商品指数日报

(2024417 ) 1 (2024417 ) -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 2664.98 2647.52 17.46 0.66% 12.95% 12.46% 1.04 NHPMI 964.94 963.05 1.89 0.20% 31.03% 12.43% 2.50 NHII 4149.71 4103.41 46.30 1.13% 8.13% 13.90% 0.58 NHMI 6727.48 6593.36 134.12 2.03% 6.66% 13.95% 0.48 NHECI 2051.45 2043.60 7.86 0.38% 8.35% 15.98% 0.52 NHNFI 1686.66 1674.13 12.53 0.75% 5.10% 12.22% 0.42 NHFI 3072.43 2981.30 91.14 3.06% 2.45% 20.78% 0.12 NHAI 1063.40 1075.37 -11.97 -1.11% -0.69% 10.95% -0.06 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 (2024417 ) 2 2 Today Close Pre.Close Points % ARR An.Vol Sharpe Ratio NHCIMi 1289.82 1271.80 18.01 1.42% 6.70% 13.45% 0.50 NHEI 1274.62 1270.90 3.72 0.29% 9.88% 14.17% 0.70 NHPCI 1119.33 1117.52 1.81 0.16% 0.91% 7.46% 0.12 NHCCI 1277.93 1270.23 7.69 0.61% 2.14% 7.99% 0.27 NHFMI 1256.56 1210.05 46.51 3.84% -6.52% 27.85% -0.23 NHBMI 990.35 974.21 16.14 1.66% -8.08% 15.49% -0.52 NHOOI 1127.30 1152.18 -24.89 -2.16% 7.83% 12.78% 0.61 NHAECI 956.00 967.04 -11.04 -1.14% -3.93% 8.10% -0.49 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 (2024417 ) 3 1VS Commodity Return vs Volatility 2 /∣∣|| 0.00%1.00%2.00%3.00%4.00%5.00%6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%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 (2024417 ) 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%LPGPTAPVC0.500.700.901.101.301.501.701.902.102.3014/1/816/1/818/1/820/1/822/1/824/1/8NHCINHPMINHIINHAI0.000.501.001.502.002.503.003.504.0014/1/816/1/818/1/820/1/822/1/824/1/8NHMINHECINHNFINHFI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 (2024417 ) 5 5 6 0.700.800.901.001.101.201.301.4023/4/623/6/623/8/623/10/623/12/624/2/624/4/6NHCINHPMINHIINHAI0.700.800.901.001.101.2023/4/623/6/623/8/623/10/623/12/624/2/624/4/6NHMINHECINHNFINHFI0.700.800.901.001.101.201.301.401.50NHEINHPCINHCCINHFMI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 (2024417 ) 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 (2024417 ) 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