2008
2008 12 31
2009 3 28
§1
1.1
2009 3 27
2008 1 1 2008 12 31
1.2
§1
.............................................................................................................................................. 2
1.1 ................................................................................................................................................... 2
1.2
.......................................................................................................................................................... 2
§2
.......................................................................................................................................................... 4
2.1 ........................................................................................................................................... 4
2.2 ........................................................................................................................................... 4
2.3 ....................................................................................................................... 4
2.4 ........................................................................................................................................... 4
2.5 ........................................................................................................................................... 5
§3 ............................................................................................ 5
3.1 ....................................................................................................................... 5
3.2 ........................................................................................................................................... 5
3.3 ............................................................................................................... 7
§4 ........................................................................................................................................................ 7
4.1 ................................................................................................................... 7
4.2 ........................................................................... 8
4.3 ....................................................................................... 8
4.4 ....................................................................... 9
4.5 ....................................................................... 9
4.6 ....................................................................................... 9
4.7 ................................................................................. 10
4.8 ..................................................................................... 10
§5 ...................................................................................................................................................... 10
5.1 ......................................................................................... 10
5.2 ..................... 10
5.3 ......................................... 10
§6 .......................................................................................................................................................... 10
§7 .................................................................................................................................................. 12
7.1 .............................................................................................................................................. 12
27.2 ............................................................................................................................................ 13
7.3 .......................................................................................................... 14
7.4 .................................................................................................................................................. 15
§8
................................................................................................................................................ 33
8.1 ......................................................................................................................... 33
8.2 ......................................................................................................... 34
8.3 .............................................. 35
8.4 ..................................................................................................... 37
8.5 ................................................................................................. 38
8.6 ......................................... 38
8.7 ......................... 39
8.8 ......................................... 39
8.9 ................................................................................................................................. 39
§9 ...................................................................................................................................... 40
9.1 ............................................................................................. 40
9.2 ..................................................................... 40
§11 ................................................................................................................................................ 40
11.1 ................................................................................................................... 40
11.2 ................................................... 41
11.3 ....................................................................... 41
11.4 ........................................................................................................................... 41
11.5 ............................................................................................... 41
11.6 ............................................................... 41
11.7 ........................................................................................... 41
11.8 ....................................................................................................................................... 42
§12
.............................................................................................................. 43
§13
.............................................................................................................................................. 43
3
§2
2.1
377010
2005 10 11
2,089,358,790.42
2.2
(Barbell Approach) “ ” “ ”
“Dynamic Fund” “ ”
A ×80 ×20
2.3
021-38794999 010-67595003
peter.zhu@jpmf-sitico.com yindong@ccb.cn
400-889-4888 021-38794888 010-67595096
021-68881170 010-66275853
99 20 25 99 20 1
1
200120 100140
2.4
4www.51fund.com
2.5
202 11 99 20
§3
3.1
3.1.1
2008 2007 2006
-1,450,735,350.224,979,060,812.79 453,726,356.35
-6,727,233,583.027,445,204,592.58 1,944,298,728.11
-3.1317 3.7659 1.9029
-67.63% 80.84% 105.90%
-46.62% 139.91% 173.01%
3.1.2
2008 2007 2006
4,674,505,309.205,994,572,473.96 651,557,508.73
2.2373 2.9121 0.3707
7,226,414,025.6313,337,891,687.80 4,746,987,323.25
3.4587 6.4794 2.7008
3.1.3
2008 2007 2006
256.68% 568.19% 178.52%
3.2 3.2.1
-5.25% 2.11% -12.39% 2.42% 7.14% -0.31%
-21.27% 2.01% -26.78% 2.40% 5.51% -0.39%
-46.62% 2.12% -51.43% 2.45% 4.81% -0.33%
249.62% 1.80% 81.26% 1.90% 168.36% -0.10%
- - - - - -
256.68% 1.73% 82.16% 1.84% 174.53% -0.11%
5
=80%× A +20%×
3.2.2
2005 10 11 2005 10 11 2008 12 31
2005 10 11 2006 4 10
3.2.3
62005 2005 10 11 2005 12 31
3.3
10
2008 - - - - -
2007 - - - - -
2006 0.400 27,140,860.23 3,022,065.31 30,162,925.54 -
0.400 27,140,860.23 3,022,065.31 30,162,925.54 -
§4
4.1
4.1.1
2004 5 12 2007 10 8 “ ” 1.5 2008 12 2004 9 15 1,669,305,034.88 2005 4 13 991,360,522.73 2005 10 11 767,620,088.15 2006 04 26 6,435,738,977.50 2006 09 20 5,480,692,618.04 2007 04 13 9,884,799,607.98 2007 10 22 29,572,160,439.53 2008 5 21 1,423,318,139.20
4.1.2
2005-11-15 -
11
1968 1992 1997 2003 2003
3 2005 6 7
2005 11 2007 4
2007-8-8 - 7
MBA 2004
1.
