2009
2009 12 31
2009
1
§1 1.1
,
, 2010 3 23
,
2009 1 1 12 31
2009
2
1.2 §1 ............................................................................................................................1
1.1 ...............................................................................................................................1
1.2 .......................................................................................................................................2
§2 ........................................................................................................................................4
2.1 .......................................................................................................................4
2.2 .......................................................................................................................4
2.3 ...................................................................................................4
2.4 .......................................................................................................................5
2.5 .......................................................................................................................5
......................................................................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 .................................................................10
4.7 .............................................................10
4.8 .................................................................11
§5 .................................................................................................................................. 11
5.1 .....................................................................11
5.2 .........11
5.3 .....................11
§6 ...................................................................................................................................... 11
6.1 .................................................................................................12
6.2 .............................................................................................................12
6.3 .............................................................................................................................12
§7 ..............................................................................................................................13
7.1 .........................................................................................................................13
7.2 .................................................................................................................................14
7.3 .....................................................................................15
7.4 .............................................................................................................................16
§8 ..............................................................................................................................39
8.1 .....................................................................................................39
8.2 .....................................................................................39
8.3 .........................40
8.4 .................................................................................41
8.5 .............................................................................47
8.6 .....................47
8.7 .........47 2009
3
8.8 .....................47
8.9 .............................................................................................................48
§9 ..................................................................................................................48
9.1 .........................................................................48
9.2 .................................................48
§10 ................................................................................................................48
§11 ............................................................................................................................49
11.1 ...............................................................................................49
11.2 ...............................49
11.3 ...................................................49
