2008 2008
2008 2008 8 22 2008 1 1 2008 6 30 1
2008...4...4...4...4...4...5...5...5...5...5...6...6...7...7...7...8...8...9...9... 11...21...21...22...22...24...25...26...26...26...26 2
2008...27...27...27...27...27...27...31 3
2008 1 2 3 460002 4 5 2007 5 29 6 5,623,409,364.66 7 8 9 1 2 3 4 300 60%+ 40% 1 2 88 40 3 88 40 4 200121 5 6 7 021-3860 1777 8 021-5047 8668 9 cs4008880001@aig-huatai.com 1 2 1 3 1 4 100818 4
2008 5 6 7 010-6659 4977 8 010-6659 4942 9 tgxxpl@bank-of-china.com 1 2 3 http://www.aig-huatai.com 88 40 1 2 88 40 2008 1-2,212,718,455.12 2-510,290,945.88 3-0.3638 4-395,700,216.69 5-0.0704 6 5,227,709,147.97 7 0.9296 8-32.61% 9-28.19% 10-7.04% 1-9.78% 1.33% -14.07% 2.05% 4.29% -0.72% 5
2008-12.79% 2.30% -15.99% 2.00% 3.20% 0.30% -28.19% 2.07% -30.62% 1.87% 2.43% 0.20% -6.43% 1.82% -13.46% 1.60% 7.03% 0.22% -7.04% 1.76% -17.53% 1.63% 10.49% 0.13% 2 50.00% 2007/05/29-2008/6/30 40.00% 30.00% 20.00% 10.00% 0.00% -10.00% -20.00% 07-5-28 07-6-18 07-7-9 07-7-30 07-8-20 07-9-10 07-10-1 07-10-22 07-11-12 07-12-3 07-12-24 08-1-14 08-2-4 08-2-25 08-3-17 08-4-7 08-4-28 08-5-19 08-6-9 08-6-30 1 6 2 30%-95% 5%-70% 1 2004 11 18 2 AIG Global Investment Corp. 49%49% 2% 6
2008 2008 6 30 195.59 2 CFA MBA Merrill Lynch2002 9 2005 10 2005 11 2007 5 1 08 A 48% A A 6 7
2008 2 0.9296 0.9296 28.19% 30.62% 56 4-5 V 8
2008 2008 8 22 1 () 2008630 20071231 41 1,017,127,248.85 482,306,683.79 42 434,924.05 13,864,605.76 43 5,132,078.38 4,778,417.93 44 3,924,386,334.43 6,974,673,380.75 2,261,736,334.43 6,488,198,200.75 1,662,650,000.00 486,475,180.00 45 2,055,589.63 7,137,585.05 2,100,003,090.00 305,289,555.01 46 23,671,901.04 12,455,216.51 801,750.78 440,520.37 2,072,297.50 260,325.00 5,279,600,227.54 9,597,291,277.29 2008630 20071231 36,947,371.21 69,221,111.18 2,138,251.16 71,237,015.64 6,628,222.77 11,798,716.22 1,104,703.80 1,966,452.70 47 3,531,630.72 9,193,231.40 48 9
2008 49 1,540,899.91 1,710,765.71 51,891,079.57 165,127,292.85 410 5,623,409,364.66 7,286,045,078.41-395,700,216.69 2,146,118,906.03 5,227,709,147.97 9,432,163,984.44 5,279,600,227.54 9,597,291,277.29 2 () 2008 2007-2,104,963,695.22-18,986,437.11 1 15,836,156.65 11,449,008.02 6,408,437.01 2,208,179.21 7,246,067.15 8,324,395.61 2,181,652.49 916,433.20 2-421,071,461.31 20,498,272.26 411-439,340,765.47 15,224,414.82 412 125,725.83-267,889.01 413 414 5,641,924.25 12,501,654.08 5,541,746.45 3 415-1,702,427,509.24-51,179,053.57 4 416 2,699,118.68 245,336.18 107,754,759.90 39,325,823.26 1 50,818,948.42 11,897,996.59 2 8,469,824.74 1,982,999.43 3 4 417 48,234,468.42 22,298,181.41 5 3,093,041.10 3,093,041.10 6 418 231,518.32 53,604.73-2,212,718,455.12-58,312,260.37 3 () 2008 7,286,045,078.41 2,146,118,906.03 9,432,163,984.44-2,212,718,455.12-2,212,718,455.12-1,662,635,713.75-329,100,667.60-1,991,736,381.35 210,568,773.03 7,968,794.86 218,537,567.89 10