2.
4.2
4.3
4.3.1
,
4.3.2
%
-46.62
-57.24
-47.00
4.3.3
8
4.4
2008 4.81
4.5
09
4.6
1
2 A
3
4
95
,
4.7
4.8
§5
5.1
“ ”
5.2
5.3
§6
(2009) 20172
10( “ ”) 2008 12 31 2008 ( )
(1)
(2)
(3)
2008 12 31 2008
·
2009 3 26
11
§7
7.1
2008 12 31
2008 12 31
2007 12 31
7.4.7.1 923,215,148.27 2,514,734,027.00
3,472,798.84 4,460,637.38
703,839.16 2,977,932.01
7.4.7.2 6,348,500,447.16 10,634,261,142.05
5,244,473,643.16 9,991,928,632.47
- -
1,104,026,804.00
642,332,509.58
- -
7.4.7.3 - 187,461,807.19
7.4.7.4 - -
-
13,269,886.21
7.4.7.5 21,718,032.52
12,362,398.45
- -
3,317,267.90
103,965,592.16
- -
7.4.7.6 - -
7,300,927,533.85 13,473,493,422.45
2008 12 31
2007 12 31
- -
- -
7.4.7.3 - -
- -
5,224,938.67 85,361,472.15
55,537,127.14 27,449,748.24
9,334,476.79 14,269,331.11
1,555,746.14 2,378,221.84
- -
7.4.7.7 1,551,476.89 4,592,135.44
- -
12
- -
- -
- -
7.4.7.8 1,309,742.59 1,550,825.87
74,513,508.22 135,601,734.65
7.4.7.9 2,089,358,790.42 2,058,514,359.29
7.4.7.10 5,137,055,235.21 11,279,377,328.51
7,226,414,025.63 13,337,891,687.80
7,300,927,533.85 13,473,493,422.45
2008 12 31 3.4587 2,089,358,790.42
7.4
7.2
2008 1 1 2008 12 31
2008 1 1 2008 12 31
2007 1 1 2007 12 31
-6,517,149,106.53
7,683,278,025.41
1. 36,654,013.14 21,015,771.49
7.4.7.11 10,443,161.21 7,580,157.80
26,210,851.93 13,435,613.69
- -
- -
- -
2. “-”
-1,282,906,180.74
5,184,733,900.86
7.4.7.12 -1,404,623,863.34
5,058,648,944.56
- -
7.4.7.13 5,855,213.96 32,790,123.24
- -
7.4.7.14 46,957,553.87 43,126,831.85
7.4.7.15 68,904,914.77 50,168,001.21
3. “-”
7.4.7.16
-5,276,498,232.80 2,466,143,779.79
4. “ ”
- -
5. “-” 7.4.7.17 5,601,293.87
11,384,573.27
“-”
-210,084,476.49
-238,073,432.83
131
-150,298,537.10 -137,028,372.09
2
-25,049,756.26 -22,838,062.00
3
- -
4 7.4.7.18 -30,353,996.16 -71,231,327.17
5
-3,860,165.16 -6,452,894.82
-3,860,165.16 -6,452,894.82
6 7.4.7.19 -522,021.81 -522,776.75
“-”
-6,727,233,583.02
7,445,204,592.58
“-” - -
“-”
-6,727,233,583.02 7,445,204,592.58
7.4
7.3
2008 1 1 2008 12 31
2008 1 1 2008 12 31
2,058,514,359.29 11,279,377,328.51 13,337,891,687.80
- -6,727,233,583.02 -6,727,233,583.02
“-”
30,844,431.13 584,911,489.72 615,755,920.85
1. 1,187,710,562.844,493,441,084.17 5,681,151,647.01
2. ( “-” ) -1,156,866,131.71 -3,908,529,594.45 -5,065,395,726.16
“-”
-- -
2,089,358,790.42 5,137,055,235.21 7,226,414,025.63
