2010年7月9日金曜日

2010/7/8 (Fri) OP

P/C0.9-0.211.111.21.11.21.31.4
先物9577.5409537.59282.59357.59237.59217.59177.593709552.5
基準23.9-0.724.626.726.827.728.928.627.826
期近23.9-0.424.326.226.227.228.327.926.825.3
期先124.8-0.22526.926.827.428.528.427.226
期先217.717.700000000
当/先1-0.91.91.41.31.11.11.11.11.1
先/先21.40.411110000

7750800082508500875090009250950095009500975010000102501050010750
8P7758P8008P8258P8508P8758P9008P9258P95095808C9508C9758C10008C10258C10508C1075
13.119.629.443.267.4106.1161.8246.4572.6326.2194104.249.721.19.1
-3-3.4-4.7-6.9-10-13.7-20.9-24.3-7.816.59.74.12.1-0.2-0.7
37.735.533.431.129.327.725.824.324.424.422.92221.220.720.8
-0.300-0.1-0.1-0.1-0.4-0.2-0.2-0.1-0.2-0.4-0.3-0.5-0.6
-0.03-0.04-0.07-0.1-0.15-0.22-0.32-0.44
0.560.410.270.160.080.04
0.0060.0090.0130.0190.0270.0360.0470.055
0.0550.0580.0510.0380.0240.014
1.972.733.765.036.748.6710.4511.6
11.611.459.767.054.322.43
-1.08-1.41-1.82-2.27-2.86-3.48-3.92-4.09
-4.14-3.83-3.12-2.18-1.3-0.74
9P7759P8009P8259P8509P8759P9009P9259P95095809C9509C9759C10009C10259C10509C1075
44.759.780109.6149.2200269.8358.8793.7434.9301.7197.4120.27039.7
-5.5-6.3-10-10.7-11-15.8-20-22.7-3.818.913.810.45.32.72.2
3634.232.53129.62826.725.325.225.123.92322.121.521.3
-0.2-0.1-0.4-0.20-0.1-0.2-0.1-0.10-0.10-0.2-0.2-0.1
-0.07-0.09-0.12-0.16-0.21-0.28-0.35-0.45
0.550.450.340.240.160.1
0.0090.0120.0150.020.0250.030.0350.04
0.040.0420.040.0360.0290.021
5.156.417.899.6211.4613.2214.7415.66
15.6615.6614.5512.399.717.08
-1.49-1.76-2.05-2.39-2.71-2.96-3.14-3.16
-3.16-3.01-2.69-2.2-1.68-1.21
10P77510P80010P82510P85010P87510P90010P92510P950952010C95010C97510C100010C102510C105010C1075

110
178.9
293
466.8952.7485.9
252.2
109.9

110
178.9
293
466.8952.7485.9
252.2
109.9

34.2
31.3
29
26.725.623.5
22.2
21

34.2
31.3
29
26.725.623.5
22.2
21

-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
20.816.921.36.422.7111500





20.816.9-0.20.1-0.10





0021.111.421.31.511250





00-0.20.3-0.4-0.1





20.743.921.121.621.13.911000





20.743.901.5-0.4-0.2





0021.339.720.89.110750





00-0.12.2-0.6-0.7





21109.921.57020.721.110500





21109.9-0.22.7-0.5-0.2





0022.1120.221.249.710250





00-0.25.3-0.32.1





22.2252.223197.422104.210000523.221.7616.422.8732.525.5
22.2252.2010.4-0.44.1-33.2-0.1-34.1-0.3732.525.5
0023.9301.722.91949750363.722.847323.900
00-0.113.8-0.29.7-32-0.4-29.5-0.300
23.5485.925.1434.924.4326.29500246.424.3358.825.3466.826.7
23.5485.9018.9-0.116.5-24.3-0.2-22.7-0.1466.826.7
0026.5596.426.1492.49250161.825.8269.826.700
00022.8-0.418.8-20.9-0.4-20-0.200
24.980527.9777.227.7685.19000106.127.72002829329
24.98050.227.8-0.126-13.7-0.1-15.8-0.129329






875067.429.3149.229.600






-10-0.1-11000






850043.231.1109.631178.931.3






-6.9-0.1-10.7-0.2178.931.3






825029.433.48032.500






-4.70-10-0.400






800019.635.559.734.211034.2






-3.40-6.3-0.111034.2






775013.137.744.73600






-3-0.3-5.5-0.200






75009.540.434.338.17037.5






-1.70-3.8-0.17037.5






72506.342.526.14000






-1.7-0.4-3.4-0.200






70004.745.22042.143.640.8






-1.1-0.1-2.4-0.143.640.8






6750000000






000000






65002.550.812.546.728.544.6






-0.40.4-1.10.228.544.6






6250000000






000000

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