2009 6 24
1.
2.
3.
4
5.. 2009 12 23 2009 12 31
3
4
5
55
1984 1 1
334,018,850,026
010-66105799
2009 12 121 30 95%
“6
” 2009 12 145 8 137 QFII QDII 2009 2008 2004 18
1.
2.
1
55
010-66107900
95588
www.icbc.com.cn
2
25
1 1
95533
010-66275654
www.ccb.com
3
7088
7088
95555 7
www.cmbchina.com
(4)
188
188
021 58781234
021 58408842
95559
www.bankcomm.com
(5)
6
010 68098778
010 68090661
95595
www.cebbank.com
6
168
168
021-68475888
021-68476111
021-962888
www.bankofshanghai.com
7
500
689 17
021-61618888
95528 8
www.spdb.com.cn
8
5047
518001
0755-82088888
0755-82080714
95501
: www.sdb.com.cn
(9)
154
021 52629999
021 62569070
95561
www.cib.com.cn
10
8 C
24 95558
bank.ecitic.com
11
2
24 95568
www.cmbc.com.cn
12
1099
40066-99999 0755-961202
www.pingan.com
13
294 9
96528 962528
www.nbcb.com.cn
14
618
168 29
(021)38676666 6161
(021) 38670161
400-8888-666
www.gtja.com
15
35 C
(010)66568536
4008888888
www.chinastock.com.cn
16
66 4
188
(010)65186758
(010)65182261
400-8888-108
www.csc108.com
17
171
021-962505 021-54033888
021- 54038844
10
(021)962505
www.sw2000.com.cn
18
336
(021)65087006
(021)65213164
800-6200-071
www.962518.com
19
99
021-38565785
4008888123
: www.xyzq.com.cn
20
38-45
(0755)82943636
95565
www.newone.com.cn
21
183 43
36 38 41 42
95575
020 87555417
http://www.gf.com.cn
(22)
5047 10 24 25 11
0755-82492000
0755-82492962
: 400-8888-555 0755-25125666
www.lhzq.com
(23)
: 1012 16-26
:
: 0755-82130833
: 0755-82133302
:
: 95536
:www.guosen.com.cn
24
A
6
010-84588888
010-84865560
010-95558
www.ecitic.com
25
98
021 23219000
95553 4008888001
www.htsec.com
26
63 12
12
021-68634518
021-68865938
021-68634818-8503
021-4008881551
www.xcsc.com
27
11 A
11 A
0571- 85783715
0571-85783771
www.bigsun.com.cn
0571-96598
28
29 15 1507-1510
28
0532-85022026
0532-85022026
www.zxwt.com.cn
0532-96577
29
4028 26 11 12 518035
3 9 100007
4008188118
www.guodu.com
30
1508
1508
: : 021-68816000 13
: 021-68815009
:
www.ebscn.com
(31)
26
0731-4403319
www.cfzq.com
(32)
318 2 22 -29
021-63325888
021-955036
www.dfzq.com.cn
(33)
500 26
021-68761616
4008888128
www.tebon.com.cn
34
200 39
4006208888
021-50372474
http://www.bocichina.com.cn
35
48-50
0755 82026521
0755 82026539 14
400-600-8008
www.cjis.cn
36
6008 14 16 17
0755-83516289
0755-83516199
0755-33680000 400 6666 888
www.cc168.com.cn
37
2
43 B 6
0010-62294608-6460
010-62296854
www.hysec.com
4008-000-562
38
17
17
010-96169 022-96269 021-53599688
029-85766888 0755-23957088 0571-86590900
www.bankofbeijing.com.cn
580 31 15
021-5234 1668
021-5234 1670
1233 1604-1608
(SILAS SIU SHUN YANG)
+86 21 6123 8888
+86 21 6123 8800
80%-100% 5% 10 10
16
1 Target Duration Management
1
17
2
Macaulay Duration
3
18
-
2
,
1
10
2
10
3
19
1
1
2
3
4
5
6
7
8
2
a 10%
b 10%
c 40%
d 0.5% 3% 10%
e 1 5%
f 20%
g 10%
h 10%
i
j 80%
k
20
10
6
2001 12 31 www.chinabond.com.cn
1
2
3
4
1
2009 12 31 A 226,996,378.46 1.012 1.012 B 432,670,710.88
1.009 1.009 21
%
1
- -
- -
2
570,894,750.44 85.95
570,894,750.44 85.95
- -
3
- -
4
20,000,000.00 3.01
- -
5
31,127,988.65 4.69
6
42,219,933.39 6.36
7
664,242,672.48 100.00
2
3
4
20 09 12 31
1
- -
2
176,900,000.00 26.82
3
182,093,000.00 27.60
182,093,000.00 27.60
4
136,479,671.92 20.69
5
50,201,000.00 7.61
6
25,221,078.52 3.82
7
- - 22
8
570,894,750.44 86.54
5
2 00 9 12 31
( )
1 0901036 09 36900,000 88,461,000.00 13.41
2 080416 08 16 500,000 51,205,000.00 7.76
3 050413 05 13 500,000 50,270,000.00 7.62
4 0901040 09 40500,000 49,135,000.00 7.45
5 070415 07 15 300,000 30,396,000.00 4.61
6
7
8
1
2
3 2009 12 31
1
250,000.00
2
35,993,861.16
3
-
4
5,314,583.42
5
661,488.81
6
- 23
7
-
8
-
9
42,219,933.39
4 2009 12 31
( )
(%)
1 110003
1,174,933.20 0.18
2 125960
1,353.33 0.00
5
6
A
2009/06/24-2009/12/31 1.20% 0.04% -1.58% 0.05% 2.78% -0.01%
B
2009/06/24-2009/12/31 0.90% 0.03% -1.58% 0.05% 2.48% -0.02%
24
25
26
