2010年11月15日月曜日

2010/11/15(Mon)OP

P/C1-0.61.60.811.21.10.71.10.7
先物982592.59732.59862.59817.59687.597259637.59357.59167.5
基準210.420.620.720.420.220.720.220.623.1
期近21.10.520.635.323.121.92320.220.924.4
期先119.902020.520.320.120.420.220.522.4
期先25.94.41.519.619.519.719.519.82021.7
当/先1.1011.71.11.11.1111.1
先/先23.4-9.813.21111111

245986











80008250850087509000925095009750975097501000010250105001075011000
12P80012P82512P85012P87512P90012P92512P95012P975982012C97512C100012C102512C105012C107512C1100
2.73.86.512.223.54895.1180433.4253.4135.163.42610.54.1
-0.5-1.4-3.4-5.9-8.9-18.2-31.2-48.4-3.644.825.512.42.91.60.2
34.331.128.726.724.823.422.221.421.321.220.720.420.320.721.2
2.51.81.11.11.310.90.70.70.80.50.4-0.20.1-0.1
-0.01-0.01-0.02-0.04-0.08-0.15-0.27-0.43
0.570.380.220.110.050.02
0.0030.0040.0080.0140.0240.040.0590.072
0.0730.0730.0570.0360.0190.009
0.620.871.42.323.795.968.379.99
9.989.677.54.72.571.27
-0.43-0.56-0.82-1.27-1.92-2.85-3.8-4.37
-4.35-4.11-3.15-1.96-1.09-0.55
1P8001P8251P8501P8751P9001P9251P9501P97598201C9751C10001C10251C10501C10751C1100
15.122.734.352.381.1125.4191.2285.5637.1351.5227.8137.978.74221.9
-2-3.1-5.7-10.2-16-25.1-36.9-48.8-2.945.93321.312.25.22
28.627.125.624.223.122.121.220.520.219.819.218.818.618.418.5
1.11.10.90.70.60.40.20.20.20.30.20.10-0.2-0.3
-0.03-0.05-0.07-0.11-0.16-0.23-0.33-0.45
0.550.430.30.20.120.07
0.0060.0090.0140.0190.0270.0350.0430.049
0.050.0510.0470.0380.0280.018
2.94.015.497.379.6812.1614.3615.66
15.6615.5313.8211.047.965.31
-0.7-0.91-1.18-1.5-1.88-2.25-2.55-2.69
-2.63-2.53-2.2-1.73-1.24-0.83
2P8002P8252P8502P8752P9002P9252P9502P97597502C9752C10002C10252C10502C10752C1100
34.9068.801350265000300.20130.7049.1
-4.80-10.10-22.20-38.500034.7015.905.5
28.1025.6023.4021.800019.8019018.7
0.600.500.200.10000.10-0.10-0.2
-0.060-0.110-0.20-0.350
00.4500.2500.12
0.00900.01500.02500.0360
00.04200.03500.022
5.5209013.52017.790
018.9015.2409.36
-0.90-1.330-1.830-2.230
0-2.170-1.680-1.02

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
0019.53.326.4111750





00-0.20.30.30





18.716.418.75.523.6111500





-0.12.2-0.6-0.20.10





0018.711.422.11.811250





00-0.40.6-0.2-0.1





18.749.118.521.921.24.111000





-0.25.5-0.32-0.10.2





0018.44220.710.510750





00-0.25.20.11.6





19130.718.678.720.32610500





-0.115.9012.2-0.22.9





0018.8137.920.463.410250486.320.2571.419.500
000.121.30.412.4-85.1-0.4-75.5-0.300
19.8300.219.2227.820.7135.110000310.220.7411.219.9483.520.3
0.134.70.2330.525.5-69.80.2-62.70-58.20
0019.8351.521.2253.4975018021.4285.520.500
000.345.90.844.8-48.40.7-48.80.200
21.158020.5508.222.2421950095.122.2191.221.226521.8
0.357.50.559.61.264.8-31.20.9-36.90.2-38.50.1
0021.3692.823.4623.892504823.4125.422.100
000.872.91.578.2-18.21-25.10.400






900023.524.881.123.113523.4






-8.91.3-160.6-22.20.2






875012.226.752.324.200






-5.91.1-10.20.700






85006.528.734.325.668.825.6






-3.41.1-5.70.9-10.10.5






82503.831.122.727.100






-1.41.8-3.11.100






80002.734.315.128.634.928.1






-0.52.5-21.1-4.80.6






77501.837.210.130.100






-0.22.9-1.6100






7500139.17.33218.731






-0.51.9-1.11-1.51






7250143.55.534.100






03.6-0.51.300






7000148.13.93610.134






03.8-0.41.3-0.31.2






6750000000






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6250000000






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