推薦產(chǎn)品
3-(4-chlorophenyl)-4-phenyl-4,5-dihydro-1H-pyrazole 2-(chloromethyl)-3-methylpyridinehydrochloride 1-(2-bromo-4-methylphenyl)ethanone 3-chloroisoquinoline-4-carbonitrile 5,8-dichloropyrido[3,2-d]pyridazine 2-bromomalononitrile 2-(4-(bromomethyl)phenyl)benzo[d]thiazole 1-(bromomethyl)-3-methoxy-2-nitrobenzene 6-bromo-1H-[1,2,3]triazolo[4,5-b]pyridine 4-iodo-2-((trimethylsilyloxy)methyl)thiazole 6-iodoimidazo[1,2-a]pyridine-3-carbonitrile 2-(4-chlorophenyl)-2-morpholinoacetonitrile 4-chloro-7H-pyrrolo[2,3-d]pyrimidine 4-chloroisothiazole 5-bromo-6-chloro-1H-indole 7-chloro-3H-imidazo[4,5-b]pyridine ethyl3-(4-formylphenyl)propanoate 2,3-dibromobenzaldehyde 1-(5H-chromeno[2,3-b]pyridin-7-yl)ethanone 5H-chromeno[2,3-b]pyridin-5-one 3-chloroisoquinoline-4-carbaldehyde (E)-2-(3-oxoprop-1-enyl)benzaldehyde methyl4-formyl-3-nitrobenzoate 5,6-dimethoxy-2,2-dimethyl-2,3-dihydro-1H-inden-1-one 1-methylbicyclo[4.1.0]heptan-3-one 3-nitro-4-(trifluoromethoxy)benzaldehyde 2-hydroxyquinoline-6-carbaldehyde 2-nitro-3-(trifluoromethyl)benzaldehyde 1-(2-fluoro-4-methoxyphenyl)propan-2-one tert-butyl3-fluoro-4-oxopiperidine-1-carboxylate tert-butyl3-oxopropylcarbamate 2,2-dimethylcyclohexanone 9H-carbazole-3-carbaldehyde N,N-dimethyl-2-oxoacetamide 2-methylpent-4-yn-2-ol 3-tert-butyl-4-hydroxybenzonitrile 4-bromo-2-tert-butylphenol 1,3-dibutoxypropan-2-ol methyl4-hydroxyquinoline-6-carboxylate methyl3-cyano-4-hydroxybenzoate 4-chloro-6-methoxyquinolin-7-ol 3,4-dihydro-2H-benzo[b][1,4]oxazin-7-ol 2-(2-aminothiazol-5-yl)ethanolhydrochloride (R)-ethyl2-chloropropanoate (S)-4-amino-5-(4,4-dimethylcyclohexylamino)-5-oxopentanoicacid (1s,4s)-4-hydroxycyclohexanecarboxylicacid (S)-2-(tetrahydrofuran-3-yloxy)aceticacid (1S,4R)-1-methyl-4-(prop-1-en-2-yl)cyclohex-2-enol (R)-4-(hydroxymethyl)oxazolidin-2-one (S)-4-(hydroxymethyl)oxazolidin-2-one 化工資訊 周一(6月26日)，豆粕期貨合約下跌后反彈調(diào)整，其中豆粕1709收盤報(bào)收于2657元/噸，較前一交易日上漲12元/噸，漲幅0.45%，持倉減少75402手至235.8萬手，成交減少14.9萬手至87.7萬手，成交量與持倉量繼續(xù)縮量。
CFTC持倉報(bào)告顯示，上周基金多頭減倉，空頭加倉，基金持倉凈空頭20701手?，F(xiàn)貨主流報(bào)價(jià)偏強(qiáng)，其中煙臺地區(qū)43%蛋白報(bào)2670(+20)元/噸，連云港43%蛋白報(bào)2670(+20)元/噸，濟(jì)寧地區(qū)43%蛋白報(bào)2680元/噸。
豆粕1709合約看漲期權(quán)總成交量減少2358手至6966手，看跌期權(quán)減少2598手至6236手，成交量PCR由0.95回落至0.90，市場短期仍然看跌，但看跌情緒已有所縮減?？礉q期權(quán)持倉量增加484手至78662手，看跌期權(quán)持倉量減少52手至48864手。持倉量PCR繼續(xù)在0.63附近震蕩，中長期市場仍維持看跌。
豆粕1709合約平值看漲期權(quán)隱含波動率上升，看跌期權(quán)隱含波動率低于看漲期權(quán)隱含波動率。今日波動率曲線仍然維持陡峭，其中虛值看跌期權(quán)的隱含波動率較平值差距維持不變，實(shí)值看跌期權(quán)隱含波動率較平值差距略有縮小，從波動率曲線角度看，市場短期仍然看跌。
建議交易策略：若已賣出虛值看漲期權(quán)則繼續(xù)持有，激進(jìn)投資者可考慮買入虛值看跌期權(quán)。
