南华商品指数日报

(20231030) 1 (20231030) 0.48%0.87%0.2% 1.21%0.27%-0.27%-0.2%。 3.63%-1.76% 1 Index Market Data Today Close Pre.Close Points % ARR An.Vol Sharpe Ratio NHCI 2556.72 2544.53 12.19 0.48% 15.34% 13.95% 1.10 NHPMI 797.40 795.83 1.57 0.20% 27.63% 12.95% 2.13 NHII 4030.23 4010.87 19.37 0.48% 10.31% 15.81% 0.65 NHMI 6510.64 6456.25 54.39 0.84% 16.52% 15.89% 1.04 NHECI 2016.64 2012.14 4.50 0.22% 6.30% 17.74% 0.36 NHNFI 1589.72 1576.00 13.72 0.87% 5.31% 14.94% 0.36 NHFI 3136.78 3114.11 22.67 0.73% 20.28% 22.28% 0.91 NHAI 1122.05 1115.99 6.06 0.54% 0.03% 10.95% 0.00 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 (20231030) 2 2 Today Close Pre.Close Points % ARR An.Vol Sharpe Ratio NHCIMi 1183.65 1172.89 10.75 0.92% 27.23% 13.91% 1.96 NHEI 1303.23 1305.89 -2.66 -0.20% 29.92% 25.71% 1.16 NHPCI 1113.91 1108.76 5.15 0.46% 10.48% 14.74% 0.71 NHCCI 1192.14 1177.89 14.25 1.21% 14.94% 19.16% 0.78 NHFMI 1265.64 1254.97 10.67 0.85% 61.63% 25.90% 2.38 NHBMI 1041.32 1038.51 2.81 0.27% 0.83% 14.61% 0.06 NHOOI 1167.02 1159.04 7.98 0.69% -7.49% 17.83% -0.42 NHAECI 986.76 989.40 -2.64 -0.27% -7.47% 10.04% -0.74 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 (20231030) 3 1VS Commodity Return vs Volatility 2 /∣∣|| 0.00%0.50%1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%-3.00%-2.00%-1.00%0.00%1.00%2.00%3.00%4.00%PTALPGPVC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 (20231030) 4 3 Proportion of Change in Position 4 -15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%LPGPVCPTA0.700.800.901.001.101.201.301.4022/10/2022/12/2023/2/2023/4/2023/6/2023/8/2023/10/20NHCINHPMINHIINHAI0.700.800.901.001.101.201.301.4022/10/2022/12/2023/2/2023/4/2023/6/2023/8/2023/10/20NHMINHECINHNFINHFI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 (20231030) 5 5 6 0.500.700.901.101.301.501.701.902.102.3013/7/2315/7/2317/7/2319/7/2321/7/2323/7/23NHCINHPMINHIINHAI0.000.501.001.502.002.503.003.504.0013/7/2315/7/2317/7/2319/7/2321/7/2323/7/23NHMINHECINHNFINHFI0.901.001.101.201.301.401.50NHEINHPCINHCCINHFMI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 (20231030) 6 7· 0.900.951.001.051.101.151.201.251.30NHBMINHOOINHAECINHCIMi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 (20231030) 1 8· 9· 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