中证500美元对冲指数报5456.48点

Core Viewpoint - The article discusses the performance of the CSI 500 USD Hedged Index, highlighting its recent growth and the methodology behind its construction [1]. Group 1: Index Performance - The CSI 500 USD Hedged Index reported a value of 5456.48 points, with a decrease of 0.37% in the Shanghai Composite Index [1]. - Over the past month, the CSI 500 USD Hedged Index has increased by 5.47%, and it has risen by 11.37% over the last three months [1]. - Year-to-date, the index has shown a growth of 10.18% [1]. Group 2: Index Methodology - The CSI 500 USD Hedged Index simulates an investment strategy where investors use USD to invest in the index while hedging against exchange rate risks through one-month forward contracts of USD to offshore RMB [1]. - The forward contracts are rolled over automatically at the end of each month, and the index is based on a reference date of December 31, 2010, with a base point of 4936.716 [1]. - The index is not subject to adjustments, maintaining its structure and methodology consistently [1].