2008-1,873,204,486.78-337,069,462.46-2,210,273,949.24 419 5,623,409,364.66-395,700,216.69 5,227,709,147.97 2007 8,921,315,668.58 8,921,315,668.58-58,312,260.37-58,312,260.37 8,921,315,668.58-58,312,260.37 8,863,003,408.21 1 2008 4 24 0.3% 2008 4 24 0.1% 2 3 1 AIG Global Investment Corp.(AIGGIC) 2 1 1 2008 2007 () (%) () (%) 11
2008 2,856,085,079.52 20.77 2 30,884,234.60 29.05 3 4 11,585,857.81 31.43 5 2,427,661.76 21.04 2 1.50% H = E 1.50% H E 2008 2007 () 50,818,948.42 11,897,996.59 0.25% H = E 0.25% H E 2008 2007 () 8,469,824.74 1,982,999.43 3() 2008 2007 () () 1 494,200,888.52 1,791,290,800.00 2 3,528,000,000.00 3 12
2008 4 3,093,041.10 4 () (%) 4,661,072.26 0.08 5 () () 08 07 1,017,127,248.85 482,306,683.79 6,308,686.16 2,440,300.64 4 1 2008630 1,017,127,248.85 1,017,127,248.85 2 2008630 434,924.05 434,924.05 3 2008630 5,132,078.38 4 2008630 13
2008 2,771,488,400.05 2,261,736,334.43-509,752,065.62 1,662,821,800.00 1,662,650,000.00-171,800.00 1,662,821,800.00 1,662,650,000.00-171,800.00 4,434,310,200.05 3,924,386,334.43-509,923,865.62 5 2008630 1,300,931.64 2,055,589.63 754,657.99 6 2008630 23,339,066.83 332,638.51 195.70 23,671,901.04 7 2008630 3,521,795.51 9,835.21 3,531,630.72 8 9 2008630 1,250,000.00 4,933.25 285,966.66 1,540,899.91 10 2007 12 31 7,286,045,078.41 7,286,045,078.41 2008 1 1 2008 6 30 210,568,773.03 210,568,773.03 2008 1 1 2008 6 30-1,873,204,486.78-1,873,204,486.78 2008 6 30 5,623,409,364.66 5,623,409,364.66 14
2008 11 2008 8,008,379,790.24 8,447,720,555.71-439,340,765.47 12 2008 1,204,234,072.04 16,895,597.93 1,187,212,748.28 125,725.83 13 14 2008 36,868,110.20 31,226,185.95 5,641,924.25 15 2008-1,703,140,505.58-1,702,620,468.05-520,037.53 712,996.34 712,996.34-1,702,427,509.24 16 2008 (a) 2,611,316.62 (b) 87,802.06 2,699,118.68 (a) 25% (b) 25% 17 2008 15
2008 48,227,368.42 7,100.00 48,234,468.42 18 2008 133,123.90 80,556.84 17,837.58 231,518.32 19 5 1 (a) 12 2008 6 30 601899 2008/04/18 2008/07/25 7.13 7.80 1,959 13,967.67 15,280.20 600082 2007/09/28 2008/09/26 16.00 6.70 2,892,500 46,280,000.00 19,379,750.00 600489 2008/03/03 2009/02/28 78.00 49.83 1,000,000 78,000,000.00 49,830,000.00 002223 2008/04/10 2008/07/18 9.48 20.00 19,071 180,793.08 381,420.00 002224 2008/04/17 2008/07/25 9.38 13.77 18,444 173,004.72 253,973.88 002225 2008/04/17 2008/07/25 4.79 6.50 46,153 221,072.87 299,994.50 002226 2008/04/24 2008/08/06 12.60 14.45 