【南华期货】南华商品指数日报-250114（8页）.pdf

1、(2025114)1 (2025114)0.12%1.08%0.18%-1.4%-0.21%1.3%0.14%-0.46%-0.11%203.26%-2.99%1 Index Market Data Today Close Pre.Close Points%ARR An.Vol Sharpe Ratio NHCI 2554.61 2551.50 3.11 0.12%0.15%12.86%0.01 NHPMI 1033.81 1048.46-14.65-1.40%27.62%17.94%1.54 NHII 3857.39 3846.56 10.83 0.28%-4.85%14.19%-0.34

2、NHMI 6334.59 6302.16 32.43 0.51%-6.25%15.82%-0.40 NHECI 1876.79 1872.87 3.91 0.21%-5.15%14.36%-0.36 NHNFI 1644.73 1648.11-3.38-0.21%5.31%14.20%0.37 NHFI 2621.75 2593.71 28.05 1.08%-22.95%22.69%-1.01 NHAI 1047.31 1045.40 1.91 0.18%-1.26%10.12%-0.12 Z0000505 0571-87839251 F03103098 0571-87839263 F0311

3、8352 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(2025114)2 2 Today Close Pre.Close Points%ARR An.Vol Sharpe Ratio NHCIMi 1138.87 1131.67 7.20 0.64%-1.97%12.84%-0.15 NHEI 1193.01 1198.55-5.54-0.46%4.45%17.82%0.25 NHPCI 1023.91 1025.04-1.13-0.11%-0.05%9.78%0.00 NHCCI 1127.0

4、8 1122.22 4.87 0.43%-1.73%9.98%-0.17 NHFMI 1059.21 1045.64 13.57 1.30%-4.18%18.99%-0.22 NHBMI 831.49 822.19 9.30 1.13%-4.96%14.92%-0.33 NHOOI 1161.54 1159.62 1.92 0.17%-4.00%15.28%-0.26 NHAECI 852.16 850.97 1.19 0.14%-3.48%9.29%-0.37 1VS Commodity Return vs Volatility 0.00%5.00%10.00%15.00%20.00%25.

5、00%30.00%35.00%40.00%45.00%50.00%-3.00%-2.00%-1.00%0.00%1.00%2.00%3.00%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(2025114)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%12.00%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

6、南华期货(2025114)4 4 0.000.501.001.502.002.503.003.5014/10/1016/10/1018/10/1020/10/1022/10/1024/10/10NHCINHPMINHIINHAI 0.000.501.001.502.002.503.003.504.004.5014/10/1016/10/1018/10/1020/10/1022/10/1024/10/10NHMINHECINHNFINHFI 5 0.700.800.901.00