11.4 .......................................................................................................49
11.5 ...........................................................................49
11.6 ...........................................49
11.7 .......................................................................49
11.8 ...................................................................................................................50
§12 ............................................................................................53
§13 ............................................................................................................................53
2009
4
§2 2.1
2.2
2.3
021-50509888-8219 010-66105799 huangzhp@scfund.com.cn custody@icbc.com.cn
021-50509666 95588
021-50509888-8211 010-66105798
279
55
279
55
200135 100140
2009
5
2.4
www.scfund.com.cn
2.5
130
279
3.1
527,166,520.47 -2,058,264,264.53 1,067,014,169.20
900,382,428.09 -2,237,598,056.78 1,093,362,934.96
0.2261 -0.5012 0.4719
32.56% -70.62% 40.14%
39.00% -46.85% 99.33%
-1,290,207,847.42 -2,060,803,101.64 -103,168,077.99
-0.3561 -0.4834 -0.0209
2,806,194,493.80 2,375,057,679.39 5,176,097,061.62
0.7745 0.5572 1.0483
210.93% 123.69% 320.85%
1
2
3
3.2
3.2.1
2009
6
14.88% 1.46% 12.91% 1.16% 1.97% 0.30%
6.62% 1.49% 9.26% 1.40% -2.64% 0.09%
39.00% 1.34% 65.79% 1.35% -26.79% -0.01%
47.27% 1.77% 59.40% 1.64% -12.13% 0.13%
210.93% 1.56% 205.98% 1.41% 4.95% 0.15%
=65%* 60%* 180+40%* 100 +35%*
3.2.2
3.2.3
2009
7
3.3
---- ---- 10.600 564,078,104.31 897,448,131.66 1,461,526,235.97 10.600 564,078,104.31 897,448,131.66 1,461,526,235.97 §4 4.1
4.1.1
2003 82 2004 9 1 49% 30% 21%
2009 12 31 2005 2 1 2006 12 152009
8
2008 4 23 2008 11 5 2009 5 6 2009 12 30
4.1.2
1
2 2009 12 25 2010 1 6
3
4.2
4.3
4.3.1
2009
9
4.3.2
4.3.3
4.4
4.4.1 2009 A 4 2009 10 2009 8
2009 4.4.2 0.7745 39.00% 65.79%
4.5
2010 1 2 2010
2009
10
4.6
1
2
3
4.7
1
2009
11
2
3
4
4.8
§5 5.1
2009
5.2
2009
5.3
2009
§6 W[2010]A 227 2009
12
, 2009 12 31 2009
6.1
:(1) , (2) (3)
6.2
,
, , , , ,
,
, ,
6.3
, , 2009 12 31 2009
·
2009
13
§7 7.1
2009 12 31
2009 12 31
2008 12 31
455,124,157.86 830,904,510.50
4,471,246.58 10,966,775.72
3,711,902.31 1,598,780.40
2,355,345,700.59 1,557,451,390.56
2,347,635,540.99 1,020,616,390.56
--
7,710,159.60 536,835,000.00
--
--
--
38,458,756.68 -
106,568.61 11,036,907.08
--
84,542.77 125,542.43
--
--
2,857,302,875.40 2,412,083,906.69
2009 12 31
2008 12 31
--
--
--
--
39,396,180.44 25,070,387.88
3,143,844.10 634,759.29
3,561,424.58 3,038,711.032009
14
593,570.79 506,451.86
--
2,827,639.80 5,840,220.69
--
--
--
--
1,585,721.89 1,935,696.55
51,108,381.60 37,026,227.30
3,623,292,103.36 4,262,751,307.81
-817,097,609.56 -1,887,693,628.42
2,806,194,493.80 2,375,057,679.39
2,857,302,875.40 2,412,083,906.69
2009 12 31 0.7745 3,623,292,103.36
7.2
2009 1 1 2009 12 31
2009 1 1 2009 1
2 31
2008 1 1 2008 1
2 31
992,367,927.38 -2,125,843,829.87
11,328,921.00 21,451,355.59
5,831,478.47 6,588,108.68
5,497,442.53 14,508,121.91
--
- 355,125.00
--
607,541,993.98 -1,969,170,474.13
597,988,604.13 -1,979,891,389.16
--
2,474,011.31 184,866.09
--
300,887.34 452,749.522009
15
6,778,491.20 10,083,299.42
373,215,907.62 -179,333,792.25
--
281,104.78 1,209,080.92
91,985,499.29 111,754,226.91
41,279,889.44 47,868,644.25
6,879,981.63 7,978,107.35
--
43,516,515.56 55,603,344.71
6,181.97 -
6,181.97 -
302,930.69 304,130.60
900,382,428.09 -2,237,598,056.78
--
900,382,428.09 -2,237,598,056.78
7.3
2009 1 1 2009 12 31
2009 1 1 2009 12 31 4,262,751,307.81 -1,887,693,628.42 2,375,057,679.39
- 900,382,428.09 900,382,428.09
-639,459,204.45 170,213,590.77 -469,245,613.68
128,249,878.96 -44,138,557.17 84,111,321.79
-767,709,083.41 214,352,147.94 -553,356,935.47
-- -
3,623,292,103.36 -817,097,609.56 2,806,194,493.80
2008 1 1 2008 12 31 2009
16
4,937,645,426.08 238,451,635.54 5,176,097,061.62
- -2,237,598,056.78 -2,237,598,056.78
-674,894,118.27 111,452,792.82 -563,441,325.45
409,967,528.25 -42,244,074.07 367,723,454.18
-1,084,861,646.52 153,696,866.89 -931,164,779.63
-- -
4,262,751,307.81 -1,887,693,628.42 2,375,057,679.39
7.1 7.4
7.4
7.4.1
[2004]201 2005 2 1 1,029,352,840.95
30%-95% 60% 5% =65%* 60%* 180+40%* 100 +35%*
7.4.2
2006 2 15 ( ) 2007 5 15 ( )
38 -2009
17
7.4.3
7.4.4
7.4.4.1
1 1 12 31 2009 1 1
12 31
7.4.4.2
7.4.4.3
1
2
7.4.4.4
12009
18
A
B
C
D
E
2
2009
19
7.4.4.5
A
0.25 0.25
B
2009
20
C
D
7.4.4.6
7.4.4.7
7.4.4.8
2009
21
,
7.4.4.9 /( )
1 /( )
/( ) A B
2 /( )
/( ) A B
3
4
.
