国投期货周度期货价量总览-20251107
Guo Tou Qi Huo·2025-11-07 10:46

Report Summary 1. Report Industry Investment Rating No information provided in the content. 2. Core View of the Report The report presents a weekly overview of futures price and volume data, including the closing prices, weekly price changes, 20 - day annualized volatility, volatility changes, speculation degrees, trend degrees, and capital changes of various futures products across different commodity categories such as precious metals, non - ferrous metals, black metals, energy and chemicals, agricultural products, forest products, livestock products, and financial futures. It also shows year - to - date price changes, weekly average open interest changes, and weekly capital flow changes for these futures [3][4][12]. 3. Summary by Commodity Categories Precious Metals - Gold closed at 921.26 with a 0.38% weekly increase, 20 - day annualized volatility of 34.35%, and a volatility change of - 4.61%. Capital increased by 3.93 [3]. - Silver and copper closed at 11,484.00 and 85,940.00 respectively, with weekly decreases of 1.23%. Their 20 - day annualized volatility was 17.85%, and volatility decreased by 21.98%. Capital decreased by 9.30 [3]. Non - Ferrous Metals - Nickel closed at 119,440.00, down 0.95% weekly. Its 20 - day annualized volatility was 8.71%, and volatility decreased by 44.14%. Capital increased by 9.75 [3]. - Aluminum closed at 21,625.00, up 1.41% weekly. Its 20 - day annualized volatility was 9.29%, and volatility decreased by 4.55%. Capital increased by 28.58 [3]. - Tin closed at 283,510.00, down 0.14% weekly. Its 20 - day annualized volatility was 11.93%, and volatility decreased by 39.20%. Capital decreased by 1.45 [3]. Black Metals - Iron ore closed at 760.50, down 4.94% weekly. Its 20 - day annualized volatility was 19.20%, and volatility increased by 5.95%. Capital increased by 1.60 [3]. - Coke closed at 1,756.50, down 1.15% weekly. Its 20 - day annualized volatility was 27.44%, and volatility decreased by 13.29%. Capital decreased by 1.43 [3]. - Coking coal closed at 1,270.00, down 1.24% weekly. Its 20 - day annualized volatility was 35.11%, and volatility decreased by 12.86%. Capital decreased by 2.78 [3]. Energy and Chemicals - Crude oil closed at 460.60, up 0.41% weekly. Its 20 - day annualized volatility was 21.32%, and volatility decreased by 7.79%. Capital increased by 2.00 [3]. - Fuel oil closed at 2,695.00, with a complex performance including a - 1.82% and 0.18% change. Its 20 - day annualized volatility was 21.46%, and volatility decreased by 3.41% and 3.11%. Capital had different changes of 1.94 and - 0.69 [3]. - PTA closed at 4,664.00, up 1.70% weekly. Its 20 - day annualized volatility was 15.80%, and volatility increased by 1.30%. Capital increased by 5.09 [3]. Agricultural Products - Cotton closed at 13,580.00, down 0.11% weekly. Its 20 - day annualized volatility was 5.54%, and volatility decreased by 26.73%. Capital increased by 6.05 [3]. - Sugar closed at 5,457.00, down 0.47% weekly. Its 20 - day annualized volatility was 7.29%, and volatility decreased by 0.95%. Capital increased by 2.04 [3]. - Corn closed at 2,149.00, up 0.89% weekly. Its 20 - day annualized volatility was 10.65%, and volatility decreased by 2.43%. Capital increased by 3.73 [3]. Financial Futures - IC closed at 7,230.20, down 0.17% weekly. Its 20 - day annualized volatility was 24.87%, and volatility decreased by 5.65%. Capital decreased by 50.68 [4]. - IF closed at 4,659.40, up 0.60% weekly. Its 20 - day annualized volatility was 17.35%, and volatility decreased by 12.22%. Capital decreased by 40.88 [4]. - IM closed at 7,412.00, up 0.59% weekly. Its 20 - day annualized volatility was 19.84%, and volatility decreased by 7.29%. Capital decreased by 15.67 [4]. 4. Other Key Information - Year - to - date price changes vary widely across different futures products, with silver having the highest increase of 53.73% and some products having significant decreases such as - 18.97% for a certain product [12]. - 20 - day rubber, aluminum, rapeseed meal, soybean No. 2, and industrial silicon had relatively large increases in open interest [14][16]. - Aluminum, nickel, rapeseed meal, zinc, and palm oil attracted more capital attention [15].