2005 2005 05 25 2005 12 31 1 29
2005 2005 4 4 [2005]38 2006 2 28 2005 2005 5 25 2005 12 31 2 29
2005 4 5 7 9 10 10 24 27 28 28 3 29
2005 2005 5 25 1,358,234,544.22 1,769,758,099.90 1991 7 A 38-45 A 38-45 2002 121 0755 82960094 0755 82940494 www.newone.com.cn 1987 4 8 7088 7088 4 29
2005 2002 83 0755 83195226 0755 83195201 A 23 0755-82960115 0755-82960236 2000 7 4 19 208 210 19 B 010-88018766 010-88018737 2005 5 25 2005 12 31 1 38,702,954.67 2 0.0219 3 1,829,683,932.98 4 1,828,442,326.46 5 29
2005 5 1.0332 6 1.0582 7 5.89% 8 5.89% 2005 5 25 2005 1 = 2 = 3 1 7.00% 6.00% 5.00% 4.00% 3.00% 2.00% 1.00% 0.00% -1.00% 05-5-25 05-6-24 05-7-24 05-8-23 05-9-22 05-10-22 05-11-21 05-12-21 2005 8 24 10 0.25 6 29
2005 2005 12 31 1.0332 1.0582 5.89% 1976 8 1994-2001 2001 4 1 2005 2004 2005 A A A 2005 A 2005 A 1266 998 1161 2005 16.96% -9.79% 3.63% 32% 41% 36% 2005 2005 1/3 2005 12 31 5.89% 3.00% 0.025 2 7 29
2005 2006 13% 2005 QFII 2006 3-4 2006 1 2 8 29
2005 2005 5 25 2005 12 31 O O 9 29
2005 [2006] 056 ( ) 2005 12 31 2005 2005 12 31 2005 1 2005 12 31 2005 12 31 10 29
2005 6 1 72,381,125.52 6 2 160,339.44 6 3 250,000.00 6 4 493,522.70 6 5 54,614.35 6 1,756,344,330.97 1,704,503,797.92 1,829,683,932.98 6 7 912,779.31 6 8 304,259.77 6 9 24,567.44 11 29
2005 1,241,606.52 6 10 1,769,758,099.90 6 11 53,688,754.09 6 12 4,995,472.47 1,828,442,326.46 1,829,683,932.98 1.0332 2 2005 5 25 2005 12 31 2005 58,127,155.88 1 2 3 6 13 41,022,064.83 4 5 6 14 1,502,864.40 6 7 6 15 14,628,467.95 8 9 6 16 973,758.70 19,424,201.21 12 29
2005 1 6 17 16,153,846.83 2 6 18 1,934,699.79 3 4 5 6 19 1,335,654.59 6 19 10,796.10 6 19 900.00 6 19 983,328.68 6 19 21,029.81 6 19 319,600.00 38,702,954.67 6 51,840,533.05 90,543,487.72 3 2005 5 25 2005 12 31 2005 6 12 38,702,954.67 6 12-6 12 248,381.41 13 29
2005 6 12 38,951,336.08 6 12-6 12 33,955,863.61 6 12 4,995,472.47 4 2005 5 25 2005 12 31 2005-38,702,954.67 6 51,840,533.05 90,543,487.72 1,893,473,915.43-121,619,213.08 1,771,854,702.35 33,955,863.61-1,828,442,326.46 2005 5 25 2005 12 31 1 ( ) [2005]38 14 29
2005 2005 5 25 1,358,234,544.22, 64,677,835.44 1,293,556,708.78. 1 2 3 ETF 2 1 2 1 1 12 31 3 4 ETF 5 A B C 15 29
2005 D E F G H I J 6 A B C 16 29
2005 7 A B 8 A 0.6%,, B 0.2%,, C (a) T 5% (b) T 5% 5% 30% H n T 1 nb Tn 1 5% 30% 1 1 ( > 0) 1 4 Nn Tn Hn Tn = n 1 2 11 n n n 12 17 29
2005 H n n T nb n T n 1 n 1 T n 1 = max (1 + 5%), T 1, T2 Λ Tn 4 n 1, 1 N n 1 n 1 Tn 1 n 1 T, 9 1.00 10 70% 3 1 2 2004 1 1 4 5 1 18 29
