2004 3 26
1
2003
( ) [2000]41 [2001]21 2000 10 20 1992 12 1 2002 11 30
2
[2001]103 2001 8 1 500039
2001 9 4 2 5 5 2007 11 30 2001 9 24
2001 10 16
2
( )
500039
( )
13C
8 22
100028
http://www.csfunds.com.cn
8 22
010-64689198-651
010-64689471
( )
23
23
100037
3
www.abchina.com
100 8
010 68424199
010 68424181
( )
568
333 12
021 63863388
021 63863300
18 1 609
18 1 609
4
2004 1 1 1
2003 2002 2001
0.0075
-0.0012
0.0387
-4,047,219.53
-61,544,427.33
-7,227,831.96
-0.0081
-0.1231
-0.0145
1.0185 0.8769
0.9888
0.79%
-0.12%
3.86%
16.15%
-11.32% -3.22%
10.63%
-4.75% 7.41%
5
2003
2003 (19.33%) ( 9.56%)
1. 2003 GDP
9.1%
2.
3. 2001
4.
5. QFII A
2003 16.15 % 2003 6
12 2003
2004
2004 2003
2004 2004
2004
2004
7
2004
8
9
2003
2003
2004 3 25
10
(2004) 238
( )2003 12 31
2003
2003 12 31 2003
2004 2 20
11
2003 2002
11,026,640
68,991,646
2,879,737
750,000
500,000
3,884,315
2,771,049
5
1,364,192
1,409,191
30,000
35,000
10
389,782,574
266,056,489
375,118,950
316,953,749
10
104,706,812
100,515,827
106,065,545
103,354,794
511,544,533
443,158,939
3,611,548
637,883
571,153
106,314
95,206
6
915,468
175,503
7
439,956
189,956
8
187,240
60,000
2,286,861
4,703,366
6 500,000,000 500,000,000
/( ) 10
13,304,891
-53,736,227
-4,047,219
-7,808,200
509,257,672
438,455,573
(2003 1.0185
)
(2002 0.8769
)
511,544,533
443,158,939
12
2003 2002
/( )
1,623,463
-7,904,841
3,934,896
8,874,388
3,463,110
4,208,725
1,009,561
1,455,251
2,659,029
2,108,625
40,482
287,370
11
64,905
70,971
12,795,446
9,100,489
7,128,018
7,269,122
1,188,003
1,212,748
236,253
713,342
12
482,191
499,333
60,000
60,000
320,000
320,000
60,000
60,000
9,034,465
9,694,545
/( )
3,760,981
-594,056
/( )
67,041,118
-55,356,653
70,802,099
-55,950,709
/( )
3,760,981
-594,056
13,688
-7,808,200
-7,227,832
-4,047,219
-7,808,200
-4,047,219
-7,808,200
13
2003 2002
438,455,573 494,392,594
/()
3,760,981 -594,056
/( )
67,041,118 -55,356,653
70,802,099 -55,950,709
13,688
509,257,672 438,455,573
14
( )
1
( ) ( ) ( ) [2000]41 [2001]21 2000 10 20 1992 12 1 2002 11 30 2
( ) [2001]103 2001 8 1
2001 9 4 2 5 5 2007 11 30 2001 9 24
2001 10 16
15
2
3
(a)
1 1 12 31
(b)
(c)
(d)
(e)
16
(f)
/( )
(g)
17
(h)
1.5% 20%
(i)
0.25%
(j)
(k)
1.00
(l)
90%
4
[1998]55 [2001]61
18
(a)
(b) 2003
(c) 2003 20%
(d) 0.2%
5
2003 12 31 2002 12 31
1,350,7341,380,724
13,45825,688
2,779
1,364,192 1,409,191
6
2003 12 31 2002 12 31
312,514 30,329
184,515 19,713
128,950
120,189
169,300125,461
915,468 175,503
7
2003 12 31 2002 12 31
250,000
189,956 189,956
439,956 189,956
8
2003 12 31 2002 12 31
120,000
60,00060,000
7,240
187,240 60,000
19
9
2003 12 31 2002 12 31
1,500,000 1,500,000 1,500,000 1,500,000
2,500,000 2,500,000 2,500,000 2,500,000
496,000,000496,000,000496,000,000 496,000,000
500,000,000 500,000,000 500,000,000 500,000,000
0.5%
10 /( )
2003 12 31 2002 12 31
/( ) 14,663,624 -50,897,260
-1,358,733-2,838,967
