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： 美国新一轮经济刺激计划仍陷僵局，鲍威尔等多位联储官员警告经济复苏风险，呼吁出台财政刺激措施。市场担忧美国经济复苏已经放缓。美股闻声大幅下挫。另外，近期欧洲疫情大爆发，欧元贬值带动美元指数大反弹，也带动大宗商品回落。总的来看，目前地缘政治风险仍存，中美、中印以及台海局势情景不明。随着美国 11 月大选临近，或将愈演愈烈。另外，假期效应也将开始逐步影响市场。短期我们建议投资者还是偏谨慎为主。操作上，下游企业可考虑节前买入看跌期权进行保值或构建领口策略。 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3,089-0.48%204985-257815184713117玉米期权2,438-0.25%54792-34810279180390铁矿石期权767.00.33%41235-28321925061858LPG期权3,417.0-0.12%6898-406052368231聚丙烯期权7,625.0-0.05%10055667386082409塑料期权7,175.0-0.76%4352-55124392749PVC期权6,540.0-1.65%6377172621427681白糖期权5,235-0.68%247105377121934-727棉花期权12,710-1.13%14329-192584661514PTA期权3,542.0-0.17%46685-19287187749-2085甲醇期权1,996.0-0.80%410302578130685366菜籽粕期权2,390.0-1.12%17788120049112-752动力煤期权605.80.97%25172565475031328铜期权50,640-1.80%32043315025272-17427橡胶期权12,3900.20%1105966925231-1110黄金期权396.6-2.28%16406-73629352-16621铝期权13,940-3.66%1619493395926-7505锌期权18,985-2.14%14686-2257801-8633成交量PCR变化持仓量PCR变化波动率指数分位点豆粕期权0.43520.09330.85550.03970.17690.3986玉米期权1.53880.35850.9545-0.04100.16950.9729铁矿石期权1.65350.20652.5111-0.16980.37540.5204LPG期权1.44090.34531.02340.01710.30630.1311聚丙烯期权1.0736-0.56421.5444-0.11770.20550.6271塑料期权1.16730.09330.95700.00080.19700.4576PVC期权1.30470.31450.87460.02960.17240.2542白糖期权0.54140.15810.4380-0.01110.16930.6912棉花期权0.7375-0.27490.88060.00200.19610.3778PTA期权0.6992-0.19230.53380.00350.21990.3385甲醇期权0.6768-0.04270.77200.00040.24540.2923菜籽粕期权0.74960.18790.82190.03890.20160.4913动力煤期权0.9796-0.07450.9539-0.00610.15920.6119铜期权2.59870.94482.41420.52990.21870.7848橡胶期权0.5110-0.16320.56630.02190.24150.3054黄金期权1.12790.17950.96260.00690.22790.5508铝期权1.8198-0.03771.56310.38630.17860.6000锌期权1.67600.03081.18880.18860.25080.7429大商所郑商所上期所波动率情况大商所郑商所上期所2020-9-242020-9-24标的情况期权成交持仓情况期权市场情绪情况 2020/9/25 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 ..............................................................