南华商品指数日报

(2024117 ) 1 (2024117 ) -0.69%0.06%-0.89%-0.44% 0.02%-1.14%-0.39% 1.43%-2.17% 1 Index Market Data Today Close Pre.Close Points % ARR An.Vol Sharpe Ratio NHCI 2485.36 2502.56 -17.20 -0.69% 6.73% 12.95% 0.52 NHPMI 797.71 804.51 -6.80 -0.85% 14.58% 12.27% 1.19 NHII 3935.60 3956.55 -20.95 -0.53% 3.52% 14.60% 0.24 NHMI 6519.47 6548.55 -29.08 -0.44% 2.57% 14.23% 0.18 NHECI 1925.68 1937.14 -11.46 -0.59% 3.49% 16.96% 0.21 NHNFI 1534.45 1533.55 0.90 0.06% -5.23% 13.39% -0.39 NHFI 3226.24 3255.35 -29.11 -0.89% 5.77% 19.99% 0.29 NHAI 1047.86 1056.61 -8.75 -0.83% -6.40% 10.72% -0.60 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 (2024117 ) 2 2 Today Close Pre.Close Points % ARR An.Vol Sharpe Ratio NHCIMi 1220.91 1230.88 -9.97 -0.81% 7.85% 10.51% 0.75 NHEI 1152.53 1159.42 -6.88 -0.59% -11.87% 25.08% -0.47 NHPCI 1095.17 1099.42 -4.25 -0.39% -1.61% 12.75% -0.13 NHCCI 1224.07 1231.95 -7.88 -0.64% -0.54% 13.95% -0.04 NHFMI 1315.05 1328.34 -13.29 -1.00% -2.90% 20.54% -0.14 NHBMI 1052.97 1062.85 -9.88 -0.93% -4.00% 14.34% -0.28 NHOOI 1088.57 1101.13 -12.55 -1.14% -12.94% 12.79% -1.01 NHAECI 981.38 981.20 0.18 0.02% -3.88% 8.76% -0.44 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 (2024117 ) 3 1VS Commodity Return vs Volatility 2 /∣∣|| 0.00%1.00%2.00%3.00%4.00%5.00%-2.00%-1.50%-1.00%-0.50%0.00%0.50%1.00%1.50%2.00%PTAPVCLPG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 (2024117 ) 4 3 Proportion of Change in Position 4 -6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%LPGPVCPTA0.500.700.901.101.301.501.701.902.102.3013/10/1815/10/1817/10/1819/10/1821/10/1823/10/18NHCINHPMINHIINHAI0.000.501.001.502.002.503.003.504.0013/10/1815/10/1817/10/1819/10/1821/10/1823/10/18NHMINHECINHNFINHFI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 (2024117 ) 5 5 6 0.700.800.901.001.101.2023/1/923/3/923/5/923/7/923/9/923/11/924/1/9NHCINHPMINHIINHAI0.700.800.901.001.101.2023/1/923/3/923/5/923/7/923/9/923/11/924/1/9NHMINHECINHNFINHFI0.700.800.901.001.101.201.301.401.50NHEINHPCINHCCINHFMI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 (2024117 ) 6 7· 0.700.800.901.001.101.201.3023/6/13NHBMINHOOINHAECINHCIMi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 (2024117 ) 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