2003
1
2003
2004 3 25
( )
500001
1998 3 23
1998 3 27
20
2013 3 26
1998 4 7
1600 31
1600 31-32
200122
021-50819801
021-50816885
dingch@gtfund.com
55
55
2003
2
100032
55
010-66107333
010-66106904
zhuangwei@icbc.com.cn
568
333 12
200021
021-63863388
021-63863300
700 12
700 12
200001
021-53850388
021-53850389
2003 2002 2001
-0.1067 -0.0803 0.0731 -174,613,467.97 -289,802,045.67 32,919,481.99 -0.0873 -0.1449 0.0165 1.0423 0.8551 1.0165 -11.50% -8.31% 5.97%
21.89% -14.52% -17.37%
67.91% 37.76% 61.16%
2003
3
1 1 < > =
2 2002
2002 2001
-8.03% 5.87%
3
(1) =
∑
=
? × ?
+
n
i
i
n
i n S
S
P
1
0
) (
P 0
S n i i i
S ? i -(i-1)
(2) = + - - ( )
(3) =
(4) =
(5) =
∑
=
+ ? × ?
+
w
k
k
w
k w NAV
NAV
P
1
0
) 5 . 0 (
P 0
NAV w k k K
NAV ? =k -(k-1)
(6) = -1
(7) =(1998 +1) ×(1999 +1)×(2000 +1)×(2001 +1)×(2002 +1)×( +1)-1
4
2003
4
=80%× A A +20%×
9 2000
2003
1 2003
2003 A 2003
2 2003
2003
5
2003 21.89% 17.25
2003 7.04% TCL (000542) 13.88%
2003 5
2004
1 2004
2004 2004
2004 2
CPI
2004 2003
2 2004
2004
2003
6
(1) (2) (3)
2004 CPI 2004 2004
2004
1
2
(1)
( ) 2003 2003
7
(2)
(3)
80 200
(4)
(5)
2004
2003
8
2003
2003 2003
2004 3 12
2003
9
( )
( ) 2003 12 31 2003
2003 12 31 2003
2004 2 13
2003
10
( )
1
2003 12 31
144,025,126.59 23,776,054.91
7,022,610.72
750,000.00 750,000.00
2,813,852.09
2,236,363.47 2,547,093.64
372,727.24 424,515.61
7,760,542.87 7,362,236.94 190,677.92 666,487.63
21,210.53
1,074,500,900.43 1,521,616,249.34
: 1,397,406,698.95 1,271,567,060.40 1,389,501.76 1,492,940.56
477,798,981.49 536,262,858.94
: 483,568,452.39 527,166,717.22
306,000.00 104,500.00
4,495,270.39 5,235,537.44
2,000,000,000.00 2,000,000,000.00
-328,675,269.42 259,145,330.66
38,873,223.75 -174,613,467.97
1,710,197,954.33 2,084,531,862.69
1,714,693,224.72 2,089,767,400.13
1,714,693,224.72 2,089,767,400.13
2003
11
2
2003
2002 2003
-123,628,940.75
-179,891,309.34
1 -188,592,060.30
-219,457,537.17
2 27,143,576.42
1,262,303.18
3 24,752,097.50
18,369,882.30
4 3,677,991.64
2,518,998.36
5 9,031,228.35
17,249,518.13
6
7 358,225.64
165,525.86
36,969,710.68
33,595,382.38
1 29,018,492.68
27,814,055.09
2 4,836,415.42
4,635,675.85
3 2,469,404.56
840,965.48
4
5 645,398.02
304,685.96
60,000.00
60,000.00
320,000.00
100,000.00
100,000.00
100,000.00
-160,598,651.43
-213,486,691.72
-127,126,004.96
587,820,600.08
-287,724,656.39
374,333,908.36
3
2003
2002 2003
-160,598,651.43 -213,486,691.72
:
234,468,746.45 38,873,223.75
:
:
-2,996,871.26
70,873,223.76 -174,613,467.97
:
32,000,000.01
38,873,223.75 -174,613,467.97
2003
12
4
2003
2002 2003
2,032,919,481.99 1,710,197,954.33
:
-160,598,651.43 -213,486,691.72
-127,126,004.96 587,820,600.08
-287,724,656.39 374,333,908.36
-2,996,871.26
:
:
32,000,000.01
1,710,197,954.33 2,084,531,862.69
( )
1
( ) ( ) ( [1998]7 ) 1998 3 27 15 20
1998 4 7 [1998]7
2
2003
13
3
(1) 1 1 12 31 2003 1 1 2003 12 31
(2)
(3)
(4)
a.
b.