5
6
7
7.4.4.10
(1) 1.50
(2) 0.25
2009
22
(3)
(4)
7.4.4.11
(1)
(2)
(3)
(4)
(5)
(6) 3
(7) 50%
(8)
7.4.4.12
7.4.5
7.4.5.1
7.4.5.2
7.4.5.3
7.4.6
1
2007 5 30 0.1%
2007 5 30 ( ) 0.1%
0.3%
2008 4 24 ( )
0.3% 0.1% 2009
23
2008 9 19 0.1%
[2005]103 ,
2
[2004]78 , 2004 1 1
[2005]103 ,
[2008]1
3
[1998]55 , ,
20%
[2005]107 2005 6 13 [2005]102 50
[2005]103 ,
7.4.7
7.4.7.1
2009
24
2009 12 31
2008 12 31 455,124,157.86 830,904,510.50
--
--
--
455,124,157.86 830,904,510.50
7.4.7.2
2,114,008,358.75 2,347,635,540.99 233,627,182.24
5,148,000.00 7,710,159.60 2,562,159.60
-- - 5,148,000.00 7,710,159.60 2,562,159.60
-- -
-- -
-- -
2,119,156,358.75 2,355,345,700.59 236,189,341.84
2008 12 31
1,163,335,656.34 1,020,616,390.56 -142,719,265.78
-- -
531,142,300.00 536,835,000.00 5,692,700.00 531,142,300.00 536,835,000.00 5,692,700.00
-- -
-- -
-- -
1,694,477,956.34 1,557,451,390.56 -137,026,565.78
7.4.7.3 /
/
7.4.7.4
7.4.7.4.1
7.4.7.4.2
7.4.7.5 2009
25
2009 12 31
2008 12 31
92,895.99 148,688.23
- -
- -
1,564.90 4,935.00
12,073.12 10,883,239.35
- -
- -
34.60 44.50
106,568.61 11,036,907.08
7.4.7.6
7.4.7.7
2009 12 31
2008 12 31 2,826,720.80 5,838,005.69
919.00 2,215.00
2,827,639.80 5,840,220.69
7.4.7.8
2009 12 31
2008 12 31
1,250,000.00 1,500,000.00
1,460.77 1,435.43
90,000.00 90,000.00
244,261.12 344,261.12
1,585,721.89 1,935,696.55
7.4.7.9
2009 1 1 2009 12 31
4,262,751,307.81 4,262,751,307.81
128,249,878.96 128,249,878.96
-767,709,083.41 -767,709,083.412009
26
3,623,292,103.36 3,623,292,103.36
1
2
7.4.7.10
-2,060,803,101.64 173,109,473.22 -1,887,693,628.42
527,166,520.47 373,215,907.62 900,382,428.09
243,428,733.75 -73,215,142.98 170,213,590.77
-54,451,800.96 10,313,243.79 -44,138,557.17
297,880,534.71 -83,528,386.77 214,352,147.94
---
-1,290,207,847.42 473,110,237.86 -817,097,609.56
7.4.7.11
2009 1 1 2009 12 31
2008 1 1 2008 12 31
5,672,744.67 6,406,339.33
--
1,261.90 1,622.47
155,388.11 162,353.76
2,083.79 17,793.12
5,831,478.47 6,588,108.68
7.4.7.12
7.4.7.12.1
2009 1 1 2009 12 31
2008 1 1 2008 12 31 14,122,039,294.53 9,977,459,562.24
13,524,050,690.40 11,957,350,951.40
597,988,604.13 -1,979,891,389.16
7.4.7.13
2009 1 1 2009 12 31
2008 1 1 2008 12 31
2009
27
801,797,749.58 851,922,576.64
778,217,685.67 837,327,814.20
21,106,052.60 14,409,896.35
2,474,011.31 184,866.09
7.4.7.14
7.4.7.14.1
2009 1 1 2009 12 31
2008 1 1 2008 12 31 800,111.67 3,044,460.25
499,224.33 2,591,710.73
300,887.34 452,749.52
7.4.7.15
2009 1 1 2009 12 31
2008 1 1 2008 12 31
6,778,491.20 10,083,299.42
--
6,778,491.20 10,083,299.42
7.4.7.16
2009 1 1 2009 12 31
