LOF
2009 6
(LOF)
LOF 2005 9 8 LOF [2005]156 2005
11 3
LOF
2009 5 2 2009 1 2009 3 31
LOF
.......................................................................................................................2
.......................................................................................................................3
...........................................................................................................6
.........................................................................................................14
.....................................................................................................17
.........................................................................................................27
.................................................................................................28
.........................................................................................28
.....................................................................................29
.........................................38
.....................................................................................................38
.....................................................................................................49
.....................................................................................................49
.............................................................................................50
.........................................................................................55
.........................................................................................56
.........................................................................................58
.............................................................................................59
.........................................................................................................62
.............................................................63
.....................................................................................65
.........................................................................76
.............................................................................83
.........................................................................................85
.....................................................................86
.....................................................................................................86
1
LOF
LOF
2
(LOF)
LOF
LOF
2004 8 17 2004 8 17
(LOF)
(LOF)
(LOF)
3
LOF
4
LOF 3
T
T+n T n T
10%
5
LOF
2003 9 30
368
500 20
021-58368998
1.5
“ ” “ ” [2003] 100
2003 9 30 2008 1 2 [2008]6 6
LOF AEGON International N.V 51% 49%
2008 7 7 [2008]888 1.2 1.5
2009 3 31 LOF
1
1960
1963
1962
1961
Mar van Weede 1965 Forsythe International
7
LOF N.V .
Imaad Zuberi 1973 Irvine
1958 Paul Revere
1963
1964
1954
1959
1974 KPMG Prudential SunLife Everbright
1975
2
1970
8
LOF 1968
1970
3