2007 1 1 2007 12 31
1,757,654,301.90 2,989,333,021.35
4,746,987,323.25
- 7,445,204,592.58
7,445,204,592.58
“-”
300,860,057.39
844,839,714.58
1,145,699,771.97
1. 2,588,289,402.878,001,980,287.71 10,590,269,690.58
142. ( “-” ) -2,287,429,345.48 -7,157,140,573.13 -9,444,569,918.61
“-”
-- -
2,058,514,359.29 11,279,377,328.51 13,337,891,687.80
7.4
7.4
7.4.1
( “ ”) ( “ ”) [2005] 155 ( “ ”) 767,319,308.57 (2005) 150 2005 10 11 767,620,088.15 300,779.58
60% - 95% 5% - 40% 5% A X 80% X 20%
2009 3 26
7.4.2
2006 2 15 38
( “ ”) [2009]4 XBRL 3 < > 2007 5
15 7.4.4
7.4.3
2008 2008 12
31 2008
157.4.4
7.4.4.1
1 1 12 31
7.4.4.2
7.4.4.3
(1)
( )
(2)
7.4.4.4
7.4.4.5
( )
16(1)
(2)
(3)
7.4.4.6
7.4.4.7
7.4.4.8
/( )
7.4.4.9 /( )
7.4.4.10
17
7.4.4.11
( ) ( )
7.4.4.12
(1)
(2)
(a) 2008 9 16 [2008]38 2008 9 16
(b) [2006]37
7.4.5
7.4.5.1
7.4.5.2
18[2008]38 2008 9 16
2008 9 16 87,851,171.32 87,851,171.32 87,851,171.32
7.4.5.3
7.4.6
[2002]128 [2004]78 [2005]102 [2005]103
(1)
(2)
(3) 20%
50% 20%
(4) 2008 4 24 0.3% 2008 4 24 2008 9 18 0.1% 2008 9 19 0.1%
(5)
7.4.7
7.4.7.1
2008 12 31
2007 12 31
923,215,148.27 2,514,734,027.00
- -
- -
923,215,148.27 2,514,734,027.00
7.4.7.2
19
2008 12 31
6,557,756,710.195,244,473,643.16 -1,313,283,067.03
16,333,848.6416,798,304.00 464,455.36
1,073,334,643.201,087,228,500.00 13,893,856.80
1,089,668,491.841,104,026,804.00 14,358,312.16
-- -
-- -
-- -
7,647,425,202.036,348,500,447.16 -1,298,924,754.87
2007 12 31
6,145,435,418.439,991,928,632.47 3,846,493,214.04
52,947,801.3472,667,509.58 19,719,708.24
569,664,595.89569,665,000.00 404.11
622,612,397.23642,332,509.58 19,720,112.35
-- -
-- -
-- -
6,768,047,815.6610,634,261,142.05 3,866,213,326.39
: 1. 2008 12 31 177,374,078.88 (2007 12 31 ) 94,819,243.60 (2007 )
2. 13,893,452.69 (2007 404.11 )
7.4.7.3 /
2008 12 31
---
20 ---
---
---
---
2007 12 31
( )
---
---
-187,461,807.19 - 76,101,655.65
---
-187,461,807.19 -
7.4.7.4
7.4.7.5
2008 12 31
2007 12 31
237,914.38 669,480.57
--
--
1,684.24 2,208.03
21,478,288.15 11,669,195.76
--
113.42 21,481.09
32.33 33.00
21,718,032.52 12,362,398.45
7.4.7.6
21
7.4.7.7
2008 12 31
2007 12 31
1,547,639.39 4,586,750.04
3,837.50 5,385.40
1,551,476.89 4,592,135.44
7.4.7.8
2008 12 31
2007 12 31
1,000,000.00 1,000,000.00
149,742.59 100,825.87
160,000.00450,000.00
1,309,742.591,550,825.87
7.4.7.9