13,304,891 -53,736,227
11
2003 2002
62,477 70,436
2,428
535
64,905 70,971
11
2003 2002
320,000 320,000
60,000 60,000
60,000 60,000
24,000
24,000
18,191
35,333
482,191 499,333
20
13
(a
)
( )
( )
( )
( )
(b)
2003
382,168,486 22.35% 80,868,731 31.46% 312,515 22.62%
2002
37,718,626 4.06% 30,328 4.24%
(c)
1.5% X 1.5% /
21
7,128,018 (2002 7,269,122
)
(d)
0.25%
X 0.25% /
1,188,003 (2002 1,212,748 )
(e)
2003 12 31 11,026,640 (2002 68,991,646 ) 921,146 (2002 1,292,049 )
2003 8 4
(f)
2003 2002
25,000,000 25,000,000
25,000,00025,100,000
2003 2002
60,000,000 31,863
22
14
(a) 2000 5 18
[2003]54 2003 5 20
2003 12 31
2003/11/10 2003/11/18 2004/05/08 4.30 8.84 294,117 1,264,703 2,599,994
2003/12/24 2004/01/07 2004/01/07 6.67 6.67 27,000 180,090 180,090
1,444,793 2,780,084
(b) 2003 12 31 1,044,310 2003 9 26 7.25 7,571,248 2003 9 27
23
( )
1
(%)
1
1,710,090.00 0.33
2
14,974,270.18 2.94
3
180,947,171.42 35.53
11,333,000.00 2.22
3,426,025.00 0.67
46,789,148.14 9.19
0.00
40,179,694.90 7.89
68,541,559.38 13.46
10,677,744.00 2.10
4
9,703,994.28 1.91
5
6
98,440,104.84 19.33
7
3,799,782.22 0.75
8
1,982,522.36 0.39
9
71,255,632.90 13.99
10
6,969,006.00 1.37
11
12
13
389,782,574.20 76.54
2
2003 12 31 115,733,451.49 22.73% 104,706,811.58
20.56%
3 1
4
1
24
2 10%
3 3,741,646.01 389,782,574.20 115,733,451.49
25
( ) 2003 12 31
1
1
3,499,800 48,612,222.00 9.5457%
2
2,591,101 37,156,388.34 7.2962%
3
3,280,000 35,653,600.00 7.0011%
4
2,524,419 29,762,900.01 5.8444%
5
2,902,053 27,714,606.15 5.4422%
6
1,112,118 20,351,759.40 3.9964%
7
2,700,000 13,473,000.00 2.6456%
8
2,118,600 10,677,744.00 2.0967%
9
1,454,056 10,396,500.40 2.0415%
10
1,898,700 9,778,305.00 1.9201%
11
396,900 9,497,817.00 1.8650%
12
500,000 7,955,000.00 1.5621%
13
756,225 7,887,426.75 1.5488%
14
1,044,310 7,571,247.50 1.4867%
15
798,656 7,347,635.20 1.4428%
16
600,000 7,104,000.00 1.3950%
17
1,055,910 6,969,006.00 1.3685%
18
771,660 6,474,227.40 1.2713%
19
1,289,510 6,447,550.00 1.2661%
20
555,216 6,335,014.56 1.2440%
21
667,325 6,319,567.75 1.2409%
22
733,000 6,047,250.00 1.1875%
23
548,003 5,967,752.67 1.1719%
24
1,000,000 5,600,000.00 1.0996%
25
935,512 5,510,165.68 1.0820%
26
865,700 4,285,215.00 0.8415%
27
700,000 4,109,000.00 0.8069%
28
471,437 3,799,782.22 0.7461%
29
400,000 3,432,000.00 0.6739%
30
318,700 3,426,025.00 0.6727%
31
300,000 3,378,000.00 0.6633%
32
294,610 3,373,284.50 0.6624%
33
480,705 2,610,228.15 0.5126%
34
294,117 2,599,994.28 0.5105%
35
241,100 2,488,152.00 0.4886%
36
244,153 1,982,522.36 0.3893%
37
190,000 1,822,100.00 0.3578%
38
200,000 1,530,000.00 0.3004%
39
183,754 1,501,270.18 0.2948%
26
40
70,749 728,714.70 0.1431%
41
77,000 706,090.00 0.1387%
42
50,000 394,500.00 0.0775%
43
39,000 358,800.00 0.0705%
44
34,000 304,640.00 0.0598%
45
27,000 180,090.00 0.0354%
46
22,000 161,480.00 0.0317%
27
2
1 000022
1,112,118
