2010年11月9日火曜日

P/C1.201.10.71.10.70.91.111
先物9687.5-37.597259637.59357.59167.59152.591909367.59397.5
基準20.2-0.420.720.220.623.122.721.520.219.9
期近21.9-1.12320.220.924.423.921.519.919.7
期先120.1-0.320.420.220.522.42221.420.420.3
期先219.70.119.519.82021.721.421.120.420.5
当/先1.101.1111.11.1111
先/先21011111111

23065











80008250850087509000925095009750975097501000010250105001075011000
11P80011P82511P85011P87511P90011P92511P95011P975969011C97511C100011C102511C105011C107511C1100
11111.33.816.3100.2139.939.74.61111
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91.978.565.352.340.632.324.620.62121.224.730.942.152.762.8
13.511.39.172.91.6-0.8-2.7-1.7-11.34.58.31011.6
0-0.01-0.01-0.01-0.01-0.04-0.16-0.65
0.360.060.010.010.010.01
0.0020.0020.0030.0050.010.0320.1260.232
0.2250.0590.0130.0080.0050.004
0.10.110.130.160.240.631.92.9
2.910.890.250.190.160.14
-1.94-1.89-1.83-1.76-2.03-4.3-9.86-12.56
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12P80012P82512P85012P87512P90012P92512P95012P975969012C97512C100012C102512C105012C107512C1100
3.75.810.519.738.576144.9254.2448.1193.9100.147.621.69.24.1
-0.1-0.100.30.41.25.19.3-14.5-23.8-17.7-10.7-5.5-3.5-2.1
30.127.625.723.922.521.320.519.919.92019.619.72020.321
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0.470.30.170.090.040.02
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0.891.352.23.565.638.210.4411.11
11.119.686.994.392.441.33
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1P8001P8251P8501P8751P9001P9251P9501P97596801C9751C10001C10251C10501C10751C1100
19.127.94367.3104.7163.2244.3356.3641.3285.1180.7110.462.234.918.7
0.30.81.62.54.88.610.713.8-4.3-18-14.7-9.2-7.2-4.3-1.8
26.925.32422.921.921.220.419.819.419.218.818.718.518.618.7
-0.1-0.1-0.1-0.1-0.10-0.1-0.20.10.20.10.20.10.10.2
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0.490.360.250.160.10.06
0.0080.0110.0170.0230.0310.0390.0460.049
0.0510.0490.0420.0320.0230.015
3.64.886.678.9311.4713.9615.7616.35
16.3415.3413.0510.037.194.79
-0.74-0.94-1.22-1.56-1.92-2.25-2.45-2.46
-2.41-2.21-1.87-1.42-1.03-0.69


期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
19.52.925.3190.8111750





0.1-0.40.4-0.2160





19.25.324.11.781.8111500





0.1-0.80-0.614.60





18.89.822.42.472.4111250





0.1-1.60.1-0.713.10





18.718.7214.162.8111000





0.2-1.8-0.4-2.111.60





18.634.920.39.252.7110750





0.1-4.3-0.3-3.5100





18.562.22021.642.1110500





0.1-7.2-0.1-5.58.30





18.7110.419.747.630.9110250566.338608.619.568019.4
0.2-9.2-0.2-10.74.5-0.840.413.723-0.722.9-0.2
18.8180.719.6100.124.74.61000031825.8413.119.7504.119.6
0.1-14.7-0.3-17.71.3-6.830.71.818.1-0.419.1-0.1
19.2285.120193.921.239.79750100.220.6254.219.9356.319.8
0.2-18-0.2-23.8-1-31.60.5-2.79.3-0.613.8-0.2
19.8424.720.4331.323.3201.4950016.324.6144.920.5244.320.4
0.2-22-0.3-31.20.2-39.7-4.8-0.85.1-0.410.7-0.1
20.4590.721.2512.931.944192503.832.37621.3163.221.2
0.3-25.5-0.3-355.9-36-1.41.61.2-0.58.60






90001.340.638.522.5104.721.9






-0.72.90.4-0.44.8-0.1






8750152.319.723.967.322.9






070.3-0.22.5-0.1






8500165.310.525.74324






09.10-0.21.6-0.1






8250178.55.827.627.925.3






011.3-0.1-0.20.8-0.1






8000191.93.730.119.126.9






013.5-0.1-0.20.3-0.1






77501105.62.532.712.928.4






015.7-0.1-0.10-0.2






75001119.61.835.58.629.9






01800-0.5-0.4






725011341.438.900






020.300.100






70001148.7141.54.733.9






022.700.2-0.1-0.2






67501163.90000






025.20000






6250000000






000000

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