2003
2004 3 25
161601
2002 9 13
2,218,864,742.31
1,268,701,562.84
10 6 7 8
10 6 7 8
518026
http://www.rtfund.com
0755 82950696
0755 82950044
wuyp@mail.rtfund.com
25
25
010-67597646
010-66212639
huangxiulian/zh/ccb/@ccb.com.cn
6 802 807
1 16
010-65246688
010-85188298
19 703
19 703
021 53850388
021 53850389
2003 2002 9 13 2002 12 31
150,622,395.54 -4,685,525.95
0.0941 -0.0022
22,850,455.56 -58,652,106.68
0.0180 -0.0314
1,379,412,373.98 1,815,069,800.57
1,369,845,100.40 1,808,876,770.83
1.0797 0.9686
9.24% -0.22%
19.97% -3.18%
16.15% -3.18%
1 1
2004 1 1 2002 -
0.0025 2002 -0.21%
2
=
P n
i i i (i-1)
= + +
=
=
=
P
n
i
i
i i-1
=
-1
-
= +1
+l +1
+1
+1 -1
1974
1971
2001 1 ,
200
3
19.97%
8 2
0.075
2003
1 1 2002 11
1620
2
2003 2
3 4
2003
2 1
2 2003
3
2003 0.01
3 1.5
2004
1 2004 2
3
4 2004
1 2004
2004
2 A 2003
2003 A
3 04
QFII
2004
4 2004
+
2003
2004
A A 04
5 10
A
2004
A
2002
2003
2003
2003
2004
3 25
2004 3 8
2003-12-31
2002-12-31
4 77,753,079.17
873,781,828.51
4 --
3,402,714.49
414,819.90
--
5 39,876,060.29
13,980,169.42
3,214,572.94
2,750,028.20
27,265.00
3,270.00
--
10,500,000.00
930,250,510.38
598,349,329.21
825,392,094.93
655,104,717.25
327,876,066.30
311,652,734.50
329,372,123.82
312,175,532.09
6 --
649,726.24
1,379,412,373.98
1,815,069,800.57
6,103,805.87
2,562,856.78
18,416.26
7,730.94
1,903,615.96
2,468,887.50
317,269.32
411,481.25
7 1,123,112.77
642,073.27
1,053.40
--
100,000.00
100,000.00
9,567,273.58
6,193,029.74
8 1,268,701,562.84
1,867,528,877.51
9 78,293,082.00
(54,150,110.79)
22,850,455.56
(4,501,995.89)
1,369,845,100.40
1,808,876,770.83
1,379,412,373.98
1,815,069,800.57
1.0797
0.9686
2003 2002 9 13 2002 12 31
181,583,353.64
6,748,059.72
145,885,998.31
(3,903,368.84)
6,776,902.88
(775,132.41)
11,849,553.54
1,892,949.19
5,683,018.33
7,758,835.50
9,844,010.36
4,686.15
73,577.79
110,100.00
10 1,470,292.43
1,659,990.13
30,960,958.10
11,433,585.67
24,543,159.40
9,428,008.89
4,090,526.55
1,571,334.77
1,209,988.64
--
1,117,283.51
434,242.01
979,726.24
280,273.76
102,000.00
150,000.00
35,557.27
3,968.25
/( )
150,622,395.54
(4,685,525.95)
160,640,543.56
(57,278,185.63)
311,262,939.10
(61,963,711.58)
2003 2002 9 13 2002 12 31
1,808,876,770.83
2,218,864,742.31
/( )
150,622,395.54
(4,685,525.95)
160,640,543.56
(57,278,185.63)
311,262,939.10
(61,963,711.58)
615,317,495.61
1,422,632.31
48,988,871.03
--
(1,299,450,458.50)
(349,446,892.21)
(635,144,091.86)
(348,024,259.90)
12 115,150,517.67
--
1,369,845,100.40
1,808,876,770.83
2003 2002 9 13 2002 12 31
/( )
150,622,395.54
(4,685,525.95)
/( )
(4,501,995.89)
--
--
6,356,184.44
(302.96)
--
197,955.87
--
--
(14,673,566.73)
183,833.02
(8,119,426.42)
183,530.06
12 115,150,517.67
--
/( )
22,850,455.56
(4,501,995.89)
1.
[2002]41
2002 9
13 2
,218,864,742.31
2.
3.
1
1 1 12 31
2
3
A
B
C
D
E
F
G
H
I
J
K
4
A
B
C
D
E
F
G
5
A
a
i
ii
b 1
1
B
a
b
c C
6
7
8
9
A
2
B
[2002]128
2003 12 31
C
[2002]128
2
003
D
20%
10
A
B
C
D
E 3
4 F
G
H
4. /
2003 8 4
5.
2003-12-31
2002-12-31
39,773,648.01
11,533,734.86
102,412.28
2,446,434.56
39,876,060.29
13,980,169.42
6.
