南华商品指数日报

11 19 ) (2024 0.61% 1.31% 1.6% 2.36% LPG -0.73% 0.34% 1 IndexMarketData Today Sharpe 2.9% % Pre.ClosePoints ARRAn.Vol Ratio CloseNHCI2521.14 2488.57 32.57 1.31% -0.88% 13.14% -0.07 NHPMI1025.22 1009.11 16.11 1.60% 29.91% 17.81% 1.68 NHII3772.52 3727.05 45.47 1.22% -5.91% 14.54% -0.41 NHMI6320.06 6257.25 62.81 1.00% -3.28% 15.85% -0.21 1819.80 1794.96 24.84 1.38% -8.80% 15.08% -0.58 NHNFI1636.76 1626.80 9.97 0.61% 3.87% 14.34% 0.27 NHFI2715.64 2679.63 36.01 1.34% -14.83% 22.99% -0.65 NHAI1092.53 1085.76 6.76 0.62% -3.11% 10.14% -0.31 Z00005050571-87839251 cyh@nawaa.com F031030980571-87839263 nhzhaobo@nawaa.com F031183520571-87839263 wyl@nawaa.com 20111290 NHECI 2 TodayPre.ClosePointsClose ARRAn.Vol SharpeRatio NHCIMi 1165.381153.90 11.480.99% 2.30% 23.09% 0.10 % NHEI1094.811069.5425.272.36%3.89%23.41%0.17 NHPCI1008.931001.667.260.73%-0.82%17.49%-0.05 NHFMI NHCCI1140.971133.227.760.68%-0.05%19.63%0.00 1099.021082.7516.271.50%6.29%38.40%0.16 NHBMI861.66852.049.631.13%4.40%27.54%0.16 NHOOI1204.001193.4410.560.89%5.10%14.03%0.36 NHAECI895.58892.553.030.34%4.40%11.23%0.39 1 VS CommodityReturnvsVolatility 3.50% 3.00% 2.50% 2.00% 1.50% 1.00% 0.50% 0.00% -0.50% -1.00% 40.00% 35.00% 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% 0.00% 3 ProportionofChangeinPosition 2 /∣∣| | 8.00% 6.00% 4.00% 2.00% 0.00% -2.00% -4.00% -6.00% -8.00% PVC PTA LPG -10.00% 4 3.00 2.50 2.00 1.50 1.00 0.50 0.00 14/8/816/8/818/8/820/8/822/8/824/8/8 NHCINHPMINHIINHAI 4.00 3.50 3.00 2.50 2.00 1.50 1.00 0.50 0.00 14/8/816/8/818/8/820/8/822/8/824/8/8 NHMINHECINHNFINHFI 5 1.50 1.40 1.30 1.20 1.10 1.00 0.90 0.80 0.70 23/11/824/1/824/3/824/5/824/7/824/9/824/11/8 NHCINHPMINHIINHAI 1.30 1.20 1.10 1.00 0.90 0.80 0.70 23/11/824/1/824/3/824/5/824/7/824/9/824/11/8 NHMINHECINHNFINHFI 6 1.50 1.40 1.30 1.20 1.10 1.00 0.90 0.80 0.70 NHEINHPCINHCCINHFMI 1.40 1.30 1.20 1.10 1.00 0.90 0.80 0.70 NHBMINHOOINHAECINHCIMi 9 · / “ ” 136 310008 4008888910 www.nanhua.net 603093 APP