南华商品指数日报

(202448 ) 1 (202448 ) 1.46%3.45%0.63% 3.67%0.31%-0.99%-0.14% 5.71%-3.58% 1 Index Market Data Today Close Pre.Close Points % ARR An.Vol Sharpe Ratio NHCI 2609.11 2571.61 37.50 1.46% 12.70% 12.41% 1.02 NHPMI 937.94 906.66 31.27 3.45% 28.75% 12.10% 2.38 NHII 4036.47 3967.66 68.81 1.73% 6.72% 13.80% 0.49 NHMI 6485.28 6303.63 181.65 2.88% 2.25% 13.70% 0.16 NHECI 2016.19 2003.67 12.53 0.63% 9.55% 16.02% 0.60 NHNFI 1660.25 1627.53 32.72 2.01% 3.11% 12.00% 0.26 NHFI 2879.30 2791.44 87.86 3.15% -6.41% 20.61% -0.31 NHAI 1091.65 1099.34 -7.69 -0.70% 2.67% 10.92% 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 (202448 ) 2 2 Today Close Pre.Close Points % ARR An.Vol Sharpe Ratio NHCIMi 1251.19 1215.84 35.35 2.91% -2.41% 13.31% -0.18 NHEI 1235.41 1231.26 4.15 0.34% 8.08% 14.98% 0.54 NHPCI 1119.66 1122.02 -2.37 -0.21% 1.79% 7.98% 0.22 NHCCI 1260.80 1256.92 3.88 0.31% 0.60% 8.63% 0.07 NHFMI 1151.52 1110.80 40.72 3.67% -17.74% 25.33% -0.70 NHBMI 969.00 944.82 24.18 2.56% -11.51% 15.29% -0.75 NHOOI 1159.54 1171.08 -11.54 -0.99% 7.41% 13.49% 0.55 NHAECI 983.78 985.12 -1.34 -0.14% -0.60% 7.56% -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 (202448 ) 3 1VS Commodity Return vs Volatility 2 /∣∣|| 0.00%2.00%4.00%6.00%8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%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 (202448 ) 4 3 Proportion of Change in Position 4 -15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%PTAPVCLPG0.500.700.901.101.301.501.701.902.102.3013/12/2715/12/2717/12/2719/12/2721/12/2723/12/27NHCINHPMINHIINHAI0.000.501.001.502.002.503.003.504.0013/12/2715/12/2717/12/2719/12/2721/12/2723/12/27NHMINHECINHNFINHFI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 (202448 ) 5 5 6 0.700.800.901.001.101.201.301.4023/3/2723/5/2723/7/2723/9/2723/11/2724/1/2724/3/27NHCINHPMINHIINHAI0.700.800.901.001.101.2023/3/2723/5/2723/7/2723/9/2723/11/2724/1/2724/3/27NHMINHECINHNFINHFI0.700.800.901.001.101.201.301.401.50NHEINHPCINHCCINHFMI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 (202448 ) 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 (202448 ) 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