1974 2004 3 6 2005 10 21 2006 9 20 2007 12 28 2005 11 3
1976 2002 6 LOF 2008 1 31
4
3
1
2
3
9
LOF 4
5
6
7
8
9
10
11
12
1
2
3
1
2
3
4
5
6
7
8
4
1
2
10
LOF 3
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
11
LOF 2
3
4
5
3
1
2
3
4
5
6
4
1
12
LOF
2
3
5
1
2
3
13
LOF 4
5
6
7
6
154
154
1988 7 20
50
[2005]74
14
LOF
021-62677777-212004
28 30 100%
2005 4 26 [2005]74 2009 3 31 11 LOF LOF 396.27
1
2
3
1
2
15
LOF
3
4
5
4
1
2
3
4
5
6
1
2
3
4 16
LOF
1
500 20
400-678-0099 021-38824536
021-58368886 021-58368919
021-58368869 021-58368915
www.xyfunds.com.cn
https://trade.xyfunds.com.cn
400-678-0099 021-38824536
2
1
154
021-52629999
95561
www.cib.com.cn
2
18
188
17
LOF
021-58781234
021-58408483
95559
www.bankcomm.com
3
7088
0755-83198888
95555
www.cmbchina.com
4
55
010-66107900
010-66107914
95588
www.icbc.com.cn
5
25
95533
www.ccb.com
6
500
12
021 61618888
021 63602431
18
LOF 95528
www.spdb.com.cn
7
4
4
95568
010 58560794
www.cmbc.com.cn
8
8 C
010 65541405
010 65541281
95558
bank.ecitic.com
9
6
95595
www.cebbank.com
10
69
95599
www.abchina.com
11
1
95566
www.boc.cn
12
19
LOF 294
96528 962528
021 63586215
www.nbcb.com.cn
13
131
131
95580
010 66415194
www.psbc.com
1
99
021-68419393-1259
www.xyzq.com.cn
2
183 36 38 41 42
020-87555888
020-87557985
www.gf.com.cn
3
98
021-23219000
021-53858549
4008888001 95553
20
LOF
www.htsec.com
4
618
135
400-8888-666
021-62569400
021-62580818-213
www.gtja.com
5
35 C
010-66568587
4008-888-888
www.chinastock.com.cn
6
188
4008888108
010 65182261
www.csc108.com
7
200 39F
4006208888
021 50372474
www.bocichina.com
8
90
025-84457777-950 248
21
LOF 025-84579879
025-84579897
www.htsc.com.cn
9
A 40 45
0755-82943237
0755-82943511
4008888111 95565
www.newone.com.cn
10
720 20
021-50367888
021-63326173
021-962506 40088-88506
www.dfzq.com.cn
11
282
0351 8686868
0351 8686709
www.i618.com.cn
12
59 18 19
989 17
021-50586660-8837
021-50585607
www.longone.com.cn
13
22
LOF 528 15-16
021-50818887-281
021-68815009
4008888788
www.ebscn.com
14
63 12
021-68634518
021-68865680
400-888-1551
www.xcsc.com
15
208
0791-6768763
0791-6789414
0791-6768763
www.scstock.com
16
179
96888 400-8888-777
0551-2207114
www.gyzq.com.cn
17
15
0791- 6285337
www.gsstock.com
23
LOF 18
6008
0755-82288968
www.cc168.com.cn
19
1 30
0769-2100888
0769-2116999
961130
0769-2119423
www.dgzq.com.cn
20
46
0771-96100 4008888100 0755-82485852
0755-82485852
www.ghzq.com.cn
21
588 26
588 26
021-68761616 4008888128
021-68767981
www.tebon.com.cn
22
171
021-54033888
021-54035333
24
LOF 021-962505
www.sw2000.com.cn
23
5047 10 25
0755 82492000
0755 82492962
400-8888-555 0755 25125666
www.lhzq.com
24
8
4008-888-999 027-85808318
021-63219781
021-51062920
www.95579.com
25
291
0791 6768763
0791 6789414
0791 6768763
www.scstock.com
26
29
022 28451861
022 28451892
4006515988
25
LOF www.bhzq.com
27
7 12 15
010 59226840
400-887-8827
www.ubssecurities.com
D
010-66045522
010 66045678
www.txsec.com
27 23
27 23
010-58598839
010-58598907
)
256 14
021-51150298
021-51150398
26
LOF
1 16
010-58153000
010-85188298
2005 9 7 [2005]156
[2005]156 2005 9 19 2005 10
