(2024424 ) 1 (2024424 ) 1.51%2.62%0.51% -0.34%3.66%0.05% 5.55%-1.38% 1 Index Market Data Today Close Pre.Close Points % ARR An.Vol Sharpe Ratio NHCI 2681.32 2641.47 39.85 1.51% 14.27% 12.50% 1.14 NHPMI 933.09 920.68 12.41 1.35% 22.36% 12.66% 1.77 NHII 4183.62 4120.46 63.16 1.53% 10.20% 13.92% 0.73 NHMI 6856.15 6720.92 135.23 2.01% 9.29% 14.07% 0.66 NHECI 2051.63 2029.18 22.45 1.11% 10.08% 15.99% 0.63 NHNFI 1725.67 1704.08 21.59 1.27% 7.66% 12.47% 0.61 NHFI 3113.39 3034.05 79.35 2.62% 6.33% 20.77% 0.30 NHAI 1074.05 1068.65 5.40 0.51% 1.56% 10.93% 0.14 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 (2024424 ) 2 2 Today Close Pre.Close Points % ARR An.Vol Sharpe Ratio NHCIMi 1301.99 1279.26 22.73 1.78% 6.05% 14.05% 0.43 NHEI 1264.18 1240.82 23.36 1.88% 12.44% 15.35% 0.81 NHPCI 1107.93 1107.33 0.60 0.05% -0.03% 6.92% 0.00 NHCCI 1288.52 1283.80 4.72 0.37% 2.68% 8.14% 0.33 NHFMI 1282.60 1237.32 45.28 3.66% -2.31% 29.13% -0.08 NHBMI 996.31 985.14 11.17 1.13% -6.78% 15.69% -0.43 NHOOI 1158.47 1147.97 10.50 0.91% 12.07% 12.90% 0.94 NHAECI 942.77 945.97 -3.19 -0.34% -4.91% 8.43% -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 (2024424 ) 3 1VS Commodity Return vs Volatility 2 /∣∣|| 0.00%2.00%4.00%6.00%8.00%10.00%-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 (2024424 ) 4 3 Proportion of Change in Position 4 -15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%PTALPGPVC0.500.700.901.101.301.501.701.902.102.3014/1/1516/1/1518/1/1520/1/1522/1/1524/1/15NHCINHPMINHIINHAI0.000.501.001.502.002.503.003.504.0014/1/1516/1/1518/1/1520/1/1522/1/1524/1/15NHMINHECINHNFINHFI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 (2024424 ) 5 5 6 0.700.800.901.001.101.201.301.4023/4/1323/6/1323/8/1323/10/1323/12/1324/2/1324/4/13NHCINHPMINHIINHAI0.700.800.901.001.101.201.3023/4/1323/6/1323/8/1323/10/1323/12/1324/2/1324/4/13NHMINHECINHNFINHFI0.700.800.901.001.101.201.301.401.50NHEINHPCINHCCINHFMI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 (2024424 ) 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 (2024424 ) 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