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。期权市场方面，商品期权成交量整体出现下降。目前甲醇期权、铁矿石期权、螺纹期权、烧碱期权、玉米期权等认沽合约成交最为活跃,而锰硅期权、塑料期权、橡胶期权、聚丙烯期权、合成橡胶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、白银期权、棕榈油期权、短纤期权等处于高位,PVC期权、工业硅期权、碳酸锂期权、烧碱期权、橡胶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 3月底国内权益及大宗商品市场均出现大面积回落，风险偏好下降，整体延续弱势。 成文时间：2024年4月8日星期一 4月以来随着权益市场回暖，预计大宗商品反弹。此外，历年4月份大宗商品上涨居多，关注低位品种做多机会。 多头趋势品种：豆一、白银、铝、黄金、棉花、铜、苯乙烯、塑料、豆粕、原油、PTA 空头趋势：苹果、乙二醇、烧碱 空头或反转：铁矿石、螺纹、工业硅、锰硅、尿素 近期高波动品种有：铜、白银、橡胶、棕榈油、铝、螺纹、合成橡胶、烧碱、锰硅、锌、白糖、苹果、PVC、工业硅 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、聚丙烯期权(PP)...................................................................................................................................46十三、塑料期权(L).........................................................................................................................................50十四、PVC期权(V).........................................................................................................................................54十五、铝期权(AL)...........................................................................................................................................58十六、锌期权(ZN)..........................................................................................................................................62十七、棕榈油期权(P).....................................................................................................................................66十八、原油期权(SC).......................................................................................................................................70十九、豆一期权(A)........................................................................................................................................74二十、豆二期权(B).........................................................................................................................................78二十一、豆油期权(Y).....................................................................................................................................82二十二、花生期权(PK)...................................................................................................................................86 二十三、菜油期权(OI)...................................................................................................................................90二十四、工业硅期权(SI)................................................................................................................................94二十五、白银期权(AG)..................................................................................................................................98二十六、螺纹期权(RB)................................................................................................................................102二十七、乙二醇期权(EG)............................................................................................................................106二十八、苯乙烯期权(EB).............................................................................................................................110二十九、碳酸锂期权(LC).............................................................................................................................114三十、合成橡胶期权(BR)......................................