【五矿期货】农产品期权策略早报-251114（45页）.pdf

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1、卢品先投研经理黄柯涵期权研究员李仁君产业服务表1：标的期货市场概况豆一A26014,168461.128.850.9124.60-0.11 豆二B25123,748240.640.730.041.43-0.18 豆粕M26013,076140.4685.95-4.18 165.121.17菜籽粕RM26012,485-4-0.16 30.00-1.09 47.951.06棕榈油P26018,71280.0965.2825.6440.92-1.01 豆油Y26018,328440.5327.894.2246.420.88菜籽油OI26019,982920.9326.086.4923.791.59

2、鸡蛋JD25123,040.00-52.00-1.68 24.32-5.03 8.38-2.16 生猪LH260111,860750.647.661.5313.480.15花生PK26017,966560.719.520.2916.650.09苹果AP26019,5043053.3221.8311.2616.311.87红枣CJ26019,195-245-2.60 22.323.4515.00-0.18 白糖SR26015,498100.1820.8110.6238.170.77棉花CF260113,475.00-15.00-0.11 14.60-10.92 56.29-0.20 玉米C260

3、12,18220.0954.078.4095.74-0.58 淀粉CS26012,506100.4010.972.7723.680.16原木LG260178470.900.650.221.76-0.02 数据来源：WIND、五矿期货期权服务部从业资格号：F03090207 交易咨询号：Z0016947邮箱：涨跌涨跌涨跌幅涨跌幅（%）（%）成交量成交量(万手)(万手)量变化量变化从业资格号：F03138607电话：0755-23375252邮箱：农产品期权策略早报概要：油料油脂类农产品偏弱震荡，油脂类，农副产品维持震荡行情，软商品白糖小幅震荡，棉花弱势盘整，谷物类玉米和淀粉弱势窄幅盘整。策略上：

4、构建卖方为主的期权组合策略以及现货套保或备兑策略增强收益。期权品种期权品种标的合约标的合约最新价最新价持仓量持仓量(万手)(万手)仓变化仓变化农产品期权策略早报农产品期权策略早报邮箱：农产品期权2025-11-14从业资格号：F3047321 交易咨询号：Z0015541表2：期权因子量仓PCR豆一27,721-2,863 87,6807520.45-0.23 1.19-0.04 豆二57,37824,71547,0936,6500.65-0.22 0.930.10豆粕291,06119,678880,6819,7800.870.010.800.01菜籽粕92,8286,226234,2815

5、,5010.67-0.22 1.24-0.06 棕榈油418,439247,282292,36718,9370.78-0.15 0.89-0.05 豆油47,54022,691103,0473,6020.62-0.07 1.030.02菜籽油77,45338,240104,2103,9360.800.101.580.06鸡蛋272,8051,675199,8031,7511.23-0.10 0.65-0.00 生猪23,6635,81375,8271,1930.30-0.02 0.370.01花生38,846-64,801 101,0882,5100.36-0.11 0.430.01苹果111

6、,55959,50690,4908,6041.01-0.91 1.870.07红枣79,88422,451146,4452,3600.550.100.290.00白糖79,05142,711307,5144,3640.51-0.06 0.560.00棉花89,588-37,428 511,498-1,753 0.870.140.710.00玉米102,0309,660297,95110,4780.60-0.00 0.400.01淀粉11,294-2,663 40,2481180.54-0.10 0.40-0.01 原木3,4812,37414,5432830.580.070.730.02数据来