中证500美元对冲指数

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中证500美元对冲指数报5641.76点
Jin Rong Jie· 2025-08-15 08:21
资料显示,原则上不对指数进行调整,指数中的远期仓位在每月底自动展期。 金融界8月15日消息,上证指数低开高走,中证500美元对冲指数 (500美元对冲,H30406)报5641.76点。 数据统计显示,中证500美元对冲指数近一个月上涨7.03%,近三个月上涨11.68%,年至今上涨 13.92%。 据了解,中证汇率对冲指数模拟投资者以美元投资标的指数,并通过美元兑离岸人民币一个月远期的多 头合约对冲汇率风险的投资策略,其中远期合约每月底进行展期。该指数以2010年12月31日为基日,以 4936.716点为基点。 作者:行情君 本文源自:金融界 ...
中证500美元对冲指数报5456.48点
Jin Rong Jie· 2025-08-01 08:13
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].