2008
1
2008
2008 12 31
2009 3 28
2008
2
1
1.1
2009 3 20
2008 5 20 2008 5 20 12 31
2008
3
1.2
§1
.....................................................................................................................2
1.1 .........................................................................................................................2
1.2 .................................................................................................................................3
§2
.................................................................................................................................5
2.1 .................................................................................................................5
2.2 .................................................................................................................5
2.3 .............................................................................................5
2.4 .................................................................................................................5
§3 ...............................................................................................6
3.1 .................................................................................................................6
3.2 .................................................................................................................6
3.3 .....................................................................................7
§4 ............................................................................................................................... 7
4.1 .........................................................................................7
4.2 .................................................8
4.3 .............................................................8
4.4 .............................................8
4.5 .............................................9
4.6 .........................................................9
4.7 .............................................................9
§5 ............................................................................................................................. 10
5.1 ...............................................................10
5.2 ...10
5.3 ...............10
§6 .................................................................................................................................10
§7 ......................................................................................................................... 10
7.1 ................................................................................................................... 10
7.2 ............................................................................................................................ 11
2008
4
7.3 ...............................................................................12
7.4 ....................................................................................................................... 13
§8
.......................................................................................................................21
8.1 ...............................................................................................21
8.2 ...............................................................................21
8.3 ...............22
8.4 ...........................................................................22
8.5 .......................................................................24
8.6 ...............24
8.7 24
8.8 ...............24
8.9 .......................................................................................................25
§9 ............................................................................................................. 25
9.1 ...................................................................25
9.2 ...........................................25
§10 ........................................................................................................... 26
§11 .......................................................................................................................26
