(2024423 ) 1 (2024423 ) -0.7%-2.51%-0.43% 1.56%0.12%-1.77%-0.18% 3.98%-7.96% 1 Index Market Data Today Close Pre.Close Points % ARR An.Vol Sharpe Ratio NHCI 2641.47 2660.19 -18.72 -0.70% 12.27% 12.42% 0.99 NHPMI 920.68 944.41 -23.73 -2.51% 22.22% 12.65% 1.76 NHII 4120.46 4164.51 -44.05 -1.06% 8.25% 13.85% 0.60 NHMI 6720.92 6837.06 -116.14 -1.70% 6.72% 13.93% 0.48 NHECI 2029.18 2038.01 -8.83 -0.43% 8.71% 15.96% 0.55 NHNFI 1704.08 1739.05 -34.98 -2.01% 6.52% 12.41% 0.53 NHFI 3034.05 3076.09 -42.05 -1.37% 2.48% 20.64% 0.12 NHAI 1068.65 1062.67 5.98 0.56% 0.30% 10.94% 0.03 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 (2024423 ) 2 2 Today Close Pre.Close Points % ARR An.Vol Sharpe Ratio NHCIMi 1279.26 1297.46 -18.21 -1.40% 4.31% 13.62% 0.32 NHEI 1240.82 1239.28 1.55 0.12% 10.05% 14.85% 0.68 NHPCI 1107.33 1113.16 -5.83 -0.52% 0.73% 7.09% 0.10 NHCCI 1283.80 1297.38 -13.58 -1.05% 3.40% 8.37% 0.41 NHFMI 1237.32 1259.57 -22.25 -1.77% -6.35% 27.84% -0.23 NHBMI 985.14 992.53 -7.38 -0.74% -7.64% 15.46% -0.49 NHOOI 1147.97 1130.34 17.64 1.56% 10.15% 12.91% 0.79 NHAECI 945.97 947.65 -1.68 -0.18% -4.36% 8.43% -0.52 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 (2024423 ) 3 1VS Commodity Return vs Volatility 2 /∣∣|| 0.00%2.00%4.00%6.00%8.00%10.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%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 (2024423 ) 4 3 Proportion of Change in Position 4 -10.00%-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%LPGPVCPTA0.500.700.901.101.301.501.701.902.102.3014/1/1416/1/1418/1/1420/1/1422/1/1424/1/14NHCINHPMINHIINHAI0.000.501.001.502.002.503.003.504.0014/1/1416/1/1418/1/1420/1/1422/1/1424/1/14NHMINHECINHNFINHFI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 (2024423 ) 5 5 6 0.700.800.901.001.101.201.301.4023/4/1223/6/1223/8/1223/10/1223/12/1224/2/1224/4/12NHCINHPMINHIINHAI0.700.800.901.001.101.2023/4/1223/6/1223/8/1223/10/1223/12/1224/2/1224/4/12NHMINHECINHNFINHFI0.700.800.901.001.101.201.301.401.50NHEINHPCINHCCINHFMI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 (2024423 ) 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 (2024423 ) 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