(5) :
(6)
2003
14
(7)
(8) 1
(9)
0.2%
[1998]55 [2001]61 2003
[1998]55 20%
(10)
90%
4
(1)
3300
( )
900
( )
2003
15
(2)
( ) ( )
2003 2002
67,162.91 17.19% 53.96 17.15% 38,641.70 16.80% 30.74 16.81%
32,353.25 8.28% 25.97 8.25% 18,112.86 7.87% 14.13 7.73%
45,128.18 11.55% 36.08 11.46% 36,805.97 16.00% 28.57 15.63%
( )
2003 2002
31,136.75
24.29% 19,136.80 13.24%
4,778.55
3.73% 30,841.00 21.34%
8,947.13
6.98% 18,905.71 13.08%
( )
2003 2002
- - 33,000.00 16.67%
17,000.00 26.20% 33,000.00 16.67%
- - 10,000.00 5.05%
( ) ( )
2003 2002
38,000.00 35.16 88,495.00 90.10
( )
2003 2002
- 9,401.50
(3)
1.5%
H E 1.5%/
H
E
27,814,055.09 25,266,961.45 2,547,093.64 2002 29,018,492.68
2003
16
(4)
0.25%
H E 0.25%/
H
E
4,635,675.85 4,211,160.24 424,515.61 2002 4,836,415.42
(5)
2003 12 31 23,776,054.91
2,341,165.54
2003 8 4
5
(1)
2003 12 31 2002 12 31
7,350,381.27 7,696,798.27
11,855.67 58,855.03
- 4,889.57
7,362,236.94 7,760,542.87
(2)
2003 12 31 2002 12 31
1,139,501.76 1,139,501.76
250,000.00 250,000.00
103,438.80 -
1,492,940.56 1,389,501.76
(3)
2003 12 31 2002 12 31
100,000.00 100,000.00
- 200,000.00
4,500.00 6,000.00
104,500.00 306,000.00 2003
17
(4)
2003 12 31 2002 12 31
136,513.88
213,368.50
8,036.00
137,793.55
20,975.987,063.59
165,525.86
358,225.64
(5)
2003 12 31 2002 12 31
60,000.00 60,000.00
100,000.00 320,000.00
100,000.00 100,000.00
44,685.96165,398.02
304,685.96 645,398.02
(6)
( )
1 2003 12 31
( ) ( ) ( )
1 * 2003-11-10 2004-5-18 847,057 3,642,345.10 7,487,983.88 3,845,638.78
2
2003-12-24 2004-1-7 34,000 226,780.00 226,780.00 -
3,869,125.107,714,763.88 3,845,638.78
2
2000 5 18
[2002]54 2002 5 20
3
( * ) 6
2003
18
4
2003 12 31 ( * ) 2003 12 31 2,080,686,223.91
1.0403
2003 12 31 TCL 6,464,261 2003 12 25 24.56 158,762,250.16 TCL
( TCL ) TCL 2003 12 30 TCL 2003 12 26
TCL 2004 1 7 4.26 TCL TCL TCL 4.9647887 TCL 2004 1 6 TCL 27.34 176,732,895.74 500,000
2004 1 6 TCL 29,611,296 TCL 2004 1 30 7.31 216,458,573.76
( ) ( )
1 000542 TCL
6,464,261
158,762,250.16 7.62%
2 600019
14,718,357
105,236,252.55 5.05%
3 600104
7,010,684
97,378,400.76 4.67%
4 600050
19,085,576
75,960,592.48 3.64%
5 000895
4,523,884
71,974,994.44 3.45%
6 600009
7,221,846
71,712,930.78 3.44%
7 600018
4,570,570
65,541,973.80 3.14%
8 600026
7,250,116
62,205,995.28 2.98%
9 600028
11,584,671
57,807,508.29 2.77%
10 000581
4,976,635
56,783,405.35 2.72%
11 600036
4,907,961
53,349,536.07 2.56%
12 000866
4,851,765
53,029,791.45 2.54%
13 600011
2,918,327
51,333,371.93 2.46%
14 600642
3,523,310
50,348,099.90 2.42%
15 600900
5,678,207
50,195,349.88 2.41%
16 000800
4,707,227
48,578,582.64 2.33%
17 600362
6,019,602
47,494,659.78 2.28%
18 000518
10,824,530
44,705,308.90 2.14%
19 600188
3,088,820
34,100,572.80 1.64%
20 000027
2,486,683
22,628,815.30 1.09% 2003
19
21 600710
2,355,281
21,597,926.77 1.04%
22 600717
1,675,503
20,876,767.38 1.00%
23 600688
3,493,573
20,507,273.51 0.98%
