(202441 ) 1 (202441 ) 0.78%1.39%0.42% 1.63%0.06% 3.3%-3.24% 1 Index Market Data Today Close Pre.Close Points % ARR An.Vol Sharpe Ratio NHCI 2554.22 2534.39 19.83 0.78% 11.30% 12.39% 0.91 NHPMI 883.19 879.16 4.02 0.46% 21.93% 11.48% 1.91 NHII 3957.27 3926.10 31.17 0.79% 6.24% 13.80% 0.45 NHMI 6304.45 6227.91 76.53 1.23% 0.48% 13.58% 0.04 NHECI 1991.86 1983.10 8.76 0.44% 10.24% 16.06% 0.64 NHNFI 1609.84 1603.16 6.68 0.42% 3.10% 12.15% 0.25 NHFI 2822.38 2783.73 38.65 1.39% -8.50% 20.43% -0.42 NHAI 1093.33 1087.61 5.73 0.53% 1.50% 10.92% 0.14 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 (202441 ) 2 2 Today Close Pre.Close Points % ARR An.Vol Sharpe Ratio NHCIMi 1221.02 1205.13 15.88 1.32% -5.03% 12.01% -0.42 NHEI 1215.51 1214.74 0.77 0.06% 7.06% 15.06% 0.47 NHPCI 1116.73 1107.02 9.70 0.88% 2.53% 8.00% 0.32 NHCCI 1251.33 1241.95 9.38 0.76% 2.86% 9.68% 0.30 NHFMI 1125.87 1107.81 18.06 1.63% -18.06% 24.14% -0.75 NHBMI 954.10 943.39 10.71 1.13% -11.88% 14.20% -0.84 NHOOI 1166.48 1157.28 9.21 0.80% 9.27% 13.15% 0.70 NHAECI 986.12 985.01 1.11 0.11% 0.62% 7.79% 0.08 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 (202441 ) 3 1VS Commodity Return vs Volatility 2 /∣∣|| 0.00%1.00%2.00%3.00%4.00%5.00%6.00%-4.00%-2.00%0.00%2.00%4.00%LPGPTAPVC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 (202441 ) 4 3 Proportion of Change in Position 4 -10.00%-5.00%0.00%5.00%10.00%15.00%PTALPGPVC0.500.700.901.101.301.501.701.902.102.3013/12/2415/12/2417/12/2419/12/2421/12/2423/12/24NHCINHPMINHIINHAI0.000.501.001.502.002.503.003.504.0013/12/2415/12/2417/12/2419/12/2421/12/2423/12/24NHMINHECINHNFINHFI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 (202441 ) 5 5 6 0.700.800.901.001.101.201.3023/3/2223/5/2223/7/2223/9/2223/11/2224/1/2224/3/22NHCINHPMINHIINHAI0.700.800.901.001.101.2023/3/2223/5/2223/7/2223/9/2223/11/2224/1/2224/3/22NHMINHECINHNFINHFI0.700.800.901.001.101.201.301.401.50NHEINHPCINHCCINHFMI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 (202441 ) 6 7· 0.700.800.901.001.101.201.30NHBMINHOOINHAECINHCIMi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 (202441 ) 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