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Data as of: 2026-09-30 · Settlement: Exchange settlement (15:00 Beijing close, vs prior settlement)
大商所玉米主力连续(DCE.C)深度分析报告 | 2026-10-08
方向偏空（反弹沽空），核心逻辑是国际与中国市场共振下行、资金持续流出与季节性窗口临近。报告日前一交易日（2026-09-30）结算价2186元/吨，5日仅+0.32%，但20日累计-4.62%，20日通道2166–2310区间内位置仅14.6%，价格贴近下沿；ATR14为20.36元（0.93%），RV20仅9.4%，波动压缩后向下突破的赔率优于向上。国际市场ZC=F于2026-10-06结算508美分/蒲式耳，20日-4.78%，10-07亚洲时段进一步回落至502.25（-1.13%），国际与中国市场同步走弱。主力持仓1003451手，单日减少74847手，名义持仓219.5亿元、日变-16.37亿元，属减仓上涨（空头回补）而非多头主动增仓，反弹缺乏增量资金承接。前20席位净空21333手，空头格局未改。方向失效条件：DCE.C结算价站上20日通道上沿2310元/吨，或国际市场ZC=F连续两日收于544.75美分/蒲式耳上方。
This brief is published in Chinese. The English translation is being prepared.
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