2008 1 1 2008 12 31
373,215,907.62 -179,333,792.25
376,346,448.02 -185,026,492.25
-3,130,540.40 5,692,700.00
--
--
--
--
--
373,215,907.62 -179,333,792.25
7.4.7.17
2009
28
2009 1 1 2009 12 31 2008 1 1 2008 12 31 252,158.90 1,116,589.51
26,566.35 -
2,379.53 -
- 92,491.41
281,104.78 1,209,080.92
7.4.7.18
2009 1 1 2009 12 31
2008 1 1 2008 12 31
43,513,390.56 55,596,954.71
3,125.00 6,390.00
43,516,515.56 55,603,344.71
7.4.7.19
2009 1 1 2009 12 31
2008 1 1 2008 12 31
80,000.00 80,000.00
200,000.00 200,000.00
4,930.69 6,130.60
18,000.00 18,000.00
302,930.69 304,130.60
7.4.8
7.4.8.1
7.4.8.2
7.4.9
7.4.10 2009
29
7.4.10.1
7.4.10.1.1
2009 1 1 2009 12 31
2008 1 1 2008 12 31
7,130,508,128.65 24.96% 4,723,354,722.87 24.85%
7.4.10.1.2
2009 1 1 2009 12 31
2008 1 1 2008 12 31 7.4.10.1.3
2009 1 1 2009 12 31
2008 1 1 2008 12 31 1
7.4.10.2
7.4.10.2.1 2009
30
2009 1 1 2009 12 31
2008 1 1 2008 12 31
41,279,889.44 47,868,644.25
9,878,352.39 11,427,837.10
1.5%
X 1.5% /
7.4.10.2.2
2009 1 1 2009 12 31
2008 1 1 2008 12 31
6,879,981.63 7,978,107.35
0.25%
X 0.25% /
7.4.10.2.3
7.4.10.3 ( )
7.4.10.4
7.4.10.4.1
2009 1 1 2009 12
31
2008 1 1 2008 12
31
27,000,000.00 27,000,000.00
--
--
27,000,000.00 -2009
31
- 27,000,000.00
-0 . 6 3 %
7.4.10.4.2
7.4.10.5
2009 1 1 2009 12 31
2008 1 1 2008 12 31
7.4.10.6
7.4.11
7.4.12 2009 12 31
7.4.12.1 /
601888
2009-09-25 2010-01-15
11.78 20.94 131,060 1,543,886.80 2,744,396.40 -
002304
2009-10-29 2010-02-08
60.00 113.99 7,423 445,380.00 846,147.77 -
002330
2009-12-25 2010-01-06
13.18 13.18 500 6,590.00 6,590.00 -
002332
2009-12-30 2010-01-12
8.20 8.20 500 4,100.00 4,100.00 -
002333
2009-12-30 2010-01-12
22.00 22.00 500 11,000.00 11,000.00 -2009
32
300015
2009-10-15 2010-02-01
28.00 48.80 38,568 1,079,904.00 1,882,118.40 -
300017
2009-10-15 2010-02-01
24.00 42.71 16,323 391,752.00 697,155.33 -
300020
2009-10-19 2010-02-01
20.00 39.98 79,601 1,592,020.00 3,182,447.98 -
300021
2009-10-19 2010-02-03
14.00 41.20 61,224 857,136.00 2,522,428.80 -
300024
2009-10-19 2010-02-01
39.80 72.28 26,015 1,035,397.00 1,880,364.20 -
300027
2009-10-19 2010-02-01
28.58 55.43 55,467 1,585,246.86 3,074,535.81 -
7.4.12.2
7.4.12.3
7.4.12.3.1
7.4.12.3.2
7.4.13
7.4.13.1
2009
33
,
7.4.13.2
7.4.13.3
2009
34
A 4.97% A 0.11% 0.02%
1
Wind
7.4.13.4
1.34% 1.35% Beta 0.93
Sharpe 1.75 3.01 Sharpe
2
2009
1.34% 1.35% 0.93 1.75 3.01 =65%* 60%* 180+40%* 100 +35%* 2009
35
VA R VA R 244 VA R
90%
V A R 1.81
95%
V A R 2.43
99%
V A R 3.57
7.4.13.4.1
7.4.13.4.1.1
3
-1
1-5 5
- - - - - - -
455,124,157.
86
- - - -
- 455,124,157.