2002-12-31
2003-12-31
649,726.24
17,941.35
667,667.59
--
649,726.24
7.
2003-12-31
2002-12-31
216,591.15
250,300.27
270,963.14
167,474.11
192,499.53
96,190.47
127,524.67
82,697.76
102,135.53
45,410.66
213,398.75
--
1,123,112.77
642,073.27
8.
2003-12-31 2002-12-31
1,867,528,877.51 1,867,528,877.51 -- --
-- -- 2,218,864,742.31 2,218,864,742.31
599,141,013.25 599,141,013.25 1,431,837.06 1,431,837.06
48,150,316.22 48,150,316.22 -- --
1,246,118,644.14 1,246,118,644.14 352,767,701.86 352,767
,701.86
1,268,701,562.84 1,268,701,562.84 1,867,528,877.51 1,867,528,8
77.51
9.
2003-12-31
2002-12-31
(54,150,110.79)
--
160,640,543.56
(57,278,185.63)
9,820,297.92
(8,901.79)
640,598.94
--
38,658,247.63
(3,136,976.63)
78,293,082.00
(54,150,110.79)
2003 12 31
10.
2003 2002 9 13 2002 12 31
--
800,900.05
1,322,142.08
699,086.00
146,327.56
18,429.08
1,822.79
141,575.00
1,470,292.43
1,659,990.13
11.
1
2
2003 2002 9 13 2002 12 31
1,225,684,334.55 21.69% 970,255.76 21.30% 317,431,020.41 39.
82% 250,300.27 38.98%
839,899,178.19 14.86% 675,916.04 14.84% 55,684,552.98 6.99%
45,410.66 7.08%
294,344,215.20 22.85% -- -- 41,026,290.30 20.26% 100,000,000
.00 100.00%
143,251,547.80 11.12% 525,200,000.00 42.42% 24,981,504.30 12
.33% -- --
3
A
a 1.5% H=
E 1.5%/ H E
b
24,543,159.40 22,639,543.4
4 1,903,615.96 2002 9,428,008.89
B
a 0.25% H
=E 0.25%/ H E
b
4,090,526.55 3,773,257.23 317,2
69.32 2002 1,571,334.77
12.
2003 3 11 2003 4 23 2003 6 21 2003 12 17 2003 3 14 2003 4 28 2003 6 25 2003 12 22
10 0.75 115
,150,517.67
13.
2004 1 9 2004 2 10 2004 1 14 2004
2 13 10 0.30 0.45
103,959,139.63
14.
[2003]70
20%
20%
2003 7 8
2002 5 18
[2002]54
2002 5 20
2003 12 31
( )
03-11-10 03-11-18 917,645 3,945,873.50 8,111,981.80 04-05-18
03-12-24 04-01-07 39,000 260,130.00 260,130.00 04-01-07
956,645 4,206,003.50 8,372,111.80
1.
1
1
260,130.00 0.02%
2
30,411,307.14 2.22%
3
519,920,028.91 37.95%
C0
94,039,698.45 6.87%
C1
0.00 0.00%
C2
0.00 0.00%
C3
0.00 0.00%
C4
87,099,651.72 6.36%
C5
38,377,347.04 2.80%
C6
132,177,477.25 9.65%
C7
142,204,679.65 10.38%
C8
26,021,174.80 1.90%
C9
0.00 0.00%
4
110,218,173.33 8.05%
5
3,728,979.59 0.27%
6
180,416,724.89 13.17%
7
11,757,775.70 0.86%
8
18,156,694.08 1.33%
9
47,780,018.99 3.49%
10
0.00 0.00%
11
0.00 0.00%
12
7,600,677.75 0.55%
13
0.00 0.00%
930,250,510.38 67.91%
2.
2003 12 31
393,478,815.06 28.72%
3.
2003 12 31
52,026,390.70 3.80%
4.
1
68,233,111.23 4.98%
2
64,379,190.68 4.70%
3
50,791,104.00 3.71%
4
46,581,981.75 3.40%
5
42,849,293.79 3.13%
6
41,649,283.40 3.04%
7
39,743,898.48 2.90%
8
35,116,638.42 2.56%
9
33,780,852.10 2.47%
10
33,584,788.99 2.45%
5.
