2012
1
23
2012
2012 6 30
2012
2
1
1.1
2012 8 28
2012 1 1 6 30
2012
3
2
2.1
370010
370010
2005 4 13
16,893,881,418.10
A B
370010 370010
86,501,867.77 16,807,379,550.33 2.2
( Money-supply Expectations Effect) (Fisher Effect) (Flow of Funds)
2012
4
/ /
2.3
021-38794999 010-67595003
xia.hong@jpmf-sitico.com yindong.zh@ccb.com
400-889-4888 010-67595096
021-68881170 010-66275853
2.4
http://www.51fund.com
3
3.1
3.1.1
2012 1 1 2012 6 30
2012
5
A B
1,303,380.90 247,248,778.47
1,303,380.90 247,248,778.47
1.3765% 1.4975%
(2012 6 30 )
3.1.2
A B
86,501,867.77 16,807,379,550.33
1.0000 1.0000
3.2
3.2.1
1 A
0.2047% 0.0718% 0.1162% 0.0001% 0.0885% 0.0717%
0.6306% 0.0726% 0.3652% 0.0001% 0.2654% 0.0725%
1.3765% 0.0653% 0.7367% 0.0001% 0.6398% 0.0652%
2.8456% 0.0553% 1.4878% 0.0001% 1.3578% 0.0552%
5.6213% 0.0761% 4.2269% 0.0002% 1.3944% 0.0759%
14.9355% 0.0925% 12.6693% 0.0017% 2.2662% 0.0908%
2 B
0.2244% 0.0802% 0.1162% 0.0001% 0.1082% 0.0801%
0.6906% 0.0801% 0.3652% 0.0001% 0.3254% 0.0800%
1.4975% 0.0708% 0.7367% 0.0001% 0.7608% 0.0707%
3.0928% 0.0597% 1.4878% 0.0001% 1.6050% 0.0596%
6.3851% 0.0769% 4.2269% 0.0002% 2.1582% 0.0767%
16.9417% 0.0930% 12.6693% 0.0017% 4.2724% 0.0913%
2012
6
3.2.2
2005 4 13 2012 6 30
1 A
2 B
1. 2005 4 13 2005 4 13 2012 6
30
2. 2005 7 13
2012
7
4
4.1
4.1.1
2004 5 12 2007 10 8 “ ” 2.5 2012 6
4.1.2
2008-11-29 - 9
2003 2007
2007
6 2008 6 2008 11 2009 6
2009-9-17 - 17
2012
8
2009 5 2009 9
1.
2.
4.2
4.3
4.3.1
4.3.2
5%
2012
9
4.4
4.4.1
2012 2011
2 5 50 6 3
“ ” 6
6 3 6 12
3.44% 3.32% 2010 10 3.47% 2.65%
7 AAA 6
4.4.2
B A 1.4975% 1.3765% 0.7367%
4.5
“ ” FDI
4.6
2012
10
4.7
25 25 , , 2012 A 1,303,380.90
,B 247,248,778.47
5
5.1
5.2
A 1,303,380.90 B 247,248,778.47
5.3
6
6.1
2012 6 30
2012 6 30
2011 12 31
2012
11
6.4.7.1 2,156,909,746.12 65,385,191.58
194,034,090.90 103,274,545.38
--
6.4.7.2 6,856,069,800.96 7,181,524,161.77
--
--
6,856,069,800.96 7,181,524,161.77
--
6.4.7.3 - -
6.4.7.4 8,550,700,000.00 6,805,300,814.50
- 9,716,745.63
6.4.7.5 78,325,823.22 83,852,059.28
--
303,824.76 1,750.00
--
6.4.7.6 - -
17,836,343,285.9614,249,055,268.14
2012 6 30
2011 12 31
--
--
6.4.7.3 - -
--
924,768,346.03 -
1,397,439.09 170,705.21
5,011,807.85 4,093,625.94
1,518,729.64 1,240,492.70
168,724.07 148,766.01
6.4.7.7 10,875.00 24,731.03
--
--
9,387,984.68 7,947,232.94
--
6.4.7.8 197,961.50 384,500.00
942,461,867.86 14,010,053.83
6.4.7.9 16,893,881,418.1014,235,045,214.31
6.4.7.10 - -
16,893,881,418.10 14,235,045,214.31
17,836,343,285.96 14,249,055,268.14
2012
12
2012 6 30 A B 1.0000 16,893,881,418.10 A 86,501,867.77 B 16,807,379,550.33
6.2
2012 1 1 2012 6 30
2012 1 1 2012
6 30
2011 1 1 2011
6 30
285,695,616.32 140,619,543.47
1.
