2
ETF ETF ETF
3
....................................................................................................................5
....................................................................................................................6
......................................................................................................11
......................................................................................................20
..................................................................................................24
......................................................................................................39
..............................................................................................40
..................................................................................41
......................................................................................................57
......................................................................................................70
..................................................................................................71
..........................................................................................73
..........................................................................................79
......................................................................................81
......................................................................................84
..........................................................................................85
......................................................................................................89
......................................................................................94
..................................................................................96
4
........................................................................ 111
....................................................................120
................................................................................123
............................................................126
................................................................................................127
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
1
1318 9
1318 9
2003 4 3
021-38784766 400-7000-365
,
2
1)
95566
www.boc.cn
25
26
27
www.csc108.com
28
29
30
31
32
33
34
19 B 701
5 B 4
010-66045500
010-66045555
.txsec.com
35
36
37
1318 9
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021-38992888
38
39
2010 10 12 [2010]1394
40
2010
12 1
41
1
2
42
1
2
3
4
1
2
T T+1 T 2
3
T
43
T 7
1
1000 10 1000
2
1000
3
100
4
1
1
M
1.50%
0.70%
44
2
2
1
Y
0.50%
0.30%
0.00
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3
1
45
5 1.05
=50000/ 1+1.5% =49261.08
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5 1.05 46915.31
2
= ·
= ·
= -
10000 0.5% 1.148
10000 1.148 11480
11480 0.5% 57.40
11480 57.40 11422.60
10000 1.148 11422.60
3
T =T /T
46
T T+1
1 T 1 T 2
2 T 1
3 2
1
10%
2
1
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47
3
48
3 20
49
1
50
51
= max [ 0 ]
52
53
54
55
56
57
50 2003 12 31 1000 000066
( ) ETF—— ETF ETF
ETF ETF 90% 5%
58
ETF ETF ETF
0.35% 4%
1
ETF ETF 90% 5% 5%
2 ETF
1
ETF ETF ETF
2
ETF ETF ETF
ETF
59
ETF ETF ETF ETF ETF
ETF ETF
3
ETF ETF ETF
3
ETF
4
5
60
1
(1)
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2
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61
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ETF
1
62
2
63
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(d)
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6
64
ETF 10
ETF
65
1
%
1
8,319,914.26 0.77
8,319,914.26 0.77
2
1,006,888,663.00 93.66
3
- -
- -
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4
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5
- -
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6
59,635,574.64 5.55
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234,325.50 0.02
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1,006,888,663.00
94.08
66
3
A
84,985.75 0.01
B
2,822,927.19 0.26
C
5,338,728.78 0.50
C0
283,135.23 0.03
C1
48,663.99 0.00
C2
- -
C3
50,769.21 0.00
C4
4,133,335.58 0.39
C5
- -
C6
776,453.71 0.07
C7
46,371.06 0.00
C8
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C99
- -
D
37,382.40 0.00
E
- -
67
F
- -
G
- -
H
- -
I
- -
J
- -
K
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L
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M
35,890.14 0.00
8,319,914.26 0.78
4
( )
1 600143
210,921 3,859,854.30 0.36
2 601857
22,994 273,628.60 0.03
3 601699
3,953 258,130.90 0.02
4 600547
4,734 248,535.00 0.02
5 601899
32,051 243,908.11 0.02
6 601168
10,914 200,599.32 0.02
7 601088
6,786 197,404.74 0.02
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5
68
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8
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2
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3
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4
13,551.41
5
220,774.09
6
-
7
-
8
-
9
234,325.50
4
5
70
2010-12-1 2010-12-31 -0.40% 5.17% -5.57% 0.79% 1.70% -0.91%
2011-1-1 2011-3-31 1.10% 2.08% -0.98% 1.66% 1.70% -0.04%
2010-12-1 2011-3-31 0.70% 7.36% -6.66% 1.46% 1.69% -0.23%
71
ETF
72
73
74
75
1
76
2
1
2
3
4
5
6
77
7
3
1
2
3
4
5 0.5%
78
1 7
2
79
%
2
15
80
81
1
2
3
4
5
6
7
1
1
82
2
2 3 3 8
2
1
2
1
83
2
3
4
84
1
2 1 1 12 31
3
4
5
6
7
1
2
3
85
1
3 6 45 15 6 1
2
3
3
4
5
86
1
2
3
6
7
1 90
2 60
3 15
8
2
87
9
88
10
40
11
89
90
91
92
93
94
1
2 6
3
4
95
15
96
( )
1
1
2
3
4
5
6
7
8
9
10
11
97
12
13 ETF
14
15
16
17
2
1
2
3
4
5
6
7
8
9
10
11
98
12
13
14
15
16
17
18
19
20
21
22
3
1
2
3
4
5
6
4
1
99
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
100
19
20
5
1
2
3
4
5
6
7
8
9 ETF ETF
ETF
10
6
1
2
3
4
5
6
7
101
8
( )
1
2
1
2
3
4
5
6
7
8 ETF
9
10
11
3
1
2
3
4
102
5
6
7
4
1
2 10
60
3 10% 10
60 10%
10 60
4 10% 10% 30
5
103
6
5
30
1
2
3
4
5
6
6
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1
104
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3 50%
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5
( 25 )
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3
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b
105
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106
9
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1 ( )
2
3
4
5
2
107
10
1 5
2
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4
11 ETF
ETF ETF
ETF ETF ETF
ETF ETF
ETF ETF ETF
108
12
( )
1
1
2
3
4
2
1
2
1 30
2
3
3
1
2
109
3
4
5
6
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110
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3
( )
111
1
88 46
:
2003 4 3
[2003]42
1.5
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1
1983 10 31
1998 24
112
1
1
1
2
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5
113
6
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5
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1
114
2
3
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2
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115
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3
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4
4
5
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2
3
116
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6
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117
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6
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118
8
1
1
2
3
4
2
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3
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119
3
( )
1
2
1
2
3
4
3
120
121
122
123
1
2
3 3
4
124
125
126
127
1
2
3
4
5
6
7
1
2
