2003
2004 3 20
070001
160701
2002 9 30 -2002 10 31
2002 11 5
2,001,914,857.51
200 4104
8 8 100005
http://www.harvestfundharvestasset.com.cn
010 65188866 2609
010 65185678
1
1 100818
http://www.harvestfundbank-of-china.com
010 66594856
010 66594853
568 200120
333 12 200021
021-63863388
021-63863300
B 12
010-66575888
100032
010-65232181
2003.1.1-2003.12.31
2002.11.05-2002.12.31
0.1109
0.001
9,556,529.39
-62,954,257.83
0.0074
-0.0337
1.0632
0.9663
10.90%
0.10%
21.43%
-3.37%
17.34%
-3.37%
P S0 n
i i Si=i -(i -1)
+ + -
-
P NAV0 n
i i NAVi i i-1
=
-1
+1
+1 +1
+1
+1 -1
2003 12 31 xxxx1.0632 21.43%
1969 1994
1994
11
1975 1998
1998
7
1 2003
2003
GDP 9.1%
2003 QFII
2 2004
A
2003
2004
2003
1
2
3
4
5
2004
2
004
( )
1
2
1
2
3
4
5
6
1
2
3
(QFII)
4
5
6
7
8
2002 11 5
2003 1 1 2003 12 31
1
1
2
3
2 2003
1
2
3
3 2003
2004 2 19
(2004) 253
(
)2002 12 31 2003 12 31 2002 11 5 (
) 2002 12 31 2003
2002 12 31 2003 12
31 2002 11 5 ( ) 2002 12 31 2003
2004 1 16
2002 12 31 2003 12 31
( )
2003 12 31
2002 12 31
244,584,031
128,795,528
-
1,568,426
250,000
-
91,763,259
1,983,841
5
2,024,474
3,686,593
5,347,154
10,835
-
17,520,000
9
1,006,553,637
910,012,524
913,753,566
978,842,799
9
299,314,687
466,239,173
298,987,310
463,998,463
-
283,000,000
6
-
848,476
1,649,837,242
1,813,665,396
65,332
227,282
279,283,739
2,573,244
4,559
12,931
1,723,714
2,450,847
287,286
408,475
7
1,232,240
981,950
250,000
-
304,500
27,000
283,151,370
6,681,729
8
1,285,409,979
1,869,937,925
/( )
9
7 1,719,364
(64,956,815)
9,556,529
2,002,557
1,366,685,872
1,806,983,667
(2003 1.0632 )
(2002 0.9663 )
1,649,837,242
1,813,665,396
2002 11 5 ( ) 2002 12 31
2003
( )
2002 11 5
( )
2003
2002
12 31
134,299,939
2,935,747
12,225,656
84,982
9,450,721
1,482,610
2,308,707
1,607,104
7,793,365
-
359,355
1,410,353
10
118,677
110,977
166,556,420
7,631,773
(19,554,590)
(4,495,887)
(3,259,098)
(749,315)
(809,876)
(158,107)
11
(1,300,052)
(207,723)
(1,059,874)
(165,626)
(100,000)
-
(24,923,616)
(5,611,032)
141,632,804
2,020,741
/( )
159,717,013
(66,589,565)
301,349,817
(64,568,824)
141,632,804
2,020,741
/
2,002,557
-
/
23,387,200
2,026
/
(37,662,085)
(20,210)
129,360,476
2,002,557
/
12
(119,803,947)
-
9,556,529
2,002,557
2002 11 5 ( ) 2002 12 31
2003
( )
2002 11 5
( )
2003
2002
12 31
/
1,806,983,667
2,002,279,940
/
141,632,804
2,020,741
/( )
159,717,013
(66,589,565)
301,349,817
(64,568,824)
/
1,115,834,336
2,396,940
8,503,014
-
(1,737,678,001)
(133,124,389)
(621,843,665)
(130,727,449)
/
(119,803,947)
-
/
1,366,685,872
1,806,983,667
1
( )
?2002? 68 2002 11 5
2,002,2
79,940 (20
02) 99
3
65,083 365,083
80%
2
3
(a)
1 1 12 31
2002 11 5 2002 12 31 2003
(b)
(c)
(d)
(e)
(f)
/( )
(g)
(h)
1.5%
(i)
0.25%
(j)
(k)
1
(l) /( )
/( ) /( )