14,727 185,560.20 212,805.15 002230 2008/04/29 2008/08/12 12.66 30.09 17,585 222,626.10 529,132.65 002233 2008/05/08 2008/08/18 10.03 9.70 40,648 407,699.44 394,285.60 002236 2008/05/12 2008/08/20 24.24 36.00 12,573 304,769.52 452,628.00 002237 2008/05/12 2008/08/20 25.98 40.97 10,945 284,351.10 448,416.65 002238 2008/05/14 2008/08/26 6.98 12.25 39,463 275,451.74 483,421.75 002239 2008/05/14 2008/08/22 9.33 8.98 26,180 244,259.40 235,096.40 002240 2008/05/15 2008/08/25 15.70 12.19 79,719 1,251,588.30 971,774.61 16
2008 002241 2008/05/16 2008/08/22 18.78 26.84 24,635 462,645.30 661,203.40 002242 2008/05/20 2008/08/28 22.54 40.44 47,488 1,070,379.52 1,920,414.72 002243 2008/05/20 2008/08/28 7.78 8.02 39,414 306,640.92 316,100.28 002244 2008/05/21 2008/08/29 20.31 15.68 64,858 1,317,265.98 1,016,973.44 002245 2008/05/28 2008/09/05 16.38 16.02 10,566 173,071.08 169,267.32 002247 2008/05/30 2008/09/12 16.05 14.65 13,026 209,067.30 190,830.90 002249 2008/06/10 2008/09/19 25.60 24.21 29,830 763,648.00 722,184.30 002250 2008/06/10 2008/09/19 10.52 12.80 26,001 273,530.52 332,812.80 002251 2008/06/11 2008/09/19 26.08 48.55 22,142 577,463.36 1,074,994.10 002253 2008/06/13 2008/09/23 14.75 21.11 11,905 175,598.75 251,314.55 002254 2008/06/18 2008/09/25 18.59 27.41 36,308 674,965.72 995,202.28 002255 2008/06/18 2008/09/25 10.46 19.64 19,865 207,787.90 390,148.60 002256 2008/06/18 2008/09/25 12.56 13.33 36,032 452,561.92 480,306.56 002257 2008/06/30 21.81 21.81 9,000 196,290.00 196,290.00 002258 2008/06/30 2008/10/08 16.06 16.06 10,500 168,630.00 168,630.00 135,074,690.41 82,774,652.64 (b) 000792 2008/06/26 88.12 731,283 47,445,311.11 64,440,657.96 600900 2008/05/08 14.65 8,799,937 153,128,820.71 128,919,077.05 9,531,220 200,574,131.82 193,359,735.01 2 3 4 6 7 8 17
2008 9 (a) (b) 30%-95% 5%-70% 2008 6 30 2008 6 30 2007 12 31 3,924,386,334.43 75.07% 6,974,673,380.75 73.95% - 2,261,736,334.43 43.26% 6,488,198,200.75 68.79% - 1,662,650,000.00 31.80% 486,475,180.00 5.16% 2,055,589.63 0.04% 7,137,585.05 0.08% 3,926,441,924.06 75.11% 6,981,810,965.80 74.03% (i) VAR Beta 2008 6 30 99% VAR 5.60 (2007 12 31 14.55 ) 5.60 1% VAR 250 18
2008 2008 6 30 Beta 0.8330 (2007 12 31 0.8787) 5% 0.94 (2007 12 31 2.85 ) 5% 0.94 (2007 12 31 2.85 ) Beta 250 (ii) 2008 6 30 1 1 5 5 1,017,127,248 - - - 1,017,127,248 434,924 - - - 434,924 - - 5,132,078.38 5,132,078 1,662,650,000.00 - - 2,261,736,334.43 3,924,386,334 - - - 2,055,589.63 2,055,589.63 - - - - - - - - 305,289,555.01 305,289,555.01 - - - 23,671,901.04 23,671,901.04 - - - 801,750.78 801,750.78 - - - 440,520.37 440,520.37 - - - 260,325.00 260,325.00 2,680,212,172.90 - - 2,599,388,054.64 5,279,600,227.54 - - - 36,947,371.21 36,947,371.21 - - - 2,138,251.16 2,138,251.16 - - - 6,628,222.77 6,628,222.77 - - - 1,104,703.80 1,104,703.80 - - - 3,531,630.72 3,531,630.72 - - - 1,540,899.91 1,540,899.91 - - - 51,891,079.57 51,891,079.57 2,680,212,172.90 - - 2,547,496,975.07 5,227,709,147.97 2007 12 31 1 1 5 5 19