24 000039
1,009,145
20,132,442.75 0.97%
25 600547
1,133,585
18,953,541.20 0.91%
26 600002
2,170,454
15,670,677.88 0.75%
27 600066
1,113,976
15,283,750.72 0.73%
28 600031
561,376
14,017,558.72 0.67%
29 600005
1,965,054
13,617,824.22 0.65%
30 000400
1,246,170
13,022,476.50 0.62%
31 600210
1,066,667
10,869,336.73 0.52%
32 600489
1,027,759
10,770,914.32 0.52%
33 600563
576,960
8,169,753.60 0.39%
34 600276
666,199
5,616,057.57 0.27%
35 000825
1,005,223
5,176,898.45 0.25%
36 000659
800,000
5,160,000.00 0.25%
37 600757
907,450
4,373,909.00 0.21%
38 600583
293,956
4,247,664.20 0.20%
39 600183
341,416
2,806,439.52 0.13%
40 600207
263,955
2,322,804.00 0.11%
41 000726
241,798
1,975,489.66 0.09%
42 000755
345,806
1,905,391.06
0.09%
43 600597
113,900
1,330,352.00
0.06%
44 000630
72,030
645,388.80
0.03%
45 000751
79,500
442,020.00
0.02%
46 600303
34,870
379,734.30
0.02%
47 000949
32,506
232,742.96
0.01%
48 600540
34,000
226,780.00
0.01%
49 600350
44,898
225,387.96
0.01%
50 600460
9,453
184,333.50
0.01%
51 600000
17,428
181,774.04
0.01%
52 600085
10,052
172,894.40
0.01%
53 000629
20,290
150,348.90
0.01%
54 000157
10,535
132,108.90
0.01%
55 600469
14,000
120,820.00
0.01%
56 600020
15,500
113,770.00
0.01%
57 000839
7,662
105,429.12
0.01%
58 600037
5,456
94,770.72
0.00%
59 600775
11,311
92,863.31
0.00%
60 000725
5,521
79,668.03
0.00%
61 600570
4,000
71,280.00
0.00%
62 600584
7,412
66,782.12
0.00% 2003
20
63 600718
4,704
48,168.96
0.00%
64 600478
5,985
48,059.55
0.00%
65 000636
6,978
38,518.56
0.00%
66 600887
2,900
34,365.00
0.00%
67 600686
3,178
29,205.82
0.00%
68 600302
3,000
23,220.00
0.00%
69 600307
2,500
20,550.00
0.00%
70 600029
4,000
20,000.00
0.00%
71 600406
1,000
16,610.00
0.00%
72 600726
2,036
14,475.96
0.00%
73 600609
2,122
12,689.56
0.00%
74 000903
1,242
12,668.40
0.00%
75 600060
1,555
9,641.00
0.00%
76 600527
1,000
8,600.00
0.00%
77 600637
785
8,266.05
0.00%
78 600812
1,635
8,240.40
0.00%
79 000983
473
4,654.32
0.00%
80 600269
400
4,056.00
0.00%
81 600607
220
1,720.40
0.00%
1,521,616,249.34
73.00%
( )
1 000027
6,356,159 3,869,476
2 000400
2,784,854 1,538,684
3 000518
8,348,7135,730,000 3,254,183
4 000629
1,120,290
1,100,000
5 000630
2,375,568 2,303,538
6 000636
1,581,672 1,574,694
7 000725
1,000,661
11,460 1,006,600
8 000751
79,500
9 000755
899,656 553,850
10 000800
5,142,481 435,254
11 000825
4,535,889
11,778 3,542,444
12 000839
3,922,854 3,915,192
13 000866
6,050,285 1,198,520
14 000949
1,232,506 1,200,000
15 600000
2,446,6791,800,000 4,229,251
16 600002
2,170,454
17 600005
3,280,654 1,315,600
18 600009
5,705,4331,666,580 150,167 2003
21
19 600020
386,000
370,500
20 600026
8,896,010 1,645,894
21 600029
1,297,000
1,293,000
22 600031
48,000 1,182,841 669,465
23 600037
406,799 401,343
24 600060
381,180 379,625
25 600085
170,052 160,000
26 600104
7,761,152 750,468
27 600183
1,644,077 1,302,661
28 600188
