2010年7月12日月曜日

2010/7/12 (Mon) OP

P/C10.10.911.111.21.11.21.3
先物9552.5-259577.59537.59282.59357.59237.59217.59177.59370
基準24.10.223.924.626.726.827.728.928.627.8
期近24.10.223.924.326.226.227.228.327.926.8
期先124.8024.82526.926.827.428.528.427.2
期先2202.317.70000000
当/先1011.91.41.31.11.11.11.1
先/先21.2-0.21.41111000


315987











7750800082508500875090009250950095009500975010000102501050010750
8P7758P8008P8258P8508P8758P9008P9258P95095608C9508C9758C10008C10258C10508C1075
10.616.224.838.862.6100.3157.3244.3544.4300.1174.790.441.817.46.7
-2.5-3.3-4.6-4.4-4.8-5.8-4.5-2.2-28.2-26.1-19.3-13.8-7.9-3.8-2.4
37.735.433.231.129.327.625.824.324.324.523.222.221.621.221.1
0-0.1-0.200-0.10-0.1000.20.20.30.50.2
-0.03-0.04-0.06-0.09-0.14-0.22-0.32-0.4500.550.40.250.140.070.03
0.0060.0090.0130.0190.0280.0380.050.05800.0580.0590.0510.0370.0220.012
1.672.373.324.636.338.2510.0311.1011.110.788.926.223.681.9
-1-1.34-1.76-2.29-2.95-3.62-4.12-4.280-4.34-3.99-3.16-2.14-1.25-0.64
9P7759P8009P8259P8509P8759P9009P9259P95095509C9509C9759C10009C10259C10509C1075
41.65677.1105.7144.8196.5267.4359770.9411.8277.7178.7107.960.534.2
-3.1-3.7-2.9-3.9-4.4-3.4-2.40.2-22.9-23.1-24-18.7-12.3-9.6-5.5
3634.132.63129.527.926.525.225.125.123.722.822.121.521.4
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-0.06-0.09-0.12-0.16-0.21-0.28-0.36-0.4600.540.430.330.230.150.09
0.0090.0120.0160.020.0260.0310.0370.04100.0410.0430.0410.0360.0280.02
4.886.117.639.3411.1712.9414.4315.28015.2815.1613.8911.658.876.38
-1.48-1.76-2.09-2.43-2.76-3.03-3.22-3.230-3.24-3.03-2.67-2.17-1.61-1.15
10P77510P80010P82510P85010P87510P90010P92510P950949010C95010C97510C100010C102510C105010C1075
0106.90175.802890468.8928.4459.60229.1096.50
0-3.10-3.10-402-24.3-26.30-23.10-13.40
034.1031.3028.7026.725.323.2021.7020.70
0-0.10-0.10-0.200-0.1-0.30-0.40-0.30

-0.13
-0.2
-0.31
-0.45
0.55
0.37
0.2

0.013
0.019
0.025
0.031
0.035
0.036
0.028

9.86
13.3
16.73
18.85
18.85
17.98
13.54

-1.86
-2.3
-2.67
-2.78
-2.47
-2.21
-1.58

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
20.21221.34.924.1111500





-0.7-4.90-1.51.40





0021.29.421.6111250





000.1-20.2-0.5





20.23521.21821.42.711000





-0.5-8.90-3.70.3-1.1





0021.434.221.16.710750





000.1-5.50.2-2.4





20.796.521.560.521.217.410500





-0.3-13.4-0.1-9.60.5-3.8





0022.1107.921.641.810250





000-12.30.3-7.9





21.7229.122.8178.722.290.41000053922.4625.922.9737.525.3
-0.4-23.1-0.2-18.70.2-13.815.80.79.50.15-0.1
0023.7277.723.2174.79750368.222.9477.723.900
00-0.3-240.2-19.34.50.14.7000
23.2459.625.1411.824.5300.19500244.324.335925.2468.826.7
-0.3-26.30-23.10-26.1-2.2-0.10.2-0.120
0026.4568.625.9461.99250157.325.8267.426.500
00-0.2-27.8-0.1-30.5-4.50-2.4-0.100
25782.527.8748.627.6653.69000100.327.6196.527.928928.7
0.1-22.5-0.1-28.6-0.1-31.5-5.8-0.1-3.4-0.1-4-0.2






875062.629.3144.829.500






-4.80-4.4-0.100






850038.831.1105.731175.831.3






-4.40-3.9-0.1-3.1-0.1






825024.833.277.132.600






-4.6-0.2-2.9000






800016.235.45634.1106.934.1






-3.3-0.1-3.7-0.1-3.1-0.1






775010.637.741.63600






-2.50-3.1-0.100






75006.939.930.837.864.537






-2.6-0.5-3.5-0.3-5.5-0.5






72504.141.524.240.100






-2.3-1-1.90.100






70002.743.818.342.14040.5






-2-1.4-1.80.1-3.6-0.3






6750000000






000000






65001.449.710462544.1






-1.1-1.1-2.5-0.7-3.5-0.6

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