南华商品指数日报

12 23 ) (2024 0.6% -0.13% 1.35%0.42% 0.87% 0.35% -0.49%-0.14% 1 IndexMarketData Today Sharpe -3.8% 2.22% % Pre.ClosePoints ARRAn.Vol Ratio CloseNHCI2483.97 2469.27 14.70 0.60% -2.24% 13.03% -0.17 NHPMI1021.30 1007.72 13.58 1.35% 29.43% 17.96% 1.64 NHII3751.39 3727.93 23.46 0.63% -6.65% 14.37% -0.46 NHMI6284.04 6234.24 49.80 0.80% -5.05% 15.86% -0.32 1803.04 1795.49 7.56 0.42% -8.71% 14.67% -0.59 NHNFI1629.45 1616.71 12.74 0.79% 6.28% 14.27% 0.44 NHFI2641.83 2623.80 18.03 0.69% -21.45% 22.80% -0.94 NHAI1033.00 1034.35 -1.34 -0.13% -4.91% 10.01% -0.49 Z00005050571-87839251 cyh@nawaa.com F031030980571-87839263 nhzhaobo@nawaa.com F031183520571-87839263 wyl@nawaa.com 20111290 NHECI 2 TodayPre.ClosePointsClose ARRAn.Vol SharpeRatio NHCIMi 1132.191123.51 8.68 0.77% -0.07% 19.86% 0.00 % NHEI1097.551091.346.220.57%0.11%15.49%0.01 NHPCI1009.131003.096.050.60%-0.13%10.40%-0.01 NHFMI NHCCI1121.801114.737.070.63%-0.53%11.30%-0.05 1071.791062.549.240.87%-0.40%20.48%-0.02 NHBMI834.04831.152.890.35%-1.51%16.29%-0.09 NHOOI1137.041138.68-1.64-0.14%-1.91%15.52%-0.12 NHAECI856.12860.32-4.21-0.49%-0.84%11.31%-0.07 1 VS CommodityReturnvsVolatility 3.00% 2.00% 1.00% 0.00% -1.00% -2.00% -3.00% -4.00% -5.00% 45.00% 40.00% 35.00% 30.00% 25.00% 20.00% 15.00% 10.00% 5.00% LPG 0.00% PVC PTA 2 /∣∣| | 3 ProportionofChangeinPosition 10.00% 8.00% 6.00% 4.00% 2.00% 0.00% -2.00% -4.00% -6.00% -8.00% -10.00% LPG PTA PVC -12.00% 4 3.50 3.00 2.50 2.00 1.50 1.00 0.50 0.00 14/9/1216/9/1218/9/1220/9/1222/9/1224/9/12 NHCINHPMINHIINHAI 4.50 4.00 3.50 3.00 2.50 2.00 1.50 1.00 0.50 0.00 14/9/1216/9/1218/9/1220/9/1222/9/1224/9/12 NHMINHECINHNFINHFI 5 1.50 1.40 1.30 1.20 1.10 1.00 0.90 0.80 0.70 23/12/1224/2/1224/4/1224/6/1224/8/1224/10/1224/12/12 NHCINHPMINHIINHAI 1.30 1.20 1.10 1.00 0.90 0.80 0.70 23/12/1224/2/1224/4/1224/6/1224/8/1224/10/1224/12/12 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