11.1 ......................................................................................... 26
11.2 .........................26
11.3 .............................................26
11.4 .................................................................................................26
11.5 .....................................................................26
11.6 .....................................26
11.7 .........................................................26
2008
5
2
2.1
320006
2008 5 20
505,716,353.76
2.2
1
2
3
4
300 60% 300 40%
2.3
0755-83026688 010-66105799
info@lionfund.com.cn custody@icbc.com.cn
400-888-8998 95588
0755-83026677 010-66105798
2.4
www.lionfund.com.cn
4013 19-20
2008
6
3
3.1
3.1.1
2008 5 20 2008 12 31
-61,816,723.04
-77,156,544.33
-0.1125
-10.20%
3.1.2
2008 5 20 2008 12 31
-0.1019
454,173,145.52
0.898
1
2
3 2008 5 20 2008 12 31 1
3.2
3.2.1
-3.02% 0.89% -9.74% 1.82% 6.72% -0.93%
-5.87% 0.73% -19.48% 1.79% 13.61% -1.06%
-10.20% 0.69% -33.98% 1.81% 23.78% -1.12%
3.2.2
-50.00%
-40.00%
-30.00%
-20.00%
-10.00%
0.00%
10.00%
2008-5-20 2008-6-20 2008-7-20 2008-8-20 2008-9-20 2008-10-20 2008-11-202008-12-20
1 2008 5 20 2008 2008 12 31 1
2008
7
2 2008 5 20 2008 11 19 2008 11 19
3.2.3
-40.00%
-30.00%
-20.00%
-10.00%
0.00%
2008
2008 5 20 2008
3.3
10
2008 0.000 0.00 0.00 0.00
0.000 0.00 0.00 0.00
2008 5 20 2008 12 31 1
4
4.1
4.1.1
2003 132 1.5 2008 12 31
4.1.2
2008 5 20
- 5 CASS MBA
1996 9
2008
8
2002 8 2003 10
2004 8 2004 10 2006 6 2006 7 2008 1 2008 5
1
2
4.2
4.3
4.3.1
4.3.2
4.3.3
4.4
2008
2008
9
23.78
4.5
2009 2008 2009 2009
2009 1 2 3 4
4.6
4.7
90%
2008
2008
10
5
5.1
2008
5.2
2008
5.3
2008
6
2009 2 28 [2009] 1064
7
7.1
2008 12 31
2008 12 31
7.4.7.1 114,742,886.27
1,162,234.99
250,000.00
7.4.7.2 333,824,066.56
141,139,066.56
192,685,000.00
0.00
7.4.7.3 0.00
2008
11
7.4.7.4 0.00
0.00
7.4.7.5 7,212,189.38
0.00
19,646.37
7.4.7.6 0.00
457,211,023.57
2008 12 31
0.00
0.00
7.4.7.3 0.00
0.00
0.00
1,279,889.22
7.4.10.2.1 605,654.69
7.4.10.2.2 100,942.46
-
7.4.7.7 446,568.04
0.00
0.00
0.00
7.4.7.8 604,823.64
3,037,878.05
7.4.7.9 505,716,353.76
7.4.7.10 -51,543,208.24
454,173,145.52
457,211,023.57
2008 5 20 2008 12 31 0.898 505,716,353.76
7.2
2008 5 20 2008 12 31
2008 5 20 2008 12 31
-67,870,477.81
1. 7,150,640.54
7.4.7.11 1,561,288.43
5,372,289.97
2008
12
0.00
217,062.14
0.00
2. - -60,102,406.05
7.4.7.12 -60,875,857.98
7.4.7.13 176,298.22
0.00
7.4.7.14 0.00
7.4.7.15 597,153.71
3. - -15,339,821.29
4 - -
5. - 7.4.7.17 421,108.99
( - ) -9,286,066.52
1 7.4.10.2.1 -5,909,498.15
2 7.4.10.2.2 -984,916.31
3 -
4 7.4.7.18 -1,620,211.58
5 -514,325.48
-514,325.48
6 7.4.7.19 -257,115.00
( - ) -77,156,544.33
2008 5 20 2008 12 31 1
7.3
2008 5 20 2008 12 31
2008 5 20 2008 12 31
857,290,847.05 0.00 857,290,847.05
-77,156,544.33 -77,156,544.33
- -351,574,493.29 25,613,336.09 -325,961,157.20
1. 7,293,246.69-469,959.89 6,823,286.80
2. - -358,867,739.9826,083,295.98 -332,784,444.00
- 0.00 0.00
505,716,353.76 -51,543,208.24 454,173,145.52
2008 5 20 2008 12 31 1
2008
13
7.4
7.4.1
( ) [2008]376 2008 4 15 2008 5 16 863,296,406.51 857,166,302.98 857,166,302.98 124,544.07 124,544.07 2008 5 20 857,290,847.05
7.4.2
2006 2 15 ( ) 2007 5 15 2 3 XBRL 3 < >
7.4.3
2008 12 31 2008 5 20 2008 12 31
7.4.4
7.4.4.1
1 1 12 31
7.4.4.2
7.4.4.3
7.4.4.4
2008
14
(1)
(2)
(3)
(4)
2008
15
(2) (3)
(5)
7.4.4.5
(1)
A
2008 9 16 2008 9 16
(a ,
(b) 0.25
(c) 0.25 ,
B.
(a)
(b)
(c)
(2)
2008
16
A.
B.
C.
D.
E.
(3)
(4)
A.
B.
(5)
2) A B 4) A
(6)
A
B
7.4.4.6
7.4.4.7
2008
17
7.4.4.8
/( ) /( )
7.4.4.9 /( )
(1)
A.
B.
C.
D .
(2)
A. /( )
B. /( )
C. /( )
D. /( )
E.
(3) /( )
(4)
7.4.4.10
(1) 1.5%
(2) 0.25%
(3)
(4)
(5)
(6)
2008
18
7.4.4.11
(1) 90% 3
(2)
(3)
(4)
(5)
(6)
(7)
7.4.4.12
(1) 2008 9 16 [2008]38 2008 9 16
(2) 2008 1 1
(3) 2008 8 22 0.0045
(4) 2008 3 17
7.4.5
7.4.5.1
7.4.5.2
7.4.5.3
7.4.6
7.4.6.1
(1) 2008 4 24 3 2008 4 24 2008 9 18 3 1
2008
19
2008 9 19 1
(2)
7.4.6.2
(1) [2004]78 2004 1 1
(2)
7.4.6.3
(1) 20% 2005 6 13 10%
(2)
7.4.7
7.4.8
7.4.8.1
7.4.8.1.1
7.4.8.1.2
7.4.8.1.3
7.4.8.2
7.4.8.2.1
2008
20
2008 5 20 2008 12 31
5,909,498.15
5,303,843.46
605,654.69
A. 1.5%
H=E 1.5%/
H
E
B.
7.4.8.2.2
2008 5 20 2008 12 31
984,916.31
883,973.85
100,942.46
A. 0.25%
H=E 0.25%/
H
E
B.
