商品期权市场全景数据报告

、 商品期权市场全景数据报告 Option Market Data Report 方正中期期货研究院 金融衍生品研究组 牛秋乐 执业编号：Z0002616 彭博 执业编号：Z0011662 联系人：冯世佃 TEL：010-68578820 Email:niuqiule@foundersc.com 更多精彩请关注方正中期官方微信 要点： 美元指数回落，人民币升值，再创年内新高。从长期来看，美联储表示低利率或将维持数年，美元指数长空格局不变，在全球货币宽松的背景下，对黄金、大宗商品均有所利好。此外，我国经济有序复苏，“金九银十”或将催生商品需求的增加，从而带动商品价格上行。因此，风险偏好较高的投资者，则可适当买入平值附近的看涨期权。中长期投资者则可滚动卖出看跌期权，合理控制资金的仓位，以每周定投的方式来收取权利金。。 期权综合指标 收盘价涨跌幅成交量变化持仓量变化豆粕期权3,1160.16%150907-1541084672835633玉米期权2,402-0.70%37566-488002360271115铁矿石期权827.5-1.78%29953-4631712005203LPG期权3,402.0-0.35%4321-155254193103聚丙烯期权7,666.0-0.53%57441902300191077塑料期权7,360.0-0.67%3107131218472667PVC期权6,565.0-0.23%3192-78716346119白糖期权5,2300.58%15993-45221168111816棉花期权12,8001.55%12427375484301-1344PTA期权3,648.00.50%43473164271653523711甲醇期权2,086.03.37%11293769063120308394菜籽粕期权2,443.0-0.69%16461-1824145620434动力煤期权597.81.67%20844419169399-1252铜期权52,1600.17%16129-873739378886橡胶期权12,3600.73%9419166323911531黄金期权419.80.21%7324-62244300227铝期权14,5701.08%3922-114912921-95锌期权20,0101.78%9444-260012955208成交量PCR变化持仓量PCR变化波动率指数分位点豆粕期权0.4398-0.06300.8645-0.00850.18030.4539玉米期权0.87510.00990.90840.01170.14410.9348铁矿石期权3.0714-0.21863.4453-0.05820.39780.7249LPG期权0.74800.04370.9812-0.00900.33120.3652聚丙烯期权1.36570.30681.25880.01660.18850.3846塑料期权0.6822-0.00010.8489-0.03010.18420.1731PVC期权0.95230.05660.8172-0.01490.17160.1731白糖期权0.39350.06530.4575-0.00160.17000.7030棉花期权0.7816-0.07830.84860.00250.19760.3769PTA期权0.6154-0.07540.5776-0.00670.21520.3032甲醇期权0.74270.23240.8492-0.02160.24980.3032菜籽粕期权0.46410.03870.7677-0.05770.18890.3855动力煤期权0.9524-0.03741.1088-0.01590.13100.3333铜期权1.37890.23331.6907-0.08990.22820.8378橡胶期权0.5675-0.10550.52440.01420.22620.1454黄金期权0.75760.00661.0218-0.01070.23560.6389铝期权1.20340.45780.8783-0.01270.19131.0000锌期权1.06380.21861.21230.11300.22990.5714波动率情况大商所郑商所上期所2020-9-152020-9-15标的情况期权成交持仓情况期权市场情绪情况大商所郑商所上期所 2020/9/16 目录 一、豆粕期权 ................................................................................................................................ 2 二、白糖期权 ................................................................................................................................ 3 三、铜期权 .................................................................................................................................... 4 四、玉米期权 ................................................................................................................................ 6 五、棉花期权 ................................................................................................................................ 7 六、橡胶期权 ................................................................................................................................ 9 七、铁矿石期权 .......................................................................................................................... 10 八、PTA 期权 ....................................................................................................