南华商品指数日报

(2024416 ) 1 (2024416 ) -0.66%-1.82%-0.03% 0.32%-1.65%-0.1% 1.88%-3.34% 1 Index Market Data Today Close Pre.Close Points % ARR An.Vol Sharpe Ratio NHCI 2647.52 2665.21 -17.69 -0.66% 12.23% 12.45% 0.98 NHPMI 963.05 963.37 -0.32 -0.03% 32.28% 12.47% 2.59 NHII 4103.41 4137.74 -34.33 -0.83% 6.66% 13.86% 0.48 NHMI 6593.36 6695.58 -102.22 -1.53% 3.79% 13.82% 0.27 NHECI 2043.60 2047.29 -3.69 -0.18% 8.04% 15.98% 0.50 NHNFI 1674.13 1705.21 -31.08 -1.82% 3.82% 12.21% 0.31 NHFI 2981.30 3014.92 -33.62 -1.12% -1.74% 20.59% -0.08 NHAI 1075.37 1084.39 -9.02 -0.83% 0.44% 10.89% 0.04 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 (2024416 ) 2 2 Today Close Pre.Close Points % ARR An.Vol Sharpe Ratio NHCIMi 1271.80 1286.38 -14.57 -1.13% 4.29% 13.22% 0.32 NHEI 1270.90 1266.84 4.06 0.32% 8.13% 14.44% 0.56 NHPCI 1117.52 1118.64 -1.12 -0.10% 0.12% 7.53% 0.02 NHCCI 1270.23 1273.97 -3.74 -0.29% 1.19% 7.89% 0.15 NHFMI 1210.05 1230.32 -20.27 -1.65% -12.94% 26.61% -0.49 NHBMI 974.21 978.50 -4.29 -0.44% -10.94% 15.01% -0.73 NHOOI 1152.18 1155.05 -2.87 -0.25% 11.51% 11.63% 0.99 NHAECI 967.04 976.57 -9.53 -0.98% -2.48% 7.71% -0.32 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 (2024416 ) 3 1VS Commodity Return vs Volatility 2 /∣∣|| 0.00%2.00%4.00%6.00%8.00%-4.00%-3.00%-2.00%-1.00%0.00%1.00%2.00%PTALPGPVC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 (2024416 ) 4 3 Proportion of Change in Position 4 -10.00%-5.00%0.00%5.00%10.00%15.00%20.00%PTAPVCLPG0.500.700.901.101.301.501.701.902.102.3014/1/716/1/718/1/720/1/722/1/724/1/7NHCINHPMINHIINHAI0.000.501.001.502.002.503.003.504.0014/1/716/1/718/1/720/1/722/1/724/1/7NHMINHECINHNFINHFI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 (2024416 ) 5 5 6 0.700.800.901.001.101.201.301.4023/4/423/6/423/8/423/10/423/12/424/2/424/4/4NHCINHPMINHIINHAI0.700.800.901.001.101.2023/4/423/6/423/8/423/10/423/12/424/2/424/4/4NHMINHECINHNFINHFI0.700.800.901.001.101.201.301.401.50NHEINHPCINHCCINHFMI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 (2024416 ) 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 (2024416 ) 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