2026年2月3日 商品期权日报总结
核心内容概览
本报告总结了2026年2月3日农产品、能源化工、黑色金属及贵金属等商品期货与期权市场的交易数据及量化指标，涵盖主力合约与普通合约的收盘价、涨跌幅、成交量、持仓量及波动率等关键信息。
农产品市场
期货市场统计
| 品种 |
主力合约 |
收盘价 |
涨跌幅 |
主力成交量 |
变化 |
主力持仓量 |
变化 |
| 玉米 |
c2603 |
2267 |
+6 |
375202 |
-143775 |
702041 |
-58151 |
| 豆粕 |
m2605 |
2727 |
-23 |
1085590 |
+243579 |
2153812 |
+64761 |
| 菜粕 |
rm2605 |
2249 |
-27 |
442481 |
-52657 |
922401 |
+9439 |
| 棕榈油 |
p2605 |
9094 |
+80 |
397804 |
-259007 |
463716 |
-35 |
| 豆油 |
y2605 |
8086 |
-6 |
249073 |
-210800 |
724478 |
-31478 |
| 菜油 |
oi2605 |
9215 |
+79 |
172990 |
-121810 |
285363 |
+1028 |
| 花生 |
pk2603 |
8030 |
0 |
39963 |
+3565 |
124705 |
-13568 |
| 豆一 |
a2605 |
4384 |
-9 |
201023 |
+39278 |
249206 |
+11944 |
| 豆二 |
b2605 |
3468 |
-23 |
134059 |
-32715 |
198939 |
-13421 |
| 白糖 |
sr2605 |
5167 |
-40 |
284324 |
-35431 |
451499 |
+10416 |
| 棉花 |
cf2605 |
14650 |
+75 |
328496 |
-118342 |
717880 |
-1626 |
| 苹果 |
ap2605 |
9485 |
+105 |
89879 |
-12385 |
101361 |
-8125 |
| 红枣 |
cj2605 |
8920 |
+100 |
68003 |
-58296 |
120464 |
-1130 |
| 鸡蛋 |
jd2603 |
2953 |
-22 |
137887 |
-34210 |
179651 |
-772 |
| 玉米淀粉 |
cs2603 |
2509 |
-4 |
79022 |
-16961 |
146597 |
-4689 |
| 生猪 |
lh2605 |
11600 |
-35 |
42182 |
-4549 |
137621 |
+7133 |
期权市场统计
| 品种 |
成交量 |
变化 |
成交量PCR |
变化 |
持仓量 |
变化 |
持仓量PCR |
变化 |
| 玉米主力 |
98373 |
-20826 |
0.5166 |
-0.0722 |
391290 |
-3926 |
0.6002 |
-0.0087 |
| 玉米 |
129559 |
-31793 |
0.4851 |
-0.0209 |
536769 |
+2415 |
0.609 |
-0.0142 |
| 豆粕主力 |
183045 |
+82367 |
0.8216 |
+0.5056 |
184695 |
-214826 |
0.6192 |
+0.2032 |
| 豆粕 |
302879 |
+122998 |
0.7178 |
+0.2472 |
616648 |
+11097 |
0.494 |
+0.006 |
| 菜粕主力 |
67534 |
-16801 |
0.8872 |
-0.0038 |
89091 |
+3063 |
0.6766 |
-0.0766 |
| 菜粕 |
104394 |
-9735 |
0.9348 |
+0.0901 |
230595 |
+5661 |
0.8486 |
-0.0286 |
| 棕榈油主力 |
52873 |
-36740 |
0.5686 |
-0.1517 |
50585 |
+268 |
0.5536 |
-0.0104 |
| 棕榈油 |
77259 |
-53982 |
0.6534 |
-0.0661 |
128696 |
+498 |
0.749 |
-0.0161 |
| 豆油主力 |
28983 |
-20218 |
1.0154 |
+0.2938 |
35966 |
+974 |
0.5675 |
-0.0353 |
| 豆油 |
43192 |
-37670 |
1.0188 |
+0.2672 |
94132 |
+1968 |
0.7414 |
+0.0095 |
| 菜油主力 |
28346 |
-30171 |
0.6441 |
-0.5316 |
32115 |
-754 |
0.7068 |
-0.0971 |
| 菜油 |
32463 |
-34247 |
0.6514 |
-0.4326 |
55358 |
-730 |
0.6578 |
-0.0657 |