3,381,033 292,213
29 600207
1,557,040 1,293,085
30 600210
1,066,667
31 600269
1,696,092
1,695,692
32 600303
1,226,790
1,191,920
33 600307
752,500
750,000
34 600362
8,719,362
2,699,760
35 600406
29,000
28,000
36 600460
16,000
102,095
108,642
37 600469
74,000
60,000
38 600478
28,000
22,015
39 600489
120,000
1,027,759
120,000
40 600527
17,000
16,000
41 600540
34,000
42 600547
48,000
1,125,585
40,000
43 600570
4,000
44 600584
46,000
752,600
791,188
45 600597
113,900
46 600642
4,624,645
1,101,335
47 600686
123,178
120,000
48 600688
14,236,853
10,743,280
49 600710
2,860,281
505,000
50 600717
2,358,746
683,243
51 600718
1,117,521
1,112,817
52 600726
2,266,849
2,264,813
53 600757
1,086,900
179,450
54 600775
696,701
685,390
55 600900
2,685,057 3,999,980
1,006,830
2003
22
( )
1 000016
135,823 135,823
2 000036
1,092,813 1,092,813
3 000066
401,406 401,406
4 000503
290,521 290,521
5 000559
2,728,125 92,781 2,820,906
6 000562
400,000 400,000
7 000598
4,043,561
4,043,561
8 000778
2,157,890 2,157,890
9 000817
807,291 807,291
10 000927 * ST 3,507,573
3,507,573
11 000959
105,000
105,000
12 000966
499,940
499,940
13 600004
481,000 481,000
14 600008
4,572,884 121,781 4,694,665
15 600012
343,000
343,000
16 600015
813,000 813,000
17 600021
313,000 313,000
18 600030
400,000
400,000
19 600039
120,000 120,000
20 600170
3,651,843 199,980 3,851,823
21 600184
17,000 17,000
22 600196
998,120 998,120
23 600205
488,658 488,658
24 600236
464,911
464,911
25 600251
22,000 22,000
26 600260
5,582,429
5,582,429
27 600267
500,000 500,000
28 600271
41,000 41,000
29 600273
92,000 92,000
30 600282
1,428,497 1,428,497
31 600310
2,610,907
2,610,907
32 600311
2,146,349
2,146,349
33 600315
4,991,125
4,991,125
34 600320
1,064,455
1,064,455
35 600321
1,596,326
1,596,326
36 600340
23,000 23,000
37 600343
56,000 56,000
38 600348
212,000 212,000
39 600352
54,000 54,000
40 600356
240,680 240,680
2003
23
41 600370
45,000 45,000
42 600375
17,000 17,000
43 600392
11,000 11,000
44 600401
16,000 16,000
45 600403
10,000 10,000
46 600408
1,042,740 1,042,740
47 600409
115,000 115,000
48 600416
1,435,423 506,100 1,941,523
49 600423
55,000 55,000
50 600425
54,000 54,000
51 600428
582,050
582,050
52 600429
210,000 210,000
53 600432
50,000 50,000
54 600433
45,000 45,000
55 600435
22,000 22,000
56 600436
25,000 25,000
57 600439
14,000 14,000
58 600446
6,000 6,000
59 600449
31,000 31,000
60 600458
18,000
18,000
61 600459
23,000 23,000
62 600462
34,000 34,000
63 600475
44,000 44,000
64 600476
17,000 17,000
65 600477
15,000 15,000
66 600480
51,000 51,000
67 600481
80,000 80,000
68 600485
8,000 8,000
69 600487
16,000 16,000
70 600490
14,000 14,000
71 600500
3,730,726
3,730,726
72 600502
53,000 53,000
73 600503 ST
201,743 50,000 251,743
74 600507
30,000 30,000
75 600511
41,000
41,000
76 600513
3,000 3,000
77 600517
12,000 12,000
78 600519
436,590
436,590
79 600520
