长盛环球:更新招募说明书(2011年6月)查看PDF公告
2009 12 31 2009 1501
2011 5 26 2011 3 31
.............................................................................................................................................1
.............................................................................................................................................2
.....................................................................................................................................6
...................................................................................................................................12
...............................................................................................................................24
...............................................................................................................................24
...........................................................................................................................32
...............................................................................................................................36
.......................................................................................................................37
...........................................................................................................37
...............................................................................................................46
...........................................................................................................................48
...........................................................................................................................49
.......................................................................................................................51
...............................................................................................................55
...............................................................................................................57
...................................................................................................................58
...................................................................................63
...........................................................................................................................65
...................................................................................................................69
...................................................................................................................71
.......................................................................................................78
...............................................................................................93
.....................................................................................................101
.............................................................................................................103
.....................................................................................104
.........................................................................................................................105
1
< >
,
2
3
,
4
T
T+n T n T
5
6
1
2
3
4
7
5
6
7
8
9
10
8
11
12
13
14
10%
9
1
1
2
3
4
2
3
4
10
5
OTC
1
2
3
4
5
6
, ,
11
7
8
, ,
9
/
10
11
12
12
60 -95 5 -40
80% GICS 6
80% 23 MOU / QDII MOU 3% MOU 10%
1
2
3
13
Black-Litterman
1
2
1
Black Litterman Black-Litterman Black-Litterman
MSCI
OECD
OECD
OECD
OECD PPI
Brent
14
2
10000
3
,
,
4
15
MSCI World Large Cap Index
1
16
2
3
