南华商品指数日报

12 3 ) (2024 0.35% 1.68% 0.16%-0.16% -0.11% 0.28% 0.03% -0.56%-0.1% -1.54% 4.93% 1 IndexMarketData Today Sharpe % CloseNHCI2530.56 2521.62 8.94 0.35% -0.83% 13.04% -0.06 NHPMI1031.96 1014.95 17.01 1.68% 31.50% 18.04% 1.75 NHII3799.99 3793.81 6.18 0.16% -5.45% 14.42% -0.38 NHMI6394.96 6364.45 30.50 0.48% -3.16% 15.87% -0.20 1826.21 1828.26 -2.05 -0.11% -7.84% 14.80% -0.53 NHNFI1642.44 1637.39 5.05 0.31% 6.13% 14.42% 0.43 NHFI2737.97 2726.84 11.13 0.41% -17.65% 22.90% -0.77 NHAI1078.59 1080.31 -1.72 -0.16% -4.52% 10.12% -0.45 Pre.ClosePoints ARRAn.Vol Ratio Z00005050571-87839251 cyh@nawaa.com F031030980571-87839263 nhzhaobo@nawaa.com F031183520571-87839263 wyl@nawaa.com 20111290 NHECI 2 TodayPre.ClosePointsClose ARRAn.Vol SharpeRatio NHCIMi 1168.331166.49 1.84 0.16% 2.22% 21.47% 0.10 % NHEI1093.371095.93-2.56-0.23%2.77%22.85%0.12 NHPCI1012.481015.60-3.12-0.31%1.78%15.60%0.11 NHFMI NHCCI1135.161141.57-6.41-0.56%2.36%17.77%0.13 1111.921108.863.060.28%7.18%36.88%0.19 NHBMI864.04863.760.280.03%4.96%26.74%0.19 NHOOI1183.301184.82-1.53-0.13%1.88%14.54%0.13 NHAECI909.81910.74-0.93-0.10%3.11%10.75%0.29 1 VS CommodityReturnvsVolatility 4.00% 3.00% 2.00% 1.00% 0.00% -1.00% -2.00% 35.00% 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% PVC 0.00% LPG PTA 2 /∣∣| | 3 ProportionofChangeinPosition 15.00% 10.00% 5.00% 0.00% -5.00% -10.00% PVC LPG PTA -15.00% 4 3.00 2.50 2.00 1.50 1.00 0.50 0.00 14/8/2216/8/2218/8/2220/8/2222/8/2224/8/22 NHCINHPMINHIINHAI 4.00 3.50 3.00 2.50 2.00 1.50 1.00 0.50 0.00 14/8/2216/8/2218/8/2220/8/2222/8/2224/8/22 NHMINHECINHNFINHFI 5 1.50 1.40 1.30 1.20 1.10 1.00 0.90 0.80 0.70 23/11/2224/1/2224/3/2224/5/2224/7/2224/9/2224/11/22 NHCINHPMINHIINHAI 1.30 1.20 1.10 1.00 0.90 0.80 0.70 23/11/2224/1/2224/3/2224/5/2224/7/2224/9/2224/11/22 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