2011
2011 12 31
2011
,
, 2012 3 26 ,
,
,
2011 1 1 12 31
1
2011
021-50509888-8219 010-63201510 huangzhp@scfund.com.cn lifangfei@abchina.com
021-50509666 / 400-821-0588 95599
2
2011
021-50509888-8211 010-63201816
www.scfund.com.cn
9,050,226.38 25,569,906.12 1,580,843.95 8,129,969.98
9,050,226.38 25,569,906.12 1,580,843.95 8,129,969.98
3.2401% 3.4882% 0.9252% 1.0831%
87,126,126.18 387,281,660.61 49,928,631.71 720,963,156.05
1.0000 1.0000 1.0000 1.0000
1
2 /
3
3
2011
3.2.1
1 A
1 =
2
2 B
3.2.2
4
2011
1
2
3.2.3
5
2011
1
2
2010 5 11 6
2011
9,050,226.38 9,050,226.38 -
1,580,843.95 1,580,843.95 -
10,631,070.33 10,631,070.33 -
25,569,906.12 25,569,906.12 -
8,129,969.98 8,129,969.98 -
33,699,876.10 33,699,876.10 -
4.1.1
2003 82 2004 9 1
2011 12 31 11 2 7
2011
5 1 2 1
2011 2825 2199
22% 15.16% 2011 142.3 2010 30%
4.1.2
1
2
8
2011
4.3.1
4.3.2
4.3.3
4.4.1 2011 CPI 3
4.4.2 A 4.1952% B 4.6091% 2.3289%
CPI ,
9
2011
2012 ,
A
9,050,226.38 9,050,226.38 ; B 25,569,906.12 25,569,906.12
10
2011
2011 1 1 2011 12 31
W[2012]A348
11
2011
2011 12 31
2011 12 31
2010 12 31
266,662,535.71 238,779,033.07
--
--
184,718,858.63 456,101,641.77
--
--
184,718,858.63 456,101,641.77
--
--
- 65,094,195.14
--
4,560,543.03 8,391,450.71
--
18,907,125.37 3,123,948.21
--
--
474,849,062.74 771,490,268.90
2011 12 31
2010 12 31
--
--
--
--
--
109,479.28 178,318.32
110,025.26 191,771.40
33,340.95 58,112.56
21,299.60 16,397.10
5,492.40 1,304.04
--
12
2011
--
--
--
161,638.46 152,577.72
441,275.95 598,481.14
474,407,786.79 770,891,787.76
--
474,407,786.79 770,891,787.76
474,849,062.74 771,490,268.90
2011 12 31 1.0000 474,407,786.79 A 87,126,126.18 B 387,281,660.61
2011 1 1 2011 12 31
2011 1 1 2011 12
31
2010 5 11 2010 12 31
42,155,840.99 13,643,613.26
41,167,788.68 13,621,487.90
15,696,023.45 4,280,663.23
19,744,118.17 7,732,199.87
--
5,727,647.06 1,608,624.80
--
504,052.31 22,125.36
--
--
504,052.31 22,125.36
--
--
--
--
--
13
2011
484,000.00 -
7,535,708.49 3,932,799.33
3,364,103.56 2,166,956.75
1,019,425.24 656,653.53
760,333.75 399,012.64
--
2,176,551.34 535,248.81
2,176,551.34 535,248.81
215,294.60 174,927.60
34,620,132.50 9,710,813.93
--
34,620,132.50 9,710,813.93
2011 1 1 2011 12 31
2011 1 1 2011 12 31 770,891,787.76 - 770,891,787.76
- 34,620,132.50 34,620,132.50
-296,484,000.97 - -296,484,000.97
9,682,166,425.17 - 9,682,166,425.17
-9,978,650,426.14 - -9,978,650,426.14
- -34,620,132.50 -34,620,132.50
474,407,786.79 - 474,407,786.79
2010 5 11 2010 12 31 4,433,355,798.66 - 4,433,355,798.66
- 9,710,813.93 9,710,813.93
14
2011
-3,662,464,010.90 - -3,662,464,010.90
1,007,106,140.11 - 1,007,106,140.11
-4,669,570,151.01 - -4,669,570,151.01
- -9,710,813.93 -9,710,813.93
770,891,787.76 - 770,891,787.76
7.1 7.4
7.4.1
[2010]415 2010 5 11 4,433,355,798.66
397 397 1 1 1 1
7.4.2
2006 2 15 38 ( ) [2010]5 XBRL 3 < > 2007 5
15
2011
15
7.4.3
2011 12 31 2011
7.4.4
7.4.4.1
1 1 12 31
7.4.4.2
7.4.4.3
1
2
7.4.4.4
16
2011
7.4.4.5
0.25%
1
2
3
7.4.4.6
7.4.4.7
17
2011
7.4.4.8 /( )
7.4.4.9
7.4.4.10
1
2
3
4
5 ( )
6
7
7.4.4.11
18
2011
7.4.5
7.4.5.1
7.4.5.2
7.4.5.3
7.4.6
[2002]128 [2004]78 [2008]1
1
2
3 20%
7.4.7
7.4.8
7.4.8.1
7.4.8.1.1
7.4.8.1.2
7.4.8.1.3
7.4.8.1.4
19
2011
2011 1 1 2011 12 31
2010 5 11 2010 12 31
140,000,000.00 3.01% 9,907,200,000.00 100.00%
7.4.8.1.5
7.4.8.2
7.4.8.2.1
2011 1 1 2011 12 31
2010 5 11 2010 12 31
3,364,103.56 2,166,956.75
679,758.43 196,732.26
0.33%
X 0.33% /
7.4.8.2.2
2011 1 1 2011 12 31
