Group 1: Report Overview - The report is the Nanhua Commodity Index Daily Report on May 8, 2025, prepared by the Nanhua Index Group [2][3] Group 2: Index Performance - The Nanhua Composite Index (NHCI) closed at 2381.95, down -0.96% from the previous trading day, with an annualized return rate (ARR) of -9.82% and an annualized volatility (An.Vol) of 13.94% [4] - Among the sector indices, the Nanhua Precious Metals Index (NHPMI) had the largest decline of -1.68%, while the Nanhua Agricultural Products Index (NHAI) had the smallest decline of -0.29% [1][4] - Among the theme indices, the Energy Index (NHEI) had the largest decline of -1.63% [5] - Among the single - variety indices of commodity futures, the plywood index had the largest increase of 4.12%, and the iron ore index had the largest decline of -2.05% [1][5] Group 3: Contribution Analysis - For the Nanhua Composite Index, PTA contributed 5.99%, while silver contributed -8.30% [11] - For the Nanhua Mini - Composite Index, cotton contributed negatively, and no positive - contributing varieties were clearly shown in the provided table [11] - For the Nanhua Industrial Products Index, PTA contributed 7.22%, and natural rubber contributed -26.35% [11] Group 4: Single - Variety Index Details - In the energy and chemical sector, iron ore had a decline of -2.05%, and hot - rolled had an increase of 2.86% [18] - In the agricultural products sector, rapeseed oil had a decline of -0.33%, and palm oil had a decline of -1.94% [20] Group 5: Other Information - The calculation method of the rise - fall ratio in the report is (today's closing price - yesterday's closing price) / yesterday's closing price, and the contribution is the product of the rise - fall ratio and the weight [21] - The Nanhua Commodity Index excludes the price difference when the commodity contract is changed, reflecting the real return of investing in commodity futures [21]

南华商品指数：能化板块领涨，黑色板块下跌 王怡琳 2025-04-17 16:53:50 摘要：依照相邻交易日的收盘价计算，今日南华综合指数上涨0.85%。板块指数中，只有南华黑色指数，下 跌-0.19%，其余板块均是上涨，涨幅最大的板块是南华能化指数，涨幅为0.98%，涨幅最小的板块是南华贵金 属指数，涨幅为0.25%。 主题指数中，涨幅最大的主题指数是能源指数，上涨2.16%，涨幅最小的主题指数是 煤制化工指数，涨幅为0.26%，跌幅最大的主题指数是建材指数，跌幅为-0.35%，跌幅最小的主题指数是黑色 原材料指数，跌幅为-0.33%。 商品期货单品种指数中，涨幅最大的单品种指数是低硫燃料油，上涨3.3 2025年4月17日 南华指数小组 曹扬慧 (Z0000505) 赵 搏 (F03103098) 王怡琳 (F03118352) 投资咨询业务资格:证监许可【2011】1290号 南华商品指数市场数据 | 指数名标 | 今收擋 | 昨收盘 | 点数 | 日帰 | 年化收益率 | 年化波动率 | Sharpe | | --- | --- | --- | --- | --- | --- | --- | --- ...

Report Industry Investment Rating - Not mentioned in the provided content Core Viewpoints - On April 10, 2025, the Nanhua Composite Index rose 2.66% based on the closing prices of adjacent trading days. All sector indices and theme indices increased. Among sector indices, the Nanhua Energy and Chemical Index had the largest increase of 3.28%, and the Nanhua Agricultural Products Index had the smallest increase of 0.58%. Among theme indices, the Energy Index had the largest increase of 3.66%, and the Oilseeds and Oils Index had the smallest increase of 0.38%. In the single - variety index of commodity futures, the 20 - rubber index had the largest increase of 5.97%, and the Rapeseed Meal index had the largest decline of - 2.3% [1][4][5] Summary by Related Catalogs Market Data of Nanhua Commodity Index - The Nanhua Composite Index closed at 2415.62, up 2.66% from the previous trading day, with an annualized return of - 4.30% and an annualized volatility of 13.93%. Other indices such as the Precious Metals Index, Industrial Products Index, etc., also had corresponding closing prices, daily changes, annualized returns, and annualized volatilities [4] Contribution of Varieties to Indices - For the Nanhua Composite Index, varieties like crude oil had a positive contribution of 24.96%, while some had negative contributions. Similar situations existed for the Nanhua Mini - Composite Index, Nanhua Industrial Products Index, and Nanhua Metal Index [9] Historical Trend of Indices - There are historical trend charts of the Nanhua Composite Index, sector indices, and theme indices (normalized), which can reflect the historical performance of these indices [11][13] Industrial Chain and Single - Variety Index Changes - In the energy and chemical sector, some varieties such as 20 - rubber had a significant increase of 5.97% on the day, and the industrial chain relationship between varieties was presented. In the agricultural products sector, the Rapeseed Meal index had the largest decline of - 2.3%, and the industrial chain relationship between agricultural products was also shown [15][19]