Workflow
Yong An Qi Huo
icon
Search documents
波动率数据日报-20251114
Yong An Qi Huo· 2025-11-14 10:40
更新时间: 2025/11/14 永安期货期权总部 举数据目报 菜粕 IV IV-HV差 一 棕榈油 Ⅳ - 一 棕榈油HV -菜柏HV IV-HV美 43 30 33 10 43 20 28 38 10 0 10 13 20 025 225 Day 6 F Birth ADS Pers ps and ADJE S ppysits 707 A/1 P dDigg POSTAOS 7076016 ppages 7075/AF7 ppgf56 p75/26 107566 7075672 dosse 二、稳波指教分位教与波动率价差分位数排名图 1 ↓ 隐玻分位数代表当前品种隐波在历史上的水平 • 分位数高代表当前隐波偏高 • 分位数低代表稳波偏低 • 2 • 波动率价差书急疫指数•历史皮 动率。 历史波动率分位数排名 隐含波动率分位数排名 4 0.77 女 0. 88 中科 0.72 300 线 指 0.65 318 0.59 PTA 0.53 PTA 0.43 50ETF 0.44 50ETF 031 五米 0.43 300 位 指 0.22 天 #2 0.35 关键 0.16 0.27 ts 21. 36 | ...
甲醇聚烯烃早报-20251114
Yong An Qi Huo· 2025-11-14 02:22
甲醇聚烯烃早报 研究中心能化团队 2025/11/14 甲 醇 日期 动力煤期 货 江苏现货 华南现货 鲁南折盘 面 西南折盘面 河北折盘 面 西北折盘 面 CFR中国 CFR东南 亚 进口利润 主力基差 盘面MTO 利润 2025/11/0 7 801 2092 2090 2385 2435 2330 2600 246 322 -30 -40 - 2025/11/1 0 801 2065 2068 2380 2420 2330 2603 244 322 -29 -40 - 2025/11/1 1 801 2067 2073 2388 2370 2350 2608 242 322 -24 -40 - 2025/11/1 2 801 2082 2080 2388 - 2350 2608 - 322 - -40 - 2025/11/1 3 801 2077 2075 - - 2350 2605 - - - -40 - 日度变化 0 -5 -5 - - 0 -3 - - - 0 - 观点 现实差继续,伊朗停车慢于预期,11月应还是高进口,01矛盾较难处理,港口制裁的事情预计能在限气结束前解 决,库存去化较 难,甲醇 ...
原油成品油早报-20251114
Yong An Qi Huo· 2025-11-14 02:21
| 日期 | WTI | BRENT | DUBAI | diff FOB dated bre | BRENT 1- 2月差 | WTI-BREN T | DUBAI-B RT(EFS | NYMEX RB OB | RBOB-BR T | NYMEX HO | HO-BRT | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | | | | | nt | | | | | | | | | 2025/11/07 | 59.75 | 63.63 | 64.93 | 0.03 | 0.24 | -3.88 | 0.01 | 194.03 | 17.86 | 248.21 | 40.62 | | 2025/11/10 | 60.13 | 64.06 | 65.37 | -0.78 | 0.24 | -3.93 | -0.21 | 197.11 | 18.73 | 251.04 | 41.38 | | 2025/11/11 | 61.04 | 65.16 | 65.96 | -0.96 | 0.29 | -4.12 | ...
永安期货纸浆早报-20251114
Yong An Qi Huo· 2025-11-14 02:06
研究中心能化团队 2025/11/14 SP主力合约收盘价: 5534.00 | 日期 | 2025/11/13 | 2025/11/12 | 2025/11/11 | 2025/11/10 | 2025/11/07 | | --- | --- | --- | --- | --- | --- | | 主力合约收盘价 | 5534.00 | 5482.00 | 5484.00 | 5468.00 | 5394.00 | | 折美元价 | 672.93 | 672.93 | 672.85 | 671.16 | 661.50 | | 距上一日涨跌 | 0.94856% | -0.03647% | 0.29261% | 1.37189% | 0.48435% | | 山东银星基差 | 6 | 58 | 56 | 57 | 106 | | 江浙沪银星基差 | 31 | 83 | 81 | 57 | 131 | 以13%增值税计算 | 产地 | 品牌 | 价格说明 | 港口美元价格 | 山东地区人民币价格 | 进口利润 | | --- | --- | --- | --- | --- | --- | | 加拿大 | 金狮 ...
