PAGE  1
000 A000000 09/30/2005
000 C000000 0000790202
000 D000000 N
000 E000000 NF
000 F000000 Y
000 G000000 N
000 H000000 N
000 I000000 6.1
000 J000000 A
001 A000000 FIRST FINANCIAL FUND, INC.
001 B000000 811-4605
001 C000000 3034445483
002 A000000 1680 38TH STREET, SUITE 800
002 B000000 BOULDER
002 C000000 CO
002 D010000 80301
003  000000 N
004  000000 N
005  000000 N
006  000000 N
007 A000000 N
007 B000000  0
007 C010100  1
007 C010200  2
007 C010300  3
007 C010400  4
007 C010500  5
007 C010600  6
007 C010700  7
007 C010800  8
007 C010900  9
007 C011000 10
008 A000001 WELLINGTON MANAGEMENT COMPANY, LLP
008 B000001 A
008 C000001 801-15908
008 D010001 BOSTON
008 D020001 MA
008 D030001 02109
010 A000001 FUND ADMINISTRATIVE SERVICES, LLC
010 B000001 84-1282398
010 C010001 BOULDER
010 C020001 CO
010 C030001 80301
010 A000002 INVESTORS BANK & TRUST COMPANY
010 B000002 85-720
010 C010002 BOSTON
010 C020002 MA
010 C030002 02116
012 A000001 EQUISERVE TRUST COMPANY, NA
012 B000001 84-5601
012 C010001 PROVIDENCE
      PAGE  2
012 C020001 RI
012 C030001 02940
013 A000001 KPMG LLP
013 B010001 BOSTON
013 B020001 MA
013 B030001 02110
015 A000001 INVESTORS BANK & TRUST COMPANY
015 B000001 C
015 C010001 BOSTON
015 C020001 MA
015 C030001 02116
015 E010001 X
015 A000002 THE BANK OF BERMUDA LIMITED
015 B000002 S
015 C010002 HAMILTON
015 D010002 BERMUDA
015 E040002 X
015 A000003 ROYAL BANK OF CANADA
015 B000003 S
015 C010003 TORONTO
015 D010003 CANADA
015 E040003 X
015 A000004 BNP PARIBAS SECURITIES SERVICES
015 B000004 S
015 C010004 FRANKFURT
015 D010004 GERMANY
015 E040004 X
018  000000 Y
019 A000000 N
019 B000000    0
020 A000001 LEHMAN BROTHERS, INC.
020 B000001 13-2518466
020 C000001     60
020 A000002 FRIEDMAN, BILLINGS, RAMSEY & CO., INC.
020 B000002 52-1630477
020 C000002     40
020 A000003 KEEFE, BRUYETTE AND WOODS, INC.
020 B000003 13-1964616
020 C000003     32
020 A000004 KNIGHT SECURITIES
020 B000004 22-3660471
020 C000004     22
020 A000005 FIRST TENNESSEE SECURITY CORP.
020 B000005 62-1758945
020 C000005     20
020 A000006 RYAN BECK & CO.
020 B000006 22-3762759
020 C000006     20
020 A000007 TD BANK FINANCIAL GROUP
020 B000007 XXXXXXXXXX
020 C000007     19
      PAGE  3
020 A000008 BEAR STEARNS & CO., INC.
020 B000008 13-3299429
020 C000008     14
020 A000009 MORGAN STANLEY & CO., INC.
020 B000009 13-2655998
020 C000009     12
020 A000010 CITIGROUP
020 B000010 13-5674085
020 C000010     12
021  000000      362
022 A000001 DEUTSCHE BANK SECURITIES, INC.
022 B000001 13-2730828
022 C000001   2234756
022 D000001         0
022 A000002 LEHMAN BROTHERS, INC.
022 B000002 13-2518466
022 C000002    667532
022 D000002         0
022 A000003 GOLDMAN SACHS & CO.
022 B000003 13-5108880
022 C000003     87209
022 D000003         0
022 A000004 FRIEDMAN, BILLINGS, RAMSEY & CO., INC.
022 B000004 52-1634077
022 C000004      4192
022 D000004         0
022 A000005 KEEFE, BRUYETTE AND WOODS, INC.
022 B000005 13-1964616
022 C000005      3034
022 D000005         0
022 A000006 CITIGROUP GLOBAL MARKETS, INC.
022 B000006 13-5674085
022 C000006      2848
022 D000006         0
022 A000007 RYAN BECK & CO.
022 B000007 22-3762759
022 C000007      2269
022 D000007         0
022 A000008 LEGG MASON WOOD WALKER, INC.
022 B000008 52-0902557
022 C000008      1070
022 D000008         0
022 A000009 MIDWEST RESEARCH
022 B000009 39-1605225
022 C000009       955
022 D000009         0
022 A000010 SANDLER O'NEILL & PARTNERS, L.P.
022 B000010 13-3481277
022 C000010       799
022 D000010         0
023 C000000    3005822
      PAGE  4
023 D000000          0
024  000000 Y
025 A000001 CITIGROUP, INC.
025 B000001 13-5674085
025 C000001 E
025 D000001    6204
025 D000002       0
025 D000003       0
025 D000004       0
025 D000005       0
025 D000006       0
025 D000007       0
025 D000008       0
026 A000000 N
026 B000000 Y
026 C000000 N
026 D000000 Y
026 E000000 Y
026 F000000 N
026 G010000 N
026 G020000 N
026 H000000 N
027  000000 N
028 A010000         0
028 A020000         0
028 A030000         0
028 A040000         0
028 B010000         0
028 B020000         0
028 B030000         0
028 B040000         0
028 C010000         0
028 C020000         0
028 C030000         0
028 C040000         0
028 D010000         0
028 D020000         0
028 D030000         0
028 D040000         0
028 E010000         0
028 E020000         0
028 E030000         0
028 E040000         0
028 F010000         0
028 F020000         0
028 F030000         0
028 F040000         0
