2010年9月1日水曜日

2010/9/01(Wed) OP

P/C0.9-0.41.30.80.711.11.11.11.1
先物8922.51208802.59127.58977.58892.588208972.59102.59165
基準28-1.529.626.726.62828.926.825.824.8
期近29.9-2.13227.727.428.830.127.526.524.8
期先127.3-1.128.426.22627.227.525.824.624.5
期先226.8-0.827.625.625.626.626.825.524.524.6
当/先1.101.11.11.11.11.11.11.11
先/先21011111111

83671











72507500775080008250850087509000900090009250950097501000010250
9P7259P7509P7759P8009P8259P8509P8759P90089209C9009C9259C9509C9759C10009C1025
111.95.615.739.693.7200.8323.812342.812.3311
-0.8-2.7-5.4-11.7-21.3-39-62.2-91-62.728.28.10.4-0.6-0.60
53.145.240.738.23633.431.129.429.429.328.128.228.530.636.4
2.4-1.8-2.5-2.5-1.7-1.6-1.2-1.5-1.6-1.7-2.1-2.7-2.8-3.3-1
0-0.01-0.01-0.03-0.07-0.16-0.33-0.57
0.430.20.070.020.010.01
0.0020.0020.0050.0120.0280.0540.0860.099
0.0990.0750.0370.0130.0050.004
0.170.20.370.861.843.324.895.31
5.313.831.890.680.280.24
-0.55-0.53-0.89-1.97-3.95-6.62-9.1-9.32
-9.32-6.45-3.18-1.17-0.51-0.53
10P72510P75010P77510P80010P82510P85010P87510P900887010C90010C92510C95010C97510C100010C1025
23.434.852.778.5119.1175.2258.2368.9604.3235.4135.471.835.417.28.1
-11.9-15.8-22.5-31.6-40.5-54.2-66.7-84.9-47.437.523.512.86.13.41.2
40.838.736.834.933.331.630.429.225.924.123.42322.82323.3
-1.1-0.9-1-1.2-1-1.1-1-1.3-1.1-1-1-0.9-1-0.7-0.9
-0.05-0.07-0.1-0.15-0.21-0.3-0.4-0.52
0.470.330.20.120.060.03
0.0090.0120.0170.0230.0310.0390.0450.048
0.0590.0550.0440.030.0190.011
2.763.745.016.498.179.7310.8811.22
11.210.157.995.513.482.03
-1.55-1.99-2.53-3.11-3.74-4.22-4.54-4.49
-3.72-3.27-2.53-1.73-1.1-0.65
11P72511P75011P77511P80011P82511P85011P87511P900887011C90011C92511C95011C97511C100011C1025
7093124.9164.9216.1285.6372.2481.8832350.2235.9151.192.65429.3
-18.4-23.7-29.3-37-46.9-54.7-64.4-76.2-31.844.430.920.313.48.44.2
3836.334.933.331.730.429.12825.724.523.522.822.321.921.5
-0.6-0.7-0.6-0.6-0.8-0.6-0.6-0.7-0.6-0.6-0.7-0.7-0.7-0.6-0.7
-0.09-0.12-0.16-0.21-0.26-0.33-0.41-0.5
0.490.380.280.20.130.08
0.0110.0140.0180.0220.0260.030.0340.036
0.0410.0410.0380.0320.0240.017
6.5889.6211.2812.914.3615.3715.74
15.7315.0813.3810.988.345.83
-1.75-2.03-2.35-2.63-2.86-3.05-3.13-3.08
-2.71-2.49-2.14-1.72-1.28-0.88

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
21.74.925.1152.3111000





-0.60.6-1.1000





21.6924.21.847.2110750





-0.32-1.20-0.30





21.416.123.43.441.9110500





-11.3-0.90.4-0.70





21.529.323.38.136.4110250





-0.74.2-0.91.2-10





21.9542317.230.6110000





-0.68.4-0.73.4-3.3-0.6





22.392.622.835.428.539750





-0.713.4-16.1-2.8-0.6





22.8151.12371.828.212.39500587.527708.429.9783.326.9
-0.720.3-0.912.8-2.70.4-121.1-3.5-105-1.3-651.6
23.5235.923.4135.428.142.89250373.529523.229.3618.627.3
-0.730.9-123.5-2.18.1-108.2-1.1-95.2-1.2-86.4-0.7
24.5350.224.1235.429.31239000200.829.4368.929.2481.828
-0.644.4-137.5-1.728.2-91-1.5-84.9-1.3-76.2-0.7
25.4488.824.7370.130.8265875093.731.1258.230.4372.229.1
-0.754.9-1.351.6-1.456.7-62.2-1.2-66.7-1-64.4-0.6
26.4652.525.4540.233.5462.5850039.633.4175.231.6285.630.4
-2.639.2-1.467.7-1.481.6-39-1.6-54.2-1.1-54.7-0.6






825015.736119.133.3216.131.7






-21.3-1.7-40.5-1-46.9-0.8






80005.638.278.534.9164.933.3






-11.7-2.5-31.6-1.2-37-0.6






77501.940.752.736.8124.934.9






-5.4-2.5-22.5-1-29.3-0.6






7500145.234.838.79336.3






-2.7-1.8-15.8-0.9-23.7-0.7






7250153.123.440.87038






-0.82.4-11.9-1.1-18.4-0.6






7000161.21542.750.439.3






06.2-8.8-1.3-14.9-0.7






6750000000






000000






65001786.847.22943.1






07-4.3-1.2-8.4-0.6

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