/( )
/( )
/( ) /( )
(m)
/( )
/( )
(n)
90%
3
4
[2002]128
(a)
(b) 2003
(c) 2003
20%
(d) 0.2%
5
2003 12 31
2002 12 31
1,959,587
3,323,392
64,887
109,998
-
252,545
-
658
2,024,474
3,686,593
6
1,005,500
1
7
2003 12 31
2002 12 31
331,906
-
3
200,226
-
4
169,580
-
163,096
274,795
150,121
707,155
133,764
-
83,547
-
1,232,240
981,950
8
2003
2002 11 5
2002 12 31
/
1,869,937,925
1,869,937,925
/
-
-
2,001,914,858
2,001,914,858
-
-
365,083
365,083
/
1,065,950,992
1,065,950,992
2,425,230
2,425,230
8,204,165
8,204,165
-
-
/
(1,591,808,353)
(1,591,808,353)
(134,767,246)
(134,767,246)
(58,670,585)
(58,670,585)
-
-
/
1,285,409,979
1,285,409,979
1,869,937,925
1,869,937,925
9 /( )
/
/( )
( )
2002 11 5
-
-
-
(66,589,565)
-
(66,589,565)
-
(30,316)
(30,316)
-
-
-
-
1,663,066
1,663,066
2002 12 31
(66,589,565)
1,632,750
(64,956,815)
/
/( )
( )
2002 12 31
(66,589,565)
1,632,750
(64,956,815)
159,717,013
-
159,717,013
-
26,496,144
26,496,144
-
152,424
152,424
-
(49,536,978)
(49,536,978)
2003 12 31
93,127,448
(21,408,084)
71,719,364
/( )
2003 12 31
2002 12 31
92,800,071
(68,830,275)
327,377
2,240,710
93,127,448
(66,589,565)
10
2003
2002 11 5
2002
12 31
105,760
15,077
8,153
-
4,764
-
-
95,900
118,677
110,977
11
2003
2002 11 5
2002
12 31
1,059,874
165,626
100,000
-
20,852
720
119,326
41,377
1,300,052
207,723
12
2003 6 4 2003 6 3
10 0.50
2003 6 4 49,230,795
45,094,998 4,135,797
2003 6 26 2003 6 24
10 0.10
2003 6 26 11,052,923
10,068,299 984,624
2003 12 30 2003 12 26
10 0.45
2003 12 30 59,520,229
56,137,636 3,382,593
13
(a)
2003 10 10
2003 55
600
6600
3,150 47.73%
1,650 25% 1,650
25% 150
2.27%
(b)
(c)
1.5%
x1.5% /
19,554,590 (2002 4,495,88
7 )
(d)
0.25%
x0.25% /
3,259,098 (2002 749,315 )
(e)
2003 12 31 244,584,031 (2002
128,795,528 ) 2,260
,921 (2002 1,604,233 )
14
2000 5 18
[2002]54
2002 5 20
2003 12 31
2002 12 31
1
A
%
A
166,750.00
0.0122
B
25,977,174.33
1.9007
C
441,755,453.42
32.3231
:C0
81,920,830.47
5.9941
C1
0.00
C2
0.00
C3
7,136,229.23
0.5222
C4
5,781,471.60
0.4230
C5
2,226,043.00
0.1629
C6
230,161,537.56
16.8409
C7
25,086,813.95
1.8356
C8
62,189,190.87
4.5504
C99
27,253,336.74
1.9941
D
111,729,461.14
8.1752
E
22,489,016.55
1.6455
F
219,679,145.22
16.0739
G
145,984,834.12
10.6817
H
4,106,506.68
0.3005
I
34,646,795.89
2.5351
J
0.00
K
18,500.00
0.0014
L
0.00
M
0.00
1,006,553,637.35
73.6492
B
2003 12 31 299,314,686.80 ,
21.90% 244,584,030.59 17.90%
C
2
1
128,464,897.70
9.40%
2
110,026,983.84
8.05%
3
99,058,489.92
7.25%
4
96,680,984.47
7.07%
5
53,664,785.34
3.93%
6
46,364,105.32
3.39%
7
45,101,113.20
3.30%
8
44,765,627.80
3.28%
9
41,957,307.84
3.07%
10
34,646,795.89
2.54%
700,731,091.32
51.27%
3
1
2 10%
60,817,548.29 1,006,553,637.35
299,314,686.80
2003 12 31
1.
