南华商品指数日报

(20231226) 1 (20231226) 0.32%0.43%0.12%-0.07%-0.01% 0.44%0.23%-0.32%-0.3% 1.34%-2.13% 1 Index Market Data Today Close Pre.Close Points % ARR An.Vol Sharpe Ratio NHCI 2554.62 2546.49 8.14 0.32% 9.00% 13.30% 0.68 NHPMI 811.85 809.11 2.74 0.34% 16.03% 12.45% 1.29 NHII 4046.47 4038.30 8.16 0.20% 4.71% 14.99% 0.31 NHMI 6721.05 6702.98 18.06 0.27% 5.03% 14.50% 0.35 NHECI 1978.77 1978.94 -0.17 -0.01% 3.93% 17.34% 0.23 NHNFI 1558.54 1559.70 -1.16 -0.07% -6.02% 13.64% -0.44 NHFI 3371.49 3357.15 14.33 0.43% 8.19% 20.64% 0.40 NHAI 1074.86 1073.56 1.30 0.12% -2.59% 11.00% -0.24 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 (20231226) 2 2 Today Close Pre.Close Points % ARR An.Vol Sharpe Ratio NHCIMi 1270.92 1265.71 5.21 0.41% 18.40% 10.81% 1.70 NHEI 1184.99 1179.81 5.17 0.44% -17.86% 22.78% -0.78 NHPCI 1108.98 1112.28 -3.30 -0.30% 3.34% 12.27% 0.27 NHCCI 1263.27 1267.36 -4.09 -0.32% 15.88% 13.75% 1.15 NHFMI 1382.77 1376.73 6.04 0.44% 33.51% 19.47% 1.72 NHBMI 1101.23 1097.25 3.98 0.36% 17.00% 13.70% 1.24 NHOOI 1142.57 1139.78 2.80 0.25% -2.48% 13.79% -0.18 NHAECI 978.44 976.20 2.24 0.23% -5.82% 9.99% -0.58 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 (20231226) 3 1VS Commodity Return vs Volatility 2 /∣∣|| 0.00%1.00%2.00%3.00%4.00%5.00%6.00%-2.50%-2.00%-1.50%-1.00%-0.50%0.00%0.50%1.00%1.50%2.00%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 (20231226) 4 3 Proportion of Change in Position 4 -7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%1.00%2.00%3.00%4.00%PVCLPGPTA0.700.800.901.001.101.201.3022/12/1623/2/1623/4/1623/6/1623/8/1623/10/1623/12/16NHCINHPMINHIINHAI0.700.750.800.850.900.951.001.051.101.1522/12/1623/2/1623/4/1623/6/1623/8/1623/10/1623/12/16NHMINHECINHNFINHFI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 (20231226) 5 5 6 0.500.700.901.101.301.501.701.902.102.3013/9/1815/9/1817/9/1819/9/1821/9/1823/9/18NHCINHPMINHIINHAI0.000.501.001.502.002.503.003.504.0013/9/1815/9/1817/9/1819/9/1821/9/1823/9/18NHMINHECINHNFINHFI0.901.001.101.201.301.401.50NHEINHPCINHCCINHFMI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 (20231226) 6 7· 0.900.951.001.051.101.151.201.251.3023/6/13NHBMINHOOINHAECINHCIMi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 (20231226) 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