南华商品指数日报

(2023928) (2023928) 1.03%-1.39%1.73%0.43% 3.4%0.03%-0.09%-0.07%。 6.37%-3.74% 1 Index Market Data Today Close Pre.Close Points % ARR An.Vol Sharpe Ratio NHCI 2584.31 2557.90 26.40 1.03% 17.03% 14.16% 1.20 NHPMI 773.56 784.46 -10.90 -1.39% 22.39% 13.07% 1.71 NHII 4078.20 4033.92 44.28 1.10% 10.64% 16.23% 0.66 NHMI 6459.27 6431.84 27.42 0.43% 14.16% 16.11% 0.88 NHECI 2080.08 2046.17 33.90 1.66% 8.04% 18.25% 0.44 NHNFI 1606.94 1599.48 7.46 0.47% 6.54% 15.58% 0.42 NHFI 3089.32 3036.91 52.41 1.73% 14.70% 22.40% 0.66 NHAI 1169.09 1162.86 6.23 0.54% 4.81% 10.68% 0.45 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 (2023928) 2 Today Close Pre.Close Points % ARR An.Vol Sharpe Ratio NHCIMi 1163.14 1164.18 -1.05 -0.09% 46.86% 13.42% 3.49 NHEI 1378.69 1333.36 45.33 3.40% 83.14% 21.81% 3.81 NHPCI 1136.99 1131.56 5.43 0.48% 18.46% 14.62% 1.26 NHCCI 1203.36 1204.16 -0.81 -0.07% 23.33% 19.93% 1.17 NHFMI 1242.99 1210.59 32.41 2.68% 48.50% 25.19% 1.92 NHBMI 1034.72 1034.37 0.35 0.03% -7.61% 14.58% -0.52 NHOOI 1196.02 1187.78 8.24 0.69% 4.62% 16.87% 0.27 NHAECI 1050.85 1047.73 3.12 0.30% 10.52% 8.27% 1.27 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 (2023928) 1VS Commodity Return vs Volatility 2 /∣∣|| 0.00%1.00%2.00%3.00%4.00%5.00%6.00%7.00%8.00%-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%LPGPTAPVC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 (2023928) 3 Proportion of Change in Position 4 -20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%PVCPTALPG0.700.800.901.001.101.201.3022/9/2122/11/2123/1/2123/3/2123/5/2123/7/2123/9/21NHCINHPMINHIINHAI0.700.800.901.001.101.201.3022/9/2122/11/2123/1/2123/3/2123/5/2123/7/2123/9/21NHMINHECINHNFINHFI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 (2023928) 5 6 0.500.700.901.101.301.501.701.902.102.3013/7/115/7/117/7/119/7/121/7/123/7/1NHCINHPMINHIINHAI0.000.501.001.502.002.503.003.504.0013/7/115/7/117/7/119/7/121/7/123/7/1NHMINHECINHNFINHFI0.901.001.101.201.301.401.5023/6/1323/6/2423/7/523/7/1623/7/2723/8/723/8/1823/8/2923/9/923/9/20NHEINHPCINHCCINHFMI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 (2023928) 0.900.951.001.051.101.151.201.251.3023/6/1323/6/2423/7/523/7/1623/7/2723/8/723/8/1823/8/2923/9/923/9/20NHBMINHOOINHAECINHCIMi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 (2023928) 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