2008 482,306,683 - - - 482,306,683 13,864,605 - - - 13,864,605 - - - 4,778,417.93 4,778,417 485,750,000-725,180.00 6,488,198,200.75 6,974,673,380 - - - 7,137,585.05 7,137,585 2,100,003,090 - - - 2,100,003,090 - - - 12,455,216.51 12,455,216 - - - 2,072,297.50 2,072,297 3,081,924,379-725,180.00 6,514,641,717.74 9,597,291,277 - - - 69,221,111.18 69,221,111 - - - 71,237,015.64 71,237,015 - - - 11,798,716.22 11,798,716 - - - 1,966,452.70 1,966,452 - - - 9,193,231.40 9,193,231 - - - 1,710,765.71 1,710,765 - - - 165,127,292.85 165,127,292 3,081,924,379-725,180.00 6,349,514,424.89 9,432,163,984 2008 6 30 0.5531(2007 12 31 0.2036) 25 229.9 (2007 12 31 24.7 ) 25 229.9 (2007 12 31 24.7 ) (iii) 0.1% (iv) (c) 10% 10% (d) 20
2008 5 () 10 2007 38 2007 6 30 2007 2007 5 29 () 2007 5 29 () 2007 6 30 2007 6 30 8,921,315,668.58-7,133,206.80 8,863,003,408 - -51,179,053.57-8,921,315,668.58-58,312,260.37 8,863,003,408 /()/() /() /() /() /() % 1 2,261,736,334.43 42.84 21
2008 2 1,662,650,000.00 31.49 3 2,055,589.63 0.04 4 5 1,017,562,172.90 19.27 6 335,596,130.58 6.36 5,279,600,227.54 100.00 % A 2,560,000.00 0.05 B 257,872,183.35 4.93 C 804,740,311.57 15.39 C0 306,196,915.12 5.86 C1 235,096.40 0.00 C2 971,774.61 0.02 C3 C4 114,678,140.25 2.19 C5 1,310,121.40 0.03 C6 58,238,596.21 1.11 C7 118,516,436.17 2.27 C8 100,796,954.39 1.93 C99 103,796,277.02 1.99 D 177,827,399.87 3.40 E 6,438,606.57 0.12 F 193,498,407.94 3.70 G 206,338,829.50 3.95 H 332,773,102.96 6.37 I 218,037,534.60 4.17 J 28,707,916.50 0.55 K 32,458,619.82 0.62 L 483,421.75 0.01 M 2,261,736,334.43 43.26 () () (%) 1 600900 8,799,937 128,919,077.05 2.47 2 600511 4,600,818 124,682,167.80 2.39 3 600009 7,630,693 120,717,563.26 2.31 4 600036 5,052,955 118,340,206.10 2.26 5 600489 2,335,709 116,388,379.47 2.23 22
2008 6 600519 817,577 113,299,820.66 2.17 7 600694 2,999,899 102,896,535.70 1.97 8 002024 2,151,544 88,858,767.20 1.70 9 000895 2,364,859 88,209,240.70 1.69 10 600718 3,132,550 88,055,980.50 1.68 11 000969 5,756,099 87,953,192.72 1.68 12 600557 4,120,302 80,593,107.12 1.54 13 000983 1,369,710 68,485,500.00 1.31 14 000792 731,283 64,440,657.96 1.23 15 600591 10,562,725 61,897,568.50 1.18 16 000063 961,716 60,203,421.60 1.15 17 600550 1,899,600 58,545,672.00 1.12 18 002153 840,161 57,298,980.20 