2008 1 1 2008 12 31
2,058,514,359.292,058,514,359.29
1,187,710,562.841,187,710,562.84
-1,156,866,131.71-1,156,866,131.71
2,089,358,790.422,089,358,790.42
:
7.4.7.10
5,994,572,473.965,284,804,854.55 11,279,377,328.51
-1,450,735,350.22-5,276,498,232.80 -6,727,233,583.02
130,668,185.46 454,243,304.26 584,911,489.72
3,288,326,658.33 1,205,114,425.84 4,493,441,084.17
-3,157,658,472.87-750,871,121.58 -3,908,529,594.45
-- -
4,674,505,309.20462,549,926.01 5,137,055,235.21
7.4.7.11
22
2008 1 1 2008 12 31
2007 1 1 2007 12 31
10,267,570.61 7,402,520.57
--
--
86,822.06 130,072.16
88,768.5447,565.07
10,443,161.217,580,157.80
7.4.7.12 ——
2008 1 1 2008
12 31
2007 1 1 2007
12 31
4,839,102,274.6211,637,576,379.96
-6,243,726,137.96-6,578,927,435.40
-1,404,623,863.345,058,648,944.56
7.4.7.13
2008 1 1 2008 12 31
2007 1 1 2007 12 31
2,272,024,879.94 634,056,080.26
-2,226,983,769.00 -588,803,767.64
-39,185,896.98 -12,462,189.38
5,855,213.96 32,790,123.24
7.4.7.14 ——
2008 1 1 2008 12
31
2007 1 1 2007 12 31
146,677,723.54209,765,274.54
-99,720,169.67-166,638,442.69
46,957,553.87 43,126,831.85
:
7.4.7.15
232008 1 1 2008 12 31
2007 1 1 2007 12
31
68,904,914.77 50,168,001.21
--
68,904,914.7750,168,001.21
7.4.7.16
2008 1 1 2008 12 31
2007 1 1 2007 12 31
1. -5,165,138,081.26 2,367,393,472.09
—— -5,159,776,281.072,347,673,359.74
—— -5,361,800.19 19,720,112.35
—— - -
—— - -
2. -111,360,151.54 98,750,307.70
-111,360,151.54 98,750,307.70
3. - -
-5,276,498,232.80 2,466,143,779.79
7.4.7.17
2008 1 1 2008 12 31
2007 1 1 2007 12 31 4,302,057.80 8,877,328.84
1,282,086.15 2,507,244.43
17,149.92 -
5,601,293.87 11,384,573.27
1. 25%
2. 25%
7.4.7.18
2008 1 1 2008 12 31
2007 1 1 2007 12 31 30,340,758.66 71,226,077.17
13,237.50 5,250.00
30,353,996.1671,231,327.17
7.4.7.19
24
2008 1 1 2008 12
31
2007 1 1 2007 12 31
300,000.00 300,000.00
160,000.00 150,000.00
44,021.81 54,776.75
18,000.00 18,000.00
--
522,021.81522,776.75
7.4.8
7.4.8.1
7.4.8.2
7.4.9
(“ ”)
(“ ”)
( )
(“ ”)
(“ ”)
(“ ”)
7.4.10
7.4.10.1
7.4.10.1.1
2008 1 1 2008 12 31
2007 1 1 2007 12 31
3,513,071,634.19 33.41%7,291,514,237.05 34.07%
7.4.10.1.2
25
2008 1 1 2008 12 31
2007 1 1 2007 12 31
3,487,771.57 7.94% 17,277,275.12 5.27%
7.4.10.1.3
2008 1 1 2008 12 31
2,986,088.55 33.91% 729,855.57 47.16%
2007 1 1 2007 12 31
5,979,043.96 34.34% 1,771,645.31 38.63%
: 1.
