PAGE  1
000 B000000 03/31/2007
000 C000000 0000790202
000 D000000 N
000 E000000 NF
000 F000000 Y
000 G000000 Y
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 2344 SPRUCE STREET, SUITE A
002 B000000 BOULDER
002 C000000 CO
002 D010000 80302
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 80302
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 DELOITTE & TOUCHE LLP
013 B010001 DENVER
013 B020001 CO
013 B030001 80202
015 A000001 INVESTORS BANK & TRUST COMPANY
015 B000001 C
015 C010001 BOSTON
015 C020001 MA
015 C030001 02116
015 E010001 X
015 A000002 CITIBANK
015 B000002 S
015 C010002 BRUSSELS
015 D010002 BELGIUM
015 E040002 X
015 A000003 ROYAL BANK OF CANADA
015 B000003 S
015 C010003 TORONTO
015 D010003 CANADA
015 E040003 X
015 A000004 CREDIT SUISSE
015 B000004 S
015 C010004 ZURICH
015 D010004 SWITZERLAND
015 E040004 X
015 A000005 BNP PARIBAS SECURITIES SERVICES
015 B000005 S
015 C010005 FRANKFURT
015 D010005 GERMANY
015 E040005 X
015 A000006 EUROCLEAR
015 B000006 S
015 C010006 LUXEMBOURG
015 D010006 LUXEMBOURG
015 E040006 X
015 A000007 BNP PARIBAS SECURITIES SERVICES
015 B000007 S
015 C010007 PARIS
015 D010007 FRANCE
015 E040007 X
015 A000008 HSBC BANK PLC
015 B000008 S
015 C010008 LONDON
015 D010008 UNITED KINGDOM
015 E040008 X
015 A000009 STANDARD CHARTERED BANK
015 B000009 S
015 C010009 KWUN TONG
015 D010009 HONG KONG
      PAGE  3
015 E040009 X
015 A000010 STANDARD CHARTERED BANK
015 B000010 S
015 C010010 TOKYO
015 D010010 JAPAN
015 E040010 X
015 A000011 HSBC
015 B000011 S
015 C010011 ISTANBUL
015 D010011 TURKEY
015 E040011 X
015 A000012 BNP PARIBAS SECURITIES SERVICES
015 B000012 S
015 C010012 AMSTERDAM
015 D010012 NETHERLANDS
015 E040012 X
015 A000013 SEB
015 B000013 S
015 C010013 STOCKHOLM
015 D010013 SWEEDEN
015 E040013 X
015 A000014 CITIBANK BRAZIL
015 B000014 S
015 C010014 SAO PAULO
015 D010014 BRAZIL
015 E040014 X
018  000000 Y
019 A000000 N
019 B000000    0
020 A000001 KEEFE, BRUYETTE & WOODS, INC.
020 B000001 13-1964616
020 C000001     92
020 A000002 FRIEDMAN, BILLINGS, RAMSEY
020 B000002 52-1630477
020 C000002     52
020 A000003 LEHMAN BROTHERS INC.
020 B000003 13-2518466
020 C000003     46
020 A000004 MERRILL LYNCH & CO., INC.
020 B000004 13-2761776
020 C000004     33
020 A000005 CITIGROUP
020 B000005 13-3039426
020 C000005     24
020 A000006 SANDLER O'NEIL & PARTNERS, L.P.
020 B000006 13-3481277
020 C000006     23
020 A000007 CREDIT SUISSE GROUP
020 B000007 13-5659485
020 C000007     20
020 A000008 LIQUIDNET INC.
      PAGE  4
020 B000008 13-4095933
020 C000008     19
020 A000009 MORGAN STANLEY & CO., INC.
020 B000009 13-2655998
020 C000009     17
020 A000010 BEAR, STEARNS & CO. INC.
020 B000010 13-3299429
020 C000010     17
021  000000      517
022 A000001 DEUTSCHE BANK
022 B000001 04-2447211
022 C000001   5766411
022 D000001         0
022 A000002 GOLDMAN SACHS & CO.
022 B000002 13-5108880
022 C000002    763838
022 D000002         0
022 A000003 CREDIT SUISSE GROUP
022 B000003 13-5659485
022 C000003      9232
022 D000003         0
022 A000004 FREIDMAN, BILLINGS, RAMSEY
022 B000004 52-1630477
022 C000004      4495
022 D000004         0
022 A000005 UBS AG
022 B000005 13-3340045
022 C000005      3456
022 D000005         0
022 A000006 BANCO BRADESCO
022 B000006 13-4123780