%
1
000825
24,657,370
128,464,897.70
9.40% 2
600050
27,996,688
110,026,983.84
8.05%
3
000088
4,155,138
99,058,489.92
7.25%
4
600019
13,674,821
96,680,984.47
7.07%
5
600009
5,377,233
53,664,785.34
3.93%
6
000027
5,106,179
46,364,105.32
3.39%
7
600011
2,569,864
45,101,113.20
3.30%
8
600018
3,152,509
44,765,627.80
3.28%
9
000858
3,749,536
41,957,307.84
3.07%
10
600036
3,205,069
34,646,795.89
2.54%
11
600289
1,000,626
27,397,139.88
2.00%
12
600210
2,666,667
27,253,336.74
1.99%
13
000937
2,396,634
25,931,579.88
1.90%
14
000758
3,381,807
22,489,016.55
1.65%
15
000930
3,063,723
21,537,972.69
1.58%
16
6 00521
1,009,785
21,185,289.30
1.55%
17
600267
1,333,191
18,797,993.10
1.38%
18
600600
1,983,213
18,245,559.60
1.34%
19
000400
1,616,202
16,598,394.54
1.21%
20
600717
1,298,279
16,384,280.98
1.20%
21
000939
1,195,534
15,362,611.90
1.12%
22
600085
875,202
15,053,474.40
1.10%
23
000063
457,792
8,560,710.40
0.6264%
24
600187
1,447,511
7,136,229.23
0.5222%
25
000538
449,641
6,866,018.07
0.5024%
26
600006
500,000
6,195,000.00
0.4533%
27
600352
496,690
5,781,471.60
0.4230%
28
600386
542,981
5,744,738.98
0.4203%
29
600900
564,704
4,901,630.72
0.3587%
30
000898
582,134
3,219,201.02
0.2355%
31
600707
252,100
2,226,043.00
0.1629%
32
600694
310,969
2,183,002.38
0.1597%
33
000668
199,910
1,895,146.80
0.1387%
34
000630
200,000
1,764,000.00
0.1291%
35
600685
272,133
1,570,207.41
0.1149%
36
600183
89,840
723,212.00
0.0529%
37
600535
30,600
286,416.00
0.0210%
38
600300
21,651
179,703.30
0.0131%
39
600540
25,000
166,750.00
0.0122%
40
000022
3,340
61,222.20
0.0045%
41
600028
9,211
45,594.45
0.0033%
42
600825
2,850
28,357.50
0.0021%
43
600585
2,059
23,534.37
0.0017%
44
600350
3,700
18,500.00
0.0014%
45
600205
500
8,920.00
0.0007% 46
600702
52
287.04
0.0000%
2.2003
1
000022
3,340
304,422
301,082
2
000027
5,106,179
5,456,533
350,354
3
000063
457,792
2,204,842
1,747,050
4
000400
1,616,202
1,616,202
5
000538
449,641
449,641
6
000630
200,000
200,000
7
000668
199,910
230,932
31,022
8
000825
24,657,370
37,351,502
3,271,878
15,966,010
9
000858
3,749,536
3,749,536
10
000898
582,134
25,568,067
24,985,933
11
000930
3,063,723
3,342,063
278,340
12
0 00937
2,396,634
2,396,634
13
000939
1,195,534
1,195,534
14
600006
500,000
500,000
15
600011
2,569,864
2,976,693
406,829
16
600018
3,152,509
6,452,521
3,300,012
17
600028
9,211
9,920,273
9,911,062
18
600085
875,202
3,112,927
2,237,725
19
600183
89,840
765,657
675,817
20
600187
1,447,511
1,447,511
21
600210
2,666,667
2,666,667
22
600267
1,333,191
1,483,191
150,000
23
600350
3,700
8,540,021
8,536,321
24
600352
496,690
496,690
38,000
38,000
25
600521
1,009,785
1,009,785
14,000
14,000
26
600535
30,600
193,385
162,785
27
600540
25,000
25,000
28
600685
272,133
272,133
29
600694
310,969
1,413,810
1,102,841
30
600702
52
548,043
547,991
31
600707
252,100
252,100
32
600717
1,298,279
1,498,279
200,000
33
600825
2,850
441,200
438,350
34
600900
564,704
1,600,000
1,847,704
2,883,000
3. 2003
1
000036
1,294,984
1,294,984
2
000039
186,836
186,836
3
000089
700,000
700,000
4
000401
20,100
20,100
5
000403
200,000
0
200,000
6
000488
1,211,053
1,211,053
7
000503
1,119,096
1,119,096
8
000513
2,697,679
118,000
2,815,679
9
000522
2,066,177