2005 2 2005 1,288,821,163.24 100% 2005 1,339,716.36 100% 2005 12 31 5,804,099.60 10,349,747.23 2005 12 31 1,934,699.79 1.62% 2005 12 31 72,381,125.52 1,490,296.67 19 29
2005 2005 12 31 85,806,025.01 88,654,785.04 6 1 2005 5 25 2005 12 31 1,358,234,544.22 72,381,125.52 2 2005 12 31 40,000.00 120,339.44 160,339.44 3 2005 12 31 250,000.00 4 2005 12 31 493,522.70 5 2005 12 31 54,534.93 79.42 54,614.35 6 2005 12 31 20 29
2005 278,253,680.37 353,020,150.51 1,001,260,235.19 ETF 71,969,731.85 1,704,503,797.92-2005 12 31 17,816,402.36 23,855,981.35 8,567,187.15 ETF 1,600,962.19 51,840,533.05 1,756,344,330.97 7 2005 12 31 912,779.31-8 2005 12 31 304,259.77 9 2005 12 31 24,567.44 10 2005 5 25 2005 12 31 64,677,835.44 85,806,025.01 1,293,556,708.78 1,683,952,074.89 21 29
2005 1,358,234,544.22 1,769,758,099.90 11 2005 12 31-51,840,533.05-1,663,280.99-184,940.05 53,688,754.09 12 38,702,954.67-248,381.41 38,951,336.08-33,955,863.61 4,995,472.47 13 2005 13,586,856.74 4,127,642.32 17,714,890.67 ETF 5,592,675.10 41,022,064.83 14 2005 1,490,296.67 12,567.73 22 29
2005 1,502,864.40 15 2005 594,414.74-14,034,053.21 14,628,467.95 16 2005 570,534.82 200,223.88 203,000.00 973,758.70 17 2005 5,804,099.60 10,349,747.23 16,153,846.83 18 2005 1,934,699.79 19 2005 10,796.10 900.00 983,328.68 21,029.81 23 29
2005 319,600.00 1,335,654.59 2005 12 31 72,541,464.96 3.9647% 0 0 0 0 1,756,344,330.97 95.9917% 798,137.05 0.0436% 1,829,683,932.98 100% 672,946,214.59 36.8044% 1,009,827,422.34 55.2288% ETF 73,570,694.04 4.0237% 1,756,344,330.97 96.0569% 1 133,207,407.00 75,661,807.18 4.1380% 2 66,476,474.83 74,786,034.18 4.0902% 3 67,061,495.77 74,237,075.82 4.0601% 4 50ETF 90,604,303.00 73,570,694.04 4.0237% 5 65,145,815.05 70,377,024.00 3.8490% 6 65,733,671.09 70,210,134.09 3.8399% 24 29
2005 7 51,291,892.17 51,291,892.17 2.8052% 8 B 50,474,536.97 50,474,536.97 2.7605% 9 B 50,289,709.00 50,289,709.00 2.7504% 10 41,028,540.47 41,028,540.47 2.2439% 11 39,119,220.13 40,914,792.33 2.2377% 12 40,581,971.62 40,581,971.62 2.2195% 13 40,219,708.02 40,219,708.02 2.1997% 14 42,837,220.00 40,052,800.70 2.1905% 15 39,429,384.76 39,429,384.76 2.1564% 16 41,302,995.00 36,387,938.60 1.9901% 17 30,895,085.06 30,740,609.63 1.6812% 18 25,600,433.57 30,541,317.25 1.6703% 19 29,663,730.98 30,476,517.21 1.6668% 20 57,481,742.00 30,292,878.03 1.6568% 21 28,178,368.12 30,032,504.74 1.6425% 22 30,000,000.00 30,000,000.00 1.6407% 23 30,000,000.00 30,000,000.00 