1
2
3 10%
4 2003 12 31
5,910,615.74 930,250,510.38
445,505,205.76
6
1
1,361,000 14,195,230.00 1.0363%
2
2,207,650 15,939,233.00 1.1636%
3
3,301,451 22,879,055.43 1.6702%
4
6,871,41168,233,111.23 4.9811%
5
2,069,237 29,672,858.58 2.1661%
6
4,550,000 32,532,500.00 2.3749%
7
4,632,156 39,743,898.48 2.9013%
8
2,386,000 11,906,140.00 0.8692%
9
3,902,315 19,511,575.00 1.4244%
10
3,089,677 33,584,788.99 2.4517%
11
437,575 7,600,677.75 0.5549%
12
2,954,215 11,757,775.70 0.8583%
13
189,875 2,605,085.00 0.1902%
14
1,512,859 26,021,174.80 1.8996%
15
2,120,051 29,447,508.39 2.1497%
16
820,548 8,189,069.04 0.5978%
17
1,673,171 13,753,465.62 1.0040%
18
1,950,687 26,431,808.85 1.9295%
19
866,899 10,316,098.10 0.7531%
20
928,563 10,947,757.77 0.7992%
21
4,450,778 35,116,638.42 2.5635%
22
344,847 5,034,766.20 0.3675%
23
464,195 9,051,802.50 0.6608%
24
198,667 3,728,979.59 0.2722%
25
109,759 2,779,097.88 0.2029%
26
431,909 6,115,831.44 0.4465%
27
3,637,492 41,649,283.40 3.0404%
28
5,025,025 46,581,981.75 3.4005%
29
2,998,551 42,849,293.79 3.1280%
30
5,754,830 33,780,852.10 2.4660%
31
2,331,614 16,577,775.54 1.2102%
32
1,839,584 18,156,694.08 1.3255% 33
5,745,600 50,791,104.00 3.7078%
34
2,717,765 23,209,713.10 1.6943%
35
2,527,748 23,255,281.60 1.6977%
36
5,642,348 64,379,190.68 4.6997%
37
2,614,793 26,984,663.76 1.9699%
38
428,330 4,852,978.90 0.3543%
39
1,127,803 10,060,002.76 0.7344%
40
1,870,876 29,765,637.16 2.1729%
41
39,000 260,130.00 0.0190%
7.
1
3,552,582
1,024,834
2
428,330
3
3,215,144
2,087,341
4
9,612,511
7,404,861
5
6,296,351
2,200
2,997,100
6
6,319,156
1,687,000
7
896,000
13,566,735
10,560,420
8
1,520,548
700,000
9
154,000
1,981,399
1,268,500
10
40,000
2,295,864
1,407,301
11
7,850,178
3,399,400
12
1,136,930
792,083
13
14,000
1,190,121
739,926
14
10,000
204,300
15,633
15
39,000
16
5,296,117
2,297,566
17
6,552,830
798,000
18
3,267,100
935,486
19
1,854,584
15,000
20
2,309,645.
4,397,955
962,000
8
1
3,360,327
810,000
4,170,327
2
A 641,900
641,900
3
31,777
304,685
336,462
4
1,089,796
1,089,796
5
466,219
466,219
6
1,814,000
1,814,000
7
136,601
136,601
8
534,652
534,652
9
177,494
177,494
10
623,139
623,139
11
1,019,583
1,019,583
12
431,100
431,100
13
1,672,694
1,206,252
2,878,946
14
326,509
326,509
15
1,552,579
1,552,579
16
1,116,533
1,116,533
17
1,446,929
1,446,929
18
223,110
223,110
19
TCL
980,093
980,093
20
2,352,911
2,352,911
21
312,100
312,100
22
2,043,240
1,673,459
3,716,699
23
2,654,201
2,654,201
24
68,881
68,881
25
248,800
248,800
26
2,756,113
2,683,664
5,439,777
27
276,561
276,561
28
1,009,073
1,009,073
29
34,550
57,970
92,520
30
269,900
39,087
308,987
31
1,228,638
1,228,638
32
444,318
444,318
33
263,170
263,170
34
2,968,591
2,968,591
35
1,393,224
1,393,224
36
723,462
723,462
37
7,615,006
7,615,006
38
272,658
272,658
39
6,462,329
6,462,329
40
801,130
196,000
997,130
41
1,062,065
1,062,065
42
*ST
995,844
4,034,787
5,030,631
43
95,792
626,700
722,492
44
1,448,250
1,448,250
45
147,000
147,000
46
164,994
164,994
47
160,126
160,126
48
1,816,710
1,816,710
49
4,015,050
4,015,050
50
177,000
2,539,533
2,716,533
51
1,158,000
1,158,000
52
168,000
168,000
53
2,669,452
2,669,452
54
252,000
252,000
55
813,000
2,309,073
3,122,073
56
524,533
524,533
57
104,000
104,000
58
947,520
947,520
59
394,739
394,739
60
32,000
32,000
61
10,734
10,734
62
383,155
383,155
63
2,502,574
2,502,574
64
298,276
2,065,660
2,363,936
65
444,856
444,856
66
14,000
14,000
67
2,189,075
2,189,075
68
1,950,117
1,950,117
69
267,000
267,000
70
189,500
189,500
71
185,556
316,800