2.
7.4.10.2
7.4.10.2.1
2008 1 1 2008 12
31
2007 1 1 2007 12
31
150,298,537.10 137,028,372.09
140,964,060.31 122,759,040.98
9,334,476.79 14,269,331.11
: 1.50%
X 1.50% /
7.4.10.2.2
2008 1 1 2008 12
31
2007 1 1 2007 12
31
26 25,049,756.26 22,838,062.00
23,494,010.12 20,459,840.16
1,555,746.14 2,378,221.84
0.25%
X 0.25% /
7.4.10.3 ( )
2008 1 1 2008 12 31
----1 , 3 7 7 , 5 0 0 , 0 0 0 . 0 08 4 3 , 4 9 0 . 9 3
138,729,552.79 - - - - -
2007 1 1 2007 12 31
----3 6 8 , 2 0 0 , 0 0 0 . 0 03 1 8 , 5 1 3 . 9 4
---- - -
7.4.10.4
7.4.10.4.1
7.4.10.4.2
2008 12 31
2007 12 31
20,008,000.00 0.96%20,008,000.00 0.97%
7.4.10.5
2008 1 1 2008 12 31
2007 1 1 2007 12 31
27
923,215,148.27 10,267,570.61 2,514,734,027.00 7,402,520.57
:
7.4.10.6
2008 1 1 2008 12 31
/
115003 08
416,369 41,636,900.00
126012 08
92,970 9,297,000.00
002242
47,488 1,070,379.52
2007 1 1 2007 12 31
/
600299
900,000 35,154,000.00
601918
237,000 1,393,560.00
601918
189,900 1,116,612.00
600320
121 3,518.68
7.4.11
7.4.12 2008 12 31
7.4.12.1 /
1. 12
600547
08/01/28 09/01/25 110.93 48.56 900,000 99,837,000.00 43,704,000.00
600547
08/05/21 09/01/25 -48.56900,000 -43,704,000.00
002257
08/06/30
21.81 21.81 13,000 283,530.00 283,530.00
2. 2008 7 7
287.4.12.2
000792
08/06/26 56.78
08/12/26 78.23 2,726,196 60,985,546.72 154,793,408.88
600900
08/05/08 7.35
3,072,200 30,333,782.21 22,580,670.00
: 1. 2008 12 31
2. 2008 12 26 2008 12
31 2008 12
31 2009 1 8 37.99
7.4.12.3
7.4.12.3.1
7.4.12.3.2
7.4.13
7.4.13.1
“ ”
29
7.4.13.2
10% 10%
7.4.13.3
30
( )
7.4.13.4
7.4.13.4.1
7.4.13.4.1.1
2008 12 31 1 1 5 5
923,215,148.27 - - - 923,215,148.27
3,472,798.84 - - - 3,472,798.84
66,666.00 - - 637,173.16 703,839.16
929,933,500.00 146,061,046.00 28,032,258.00 5,244,473,643.16 6,348,500,447.16
- - -21,718,032.52 21,718,032.52
201,673.79 - -3,115,594.11 3,317,267.90
1,856,889,786.90 146,061,046.00 28,032,258.00 5,269,944,442.95 7,300,927,533.85
- - -5,224,938.67 5,224,938.67
31 - - -55,537,127.14 55,537,127.14
- - -9,334,476.79 9,334,476.79
- - -1,555,746.14 1,555,746.14
- - -1,551,476.89 1,551,476.89
- - -1,309,742.59 1,309,742.59
- - -74,513,508.22 74,513,508.22
1,856,889,786.90 146,061,046.00 28,032,258.00 5,195,430,934.73 7,226,414,025.63
2007 12 31 1 1 5 5
2,514,734,027.00 - - - 2,514,734,027.00
4,460,637.38 - - - 4,460,637.38
66,666.00 - -2,911,266.01 2,977,932.01
569,665,000.00 56,646,057.58 16,021,452.00 9,991,928,632.47 10,634,261,142.05
- - -187,461,807.19 187,461,807.19
- - -13,269,886.21 13,269,886.21
- - -12,362,398.45 12,362,398.45
