2010年8月16日月曜日

2010/8/16(Mon) OP

P/C10.30.71.41.61.211.11.21
先物9177.5-859262.59277.59537.59552.59652.5962594909672.5
基準26.30.32627.525.825.223.423.324.823.3
期近26.40.4263532.328.223.12325.623.6
期先125.50.225.327.125.224.723.523.424.523.1
期先225.30.125.225.72423.623.323.523.822.7
当/先1011.31.31.11111
先/先21011.1111111

245287











750077508000825085008750900092509250925095009750100001025010500
9P7509P7759P8009P8259P8509P8759P9009P92591809C9259C9509C9759C10009C10259C1050
9.615.225.140.466.9111180.5284.9495.1210.2111.552.6238.63.1
-2-2.1-1.8-1.61.26.11529.1-32-61.1-42-25.7-12.2-6.8-2.9
4138.436.233.731.529.627.82625.925.824.824.224.123.823.9
-0.5-0.4-0.3-0.4-0.2-0.2-0.10.1-0.2-0.400.20.70.30.5
-0.03-0.04-0.06-0.1-0.16-0.25-0.38-0.53
0.470.310.170.090.040.02
0.0060.0090.0150.0220.0330.0460.0580.064
0.0650.060.0450.0280.0150.007
1.392.042.994.245.847.599.029.43
9.428.326.113.821.990.94
-1.17-1.61-2.22-2.93-3.78-4.61-5.13-5.03
-4.99-4.25-3.04-1.89-0.97-0.46
10P75010P77510P80010P82510P85010P87510P90010P925911010C92510C95010C97510C100010C102510C1050
41.556.779.2110155.2219.4304.5417.4699.3281.9175.4103.355.527.912.9
-1.8-2.3-1.1-0.34.411.119.830.1-29.5-59.6-48.5-33.2-22.3-13.5-7.5
37.635.633.83230.629.428.227.424.422.72221.621.120.820.5
-0.6-0.7-0.7-0.7-0.5-0.4-0.2-0.1-0.4-0.5-0.6-0.3-0.3-0.2-0.1
-0.07-0.09-0.13-0.17-0.24-0.31-0.41-0.51
0.480.350.240.150.090.05
0.010.0130.0180.0230.0290.0350.040.042
0.050.0490.0420.0320.0220.013
4.575.787.268.9210.6912.3213.4813.86
13.8512.9410.878.145.483.32
-1.64-1.96-2.34-2.72-3.11-3.45-3.62-3.61
-3.02-2.72-2.24-1.64-1.09-0.65
11P75011P77511P80011P82511P85011P87511P90011P925912011C92511C95011C97511C100011C102511C1050
86111.3145.9186.3242.7313.6402.8513.8896.3382.5267.4180.9115.969.940.7
0.40.64.95.5914.221.331.2-31.4-62.6-51.8-39.2-28.4-21.6-13.2
35.433.932.53129.728.627.526.624.423.222.421.921.320.820.5
-0.4-0.5-0.3-0.4-0.4-0.4-0.3-0.1-0.5-0.7-0.5-0.3-0.2-0.3-0.1
-0.11-0.13-0.17-0.22-0.27-0.34-0.42-0.5
0.50.40.30.220.150.1
0.0110.0140.0170.0210.0250.0290.0320.033
0.0380.0380.0360.0310.0250.019
8.169.7311.4813.2114.9516.4517.5117.91
17.9117.3215.7313.3410.517.76
-1.65-1.88-2.13-2.33-2.54-2.68-2.74-2.71
-2.39-2.23-1.97-1.63-1.25-0.91

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
20.1720.81.229.8111250





-0.3-3.9-0.1-1.12.80





20.213.220.8326.9111000





0-5.10.3-1.62.5-0.1





20.524.520.5624.91.510750





0-8.2-0.1-41.5-0.7





20.540.720.512.923.93.110500





-0.1-13.2-0.1-7.50.5-2.9





20.869.920.827.923.88.610250





-0.3-21.6-0.2-13.50.3-6.8





21.3115.921.155.524.12310000





-0.2-28.4-0.3-22.30.7-12.2





21.9180.921.6103.324.252.6975063125.3737.32781525.8
-0.3-39.2-0.3-33.20.2-25.769.41.761.7126.7-1.2
22.4267.422175.424.8111.59500437.825.356126.9652.526.1
-0.5-51.8-0.6-48.50-4251.60.947.80.5500.5
23.2382.522.7281.925.8210.29250284.926417.427.4513.826.6
-0.7-62.6-0.5-59.6-0.4-61.129.10.130.1-0.131.2-0.1
24.4527.523.4418.826.9350.89000180.527.8304.528.2402.827.5
-0.7-70-0.9-73.7-1.3-81.215-0.119.8-0.221.3-0.3
25.2687.524582.728.8532.7875011129.6219.429.4313.628.6
-0.6-75-1.1-82.4-1.4-88.46.1-0.211.1-0.414.2-0.4






850066.931.5155.230.6242.729.7






1.2-0.24.4-0.59-0.4






825040.433.711032186.331






-1.6-0.4-0.3-0.75.5-0.4






800025.136.279.233.8145.932.5






-1.8-0.3-1.1-0.74.9-0.3






775015.238.456.735.6111.333.9






-2.1-0.4-2.3-0.70.6-0.5






75009.64141.537.68635.4






-2-0.5-1.8-0.60.4-0.4






7250643.630.139.666.937.1






-1.5-0.3-2.2-0.6-0.5-0.5






70003.746234251.738.7






-1.2-0.3-1.2-0.3-1.3-0.5

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