| 花生主力 |
37023 |
-4625 |
0.4399 |
-0.1051 |
87841 |
-2161 |
0.4093 |
-0.008 |
| 花生 |
45249 |
-764 |
0.3961 |
-0.137 |
128874 |
+924 |
0.4746 |
-0.0144 |
| 豆一主力 |
60536 |
+27025 |
0.2831 |
-0.139 |
65653 |
+1740 |
0.6746 |
+0.0187 |
| 豆一 |
78995 |
+34355 |
0.3105 |
-0.086 |
103954 |
+2870 |
0.7511 |
+0.0215 |
| 豆二主力 |
9075 |
+655 |
0.8238 |
-0.1863 |
8329 |
-515 |
0.7553 |
-0.0826 |
| 豆二 |
14232 |
-268 |
1.0531 |
+0.3849 |
29301 |
+91 |
0.9883 |
+0.0342 |
| 白糖主力 |
66802 |
-9688 |
0.518 |
-0.0974 |
102945 |
-1336 |
0.4627 |
-0.0019 |
| 白糖 |
112683 |
-8595 |
0.5518 |
-0.009 |
301442 |
-1282 |
0.5003 |
-0.0118 |
| 棉花主力 |
124572 |
-69516 |
0.562 |
-0.2058 |
196752 |
-8145 |
0.8564 |
-0.0128 |
| 棉花 |
198038 |
-72490 |
0.5036 |
-0.1796 |
577338 |
-4404 |
0.8304 |
-0.0088 |
| 苹果主力 |
4658 |
-2740 |
1.4413 |
-0.4362 |
22513 |
+331 |
1.5732 |
-0.0337 |
| 苹果 |
5130 |
-2589 |
1.5714 |
-0.3558 |
26036 |
+499 |
1.5221 |
-0.0156 |
| 红枣主力 |
7786 |
-7231 |
0.1822 |
-0.023 |
52071 |
+841 |
0.2891 |
-0.0047 |
| 红枣 |
8233 |
-7419 |
0.1856 |
-0.0432 |
57953 |
+986 |
0.2955 |
-0.0047 |
| 鸡蛋主力 |
71600 |
-2563 |
0.4494 |
-0.1508 |
111012 |
-909 |
0.392 |
-0.0078 |
| 鸡蛋 |
83804 |
+936 |
0.4986 |
-0.1531 |
147757 |
+1355 |
0.4423 |
-0.0013 |
| 淀粉主力 |
13302 |
-746 |
0.3248 |
-0.3083 |
43988 |
+2934 |
0.3631 |
-0.0381 |
| 淀粉 |
15558 |
-2849 |
0.3746 |
-0.4282 |
53824 |
+3550 |
0.4848 |
-0.0436 |
| 生猪主力 |
22752 |
-3265 |
0.2767 |
+0.1206 |
64340 |
+623 |
0.2344 |
+0.0046 |
| 生猪 |
26715 |
-3509 |
0.2758 |
+0.1122 |
90970 |
+1121 |
0.2557 |
+0.0057 |
期权量化指标
| 品种 |
主力合约 |
剩余交易日 |
平值波动率 |
变化 |
60日分位数 |
HV10 |
HV20 |
Skew |
变化 |
60日分位数 |
| 玉米 |
c2603 |
12 |
9.6% |
-0.03% |
40.0% |
5.74% |
6.93% |
7.69% |
-7.84% |
51.67% |
| 豆粕 |
m2603 |
12 |
14.28% |
+1.18% |
93.33% |
12.09% |
10.69% |
17.83% |
-8.81% |
65.0% |
| 菜粕 |
rm2603 |
6 |
20.38% |
-2.15% |
76.67% |
15.6% |
16.54% |
-2.76% |
-13.1% |
13.33% |
| 棕榈油 |
p2603 |
12 |
21.17% |
+0.35% |
95.0% |
21.53% |
17.78% |
17.66% |
-1.38% |
83.33% |
| 豆油 |
y2603 |
12 |
15.05% |
-1.24% |
90.0% |
17.14% |
13.0% |
18.41% |
+5.74% |
100.0% |
| 菜油 |
oi2603 |
6 |
16.76% |
-2.37% |
75.0% |
25.41% |
23.1% |
2.99% |
+4.81% |
75.0% |
| 花生 |
pk2603 |
6 |
12.43% |
-0.51% |
91.67% |
4.33% |
