2009 4
2006727[2006] 1492006920
20093192008420081231
.......................................................................................................... 1
.......................................................................................................... 2
.............................................................................................. 5
............................................................................................ 13
........................................................................................ 17
............................................................................................ 27
.................................................................................... 27
............................................................ 28
............................................................................................ 36
............................................................................................ 46
........................................................................................ 47
................................................................................ 48
................................................................................ 54
................................................................................ 55
............................................................................ 57
................................................................................ 58
............................................................................................ 62
................................................ 65
........................................................................ 66
................................................................ 78
............................................................ 95
............................................................................ 97
........................................................ 98
........................................................................................ 98
“ ” “ ” “ ” “ ” “ ” “ ” “ ”
“ ” “ ”
“ ”
1
2
3
/
T
T+n T n T
3
3
3
10%
4
2003 9 30
368
500 20
021-58368998
1.5
“ ” “ [2003]
100 2003 9 30 2008 1 2 [2008]6 AEGON International N.V 5
51% 49%
2008 7 7 [2008]888 1.2 1.5
2009 3 31 LOF 6
1
1960
1963
1962
Mar van Weede 1965
Imaad Zuberi 1973 6
1958 Paul Revere
1963
1964
1954
1959
1974 KPMG Prudential SunLife Everbright
1975
2
1970
1959 7
1968
1970
3
1977 LOF 2007 2 6
2006 9 20 2007 12 28
4
3
LOF
1
2
3
4
8
5
6
7
8
9
10
11
12
1
2
3
1
2
3
4
5
6
7
8
4
1
2
3
9
4
5
6
7
8
9
10
11
12
13
14
15
5
1
2
3
4
1
1
2
3
4
5
2
1
10
2
3
4
5
3
1
2
3
4
5
6
4
1
11
2
3
5
1
2
12
3
4
5
6
7
6
1
154
154
1988 7 20
13
50
021-62677777-212004
021-62159217
2
1988 50
2007 8513.35 388.97 2007
85.86
2007 7 1000 145 2006 19 260 2006 37 100 10
3
28 30 100%
4
2005 4 26 [2005]74 2008 12 31 10 LOF LOF 369.24
1
14
2
3
1
2
3
4
5
6
7 “ ”
8
4
1
15
2
3
4
5
6
16
1
500 20
021 58368886 58368919
021 58368869 58368915
https://trade.xyfunds.com.cn
400-678-0099 021 38824536
2
1
154
25
021 52629999
95561
www.cib.com.cn
2
55
55
95588
010 66107914
17
www.icbc.com.cn
3
7088
0755 83198888
95555
www.cmbchina.com
4
25
1 1
95533
www.ccb.com
5
18
188
021-58781234
021-58408842
95559
www.bankcomm.com
6
500
12
021 61618888
021 63602431
95528
18
www.spdb.com.cn
7
2
95568
www.cmbc.com.cn
8
8 C
010 65541405
010 65541281
95558
bank.ecitic.com
9
6
010 68098000
010 68561260
95595
www.cebbank.com
10
1
95566
http://www.boc.cn
11
294
19
96528 962528
021 63586215
http://www.nbcb.com.cn
12
131
131
11185
010 66415194
http://www.psbc.com
1
99
021 68419393-1259
021 68419867
www.xyzq.com.cn
2
98
021 23219000
021 53858549
4008888001 021 962503
www.htsec.com
3
68
188
20
4008888108
www.csc108.com
4
35 C
010 66568047
4008-888-888
www.chinastock.com.cn
5
183 36 38 41 42
020 87555888
020 87557985
www.gf.com.cn
6
A 39—45
0755 82943666
95565 4008888111
www.newone.com.cn
7
588 26
021 68761616
4008888128 021 68761616
