(2024412 ) 1 (2024412 ) 0.72%3.37%0.33% 2.13%0.2%-0.33%-0.17% 5.63%-1.5% 1 Index Market Data Today Close Pre.Close Points % ARR An.Vol Sharpe Ratio NHCI 2667.50 2648.37 19.14 0.72% 13.96% 12.44% 1.12 NHPMI 972.01 940.32 31.69 3.37% 32.90% 12.51% 2.63 NHII 4136.55 4112.42 24.14 0.59% 8.23% 13.84% 0.59 NHMI 6689.71 6636.69 53.02 0.80% 4.22% 13.76% 0.31 NHECI 2047.14 2040.38 6.76 0.33% 10.37% 16.04% 0.65 NHNFI 1702.87 1694.43 8.45 0.50% 5.49% 12.09% 0.45 NHFI 3007.64 2965.73 41.91 1.41% -3.00% 20.77% -0.14 NHAI 1082.68 1088.63 -5.96 -0.55% 1.81% 10.88% 0.17 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 (2024412 ) 2 2 Today Close Pre.Close Points % ARR An.Vol Sharpe Ratio NHCIMi 1285.62 1269.34 16.28 1.28% 5.14% 13.31% 0.39 NHEI 1271.67 1260.00 11.68 0.93% 7.44% 14.91% 0.50 NHPCI 1115.08 1117.47 -2.39 -0.21% -0.25% 7.58% -0.03 NHCCI 1265.19 1262.64 2.55 0.20% 0.44% 8.17% 0.05 NHFMI 1223.86 1198.31 25.55 2.13% -13.46% 26.62% -0.51 NHBMI 983.36 980.18 3.19 0.33% -11.47% 15.27% -0.75 NHOOI 1153.81 1157.59 -3.78 -0.33% 7.21% 13.10% 0.55 NHAECI 980.12 981.82 -1.69 -0.17% -0.99% 7.44% -0.13 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 (2024412 ) 3 1VS Commodity Return vs Volatility 2 /∣∣|| 0.00%1.00%2.00%3.00%4.00%5.00%6.00%-2.00%-1.00%0.00%1.00%2.00%3.00%4.00%5.00%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 (2024412 ) 4 3 Proportion of Change in Position 4 -8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%LPGPVCPTA0.500.700.901.101.301.501.701.902.102.3014/1/316/1/318/1/320/1/322/1/324/1/3NHCINHPMINHIINHAI0.000.501.001.502.002.503.003.504.0014/1/316/1/318/1/320/1/322/1/324/1/3NHMINHECINHNFINHFI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 (2024412 ) 5 5 6 0.700.800.901.001.101.201.301.4023/3/3123/5/3123/7/3123/9/3023/11/3024/1/3124/3/31NHCINHPMINHIINHAI0.700.750.800.850.900.951.001.051.101.1523/3/3123/5/3123/7/3123/9/3023/11/3024/1/3124/3/31NHMINHECINHNFINHFI0.700.800.901.001.101.201.301.401.50NHEINHPCINHCCINHFMI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 (2024412 ) 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 (2024412 ) 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