【南华期货】南华商品指数日报-250103（8页）.pdf

1、(202513)1 (202513)-0.57%0.65%-1.85%-0.64%0.4%-2.54%-0.69%1.99%-6.32%1 Index Market Data Today Close Pre.Close Points%ARR An.Vol Sharpe Ratio NHCI 2485.73 2499.96-14.23-0.57%-2.55%12.77%-0.20 NHPMI 1031.86 1025.24 6.63 0.65%28.12%17.89%1.57 NHII 3750.87 3781.19-30.33-0.80%-7.31%14.12%-0.52 NHMI 6199.

2、92 6269.49-69.58-1.11%-7.13%15.82%-0.45 NHECI 1816.64 1828.34-11.69-0.64%-8.75%14.24%-0.61 NHNFI 1605.04 1618.03-12.99-0.80%3.43%14.22%0.24 NHFI 2596.00 2645.02-49.02-1.85%-22.44%22.69%-0.99 NHAI 1033.99 1043.54-9.55-0.92%-3.58%9.94%-0.36 Z0000505 0571-87839251 F03103098 0571-87839263 F03118352 0571

3、-87839263 20111290 南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货(202513)2 2 Today Close Pre.Close Points%ARR An.Vol Sharpe Ratio NHCIMi 1119.91 1136.50-16.59-1.46%-4.35%14.49%-0.30 NHEI 1131.96 1127.43 4.53 0.40%3.26%14.26%0.23 NHPCI 1004.92 1011.95-7.03-0.69%-0.09%9.16%-0.01 NHCCI 1108.20 1122.0

4、6-13.86-1.24%-1.80%10.07%-0.18 NHFMI 1046.27 1073.53-27.25-2.54%-4.26%19.73%-0.22 NHBMI 822.27 830.13-7.86-0.95%-5.41%14.34%-0.38 NHOOI 1139.16 1148.95-9.79-0.85%-3.00%14.83%-0.20 NHAECI 849.89 860.48-10.59-1.23%-1.67%11.42%-0.15 1VS Commodity Return vs Volatility 0.00%5.00%10.00%15.00%20.00%25.00%3

5、0.00%35.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%1.00%2.00%3.00%PTALPGPVC 南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货(202513)3 2 /|3 Proportion of Change in Position -15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%PVCPTALPG南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货南华期货(202513)4 4 0.0

6、00.501.001.502.002.503.003.5014/9/2416/9/2418/9/2420/9/2422/9/2424/9/24NHCINHPMINHIINHAI 0.000.501.001.502.002.503.003.504.004.5014/9/2416/9/2418/9/2420/9/2422/9/2424/9/24NHMINHECINHNFINHFI 5 0.700.800.901.001.101.201.301.4023/12/2224/2/222