【南华期货】南华商品指数日报-250110（8页）.pdf

1、(2025110)1 (2025110)0.53%-0.15%0.82%0.21%1.35%0.01%-0.23%-0.13%。3.76%-2.23%1 Index Market Data Today Close Pre.Close Points%ARR An.Vol Sharpe Ratio NHCI 2492.87 2479.73 13.14 0.53%-2.47%12.72%-0.19 NHPMI 1048.53 1041.92 6.61 0.63%29.13%17.91%1.63 NHII 3753.64 3743.60 10.05 0.27%-7.21%14.05%-0.51 NHM

2、I 6230.71 6217.40 13.31 0.21%-7.06%15.81%-0.45 NHECI 1814.68 1808.35 6.33 0.35%-8.45%14.12%-0.60 NHNFI 1636.05 1629.73 6.32 0.39%4.39%14.24%0.31 NHFI 2549.04 2552.92-3.88-0.15%-23.57%22.65%-1.04 NHAI 1025.61 1017.30 8.31 0.82%-4.62%9.99%-0.46 Z0000505 0571-87839251 F03103098 0571-87839263 F03118352

3、0571-87839263 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(2025110)2 2 Today Close Pre.Close Points%ARR An.Vol Sharpe Ratio NHCIMi 1112.91 1111.64 1.27 0.11%-3.19%12.43%-0.26 NHEI 1139.37 1129.64 9.72 0.86%1.57%14.19%0.11 NHPCI 1006.67 1005.61 1.06 0.11%-0.81%10.08%-0.08 NHCCI 1104.51 1

4、104.44 0.08 0.01%-2.89%10.38%-0.28 NHFMI 1025.05 1026.48-1.44-0.14%-6.26%19.16%-0.33 NHBMI 806.99 808.87-1.89-0.23%-6.75%14.24%-0.47 NHOOI 1129.79 1114.79 15.00 1.35%-3.94%14.91%-0.26 NHAECI 841.39 842.46-1.07-0.13%-3.80%9.34%-0.41 1VS Commodity Return vs Volatility 0.00%5.00%10.00%15.00%20.00%25.00

5、%30.00%35.00%-3.00%-2.00%-1.00%0.00%1.00%2.00%3.00%4.00%5.00%LPGPVCPTA 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(2025110)3 2 /|3 Proportion of Change in Position -10.00%-5.00%0.00%5.00%10.00%15.00%PTAPVCLPG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(2025110)4 4 0.000.501.001.502.002.503.

6、003.5014/10/816/10/818/10/820/10/822/10/824/10/8NHCINHPMINHIINHAI 0.000.501.001.502.002.503.003.504.004.5014/10/816/10/818/10/820/10/822/10/824/10/8NHMINHECINHNFINHFI 5 0.700.800.901.001.101.201.301.4023/12/2924/2/2924/4/3024/6/3024/8/3124/