2010年8月6日金曜日

2010/8/5(Thu) OP

P/C1.1-0.11.210.81.210.70.90.9
先物962513594909672.59557.59532.59692.5973595009492.5
基準23.3-1.524.823.324.124.423.62324.325.1
期近23-2.625.623.624.424.423.322.924.125
期先123.4-1.124.523.123.924.323.923.224.625.1
期先223.5-0.423.822.723.323.723.322.423.724.2
当/先1-0.111111111
先/先21011111111

73563











80008250850087509000925095009750975097501000010250105001075011000
8P8008P8258P8508P8758P9008P9258P9508P97596408C9758C10008C10258C10508C10758C1100
1.32.23.98.215.230.674.1187.9262.174.219.34.71.711
-1.4-2.2-5.1-9-18.9-39.1-75.6-115.6-89.326.35.60.4000
51.947.342.538.533.227.823.420.922.623.12324.427.331.537.2
2.12.20.91.20.2-0.9-1.8-2.5-1.5-1.2-1.8-2.2-2-1.4-1
-0.01-0.01-0.02-0.04-0.07-0.15-0.34-0.66
0.350.120.040.010.010.01
0.0020.0040.0080.0160.0310.0620.1150.128
0.1180.0650.0240.0090.0050.003
0.210.360.611.141.913.225.015
5.082.811.080.460.270.24
-0.75-1.17-1.76-2.97-4.3-6.06-7.97-7.09
-7.99-4.41-1.79-0.86-0.58-0.6
9P8009P8259P8509P8759P9009P9259P9509P97596309C9759C10009C10259C10509C10759C1100
20.33045.465.299.9150227.1337.9554.8216.9120.160.328.112.25.7
-7.8-11-16.9-27.1-37.2-54.4-71.7-94.1-47.24730.315.28.92.40.9
3633.93229.527.725.724.122.622.822.821.921.32120.921.4
0.20.30.1-0.3-0.3-0.6-0.6-0.9-0.5-0.4-0.3-0.6-0.2-1-1
-0.04-0.06-0.1-0.14-0.21-0.3-0.42-0.56
0.440.30.180.10.050.02
0.0090.0120.0180.0250.0340.0450.0540.058
0.0580.0530.0410.0270.0160.009
2.793.795.136.648.5210.3411.6811.82
11.8310.417.865.152.991.71
-1.42-1.82-2.32-2.77-3.33-3.75-3.96-3.76
-3.83-3.23-2.37-1.53-0.89-0.52
10P80010P82510P85010P87510P90010P92510P95010P975957010C97510C100010C102510C105010C107510C1100
58.476.2102.5139185.7254.7341453.8731.5277.8174.610355.329.414.1
-12.2-19-23.8-32.3-44.5-54-73.3-91.3-38.25338.22415.19.22.7
34.432.530.829.327.726.525.224.221.720.920.119.61918.918.7
0.400.10-0.3-0.1-0.5-0.8-0.3-0.1-0.1-0.2-0.10-0.7
-0.09-0.11-0.15-0.2-0.26-0.34-0.43-0.53
0.460.340.230.150.090.05
0.0110.0150.0190.0240.0290.0340.0390.041
0.0470.0450.0390.030.0210.013
6.337.719.3811.2213.0214.6715.7515.95
15.9114.712.289.176.353.93
-1.72-1.97-2.28-2.59-2.84-3.06-3.13-3.03
-2.63-2.34-1.9-1.38-0.95-0.58

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
0024.2153111750





00-1.200.10





19.13.722.11.147.9111500





-0.31-10.1-0.30





19.17.921.62.442.7111250





-0.12.5-0.90.4-0.60





18.714.121.45.737.2111000





-0.72.7-10.9-10





18.929.420.912.231.5110750





09.2-12.4-1.40





1955.32128.127.31.710500





-0.115.1-0.28.9-20





19.610321.360.324.44.710250621.40680.720.8777.523.6
-0.224-0.615.2-2.20.4-139.3-21.2-125.3-1.3-120-1.4
20.1174.621.9120.12319.310000381.517.5491.121.6599.923.6
-0.138.2-0.330.3-1.85.6-135.1-3.6-111.5-1-105.1-1
20.9277.822.8216.923.174.29750187.920.9337.922.6453.824.2
-0.153-0.447-1.226.3-115.6-2.5-94.1-0.9-91.3-0.8
21.8412.924.4357.125.1207.7950074.123.4227.124.134125.2
0710.271.6-0.665-75.6-1.8-71.7-0.6-73.3-0.5
22.8576.326.2530.530.1413.6925030.627.815025.7254.726.5
085.20.389.50.9101.2-39.1-0.9-54.4-0.6-54-0.1






900015.233.299.927.7185.727.7






-18.90.2-37.2-0.3-44.5-0.3






87508.238.565.229.513929.3






-91.2-27.1-0.3-32.30






85003.942.545.432102.530.8






-5.10.9-16.90.1-23.80.1






82502.247.33033.976.232.5






-2.22.2-110.3-190






80001.351.920.33658.434.4






-1.42.1-7.80.2-12.20.4






7750158.41538.744.436.3






-0.44.7-5.10.4-10.40.2






7500166.310.541.134.538.4






07.2-3.40.6-5.60.7






7250174.5743.100






07.7-2.40.500






7000182.84.945.52042.2






08.2-2.10.1-40.4

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