.01
-1.00 -2,015.36
2007 6 30
+1.00 -1,048.50
-1.00 1,107.21
Nelson-siegel
(c)
222008
1
335,143,575.13 92.84%
2
18,452,085.79 5.11%
3
4
7,397,627.85 2.05%
360,993,288.77
100.00%
1,119,512,072.72 2.22%
1
2
1
2 20%
1
1
153
2
177
3
34
2
232008
1 30 5.13%0.00%
2 30 60 5.54% 0.00%
60 90 2.73% 0.00%
3 397
2.73% 0.00%
4 90 180 54.81% 0.00%
5 180 397 30.01% 0.00%
98.22% 0.00%
1
1
— —
39,420,257.27 10.95
2
— —
3
285,682,525.09 79.35
4
10,040,792.77 2.79
5
— —
335,143,575.13 93.09
397 9,843,916.21 2.73
2
( )
( )
(%)
1 07 118 2000000197,326,008.10 54.81
2 0813 70000068,421,183.03 19.00
3 0601 30000029,576,341.06 8.22
4 0781 20000019,935,333.96 5.54
5 08 CP01 10000010,040,792.77 2.79
6 05 02 1000009,843,916.21 2.73
242008
0.25 0.5 0
0.0606%
-0.1336%
0.0522%
1 397 397 20 2
3
4
1
363,991.76
2
7,033,636.09
7,397,627.85
1
1,729,582,293.12
2
215,957,766.38
3
1,551,855,050.25
4
1,407,791,876.71
5
360,020,939.92
252008
2,704 13.3144 152,774,589.92 42.43% 207,246,350.00 57.57%
908,225.78 0.25%
1 2008 Marc van Weede Imaad Zuberi
2
6
262008
1 2008/01/10 2008/01/10
2 2008/02/13 2008/02/13
3 2008/03/10 2008/03/10
4 2008/04/10 2008/04/10
5 2008/05/12 2008/05/12
6 2008/06/10 2008/06/10
0.5%
2008 1 1 2008 6 30
1
2008
2008-1-30
2
2008-2-21
3
2007 2008-3-29
4
2008-4-12
5
2008 1 2008-4-19
6
2008-4-25
7
2008-5-12
8
2008-5-14
9
2008-5-14
10
2008-5-19
11
2008-5-19
12
2008-5-27
13
2008-6-2
14
2008-6-27
272008
1
2
1
422,400,000.00 100.00%
1
422,400,000.00 100.00%
1
2
3
4
5
6
021-38824536 400-678-0099
2008 8 28
28