2 000088
648,455
251,555
3 000089
798,656
4 000581
1,000,000
444,784
5 000630
137,589
103,589
6 000731
39,000
7 000763
935,512
8 000800
241,100
9 000825
1,898,700
10 000858
300,000
11 000898
5,229,776
4,229,776
12 000905
1,044,310
13 600000
2,800,000
2,043,775
14 600016
2,902,053
15 600019
6,923,747
5,469,691
16 600020
90,000
600,000
668,000
17 600026
400,000
18 600028
8,065,524
5,365,524
19 600029
245,000
6,373,206
5,328,696
20 600033
920,000
148,340
21 600096
70,749
22 600104
3,949,720
449,920
23 600153
244,153
24 600189
200,000
25 600202
480,705
26 600231
733,000
27 600303
985,441
437,438
28 600331
667,325
29 600352
24,000
2,500,419
30 600362
50,000
31 600395
183,754
32 600456
294,610
33 600498
472,237
800
34 600540
27,000
35 600627
272,000
82,000
36 600674
865,700
37 600688
700,000
38 600710
77,000
39 600795
1,516,844
916,844
40 600900
783,117
1,000,000
1,489,000
:
28
3
1 000024
380,000
380,000
2 000027
999,954
999,954
3 000036
327,844
327,844
4 000039
84,076
84,076
5 000063
500,000
157,000
657,000
6 000157
100,000
100,000
7 000400
60,000
60,000
8 000422
16,900
16,900
9 000488
300,000
300,000
10 000503
426,511
426,511
11 000541
529,779
529,779
12 000608
773,861
773,861
13 000629
1,098,390
1,098,390
14 000636
434,000
434,000
15 000700
433,547
142,100
575,647
16 000709
1,000,000
1,000,000
17 000717
366,779
366,779
18 000778
499,990
499,990
19 000787
1,037,040
1,037,040
20 000792
678,687
678,687
21 000839
559,600
559,600
22 000866
1,110,000
1,110,000
23 000962
10,285
10,285
24 000969
730,915
730,915
25 000989
524,121
524,121
26 600002
100,000
100,000
27 600004
116,000
116,000
28 600008
990,474
990,474
29 600009
1,100,000
1,100,000
30 600011
649,896
649,896
31 600012
83,000
83,000
32 600015
326,000
326,000
33 600021
98,000
98,000
34 600031
29,000
29,000
35 600039
28,000
28,000
36 600050
3,219,202
6,940,057
10,159,259
37 600056
500,119
500,119
38 600066
395,860
1,025,600
1,421,460
39 600076
518,360
518,360
40 600085
280,000
937,693
1,217,693
29
41 600126
297,808
297,808
42 600135
220,000
540,620
760,620
43 600158
5,000
5,000
44 600166
50,804
50,804
45 600168
904,658
904,658
46 600177
85,000
85,000
47 600184
19,000
19,000
48 600196
769,104
406,172
1,175,276
49 600205
569,497
86,598
656,095
50 600236
760,200
760,200
51 600238
477,000
477,000
52 600251
15,000
15,000
53 600266
807,682
807,682
54 600271
17,000
17,000
55 600273
33,000
33,000
56 600278
112,047
112,047
57 600283
705,469
705,469
58 600300
711,925
711,925
59 600308
290,000
290,000
60 600310
501,041
501,041
61 600312
397,100
397,100
62 600332
630,795
199,996
830,791
63 600340
19,000
19,000
64 600343
18,000
18,000
65 600348
1,246,125
1,246,125
66 600370
23,000
23,000
67 600375
215,982
215,982
68 600392
8,000
8,000
69 600401
15,000
15,000
70 600403
15,000
15,000
71 600406
14,000
14,000
72 600408
941,018
941,018
73 600409
