商品指数日报

(2023919) (2023919) -0.6%0.57%-0.82%-0.03% 0.62%0.09%-1.94%-0.26% 3.7%-2.59% 1 Index Market Data Today Close Pre.Close Points % ARR An.Vol Sharpe Ratio NHCI 2603.53 2619.33 -15.80 -0.60% 19.38% 14.14% 1.37 NHPMI 789.00 784.56 4.43 0.57% 26.25% 13.08% 2.01 NHII 4137.62 4154.86 -17.24 -0.41% 13.62% 16.20% 0.84 NHMI 6608.66 6652.24 -43.58 -0.66% 19.49% 16.47% 1.18 NHECI 2101.25 2101.87 -0.62 -0.03% 9.94% 18.13% 0.55 NHNFI 1639.65 1651.06 -11.41 -0.69% 13.89% 16.27% 0.85 NHFI 3140.75 3159.19 -18.44 -0.58% 19.22% 22.25% 0.86 NHAI 1157.91 1167.53 -9.62 -0.82% 3.77% 10.73% 0.35 Z0000505 0571-87839251 cyh@nawaa.com F03103098 0571-87839263 nhzhaobo@nawaa.com F03118352 0571-87839263 wyl@nawaa.com 南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货 (2023919) 2 Today Close Pre.Close Points % ARR An.Vol Sharpe Ratio NHCIMi 1176.06 1179.12 -3.06 -0.26% 64.78% 12.71% 5.10 NHEI 1351.51 1359.23 -7.72 -0.57% 100.90% 19.72% 5.12 NHPCI 1178.24 1174.21 4.02 0.34% 35.32% 14.74% 2.40 NHCCI 1267.49 1259.65 7.84 0.62% 56.08% 20.21% 2.77 NHFMI 1246.07 1255.59 -9.52 -0.76% 65.48% 23.96% 2.73 NHBMI 1076.02 1075.08 0.94 0.09% 11.59% 15.24% 0.76 NHOOI 1179.81 1203.17 -23.36 -1.94% 7.82% 16.79% 0.47 NHAECI 1039.73 1035.80 3.93 0.38% 7.38% 7.91% 0.93 820236136120 3 PTA PTA 21 南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货 (2023919) 1VS Commodity Return vs Volatility 2 /∣∣|| 0.00%1.00%2.00%3.00%4.00%5.00%6.00%7.00%-3.00%-2.00%-1.00%0.00%1.00%2.00%3.00%4.00%5.00%LPGPVCPTA南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货 (2023919) 3 Proportion of Change in Position 4 -15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%PVCLPGPTA0.700.800.901.001.101.201.3022/9/922/11/923/1/923/3/923/5/923/7/923/9/9NHCINHPMINHIINHAI0.700.800.901.001.101.201.3022/9/922/11/923/1/923/3/923/5/923/7/923/9/9NHMINHECINHNFINHFI南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货 (2023919) 5 6 0.500.700.901.101.301.501.701.902.102.3013/6/2015/6/2017/6/2019/6/2021/6/2023/6/20NHCINHPMINHIINHAI0.000.501.001.502.002.503.003.504.0013/6/2015/6/2017/6/2019/6/2021/6/2023/6/20NHMINHECINHNFINHFI0.901.001.101.201.301.4023/6/1323/6/2423/7/523/7/1623/7/2723/8/723/8/1823/8/2923/9/9NHEINHPCINHCCINHFMI南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货 (2023919) 0.900.951.001.051.101.151.201.251.3023/6/1323/6/2423/7/523/7/1623/7/2723/8/723/8/1823/8/2923/9/9NHBMINHOOINHAECINHCIMi南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货 (2023919) 1 7· 8· 南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货 / “” 136 310008 400 8888 910 www.nanhua.net 603093 南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货