86
4,471,246.58 - - - -
-
4,471,246.58
- - - - -
3,711,902.31
3,711,902.31
- - -
7,710,159
.60
-
2,347,635,540.99 2,355,345,70
0.59
- - - - -
38,458,756.68 38,458,756.6
8
- - - 106,568.61 106,568.61
- - - - - - -
84,542.77 - - - -
-
84,542.77
- - - - - - - 2009
36
459,679,947.
21
- -
7,710,159.
60
-
2,389,912,768.59 2,857,302,87
5.40
- - - - - - -
- - - - - 39,396,180.44
39,396,180.4
4
- - - - - 3,143,844.10 3,143,844.10
- - - - - 3,561,424.58 3,561,424.58
- - - - - 593,570.79 593,570.79
- - - - - - -
- - - - - 2,827,639.80 2,827,639.80
- - - - - - -
- - - - - - -
- - - - - - -
- - - - - 1,585,721.89 1,585,721.89
- - - - - 51,108,381.60
51,108,381.6
0
459,679,947.
21
- -
7,710,159.
60
- 2,338,804,386.99
2,806,194,49
3.80
1 1-3
3 -1
1-5 5
830,904,510.
50
- - - - -
830,904,510.
50
10,966,775.7
2
- - - - -
10,966,775.7
2
- - - - - 1,598,780.40 1,598,780.40
- 243,635,000.00
293,200,0
00.00
- - 1,020,616,390.56
1,557,451,39
0.56
- - - - - - -
- - - - - 11,036,907.08
11,036,907.0
8
- - - - - - - 2009
37
125,542.43 - - - - - 125,542.43
- - - - - - -
841,996,828.
65
243,635,000.00
293,200,0
00.00
- - 1,033,252,078.04
2,412,083,90
6.69
- - - - - - -
- - - - - 25,070,387.88
25,070,387.8
8
- - - - - 634,759.29 634,759.29
- - - - - 3,038,711.03 3,038,711.03
- - - - - 506,451.86 506,451.86
- - - - - - -
- - - - - 5,840,220.69 5,840,220.69
- - - - - - -
- - - - - - -
- - - - - - -
- - - - - 1,935,696.55 1,935,696.55
- - - - - 37,026,227.30
37,026,227.3
0
841,996,828.
65
243,635,000.00
293,200,0
00.00
- - 996,225,850.74
2,375,057,67
9.39
7.4.13.4.1.2
2009 12 31
2008 12 31 109,333.14 538,153.56
105,379.39 534,121.51
7.4.13.4.2 2009
38
7.4.13.4.3
30%-95% 60% 5%
7.4.13.4.3.1
2009 12 31
2008 12 31 2,347,635,540.99 83.66 1,020,616,390.56 42.97
-- - -
-- - -
2,347,635,540.99 83.66 1,020,616,390.56 42.97
7.4.13.4.3.2
2009 12 31 2008 12 31 beta 0.93 2008 beta 0.93
7.4.14
2009
39
§8 8.1
1 2,347,635,540.99 82.16
2,347,635,540.99 82.16
2 7,710,159.60 0.27
7,710,159.60 0.27
- -
3 - -
4 - -
- -
5 459,595,404.44 16.08
6 42,361,770.37 1.48
7 2,857,302,875.40 100.00
8.2
A - -
B 99,072,684.55 3.53
C 1,140,225,565.58 40.63
C0 216,888,994.77 7.73
C1 747,168.82 0.03
C2 37,237,702.74 1.33
C3 25,318,092.48 0.90
C4 141,138,670.54 5.03
C5 42,901,747.05 1.53
C6 297,163,499.34 10.59
C7 357,937,200.50 12.76
C8 20,892,489.34 0.74
C99 - -
D - -
E 29,740,539.30 1.06
F 132,942,022.03 4.74
G 70,478,735.56 2.51
H 221,724,975.07 7.90
I 563,544,968.29 20.08 2009
40
J 82,205,000.00 2.93
K 4,626,514.80 0.16
L 3,074,535.81 0.11
M - -
2,347,635,540.99 83.66
8.3
1 5,691,081 118,260,663.18 4.21
2 2,799,940 88,646,100.40 3.16
3 1,499,937 82,631,529.33 2.94
4 5,498,622 80,444,839.86 2.87
