(2024411 ) 1 (2024411 ) 0.31%1.47%0.38%-0.65%-0.27% 1.98%0.46%-0.53%-0.04% 3.21%-2.01% 1 Index Market Data Today Close Pre.Close Points % ARR An.Vol Sharpe Ratio NHCI 2648.37 2640.16 8.20 0.31% 13.55% 12.42% 1.09 NHPMI 940.32 946.03 -5.72 -0.60% 29.63% 12.10% 2.45 NHII 4112.42 4092.82 19.60 0.48% 7.78% 13.83% 0.56 NHMI 6636.69 6611.34 25.36 0.38% 3.71% 13.74% 0.27 NHECI 2040.38 2030.64 9.74 0.48% 10.02% 16.04% 0.62 NHNFI 1694.43 1699.09 -4.67 -0.27% 4.84% 12.08% 0.40 NHFI 2965.73 2922.70 43.03 1.47% -3.79% 20.73% -0.18 NHAI 1088.63 1095.79 -7.15 -0.65% 2.68% 10.87% 0.25 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 (2024411 ) 2 2 Today Close Pre.Close Points % ARR An.Vol Sharpe Ratio NHCIMi 1269.34 1271.07 -1.73 -0.14% 1.76% 13.39% 0.13 NHEI 1260.00 1243.13 16.87 1.36% 8.15% 15.10% 0.54 NHPCI 1117.47 1117.91 -0.44 -0.04% 0.06% 7.57% 0.01 NHCCI 1262.64 1268.03 -5.38 -0.42% -0.51% 8.26% -0.06 NHFMI 1198.31 1175.10 23.21 1.98% -16.08% 26.04% -0.62 NHBMI 980.18 975.70 4.48 0.46% -11.87% 15.23% -0.78 NHOOI 1157.59 1161.95 -4.36 -0.38% 6.25% 13.34% 0.47 NHAECI 981.82 987.03 -5.21 -0.53% -1.45% 7.53% -0.19 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 (2024411 ) 3 1VS Commodity Return vs Volatility 2 /∣∣|| 0.00%2.00%4.00%6.00%8.00%-3.00%-2.00%-1.00%0.00%1.00%2.00%3.00%4.00%PVCLPGPTA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 (2024411 ) 4 3 Proportion of Change in Position 4 -10.00%-5.00%0.00%5.00%10.00%15.00%20.00%PTALPGPVC0.500.700.901.101.301.501.701.902.102.3014/1/216/1/218/1/220/1/222/1/224/1/2NHCINHPMINHIINHAI0.000.501.001.502.002.503.003.504.0014/1/216/1/218/1/220/1/222/1/224/1/2NHMINHECINHNFINHFI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 (2024411 ) 5 5 6 0.700.800.901.001.101.201.301.4023/3/3023/5/3023/7/3023/9/3023/11/3024/1/3124/3/31NHCINHPMINHIINHAI0.700.800.901.001.101.2023/3/3023/5/3023/7/3023/9/3023/11/3024/1/3124/3/31NHMINHECINHNFINHFI0.700.800.901.001.101.201.301.401.50NHEINHPCINHCCINHFMI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 (2024411 ) 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 (2024411 ) 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