1.6407% 24 34,237,916.00 26,055,054.08 1.4250% 25 36,327,365.00 25,283,846.04 1.3828% 26 23,963,937.19 23,963,937.19 1.3106% 27 22,632,848.27 22,632,848.27 1.2378% 28 33,468,393.00 22,423,823.31 1.2264% 29 21,286,043.54 21,286,043.54 1.1642% 30 18,838,591.78 20,743,173.41 1.1345% 31 18,314,102.56 19,497,193.59 1.0663% 32 35,933,061.00 19,331,986.82 1.0573% 33 36,573,631.00 19,274,303.54 1.0541% 25 29
2005 34 23,274,427.00 18,619,541.60 1.0183% 35 20,895,510.00 18,179,093.70 0.9942% 36 22,879,019.00 17,593,965.61 0.9622% 37 21,748,138.00 16,463,340.47 0.9004% 38 16,343,626.00 16,409,000.50 0.8974% 39 31,014,100.00 16,313,416.60 0.8922% 40 14,328,570.22 14,721,173.04 0.8051% 41 18,985,229.00 14,580,655.87 0.7974% 42 16,252,000.00 14,545,540.00 0.7955% 43 16,078,759.00 14,068,914.13 0.7694% 44 21,017,089.00 13,892,295.83 0.7598% 45 26,997,896.00 13,606,939.58 0.7442% 46 20,250,005.00 13,527,003.34 0.7398% 47 14,427,497.00 12,147,952.47 0.6644% 48 20,096,489.00 11,716,253.09 0.6408% 49 17,007,270.00 11,649,979.95 0.6372% 50 18,233,128.00 11,304,539.36 0.6183% 51 14,463,084.00 11,136,574.68 0.6091% 52 10,590,662.00 10,887,200.54 0.5954% 53 16,040,106.00 10,554,389.75 0.5772% 54 12,019,905.00 10,553,476.59 0.5772% 55 10,759,711.61 10,346,538.68 0.5659% 56 9,860,946.74 10,294,828.40 0.5630% 57 18,533,146.00 10,267,362.88 0.5615% 58 9,408,167.11 10,266,191.95 0.5615% 59 16,383,278.00 10,190,398.92 0.5573% 60 9,931,466.03 10,184,718.41 0.5570% 26 29
2005 61 9,929,890.76 10,178,138.03 0.5567% 62 9,249,367.44 10,080,885.57 0.5513% 63 14,376,841.00 10,049,411.86 0.5496% 64 10,841,500.00 9,171,909.00 0.5016% 65 11,332,802.00 9,043,576.00 0.4946% 66 17,000,000.00 8,670,000.00 0.4742% 67 8,459,684.00 7,241,489.50 0.3960% 68 5,710,177.00 6,572,413.73 0.3595% 69 10,672,405.00 6,392,770.60 0.3496% 70 8,936,446.00 5,576,342.30 0.3050% 71 6,660,593.00 4,535,863.83 0.2481% 72 4,883,341.00 3,843,189.37 0.2102% 73 3,750,000.00 3,551,250.00 0.1942% 74 2,059,808.00 1,427,446.94 0.0781% 75 1,050,000.00 1,031,100.00 0.0564% 76 1,500,000.00 1,015,500.00 0.0555% 77 1,318,200.00 972,831.60 0.0532% 78 1,157,900.00 878,846.10 0.0481% 1 6,410 2 276,093.31 % 1 446,603,664.73 25.24% 27 29
2005 2 1,323,154,435.17 74.76% 1,358,234,544.22 531,437,998.89 121,522,864.46 1,608,421.25 1,769,758,099.90 : ( ) 1 39,429,384.76 39,429,384.76 2.1564% 1 [2005]38 2 3 28 29
2005 004 4 5 6 [2005] 7 [2006] 056 A 38-45 www.newone.com.cn 0755-82960094 2006 2 28 29 29