MSCI Black-Litterman
4
5
1 20%
2 10%
3 10% 3%
4 10%
5 10%
17
6 10%
7 20%
1 — 7 30
8 10
10 3
9 60 95%
10 6 6
11
1 100%
2 10%
3
1
2
3 20%
12 1 2 102 3 4 5
18
13 1 2 102% 3 4 102%
14 50%
15
1
2
3
4
5 10%
6
7
8
9
10
11
12
13
14
15
16
19
17
6 30
1
2
3
4 3
1
2
3
4
5
6
20
7
8
9
1
2
/
3
4
21
2011
1
1
%
1
2
3
4
5
6
7
8
9
2
( ) %
3
( )
(%)
22
GICS
4
JPM
US
JPMORGAN
CHASE & CO
AAPL
US
APPLE INC MON
US
MONSANTO
CO
ABX
CN
BARRICK
GOLD CORP
5 HK
HSBC
HOLDINGS
PLC
GOO
G US
GOOGLE
INC-CL A
BAC
US
BANK OF
AMERICA
CORP
135
HK
KUNLUN
ENERGY CO
LT D
AMZ
N US
AMAZON.CO
M INC
587
HK
HUA HAN
BIO-PHARMA
CEUTICAL
HOLDING
LIMITED
5
6
7
23
8
9
10
10 1
10.2
10.3
( )
1
2
3
4
5
6
7
8
9
10.4
10.5
10.6
24
2010 12 31
2011 1 1 2011 3 31
2011
3 31
1
1006 GH
18 A 21
1999 3
[1999]6
010 82255818
25
010 82255988
2
[1999]6 1999 3 15000 41% 33% 13% 13% 2011
5 26
1
JP
26
2004 10
PECC ABF 2007
2009
2
3
27
2007 4
1992 9 2007
8
2004
10
4
1979 8 CFA 2007
8 2008 10 10 2010 5 26
1967 10 CFA 2007 12 2010 5 26
5
28
1
2
3
4
5
6
7
8
9
10
11
12
1
2
29
1
2
3
4
5
3
1
2
3
4
1
1
2
3
4
5
6
2
,
30
3
1
2
3
4
1
2
3
5
31
32
www.gs.com
33
· · 6 Ruth Gao
34
35
36
2009 12 31 2009 1501
1
2
3
2010 4 19 2010 5 21
339,898,507.52 339,898,507.52 142,877.11 142,877.11 2010 5 25 10,702 1.00 340,041,384.63
37
2010 5 26 200 5000 20
38
39
1,000 1,000
40
=
/
T
=
41
7
8
42
9 2 20
43
44
45
46
47
48
49
1
2
3
4
5
6
7
8
9
10
1
2
3
50
4
5
6
7
51
52
53
11
54
1
2
3
4
5
6
1 8
2
3
55
56
57
58
1
2
3
4
5
6
59
60
61
62
63
1
2
3
1
2
1
2
3
3
1
2
3
4
5
6
64
7
4
5
1
2
3
4
1 2 3
6
65
66
67
68
69
( )
1
1
1964 10 16
+852-3419-3753
( ) 1964 2001 10 1 ( ) - ( ) - 2001 2 2002 7 25 2002 12 2
2010 12 31 1182.89
2010 12 31 4601
2010 Aa3 A- A P-1 A-2 F1 / C+ B -
70
/
( ) Prudential Corporation Holdings Limited ( ) 64% 36%
30 10
, QDII QDII
71
1
18 A 20
100088
010 82255818 263 288
010 82255981 82255982
2
1
1
010 66594851
010 66594946
95566
www.boc.cn
2
69
69
95599
www.95599.cn
3
25
010-67597114
95533
72
www.ccb.com
4
55
010 66104230
010 66107914
95588
www.icbc.com.cn
5
7088
7088
0755 83077278
0755 83195050
95555
www.cmbchina.com
6
179
96888 400-8888-777
0551 2272100
7
A 40—45
A 40—45
0755 82943666
0755 82943237
4008888111 0755 26951111
73
8
689
689
021 53594566
400-8888-001 021 962503
9
618
135
021 62580818-213
021 62569400
10
157 8
0591-87383623
0591-87383610
0591-87383333
http://www.gfhfzq.com.cn/
11
7 12 15 100140
:
010-59226788
www.ubssecurities.com
12
12 B 25
12 B 25
74
0755 25832686
0755 25831718
13
35 C
010 66568430
010 66568536
400-888-8888
http://www.chinastock.com.cn/
14
171
171
021 54033888
021 54035333
www.sw2000.com.cn
15
99
021-38565785
400-888-8123
www.xyzq.com.cn
16
138 1
138 1
0431 96688-0 0431 5096733
0431 5680032
75
www.nesc.cn
17
: 90
:
:025-84457777-893
:025-84579763
:
18
01A 02 03 04 17A 18A 24A 25A 26A
5 17 18 24 25
26
0755 82492000
0755 82492962
95513
www.lhzq.com
19
510 9
500 26
021-68761616
021-68767981
www.tebon.com.cn
400-888-8128
(20)
9 1
76
010-63081000
400-800-8899
www.cindasc.com
(21)
6
6
010 84864818 63266
010 84865560
1006 GH
18 A 21
1999 3
010 82255818
010 82255988
77
78
79
80
81
82
83
29
30
84
31
85
86
87
88
89
90
91
92
93
1
2
1
1
2
3
4
5
6
94
2
3
4
5
6
7 ( )
1
2
95
3
1
1
2
3
4
5
6 7 2
1
2 2 2
3
3
1
2
96
3
4
4
1
2
3
4
5
1
2
6
7
30
20
1
97
1
2
12 00
18 00
3
4
5
6 7
8
98
9
2
1
2
3
5 45 10 15 45 60 70 90
5 10
99
15
1
1
2
3
4
2
5 5
3
100
60
1
2
1
2
3
4
3
101
24
102
EMAIL
EMAIL
Email
010 62350088
40 0- 88 8- 26 66
w w w . cs f un ds . c o m . cn
services@csfunds.com.cn
103
3
2010 12 15
2010 12 23 QDII
2011 1 5
2011 1 11
2011 1 17
2011 1 24 2010 4
2011 2 21 QDII
2011 3 28
2011 3 31 2010
2011 4 1
2011 4 12
2011 4 21 2011 1
104
2011 4 22
2011 4 29
2011 5 10
2011 5 13
2011 5 14
105