1.10 19 601857 3,487,371 52,101,322.74 1.00 20 601628 2,099,918 50,230,038.56 0.96 21 600887 3,068,572 50,109,780.76 0.96 22 600389 1,899,866 47,477,651.34 0.91 23 000012 2,657,530 39,358,019.30 0.75 24 600059 2,764,733 36,770,948.90 0.70 25 600236 4,899,750 32,289,352.50 0.62 26 600000 1,397,840 30,752,480.00 0.59 27 600795 4,599,809 29,576,771.87 0.57 28 600875 984,850 29,299,287.50 0.56 29 601088 519,942 19,534,220.94 0.37 30 600082 2,892,500 19,379,750.00 0.37 31 600011 2,749,865 19,331,550.95 0.37 32 601318 379,919 18,714,809.94 0.36 33 002216 421,670 17,807,124.10 0.34 34 002182 1,103,102 17,737,880.16 0.34 35 002003 1,091,510 15,652,253.40 0.30 36 600631 1,299,884 15,260,638.16 0.29 37 600517 600,760 13,847,518.00 0.26 38 002048 1,605,963 13,409,791.05 0.26 39 600317 1,094,897 10,883,276.18 0.21 40 600664 S 969,930 10,843,817.40 0.21 41 600325 781,862 8,311,193.06 0.16 42 600267 495,611 8,014,029.87 0.15 43 600970 112,347 6,438,606.57 0.12 44 600598 160,000 2,560,000.00 0.05 45 002242 47,488 1,920,414.72 0.04 46 000968 57,000 1,347,480.00 0.03 47 600849 200,000 1,346,000.00 0.03 48 002251 22,142 1,074,994.10 0.02 23
2008 49 002244 64,858 1,016,973.44 0.02 50 002254 36,308 995,202.28 0.02 51 002240 79,719 971,774.61 0.02 52 002249 29,830 722,184.30 0.01 53 002241 24,635 661,203.40 0.01 54 002230 17,585 529,132.65 0.01 55 002238 39,463 483,421.75 0.01 56 002256 36,032 480,306.56 0.01 57 002236 12,573 452,628.00 0.01 58 002237 10,945 448,416.65 0.01 59 002233 40,648 394,285.60 0.01 60 002255 19,865 390,148.60 0.01 61 002223 19,071 381,420.00 0.01 62 002250 26,001 332,812.80 0.01 63 002243 39,414 316,100.28 0.01 64 002225 46,153 299,994.50 0.01 65 002224 18,444 253,973.88 0.00 66 002253 11,905 251,314.55 0.00 67 002239 26,180 235,096.40 0.00 68 002226 14,727 212,805.15 0.00 69 002257 9,000 196,290.00 0.00 70 002247 13,026 190,830.90 0.00 71 002245 10,566 169,267.32 0.00 72 002258 10,500 168,630.00 0.00 73 601899 1,959 15,280.20 0.00 1 2 20 () (%) 1 000002 534,919,884.98 5.67 2 601318 408,659,870.12 4.33 3 600325 234,528,511.85 2.49 4 600000 199,324,728.09 2.11 5 600456 199,241,816.53 2.11 6 600009 191,782,773.58 2.03 7 600029 188,401,980.49 2.00 8 600050 186,078,774.97 1.97 9 600887 158,512,311.07 1.68 10 601857 148,754,048.97 1.58 11 000983 147,127,954.50 1.56 12 600739 141,968,906.69 1.51 13 600489 141,294,967.60 1.50 24