5 3,030,005 80,355,732.60 2.86
6 3,099,929 79,420,180.98 2.83
7 4,279,228 77,240,065.40 2.75
8 4,000,000 76,760,000.00 2.74
9 1,750,000 70,542,500.00 2.51
10 2,837,922 68,138,507.22 2.43
11 3,086,034 66,936,077.46 2.39
12 8,000,000 63,280,000.00 2.26
13 6,600,000 62,964,000.00 2.24
14 1,485,869 59,271,314.41 2.11
15 2,999,991 57,149,828.55 2.04
16 1,259,183 56,499,541.21 2.01
17 3,320,128 53,122,048.00 1.89
18 4,000,000 52,600,000.00 1.87
19 1,099,957 49,597,061.13 1.77
20 1,113,904 47,819,898.72 1.70
21 2,004,911 47,716,881.80 1.70
22 4,820,000 46,802,200.00 1.67
23 1,181,428 46,300,163.32 1.65
24 2,500,000 44,725,000.00 1.59
25 1,650,000 42,916,500.00 1.53
26 2,000,000 42,620,000.00 1.52
27 6,999,973 42,419,836.38 1.51
28 3,221,171 40,039,155.53 1.43
29 768,663 39,801,370.14 1.42
30 2,000,000 37,480,000.00 1.34
31 3,953,047 37,237,702.74 1.332009
41
32 969,008 34,031,560.96 1.21
33 4,999,999 33,449,993.31 1.19
34 499,908 32,234,067.84 1.15
35 853,683 32,107,017.63 1.14
36 962,477 29,740,539.30 1.06
37 1,999,999 28,699,985.65 1.02
38 758,261 27,221,569.90 0.97
39 691,800 24,351,360.00 0.87
40 609,958 23,812,760.32 0.85
41 695,807 23,650,479.93 0.84
42 2,349,435 20,557,556.25 0.73
43 1,138,855 20,112,179.30 0.72
44 500,000 20,075,000.00 0.72
45 3,000,000 18,480,000.00 0.66
46 999,979 16,949,644.05 0.60
47 2,000,000 15,020,000.00 0.54
48 499,988 13,839,667.84 0.49
49 1,000,000 12,230,000.00 0.44
50 499,960 10,114,190.80 0.36
51 480,704 10,099,591.04 0.36
52 665,312 9,334,327.36 0.33
53 1,000,000 8,220,000.00 0.29
54 161,231 4,114,615.12 0.15
55 79,601 3,182,447.98 0.11
56 55,467 3,074,535.81 0.11
57 131,060 2,744,396.40 0.10
58 61,224 2,522,428.80 0.09
59 38,568 1,882,118.40 0.07
60 26,015 1,880,364.20 0.07
61 22,752 966,732.48 0.03
62 7,423 846,147.77 0.03
63 8,748 776,210.04 0.03
64 18,197 747,168.82 0.03
65 16,323 697,155.33 0.02
66 14,000 109,340.00 0.00
67 500 11,000.00 0.00
68 500 6,590.00 0.00
69 500 4,100.00 0.00
8.4
8.4.1 2% 20 2009
42
1 565,982,665.73 23.83
2 462,620,244.11 19.48
3 459,963,995.33 19.37
4 441,924,015.17 18.61
5 413,897,326.52 17.43
6 411,215,353.38 17.31
7 374,782,640.17 15.78
8 292,928,935.47 12.33
9 268,558,761.18 11.31
10 216,584,494.35 9.12
11 215,426,173.87 9.07
12 195,249,711.14 8.22
13 186,896,802.27 7.87
14 168,759,264.69 7.11
15 142,105,144.41 5.98
16 135,342,419.91 5.70
17 123,607,487.52 5.20
18 122,412,641.47 5.15
19 113,894,677.64 4.80
20 113,107,112.29 4.76
21 112,811,938.22 4.75
22 105,753,768.94 4.45
23 102,895,816.86 4.33
24 101,506,910.31 4.27
25 100,766,089.95 4.24
26 99,228,311.78 4.18
27 98,277,192.06 4.14
28 95,525,988.07 4.02
29 95,271,990.57 4.01
