南华商品指数日报

(2024515 ) 1 (2024515 ) -0.11%0.75%0.01%-0.52%-0.09% 0.46%0.24%-0.68%-0.08% 2.43%-3.77% 1 Index Market Data Today Close Pre.Close Points % ARR An.Vol Sharpe Ratio NHCI 2660.37 2663.34 -2.98 -0.11% 18.21% 12.25% 1.49 NHPMI 952.63 945.55 7.08 0.75% 26.20% 12.90% 2.03 NHII 4135.11 4142.88 -7.77 -0.19% 14.71% 13.62% 1.08 NHMI 6901.80 6925.96 -24.16 -0.35% 13.72% 13.89% 0.99 NHECI 2001.63 2003.50 -1.87 -0.09% 14.01% 15.61% 0.90 NHNFI 1778.82 1778.41 0.41 0.02% 10.88% 12.39% 0.88 NHFI 3034.96 3050.89 -15.92 -0.52% 12.31% 20.68% 0.59 NHAI 1086.15 1086.01 0.14 0.01% 3.06% 10.99% 0.28 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 (2024515 ) 2 2 Today Close Pre.Close Points % ARR An.Vol Sharpe Ratio NHCIMi 1297.62 1298.63 -1.01 -0.08% 6.45% 14.54% 0.44 NHEI 1198.25 1204.49 -6.24 -0.52% -1.75% 14.53% -0.12 NHPCI 1097.47 1094.84 2.63 0.24% -1.27% 6.24% -0.20 NHCCI 1291.25 1287.36 3.89 0.30% 3.52% 7.71% 0.46 NHFMI 1243.16 1251.62 -8.46 -0.68% -3.14% 27.93% -0.11 NHBMI 990.45 991.24 -0.79 -0.08% -4.40% 15.51% -0.28 NHOOI 1190.66 1185.23 5.43 0.46% 9.32% 14.76% 0.63 NHAECI 920.74 926.65 -5.90 -0.64% -9.14% 7.84% -1.17 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 (2024515 ) 3 1VS Commodity Return vs Volatility 2 /∣∣|| 0.00%2.00%4.00%6.00%8.00%10.00%12.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%1.00%2.00%3.00%PVCPTALPG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 (2024515 ) 4 3 Proportion of Change in Position 4 -10.00%-5.00%0.00%5.00%10.00%15.00%20.00%PVCLPGPTA0.500.700.901.101.301.501.701.902.102.3014/2/716/2/718/2/720/2/722/2/724/2/7NHCINHPMINHIINHAI0.000.501.001.502.002.503.003.504.0014/2/716/2/718/2/720/2/722/2/724/2/7NHMINHECINHNFINHFI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 (2024515 ) 5 5 6 0.700.800.901.001.101.201.3023/5/423/7/423/9/423/11/424/1/424/3/424/5/4NHCINHPMINHIINHAI0.700.800.901.001.101.201.301.4023/5/423/7/423/9/423/11/424/1/424/3/424/5/4NHMINHECINHNFINHFI0.700.800.901.001.101.201.301.401.50NHEINHPCINHCCINHFMI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 (2024515 ) 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 (2024515 ) 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