(2024425 ) 1 (2024425 ) -0.13%0.91%0.23%-1.26%-0.19% 0.62%0.09%-1.33%-0.03% 5.73%-3.07% 1 Index Market Data Today Close Pre.Close Points % ARR An.Vol Sharpe Ratio NHCI 2677.73 2681.32 -3.59 -0.13% 14.42% 12.50% 1.15 NHPMI 931.31 933.09 -1.78 -0.19% 21.99% 12.67% 1.74 NHII 4193.21 4183.62 9.59 0.23% 10.78% 13.92% 0.77 NHMI 6873.73 6856.15 17.58 0.26% 10.13% 14.06% 0.72 NHECI 2056.80 2051.63 5.17 0.25% 10.51% 15.99% 0.66 NHNFI 1741.41 1725.67 15.74 0.91% 8.47% 12.50% 0.68 NHFI 3106.08 3113.39 -7.32 -0.24% 7.50% 20.73% 0.36 NHAI 1060.57 1074.05 -13.48 -1.26% 0.84% 10.99% 0.08 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 (2024425 ) 2 2 Today Close Pre.Close Points % ARR An.Vol Sharpe Ratio NHCIMi 1303.13 1301.99 1.14 0.09% 5.32% 14.00% 0.38 NHEI 1265.44 1264.18 1.25 0.10% 9.92% 14.79% 0.67 NHPCI 1106.89 1107.93 -1.04 -0.09% -0.28% 6.92% -0.04 NHCCI 1296.50 1288.52 7.98 0.62% 3.30% 8.25% 0.40 NHFMI 1279.53 1282.60 -3.07 -0.24% -5.07% 28.66% -0.18 NHBMI 996.00 996.31 -0.31 -0.03% -6.99% 15.68% -0.45 NHOOI 1143.01 1158.47 -15.47 -1.33% 8.81% 13.19% 0.67 NHAECI 933.36 942.77 -9.41 -1.00% -6.65% 8.54% -0.78 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 (2024425 ) 3 1VS Commodity Return vs Volatility 2 /∣∣|| 0.00%2.00%4.00%6.00%8.00%10.00%-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%PVCLPGPTA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 (2024425 ) 4 3 Proportion of Change in Position 4 -15.00%-10.00%-5.00%0.00%5.00%10.00%PVCPTALPG0.500.700.901.101.301.501.701.902.102.3014/1/1616/1/1618/1/1620/1/1622/1/1624/1/16NHCINHPMINHIINHAI0.000.501.001.502.002.503.003.504.0014/1/1616/1/1618/1/1620/1/1622/1/1624/1/16NHMINHECINHNFINHFI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 (2024425 ) 5 5 6 0.700.800.901.001.101.201.3023/4/1423/6/1423/8/1423/10/1423/12/1424/2/1424/4/14NHCINHPMINHIINHAI0.700.800.901.001.101.201.3023/4/1423/6/1423/8/1423/10/1423/12/1424/2/1424/4/14NHMINHECINHNFINHFI0.700.800.901.001.101.201.301.401.50NHEINHPCINHCCINHFMI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 (2024425 ) 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 (2024425 ) 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