30 94,882,291.68 3.99
31 92,885,188.05 3.91
32 92,795,255.40 3.91
33 92,412,660.77 3.89
34 90,697,846.31 3.82
35 90,562,630.23 3.81
36 90,554,139.05 3.81
37 90,476,733.63 3.81
38 87,485,146.00 3.682009
43
39 86,941,305.80 3.66
40 86,872,084.44 3.66
41 86,511,827.97 3.64
42 86,136,788.50 3.63
43 83,569,906.01 3.52
44 82,944,613.88 3.49
45 81,746,844.39 3.44
46 80,550,411.31 3.39
47 80,211,955.29 3.38
48 79,023,948.24 3.33
49 78,964,169.06 3.32
50 78,836,354.88 3.32
51 78,459,756.70 3.30
52 78,252,864.01 3.29
53 78,039,124.50 3.29
54 77,608,382.88 3.27
55 77,269,503.13 3.25
56 77,145,478.55 3.25
57 76,541,247.66 3.22
58 73,707,247.02 3.10
59 73,156,820.26 3.08
60 72,752,754.90 3.06
61 72,005,354.50 3.03
62 71,761,801.74 3.02
63 71,513,776.08 3.01
64 70,899,037.31 2.99
65 70,859,105.99 2.98
66 69,326,113.09 2.92
67 68,658,805.56 2.89
68 67,926,756.70 2.86
69 67,697,226.87 2.85
70 67,554,201.31 2.84
71 66,006,946.94 2.78
72 65,774,539.69 2.77
73 65,644,846.13 2.76
74 64,338,302.30 2.71
75 63,598,350.73 2.68
76 62,312,166.55 2.62
77 61,540,729.80 2.59
78 61,461,028.24 2.59
79 60,900,862.76 2.562009
44
80 60,881,058.75 2.56
81 60,427,103.88 2.54
82 59,825,436.02 2.52
83 59,672,674.88 2.51
84 58,713,047.01 2.47
85 56,361,218.03 2.37
86 56,074,177.27 2.36
87 56,045,143.21 2.36
88 55,850,169.02 2.35
89 54,391,834.29 2.29
90 53,329,305.15 2.25
91 53,159,192.43 2.24
92 52,743,579.40 2.22
93 52,741,805.15 2.22
94 52,578,867.77 2.21
95 52,179,303.06 2.20
96 51,833,862.11 2.18
97 51,380,369.97 2.16
98 51,354,336.22 2.16
99 49,572,837.15 2.09
100 49,214,666.09 2.07
101 49,211,063.66 2.07
102 48,924,759.51 2.06
103 48,904,156.07 2.06
8.4.2 2% 20
1 571,252,461.62 24.05
2 493,258,192.04 20.77
3 475,347,705.32 20.01
4 387,783,982.14 16.33
5 387,120,951.51 16.30
6 329,804,794.55 13.89
7 294,072,915.80 12.38
8 240,115,006.48 10.11
9 218,089,357.93 9.18
10 217,325,923.40 9.152009
45
11 207,905,112.52 8.75
12 192,727,163.45 8.11
13 174,949,867.99 7.37
14 149,521,372.37 6.30
15 146,260,719.78 6.16
16 136,463,073.44 5.75
17 135,028,032.10 5.69
18 135,006,490.24 5.68
19 117,728,605.32 4.96
20 117,509,592.45 4.95
21 112,429,002.50 4.73
22 111,290,126.46 4.69
23 110,695,642.49 4.66
24 110,527,180.22 4.65
25 109,349,069.35 4.60
26 107,926,294.57 4.54
27 105,665,667.56 4.45
28 104,767,467.05 4.41
29 103,059,310.88 4.34
30 102,153,916.21 4.30
31 101,486,869.73 4.27
32 98,133,453.18 4.13
33 94,753,930.37 3.99
34 94,632,541.36 3.98
35 92,808,642.34 3.91
36 92,554,074.97 3.90
37 92,529,420.52 3.90
38 92,217,888.38 3.88
39 91,757,355.24 3.86
40 89,785,959.94 3.78
41 89,371,972.88 3.76
42 87,527,676.04 3.69
43 86,078,082.05 3.62
44 85,442,048.74 3.60
