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】 商品期权各标的多数上涨，波动延续高位，市场风险偏好回升。期权市场方面，商品期权成交量整体出现下降。目前菜籽粕期权、铁矿石期权、苯乙烯期权、尿素期权、铜期权等认沽合约成交最为活跃,而PVC期权、硅铁期权、橡胶期权、工业硅期权、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,铜期权、纯碱期权、苯乙烯期权、铁矿石期权、白银期权等处于高位,PVC期权、苹果期权、碳酸锂期权、橡胶期权、工业硅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19日星期日 近期大宗商品市场波动剧烈，预计未来将延续。此外，近十年来，5月下跌概率较大，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:白银、铝、豆二、铜、塑料、豆粕、甲醇、菜油、硅铁、烧碱、尿素、PVC、豆油、锌 空头或反转：苹果、短纤、LPG、PX、PTA 高波动品种有：硅铁、白银、铜、锰硅、铝、螺纹、黄金、棉花、橡胶、铁矿石、锌 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)....................................................................