【南华期货】南华商品指数日报-250113（8页）.pdf

1、(2025113)1 (2025113)2.35%-0.01%3.21%0.74%5.19%1.14%6.46%-0.7%1 Index Market Data Today Close Pre.Close Points%ARR An.Vol Sharpe Ratio NHCI 2551.50 2492.87 58.63 2.35%0.91%12.89%0.07 NHPMI 1048.46 1048.53-0.07-0.01%30.21%17.88%1.69 NHII 3846.56 3753.64 92.92 2.48%-3.98%14.24%-0.28 NHMI 6302.16 6230.7

2、1 71.45 1.15%-5.62%15.85%-0.35 NHECI 1872.87 1814.68 58.20 3.21%-4.15%14.41%-0.29 NHNFI 1648.11 1636.05 12.06 0.74%6.37%14.22%0.45 NHFI 2593.71 2549.04 44.67 1.75%-22.51%22.72%-0.99 NHAI 1045.40 1025.61 19.79 1.93%-1.78%10.13%-0.18 Z0000505 0571-87839251 F03103098 0571-87839263 F03118352 0571-878392

3、63 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(2025113)2 2 Today Close Pre.Close Points%ARR An.Vol Sharpe Ratio NHCIMi 1131.67 1112.91 18.76 1.69%-2.70%12.79%-0.21 NHEI 1198.55 1139.37 59.18 5.19%5.87%18.07%0.32 NHPCI 1025.04 1006.67 18.36 1.82%1.15%10.55%0.11 NHCCI 1122.22 1104.51 17.

4、70 1.60%-0.99%10.63%-0.09 NHFMI 1045.64 1025.05 20.59 2.01%-3.77%19.33%-0.19 NHBMI 822.19 806.99 15.21 1.88%-4.98%14.91%-0.33 NHOOI 1159.62 1129.79 29.83 2.64%-2.87%16.03%-0.18 NHAECI 850.97 841.39 9.58 1.14%-2.83%9.75%-0.29 1VS Commodity Return vs Volatility 0.00%5.00%10.00%15.00%20.00%25.00%30.00%

5、35.00%40.00%45.00%-1.00%0.00%1.00%2.00%3.00%4.00%5.00%6.00%7.00%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(2025113)3 2 /|3 Proportion of Change in Position -10.00%-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%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(2025113)

6、4 4 0.000.501.001.502.002.503.003.5014/10/916/10/918/10/920/10/922/10/924/10/9NHCINHPMINHIINHAI 0.000.501.001.502.002.503.003.504.004.5014/10/916/10/918/10/920/10/922/10/924/10/9NHMINHECINHNFINHFI 5 0.700.800.901.001.101.201.301.4024/1/224/