120,000
2,186,177
10
000541
431,060
10,000
441,060
11
000550
121,399
121,399
12
000581
47,000
47,000
13
000623
349,619
349,619
14
000629
1,160,610
1,160,610
15
000651
2,635,703
2,635,703
16
000659
2,145,520
86,000
2,231,520
17
000680
150,000
150,000
18
000700
1,449,459
0
1,449,459
19
000709
2,853,893
587,826
3,441,719
20
000717
1,864,980
1,864,980
21
000767
171,529
171,529
22
000800
1,170,000
1,170,000
23
000811
407,145
34,364
441,509
24
000817
1,561,612
0
1,561,612
25
000823
951,615
1,387,832
2,339,447
26
000839
974,342
974,342
27
000866
1,772,000
1,772,000
28
000868
2,153,281
2,153,281
29
000888
437,616
0
437,616
30
000916
50,000
27,200
77,200
31
000920
165,690
165,690
32
000932
2,283,818
2,283,818
33
000933
536,130
1,224,205
1,760,335
34
000967
516,536
0
516,536
35
000968
1,884,064
1,884,064
36
000983
13,097,874
13,097,874
37
600000
15,722,604
15,722,604
38
600001
265,000
0
265,000
39
600002
1,897,169
1,897,169
40
600004
481,000
481,000
41
600008
2,168,969
2,876,589
5,045,558
42
600012
282,000
1,702,891
1,984,891
43
600015
5,052,000
5,052,000
44
600020
2,603,700
2,603,700
45
600021
226,000
226,000
46
600029
567,000
567,000
47
600030
670,000
0
670,000
48
600031
31,000
31,000
49
600033
350,000
3 50,000
50
600037
1,040,072
1,040,072
51
600039
102,000
102,000
52
600055
84,972
0
84,972
53
600068
194,652
0
194,652
54
600075
909,574
779,506
1,689,080
55
600089
565,000
565,000
56
600096
1,028,014
100,000
1,128,014
57
600104
34,800
34,800
58
600111
15,000
15,000
59
600126
982,028
982,028
60
600138
80,000
647,776
727,776
61
600160
19,483
19,483
62
600163
149,775
99,908
249,683
63
600166
621,057
621,057
64
600171
1,152,566
1,152,566
65
600177
1,861,821
433,150
2,294,971
66
600178
204,940
204,940
67
600184
14,000
14,000
68
600188
1,747,604
1,747,604
69
600189
1,651,926
110,611
1,762,537
70
600195
764,264
505,736
1,270,000
71
600197
57,249
57,249
72
600218
155,987
155,987
73
600221
507,782
507,782
74
600236
100,600
0
100,600
75
600248
383,785
0
383,785
76
600251
13,000
13,000
77
600258
70,922
0
70,922
78
600266
438,336
438,336
79
600271
535,670
535,670
80
600273
38,000
38,000
81
600287
1,006,398
33,900
1,040,298
82
600297
80,400
80,400
83
600302
170,950
0
170,950
84
600305
1,013,151
1,013,151
85
600307
10,327,321
10,327,321
86
600309
530,377
530,377
87
600312
350,450
245,315
595,765
88
600327
381,960
0
381,960
89
600337
228,932
0
228,932
90
600340
20,000
20,000
91
600343
52,000
52,000
92
600348
141,000
141,000
93
600356
349,939
0
349,939
94
600370
46,000
46,000
95
600371
100,000
55,000
155,000
96
600375
944,029
944,029
97
600389
100,000
499,895
599,895
98
600392
3,000
3,000
99
600401
15,000
15,000
100
600403
13,000
13,000
101
600406
21,000
21,000
102
600409
57,000
57,000
103
600418
200,000
200,000
104
600423
43,000
43,000
105
600425
41,000
41,000
106
600429
157,000
157,000
107
600432
52,000
52,000
108
600433
37,000
37,000
109
600435
27,000
27,000
110
600436
21,000
2 1,000
111
600439
9,000
9,000
112
600446
7,000
7,000
113
600449
33,000
33,000
114
600456
557,200
0
557,200
115
600458
1,200,410
284,956
1,485,366
116
600459
22,000
22,000
117
600460
8,000
8,000
118
600462
32,000
32,000
119
600466
16,012
0
16,012
120
600469
6 1,000