永安期货贵金属早报-20251114
Yong An Qi Huo· 2025-11-14 01:43
Group 1: Price Performance - London Platinum's latest price is $1580.00, with a change of -$12.00 [2] - London Palladium's latest price is $1439.00, with a change of -$7.00 [2] - LME Copper's latest price is $10963.00, with a change of $114.00 [2] - The latest value of the US Dollar Index is 99.18, with a change of -0.30 [2] - The latest exchange rate of Euro to US Dollar is 1.16, with a change of 0.00 [2] - The latest exchange rate of Pound to US Dollar is 1.32, with a change of 0.01 [2] - The latest exchange rate of US Dollar to Japanese Yen is 154.52, with a change of -0.29 [2] Group 2: Trading Data - COMEX Silver's latest inventory is 14815.08, with a change of -58.35 [3] - SHFE Silver's latest inventory is 584.01, with a change of 0.95 [3] - Gold ETF's latest holding is 1048.93, with a change of 2.29 [3] - Silver ETF's latest holding is 15173.28, with a change of 84.65 [3] - SGE Gold's latest deferred fee payment direction is 1, with a change of -1.00 [3] - SGE Silver's latest deferred fee payment direction is 2, with a change of 0.00 [3]
永安期货焦炭日报-20251114
Yong An Qi Huo· 2025-11-14 01:43
| | 最新 | 日变化 | 周变化 | 月变化 同比 | | 最新 | 日变化 | 周变化 | 月变化 同比 | | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 山西准一湿熄 | 1591.62 | 0.00 | 0.00 | 109.23 | -15.71% 高炉开工率 | 87.81 | | -0.80 | -2.74 | -0.67% | | 河北准一干熄 | 1845.00 | 0.00 | 0.00 | 110.00 | 1.93% 铁水日均产量 | 236.88 | | 2.66 | -4.07 | 0.40% | | 山东准一干熄 | 1770.00 | 0.00 | 0.00 | 110.00 | -14.29% 盘面05 | 1822.5 | -12.00 | -73.00 | 41.00 | -9.49% | | 江苏准一干熄 | 1810.00 | 0.00 | 0.00 | 110.00 | -14.01% 盘面09 | 1907.5 | -12.00 | -68.00 | 43.00 | ...
永安期货焦煤日报-20251114
Yong An Qi Huo· 2025-11-14 01:42
焦煤日报 | | 最新 | 日变化 | 周变化 | 月变化 年变化 | | 最新 | 日变化 | 周变化 | 月变化 | 年变化 | | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | --- | | 柳林主焦 | 1645.00 | 0.00 | 0.00 | 95.00 | 3.46% Peak Downs | 211.50 | 0.00 | 0.00 | 5.50 | -7.00 | | 原煤口岸库提价 | 1100.00 | 0.00 | -65.00 | 60.00 | -0.90% Goonyella | 210.50 | 0.00 | -1.00 | 5.00 | -8.00 | | 沙河驿蒙5# | 1550.00 | 0.00 | 0.00 | 130.00 | -3.73% 盘面05 | 1263.50 | -12.50 | -62.00 | 19.50 | -6.09% | | 安泽主焦 | 1700.00 | 0.00 | 40.00 | 170.00 | 4.29% 盘面09 | 1329.50 | -17.50 ...
永安期货有色早报-20251114
Yong An Qi Huo· 2025-11-14 01:42
有色早报 研究中心有色团队 2025/11/14 铜 : 日期 沪铜现货 升贴水 废精铜 价差 上期所 库存 沪铜 仓单 现货进口 盈利 三月进口 盈利 保税库 premium 提单 premium 伦铜 C-3M LME 库存 LME 注销仓单 2025/11/07 50 2572 115035 43394 -685.03 318.19 35.0 44.0 -18.22 135900 11275 2025/11/10 75 2856 115035 43789 -519.15 379.40 34.0 43.0 -14.85 136275 11725 2025/11/11 75 2862 115035 42964 -502.58 344.07 34.0 46.0 -21.28 136250 10200 2025/11/12 55 2882 115035 44088 -744.41 290.86 34.0 46.0 -14.10 136250 10200 2025/11/13 - 3108 115035 43957 - 198.56 34.0 46.0 - 136175 10125 变化 - 226 0 -131 ...
