南华商品指数日报

(2024123 ) 1 (2024123 ) 0.98%1.18%0.31% 1.54%0.24% 2.99%-1.42% 1 Index Market Data Today Close Pre.Close Points % ARR An.Vol Sharpe Ratio NHCI 2533.18 2508.57 24.61 0.98% 7.62% 12.99% 0.59 NHPMI 792.16 788.52 3.64 0.46% 12.63% 12.22% 1.03 NHII 4022.84 3976.83 46.01 1.16% 4.30% 14.62% 0.29 NHMI 6629.05 6557.33 71.72 1.09% 2.97% 14.25% 0.21 NHECI 1974.05 1952.46 21.59 1.11% 4.29% 16.96% 0.25 NHNFI 1545.29 1527.23 18.06 1.18% -6.28% 13.33% -0.47 NHFI 3316.27 3281.63 34.64 1.06% 6.83% 20.02% 0.34 NHAI 1057.06 1053.78 3.28 0.31% -4.43% 10.71% -0.41 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 (2024123 ) 2 2 Today Close Pre.Close Points % ARR An.Vol Sharpe Ratio NHCIMi 1247.38 1239.30 8.08 0.65% 9.98% 10.47% 0.95 NHEI 1179.61 1161.71 17.90 1.54% -8.73% 25.36% -0.34 NHPCI 1113.89 1104.06 9.82 0.89% -1.70% 12.28% -0.14 NHCCI 1266.69 1254.85 11.84 0.94% 3.75% 14.18% 0.26 NHFMI 1359.69 1344.12 15.57 1.16% 0.09% 21.09% 0.00 NHBMI 1074.83 1067.52 7.31 0.68% -3.06% 14.00% -0.22 NHOOI 1098.29 1095.67 2.62 0.24% -15.08% 12.08% -1.25 NHAECI 994.57 988.51 6.06 0.61% -1.13% 8.88% -0.13 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 (2024123 ) 3 1VS Commodity Return vs Volatility 2 /∣∣|| 0.00%2.00%4.00%6.00%8.00%10.00%-2.00%-1.00%0.00%1.00%2.00%3.00%4.00%PVCPTALPG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 (2024123 ) 4 3 Proportion of Change in Position 4 -15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%PTALPGPVC0.500.700.901.101.301.501.701.902.102.3013/10/2415/10/2417/10/2419/10/2421/10/2423/10/24NHCINHPMINHIINHAI0.000.501.001.502.002.503.003.504.0013/10/2415/10/2417/10/2419/10/2421/10/2423/10/24NHMINHECINHNFINHFI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 (2024123 ) 5 5 6 0.700.800.901.001.101.2023/1/1323/3/1323/5/1323/7/1323/9/1323/11/1324/1/13NHCINHPMINHIINHAI0.700.750.800.850.900.951.001.051.101.1523/1/1323/3/1323/5/1323/7/1323/9/1323/11/1324/1/13NHMINHECINHNFINHFI0.700.800.901.001.101.201.301.401.50NHEINHPCINHCCINHFMI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 (2024123 ) 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 (2024123 ) 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