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银河期货商品期权日报

2024-07-10朱王超、李松坤银河期货程***
银河期货商品期权日报

银河期货商品期权日报 400-880-7799www.yhqh.cn日期: 2024-7-8 星期一2024-07-05 豆粕M24093,313-0.42%111.2万-4.75%172.2万-1.20%玉米C24092,459-0.53%41.7万18.52%72.0万4.39%棕榈油P24097,904-1.25%78.7万7.63%54.0万-5.50%豆一A24094,676-0.85%12.2万60.49%15.9万-5.49%豆二B24093,874-1.02%14.0万36.58%9.3万6.42%豆油Y24097,892-1.18%43.6万23.01%62.4万-1.61%白糖SR4096,225-0.57%31.7万12.14%33.8万-2.25%棉花CF40914,595-0.95%35.5万34.54%51.8万1.05%菜籽粕RM4092,6230.15%117.8万11.67%99.8万-1.90%菜籽油OI4098,724-0.91%59.5万-7.51%28.2万-4.71%花生PK4108,756-0.32%6.6万39.33%12.5万1.99%苹果AP4106,8980.00%14.0万68.14%17.3万4.18%工业硅SI240911,245-0.62%22.6万15.05%24.0万1.21%LPGPG24094,634-1.55%9.1万-0.80%9.2万-7.13%聚丙烯PP24097,722-0.62%28.6万-9.83%41.7万-6.38%聚乙烯L24098,469-0.96%34.8万-1.31%41.2万-1.24%PVCV24095,952-1.51%92.0万19.94%93.8万1.65%PTATA4095,944-0.87%69.4万-16.31%99.2万-7.79%甲醇MA4092,523-1.29%60.9万-5.69%68.3万-1.96%橡胶RU240914,610-0.78%23.4万-39.81%22.4万-3.05%原油SC2408628-1.35%8.9万25.09%2.7万-3.62%苯乙烯EB24089,378-0.64%32.2万-25.00%26.7万-2.99%乙二醇EG24094,7120.30%44.3万105.98%42.9万3.05%合成橡胶BR240814,9200.47%7.4万-6.03%2.9万-1.38%烧碱SH4092,637-3.51%10.8万28.51%5.2万12.81%对二甲苯PX4098,558-0.79%4.6万-24.15%7.7万-2.56%纯碱SA4092,040-5.51%173.1万14.18%74.9万2.32%短纤PF4097,630-0.57%11.2万32.90%15.1万99.79%锰硅SM4097,456-1.66%16.2万57.29%29.2万0.98%硅铁SF4096,818-1.50%11.1万7.02%14.7万5.11%尿素UR4092,095-1.69%21.6万48.75%19.5万-5.83%碳酸锂LC241193,650-0.27%13.0万-9.42%17.4万3.06%衍生品业务总部期权研究报告类别数据来源:Wind, 权银河能源化工板块(一)期货成交与持仓期货价格 涨跌幅 期货成交量一、行情导读变化 期货持仓量 变化农产品板块主力合约 银河期货商品期权日报 400-880-7799www.yhqh.cn铜CU240879,930-0.30%10.0万13.15%20.2万0.76%金AU24085610.32%12.5万100.45%9.4万-2.51%铝AL240820,345-0.25%13.0万-10.34%16.5万-2.87%锌ZN240824,370-1.52%18.7万4.75%8.3万-4.78%铁矿石I2409826-3.34%33.2万11.57%34.5万-4.47%银AG24088,1260.87%153.8万111.83%27.8万-4.44%螺纹RB24103,503-2.31%147.4万0.59%218.4万4.90%豆粕25.5万-47.85%105.0万1.39%0.40较低0.48较低玉米10.7万29.25%44.1万3.36%0.63较低0.59较低棕榈油10.9万-65.95%15.8万6.68%0.60较低0.69较低豆一2.7万77.05%5.6万4.42%0.54较低0.50较低豆二2.1万29.83%3.6万0.74%0.62较低0.42较低豆油3.3万-56.51%12.7万3.50%0.53较低0.72较低白糖10.3万10.89%38.1万0.41%1.03正常0.59较低棉花16.9万51.43%55.8万0.95%0.57较低0.59较低菜籽粕30.5万48.94%45.5万8.36%0.61较低0.36较低菜籽油5.2万4.55%7.8万-0.60%0.91正常0.87正常花生1.4万23.48%8.5万0.62%1.13正常0.51较低苹果1.2万33.25%7.4万3.01%0.39较低0.28较低工业硅6.8万-56.68%14.1万16.69%0.51较低0.35较低LPG0.9万-76.92%1.8万4.03%0.52较低0.56较低聚丙烯1.1万-27.14%4.9万-2.97%0.48较低0.49较低聚乙烯1.7万-32.38%6.5万-0.21%0.62较低0.55较低PVC14.3万31.26%36.4万4.65%0.33较低0.25较低PTA29.9万-21.46%56.6万4.35%0.47较低0.58较低甲醇24.1万22.28%30.2万3.89%1.21较高0.92正常橡胶4.3万-43.95%11.2万-0.19%0.42较低0.46较低原油6.1万52.77%3.5万4.71%1.01正常1.26较高苯乙烯4.5万-89.12%2.3万165.48%1.08正常1.40较高乙二醇13.2万245.27%13.9万13.56%0.40较低0.54较低合成橡胶3.9万-6.70%4.2万3.63%0.76较低0.54较低烧碱2.0万67.75%2.2万11.84%1.01正常0.60较低对二甲苯1.8万-26.12%4.5万-1.57%0.46较低0.67较低变化类别 