022 C000006      3006
022 D000006         0
022 A000007 BEAR, STEARNS & CO. INC.
022 B000007 13-3299429
022 C000007      2244
022 D000007         0
022 A000008 MORGAN STANLEY & CO., INC.
022 B000008 13-2655998
022 C000008      1820
022 D000008         0
022 A000009 ITAU SECURITIES INC.
022 B000009 13-4197122
022 C000009      1781
022 D000009         0
022 A000010 SANDLER O'NEILL & PARTNERS, L.P.
022 B000010 13-3481277
022 C000010      1731
022 D000010         0
023 C000000    6568907
023 D000000          0
      PAGE  5
024  000000 Y
025 A000001 UBS AG
025 B000001 13-3340045
025 C000001 E
025 D000001   16076
025 A000002 CREDIT SUISSE GROUP
025 B000002 13-5659485
025 C000002 E
025 D000002    2301
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
      PAGE  6
028 G030000         0
028 G040000         0
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   150000
048 A020000 1.125
048 B010000   150000
048 B020000 1.000
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   300000
048 K020000 0.875
049  000000 N
050  000000 N
      PAGE  7
051  000000 N
052  000000 N
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 Y
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
      PAGE  8
066 E000000 N
066 F000000 N
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 Y
070 R020000 N
071 A000000    243219
071 B000000    271084
071 C000000    423110
071 D000000   55
072 A000000 12
072 B000000     1376
072 C000000     6464
072 D000000        0
      PAGE  9
072 E000000        0
072 F000000     3928
072 G000000      832
072 H000000        0
072 I000000       29
072 J000000      259
072 K000000        0
072 L000000       14
072 M000000      124
072 N000000        0
072 O000000        0
072 P000000        0
072 Q000000        0
072 R000000       27
072 S000000      179
072 T000000        0
072 U000000        0
072 V000000        0
072 W000000      239
072 X000000     5631
072 Y000000        0
072 Z000000     2209
072AA000000    49199
072BB000000        0
072CC010000        0
072CC020000    20025
072DD010000     5612
072DD020000        0
072EE000000    40129
073 A010000   0.2000
073 A020000   0.0000
073 B000000   1.4300
073 C000000   0.0000
074 A000000       70
074 B000000    18700
074 C000000        0
074 D000000        0
074 E000000        0
074 F000000   428669
074 G000000        0
074 H000000        0
074 I000000      283
074 J000000     3101
074 K000000        0
074 L000000      277
074 M000000      174
074 N000000   451274
074 O000000     7495
074 P000000     1055
074 Q000000        0
074 R010000        0
      PAGE  10
074 R020000        0
074 R030000        0
074 R040000      361
074 S000000        0
074 T000000   442363
074 U010000    29201
074 U020000        0
074 V010000    15.15
074 V020000     0.00
074 W000000   0.0000
074 X000000      805
074 Y000000        0
075 A000000        0
075 B000000   441867
076  000000    14.25
077 A000000 Y
077 B000000 Y
078  000000 N
080 A000000 ST. PAUL TRAVELERS INSURANCE COMPANY
080 C000000     2175
081 A000000 Y
081 B000000   2
082 A000000 N
082 B000000        0
083 A000000 N
083 B000000        0
084 A000000 N
084 B000000        0
085 A000000 Y
085 B000000 N
086 A010000   1139
086 A020000  17046
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