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 【行情复盘】 商品期权各标的大面积收涨。期权市场方面，商品期权成交量整体出现上升。目前甲醇期权、聚丙烯期权、塑料期权、豆油期权、玉米期权等认沽合约成交最为活跃,而苹果期权、红枣期权、PVC期权、硅铁期权、工业硅期权等则在认购期权上交投更为积极。在持仓PCR方面,苯乙烯期权、黄金期权、铁矿石期权、原油期权、甲醇期权等处于高位,PVC期权、菜籽粕期权、苹果期权、碳酸锂期权、红枣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8月1日星期四 【交易策略】 近期大宗商品市场波动剧烈，预计未来将延续。目前市场各标的多为空头趋势，此轮下跌过后，迎来新的做多机会，等待市场企稳信号。 空头趋势品种:豆二、玉米、红枣、玻璃、碳酸锂、豆粕、菜粕、纯碱、锰硅、豆油空头趋势或反转:白银、棉花、铜、铁矿石、聚丙烯、PX、橡胶、PTA 高波动品种有：硅铁、黄金、锰硅、菜油、乙二醇、铜、工业硅、原油、豆二、豆油 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).............................................................................................................................................15五、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)...........................................................................................................................................31九、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)..........................................................................