42,000
42,000
74 600416
310,000
310,000
75 600418
711,240
300,000
1,011,240
76 600423
22,000
22,000
77 600425
16,000
16,000
78 600428
999,925
999,925
79 600429
50,000
50,000
80 600432
19,000
19,000
81 600433
19,000
19,000
82 600435
10,000
10,000
30
83 600436
16,000
16,000
84 600439
8,000
8,000
85 600446
7,000
7,000
86 600449
19,000
19,000
87 600460
7,000
7,000
88 600462
13,000
13,000
89 600469
32,000
32,000
90 600475
24,000
24,000
91 600476
22,000
22,000
92 600477
16,000
16,000
93 600478
20,000
20,000
94 600480
22,000
22,000
95 600481
28,000
28,000
96 600485
7,000
7,000
97 600487
17,000
17,000
98 600488
340,000
340,000
99 600489
33,000
33,000
100 600490
15,000
15,000
101 600500
15,000
15,000
102 600502
20,000
20,000
103 600507
19,000
19,000
104 600513
7,000
7,000
105 600517
5,000
5,000
106 600521
18,000
18,000
107 600527
16,000
16,000
108 600537
32,630
32,630
109 600538
400,000
400,000
110 600545
41,000
41,000
111 600546
12,000
12,000
112 600547
469,570
469,570
113 600562
16,000
16,000
114 600563
18,000
55,530
73,530
115 600567
564,950
564,950
116 600569
1,250,000
1,250,000
117 600570
7,000
7,000
118 600573
21,000
21,000
119 600575
17,000
17,000
120 600576
16,000
16,000
121 600580
75,073
75,073
122 600583
702,097
702,097
123 600584
17,000
17,000
31
124 600585
284,100
1,206,826
1,490,926
125 600591
782,100
782,100
126 600592
265,500
265,500
127 600597
115,000
115,000
128 600611
834,482
46,344
880,826
129 600642
400,000
400,000
130 600662
763,342
763,342
131 600675
300,000
363,676
663,676
132 600694
66,630
66,630
133 600717
970,014
970,014
134 600718
340,000
340,000
135 600735
130,300
130,300
136 600740
1,210,329
1,210,329
137 600777
153,333
153,333
138 600789
144,496
144,496
139 600808
300,000
300,000
140 600811
1,453,838
1,453,838
141 600825
200,000
323,900
523,900
142 600860
351,000
351,000
143 600887
468,540
468,540
32
( ) 2003 12 31
12
4,000,000 0.80%
1,000,000 0.20%
500,000 0.10%
500,000 0.10%
1,000,000 0.20%
1,000,000 0.20%
496,000,000 99.20%
500,000,000 100.00%
( ) 2003 12 31
12
1
43,827,458 8.77%
2
41,172,349 8.23%
3
33,205,834 6.64%
4
15,000,000 3.00%
5 UBS LIMITED
13,240,926 2.65%
6
5,400,000 1.08%
7
5,228,856 1.05%
8
4,724,533 0.94%
9
2,300,000 0.46%
10
2,200,000 0.44%
33
1
2
3 2003
4
5
1
2
3
4
5
34
6
2003 1-12
(
286,278,993.83 16.74% 232,078.78 16.80%
137,463,883.16 8.04% 109,043.58 7.89%
418,236,893.50 24.46% 340,355.66 24.64%
382,168,486.18 22.35% 312,514.89 22.62%
285,792,713.64 16.71% 223,636.04 16.19%
199,882,916.44 11.69% 163,903.65 11.86%
1,709,823,886.75100.00% 1,381,532.60 100.00%
2003 1-12
( )
( )
695,667.00 0.27% 35,900,000.00 7.14%
59,750,448.10 23.24%193,000,000.00 38.41%
56,694,841.90 22.05%223,600,000.00 44.50%
80,868,731.30 31.46% 50,000,000.00 9.95%
47,171,914.90 18.35%
11,890,719.80 4.63%
257,072,323.00100.00%502,500,000.00 100.00%
35
1
2
3
4
5
6
