【南华期货】南华商品指数日报-250109（8页）.pdf

1、(202519)1 (202519)0.07%-0.86%0.44%0.31%1.64%0.45%-0.95%-0.27%。3.48%-2.32%1 Index Market Data Today Close Pre.Close Points%ARR An.Vol Sharpe Ratio NHCI 2479.73 2477.96 1.77 0.07%-3.63%12.72%-0.29 NHPMI 1041.92 1037.43 4.49 0.43%28.28%17.90%1.58 NHII 3743.60 3731.95 11.64 0.31%-8.14%14.06%-0.58 NHMI 6

2、217.40 6190.05 27.35 0.44%-7.71%15.82%-0.49 NHECI 1808.35 1801.20 7.15 0.40%-9.58%14.14%-0.68 NHNFI 1629.73 1623.47 6.26 0.39%4.25%14.24%0.30 NHFI 2552.92 2542.04 10.88 0.43%-24.43%22.68%-1.08 NHAI 1017.30 1026.11-8.81-0.86%-5.76%9.96%-0.58 Z0000505 0571-87839251 F03103098 0571-87839263 F03118352 05

3、71-87839263 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(202519)2 2 Today Close Pre.Close Points%ARR An.Vol Sharpe Ratio NHCIMi 1111.64 1106.70 4.94 0.45%-2.59%12.65%-0.20 NHEI 1129.64 1135.92-6.28-0.55%1.36%14.11%0.10 NHPCI 1005.61 989.43 16.18 1.64%-0.74%10.09%-0.07 NHCCI 1104.44 1089

4、.71 14.73 1.35%-2.61%10.46%-0.25 NHFMI 1026.48 1018.61 7.87 0.77%-5.74%19.28%-0.30 NHBMI 808.87 805.24 3.63 0.45%-6.25%14.37%-0.43 NHOOI 1114.79 1125.45-10.66-0.95%-5.43%14.65%-0.37 NHAECI 842.46 844.72-2.26-0.27%-4.16%9.42%-0.44 1VS Commodity Return vs Volatility 0.00%5.00%10.00%15.00%20.00%25.00%3

5、0.00%35.00%-3.00%-2.00%-1.00%0.00%1.00%2.00%3.00%4.00%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(202519)3 2 /|3 Proportion of Change in Position -15.00%-10.00%-5.00%0.00%5.00%10.00%LPGPTAPVC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(202519)4 4 0.000.501.001.502.002.503.003.5014/9/3016/9/

6、3018/9/3020/9/3022/9/3024/9/30NHCINHPMINHIINHAI 0.000.501.001.502.002.503.003.504.004.5014/9/3016/9/3018/9/3020/9/3022/9/3024/9/30NHMINHECINHNFINHFI 5 0.700.800.901.001.101.201.301.4023/12/2824/2/2824/4/2824/6/2824/8/2824/10/2824/12/28NHCIN