502,356
72
10,000
10,000
73
357,790
1,230,371
1,588,161
74
21,000
21,000
75
231,500
231,500
76
152,650
152,650
77
1,240,473
1,240,473
78
20,000
20,000
79
111,000
111,000
80
54,762
54,762
81
430,013
10,000
440,013
82
164,149
164,149
83
107,700
107,700
84
122,825
122,825
85
606,323
606,323
86
435,132
435,132
87
26,000
26,000
88
64,000
64,000
89
831,508
831,508
90
75,675
75,675
91
470,017
304,000
774,017
92
159,340
159,340
93
91,000
91,000
94
127,786
127,786
95
769,951
769,951
96
12,000
12,000
97
10,000
10,000
98
12,000
12,000
99
625,104
625,104
100
50,000
50,000
101
102,000
102,000
102
608,621
225,500
834121
103
46,000
46,000
104
53,000
53,000
105
540,450
540,450
106
155,000
155,000
107
35,000
35,000
108
38,000
38,000
109
33,000
33,000
110
33,000
33,000
111
5,000
5,000
112
6,000
6,000
113
25,000
25,000
114
1,132,626
995,881
2,128,507
115
22,000
22,000
116
41,000
41,000
117
64,000
64,000
118
584,110
584,110
119
17,000
17,000
120
28,000
28,000
121
63,000
63,000
122
83,000
83,000
123
6,000
6,000
124
18,000
18,000
125
105,000
105,000
126
17,000
17,000
127
440,454
440,454
128
55,000
55,000
129
618,038
89,000
707,038
130
32,000
32,000
131
668,504
98,463
766,967
132
285,500
285,500
133
8,000
8,000
134
16,000
16,000
135
29,000
29,000
136
464,552
118,273
582,825
137
15,000
15,000
138
29,200
29,200
139
650,155
1,774,582
2,424,737
140
46,300
46,300
141
31,000
31,000
142
64,000
64,000
143
27,000
27,000
144
826,942
826,942
145
351,340
352,024
703,364
146
623,041
299,910
922,951
147
17,000
17,000
148
60,608
60,608
149
1,855,390
1,855,390
150
1,000
1,000
151
61,000
61,000
152
28,000
28,000
153
1,457,846
301,918
1,759,764
154
97,469
97,469
155
386,158
386,158
156
698,771
698,771
157
407,781
216,718
624,499
158
20,000
107,530
127,530
159
942,085
942,085
160
1,865,150
2,528,227
4,393,377
161
694,250
694,250
162
1,328,136
1,328,136
163
1,154,900
1,154,900
164
296,000
296,000
165
41,000
41,000
166
293,968
276,235
570,203
167
796,000
796,000
168
565,579
565,579
169
100,814
441,728
542,542
170
315,600
198,000
513,600
171
428,202
1,563,483
1,991,685
172
73,301
73,301
173
709,476
608,230
1,317,706
174
377,390
243,747
621,137
175
316,786
316,786
176
86,400
86,400
177
1,830,940
1,830,940
178
808,710
808,710
179
229,000
229,000
180
678,721
678,721
181
516,880
516,880
182
265,663
265,663
183
75,440
75,440
184
206,745
206,745
185
295,530
295,530
186
968,381
968,381
187
504,530
504,530
188
ST
181,000
181,000
189
960,757
3,637,038
4,597,795
1
2
3
1
2
[2003]7
0 2003 7 8 2003 7 15
4
[20
03]143 [2004]30 2004 3 22
5
2
2003 12 29
2004 1 1
6
[1998]29
2003 12 31
( ) ( ) (
(
1,225,684,334.55 294,344,215.20 0.00 18.59% 970,255.76 21.30
%
1,019,550,268.41 359,780,339.80 662,900,000.00 24.98% 826,62
8.21 18.15%
807,210,363.85 113,846,844.90 0.00 11.26% 661,296.51 14.52%
807,833,746.58 99,691,225.00 0.00 11.10% 644,605.33 14.15%
839,899,178.19 143,251,547.80 525,200,000.00 18.45% 675,916.
04 14.84%
950,076,473.19 277,130,804.40 50,000,000.00 15.62% 776,438.6
8 17.05%
5,650,254,364.77 1,288,044,977.10 1,238,100,000.00 100.00% 4
,555,140.53 100.00%
2002 12 31
( )
317,431,020.41 41,026,290.30 100,000,000.00 41.68% 250,300.2
7 38.98%
205,910,392.47 136,527,416.80 -- 31.14% 167,474.11 26.08%
117,308,616.40 -- -- 10.67% 96,190.47 14.98%
100,851,162.85 -- -- 9.17% 82,697.76 12.88%
55,684,552.98 24,981,504.30 -- 7.34% 45,410.66
7.08%
797,185,745.11 202,535,211.40 100,000,000.00 100.00% 642,073.2
7 100.00%
30%
1
2
3
4
5
10 8
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