商品期权市场全景数据报告

OptionMarketDataReport 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 【行情复盘】 节前商品期权各标的整体波动趋缓，过节效应明显，碳酸锂和锰硅则延续高波动。期权市场方面，商品期权成交量整体出现上升。目前苯乙烯期权、花生期权、铁矿石期权、纯碱期权、螺纹期权等认沽合约成交最为活跃,而PVC期权、碳酸锂期权、工业硅期权、橡胶期权、聚丙烯期权等则在认购期权上交投更为积极。在持仓PCR方面,铁矿石期权、豆油期权、纯碱期权、铜期权、黄金期权等处于高位,碳酸锂期权、PVC期权、烧碱期权、工业硅期权、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 【交易策略】 成文时间：2024年5月5日星期日 近期大宗商品市场波动剧烈，预计未来节后将延续。此外，近十年来，五一后大宗商品整体表现偏空，5月也下跌居多，建议近期涨幅较大的品种高位要注意盈利保护。 多头趋势品种:铝、豆二、铜、纯碱、硅铁、锰硅、锌 空头趋势品种:棉花、白糖 高波动品种有：锰硅、工业硅、锌、碳酸锂、硅铁、烧碱、黄金、白银、铜、白糖 更多精彩内容请关注方正中期官方微信 目录 市场数据汇总................................................................................................................................3一、豆粕期权(M)...........................................................................................................................5二、白糖期权(SR)..........................................................................................................................8三、铜期权(CU)...........................................................................................................................11四、玉米期权(C)..........................................................................................................................14五、棉花期权(CF)........................................................................................................................17六、橡胶期权(RU).......................................................................................................................20七、铁矿石期权(I).......................................................................................................................23八、PTA期权(TA).........................................................................................................................26九、甲醇期权(MA)......................................................................................................................29十、黄金期权(AU).......................................................................................................................32十一、菜籽粕期权(RM)...............................................................................................................35十二、聚丙烯期权(PP)................................................................................................................38十三、塑料期权(L)......................................................................................................................41十四、PVC期权(V).......................................................................................................................44十五、铝期权(AL)........................................................................................................................47十六、锌期权(ZN)........................................................................................................................50十七、棕榈油期权(P)..................................................................................................................53 商品期权市场全景数据报告 十八、原油期权(SC)....................................................................................................................56十九、豆一期权(A)......................................................................................................................59二十、豆二期权(B)......................................................................................................................62二十一、豆油期权(Y)..................................................................................................................65二十二、花生期权(PK)................................................................................................................68二十三、菜油期权(OI).................................................................................................................71二十四、工业硅期权(SI)..............................................................................................................74二十五、白银期权(AG)................................................................................................................77二十六、螺纹期权(RB)................................................................................................................80二十七、乙二醇期权(EG)............................................................................................................83二十八、苯乙烯期权(EB)............................................................................................................86二十九、碳酸锂期权(LC).............................................................................................................89三十、合成橡胶期权(BR)............................................................................................................92三十一、PX期权(PX)...................................................................................................................95三十二、烧碱期权(SH)................................................................................................................98三十三、尿素期权(UR).............................................................