028 G010000         0
028 G020000         0
028 G030000         0
028 G040000         0
      PAGE  5
028 H000000         0
030 A000000      0
030 B000000  0.00
030 C000000  0.00
031 A000000      0
031 B000000      0
032  000000      0
033  000000      0
035  000000      0
036 B000000      0
038  000000      0
042 A000000   0
042 B000000   0
042 C000000   0
042 D000000   0
042 E000000   0
042 F000000   0
042 G000000   0
042 H000000   0
043  000000      0
044  000000      0
045  000000 Y
046  000000 N
047  000000 Y
048  000000  0.000
048 A010000    50000
048 A020000 0.750
048 B010000        0
048 B020000 0.000
048 C010000        0
048 C020000 0.000
048 D010000        0
048 D020000 0.000
048 E010000        0
048 E020000 0.000
048 F010000        0
048 F020000 0.000
048 G010000        0
048 G020000 0.000
048 H010000        0
048 H020000 0.000
048 I010000        0
048 I020000 0.000
048 J010000        0
048 J020000 0.000
048 K010000    50000
048 K020000 0.625
049  000000 N
050  000000 N
051  000000 N
052  000000 N
      PAGE  6
053 A000000 N
054 A000000 Y
054 B000000 Y
054 C000000 N
054 D000000 N
054 E000000 N
054 F000000 N
054 G000000 Y
054 H000000 N
054 I000000 N
054 J000000 Y
054 K000000 N
054 L000000 N
054 M000000 Y
054 N000000 N
054 O000000 Y
055 A000000 N
055 B000000 Y
056  000000 Y
057  000000 N
058 A000000 N
059  000000 Y
060 A000000 Y
060 B000000 Y
061  000000        0
062 A000000 N
062 B000000   0.0
062 C000000   0.0
062 D000000   0.0
062 E000000   0.0
062 F000000   0.0
062 G000000   0.0
062 H000000   0.0
062 I000000   0.0
062 J000000   0.0
062 K000000   0.0
062 L000000   0.0
062 M000000   0.0
062 N000000   0.0
062 O000000   0.0
062 P000000   0.0
062 Q000000   0.0
062 R000000   0.0
063 A000000   0
063 B000000  0.0
066 A000000 Y
066 B000000 N
066 C000000 Y
066 D000000 N
066 E000000 N
066 F000000 N
      PAGE  7
066 G000000 N
067  000000 N
068 A000000 N
068 B000000 N
069  000000 N
070 A010000 Y
070 A020000 Y
070 B010000 N
070 B020000 N
070 C010000 N
070 C020000 N
070 D010000 Y
070 D020000 N
070 E010000 N
070 E020000 N
070 F010000 N
070 F020000 N
070 G010000 N
070 G020000 N
070 H010000 N
070 H020000 N
070 I010000 N
070 I020000 N
070 J010000 Y
070 J020000 Y
070 K010000 N
070 K020000 N
070 L010000 Y
070 L020000 Y
070 M010000 Y
070 M020000 Y
070 N010000 N
070 N020000 N
070 O010000 Y
070 O020000 Y
070 P010000 Y
070 P020000 N
070 Q010000 N
070 Q020000 N
070 R010000 N
070 R020000 N
071 A000000    121805
071 B000000    156719
071 C000000    388640
071 D000000   31
072 A000000  6
072 B000000      377
072 C000000     5018
072 D000000        0
072 E000000        0
072 F000000     1324
      PAGE  8
072 G000000      395
072 H000000        0
072 I000000       13
072 J000000      128
072 K000000        0
072 L000000       54
072 M000000       66
072 N000000        0
072 O000000        0
072 P000000       46
072 Q000000        0
072 R000000       15
072 S000000       50
072 T000000        0
072 U000000        0
072 V000000        0
072 W000000       77
072 X000000     2168
072 Y000000        0
072 Z000000     3227
072AA000000    33207
072BB000000        0
072CC010000        0
072CC020000    10220
072DD010000        0
072DD020000        0
072EE000000        0
073 A010000   0.0000
073 A020000   0.0000
073 B000000   0.0000
073 C000000   0.0000
074 A000000       91
074 B000000    62100
074 C000000        0
074 D000000        0
074 E000000        0
074 F000000   360317
074 G000000        0
074 H000000        0
074 I000000     3759
074 J000000     2297
074 K000000        0
074 L000000      630
074 M000000      565
074 N000000   429759
074 O000000     3937
074 P000000      673
074 Q000000        0
074 R010000        0
074 R020000        0
074 R030000        0
      PAGE  9
074 R040000      304
074 S000000        0
074 T000000   424845
074 U010000    23063
074 U020000        0
074 V010000    18.42
074 V020000     0.00
074 W000000   0.0000
074 X000000      878
074 Y000000        0
075 A000000        0
075 B000000   414511
076  000000    19.40
077 A000000 Y
077 C000000 Y
078  000000 N
086 A010000      0
086 A020000      0
086 B010000      0
086 B020000      0
086 C010000      0
086 C020000      0
086 D010000      0
086 D020000      0
086 E010000      0
086 E020000      0
086 F010000      0
086 F020000      0
087 A010000 COMMON STOCK
087 A020000 320228109
087 A030000 FF
088 A000000 N
088 B000000 N
088 C000000 N
088 D000000 N
SIGNATURE   CARL JOHNS                                   
TITLE       VICE PRESIDENT