商品期权市场策略日报

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 商品期权各标的多数收涨，黑色反弹，油脂油料冲高回落。期权市场方面，商品期权成交量整体出现上升。目前尿素期权、铁矿石期权、原油期权、豆一期权、螺纹期权等认沽合约成交最为活跃,而PVC期权、聚丙烯期权、塑料期权、铝期权、PX期权等则在认购期权上交投更为积极。在持仓PCR方面,原油期权、黄金期权、棕榈油期权、甲醇期权、玉米期权等处于高位,PVC期权、PX期权、碳酸锂期权、工业硅期权、聚丙烯期权等期权品种则处于相对低位。 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 成文时间：2024年3月18日星期一 当前市场风险偏好回升。但是美联储降息预期再度降低，此外，历年3月份大宗商品下跌居多，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。 多头趋势品种：白银、合成橡胶、铜、苯乙烯、碳酸锂、甲醇、菜油、棕榈油、花生、聚丙烯、橡胶、原油、PVC 多头或反转：黄金 空头趋势：铁矿石、螺纹、硅铁、工业硅、锰硅 近期高波动品种有：橡胶、合成橡胶、铁矿石、螺纹、乙二醇、棕榈油、白银、菜油、尿素、LPG、黄金、豆二、豆粕、塑料、铜、烧碱、PVC 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).............................................................................................................................................14五、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)........