61,000
121
600475
37,000
37,000
122
600476
19,000
19,000
123
600477
12,000
12,000
124
600478
22,000
22,000
125
600480
54,000
54,000
126
600481
76,000
76,000
127
600485
8,000
8,000
128
600486
646,462
0
646,462
129
600487
18,000
18,000
130
600488
1,548,515
167,280
1,715,795
131
600489
89,000
89,000
132
600490
16,000
16,000
133
600502
55,000
55,000
134
600503
1,104,049
1,104,049
135
600507
38,000
38,000
136
600513
8,000
8,000
137
600517
11,000
11,000
138
600525
10,000
0
10,000
139
600526
1,564,048
50,000
1,614,048
140
600527
15,000
15,000
141
600529
382,470
20,000
402,470
142
600533
1,215,838
0
1,215,838
143
600537
45,000
45,000
144
600538
35,000
35,000
145
600545
52,000
52,000
146
600546
26,000
26,000
147
600547
52,000
52,000
148
600549
655,521
60,000
715,521
149
600556
191,720
191,720
150
600557
1,767,444
559,150
2,326,594
151
600558
411,111
0
411,111
152
600562
17,000
17,000
153
600563
638,957
0
638,957
154
600569
20,900
20,900
155
600570
7,000
7,000
156
600573
61,000
61,000
157
600575
22,000
22,000
158
600576
56,000
56,000
159
600580
1,092,871
207,930
1,300,801
160
600583
30,000
146,950
176,950
161
600584
38,000
38,000
162
600589
471,007
20,796
491,803
163
600593
288,657
288,657
164
600597
2,940,582
579,820
3,520,402
165
600598
4,627,076
2,747,814
7,374,890
166
600609
300,000
300,000
167
600649
6,817,205
634,627
7,451,832
168
600740
397,070
0
397,070
169
600741
33,416
33,416
170
600742
2,936,373
0
2,936,373
171
600777
318,702
1,022,220
1,340,922
172
600787
3,707,142
3,707,142
173
600789
1,371,814
1,371,814
174
600795
390,967
390,967
175
600805
500,000
500,000
176
600811
165,387
23,000
188,387
177
600820
2,111,303
628,673
2,739,976
178
600835
1,347,634
1,347,634
179
600849
820,367
820,367
1.
2.
3.
2003 55
600
6000
1,500
, 25% 1,500 ,
25% 1,500 ,
25% 1,500 , 25%
6600
3,150 ,
47.73% 1,650 ,
25% 1,650 , 25
% 150 2.27%
4.
1
2
3
4
5
2003
( )
%
%
1,265,824,273.37
20.70%
1,011,822.33
20.53%
563,132,263.36
9.21%
459,587.05
9.33%
765,627,161.67
12.52%
620,368.60
12.59%
415,960,439.63
6 .80%
325,493.48
6.61%
978,920,623.24
16.01%
776,519.63
15.76%
1,073,921,275.48
17.57%
874,856.36
17.75%
818,084,157.77
13.38%
669,337.01
13.58%
232,201,408.35
3.80%
189,546.26
3.85%
6,113,671,602.87
4,927,530.72
2003
( )
%
163,650,794.30
22.28%
25,663,194.50
3.49%
88,552,149.70
12.06%
32,529,088.20
4.43%
60,728,104.50
8.27%
144,501,876.70
19.67%
179,729,407.60
24.47%
39,209,703.40
5.34%
734,564,318.90
2003 :
%
320,000,000
18.86%
193,700,000
11.42%
655,900,000
38.66%
0
0.00%
0
0.00%
441,000,000
25.99%
40,000,000
2.36%
46,000,000
2.71%
1,696,600,000
2002 11-12
( )
%
( )
%
911,677,023.73
71.91%
707,154.76
72.02%
356,043,810.99
28.09%
274,795.84
27.98%
1,267,720,834.72
100.00%
981,950.60
100.00%
2002 11-12
( )
%
288,097,859.20
90.13%
31,558,777.00
9.87%
319,656,636.20
100.00%
2002 11-12 :
( )
%
2,620,800,000.00
60.88%
1,683,900,000.00
39.12%
4,304,700,000.00
100.00%
5. 2003
2003 6 4 2003 6 3
10 0.50
2003 6 4 49,230,795
45,094,998 4,135,797
2003 6 26 2003 6 24
10 0.10
2003 6 26 11,052,923
10,068,299 984,624
2003 12 30 2003 12 26
10 0.45
2003 12 30 59,520,229
56,137,636 3,382,593
1
2
3
4
5
6
8 8
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