160,511 160,511
80 600521
211,000 211,000
81 600537
34,000 34,000
82 600538
33,000 33,000 2003
24
83 600545
47,000 47,000
84 600546
24,000 24,000
85 600549
17,000
17,000
86 600550
579,435 579,435
87 600560
13,000
13,000
88 600562
13,000 13,000
89 600569
1,877,446 1,877,446
90 600573
45,000 45,000
91 600575
24,000 24,000
92 600576
58,000 58,000
93 600578
62,000
62,000
94 600579
74,400
74,400
95 600582
903,821 19,894 923,715
96 600591
295,100 299,944 595,044
97 600596
88,300
88,300
98 600598
380,328
380,328
99 600618
327,218 327,218
100 600628
888,796
888,796
101 600641
3,904,621
3,904,621
102 600675
4,627,352 1,000,000 5,627,352
103 600692
437,973 19,975 457,948
104 600694
920,976
920,976
105 600777
170,370 170,370
106 600790
5,079,173
5,079,173
107 600824
640,592
640,592
108 600849
2,164,346 2,164,346
( )
1
( )
1
226,780.000.01%
2
125,884,855.136.04%
3
711,598,624.7834.14%
73,339,711.44 3.52%
6,349,398.66 0.30%
96,514,476.86 4.63%
10,927,826.41 0.52%
192,916,385.45 9.25%
270,178,987.96 12.96%
50,502,501.27 2.42%
10,869,336.73 0.52%
4
174,520,112.97 8.37% 2003
25
5
6
220,475,493.2410.58%
7
235,057,194.0311.28%
8
9
53,531,310.11 2.57%
10
11
225,387.96 0.01%
12
94,770.72 0.00%
13
1,720.40 0.00%
1,521,616,249.34 73.00%
2 ( )
2003 12 31 ( ) 99,653,421.60 4.78%
3
2003 12 31 ( ) 460,385,492.25 22.09%
4
( )
1 TCL
158,762,250.167.62%
2
105,236,252.555.05%
3
97,378,400.764.67%
4
75,960,592.483.64%
5
71,974,994.443.45%
6
71,712,930.783.44%
7
65,541,973.803.14%
8
62,205,995.282.98%
9
57,807,508.292.77%
10
56,783,405.352.72%
5
(1)
(2) ( ) 10%
(3) 2,876,699.50 1,521,616,249.34 99,653,421.60 460,385,492.25
2003
26
( ) 2003 12 31
30,000,000
1.50%
16,500,000
0.83%
4,500,000
0.23%
4,500,000
0.23%
4,500,000
0.23%
1,970,000,000
98.50%
2,000,000,000
100.00%
( ) 2003 12 31 143,220
1
151,763,178 7.59%
2
115,550,506 5.78%
3
96,634,758 4.83%
4
74,835,427 3.74%
5
71,946,682 3.60%
6
25,694,392 1.28%
7
23,931,167 1.20%
8
16,500,000 0.83%
9
11,020,000 0.55%
10
9,275,877 0.46%
1 2003 1 29
2 2003 6 27 2003 [2003]47 19% 19% 11% 20% 20% 20% 10%
3 2003 9 9 2003
27
1600 31 ( 200122) 021-50372711 400-8888-688 021-68674688 021-50372716
4 [1998]29 2003 ( ) ( ) ( )
(1)
(2)
(3)
(4)
(5)
1
5 ( )
32,353.25 8.28% 4,778.55 3.73% 17,000.00 26.20% 54,131.80 9.27%
67,162.91 17.19% 31,136.75 24.29% - - 98,299.66 16.84%
42,519.12 10.88% 12,105.05 9.44% - - 54,624.17 9.35%
91,389.31 23.39% 30,358.60 23.68% 35,000.00 53.94% 156,747.91 26.85%
112,195.96 28.71% 40,878.68 31.88% 12,890.00 19.86% 165,964.64 28.43%
45,128.18 11.55% 8,947.13 6.98% - - 54,075.31 9.26%
390,748.73 100.00% 128,204.76 100.00% 64,890.00 100.00% 583,843.49 100.00%
25.97 8.25% 0.08%
53.96 17.15% 0.08%
34.36 10.92% 0.08%
74.37 23.63% 0.08%
89.96 28.59% 0.08%
36.08 11.46% 0.08%
314.70 100.00%
6
2003
28
1
2
3
4
5
6
(021)68674688 400-8888-688
(021)50819801
http://www.gtfund.com
2004 3 29
