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反弹收红。期权市场方面，商品期权成交量整体出现上升。目前烧碱期权、尿素期权、PTA期权、PX期权、聚丙烯期权等认沽合约成交最为活跃,而豆油期权、红枣期权、PVC期权、橡胶期权、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,甲醇期权、锌期权、尿素期权、烧碱期权、LPG期权等处于高位,纯碱期权、红枣期权、碳酸锂期权、豆油期权、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】 近期大宗商品市场波动再度加大，市场大面积回暖收红，等待进一步市场企稳信号。 成文时间：2024年8月26日星期一 多头趋势品种:黄金、LPG、橡胶 空头趋势品种:玻璃、生猪、花生、纯碱、白糖。 空头趋势或反转:塑料、PX、原油、PTA 高波动品种有：螺纹、铁矿石、棕榈油、PVC、烧碱、工业硅、铜、短纤、豆一、鸡蛋、玉米淀粉、塑料、红枣、PTA、菜油、棉花、聚丙烯、白银、豆二、豆粕、乙二醇、PX、菜粕、玉米 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)...........................................................................................................................................31九、甲醇期权(MA).........................................................................................................................................35十、黄金期权(AU)..........................................................................................................................................39十一、菜籽粕期权(RM).................................................................................................................................43十二、聚丙烯期权(PP)...................................................................................................................................47十三、塑料期权(L).........................................................................................................................................51十四、PVC期权(V).........................................................................................................................................55十五、铝期权(AL)...........................................................................................................................................59十六、锌期权(ZN)..........................................................................................................................................63十七、棕榈油期权(P).....................................................................................................................................67十八、原油期权(SC).......................................................................................................................................71十九、豆一期权(A)........................................................................................................................................75二十、豆二期权(B).........................................................................................................................................79二十一、豆油期权(Y).....................................................................................................................................83二十二、花生期权(PK)...................................................................................................................................87 二十三、菜油期权(OI)...................................................................................................................................91二十四、工业硅期权(SI)................................................................................................................................95二十五、白银期权(AG)..................................................................................................................................99二十六、螺纹期权(RB)................................................................................................................................103二十七、乙二醇期权(EG)............................................................................................................................107二十八、苯乙烯期权(EB).............................................................................................................................111二十九、碳酸锂期权(LC).............................................................................................................................115三十、合成橡胶期权(BR)......................................................