南华商品指数日报

(202449 ) 1 (202449 ) 0.91%1.68%0.47% -0.05%2.22%0.07% 3.03%-1.74% 1 Index Market Data Today Close Pre.Close Points % ARR An.Vol Sharpe Ratio NHCI 2632.88 2609.11 23.77 0.91% 14.09% 12.44% 1.13 NHPMI 942.36 937.94 4.42 0.47% 29.96% 12.09% 2.48 NHII 4075.41 4036.47 38.94 0.96% 7.90% 13.83% 0.57 NHMI 6558.43 6485.28 73.15 1.13% 3.66% 13.75% 0.27 NHECI 2031.93 2016.19 15.73 0.78% 10.35% 16.04% 0.65 NHNFI 1668.36 1660.25 8.11 0.49% 4.40% 11.98% 0.37 NHFI 2927.63 2879.30 48.33 1.68% -4.91% 20.67% -0.24 NHAI 1097.20 1091.65 5.55 0.51% 4.24% 10.88% 0.39 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 (202449 ) 2 2 Today Close Pre.Close Points % ARR An.Vol Sharpe Ratio NHCIMi 1268.56 1251.19 17.37 1.39% 0.47% 13.49% 0.03 NHEI 1248.57 1235.41 13.15 1.06% 7.40% 14.78% 0.50 NHPCI 1119.08 1119.66 -0.58 -0.05% 0.59% 7.72% 0.08 NHCCI 1261.71 1260.80 0.92 0.07% -0.49% 8.36% -0.06 NHFMI 1177.10 1151.52 25.58 2.22% -16.57% 25.77% -0.64 NHBMI 977.27 969.00 8.27 0.85% -11.27% 15.35% -0.73 NHOOI 1163.50 1159.54 3.97 0.34% 7.51% 13.49% 0.56 NHAECI 985.13 983.78 1.35 0.14% -1.19% 7.43% -0.16 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 (202449 ) 3 1VS Commodity Return vs Volatility 2 /∣∣|| 0.00%2.00%4.00%6.00%8.00%-1.00%0.00%1.00%2.00%3.00%4.00%LPGPVCPTA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 (202449 ) 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%PVCLPGPTA0.500.700.901.101.301.501.701.902.102.3013/12/3015/12/3017/12/3019/12/3021/12/3023/12/30NHCINHPMINHIINHAI0.000.501.001.502.002.503.003.504.0013/12/3015/12/3017/12/3019/12/3021/12/3023/12/30NHMINHECINHNFINHFI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 (202449 ) 5 5 6 0.700.800.901.001.101.201.301.4023/3/2823/5/2823/7/2823/9/2823/11/2824/1/2824/3/28NHCINHPMINHIINHAI0.700.800.901.001.101.2023/3/2823/5/2823/7/2823/9/2823/11/2824/1/2824/3/28NHMINHECINHNFINHFI0.700.800.901.001.101.201.301.401.50NHEINHPCINHCCINHFMI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 (202449 ) 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 (202449 ) 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