45 85,403,809.56 3.60
46 83,565,541.66 3.52
47 83,502,956.56 3.52
48 82,338,341.47 3.47
49 80,943,854.65 3.41
50 77,053,169.21 3.24
51 74,463,934.83 3.142009
46
52 74,362,173.45 3.13
53 73,558,590.29 3.10
54 73,292,878.40 3.09
55 72,715,604.13 3.06
56 71,750,385.62 3.02
57 70,463,891.14 2.97
58 70,271,998.92 2.96
59 69,772,424.06 2.94
60 69,565,035.22 2.93
61 69,507,338.49 2.93
62 68,194,114.74 2.87
63 67,755,209.95 2.85
64 67,116,271.14 2.83
65 66,623,893.52 2.81
66 66,338,670.47 2.79
67 66,127,763.20 2.78
68 65,746,718.75 2.77
69 65,626,927.81 2.76
70 64,969,909.45 2.74
71 64,423,581.21 2.71
72 63,424,014.68 2.67
73 62,938,922.12 2.65
74 62,587,698.15 2.64
75 62,046,599.93 2.61
76 61,895,741.23 2.61
77 61,615,678.42 2.59
78 59,846,828.16 2.52
79 59,457,826.49 2.50
80 58,515,148.06 2.46
81 56,073,334.57 2.36
82 56,030,695.61 2.36
83 55,638,943.79 2.34
84 55,205,586.51 2.32
85 53,906,903.65 2.27
86 53,394,258.13 2.25
87 52,538,944.28 2.21
88 52,245,051.11 2.20
89 52,236,528.20 2.20
90 52,199,150.37 2.20
91 51,894,041.00 2.18
92 51,860,068.93 2.182009
47
93 51,751,666.48 2.18
94 51,744,759.22 2.18
95 50,312,474.78 2.12
96 49,259,097.92 2.07
97 48,911,781.90 2.06
98 48,882,837.65 2.06
99 48,478,097.37 2.04
100 48,314,081.74 2.03
8.4.3
14,474,723,392.81
14,122,039,294.53
8.5
1 - -
2 - -
3 - -
- -
4 - -
5 - -
6 7,710,159.60 0.27
7 - -
8 7,710,159.60 0.27
8.6
1 51,480 7,710,159.60 0.27
8.7
8.8
2009
48
8.9
8.9.1
8.9.2
8.9.3
1 3,711,902.31
2 38,458,756.68
3 -
4 106,568.61
5 84,542.77
6 -
7 -
8 -
9 42,361,770.37
8.9.4
8.9.5
8.9.6
§9 9.1
226,612 15,988.97 4,088,103.62 0.11%3,619,203,999.74 99.89%
9.2
§1 0
2009
49
1,029,352,840.95
4,262,751,307.81
128,249,878.96
767,709,083.41
-
3,623,292,103.36
1
2
§11
11.1
11.2
11.3
11.4
11.5
2007 90000
11.6
11.7
11.7.1
2 7,130,508,128.65 24.96% 6,001,739.58 25.02% 2009
50
1 1,204,201,096.22 4.22% 978,437.04 4.08% 1 1,924,260,147.60 6.74% 1,635,605.48 6.82% 1 4,137,407,132.95 14.48% 3,516,776.63 14.66% 1 3,010,844,998.03 10.54% 2,559,208.09 10.67% 1 4,847,608,204.21 16.97% 4,120,457.17 17.18% 1 1,001,428,347.75 3.51% 813,674.16 3.39% 1 - - - - 1 1,192,693,882.99 4.18% 1,013,788.84 4.23% 1 1,529,617,276.37 5.35% 1,242,829.20 5.18% 1 2,588,905,766.94 9.06% 2,103,515.12 8.77% 12 28,567,474,981.71 100.00% 23,986,031.31 100.00% 1
2
1
11.7.2
- - - - - -
- - - - - -
- - - - - -
1,426,438.00 46.82% - - - -
968,244.40 31.78% - - 800,111.67 100.00%
652,187.40 21.41% - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
3,046,869.80 100.00% - - 800,111.67 100.00%
11.8
2009
51
2009
52
2009
53
§12
§13 13.1 2009
54
1
2
3
4
5
13.2
13.3
http //www.scfund.com.cn
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