48,352,887.74 - -55,612,704.42 103,965,592.16
3,137,279,218.12 56,646,057.58 16,021,452.00 10,263,546,694.75 13,473,493,422.45
- - -85,361,472.15 85,361,472.15
- - -27,449,748.24 27,449,748.24
- - -14,269,331.11 14,269,331.11
- - -2,378,221.84 2,378,221.84
- - -4,592,135.44 4,592,135.44
- - -1,550,825.87 1,550,825.87
- - -135,601,734.65 135,601,734.65
3,137,279,218.12 56,646,057.58 16,021,452.00 10,127,944,960.10 13,337,891,687.80
7.4.13.4.1.2
2008 12 31 15.28%(2007 12 31 4.82%)
7.4.13.4.2
7.4.13.4.3
32
“ ”
VaR(Value at
Risk)
60%- 95% 5%- 40% 5% 2008 12 31
7.4.13.4.3.1
2008 12 31
2007 12 31
%
%
- 5,244,473,643.16 72.57 9,991,928,632.47 74.91
- -187,461,807.191.41
----
5,244,473,643.1672.5710,179,390,439.6676.32
7.4.13.4.3.2
A
2008 12 31
2007 12 31
1. A 5% 23,467 43,717
2. A 5% 23,467 43,717
7.4.14
§8
8.1
% 331
5,244,473,643.16 71.83
5,244,473,643.16 71.83
2
1,104,026,804.00 15.12
1,104,026,804.00 15.12
--
3
--
4
--
--
5
926,687,947.11 12.69
6
25,739,139.58 0.35
7
7,300,927,533.85 100.00
2008 12 31 7,226,414,025.63 3.4587 3.4987
8.2
A
--
B
385,048,237.385.33
C
3,033,158,729.3841.97
C 0
848,905,632.6411.75
C 1
--
C 2
--
C 3
--
C 4
221,920,885.28 3.07
C 5
102,314,538.301.42
C 6
323,251,527.66 4.47
C 7
1,244,569,577.39 17.22
C 8
292,196,568.11 4.04
C 99
--
D 30,558,041.22 0.42
E
82,112,699.931.14
F
1,673,419.380.02
G
334,480,300.014.63
H
368,921,673.005.11
I
853,440,186.6411.81
J
173,078.460.00
K
4,248,577.480.06
L
--
M
150,658,700.282.08
34
5,244,473,643.1672.57
8.3
1 600089 22,439,784535,862,041.92 7.42
2 600519 4,907,533533,448,837.10 7.38
3 600036 35,223,364428,316,106.24 5.93
4 000063 12,181,584331,339,084.80 4.59
5 600517 12,249,532274,267,021.48 3.80
6 000425 15,883,704246,991,597.20 3.42
7 601398 64,800,729229,394,580.66 3.17
8 000895 4,810,962165,881,969.76 2.30
9 000759 17,260,179162,245,682.60 2.25
10 000792 2,726,196154,793,408.88 2.14
11 000999 10,642,472153,783,720.40 2.13
12 600858 9,180,908150,658,700.28 2.08
13 000983 9,950,910116,027,610.60 1.61
14 002007 2,920,631112,444,293.50 1.56
15 600729 7,800,834111,473,917.86 1.54
16 601318 4,002,251106,419,854.09 1.47
17 002008 17,441,198102,031,008.30 1.41
18 600585 3,563,50392,401,632.79 1.28
19 600547 1,800,53087,433,736.80 1.21
20 002255 5,055,07484,824,141.72 1.17
21 601088 4,543,74879,697,339.92 1.10
22 000858
5,778,36777,083,415.78 1.07
23 000568 3,982,92772,489,271.40 1.00
24 600395 5,999,78270,437,440.68 0.97
25 600019 14,979,27569,503,836.00 0.96
26 601186 6,087,50061,118,500.00 0.85
27 601328 12,088,67557,300,319.50 0.79