7.4.8.3 ( )
7.4.8.4
7.4.8.4.1
7.4.8.4.2
7.4.8.5
2008 1 1 2008 12 31
114,742,886.27 1,547,737.80
7.4.8.6
2008
21
7.4.9 2008 12 31
7.4.9.1 /
7.4.9.2
7.4.9.3
7.4.9.3.1
2008 12 31 0.00
7.4.9.3.2
2008 12 31 0.00
8
8.1
% 1
141,139,066.56 30.87
141,139,066.56 30.87
2
192,685,000.00 42.14
192,685,000.00 42.14
0.00 0.00
3
0.00 0.00
4
0.00 0.00
0.00 0.00
5 115,905,121.26 25.35
6
7,481,835.75 1.64
7
457,211,023.57 100.00
8.2
%
A
0.00 0.00
B
24,718,500.00 5.44
C
8,576,846.90 1.89
2008
22
C0
0.00 0.00
C1
0.00 0.00
C2
0.00 0.00
C3
0.00 0.00
C4 0.00 0.00
C5
229,005.00 0.05
C6
8,347,841.90 1.84
C7
0.00 0.00
C8
0.00 0.00
C99
0.00 0.00
D 0.00 0.00
E
0.00 0.00
F
11,777,887.80 2.59
G
0.00 0.00
H
21,693,804.66 4.78
I
26,479,500.00 5.83
J
34,031,400.95 7.49
K
5,695,930.25 1.25
L
8,165,196.00 1.80
M
0.00 0.00
141,139,066.56 31.08
8.3
1 000002
2,165,19113,965,481.95 3.07
2 601898
1,850,00011,969,500.00 2.64
3 000402
1,387,90010,561,919.00 2.33
4 601169
1,150,00010,246,500.00 2.26
5 600048
660,0009,504,000.00 2.09
6 000501
1,711,7838,593,150.66 1.89
7 600037
860,4008,165,196.00 1.80
8 601088
450,0007,893,000.00 1.74
9 600269
992,3017,739,947.80 1.70
10 600456
663,2557,547,841.90 1.66
www.lionfund.com.cn
8.4
8.4.1 2% 20
2008
23
1 000402
41,851,608.20 9.21
2 000069
31,410,553.61 6.92
3 000002
30,405,709.37 6.69
4 600048
24,878,942.55 5.48
5 600585
24,756,557.32 5.45
6 000063
20,354,943.50 4.48
7 000528
18,518,833.83 4.08
8 600971
17,636,036.02 3.88
9 601169
16,942,115.71 3.73
10 600036
16,518,134.03 3.64
11 000501
16,125,580.90 3.55
12 600141
13,636,115.15 3.00
13 601898
13,601,823.00 2.99
14 601601
13,277,906.00 2.92
15 600449
12,672,358.24 2.79
16 600000
12,497,986.52 2.75
17 600887
12,355,517.94 2.72
18 601088
12,327,601.80 2.71
19 600251
12,014,035.78 2.65
20 600383
11,686,951.16 2.57
21 000338
11,289,800.00 2.49
22 600271
10,144,816.60 2.23
23 600489
10,123,968.00 2.23
24 600456
9,971,499.17 2.20
25 600269
9,256,428.10 2.04
26 600787
9,205,563.95 2.03
27 600859
9,171,664.44 2.02
8.4.2 2% 20
%
1 000069
25,199,014.57 5.55
2 000402
23,579,067.19 5.19
3 000002
17,570,570.60 3.87
4 600141
16,490,233.41 3.63
5 600585
15,979,330.05 3.52
6 000063
14,834,726.32 3.27
7 600048
14,209,805.64 3.13
8 600449
13,778,200.10 3.03
9 600383
12,408,893.76 2.73
10 600271
11,262,081.60 2.48
2008
24
11 601601
10,086,118.64 2.22
12 000651
10,040,817.24 2.21
13 600489
10,030,213.30 2.21
14 600887
9,708,926.13 2.14
15 600251
9,593,902.02 2.11
16 000338
9,060,607.38 1.99
17 000528
8,658,868.41 1.91
18 000878
8,076,288.09 1.78
19 601169
7,896,542.89 1.74
20 000024
7,757,527.34 1.71
8.4.3
585,044,326.36
367,435,780.53
8.5
1
0.00 0.00
2
192,685,000.00 42.43
3
0.00 0.00
0.00 0.00
4
0.00 0.00
5
0.00 0.00
6
0.00 0.00
7
0.00 0.00
8
192,685,000.00 42.43
8.6
(%)
1 0801004 08 04 1,000,000 96,180,000.00 21.18
2 0801034 08 34 500,000 48,385,000.00 10.65
3 0801007 08 07 500,000 48,120,000.00 10.60
8.7
8.8
2008
25
8.9
8.9.1
8.9.2
8.9.3
1
250,000.00
2
0.00
3
0.00
4
7,212,189.38
5
19,646.37
6
0.00
7
0.00
8
7,481,835.75
8.9.4
8.9.5
9
9.1
( )
8,538 59,231.24 125,720,979.65 24.86%379,995,374.11 75.14%
9.2
4,605,466.52 0.91%
2008
26
10
2008 5 20 857,290,847.05
857,290,847.05
7,293,246.69
358,867,739.98
- 0.00
505,716,353.76
11
11.1
11.2
2008 6 28
11.3
11.4
11.5
10 1
11.6
11.7
1
(%)
(%)
1 297,334,550.37 31.34 241,585.59 30.47 -
1 303,385,384.69 31.97 257,877.70 32.52 -
2008
27
1 282,985,832.95 29.82 240,537.14 30.33 -
1 65,161,073.68 6.87 52,943.65 6.68 -
4 948,866,841.69 100.00 792,944.08 100.00 -
2
(%)
500,000,000.00 100.00
500,000,000.00 100.00
1
2
4 4 1 1 1 1
3
1 3
2
3
4
5
6
400-888-8998
0755-83026888 www.lionfund.com.cn
