【国投期货】周度期货价量总览-250117（6页）.pdf

1、商品类别品种周收盘价周涨跌幅20日年化波动率波动率变化(%)投机度趋势度资金变动商品类别品种周收盘价周涨跌幅20日年化波动率波动率变化(%)投机度趋势度资金变动黄金640.680.60%7.53%-17.81%1.870.13-18.91白银7,833.000.12%17.97%-4.88%2.840.176.02铜76,540.001.58%8.86%2.46%0.420.337.77镍128,170.002.14%14.57%-11.73%2.240.151.42铝20,470.001.51%10.11%-12.58%0.870.075.14锡249,900.00-0.94%14.98%-

2、0.45%3.040.02-2.52锌24,225.000.46%15.98%30.20%1.76-0.12-2.01铅16,655.000.33%13.17%-7.77%1.260.00-1.65工业硅10,885.002.98%20.79%9.56%1.730.25-1.41螺纹钢3,372.005.31%13.03%6.02%0.820.604.81铁矿石803.506.64%21.20%6.44%0.680.4919.63焦炭1,798.006.93%23.41%8.54%0.600.43-1.24焦煤1,175.508.49%25.03%8.30%0.750.61-1.06热卷3,4

3、84.005.19%12.07%12.63%0.410.713.85硅铁6,510.002.07%11.22%-12.87%0.720.20-0.33锰硅6,740.007.22%21.15%29.16%1.670.404.45不锈钢13,320.001.49%11.14%2.53%0.860.233.45原油631.809.38%27.45%77.94%5.100.387.27燃料油3,673.007.52%26.70%112.14%3.300.17-0.03LU4,256.003.91%20.73%28.24%1.580.171.47LPG4,565.004.32%22.17%10.55%

4、2.120.294.02沥青3,795.002.82%19.69%41.68%1.310.152.24PVC5,326.003.82%14.66%14.64%1.060.43-6.38聚乙烯7,879.00-0.40%9.54%-1.04%0.76-0.11-0.20聚丙烯7,469.001.45%9.10%7.57%0.670.20-2.09苯乙烯8,595.003.06%13.30%20.55%1.240.38-0.51PTA5,250.004.13%19.53%1.94%0.760.33-4.58乙二醇4,812.001.67%13.85%-3.34%0.610.162.42短纤7,16

5、2.003.32%14.73%14.46%0.530.301.88甲醇2,604.000.31%17.62%8.93%0.970.05-2.37尿素1,733.003.83%18.66%-6.87%0.97-0.07-0.71玻璃1,454.0011.08%28.60%25.06%1.260.532.84纯碱1,511.007.62%21.43%5.98%0.970.411.72天然橡胶17,475.002.92%20.67%-2.21%2.540.28-0.80棉花13,660.000.89%6.64%-18.80%0.370.28-6.68白糖5,809.00-1.39%12.12%16.

6、92%0.90-0.08-5.47玉米2,291.001.82%6.63%-16.70%0.420.303.76苹果6,775.002.43%24.23%-12.09%0.76-0.07-2.30淀粉2,527.001.65%7.25%-17.77%0.610.30-0.40豆一4,028.003.47%11.05%-8.39%0.740.632.15豆二3,408.004.25%18.07%-16.18%1.180.320.08豆粕2,779.004.51%18.03%5.05%0.650.4412.18豆油7,618.000.50%15.63%-19.64%0.790.07-1.84棕榈油