南华商品指数日报：所有板块均上涨，有色金属板块领涨-20260327

Group 1: Report Industry Investment Rating - There is no information about the report industry investment rating in the provided content. Group 2: Core View of the Report - According to the closing prices of adjacent trading days, today the Nanhua Comprehensive Index rose by 0.48%. Among the sector indices, only the Nanhua Black Index fell by -0.11%, while the rest of the sectors rose. The sector with the largest increase was the Nanhua Non - ferrous Metals Index, with a gain of 1.38%, and the sector with the smallest increase was the Nanhua Agricultural Products Index, with a gain of 0.17%. Among the theme indices, the theme index with the largest increase was the Coal - to - Chemical Index, rising by 1.9%, and the theme index with the smallest increase was the Economic Crops Index, rising by 0.17%. The theme index with the largest decline was the Building Materials Index, falling by -0.25%, and the theme index with the smallest decline was the Black Raw Materials Index, falling by -0.05%. Among the single - variety indices of commodity futures, the single - variety index with the largest increase was Lithium Carbonate, rising by 7.17%, and the single - variety index with the largest decline was Soybean No.1, falling by -1.61% [1][3]. Group 3: Summary by Relevant Catalogs 1. Nanhua Commodity Index Market Data - Comprehensive Index: The Nanhua Comprehensive Index (NHCI) closed at 3073.18 today, up 14.78 points or 0.48% from yesterday's close of 3058.40, with an annualized return rate of 21.21%, an annualized volatility of 15.16%, and a Sharpe ratio of 1.40 [3]. - Sector Indices: - Precious Metals Index (NHPMI): Closed at 1917.80, up 3.84 points or 0.20% from 1913.97, with an annualized return rate of 68.99%, an annualized volatility of 35.64%, and a Sharpe ratio of 1.94 [3]. - Industrial Products Index (MHII): Closed at 4222.06, up 24.67 points or 0.59% from 4197.40, with an annualized return rate of 12.74%, an annualized volatility of 17.10%, and a Sharpe ratio of 0.74 [3]. - Metal Index (NHMI): Closed at 7194.10, up 55.24 points or 0.77% from 7138.86, with an annualized return rate of 14.44%, an annualized volatility of 17.74%, and a Sharpe ratio of 0.74 [3]. - Non - ferrous Metals Index (NHNF): Closed at 2062.70, up 27.52 points or 1.38% from 2020.70, with an annualized return rate of 16.85%, an annualized volatility of 18.62%, and a Sharpe ratio of 0.90 [3]. - Black Index (NHFI): Closed at 2607.54, down 2.76 points or -0.11% from 2610.30, with an annualized return rate of 1.66%, an annualized volatility of 15.96%, and a Sharpe ratio of 0.10 [3]. - Agricultural Products Index (NHAI): Closed at 1087.68, up 1.83 points or 0.17% from 1085.85, with an annualized return rate of 7.90% [3]. - Mini - Comprehensive Index (NHCIMi): Closed at 1423.96, up 6.30 points or 0.44% from 1417.66, with an annualized return rate of 7.49%, an annualized volatility of 26.53%, and a Sharpe ratio of 0.28 [3]. - Energy Index (NHEI): Closed at 1511.54, up 14.10 points or 0.94% from 1497.44, with an annualized return rate of 16.96%, an annualized volatility of 61.34%, and a Sharpe ratio of 0.28 [3]. - Petrochemical Index (NHPCI): Closed at 1272.16, up 22.06 points or 1.76% from 1250.10, with an annualized return rate of 12.95%, an annualized volatility of 38.05%, and a Sharpe ratio of 0.34 [3]. - Coal - to - Chemical Index (NHCCI): Closed at 1257.99, up 23.40 points or 1.90% from 1234.58, with an annualized return rate of 11.52%, an annualized volatility of 38.48%, and a Sharpe ratio of 0.30 [3]. - Black Raw Materials Index (NHFM): Closed at 1108.64, down 0.53 points or -0.05% from 1109.17, with an annualized return rate of 16.10%, and a Sharpe ratio of 0.03 [3]. - Building Materials Index (NHBMI): Closed at 708.49, down 1.81 points or -0.25% from 710.29, with an annualized return rate of 0.43%, an annualized volatility of 14.14%, and a Sharpe ratio of 0.03 [3]. - Oilseeds and Oils Index (NHOOI): Closed at 1321.37, up 2.34 points or 0.18% from 1319.02, with an annualized return rate of 2.91%, an annualized volatility of 15.52%, and a Sharpe ratio of 0.19 [3]. - Economic Crops Index (NHAECI): Closed at 974.60, up 1.67 points or 0.17% from 972.93, with an annualized return rate of 10.78%, and a Sharpe ratio of 0.11 [3]. 2. Contribution of Each Variety's Daily Gain or Loss to the Index's Gain or Loss - Nanhua Mini - Comprehensive Index: Crude oil had a positive contribution of 24.76%, while palm oil had a negative contribution of 9.95% [3]. - Nanhua Industrial Products Index: Crude oil had a positive contribution of 49.11%, and palm oil had a negative contribution of 23.11% [3]. - Nanhua Comprehensive Index: Crude oil had a positive contribution of 19.89%, and palm oil had a negative contribution of 9.92% [3]. - Nanhua Metal Index: Lithium Carbonate had a positive contribution of 27.36%, and aluminum had a negative contribution of -5.09% [3]. - Nanhua Energy and Chemical Index: Methanol had a positive contribution of 9.55%, and PVC had a negative contribution of -8.98% [3]. - Nanhua Agricultural Products Index: Palm oil had a positive contribution of 35.86%, and iron ore had a negative contribution of -2.22% [3]. 3. Single - Variety Index Daily Gain or Loss in Different Sectors - Energy and Chemical Sector: Coal rose by 2.17%, LLDPE rose by 2.01%, natural rubber rose by 0.30%, etc. [3]. - Black Sector: Coal rose by 0.91% [4]. - Agricultural Products Sector: Tung oil rose by 1.35%, soybean No.1 fell by -1.61%, rapeseed oil rose by 0.40%, etc. [6].