南华商品指数日报

12 17 ) (2024 -0.13% -0.15% 0.03% -1.05% 1 IndexMarketData Today Sharpe -3.28% -0.43% -0.82% 0.66% % Pre.ClosePoints ARRAn.Vol Ratio CloseNHCI2516.27 2527.22 -10.95 -0.43% 0.56% 13.00% 0.04 NHPMI1027.32 1028.90 -1.58 -0.15% 28.42% 17.91% 1.59 NHII3789.80 3803.20 -13.40 -0.35% -3.60% 14.39% -0.25 NHMI6347.78 6385.42 -37.64 -0.59% -1.38% 15.93% -0.09 1820.89 1824.40 -3.51 -0.19% -6.17% 14.68% -0.42 NHNFI1632.18 1645.38 -13.20 -0.80% 8.48% 14.36% 0.59 NHFI2698.71 2710.18 -11.47 -0.42% -16.63% 22.90% -0.73 NHAI1051.50 1060.21 -8.71 -0.82% -1.95% 9.94% -0.20 Z00005050571-87839251 cyh@nawaa.com F031030980571-87839263 nhzhaobo@nawaa.com F031183520571-87839263 wyl@nawaa.com 20111290 NHECI 2 TodayPre.ClosePointsClose ARRAn.Vol SharpeRatio NHCIMi 1142.941151.84 -8.90-0.77% 2.45% 21.09% 0.12 % NHEI1111.371112.78-1.41-0.13%-2.75%16.76%-0.16 NHPCI1014.631016.78-2.15-0.21%-2.36%11.31%-0.21 NHFMI NHCCI1124.261127.38-3.12-0.28%-3.03%12.45%-0.24 1097.291105.72-8.44-0.76%-3.12%23.37%-0.13 NHBMI846.08845.830.250.03%-3.06%19.81%-0.15 NHOOI1157.051167.44-10.39-0.89%-1.14%14.10%-0.08 NHAECI876.03885.36-9.33-1.05%0.59%10.25%0.06 1 VS CommodityReturnvsVolatility 1.00% 0.50% 0.00% -0.50% -1.00% -1.50% -2.00% -2.50% -3.00% PTA -3.50% 35.00% 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% LPG 0.00% PVC 2 /∣∣| | 3 ProportionofChangeinPosition 8.00% 6.00% 4.00% 2.00% 0.00% -2.00% -4.00% -6.00% PTA LPG PVC -8.00% 4 3.00 2.50 2.00 1.50 1.00 0.50 0.00 14/9/516/9/518/9/520/9/522/9/524/9/5 NHCINHPMINHIINHAI 4.50 4.00 3.50 3.00 2.50 2.00 1.50 1.00 0.50 0.00 14/9/516/9/518/9/520/9/522/9/524/9/5 NHMINHECINHNFINHFI 5 1.40 1.30 1.20 1.10 1.00 0.90 0.80 0.70 23/12/624/2/624/4/624/6/624/8/624/10/624/12/6 NHCINHPMINHIINHAI 1.30 1.20 1.10 1.00 0.90 0.80 0.70 23/12/624/2/624/4/624/6/624/8/624/10/624/12/6 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