南华商品指数日报

(2024419 ) 1 (2024419 ) 0.37%-0.06%0.84%0.08%。 1.11%0.03%-0.32%-0.07%。 3.11%-1.16% 1 Index Market Data Today Close Pre.Close Points % ARR An.Vol Sharpe Ratio NHCI 2678.67 2668.91 9.76 0.37% 13.36% 12.44% 1.07 NHPMI 967.00 965.30 1.71 0.18% 27.76% 12.21% 2.27 NHII 4183.90 4160.37 23.53 0.57% 9.33% 13.86% 0.67 NHMI 6822.81 6800.42 22.39 0.33% 8.10% 13.90% 0.58 NHECI 2057.75 2043.98 13.77 0.67% 9.39% 15.97% 0.59 NHNFI 1730.08 1715.64 14.44 0.84% 7.85% 12.24% 0.64 NHFI 3084.50 3086.31 -1.81 -0.06% 3.21% 20.75% 0.15 NHAI 1064.57 1063.68 0.90 0.08% -0.41% 10.94% -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 (2024419 ) 2 2 Today Close Pre.Close Points % ARR An.Vol Sharpe Ratio NHCIMi 1301.11 1300.12 0.99 0.08% 7.99% 13.35% 0.60 NHEI 1266.31 1252.43 13.88 1.11% 12.82% 13.96% 0.92 NHPCI 1115.62 1114.56 1.06 0.10% 2.44% 7.03% 0.35 NHCCI 1296.72 1290.69 6.02 0.47% 5.30% 7.99% 0.66 NHFMI 1263.25 1264.10 -0.85 -0.07% -4.15% 27.57% -0.15 NHBMI 990.87 993.87 -3.00 -0.30% -6.49% 15.43% -0.42 NHOOI 1131.12 1130.84 0.28 0.03% 8.72% 12.52% 0.70 NHAECI 943.71 946.76 -3.04 -0.32% -4.83% 8.36% -0.58 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 (2024419 ) 3 1VS Commodity Return vs Volatility 2 /∣∣|| 0.00%2.00%4.00%6.00%8.00%-2.00%-1.00%0.00%1.00%2.00%3.00%4.00%LPGPTAPVC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 (2024419 ) 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%10.00%PVCPTALPG0.500.700.901.101.301.501.701.902.102.3014/1/1016/1/1018/1/1020/1/1022/1/1024/1/10NHCINHPMINHIINHAI0.000.501.001.502.002.503.003.504.0014/1/1016/1/1018/1/1020/1/1022/1/1024/1/10NHMINHECINHNFINHFI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 (2024419 ) 5 5 6 0.700.800.901.001.101.201.301.4023/4/1023/6/1023/8/1023/10/1023/12/1024/2/1024/4/10NHCINHPMINHIINHAI0.700.800.901.001.101.2023/4/1023/6/1023/8/1023/10/1023/12/1024/2/1024/4/10NHMINHECINHNFINHFI0.700.800.901.001.101.201.301.401.50NHEINHPCINHCCINHFMI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 (2024419 ) 6 7· 0.700.800.901.001.101.201.301.40NHBMINHOOINHAECINHCIMi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 (2024419 ) 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