南华商品指数日报

(2024311 ) 1 (2024311 ) -1.42%0.2%-3.18%-0.53%。 -3.84%-0.09% 1.31%-5.25% 1 Index Market Data Today Close Pre.Close Points % ARR An.Vol Sharpe Ratio NHCI 2525.75 2562.25 -36.50 -1.42% 5.92% 12.80% 0.46 NHPMI 839.14 837.46 1.68 0.20% 23.01% 11.73% 1.96 NHII 3953.75 4017.36 -63.61 -1.58% 0.71% 14.39% 0.05 NHMI 6386.38 6516.51 -130.13 -2.00% -1.67% 13.78% -0.12 NHECI 1968.98 1992.40 -23.42 -1.18% 2.04% 16.73% 0.12 NHNFI 1590.12 1598.64 -8.53 -0.53% -3.65% 12.43% -0.29 NHFI 2988.43 3086.57 -98.14 -3.18% -6.33% 20.21% -0.31 NHAI 1083.40 1089.30 -5.90 -0.54% -4.13% 10.95% -0.38 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 (2024311 ) 2 2 Today Close Pre.Close Points % ARR An.Vol Sharpe Ratio NHCIMi 1213.26 1238.28 -25.02 -2.02% -5.56% 11.14% -0.50 NHEI 1190.28 1213.22 -22.93 -1.89% 0.62% 19.73% 0.03 NHPCI 1101.34 1102.32 -0.98 -0.09% -0.96% 8.79% -0.11 NHCCI 1255.04 1259.13 -4.09 -0.32% -0.90% 10.90% -0.08 NHFMI 1206.16 1254.35 -48.19 -3.84% -17.29% 22.35% -0.77 NHBMI 991.34 1012.97 -21.62 -2.13% -13.58% 12.84% -1.06 NHOOI 1130.04 1136.44 -6.40 -0.56% -1.52% 13.54% -0.11 NHAECI 1002.83 1010.82 -8.00 -0.79% 3.48% 7.71% 0.45 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 (2024311 ) 3 1VS Commodity Return vs Volatility 2 /∣∣|| 0.00%1.00%2.00%3.00%4.00%5.00%6.00%-6.00%-4.00%-2.00%0.00%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 (2024311 ) 4 3 Proportion of Change in Position 4 -10.00%-5.00%0.00%5.00%10.00%15.00%20.00%LPGPVCPTA0.500.700.901.101.301.501.701.902.102.3013/12/315/12/317/12/319/12/321/12/323/12/3NHCINHPMINHIINHAI0.000.501.001.502.002.503.003.504.0013/12/315/12/317/12/319/12/321/12/323/12/3NHMINHECINHNFINHFI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 (2024311 ) 5 5 6 0.700.800.901.001.101.201.3023/3/123/5/123/7/123/9/123/11/124/1/124/3/1NHCINHPMINHIINHAI0.700.750.800.850.900.951.001.051.1023/3/123/5/123/7/123/9/123/11/124/1/124/3/1NHMINHECINHNFINHFI0.700.800.901.001.101.201.301.401.5023/6/1323/6/2423/7/523/7/1623/7/2723/8/723/8/1823/8/2923/9/923/9/2023/10/123/10/1223/10/2323/11/323/11/1423/11/2523/12/623/12/1723/12/2824/1/824/1/1924/1/3024/2/1024/2/2124/3/3NHEINHPCINHCCINHFMI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 (2024311 ) 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 (2024311 ) 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