28 2005 11 3 927,645,098.72 6783
27
LOF
2005 11 3
200 5000 20
2006 1 19
1
2 10%
3 100
4 0.001
5
28
LOF
1
2
3
2006 1 19
4
1 “ ”
2 1 1
3
5
1
M
M 50 1.5%
50 M 100 1.0%
100 M 1000 0.5%
M 1000 1000
2006 10 18 2006 10 23
LOF
2
0.5
29
LOF 6
1
/ 1
/
1
10000 1.5% 1.0250
10000/ 1 1.5% 9852.22
10000 9852.22 147.78
9852.22/1.0250 9611.92
9611 1
=9611×1.025=9851.28
10000 9851.28 147.78 0.94
2
×
×
10000 10 0.5% 1.0250
10000×1.0250 10250
10250×0.0050 51.25
10250 51.25 10198.75
10000 1.0250 10198.75
7
1
1
2
30
LOF 3
2
2005 12 7 2006 1 19
9:30-11:30 1:00-3:00
3
1 “ ”
2 “ ”
3 “ ”
4
5 3
4
1
2
3 T T+2
4
T+7
5 T T+1
6 1000
1000 31
LOF 100,000 10,000
30 30
2008 1 12 2008 1 15 200 30
3
5
1
M
M 50 1.5%
50 M 100 1.0%
100 M 1000 0.5%
M 1000 1000
T
T 1 1.8%
1 T 2 1.0%
2 T 3 0.5%
T 3 0
2
75% 25%
32
LOF T
T 1 0.50%
1 T 2 0.25%
T 2 0
6
1
a
/ 1
/
10000 1.5% 1.0500
10000/ 1 1.5% 9852.22
10000 9852.22 147.78
9852.22/1.0500 9383.07
10000 1.0500 9383.07
b
= /
× ×
10000 1.05
=10000/1.05=9523.81
33
LOF 10000 9523.81 1 1.0%
9523.81×1.05×1.0%=100
2
a
×
×
10000 1 0.25% / 1.025
10000×1.025 10250
10250×0.25% 25.63
10250 25.63 10224.37
10000 10224.37
b
×
× ×
×
10000 1 0.25% 1.05 1.25
10000×1.25 12500
10000×1.05×1.0% 105
12500×0.25% 31.25
12500 105 31.25 12363.75
10000 12363.75
3
34
LOF
7
T+1 T+2 T+1
3
1
1
2
3
4
5
6
1 4
2
1
2
3
4
20
35
LOF
1
10%
2
1
2 10%
3
3 20
2
2 1
3 1
36
LOF 3 1
TA
2006 8 4 2006 8 4
37
LOF
1
2
1
2
3
1
2
3
1
2
3
38
LOF
1
2
0% 65% 30% 95% 5%
1)
2)
3)
4)
“ ”
IMTAS
1
2
3
39
LOF industrial multiple trend analysis system
1 10%
2 10%
3
4
5
6
40
LOF 10
6
300 ×50% ×45% ×5%
300 A 300 A A
“ ”
1
2
20%
41
LOF 3
IMTAS
“ ” industrial multiple trend analysis system
EBIT EBIT 1/3 1
RI
RI
RI
RI / / σ
RI / / σ
RI
RI
1/3 3
1
42
LOF EBIT 1/3 RI
RI
1/3 A B C
2
b c
d
A
B
C
b A B
c A C
d B C
a A B C
3
PE PB PS
43
LOF
1
a b c d b c d b c d
4
“ ”
5
44
LOF
6
1
2
3
4
5
6
7
8
1
2
45
LOF
LOF 2009 1
2009 3 31
1
% 1
13,160,469,633.69 74.14
13,160,469,633.69 74.14
2
3,346,902,044.30 18.86
3,346,902,044.30 18.86
--
3
--
4
--
--
5
1,103,604,249.61 6.22
6
139,026,684.96 0.78
7
17,750,002,612.56 100.00
2
A
--
B
1,643,746,842.78 9.39
C
4,236,091,808.36 24.20
C0
579,157,839.80 3.31
C1
44,895,262.50 0.26
C2
--
C3
47,750,000.00 0.27
C4
674,964,618.39 3.86
C5
180,072,484.61 1.03
C6
1,443,022,953.24 8.24
C7
332,280,125.84 1.90
C8
933,948,523.98 5.34
C99
--
D 328,076,805.78 1.87
E
414,721,378.94 2.37
F
143,731,530.97 0.82
G
751,885,306.87 4.30
H
506,219,500.33 2.89
I
4,219,256,993.24 24.10
46
LOF J
762,112,345.66 4.35
K
--
L
--
M
154,627,120.76 0.88
13,160,469,633.69 75.18
3
1 600036 89,500,0001,425,735,000.00 8.15
2 600016 202,999,6061,031,237,998.48 5.89
3 600000 41,750,000915,160,000.00 5.23
4 000629 81,115,900775,468,004.00 4.43
5 000063 12,373,702437,286,628.68 2.50
6 600309 22,275,624355,296,202.80 2.03
7 601666 17,000,000335,920,000.00 1.92
8 600600 15,078,956310,475,704.04 1.77
9 600030 12,135,482309,090,726.54 1.77
10 600050 50,020,000288,615,400.00 1.65
4
1
--
2
2,470,595,000.00 14.11
3
--
--
4
856,250,590.68 4.89
5
--
6
