商品期权市场全景数据报告

OptionMarketDataReport 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 商品期权各标的大面积回调，整体延续弱势。期权市场方面，商品期权成交量整体出现上升。目前棕榈油期权、豆油期权、铁矿石期权、豆二期权、螺纹期权等认沽合约成交最为活跃,而聚丙烯期权、橡胶期权、合成橡胶期权、锰硅期权、PX期权等则在认购期权上交投更为积极。在持仓PCR方面,原油期权、黄金期权、棕榈油期权、短纤期权、白糖期权等处于高位,PVC期权、碳酸锂期权、工业硅期权、橡胶期权、烧碱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 近期国内权益及大宗商品市场均出现大面积回落，风险偏好下降，整体延续弱势。 目前商品短线超跌，随着权益市场回暖，预计大宗商品也将反弹。此外，历年4月份大宗商品上涨居多，关注低位品种做多机会。 成文时间：2024年3月28日星期四 多头趋势品种：铝、黄金空头趋势：铁矿石、螺纹、纯碱、硅铁、烧碱、工业硅、锰硅、尿素近期高波动品种有：烧碱、铜、橡胶、菜粕、豆粕、螺纹、白银、花生、碳酸锂 目录 市场数据汇总................................................................................................................................3一、豆粕期权(M)...........................................................................................................................6二、白糖期权(SR)..........................................................................................................................9三、铜期权(CU)...........................................................................................................................12四、玉米期权(C)..........................................................................................................................15五、棉花期权(CF)........................................................................................................................18六、橡胶期权(RU).......................................................................................................................21七、铁矿石期权(I).......................................................................................................................24八、PTA期权(TA).........................................................................................................................27九、甲醇期权(MA)......................................................................................................................30十、黄金期权(AU).......................................................................................................................33十一、菜籽粕期权(RM)...............................................................................................................36十二、LPG期权(PG)....................................................................................................................39十三、聚丙烯期权(PP)................................................................................................................42十四、塑料期权(L)......................................................................................................................45十五、PVC期权(V).......................................................................................................................48十六、铝期权(AL)........................................................................................................................51十七、锌期权(ZN)........................................................................................................................54 商品期权市场全景数据报告 十八、棕榈油期权(P)..................................................................................................................57十九、原油期权(SC)....................................................................................................................60二十、豆一期权(A)......................................................................................................................63二十一、豆二期权(B)..................................................................................................................66二十二、豆油期权(Y)..................................................................................................................69二十三、花生期权(PK)................................................................................................................72二十四、菜油期权(OI).................................................................................................................75二十五、工业硅期权(SI)..............................................................................................................78二十六、白银期权(AG)................................................................................................................81二十七、螺纹期权(RB)................................................................................................................84二十八、乙二醇期权(EG)............................................................................................................87二十九、苯乙烯期权(EB)............................................................................................................90三十、碳酸锂期权(LC)................................................................................................................93三十一、合成橡胶期权(BR)........................................................................................................96三十二、PX期权(PX)...................................................................................................................99三十三、烧碱期权(SH)..........................................................................................