283,553,661.59 139,422,707.00
6.4.7.11 10,347,229.46 1,858,344.19
129,309,166.64 71,397,735.55
--
143,897,265.49 66,166,627.26
--
2. “-”
2,141,954.73 1,196,836.47
6.4.7.12 - -
--
6.4.7.13 2,141,954.73 1,196,836.47
--
6.4.7.14 - -
6.4.7.15 - -
3. “-”
6.4.7.16 - -
4. “ ”
--
5. “-”
6.4.7.17 - -
37,143,456.95 21,484,682.59
1
27,606,683.15 15,835,999.80
2
8,365,661.59 4,798,787.81
3
949,871.46 641,681.42
4 6.4.7.18 - -
5
--
--
6 6.4.7.19 221,240.75 208,213.56
2012
13
“-”
248,552,159.37 119,134,860.88
--
“-”
248,552,159.37 119,134,860.88
6.3
2012 1 1 2012 6 30
2012 1 1 2012 6 30
14,235,045,214.31 - 14,235,045,214.31
- 248,552,159.37 248,552,159.37
“-”
2,658,836,203.79 - 2,658,836,203.79
1. 41,573,427,561.45 - 41,573,427,561.45
2. -38,914,591,357.66 - -38,914,591,357.66
“-”
- -248,552,159.37 -248,552,159.37
16,893,881,418.10 - 16,893,881,418.10
2011 1 1 2011 6 30
8,170,001,673.04 - 8,170,001,673.04
- 119,134,860.88 119,134,860.88
“-”
1,181,877,740.31 - 1,181,877,740.31
1. 20,358,120,746.46 - 20,358,120,746.46
2. -19,176,243,006.15 - -19,176,243,006.15
2012
14
“-”
- -119,134,860.88 -119,134,860.88
9,351,879,413.35 - 9,351,879,413.35
6.1 6.4
6.4
6.4.1
( “ ”) ( “ ”) [2005] 15 ( ) 991,196,238.02 (2005) 38 2005 4 13 991,360,522.73 164,284.71
A B A 5,000,000 B B 500,000 A
397
2012 8 28
6.4.2
2006 2 15 38
( “ ”) [2010]5 XBRL 3 <
> 2007 5 15 6.4.4
6.4.3
2012
15
2012 2012
6 30 2012
6.4.4
6.4.5
6.4.5.1
6.4.5.2
6.4.5.3
6.4.6
[2002]128 [2004]78 [2008]1
(1)
(2)
(3) 20%
6.4.7
6.4.7.1
6.4.7.2
(" ")
6.4.8
6.4.8.1
6.4.8.2
6.4.8.2.1
2012 1 1 2012 6 30
2011 1 1 2011 6 30
27,606,683.15 15,835,999.80
10,744.51 10,600.78
0.33%
2012
16
X 0.33% /
6.4.8.2.2
2012 1 1 2012 6 30
2011 1 1 2011 6 30
8,365,661.59 4,798,787.81
0.10%
X 0.10% /
6.4.8.2.3
2012 1 1 2012 6 30
A B
69,739.52 831,192.00 900,931.52
24,319.05119.95 24,439.00
94,058.57831,311.95 925,370.52
2011 1 1 2011 6 30
A B
115,477.58 472,709.44 588,187.02
35,470.96427.44 35,898.40
150,948.54473,136.88 624,085.42
A B 0.25% 0.01%
X /
6.4.8.3 ( )
2012 1 1 2012 6 30
307,927,738.79 - - - - -
2011 1 1 2011 6 30
2012