20,056,453.62 0.11
7
--
8
3,346,902,044.30 19.12
5
( )
1 0801092 08 92 10,000,000971,700,000.00 5.55
2 0801084 08 84 5,000,000485,050,000.00 2.77
3 0801049 08 49 5,000,000481,750,000.00 2.75
4 0801078 08 78 3,000,000290,700,000.00 1.66
5 126018 08 3,984,660289,844,168.40 1.66
6
47
LOF
7
8
1
000063 2008 10 7 16 380
2007
2
3
1
3,959,079.07
2
46,649,899.64
3
-
4
76,791,909.35
5
11,625,796.90
6
-
7
-
8
139,026,684.96
4
( ) (%)
1
125709
20,056,453.62 0.11
5
48
LOF
2005 11 3 2009 3 31
2009 1 21.88% 1.48% 17.44% 1.12% 4.44% 0.36%
2008 -40.68% 1.57% -36.34% 1.48% -4.34% 0.09% 2007 153.24% 1.66% 64.15% 1.15% 89.09% 0.51%
2006 160.31% 1.25% 51.71% 0.71% 108.60% 0.54%
2005.11.3-2005.12.31 1.70% 0.23% 3.17% 0.42% -1.47% -0.19%
2009 3 31
384.73% 1.48% 92.09% 1.14% 292.64% 0.34%
49
LOF
1
2
3
4
5
6
1
1
50
LOF 2008 9 16 2008 9 16
2
a 1
b
c 1
d
3
2
1
2 ( )
3
4
5
6
3
51
LOF 1
2
3
4
5
4
1
2
3
5
6
1 0.0001 52
LOF
2
3 0.25% 0.5%
4
“ ” “ ”
5
1
2
3 “ ” 53
LOF
4
5
6
7
6
1
2
3
4
5 0.25% 0.5%
1
2
3
54
LOF
1
2
3
4
1 6 60% 3
2
3
4
5
1
2
55
LOF
1
2
3
4
5
6
7
1
1.5%
H=E×1.5%÷
H
E
2
0.25%
H=E×0.25%÷
H
E
3 3 7 ( )
4
56
LOF 1
M
M 50
1.5%
50 M 100
1.0%
100 M 1000
0.5%
M 1000 1000
T
T 1
1.8%
1 T 2
1.0%
2 T 3
0.5%
T 3
0
2
T
T 1 0.50%
1 T 2 0.25%
T 2 0
0.5%
25%
3
4
3
5
57
LOF
1
2 1 1 12 31
3
4
5
6
7
1
2
3 2
58
LOF
(http://www.xyfunds.com.cn) (http://www.cib.com.cn)
1
1 3
2
3
4 6 45
2
1 3
2
3
4
5
6 90 59
LOF
7 60
8 15
2
3
2
1
2
3
4
5
6
7
8
9 50%
10 30%
11
12
13
14
15
16
17 0.5%
18
19
20
60
LOF 21
22
23
24
25
26
30
1
2
3
4
61
LOF
1
2
3
4
5
62
LOF
1
2
3
4
5
6
7
1
2
3
4
63
LOF
1 30
2 15
3
1
2
3
4
5
6
7
1
2
3
4
1 3
64
LOF
15
1
1
2
3
4
5
6
7
8
9
2
1
2
3
4
5
6
7
65
LOF
1
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
2
1
2
3
4
66
LOF 5
6
7
8
9
10
11
12
13
14
15
16
17 15
18
19
20
21
22
23
24
67
LOF 25
26
27
1
1
2
3
4
5
6
2
1
2
3
4
5
6
7
8
9
10 68
LOF
11
12
13
14
15
16
17 15
18
19
20
21
22
23
24
25
26
1
2
1
1
2
69
LOF 3
4
5
6
7
8
9
10 10%
11
12
2
1
2
3
4
5
6
3
1
2 10
60
3 10% 10
70
LOF 60 10%
10 60
4 10% 10%
30
5
4
30
1
2
3
4
5
6
7
5
1
1
2
3
4
2
1
71
LOF 50%
2
50%
6
1
10% 10
5
1
2 72
LOF
10% 20%
2
1
50%
2
7
1
2
1
50% 2
2
73
LOF
3
4
5
8
1
1
2
3
2
9
5
2
74
LOF 1
1
2
3
4
5
6
7
8
9
10 10%
11
12
1
2
3
2
3
1
2
3
75
LOF 4
1 368
500 20
:
2003 9 30
76
LOF [2003]100
9800
2
154
1988 7 20
[2005]74
50
1
1
2 , , ,
3
4
1.5
77
LOF
2
1
2
3
1
78
LOF
2
2 2
3
T+3 11 00
4
79
LOF 5
/
/
6
1
2
7
8
1
1
2 80
LOF
2
3
81
LOF
4
5
6 45 15 60 90
3 7 10
82
LOF
1
2
1
2
3
4
1 T+2 20
E-MAIL
2 T+1
83
LOF
https://trade.xyfunds.com.cn
1
400-678-0099 021-38824536
021-58367239
2
http://www.xyfunds.com.cn
service@xyfunds.com.cn
84
LOF
2008 11 3 2009 5 2
1
2008-11-15
2
2008-11-18
3
2008-11-22
4
LOF 2008-12-16
5
2008-12-24
6
2008-12-27
7
2008-12-30
8
2008 2009-1-1
9
2009-2-6
10
2009-2-6
11
2009-2-16
12
2009-2-24
13
2009-2-24
14
2009-2-25
15
2009-2-25
16
2009-2-27
17
2009-2-28
18
2009-3-13
19
2009-3-25
20
2009-3-26
21
2009-3-30
22
2009-4-10
23
LOF 2009-4-13
24
2009-4-13
25
2009-4-18
85
LOF 26
2009-4-28
(www.xyfunds.com.cn)
1 LOF
2 LOF
3
4 LOF
5
6
7
8
2009 6 17
86
