2010年7月13日火曜日

2010/7/12 (Tue) OP

P/C1.20.210.911.111.21.11.2
先物9527.5-259552.59577.59537.59282.59357.59237.59217.59177.5
基準23.7-0.424.123.924.626.726.827.728.928.6
期近23.7-0.424.123.924.326.226.227.228.327.9
期先124.5-0.424.824.82526.926.827.428.528.4
期先221.81.82017.7000000
当/先10111.91.41.31.11.11.1
先/先21.1-0.11.21.4111100

305886











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8P7758P8008P8258P8508P8758P9008P9258P95095308C9508C9758C10008C10258C10508C1075
9.414.623.638.361.399.2158.9246.7522.3275.7154.477.534.613.34.9
-1.2-1.7-1.2-0.5-1.3-1.11.62.4-22.1-24.5-20.3-12.9-7.2-4.1-1.8
37.134.932.9312927.225.623.823.823.922.521.821.320.820.7
-0.5-0.6-0.3-0.1-0.3-0.4-0.2-0.4-0.5-0.6-0.6-0.4-0.3-0.4-0.3
-0.02-0.04-0.06-0.09-0.14-0.22-0.33-0.4700.530.370.230.120.060.02
0.0050.0080.0130.020.0290.040.0520.06100.0610.0610.0510.0350.020.01
1.532.213.224.576.248.189.9510.93010.9310.418.345.593.091.51
-0.94-1.27-1.74-2.33-2.98-3.66-4.18-4.270-4.31-3.87-2.99-1.96-1.06-0.52
9P7759P8009P8259P8509P8759P9009P9259P95095309C9509C9759C10009C10259C10509C1075
39.553.973.9101.3140.4194.9264.9359.2746.7387.6259160.394.753.329.1
-2.1-2.2-3.2-4.3-4.3-1.6-2.50.1-24.1-24.3-18.8-18.5-13.2-7.2-5.1
35.533.73230.328.827.52624.624.624.623.322.221.621.221.1
-0.5-0.4-0.5-0.6-0.6-0.4-0.6-0.5-0.5-0.5-0.3-0.6-0.5-0.2-0.3
-0.06-0.09-0.12-0.16-0.21-0.28-0.37-0.4700.530.420.310.210.140.08
0.0090.0120.0160.0210.0260.0320.0380.04200.0420.0440.0420.0350.0270.019
4.745.997.499.1911.0612.8814.3515.15015.1514.913.4211.028.285.79
-1.44-1.73-2.05-2.39-2.73-3.03-3.18-3.180-3.2-2.99-2.56-2.04-1.51-1.05
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0102.201700284.90463897.2434.10211.1085.30
0-4.70-5.80-40-5.7-31.2-25.40-180-11.20
033.5030.6028.2025.924.522.7021.3020.30
0-0.60-0.70-0.60-0.8-0.7-0.50-0.40-0.40

-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
19.79.421.13.924.8111500





-0.4-2.6-0.2-10.70





00217.722.2111250





00-0.2-1.70.70





19.829.420.91521.2211000





-0.4-5.6-0.3-3-0.2-0.7





0021.129.120.74.910750





00-0.3-5.1-0.3-1.8





20.385.321.253.320.813.310500





-0.4-11.2-0.2-7.2-0.4-4.1





0021.694.721.334.610250





00-0.5-13.2-0.3-7.2





21.3211.122.2160.321.877.510000546.821.5631.722.374024.7
-0.4-18-0.6-18.5-0.4-12.97.9-0.95.9-0.62.5-0.6
0023.325922.5154.49750374.222.3481.423.400
00-0.3-18.8-0.6-20.36-0.53.7-0.500
22.7434.124.6387.623.9275.79500246.723.8359.224.646325.9
-0.5-25.4-0.5-24.3-0.6-24.52.4-0.40.1-0.5-5.7-0.8
0025.9542.825.6437.59250158.925.6264.92600
00-0.5-25.8-0.3-24.41.6-0.2-2.5-0.600
24.6756.427.2719.927.2627.5900099.227.2194.927.5284.928.2
-0.4-26.1-0.6-28.7-0.4-26.1-1.1-0.4-1.6-0.4-4-0.6






875061.329140.428.800






-1.3-0.3-4.3-0.600






850038.331101.330.317030.6






-0.5-0.1-4.3-0.6-5.8-0.7






825023.632.973.93200






-1.2-0.3-3.2-0.500






800014.634.953.933.7102.233.5






-1.7-0.6-2.2-0.4-4.7-0.6






77509.437.139.535.500






-1.2-0.5-2.1-0.500






75006.239.529.337.462.836.7






-0.8-0.4-1.4-0.4-1.6-0.3






72503.841.422.139.500






-0.3-0.1-2.1-0.600






70002.543.916.341.439.440.3






-0.10.1-2-0.8-0.7-0.2






6750000000






000000






6500148.39.645.824.544






-0.4-1.3-0.4-0.2-0.4-0.1






6250000000






000000

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