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 冯世佃 执业编号：Z0015710 TEL：010-68578820 Email:niuqiule@foundersc.com 更多精彩请关注方正中期官方微信 要点： 区域全面经济伙伴关系协定(RCEP)正式签署。从长期看将为促进地区的发展繁荣增添新动能，为世界经济实现恢复性增长贡献新力量。将有助于自贸区内的国家从疫情中恢复过来，促进全球的经济的增长。商品做多情绪浓厚。海外方面，Moderna 宣布其新冠疫苗在第三期临床试验中保护效率达到 94.5%，提振市场情绪。但目前欧美疫情形势十分严峻，新增确诊病例猛增，受疫苗产能所限，预计未来 2-3 年内全球新冠疫情仍将对经济造成持续冲击。美联储以及各国央行为了经济复苏，维持货币大宽松的总基调将维持不变，利好大宗商品。因此，从中长期看，稳健的投资者可以滚动卖出看跌期权。 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3,1670.19%183732-769446819923494玉米期权2,5970.31%77390195684366347210铁矿石期权855.02.64%84218163452686144091LPG期权3,592.01.38%427377620901-121聚丙烯期权8,325.0-0.05%18502-1317364268581塑料期权7,685.00.39%9509-677734240448PVC期权7,525.01.42%24403-37018574401286白糖期权5,0960.24%24015-16392176119-1558棉花期权14,150-0.28%27079-2218126618-285PTA期权3,376.00.48%982347632566001-233甲醇期权2,233.0-1.24%67045-816981805101874菜籽粕期权2,469.0-0.24%10829-63005543450动力煤期权623.01.27%3894918340631662058铜期权52,850-0.41%31727-15167412451802橡胶期权14,365-1.20%19854-136951304352黄金期权396.2-0.51%9476-320645811-186铝期权15,390-0.52%9080-671820288608锌期权20,3550.97%21133-39814256998成交量PCR变化持仓量PCR变化波动率指数分位点豆粕期权0.7914-0.00040.7982-0.03800.15950.2554玉米期权0.7648-0.08661.23950.04730.16710.9155铁矿石期权0.8622-0.86291.8053-0.07180.35190.3026LPG期权0.6173-0.04161.00350.02460.37580.7338聚丙烯期权0.86490.17991.3003-0.04700.25080.9451塑料期权0.61500.12940.8269-0.01930.32761.0000PVC期权1.06580.57850.96590.07730.27280.9670白糖期权0.3544-0.10960.48570.00270.18120.7826棉花期权0.65410.11801.0309-0.03590.21220.4737PTA期权0.3575-0.00680.31700.00080.28300.5903甲醇期权0.6496-0.21780.72730.00670.28050.4846菜籽粕期权0.6265-0.03360.7643-0.00830.18740.3171动力煤期权0.66290.04210.5375-0.00360.18470.7677铜期权0.57820.02001.1171-0.08780.20430.7154橡胶期权0.53210.02390.5560-0.00600.33580.8950黄金期权0.82090.11450.7776-0.00670.25470.7808铝期权0.7769-0.16720.9422-0.03610.22680.8955锌期权0.5863-0.04220.80750.03890.21800.3134大商所郑商所上期所波动率情况大商所郑商所上期所2020-11-172020-11-17标的情况期权成交持仓情况期权市场情绪情况 2020/11/18 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 ..........................................................................................................................