404 Not Found
404 Not Found
Sorry for the inconvenience.
Please report this message and include the following information to us.
Thank you very much!
URL: |
http://3g.china.com:8080/act/news/11155042/20171013/31568752_2.html |
Server: |
cms-8-252 |
Date: |
2024/11/15 16:41:47 |
Powered by China
China
从盘面来看,M1801合约保持下行态势,短期期价在2640—2900元/吨振荡,均线系统呈现空头排列,期价暂无反弹迹象。结合美豆及豆粕基本面来看,三个月内期价大幅反弹冲击 3200元/吨一线概率较低。
合约选择及风险控制
从各合约成交持仓情况来看,为保证交易计划顺利执行,选择标的为豆粕主力1801合约。从M1801—P—2450和M1801—C—2450当前的隐含波动率与历史波动率的对比情况来看,隐含波动率略低于30日、60日、90日历史波动率水平,当前期权市场价格有所低估,因此选择买入M1801—P—2450合约作为交易标的,做多波动率。
风险控制方面需要注意四点。第一,仓位控制。作为期权买方具有高杠杆性特点,因此保证本次期权合约总仓位占用为 10%以内。第二,分批建仓。目前期权实盘交易量较为有限,采用一次性建仓或将导致大量头寸无法成交或导致冲击成本较大,因此采用多次分批建仓。第三,止损方案。止损位置参考盈亏资金比例,严控(资金浮亏/权利金占用)比例为 10%以内。第四,阶段性调仓机制。对于后期可能存在的霜冻天气炒作造成标的价格短期反弹导致的权利金大幅上涨的风险,通过短期日内或日间调仓机制规避阶段性权益大幅下跌风险。
404 Not Found
404 Not Found
Sorry for the inconvenience.
Please report this message and include the following information to us.
Thank you very much!
URL: |
http://3g.china.com:8080/act/news/11155042/20171013/31568752_2.html |
Server: |
cms-8-252 |
Date: |
2024/11/15 16:41:47 |
Powered by China
China
404 Not Found
404 Not Found
Sorry for the inconvenience.
Please report this message and include the following information to us.
Thank you very much!
URL: |
http://3g.china.com:8080/act/news/11155042/20171013/31568752_2.html |
Server: |
cms-8-252 |
Date: |
2024/11/15 16:41:47 |
Powered by China
China
相关阅读
404 Not Found
404 Not Found
Sorry for the inconvenience.
Please report this message and include the following information to us.
Thank you very much!
URL: |
http://3g.china.com:8080/act/news/11155042/20171013/31568752_2.html |
Server: |
cms-8-252 |
Date: |
2024/11/15 16:41:47 |
Powered by China
China
404 Not Found
404 Not Found
Sorry for the inconvenience.
Please report this message and include the following information to us.
Thank you very much!
URL: |
http://3g.china.com:8080/act/news/11155042/20171013/31568752_2.html |
Server: |
cms-8-252 |
Date: |
2024/11/15 16:41:47 |
Powered by China
China
404 Not Found
404 Not Found
Sorry for the inconvenience.
Please report this message and include the following information to us.
Thank you very much!
URL: |
http://3g.china.com:8080/act/news/11155042/20171013/31568752_2.html |
Server: |
cms-8-252 |
Date: |
2024/11/15 16:41:47 |
Powered by China
China
404 Not Found
404 Not Found
Sorry for the inconvenience.
Please report this message and include the following information to us.
Thank you very much!
URL: |
http://3g.china.com:8080/act/news/11155042/20171013/31568752_2.html |
Server: |
cms-8-252 |
Date: |
2024/11/15 16:41:47 |
Powered by China
China
404 Not Found
404 Not Found
Sorry for the inconvenience.
Please report this message and include the following information to us.
Thank you very much!
URL: |
http://3g.china.com:8080/act/news/11155042/20171013/31568752_2.html |
Server: |
cms-8-252 |
Date: |
2024/11/15 16:41:47 |
Powered by China
China
404 Not Found
404 Not Found
Sorry for the inconvenience.
Please report this message and include the following information to us.
Thank you very much!
URL: |
http://3g.china.com:8080/act/news/11155042/20171013/31568752_2.html |
Server: |
cms-8-252 |
Date: |
2024/11/15 16:41:47 |
Powered by China
China
404 Not Found
404 Not Found
Sorry for the inconvenience.
Please report this message and include the following information to us.
Thank you very much!
URL: |
http://3g.china.com:8080/act/news/11155042/20171013/31568752_2.html |
Server: |
cms-8-252 |
Date: |
2024/11/15 16:41:47 |
Powered by China
China
404 Not Found
404 Not Found
Sorry for the inconvenience.
Please report this message and include the following information to us.
Thank you very much!
URL: |
http://3g.china.com:8080/act/news/11155042/20171013/31568752_2.html |
Server: |
cms-8-252 |
Date: |
2024/11/15 16:41:47 |
Powered by China
China
404 Not Found
404 Not Found
Sorry for the inconvenience.
Please report this message and include the following information to us.
Thank you very much!
URL: |
http://3g.china.com:8080/act/news/11155042/20171013/31568752_2.html |
Server: |
cms-8-252 |
Date: |
2024/11/15 16:41:47 |
Powered by China
China
加载更多>>
404 Not Found
404 Not Found
Sorry for the inconvenience.
Please report this message and include the following information to us.
Thank you very much!
URL: |
http://3g.china.com:8080/act/news/11155042/20171013/31568752_2.html |
Server: |
cms-8-252 |
Date: |
2024/11/15 16:41:47 |
Powered by China
China
404 Not Found
404 Not Found
Sorry for the inconvenience.
Please report this message and include the following information to us.
Thank you very much!
URL: |
http://3g.china.com:8080/act/news/11155042/20171013/31568752_2.html |
Server: |
cms-8-252 |
Date: |
2024/11/15 16:41:47 |
Powered by China
China
404 Not Found
404 Not Found
Sorry for the inconvenience.
Please report this message and include the following information to us.
Thank you very much!
URL: |
http://3g.china.com:8080/act/news/11155042/20171013/31568752_2.html |
Server: |
cms-8-252 |
Date: |
2024/11/15 16:41:47 |
Powered by China
China