报告行业投资评级 未提及 报告的核心观点 - 20日历史波动率百分位高于90%的品种为沪铜、沪锡 [2] - 20日历史波动率百分位低于10%的品种为红枣、花生、LPG、硅铁、生猪、淀粉 [3] - 20日历史波动率绝对值前五的品种为沪锡、原油、燃油、沪银、20号胶；后五的品种为动力煤、玉米、淀粉、花生、红枣 [4] 数据概览 |品种|百分位|绝对值| | ---- | ---- | ---- | |沪银|88.44%|33.83% [5]| |焦煤|36.46%|25.82% [5]| |苯乙烯|65.15%|27.08% [5]| |豆一|73.86%|19.97% [5]| |沪金|78.97%|15.04% [5]| |螺纹钢|15.07%|14.09% [5]| |乙二醇|62.40%|22.78% [5]| |菜油|43.89%|16.32% [5]| |沪铝|54.25%|14.38% [5]| |硅铁|4.40%|9.46% [5]| |聚乙烯|64.03%|18.17% [5]| |棕榈油|77.06%|28.09% [5]| |沪铜|95.29%|27.81% [5]| |锰硅|14.05%|12.48% [5]| |甲醇|40.02%|21.03% [5]| |花生|1.78%|8.00% [5]| |沪镍|73.81%|29.72% [5]| |玻璃|73.23%|28.83% [5]| |20号胶|88.79%|33.58% [5]| |菜粕|78.35%|26.71% [5]| |沪铅|41.13%|14.00% [5]| |纯碱|10.92%|17.22% [5]| |短纤|73.21%|24.39% [5]| |橡胶|56.78%|17.53% [5]| |沪锡|95.24%|44.53% [5]| |燃油|60.11%|33.89% [5]| |聚丙烯|14.14%|9.80% [5]| |棉花|33.04%|13.49% [5]| |沪锌|33.30%|16.61% [5]| |低硫燃油|55.43%|31.42% [5]| |橡胶|64.07%|25.77% [5]| |白糖|34.37%|10.79% [5]| |不锈钢|46.11%|17.08% [5]| |LPG|4.33%|14.73% [5]| |纸浆|56.15%|18.00% [5]| |苹果|78.97%|28.00% [5]| |工业硅|23.73%|15.21% [5]| |原油|71.71%|35.78% [5]| |PTA|82.61%|29.09% [5]| |红枣|1.32%|8.38% [5]| |热卷|30.55%|15.80% [5]| |动力煤|13.21%|0.00% [5]| |尿素|48.01%|22.84% [5]| |镍粉|9.92%|7.26% [5]| |铁矿石|36.59%|27.20% [5]| |PVC|39.04%|15.67% [5]| |玉米|12.45%|6.82% [5]| |鸡蛋|49.53%|15.12% [5]| |焦炭|46.95%|29.10% [5]| |沥青|67.81%|29.37% [5]| |豆一|61.45%|14.89% [5]| |生猪|6.75%|10.81% [5]|