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 近期期权各标的波动明显加大，当前短线市场偏好回升。从中长期来看，随着国内经济回暖，国内品种方面，预计未来大概率也是以震荡抬升为主。或可回调做多，谨慎追涨。海外宏观方面，美联储11月不加息落地，年内加息概率也较小，本轮加息已近尾声。但明年二季度或才迎来首次降息。与海外关联度较高的品种，单边期货持仓的投资者建议利用期权保险或备兑策略做好风险管理。 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 具体品种来看，参与波段趋势性行情的投资者，多头趋势可关注螺纹等品种。多头趋势或发生反转品种可关注:铁矿石、锌。空头趋势品种有:合成橡胶、棉花、碳酸锂、原油。参与波动率交易投资者，可关注近期日内及日间高波动的相关品种。日内高波动品种有：PTA、锌、螺纹、原油、短纤、花生等；近期日间高波动品种则有豆二、橡胶、塑料、花生、原油、菜油、菜粕、白银、锰硅、纯碱等。 成文时间：2023年11月19日星期日 更多精彩内容请关注方正中期官方微信 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)...........................................................................................................................................19六、橡胶期权(RU)..........................................................................................................................................23七、铁矿石期权(I)..........................................................................................................................................27八、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、LPG期权(PG).......................................................................................................................................47十三、聚丙烯期权(PP)...................................................................................................................................51十四、塑料期权(L).........................................................................................................................................55十五、PVC期权(V).........................................................................................................................................59十六、铝期权(AL)...........................................................................................................................................63十七、锌期权(ZN)..........................................................................................................................................67十八、棕榈油期权(P).....................................................................................................................................72十九、原油期权(SC).......................................................................................................................................76二十、豆一期权(A)........................................................................................................................................80二十一、豆二期权(B).....................................................................................................................................84二十二、豆油期权(Y).....................................................................................................................................88 二十三、花生期权(PK)...................................................................................................................................92二十四、菜油期权(OI)...................................................................................................................................96二十五、工业硅期权(SI)..............................................................................................................................100二十六、白银期权(AG)................................................................................................................................104二十七、螺纹期权(RB)................................................................................................................................108二十八、乙二醇期权(EG)............................................................................................................................112二十九、苯乙烯期权(EB).............................................................................................................................116三十、碳酸锂期权(LC)....................................................................................