主力合约 期货价格(二)期权成交与持仓金属板块涨跌幅 期货成交量 变化 期货持仓量数据来源:Wind, 权银河数据来源:Wind, 权银河能源化工板块农产品板块变化 成交量PCR持仓量PCR水平持仓量PCR类别成交量PCR水平期权成交量 变化 期权持仓量 银河期货商品期权日报 400-880-7799www.yhqh.cn纯碱62.7万57.79%56.1万12.10%0.90正常0.78较低短纤6.3万-12.21%11.4万5.32%0.62较低0.62较低锰硅36.3万156.57%44.6万9.41%0.89正常0.68较低硅铁5.2万43.01%10.6万4.84%0.60较低0.31较低尿素2.3万52.23%5.9万3.30%0.64较低0.90正常碳酸锂3.4万-78.75%6.6万32.41%0.26较低0.41较低铜10.2万37.42%10.1万4.06%0.72较低1.10正常金8.5万85.22%11.1万-3.26%0.56较低0.98正常铝4.6万-2.74%6.9万2.34%0.71较低0.77较低锌6.3万-3.87%5.3万1.37%1.16正常1.46较高铁矿石18.6万-48.29%40.2万4.81%0.99正常1.05正常银51.3万120.02%35.1万3.50%0.63较低1.16正常螺纹19.0万113.47%50.4万-8.47%0.45较低0.56较低数据来源:Wind, 权银河金属板块数据来源:Wind, 权银河图1 主力期货与期权成交变化 成交量PCR成交量PCR水平持仓量PCR持仓量PCR水平类别 期权成交量 变化 期权持仓量能源化工板块0.0万50.0万100.0万150.0万200.0万螺纹纯碱豆粕PTA甲醇PVC棕榈油菜籽粕白糖菜籽油豆油乙二醇银苯乙烯玉米聚丙烯碳酸锂铁矿石聚乙烯棉花原油LPG短纤橡胶尿素硅铁铝花生锰硅豆一锌豆二烧碱金对二甲苯工业硅铜合成橡胶苹果主力期货成交量期权成交量 银河期货商品期权日报 400-880-7799www.yhqh.cn豆粕16.76%-0.68%15.06%16.62%17.10%16.33%18.53%29.60%玉米7.61%-0.31%7.34%8.69%8.33%9.03%11.44%3.30%棕榈油17.81%-0.01%20.25%22.82%22.93%18.97%22.85%11.60%豆一8.80%0.19%12.59%10.45%10.47%9.31%12.79%14.00%豆二15.27%-0.93%16.63%20.23%20.38%16.53%19.31%8.30%豆油14.42%-0.53%15.05%16.63%15.98%15.54%18.50%8.00%白糖10.76%0.37%16.41%13.58%13.08%11.79%13.37%7.00%棉花13.64%1.28%13.71%12.96%12.21%13.12%17.52%31.30%菜籽粕20.68%-1.51%19.71%21.35%20.50%21.69%23.61%8.30%菜籽油18.41%-0.63%18.51%19.72%18.00%17.79%20.12%36.10%花生13.42%-0.12%9.17%11.96%13.53%13.50%16.34%22.50%苹果20.33%-0.80%15.27%19.61%19.63%19.20%21.42%44.00%工业硅18.31%-2.09%20.17%25.13%22.12%16.59%22.89%38.50%LPG19.66%0.61%19.44%19.21%18.38%22.56%27.00%7.40%聚丙烯9.57%0.56%7.79%9.40%9.10%11.26%13.37%3.70%聚乙烯11.76%3.03%8.82%9.74%9.30%11.26%13.10%37.80%PVC13.18%0.62%11.00%15.88%14.55%15.09%17.33%2.10%PTA10.96%0.13%11.70%10.59%11.12%13.89%19.40%#N/A甲醇13.09%-0.57%12.28%14.36%13.84%17.75%22.37%#N/A橡胶16.30%-0.13%22.62%21.15%23.12%17.77%20.81%10.50%原油21.10%-1.43%13.16%20.59%19.90%25.66%31.99%0.30%苯乙烯15.40% -14.55%15.59%14.42%18.66%22.57%3.60%乙二醇12.35%1.04%9.43%11.41%11.71%13.50%17.66%9.40%合成橡胶21.51%1.14%38.70%29.99%27.75%20.27%25.48%37.60%烧碱17.81%-0.79%19.72%37.70%37.51%22.75%27.75%1.10%对二甲苯11.19%-0.38%11.34%11.19%11.97%14.18%20.50%0.30%纯碱33.34%-0.21%35.02%39.79%37.28%34.60%41.86%15.20%短纤9.44%-0.84%11.39%9.70%9.54%10.20%13.43%5.10%锰硅27.25%-0.18%37.43%43.80%36.09%12.51%28.30%74.00%硅铁19.53%-0.71%