6.42% |
16.64% |
+13.23% |
33.33% |
| 豆一 |
a2603 |
12 |
16.7% |
+1.61% |
100.0% |
11.55% |
13.46% |
22.92% |
+1.24% |
95.0% |
| 豆二 |
b2603 |
12 |
14.61% |
+0.86% |
98.33% |
14.85% |
11.71% |
21.75% |
+7.09% |
98.33% |
| 白糖 |
sr2603 |
6 |
11.65% |
-0.63% |
98.33% |
10.42% |
9.37% |
24.87% |
-1.12% |
88.33% |
| 棉花 |
cf2603 |
6 |
15.0% |
+0.58% |
83.33% |
17.77% |
15.78% |
29.62% |
+10.1% |
53.33% |
| 苹果 |
ap2605 |
34 |
27.37% |
+0.86% |
95.0% |
14.92% |
19.75% |
-4.07% |
+2.91% |
53.33% |
| 红枣 |
cj2605 |
34 |
21.19% |
-0.69% |
88.33% |
11.2% |
15.12% |
12.6% |
-0.36% |
45.0% |
| 鸡蛋 |
jd2603 |
12 |
22.69% |
-2.22% |
80.0% |
12.76% |
12.59% |
9.0% |
-0.84% |
81.67% |
| 淀粉 |
cs2603 |
12 |
9.43% |
-0.02% |
41.67% |
6.35% |
8.84% |
26.51% |
+0.63% |
100.0% |
| 生猪 |
lh2603 |
12 |
26.84% |
+1.23% |
100.0% |
8.6% |
10.31% |
16.05% |
-9.96% |
41.67% |
能源化工市场
期货市场统计
| 品种 |
主力合约 |
收盘价 |
涨跌幅 |
主力成交量 |
变化 |
主力持仓量 |
变化 |
| PTA |
ta2605 |
5150 |
+58 |
1064310 |
-979407 |
1377074 |
-9407 |
| 乙二醇 |
eg2605 |
3767 |
0 |
321405 |
-184017 |
388356 |
+22068 |
| 橡胶 |
ru2605 |
16180 |
+200 |
254278 |
-176248 |
153505 |
-2489 |
| 聚乙烯 |
12605 |
6865 |
-13 |
542177 |
-232274 |
511685 |
+15259 |
| 聚丙烯 |
pp2605 |
6730 |
+16 |
413952 |
-220647 |
509892 |
+229 |
| 甲醇 |
ma2605 |
2247 |
-5 |
805596 |
-710275 |
817035 |
+3725 |
| 苯乙烯 |
eb2603 |
7661 |
+223 |
716053 |
-99287 |
319887 |
-7846 |
| LPG |
pg2603 |
4194 |
+39 |
72560 |
-50180 |
65146 |
-7065 |
| PVC |
v2605 |
5071 |
+57 |
2206147 |
-801339 |
1049478 |
+28428 |
| 原油 |
sc2603 |
449.4 |
+0.4 |
119915 |
-77367 |
32924 |
-3276 |
| BR橡胶 |
br2604 |
13245 |
+310 |
80476 |
-37188 |
68607 |
+3395 |
| 对二甲苯 |
px2605 |
7206 |
+56 |
234464 |
-137574 |
277819 |
+10369 |
| 烧碱 |
sh2603 |
1969 |
-35 |
735729 |
-219730 |
204801 |
+28261 |
| 纯碱 |
sa2605 |
1201 |
-2 |
988068 |
-756231 |
1166259 |
+12315 |
| 短纤 |
pf2603 |
6500 |
+16 |
114855 |
-52880 |
93979 |
-19896 |
| 尿素 |
ur2605 |
1770 |
-17 |
143804 |
-17670 |
231998 |
-8287 |
| 玻璃 |
fg2605 |
1072 |
+16 |
1240890 |
-415186 |
1150384 |
-34986 |
| 原木 |
lg2603 |
801 |
+6 |
6731 |
-4296 |
8902 |
-169 |
| 瓶片 |
pr2604 |
6124 |
+50 |
26466 |
-15611 |
26563 |
+8217 |
| 纯苯 |
bz2603 |
6096 |
+175 |
21984 |
-21228 |
29065 |
+824 |