21
www.tebon.com.cn
8
200 39F
021 68604866
4006208888
www.bocichina.com
9
618
021-62580818
021-62569400
400-8888666
www.gtja.com.cn
10
69
0351 8686868
0351 8686703
0351 8686709
www.i618.com.cn
11
318 2 22 -29
021 63325888
021 50366868
021 962506
021 962506 40088-88506
22
www.dfzq.com.cn
12
63 12
021 68634518 021 68634818-8631
021 68865680
400-888-1551
www.xcsc.com
13
46
0771 5539262
0771 5539033
4008888100 96100
www.ghzq.com.cn
14
179
96888 400-8888-777
0551 2207114
www.gyzq.com.cn
15
171
021 54033888
021 54035333
021 962505
www.sw2000.com.cn
23
16
5047 10 25
0755 82492000
0755 82492962
400-8888-555 0755 25125666
www.lhzq.com
17
90
4008-888-168
025 84579897
025 84579763
www.htsc.com.cn
18
8
4008-888-999 027-85808318
021 63219781
021 51062920
www.95579.com
19
1508
10108998
021 68816000
021 68815009
24
www.ebscn.com
20
291
0791 6768763
0791 6789414
0791 6768763
www.scstock.com
21
29
022 28451861
022 28451892
4006515988
www.bhzq.com
1
19 B
010 66045522
010 66045500
010 66045678
www.txsec.com
25
368
500 20
021 58368998
021 58368858
256 14
256 14
021 51150298
021 51150398
1 16
010 58153000
010 85188298
26
2006 7 27 [2006]149
[2006]149 2006 8 15 2006 9
15 3,289,724,684.59 1,244,994.52 32397
2006 9 20
200 5,000
20
27
3 3
3
2006 10 23 2006 11 20
1 1,000 500 10 1
2 500 500
3 3
28
1 “ ”
2 “ ”
3 15:00
4 3
1
2
T T+1 T 2
3
T 7
1
1
29
M
M 50 1.5%
50 M 100 1.2%
100 M 1000 0.6%
M 1000 1000
2006 10 18 2006 10 23 10 50
2
2
25%
N
N 1 0.5%
1 N 2 0.25%
N 2 0
10
2006 8 26 10 10
3 3
4 30
1
= / 1+
/
10,000 1.05
=10,000 1+1.5 =9852.22
=10,000 9852.22=147.78
=9852.22/1.0500=9383.07
10,000 1.5% 1.0500 9383.07
2
×T
×
-
10,000 0.25% 1.0500
=10,000×1.05=10500
=10,500×0.25%=26.25
=10,500-26.25=10473.75
1 1.0500 10,473.75
31
3
T =T /T
4
T T 1
4
5
T 1 T 2
T 1
3
1
2
3
4
5
1 4
32
1
2
3
4
3 20
1
10%
2
1
2 33
10%
3 2
3
2
20
2006 11 23 2006 11 28
34
2006 11 23 2006 11 23
“ ” “ ” “ ”
35
65%-95% 0%-30% 0%-3% 5%
“ ” “ ”
1
“ ”
1
GDP CPI
2 /
3
36
2
“ ”
1
A B C
B
A
C
37
2
3
3
“ Stock Triple-Factors Filter System, STFS ”
4
“ ”
5
38
1
1
2
3
4
5
6
2
1
2
3
4
39
5
6
7
8
1
2
3
4
5
6
7
8
1 10%
40
2 10%
3 65%-95% 0%-30% 5%
4 0.5% 3 10
5 BBB BBB 10% 10% 10% 20% 3
6
7
6 10
80%× 300 15%× 5%×
300 300 A 300 A A 41
1
2
3
4
1
2
3
1
2
42
3
4
5
6
7
8
9
10
11
12
13
4
1
2
3
4
2008 4 2008 12 31
1
% 3,825,161,140.96 68.11
43
3,825,161,140.96 68.11
1,011,475,000.00 18.01
1,011,475,000.00 18.01
752,298,655.50 13.40
26,825,320.30 0.48
5,615,760,116.76 100.00
2
% A
--
B
218,202,379.54 3.91
C
1,703,600,218.27 30.52
C0
455,976,735.32 8.17
C1
2,414,512.02 0.04
C2
18,001,248.30 0.32
C3
25,478,589.36 0.46
C4
343,379,241.61 6.15
C5
18,750,817.94 0.34
C6
555,944,305.95 9.96
C7
158,630,721.14 2.84
C8
120,221,879.91 2.15
C99
4,802,166.72 0.09
D
36,750,000.00 0.66
E
--
F
217,919,323.90 3.90
G
90,008,476.16 1.61
H
246,015,430.35 4.41
I
1,139,614,880.83 20.42
J
27,907,198.80 0.50
K
29,964,460.94 0.54
L
88,108,034.75 1.58
M
27,070,737.42 0.48
3,825,161,140.96 68.52
44
3
%
1 600036
34,119,178414,889,204.48 7.43
2 600016
74,448,671303,006,090.97 5.43
3 600019
56,821,601263,652,228.64 4.72
4 000895
7,164,322247,025,822.56 4.43
5 600600
9,767,624195,254,803.76 3.50
6 600000
12,451,840164,986,880.00 2.96
7 600176
11,161,911154,145,990.91 2.76
8 000629
15,089,877138,525,070.86 2.48
9 601318
4,160,950110,639,660.50 1.98
10 600309
11,048,743110,487,430.00 1.98
4
% 1
--
2
975,160,000.00 17.47
3
--
--
4
36,315,000.00 0.65
5
--
6
--
7
--
8
1,011,475,000.00 18.12
5
( ) 1 0801061 08 61 6,500,000 632,125,000.00 11.32
2 0801095 08 95 2,000,000 195,780,000.00 3.51
3 0801108 08 108 1,500,000 147,255,000.00 2.64
4 126018 08 500,000 36,315,000.00 0.65
5 - - - - -
6
7
45
8
1
2
3
1
3,750,000.00
2
2,733,274.32
3
-
4
19,933,046.35
5
408,999.63
6
-
7
-
8
26,825,320.30
4
5
2006 9 20 2008 12 31
46
-11.44% 2.12% -13.66% 2.40% 2.22% -0.28%
-23.01% 1.99% -27.04% 2.34% 4.03% -0.35%
-44.16% 2.02% -55.10% 2.38% 10.94% -0.36%
2008 12 31
100.59% 1.88% 32.88% 2.05% 67.71% -0.17%
1
2
3
4
5
6
7
8
9
47
“ ” “ ”
1
1 48
2008 9 16 2008 9 16
2
