商品期权市场策略周报

OptionMarketStrategyReport 投资咨询业务资格：京证监许可【2012】75号 要点： 作者：金融衍生品研究中心牛秋乐执业编号：F0268914(从业)Z0002616(投资咨询)联系方式：010-68578820/niuqiule@foundersc.com 近期期权各标的波动明显加大，短线市场风险偏好回升。从中长期来看，随着国内经济回暖，国内品种方面，预计未来大概率也是以震荡抬升为主。等待回调做多信号，谨慎追涨。海外宏观方面，美联储年内加息概率较小，本轮加息已近尾声。明年3月份或迎来首次降息。与海外关联度较高的品种，单边期货持仓的投资者建议利用期权保险或备兑策略做好风险管理。 作者：金融衍生品研究中心冯世佃执业编号：F3049858(从业)Z0015710(投资咨询)联系方式：fengshidian@foundersc.com 具体品种来看，参与波段趋势性行情的投资者，多头趋势可关注纯碱等品种。 成文时间：2023年12月10日星期日 空头趋势品种有:铝、原油、白糖。 参与波动率交易投资者，可关注近期日内及日间高波动的相关品种。 日内高波动品种有：白糖、碳酸锂、硅铁、纯碱、苹果、尿素、铁矿石、锰硅、橡胶、塑料、花生、PVC、聚丙烯、棕榈油、菜油等； 近期日间高波动品种则有LPG、工业硅、苹果、黄金、硅铁、PVC、白糖、锰硅、菜油、白银、橡胶、棕榈油、尿素、纯碱、原油、塑料、锌等。。 更多精彩内容请关注方正中期官方微信 目录 一、豆粕期权(M).............................................................................................................................................2二、白糖期权(SR).............................................................................................................................................6三、铜期权(CU)..............................................................................................................................................10四、玉米期权(C).............................................................................................................................................15五、棉花期权(CF)...........................................................................................................................................18六、橡胶期权(RU)..........................................................................................................................................22七、铁矿石期权(I)..........................................................................................................................................26八、PTA期权(TA)...........................................................................................................................................30九、甲醇期权(MA).........................................................................................................................................34十、黄金期权(AU)..........................................................................................................................................38十一、菜籽粕期权(RM).................................................................................................................................42十二、LPG期权(PG).......................................................................................................................................46十三、聚丙烯期权(PP)...................................................................................................................................50十四、塑料期权(L).........................................................................................................................................54十五、PVC期权(V).........................................................................................................................................58十六、铝期权(AL)...........................................................................................................................................62十七、锌期权(ZN)..........................................................................................................................................66十八、棕榈油期权(P).....................................................................................................................................70十九、原油期权(SC).......................................................................................................................................74二十、豆一期权(A)........................................................................................................................................78二十一、豆二期权(B).....................................................................................................................................82二十二、豆油期权(Y).....................................................................................................................................86 二十三、花生期权(PK)...................................................................................................................................90二十四、菜油期权(OI)...................................................................................................................................94二十五、工业硅期权(SI)................................................................................................................................98二十六、白银期权(AG)................................................................................................................................102二十七、螺纹期权(RB)................................................................................................................................106二十八、乙二醇期权(EG)............................................................................................................................110二十九、苯乙烯期权(EB).............................................................................................................................114三十、碳酸锂期权(LC)........................................................