2008 14 002048 138,909,126.10 1.47 15 600591 137,604,770.53 1.46 16 600694 131,187,528.11 1.39 17 600036 124,876,312.18 1.32 18 600251 117,960,637.85 1.25 19 600219 117,567,901.77 1.25 20 000969 115,274,147.89 1.22 2 2 20 () (%) 1 000002 621,676,694.49 6.59 2 600036 372,806,786.53 3.95 3 601318 371,757,712.41 3.94 4 600029 363,141,838.33 3.85 5 600050 346,087,799.03 3.67 6 600519 280,971,033.53 2.98 7 000792 271,852,373.19 2.88 8 600000 268,108,862.39 2.84 9 600547 254,105,283.98 2.69 10 600251 179,707,700.02 1.91 11 601111 168,218,028.60 1.78 12 601808 162,036,331.53 1.72 13 600325 152,283,857.56 1.61 14 000651 149,215,331.33 1.58 15 000858 136,961,087.37 1.45 16 600030 134,581,323.92 1.43 17 000898 123,884,636.11 1.31 18 600456 123,456,054.99 1.31 19 600150 123,274,013.21 1.31 20 600591 114,327,012.40 1.21 3 () () 5,923,879,157.44 8,008,379,790.24 % 1 2 3 1,662,650,000.00 31.80 4 25
2008 5 6 1,662,650,000.00 31.80 % 1 0701087 07 87 6,000,000 581,100,000.00 11.12 2 0801075 08 75 5,000,000 495,600,000.00 9.48 3 0801072 08 72 3,000,000 297,360,000.00 5.69 4 0701130 07 130 2,000,000 192,400,000.00 3.68 5 0701136 07 136 1,000,000 96,190,000.00 1.84 1 % 1 580022 CWB1 538,959 2,055,589.63 0.04 2 1 031006 ZXC1 1,232,117 14,905,412.20 2 580019 CWB1 3,983,440 9,224,850.35 3 580022 CWB1 538,959 1,300,931.64 1 2 3 305,289,555.01 23,671,901.04 5,132,078.38 801,750.78 440,520.37 26
2008 260,325.00 335,596,130.58 4 5 0.08% 4,661,072.26 1 () 185,548 2 () 30,307.03 () (%) 5,623,409,364.66 100 1 230,283,436.61 4.10 2 5,393,125,928.05 95.90 () (%) () 1 8,921,315,668.58 2 7,286,045,078.41 3 210,568,773.03 4 1,873,204,486.78 5 5,623,409,364.66 27
2008 2008 6 5 2008 2008753 1 1 2 3 4 5 2 3 () 1 1 2 1 3 1 4 1 5 1 28
2008 6 1 7 1 8 1 9 1 10 1 11 1 12 1 13 1 14 1 15 1 15 4 / 2008 () (%) 1 1,135,151,811.09 8.26 700,984,509.67 5.10 697,918,231.90 5.08 929,426,703.86 6.76 1,109,077,813.43 8.07 648,183,568.08 4.71 977,099,703.88 7.11 1,033,962,259.44 7.52 1,731,191,909.52 12.59 660,981,827.61 4.81 599,266,280.02 4.36 2,856,085,079.52 20.77 671,744,497.47 4.89 13,751,074,195.49 100.00 2 1,222,819.10 1.15 11,299,961.10 10.63 5,358.50 0.01 59,187,573.99 55.67 3,714,670.90 3.49 30,884,234.60 29.05 106,314,618.19 100.00 3 4 25,282,252.39 68.57 11,585,857.81 31.43 36,868,110.20 100.00 29
2008 5 964,875.49 8.36 595,835.54 5.16 567,061.21 4.92 790,006.08 6.85 942,710.89 8.17 526,652.34 4.57 793,897.28 6.88 878,862.03 7.62 1,406,599.58 12.19 561,830.99 4.87 509,372.97 4.42 2,427,661.76 21.04 570,972.88 4.95 11,536,339.04 100.00 5 2008-1-11 2008-1-18 2008-1-21 2008-1-25 2008-3-4 2008-3-18 2008-3-20 2008-3-21 2008-3-28 2008-3-28 2008-3-31 30
2008 2008-4-8 2008-4-10 2008-4-11 2008-4-17 2008-4-19 2008-5-6 2008-5-6 2008-5-7 2008-5-9 2008-5-21 2008-5-22 2008-6-11 2008-6-12 2008-6-12 2008-6-13 1 2 3 4 5 6 88 40 31
2008 400-888-0001 021-3878 4638 www.aig-huatai.com 32