南华商品指数日报

12 10 ) (2024 0.64% -0.17% 0.12%。 1.9%0.28% -0.47% 2.13% 3.03% -2.62% 1 IndexMarketData Today Sharpe % CloseNHCI2517.09 2501.19 15.90 0.64% -0.58% 13.01% -0.04 NHPMI1040.37 1031.30 9.07 0.88% 29.50% 17.94% 1.64 NHII3781.75 3750.73 31.02 0.83% -4.78% 14.41% -0.33 NHMI6424.62 6362.43 62.19 0.98% -1.08% 15.88% -0.07 1801.30 1788.38 12.92 0.72% -8.42% 14.78% -0.57 NHNFI1655.53 1650.89 4.64 0.28% 8.30% 14.32% 0.58 NHFI2736.12 2684.99 51.13 1.90% -16.85% 22.88% -0.74 NHAI1063.01 1064.86 -1.85 -0.17% -3.92% 10.05% -0.39 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 1163.071152.44 10.630.92% 4.59% 21.12% 0.22 % NHEI1080.951072.388.570.80%0.95%22.64%0.04 NHPCI998.50993.195.310.53%-0.92%14.18%-0.07 NHFMI NHCCI1120.181110.679.510.86%-2.06%15.93%-0.13 1114.251094.2619.991.83%0.90%33.13%0.03 NHBMI854.33836.5517.782.13%-0.86%24.86%-0.03 NHOOI1163.181168.73-5.55-0.47%-1.19%13.97%-0.08 NHAECI896.53895.431.100.12%0.67%10.52%0.06 1 VS CommodityReturnvsVolatility 4.00% 3.00% 2.00% 1.00% 0.00% -1.00% -2.00% PVC -3.00% 40.00% 35.00% 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% 0.00% PTA LPG 2 /∣∣| | 3 ProportionofChangeinPosition 6.00% 4.00% 2.00% 0.00% -2.00% -4.00% -6.00% -8.00% -10.00% -12.00% -14.00% LPGPTA PVC -16.00% 4 3.00 2.50 2.00 1.50 1.00 0.50 0.00 14/8/2916/8/2918/8/2920/8/2922/8/2924/8/29 NHCINHPMINHIINHAI 4.00 3.50 3.00 2.50 2.00 1.50 1.00 0.50 0.00 14/8/2916/8/2918/8/2920/8/2922/8/2924/8/29 NHMINHECINHNFINHFI 5 1.40 1.30 1.20 1.10 1.00 0.90 0.80 0.70 23/11/2924/1/2924/3/2924/5/2924/7/2924/9/2924/11/29 NHCINHPMINHIINHAI 1.30 1.20 1.10 1.00 0.90 0.80 0.70 23/11/2924/1/2924/3/2924/5/2924/7/2924/9/2924/11/29 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