商品指数:农产品板块上涨,有色板块领跌
Nan Hua Qi Huo·2026-01-20 11:47

Group 1: Report Summary - The South China Composite Index fell by -0.73% today based on the closing prices of adjacent trading days [1]. - Among the sector indices, only the South China Agricultural Products Index rose by 0.17%, while the rest declined. The South China Non - Ferrous Metals Index had the largest decline of -2.98%, and the South China Black Index had the smallest decline of -0.44% [1]. - Among the theme indices, the Oilseeds and Oils Index had the largest increase of 0.65%, and the Building Materials Index had the smallest increase of 0.09%. The Energy Index had the largest decline of -1.85%, and the Mini Composite Index had the smallest decline of -0.38% [1]. - Among the single - variety indices of commodity futures, the Rapeseed Oil Index had the largest increase of 2.66%, and the Lithium Carbonate Index had the largest decline of -10.43% [1][3]. Group 2: Index Market Data - South China Composite Index (NHCI): Today's close is 2723.27, down 2.43 points (-0.09%) from yesterday. The annualized return rate is 9.90%, the annualized volatility is 12.00%, and the Sharpe ratio is 0.82 [3]. - Precious Metals Index (NHPMI): Today's close is 2180.86, up 5.64 points (0.26%) from yesterday. The annualized return rate is 110.22%, the annualized volatility is 21.49%, and the Sharpe ratio is 5.13 [3]. - Industrial Products Index (NHII): Today's close is 3586.63, down 18.17 points (-0.50%) from yesterday. The annualized return rate is -3.89%, the annualized volatility is 14.16%, and the Sharpe ratio is -0.28 [3]. - Full - house Index (NHMI): Today's close is 7170.98, down 8.59 points (-0.12%) from yesterday. The annualized return rate is 15.85%, the annualized volatility is 12.79%, and the Sharpe ratio is 1.24 [3]. - Energy and Chemical Index (NHECI): Today's close is 1528.77, down 8.60 points (-0.56%) from yesterday. The annualized return rate is -15.12%, the annualized volatility is 16.84%, and the Sharpe ratio is -0.90 [3]. - Non - Ferrous Metals Index (NHNF): Today's close is 2053.38, up 5.00 points (0.24%) from yesterday. The annualized return rate is 26.48%, the annualized volatility is 14.64%, and the Sharpe ratio is 1.81 [3]. - Black Index (NHFI): Today's close is 2530.10, down 26.38 points (-1.03%) from yesterday. The annualized return rate is -0.47%, the annualized volatility is 16.37%, and the Sharpe ratio is -0.03 [3]. - Agricultural Products Index (NHAI): Today's close is 1052.92, up 0.57 points (0.05%) from yesterday. The annualized return rate is 2.61%, the annualized volatility is 7.89%, and the Sharpe ratio is 0.33 [3]. - Mini Composite Index (NHCIMi): Today's close is 1181.00, down 0.80 points (-0.07%) from yesterday. The annualized return rate is -0.32%, the annualized volatility is 9.13%, and the Sharpe ratio is -0.04 [3]. - Energy Index (NHEI): Today's close is 968.59, down 7.44 points (-0.76%) from yesterday. The annualized return rate is -2.68%, the annualized volatility is 17.50%, and the Sharpe ratio is -0.15 [3]. - Petrochemical Index (NHPCI): Today's close is 907.89, up 1.53 points (0.17%) from yesterday. The annualized return rate is 1.21%, the annualized volatility is 10.55%, and the Sharpe ratio is 0.12 [3]. - Coal - Chemical Index (NHCCI): Today's close is 923.88, down 4.92 points (-0.53%) from yesterday. The annualized return rate is -0.01%, the annualized volatility is 12.24%, and the Sharpe ratio is 0.00 [3]. - Colored Raw Materials Index (NHFM): Today's close is 1054.74, down 13.31 points (-1.25%) from yesterday. The annualized return rate is -0.02%, the annualized volatility is 16.82%, and the Sharpe ratio is 0.00 [3]. - Building Materials Index (NHBMI): Today's close is 687.09, down 5.51 points (-0.79%) from yesterday. The annualized return rate is -0.51%, the annualized volatility is 12.88%, and the Sharpe ratio is -0.04 [3]. - Oilseeds and Oils Index (NHOOl): Today's close is 1216.05, up 6.84 points (0.57%) from yesterday. The annualized return rate is -1.09%, the annualized volatility is 8.42%, and the Sharpe ratio is -0.13 [3]. - Economic Crops Index (NHAECI): Today's close is 921.65, down 3.47 points (-0.37%) from yesterday. The annualized return rate is 0.54%, the annualized volatility is 9.10%, and the Sharpe ratio is 0.06 [3]. Group 3: Other Information - The calculation method of the rise - fall ratio in the text is the ratio of today's closing price to yesterday's closing price, and the contribution degree is the product of the rise - fall ratio and the weight. The South China Commodity Index eliminates the price difference when the commodity contract is rolled over, reflecting the real return of investing in commodity futures [10]. - The contribution degree calculation method used in the text is: the rise - fall ratio of a certain variety on the day / ∑|the rise - fall ratio of each variety on the day|. The colored data bar represents that the variety rose on the day, and the blue data bar represents that the variety fell on the day [10].