| 燃料油 |
fu2605 |
2693 |
+24 |
454651 |
-263168 |
241320 |
+1910 |
| 沥青 |
bu2603 |
3309 |
+10 |
167414 |
-129940 |
110778 |
-16712 |
| 纸浆 |
sp2605 |
5276 |
+10 |
205957 |
-108657 |
278973 |
+4513 |
| 双胶纸 |
op2604 |
4040 |
-4 |
5565 |
-209 |
12713 |
+1182 |
期权市场统计
| 品种 |
成交量 |
变化 |
成交量PCR |
变化 |
持仓量 |
变化 |
持仓量PCR |
变化 |
| PTA主力 |
358360 |
-327783 |
0.6643 |
-0.1058 |
247282 |
-340 |
0.6338 |
-0.0032 |
| PTA |
451065 |
-340457 |
0.622 |
-0.1331 |
445273 |
+6746 |
0.723 |
-0.0298 |
| 乙二醇主力 |
55270 |
-762 |
0.4169 |
+0.0552 |
59914 |
-6224 |
0.2502 |
-0.0059 |
| 乙二醇 |
70580 |
-8637 |
0.4426 |
+0.0203 |
101668 |
-3459 |
0.3662 |
+0.0062 |
| 橡胶主力 |
9067 |
-16870 |
0.297 |
-0.0104 |
40510 |
-19 |
0.4375 |
-0.0104 |
| 橡胶 |
14797 |
-22540 |
0.2617 |
-0.0621 |
55818 |
-207 |
0.4261 |
-0.0107 |
| 聚乙烯主力 |
16007 |
-14983 |
0.6964 |
-0.0742 |
31993 |
+1382 |
0.4504 |
-0.0359 |
| 聚乙烯 |
26081 |
-20723 |
0.4909 |
-0.2258 |
61260 |
+2507 |
0.4613 |
-0.0374 |
| 聚丙烯主力 |
18120 |
-31104 |
0.606 |
+0.066 |
40209 |
-110 |
0.496 |
+0.011 |
| 聚丙烯 |
26478 |
-40709 |
0.6929 |
+0.1699 |
83556 |
-458 |
0.5449 |
+0.0021 |
| 甲醇主力 |
186671 |
-229393 |
0.5938 |
+0.0726 |
262172 |
-7437 |
0.3436 |
-0.0121 |
| 甲醇 |
228422 |
-256403 |
0.5713 |
+0.0571 |
417895 |
-1791 |
0.4615 |
-0.0165 |
| 苯乙烯主力 |
180398 |
-1753 |
0.4071 |
-0.4446 |
85581 |
+772 |
0.7763 |
-0.0177 |
| 苯乙烯 |
181750 |
-678 |
0.4099 |
-0.4417 |
90688 |
+1086 |
0.7738 |
-0.0174 |
| LPG主力 |
12857 |
-9528 |
0.5357 |
+0.0506 |
23711 |
+253 |
0.5828 |
+0.004 |
| LPG |
15073 |
-8481 |
0.5017 |
+0.0207 |
28115 |
+648 |
0.5745 |
-0.0025 |
| PVC主力 |
268443 |
-161898 |
0.2714 |
+0.0098 |
176406 |
+8689 |
0.428 |
+0.0469 |
| PVC |
323892 |
-205490 |
0.2592 |
+0.0002 |
303823 |
+10718 |
0.4022 |
+0.0286 |
| 原油主力 |
10523 |
-332847 |
0.5355 |
-0.1651 |
18279 |
-33746 |
0.6268 |
+0.0796 |
| 原油 |
239023 |
-123056 |
0.8705 |
+0.1909 |
20427 |
-49716 |
0.6247 |
+0.0479 |
| BR橡胶主力 |
60744 |
-24563 |
0.531 |
-0.4752 |
35578 |
+2868 |
0.799 |
-0.1155 |
| BR橡胶 |
64192 |
-25562 |
0.5767 |
-0.485 |
42922 |
+3492 |
0.9374 |
-0.119 |
| PX主力 |
9188 |
-10981 |
0.6133 |
-0.3794 |
9600 |
+1220 |
0.7347 |
-0.0049 |
| PX |
16411 |
-22757 |
0.6159 |
-0.3374 |
26950 |
+1461 |
0.7431 |
-0 |
