南华商品指数日报

12 28 ) (2023 -0.66% 0.26% -1.29% -0.03%。 -1.76%-0.11% 1.44% 1 IndexMarketData Today Sharpe -2.14% % Pre.ClosePoints ARRAn.Vol Ratio CloseNHCI2556.09 2573.14 -17.05 -0.66% 11.54% 13.21% 0.87 NHPMI811.99 812.21 -0.22 -0.03% 16.54% 12.41% 1.33 NHII4045.18 4075.43 -30.25 -0.74% 7.78% 14.85% 0.52 NHMI6704.12 6737.04 -32.93 -0.49% 8.08% 14.32% 0.56 1982.08 1999.85 -17.77 -0.89% 7.11% 17.23% 0.41 NHNFI1567.21 1563.22 3.99 0.26% -3.81% 13.59% -0.28 NHFI3334.92 3378.40 -43.48 -1.29% 12.96% 20.23% 0.64 NHAI1075.33 1079.49 -4.16 -0.39% -0.86% 10.93% -0.08 Z00005050571-87839251 cyh@nawaa.com F031030980571-87839263 nhzhaobo@nawaa.com F031183520571-87839263 wyl@nawaa.com NHECI 2 TodayPre.ClosePointsClose ARRAn.Vol SharpeRatio NHCIMi 1268.131274.65 -6.53-0.51%17.36% 10.89% 1.59 % NHEI1188.201207.69-19.49-1.61%-15.10%23.40%-0.65 NHPCI1109.841114.95-5.11-0.46%3.24%12.27%0.26 NHFMI NHCCI1261.131264.05-2.92-0.23%16.26%13.62%1.19 1362.561386.92-24.36-1.76%24.15%19.16%1.26 NHBMI1093.171100.64-7.47-0.68%14.59%13.37%1.09 NHOOI1152.061155.50-3.44-0.30%2.44%13.71%0.18 8 2023613 61 20 NHAECI978.82979.85-1.03-0.11%-1.68%9.01%-0.19 3 PTA PTA 2 1 1 VS CommodityReturnvsVolatility 2.00% 1.00% 0.00% -1.00% -2.00% LPG PTA PVC -3.00% 5.00% 4.00% 3.00% 2.00% 1.00% 0.00% 2 /∣∣| | 3 ProportionofChangeinPosition 20.00% 15.00% 10.00% 5.00% 0.00% -5.00% -10.00% PVC PTA LPG -15.00% 4 2.30 2.10 1.90 1.70 1.50 1.30 1.10 0.90 0.70 0.50 13/9/2415/9/2417/9/2419/9/2421/9/2423/9/24 NHCINHPMINHIINHAI 4.00 3.50 3.00 2.50 2.00 1.50 1.00 0.50 0.00 13/9/2415/9/2417/9/2419/9/2421/9/2423/9/24 NHMINHECINHNFINHFI 5 1.20 1.10 1.00 0.90 0.80 0.70 22/12/2023/2/2023/4/2023/6/2023/8/2023/10/2023/12/20 NHCINHPMINHIINHAI 1.20 1.10 1.00 0.90 0.80 0.70 22/12/2023/2/2023/4/2023/6/2023/8/2023/10/2023/12/20 NHMINHECINHNFINHFI 6 1.50 1.40 1.30 1.20 1.10 1.00 0.90 0.80 0.70 NHEINHPCINHCCINHFMI 1.30 1.20 1.10 1.00 0.90 0.80 0.70 23/6/13 NHBMINHOOINHAECINHCIMi 7 · 8 · 9 · / “ ” 136 310008 4008888910 www.nanhua.net 603093