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 海外宏观方面，美联储降息预期下降。全球风险偏好下降。此外，历年3月份大宗商品也是下跌居多，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 多头趋势品种：黄金、塑料、棕榈油、PX、原油空头趋势品种:豆一、铁矿石、螺纹、纯碱今日日内高波动品种有：碳酸锂、棉花近期日间高波动品种有：碳酸锂、铁矿石 成文时间：2024年2月29日星期四 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)...........................................................................................................................................30九、甲醇期权(MA).........................................................................................................................................34十、黄金期权(AU)..........................................................................................................................................38十一、菜籽粕期权(RM).................................................................................................................................42十二、LPG期权(PG).......................................................................................................................................46十三、聚丙烯期权(PP)...................................................................................................................................50十四、塑料期权(L).........................................................................................................................................54十五、PVC期权(V).........................................................................................................................................58十六、铝期权(AL)...........................................................................................................................................62十七、锌期权(ZN)..........................................................................................................................................66十八、棕榈油期权(P).....................................................................................................................................70十九、原油期权(SC).......................................................................................................................................74二十、豆一期权(A)........................................................................................................................................78二十一、豆二期权(B).....................................................................................................................................82二十二、豆油期权(Y).....................................................................................................................................86 二十三、花生期权(PK)...................................................................................................................................90二十四、菜油期权(OI)...................................................................................................................................94二十五、工业硅期权(SI)................................................................................................................................98二十六、白银期权(AG)................................................................................................................................102二十七、螺纹期权(RB)................................................................................................................................106二十八、乙二醇期权(EG)............................................................................................................................110二十九、苯乙烯期权(EB).............................................................................................................................114三十、碳酸锂期权(LC).................................................................................................................................118三十一、合成橡胶期权(BR)........................................................................................................................122三十二、PX期权(PX).........