28 600582 4,172,56857,080,730.24 0.79
29 000898 8,143,62156,598,165.95 0.78
30 000709 14,849,56254,794,883.78 0.76
31 002251
1,158,33148,765,735.10 0.67
32 600697 2,956,27742,718,202.65 0.59
33 600315 1,443,34640,456,988.38 0.56
34 600031 2,281,74931,967,303.49 0.44
35 600028 4,222,50429,641,978.08 0.41
36 601166 2,000,65929,209,621.40 0.40
37 600426 2,462,58226,127,995.02 0.36
3538 600005 5,046,51224,122,327.36 0.33
39 600900 3,072,20022,580,670.00 0.31
40 600266 2,994,89320,994,199.93 0.29
41 600557 981,62516,775,971.25 0.23
42 600456 1,407,97416,022,744.12 0.22
43 002266 492,40010,281,312.00 0.14
44 600001 3,000,0009,750,000.00 0.13
45 600276 229,1648,825,105.64 0.12
46 600795 1,412,8427,869,529.94 0.11
47 000069 519,3864,248,577.48 0.06
48 600875 109,8823,275,582.42 0.05
49 002269 103,1122,856,202.40 0.04
50 601628 146,0002,722,900.00 0.04
51 600406 116,8392,382,347.21 0.03
52 601808 140,1841,666,787.76 0.02
53 600377 254,1251,382,440.00 0.02
54 002024 47,170 844,814.70 0.01
55 600588 34,494 758,868.00 0.01
56 600688 S 98,100 542,493.00 0.01
57 002022 15,750 366,975.00 0.01
58 002257 13,000 283,530.00 0.00
59 601111 67,290 275,889.00 0.00
60 600048 9,402 135,388.80 0.00
61 600011 15,584 107,841.28 0.00
62 601857 8,690 88,377.30 0.00
63 600030 4,224 75,905.28 0.00
64 600660 14,894 57,937.66 0.00
65 600489 1,476 54,966.24 0.00
66 600325 2,239 20,822.70 0.00
67 000024 1,203 15,783.36 0.00
68 600320 1,884 15,392.28 0.00
69 600825 1,205 15,339.65 0.00
70 601006 916 7,346.32 0.00
71 601919 521 3,907.50 0.00
72 600717
442 3,836.56 0.00
73 600312 272 3,740.00 0.00
74 600600 90 1,799.10 0.00
75 600631 196 1,664.04 0.00
76 000002
168 1,083.60 0.00
77 600016 221 899.47 0.00
78 600607 42 502.32 0.00
79 600104 69 369.84 0.00
3680 601766 80 344.80 0.00
81 000869
7 339.50 0.00
82 600859
6 114.00 0.00
8.4
8.4.1 2% 20
(%)
1 600036 486,049,113.28 3.64
2 600089 433,933,597.88 3.25
3 601398 414,503,318.69 3.11
4 600585 409,376,060.50 3.07
5 000425 407,122,403.71 3.05
6 600016 331,195,514.57 2.48
7 601318 263,678,623.92 1.98
8 000063 215,154,548.78 1.61
9 600547 213,013,906.14 1.60
10 000983 204,549,601.47 1.53
11 000002
203,839,663.68 1.53
12 601088 202,129,203.79 1.52
13 600729 179,741,779.12 1.35
14 000709 177,128,740.01 1.33
15 002008 158,328,972.32 1.19
16 600028 157,340,938.53 1.18
17 600426 156,372,446.88 1.17
18 000858
150,524,033.18 1.13
19 000999 132,121,996.58 0.99
20 000758 125,459,481.29 0.94
“ ” “ ” “ ” “ ”
8.4.2 2% 20
()
1 600016 266,168,484.81 2.00
2 000063 247,143,101.63 1.85
