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中证500美元对冲指数
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中证500美元对冲指数报5763.54点
Sou Hu Cai Jing· 2025-08-18 08:24
Core Insights - The CSI 500 USD Hedged Index reported a significant increase, closing at 5763.54 points, indicating a strong performance in the market [1] - Over the past month, the index has risen by 9.37%, while it has increased by 15.76% over the last three months and 16.38% year-to-date [1] Index Details - The CSI USD Hedged Index simulates an investment strategy for investors using USD to invest in the index while hedging against exchange rate risks through long positions in one-month forward contracts of USD to offshore RMB [1] - The index automatically rolls over its forward positions at the end of each month, and it has a base date of December 31, 2010, with a base point of 4936.716 [2]
中证500美元对冲指数报5641.76点
Jin Rong Jie· 2025-08-15 08:21
Core Viewpoint - The China Securities 500 USD Hedged Index has shown significant growth, with a 7.03% increase over the past month, 11.68% over the past three months, and a year-to-date increase of 13.92% [1] Group 1: Index Performance - The China Securities 500 USD Hedged Index reported a value of 5641.76 points [1] - The index has increased by 7.03% in the last month [1] - Over the last three months, the index has risen by 11.68% [1] - Year-to-date, the index has experienced a growth of 13.92% [1] Group 2: Investment Strategy - The index simulates an investment strategy where investors use USD to invest in the underlying index while hedging exchange rate risks through long positions in one-month forward contracts of USD against offshore RMB [1] - Forward contracts are rolled over at the end of each month [1] - The index is based on a reference date of December 31, 2010, with a base point of 4936.716 [1]
中证500美元对冲指数报5545.14点
Jin Rong Jie· 2025-08-11 08:14
Group 1 - The Shanghai Composite Index increased by 0.34% [1] - The CSI 500 USD Hedged Index reported a value of 5545.14 points [1] - The CSI 500 USD Hedged Index has risen by 6.01% over the past month, 10.31% over the past three months, and 11.97% year-to-date [1] Group 2 - The CSI Currency Hedged Index simulates an investment strategy for investors using USD to invest in the index while hedging exchange rate risks through long contracts on the USD to offshore RMB one-month forward [1] - The forward contracts are automatically rolled over at the end of each month [2]
中证500美元对冲指数报5526.40点
Jin Rong Jie· 2025-08-06 08:38
Group 1 - The core viewpoint of the article highlights the performance of the CSI 500 USD Hedged Index, which has shown significant growth over the past month, three months, and year-to-date [1] - The CSI 500 USD Hedged Index reported a 6.86% increase over the last month, a 12.80% increase over the last three months, and an 11.59% increase year-to-date [1] - The index simulates an investment strategy that hedges exchange rate risks through long contracts on the USD to offshore RMB one-month forward, with positions automatically rolling over at the end of each month [2]
中证500美元对冲指数报5488.79点
Jin Rong Jie· 2025-08-05 11:54
Core Viewpoint - The China Securities 500 USD Hedged Index has shown significant growth, indicating a positive trend in the market and investor sentiment towards USD-denominated investments in China [1] Group 1: Index Performance - The China Securities 500 USD Hedged Index reported a value of 5488.79 points [1] - The index has increased by 6.13% over the past month, 12.03% over the past three months, and 10.83% year-to-date [1] Group 2: Investment Strategy - The index simulates an investment strategy where investors use USD to invest in the underlying index while hedging against exchange rate risks through long positions in one-month forward contracts of USD to offshore RMB [1] - Forward contracts are rolled over automatically at the end of each month, ensuring continuous exposure [1] Group 3: Index Base Information - The index is based on December 31, 2010, with a base point of 4936.716 [1] - There are no adjustments made to the index, maintaining its integrity over time [1]
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].