a 1
b
c 1
d
3
2
1
2 49
3
4
5
6
3
1
2
3
4
5
4
1
2
3
5 50
6
4 5 0.25% 0.5%
1
“ ” “ ”
51
2
1
2
3 “ ”
4
5
6
7
52
3
1
2
3
4
5 0.25% 0.5%
1
2
3
53
1 6 50% 3
2
3
4
5
6
7
3
54
1
2
3
4
5
6
7
8
9
1
1.5%
H
E ×1.5%÷
H E
2
0.25%
H = E ×0.25%÷
H E
3
55
H E×F÷
H E F
2
“ ” 4 9
1
2
3
4
56
3
1
2 1 1 12 31 3
3
4
5
6
7
1
2
3 2
57
1
2
3
4
5
6
1
3
1 6 45 58
15
2
3
2
3
4
5
6
90
59
60
15
2
2
7
2
1
2
3
4
5
6
7
8
9 50%
10 30%
11
12
13
60
14
15
16
17 0.5%
18
19
20
21
22
23
24
25
26
8
9
40
10
61
10
1
1
2
3 62
4
5
6
7
8
2
1
2
3
3
4
5
63
6 1 2 3 4 5
7
1
2
3
4
5
6
7
1
2
64
1
2 6
3
4
1 30
2
3
4
1
2
3
4
5
6
7
5
65
2 2
15
1
1
2
3
4
5
6
7
8 66
9
10
11
12
13
14
15
16
2
1
2
3
4
5
6
7
67
8
9
10
11
12
13
14
15
16
17
18
19
20
21 15
22
23
24
25
26
27
68
28
29
1
1
2
3
4
5
6
2
1
2
3
4
5
6
7
8
9
69
10
11
12
13
14
15
16
17
18 15
19
20
21
22
23
1
1
70
2
3
4
5
6
7
8
9
2
1
2
3
4
5
6
1 10% 10%
1
2
3
4
5 71
6
10
11
2
1
2
3
4
5
1
2
3 10 60
4 10% 10% 10 60 10% 10% 72
10 60
5 10% 10% 10% 10% 30
6
1 40
1
2
3
4
5
6
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2
1 73
1
2 50% 50%
2
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2
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4 3
5
1
10% 10% 74
30
30
1
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2
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2
75
2
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2
1
1
2
3
76
4
2
5
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3
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30 77
1
368
500 20
2003 9 30
[2003]100
9800
2
154
154
1988 7 20
50
78
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1
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2
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5%
2
10%
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79
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3
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4
5
3
1
2
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5 80
6
7
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4
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5
1
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2
3
6
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82
83
1
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84
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1
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1
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86
1
1
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b
c 1
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3
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1
2 87
3
4
5
6
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1
2
3
4
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4
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6
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0.25% 0.5%
1
“ ” “ ”
89
2
1
2
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5
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1
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3
1 5 3 2
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5
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4 60 30 20
5 90 50 30
6
7
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15
92
1
2
1
2
3
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2
3 93
4
5
1
2
3
4
5
6
7
8
9
6
7
1
2
3
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1 3
8
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9
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94
30
20
E-MAIL
https://trade.xyfunds.com.cn 95
400-678-0099 021-38824536
021-58368869
http://www.xyfunds.com.cn
service@xyfunds.com.cn
96
2008 9 20 2009 3 19
1
2008-9-26
2
2008-9-26
3
2008-10-25
4
2008-10-31
5
2008-11-15
6
2008-11-18
7 600096 2008-11-20
8
2008-11-22
9
2008-12-24
10
2008-12-27
11
2008-12-30
12
2008-12-30
13 2008 2009-1-1
14
2009-2-6
15
2009-2-6
16
2009-2-16
17
2009-2-24
18
2009-2-24
19
2009-2-24
20
2009-2-25
21
2009-2-25
22
2009-2-25
23
2009-2-27
24
2009-2-28
25
2009-3-13
97
2009 4 30
98