3 600825 202,053,288.55 1.51
4 600299 190,601,155.16 1.43
5 600761 188,939,566.74 1.42
6 000968
137,768,429.57 1.03
7 600585 137,574,503.61 1.03
8 000002
137,060,292.97 1.03
379 600409 122,226,061.31 0.92
10 601318 120,132,484.90 0.90
11 601166 110,915,253.37 0.83
12 000829 110,613,992.01 0.83
13 601398 110,382,613.35 0.83
14 600519 102,999,621.04 0.77
15 600104 95,718,793.02 0.72
16 600694 94,077,346.97 0.71
17 600660 93,776,462.42 0.70
18 600011 92,396,559.75 0.69
19 600028 85,617,451.14 0.64
20 600030 84,147,261.90 0.63
“ ” “ ” “ ” “ ”
8.4.3
6,656,047,429.72
4,839,102,274.62
8.5
1
--
2
929,933,500.00 12.87
3
157,295,000.00 2.18
157,295,000.00 2.18
4
7,022,258.00 0.10
5
--
6
9,776,046.00 0.14
7
--
8
1,104,026,804.00 15.28
8.6
1 0801084 08 84 1,700,000 166,039,000.00 2.30
2 0801034 08 34 1,350,000 130,639,500.00 1.81
3 0801104 08 1041,000,00098,050,000.00 1.36
4 0801095 08 95 1,000,000 97,890,000.00 1.35
5 0801078 08 78 1,000,000 97,570,000.00 1.35
388.7
8.8
8.9
8.9.1 000063 2008 10 7 2007 2007 16 380
2007
8.9.2
8.9.3
1
703,839.16
2
-
3
-
4
21,718,032.52
5
3,317,267.90
6
-
7
-
8
-
9
25,739,139.58
8.9.4
8.9.5
%
391 000792 154,793,408.88 2.14 2008 12 26 2008 12
31 2008 12
31 2009 1 8 37.99
8.9.6
§9
9.1
( )
175,926 11,876.35790,032,128.54 37.81%1,299,326,661.88 62.19%
9.2
128,877.91 0.01%
§10
2005 10 11 767,620,088.15
2,058,514,359.29
1,187,710,562.84
1,156,866,131.71
“-” -
2,089,358,790.42
§11
11.1
4011.2
:
2008 11 12 90
:
2008 6 13
11.3
2008 7 14 , 2009 2 3 [2009] 0022
11.4
11.5
2007 150,000 3
11.6
11.7
1 1,239,709,375.20 11.79% 1,053,758.32 11.97% -
1 1,593,121,295.12 15.15% 1,354,154.61 15.38% -
1 3,513,071,634.19 33.41% 2,986,088.55 33.91% -
1 101,417,134.75 0.96% 82,402.62 0.94% -
1 1,602,652,762.83 15.24% 1,302,172.99 14.79% -
1 666,080,169.94 6.33% 566,172.31 6.43% -
1 1,799,131,844.24 17.11% 1,461,810.00 16.60% -
1 - - - - -
1 - - - - -
41 9 10,515,184,216.27 100% 8,806,559.40 100% -
6,575,162.78 4.46% 9,199,043.78 20.95%
16,965,558.50 11.51% 8,163,165.62 18.59%
6,147,957.00 4.17% 3,487,771.57 7.94%
- - - -
73,337,860.31 49.74% 12,161,932.34 27.70%
37,740,877.20 25.60% 10,896,442.83 24.82%
6,664,523.69 4.52% - -
- - - -
- - - -
147,431,939.48 100% 43,908,356.14 100%
1.
2.
3.
4.2008 ,
11.8
1.
2008 1 17
2.
600547
2008 1 30
3.
2008 3 17
4.
2008 5 17
5.
2008 9 16
6.
2008 9 17
7.
2008 11 12 8.
2008 12 27
429.
2008 12 31
§12
1 2008 5 27 2005 6 17
2 2008 9 23
3 2008 11 17
4 2008 12 2
§13
1.
2.
3.
4.
5.
6.
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