商品期权市场策略日报

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 短线期权各标的波动放大，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。海外宏观方面，美联储12月议息会议落地，本轮加息或已结束。2024年或有3次降息，3月份迎来首次降息。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 空头趋势品种:豆一、豆二、豆粕、甲醇、LPG、聚丙烯、菜粕、锰硅、尿素空头趋势或发生反转品种:碳酸锂、菜油今日日内高波动品种有：玉米、碳酸锂、白糖、铁矿石、苹果、橡胶近期日间高波动品种有：乙二醇、橡胶、碳酸锂、甲醇、苹果、尿素、聚丙烯 成文时间：2024年1月11日星期四 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)...........................................................................................................................................19六、橡胶期权(RU)..........................................................................................................................................23七、铁矿石期权(I)..........................................................................................................................................27八、PTA期权(TA)...........................................................................................................................................31九、甲醇期权(MA).........................................................................................................................................35十、黄金期权(AU)..........................................................................................................................................39十一、菜籽粕期权(RM).................................................................................................................................43十二、LPG期权(PG).......................................................................................................................................47十三、聚丙烯期权(PP)...................................................................................................................................51十四、塑料期权(L).........................................................................................................................................55十五、PVC期权(V).........................................................................................................................................59十六、铝期权(AL)...........................................................................................................................................63十七、锌期权(ZN)..........................................................................................................................................67十八、棕榈油期权(P).....................................................................................................................................71十九、原油期权(SC).......................................................................................................................................75二十、豆一期权(A)........................................................................................................................................79二十一、豆二期权(B).....................................................................................................................................83二十二、豆油期权(Y).....................................................................................................................................87 二十三、花生期权(PK)...................................................................................................................................91二十四、菜油期权(OI)...................................................................................................................................95二十五、工业硅期权(SI)................................................................................................................................99二十六、白银期权(AG)................................................................................................................................103二十七、螺纹期权(RB)................................................................................................................................107二十八、乙二醇期权(EG)............................................................................................................................111二十九、苯乙烯期权(EB).............................................................................................................................115三十、碳酸锂期权(LC).................................................................................................................................119三十一、合成橡胶期权(BR)................................................................