17
109,984,873.34 -749,250,000.00701,670.06 - -
6.4.8.4
6.4.8.5
2012 1 1 2012 6 30
2011 1 1 2011 6 30
1,056,909,746.12 1,730,932.98 67,230,617.19 1,097,622.10
6.4.8.6
6.4.8.7
6.4.9 2012 6 30
7
7.1
%
1
6,856,069,800.96 38.44
6,856,069,800.96 38.44
- -
2
8,550,700,000.00 47.94
-
-
3 2,350,943,837.02 13.18
4
78,629,647.98 0.44
5
17,836,343,285.96 100.00
2012 6 30 16,893,881,418.10 A B 1.0000
7.2
2012
18
%
-
1
-
- -
2
- -
20%
20%
7.3
7.3.1
59
73
54
120
120 120
7.3.2
%
%
1 30 62.70 5.47
397
--
2 30 ( )—60 9.48 -
397
2.37 -
3 60 ( )—90 1.36 -
397
--
4 90 ( )—180 27.71 -
397
--
5 180 ( )—397 3.87 -
397
--
6
105.11 5.47
2012
19
7.4
1
149,978,879.08 0.89
2
3,957,093,947.25 23.42
3
1,692,959,134.98 10.02
1,692,959,134.98 10.02
4
- -
5
1,056,037,839.65 6.25
6
- -
7
- -
8
6,856,069,800.96 40.58
9 397 400,712,051.92 2.37
7.5
1 1101094 11 94 7,000,000 689,917,947.00 4.08
2 1101088 11 88 6,000,000 592,422,506.91 3.51
3 1101096 11 96 6,000,000 590,889,883.67 3.50
4 1101098 11 98 6,000,000 590,592,848.09 3.50
5 1101086 11 86 5,800,000 573,015,704.26 3.39
6 1101082 11 82 5,500,000 544,226,123.89 3.22
7 041251015 12CP001 4,000,000 401,797,992.07 2.38
8 110206 11 06 4,000,000 400,712,051.92 2.37
9 110414 11 14 4,000,000 400,192,206.53 2.37
10 041151002 11 CP002
3,800,000 383,462,172.27 2.27
7.6 “ ” “ ”
0.25( )-0.5% 0 0.1751%
0.0104%
0.0695%
2012
20
7.7
7.8
7.8.1
7.8.2 397 397 20%
7.8.3
7.8.4
1
-
2
-
3
78,325,823.22
4
303,824.76
5
-
6
-
7
-
8
78,629,647.98
7.8.5
8
8.1
( )
A 3,442
25,131.28 17,392,805.80 20.11%
69,109,061.97 79.89%
142
16,794,252,632.02 99.92% 0.08%
2012
21
B 118,361,827.82 13,126,918.31
3,584 4,713,694.59 16,811,645,437.82 99.51% 82,235,980.28 0.49%
8.2
A - -
B - -
- -
0 0
9
A B
(2005 4 13 )
577,965,478.90 413,395,043.83
112,984,777.86 14,122,060,436.45
8,988,505,539.19 32,584,922,022.26
9,014,988,449.28 29,899,602,908.38
--
86,501,867.77 16,807,379,550.33
10
10.1
10.2
10.3
2012
22
10.4
10.5
10.6
10.7
10.7.1
1 - - - --
1.
1 ,
2 ,
3 ,
4 , ,
5 , ,
2.
1
2
3.
10.7.2
2012
23
- -209,650,700,000.00100.00% --
10.8 0.5%
0.5%
11
2012 1 16 , 2012 1 16
