南华商品指数

Report Summary 1. Index Performance - The Nanhua Composite Index rose 0.16% based on the closing prices of adjacent trading days [1][4]. - Among the sector indices, only the Nanhua Precious Metals Index fell -0.71%, while the rest rose. The Nanhua Black Index had the largest increase of 1.07%, and the Nanhua Energy - Chemical Index had the smallest increase of 0.02% [1][4]. - Among the theme indices, the Black Raw Materials Index had the largest increase of 1.41%, and the Mini - Composite Index had the smallest increase of 0.02%. The Energy Index had the largest decline of -0.28%, and the Petrochemical Index had the smallest decline of -0.01% [1][4]. - In the commodity futures single - variety indices, the Industrial Silicon index had the largest increase of 4.02%, and the Natural Rubber index had the largest decline of -1.15% [1][4]. 2. Index Data Details | Index Name | Today Close | Pre. Close | Points | Daily % | ARR | An. Vol | Sharpe Ratio | | --- | --- | --- | --- | --- | --- | --- | --- | | Composite Index NHCl | 2449.47 | 2445.63 | 3.84 | 0.16% | -6.46% | 13.94% | -0.46 | | Precious Metals Index NHPMI | 1225.37 | 1234.09 | -8.72 | -0.71% | 27.57% | 17.47% | 1.58 | | Industrial Products Index NHII | 3533.86 | 3518.77 | 15.08 | 0.43% | -13.09% | 15.87% | -0.82 | | Metal Index NHMI | 6150.34 | 6096.11 | 54.23 | 0.89% | -7.58% | 14.94% | -0.51 | | Energy - Chemical Index NHECI | 1647.50 | 1647.11 | 0.40 | 0.02% | -17.78% | 17.91% | -0.99 | | Non - Ferrous Metals Index NHNF | 1666.87 | 1652.05 | 14.82 | 0.90% | -2.07% | 13.67% | -0.15 | | Black Index NHFI | 2358.92 | 2333.97 | 24.95 | 1.07% | -21.21% | 21.24% | -1.00 | | Agricultural Products Index NHAI | 1078.11 | 1077.63 | 0.48 | 0.04% | 1.92% | 9.75% | 0.20 | | Mini - Composite Index NHCIMi | 1133.71 | 1133.53 | 0.18 | 0.02% | -0.66% | 16.23% | -0.04 | | Energy Index NHEI | 1052.31 | 1055.27 | -2.96 | -0.28% | 1.47% | 33.50% | 0.04 | | Petrochemical Index NHPCI | 952.38 | 952.48 | -0.10 | -0.01% | 2.43% | 17.25% | 0.14 | | Coal - Chemical Index NHCCI | 1037.31 | 1039.38 | -2.06 | -0.20% | 1.23% | 16.56% | 0.07 | | Black Raw Materials Index NHFM | 951.79 | 938.54 | 13.26 | 1.41% | -1.43% | 18.24% | -0.08 | | Building Materials Index NHBMI | 722.76 | 717.71 | 5.05 | 0.70% | -2.25% | 14.06% | -0.16 | | Oilseeds and Oils Index NHOOI | 1201.42 | 1200.02 | 1.39 | 0.12% | 0.31% | 10.27% | 0.03 | | Economic Crops Index NHAECI | 892.00 | 892.08 | -0.08 | -0.01% | 0.81% | 7.00% | 0.12 | [4] 3. Single - Variety Index in Agricultural Sector - In the agricultural products sector, the single - variety index daily returns include: soybean oil 0.19%, rapeseed oil - 0.17%, soybean meal 0.34%, rapeseed - 0.33%, live pigs - 0.25%, palm oil 0.35%, and corn [7]. 4. Single - Variety Index in Energy - Chemical Sector - In the energy - chemical sector, the single - variety index daily returns include: synthetic ammonia 0.03%, ethylene - 0.25%, LPG - 0.21%, hydrocarbons - 0.87%, and low - sulfur fuel oil - 0.06% [12].