2010 5 11 2010 12 31
1,019,425.24 656,653.53
0.10%
X 0.10% /
7.4.8.2.3
20
2011
2011 1 1 2011 12 31
A B
36,051.39 48,488.08 84,539.47
157,770.45 6,342.75 164,113.20
4,707.74 - 4,707.74
198,529.58 54,830.83 253,360.41
2010 5 11 2010 12 31
A B
4,535.10 38,279.64 42,814.74
302,277.90 5,459.01 307,736.91
3,532.11 1,042.41 4,574.52
310,345.11 44,781.06 355,126.17
A 0.25% B 0.01%
X R / R
7.4.8.3 ( )
- - - - - -
2010 5 11 2010 12 31 49,534,517.81 30,254,097.83 - - - -
21
2011
7.4.8.4
7.4.8.4.1
7.4.8.4.2
A
B
7.4.8.5
2011 1 1 2011 12 31
2010 5 11 2010 12 31
7.4.8.6
7.4.9 2011 12 31
7.4.9.1 /
/
7.4.9.2
7.4.9.3
7.4.9.3.1
7.4.9.3.2
22
2011
%
1
184,718,858.63 38.90
184,718,858.63 38.90
- -
2
- -
- -
3
266,662,535.71 56.16
4
23,467,668.40 4.94
474,849,062.74 100.00
4.87
1
-
--
2
--
%
1 2011-03-28 22.23 2011-03-31
2 2011-03-29 25.33 2011-03-31
3 2011-03-30 25.60 2011-03-31
23
2011
8.4.1
76
149
29
180
1 2011-05-31 121
2011-06-13
2 2011-06-01 121
2011-06-13
3 2011-06-02 123
2011-06-13
4 2011-06-03 131
2011-06-13
5 2011-06-07 122
2011-06-13
6 2011-06-10 123
2011-06-13
7 2011-06-21 121
2011-07-11
8 2011-06-22 127
2011-07-11
9 2011-06-23 126
2011-07-11
10 2011-06-24 124
2011-07-11
11 2011-06-27 131
2011-07-11
12 2011-06-28 135
2011-07-11
13 2011-06-29 149
2011-07-11
14 2011-06-30 149
2011-07-11
15 2011-07-01 149
2011-07-14
16 2011-07-04 145
2011-07-14
17 2011-07-05 145
2011-07-14
18 2011-07-06 144
2011-07-14
19 2011-07-07 143
2011-07-14
20 2011-07-08 137
2011-07-14
21 2011-07-12 126
2011-07-14
22 2011-07-13 130
2011-07-14
23 2011-11-16 121
2011-11-17
24 2011-11-18 121
2011-11-21
120 10 180 120
8.4.2
%
%
1 30 12.07 -
397 5.39 -
24
2011
2 30 ( ) 60 27.40 -
397
--
3 60 ( ) 90 16.66 -
397
4.01 -
4 90 ( ) 180 --
397
--
5 180 ( ) 397 23.20 -
397
--
79.33 -
120 180 120
1
- -
2
- -
3
44,626,830.92 9.41
44,626,830.92 9.41
4
- -
5
140,092,027.71 29.53
6
- -
7
- -
8
184,718,858.63 38.94
9 397 44,626,830.92 9.41
( )
1 1181235 11 CP01
300,000 30,026,216.33 6.33
25
2011
2 1181080 11 CP01
300,000 30,010,387.37 6.33
3 110221 1121 260,000 25,581,389.30 5.39
4 1181224 11 CP01
200,000 20,023,474.05 4.22
5 1181234 11CP01 200,000 20,015,652.47 4.22
6 1181242 11 CP01
200,000 20,015,458.43 4.22
7 110212 1112 140,000 14,023,599.35 2.96
8 041156013 11CP002 100,000 10,000,435.73 2.11
9 041151004 11 CP004
100,000 10,000,403.33 2.11
10 090407 0907 50,000 5,021,842.27 1.06
0.25( )-0.5% 86
0.2564%
-0.4999%
0.1887%
8.9.1
1.0000
8.9.2 397 397
1 2011-03-28 22.23 2011-03-31
2 2011-03-29 25.33 2011-03-31
26
2011
3 2011-03-30 25.60 2011-03-31
8.9.3
8.9.4
1
-
2
-
3
4,560,543.03
4
18,907,125.37
5
-
6
-
7
-
8
23,467,668.40
8.9.5
10,153 8,581.32 6,280,732.65 7.21% 80,845,393.53 92.79%
13 29,790,896.97 371,117,670.60 95.83% 16,163,990.01 4.17%
10,166 46,666.12 377,398,403.25 79.55% 97,009,383.54 20.45%
27
2011
A B
1,474,169,008.93 2,959,186,789.73
49,928,631.71 720,963,156.05
3,669,698,292.66 6,012,468,132.51
3,632,500,798.19 6,346,149,627.95
--
87,126,126.18 387,281,660.61
2011 1 21 2011 116
28
2011
80000.00
11.7.1
2 - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - 29
2011
1 - - - - - - - - - - - - - - - - - - 1
2
11.7.2
- -140,000,000.003.01% - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- -710,000,000.0015.27% - -
- -
1,951,100,000.0
0
41.95% - -
- - - - - -
- - - - - -
- - - - - -
30
2011
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- - - - - -
- -
1,850,000,000.0
0
39.78% - -
- - - - - -
0.5%
31
