2010年11月17日水曜日

2010/11/17(Wed)OP

P/C1.101.111.60.811.21.10.7
先物9827.5459782.598259732.59862.59817.59687.597259637.5
基準21.1-0.321.52120.620.720.420.220.720.2
期近21.4-0.321.721.120.635.323.121.92320.2
期先120-0.320.319.92020.520.320.120.420.2
期先26.33.62.65.91.519.619.519.719.519.8
当/先1.101.11.111.71.11.11.11
先/先23.2-4.57.73.413.211111

225784











80008250850087509000925095009750975097501000010250105001075011000
12P80012P82512P85012P87512P90012P92512P95012P975983012C97512C100012C102512C105012C107512C1100
23.55.71122.846.892.2173.1422.9249.8130.157.522.27.72.8
00-1.1-2.5-4.4-8.9-16.5-26.4-7.41910.63-1.2-0.8-0.6
34.532.229.427.425.724.322.921.721.721.620.920.420.220.320.9
1.31.30.60.40.40.20-0.2-0.2-0.1-0.2-0.4-0.9-0.8-0.8
-0.01-0.01-0.02-0.04-0.08-0.15-0.26-0.43
0.570.380.210.10.040.02
0.0020.0040.0070.0130.0230.0390.0590.074
0.0750.0750.0580.0350.0170.008
0.480.791.242.13.575.657.979.56
9.569.257.014.192.080.97
-0.37-0.57-0.81-1.28-2.05-3.06-4.07-4.63
-4.62-4.33-3.2-1.9-0.94-0.45
1P8001P8251P8501P8751P9001P9251P9501P97598201C9751C10001C10251C10501C10751C1100
15.323.334.352.681.3125.5189.5281.4630.6349.2224.5132.874.338.920
-1.2-1.8-3.5-4.6-8.4-11.6-18.6-24.5-5.219.213.26.73.1-0.1-0.9
29.227.726.124.823.522.521.520.620.419.919.318.718.518.318.4
0.40.40.20.30.10.10-0.1-0.1-0.2-0.2-0.3-0.4-0.5-0.6
-0.03-0.05-0.07-0.11-0.16-0.23-0.33-0.44
0.560.430.30.190.120.07
0.0060.0090.0140.0190.0270.0350.0430.049
0.0510.0520.0480.0380.0270.018
2.8745.387.269.5211.9514.0915.39
15.3915.2713.5210.687.584.98
-0.73-0.96-1.22-1.56-1.95-2.34-2.63-2.76
-2.68-2.58-2.21-1.72-1.21-0.8
2P8002P8252P8502P8752P9002P9252P9502P97597502C9752C10002C10252C10502C10752C1100
37070.30139.90265.7000304.50129.5045.2
-1.40-5.20-9.60-1700014.506.800
28.8026.1024.1022.100020.2019.1018.5
0.400.200.100.1000-0.20-0.20-0.4
-0.060-0.110-0.210-0.350
00.4500.2500.11
0.00900.01500.02500.0360
00.04100.03500.022
5.6208.96013.47017.580
018.69015.0508.94
-0.960-1.390-1.920-2.290
0-2.250-1.710-0.98

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
0019.5327.5111750





00-0.20.100





18.61518.84.924.6111500





-0.5-0.5-0.5-0.4-0.10





0018.59.821.6111250





00-0.7-1-1.7-0.8





18.545.218.42020.92.811000





-0.40-0.6-0.9-0.8-0.6





0018.338.920.37.710750





00-0.5-0.1-0.8-0.8





19.1129.518.574.320.222.210500





-0.26.8-0.43.1-0.9-1.2





0018.7132.820.457.510250481.120.6564.819.500
00-0.36.7-0.43-42.2-0.5-37.4-0.300
20.2304.519.3224.520.9130.110000303.621.1406.32048520.7
-0.214.5-0.213.2-0.210.6-34.5-0.2-31.2-0.2-29.9-0.1
0019.9349.221.6249.89750173.121.7281.420.600
00-0.219.2-0.119-26.4-0.2-24.5-0.100
21.5583.820.7506.922.6418.1950092.222.9189.521.5265.722.1
-0.222.6-0.126.2-0.226.6-16.50-18.60-170.1
0021.4690.823.7621.9925046.824.3125.522.500
00-0.229.6-0.134.5-8.90.2-11.60.100






900022.825.781.323.5139.924.1






-4.40.4-8.40.1-9.60.1






87501127.452.624.800






-2.50.4-4.60.300






85005.729.434.326.170.326.1






-1.10.6-3.50.2-5.20.2






82503.532.223.327.700






01.3-1.80.400






8000234.515.329.23728.8






01.3-1.20.4-1.40.4






77501.738.510.93100






0.32.3-0.80.400






75001.442.27.732.919.931.7






0.42.9-0.50.500.6






7250145.55.634.800






01.600.700






7000150.3436.710.834.8






01.7-0.10.60.40.8






6750000000






000000






6250000000






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