大类资产早报-20251114
Yong An Qi Huo· 2025-11-14 01:42
Report Information - Report Title: Big Asset Morning Report - Research Team: Macroeconomic Team of the Research Center - Report Date: November 14, 2025 [2] Global Asset Market Performance 10 - Year Treasury Yields of Major Economies - On November 13, 2025, the 10 - year Treasury yields of the US, UK, France, etc. were 4.120%, 4.437%, 3.415% respectively. There were different changes in the latest, weekly, monthly, and yearly periods. For example, the latest change in the US was 0.050, and the one - year change was - 0.153 [3]. 2 - Year Treasury Yields of Major Economies - On November 13, 2025, the 2 - year Treasury yields of the UK, Germany, Japan, etc. were 3.760%, 2.026%, 0.927% respectively. There were also different changes in different time periods. For instance, the latest change in the UK was 0.037, and the one - year change was - 0.746 [3]. US Dollar Exchange Rates Against Major Emerging Economies' Currencies - On November 13, 2025, the exchange rates of the US dollar against the Brazilian real, South African rand, etc. were 5.299, 17.043 respectively. There were percentage changes in the latest, weekly, monthly, and yearly periods. For example, the latest change of the US dollar against the Brazilian real was 0.13%, and the one - year change was - 7.78% [3]. Stock Indices of Major Economies - On November 13, 2025, the S&P 500, Dow Jones Industrial Average, and NASDAQ were 6737.490, 47457.220, 22870.360 respectively. There were percentage changes in the latest, weekly, monthly, and yearly periods. For example, the latest change of the S&P 500 was - 1.66%, and the one - year change was 16.51% [3]. Credit Bond Indices - There were different performance changes in different time periods for US investment - grade credit bonds, euro - zone investment - grade credit bonds, etc. For example, the latest change of US investment - grade credit bonds was - 0.37%, and the one - year change was 5.99% [3][4] Stock Index Futures Trading Data Index Performance - The closing prices of A - shares, CSI 300, etc. were 4029.50, 4702.07 respectively, with corresponding percentage changes [5]. Valuation - The PE (TTM) of CSI 300, SSE 50, etc. were 14.41, 12.13 respectively, with corresponding环比 changes [5]. Risk Premium - The risk premium of S&P 500 was - 0.55, with a环比 change of 0.01; the risk premium of German DAX was 2.66, with a环比 change of 0.27 [5]. Fund Flows - The latest values of A - shares, the main board, etc. were 496.42, 272.41 respectively, and there were corresponding 5 - day average values [5]. Trading Volume - The latest trading volumes of the Shanghai and Shenzhen stock markets, CSI 300, etc. were 20419.62, 5100.61 respectively, with corresponding环比 changes [5]. Main Contract Premiums or Discounts - The basis of IF, IH, IC were - 25.07, - 4.87, - 86.29 respectively, with corresponding percentage changes [5] Treasury Bond Futures Trading Data - The closing prices of T00, TF00, etc. were 108.410, 105.885 respectively, with corresponding percentage changes. The R001, R007, SHIBOR - 3M were 1.3887%, 1.5005%, 1.5800% respectively, with corresponding daily changes in basis points [6]
永安期货钢材早报-20251114
Yong An Qi Huo· 2025-11-14 01:41
Report Summary 1. Report Industry Investment Rating - No investment rating information is provided in the given content. 2. Core View - No clear core view is presented in the provided content. 3. Summary According to Related Catalogs Price and Profit - The report presents the spot prices of various steel products in different regions from 2025/11/07 to 2025/11/13, including Beijing, Shanghai, Chengdu, etc. For example, Beijing's rebar price changed from 3190 on 2025/11/07 to 3170 on 2025/11/13, a decrease of 30; Shanghai's rebar price increased from 3200 to 3220, an increase of 20. [1] Basis and Spread - No content related to basis and spread is provided. Production and Inventory - No content related to production and inventory is provided.