2010年10月29日金曜日

2010/10/29(Fri)OP

P/C1.10.1110.910.80.81.10.8
先物9190-177.59367.59397.59367.594259427.59367.593759532.5
基準21.51.320.219.9202019.720.721.521.2
期近21.51.619.919.719.719.719.420.521.321
期先121.4120.420.320.320.520.621.422.221.9
期先221.10.820.420.520.520.620.821.622.421.7
当/先1011110.9111
先/先21011111111

134176











750077508000825085008750900092509250925095009750100001025010500
11P75011P77511P80011P82511P85011P87511P90011P925919011C92511C95011C97511C100011C102511C1050
11.52.7512.732.480.7180.2300.4120.241.91341.61
00.30.926.116.33980.7-15.1-95.8-45.2-15.3-4.5-1-0.3
41.136.833.129.226.924.622.821.121.121.120.721.422.624.727.7
-1.8-1-0.7-0.7-0.20.10.20.60.70.71.52.12.43.23.8
0-0.01-0.01-0.03-0.06-0.14-0.31-0.56
0.440.210.080.030.010.01
0.0020.0030.0060.0110.0260.0520.0880.106
0.1070.0780.0390.0160.0070.004
0.220.350.591.032.133.976.186.95
6.955.032.561.090.520.32
-0.34-0.48-0.73-1.13-2.14-3.65-5.26-5.47
-5.48-3.91-2.05-0.92-0.48-0.33
12P75012P77512P80012P82512P85012P87512P90012P925919012C92512C95012C97512C100012C102512C1050
914.422.539.267.2112.8185.8291.7526.5234.9132.56833.615.27.3
2.54.46.513.523.13859.382.8-10.4-93.2-62.5-39.1-20.3-10.5-4.3
31.429.427.325.924.523.222.221.121.221.320.620.120.220.220.7
-0.4-0.2-0.40.10.10.30.40.20.30.40.70.60.90.81.1
-0.02-0.04-0.06-0.1-0.16-0.25-0.37-0.52
0.480.330.20.110.060.03
0.0060.0090.0140.0220.0320.0440.0550.061
0.0610.0570.0450.0310.0190.011
1.742.563.675.427.589.8711.7312.32
12.3211.198.75.963.612.11
-0.66-0.91-1.21-1.69-2.24-2.77-3.13-3.13
-3.18-2.79-2.12-1.46-0.88-0.53
1P7501P7751P8001P8251P8501P8751P9001P92591801C9251C9501C9751C10001C10251C1050
30.444.96493.5135194.3277.1384.8704.3319.5209.1130.675.442.222.3
7.612.216.324.134.745.561.882.2-10.7-92.9-72.2-49-34-19.2-12
29.127.926.425.22422.92221.120.820.72019.619.21918.8
00.100.10.1000.10.20.20.20.50.40.60.5
-0.06-0.08-0.11-0.16-0.22-0.3-0.4-0.51
0.490.380.270.180.110.07
0.0090.0130.0170.0230.0290.0360.0420.045
0.0460.0450.040.0330.0240.016
4.716.278.0510.212.4814.6316.2116.77
16.7715.9613.9111.028.055.42
-0.9-1.14-1.39-1.68-1.95-2.19-2.33-2.3
-2.28-2.1-1.79-1.39-1-0.67

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
19.63.923.51.440111250





1.2-11.9-0.24.70





19.36.822.52.236.1111000





0.8-31.8-0.64.60





18.91221.53.832110750





0.7-61.6-1.44.50





18.822.320.77.327.7110500





0.5-121.1-4.33.8-0.3





1942.220.215.224.71.610250





0.6-19.20.8-10.53.2-1





19.275.420.233.622.6410000





0.4-340.9-20.32.4-4.5





19.6130.620.16821.4139750568.319.6628.520.3694.220
0.5-490.6-39.12.1-15.3159.60.6141.81124.20.3
20209.120.6132.520.741.99500348.820.2440.420.5523.620.4
0.2-72.20.7-62.51.5-45.2128.90.9112.90.5103.80.2
20.7319.521.3234.921.1120.29250180.221.1291.721.1384.821.1
0.2-92.90.4-93.20.7-95.880.70.682.80.282.20.1
21.6462.122.2376.823.1273.2900080.722.8185.822.2277.122
0.2-112.10.3-119.31.2-133.3390.259.30.461.80
22.3627.523.4555.624.6472.8875032.424.6112.823.2194.322.9
0.2-1300.6-136.70.7-159.516.30.1380.345.50






850012.726.967.224.513524






6.1-0.223.10.134.70.1






8250529.239.225.993.525.2






2-0.713.50.124.10.1






80002.733.122.527.36426.4






0.9-0.76.5-0.416.30






77501.536.814.429.444.927.9






0.3-14.4-0.212.20.1






7500141.1931.430.429.1






0-1.82.5-0.47.60






7250147.26.333.800






0-1.52.10.200






7000153.54.135.915.632.5






0-1.30.6-0.93.90






67501600000






0-10000






6500166.72.341.57.435.5






0-0.80.70.31.2-0.5






6250000000






000000






6250000000






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