2010年12月7日火曜日

2010/12/07(Tue)OP

P/C1.3-0.21.51.411.11.31.71.71.2
先物10147.5-2510172.51019010167.510002.5994510127.510052.510082.5
基準18.7-0.419.119.320.521.622.220.920.520.1
期近2622420.52223.624.422.421.220.6
期先118-0.418.418.919.920.721.120.119.819.6
期先219.3-0.319.620.220.821.621.820.920.720.5
当/先1.40.11.31.11.11.11.21.11.11
先/先20.900.90.9111111

23764











850087509000925095009750100001025010250102501050010750110001125011500
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11112.15.634.7143.418339.731111
000-0.9-1.5-3.2-2.28.8-8.2-17.1-3.80000
85.472.760.24839.430.927.825.124.824.723.931.341.95261.6
12.810.88.73.32.40.91.71.91.71.61.567.79.310.8
0-0.01-0.01-0.01-0.02-0.05-0.25-0.69
0.310.040.010.010.010.01
0.0020.0030.0040.0060.0140.0430.1410.173
0.1750.0430.0120.0070.0050.004
0.110.120.140.180.360.882.612.89
2.880.690.250.20.160.14
-1.94-1.88-1.82-1.79-3.01-5.72-15.34-15.34
-15.04-3.48-1.62-1.73-1.81-1.87
1P8501P8751P9001P9251P9501P9751P10001P1025101401C10251C10501C10751C11001C11251C1150
812.42033.557.7101.2174.5288464.6176.689.640.417.26.93.5
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28.326.324.422.721.119.818.81817.417.216.916.716.917.218.1
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0.440.270.150.070.030.02
0.0060.0090.0150.0230.0350.050.0630.068
0.0710.0610.0420.0250.0130.007
1.742.543.735.467.7710.412.4712.82
12.810.87.484.452.341.35
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2P8502P8752P9002P9252P9502P9752P10002P1025101402C10252C10502C10752C11002C11252C1150
28.340.659.986.7126.7185.4269.5381.8652.3270.6167.997.253.227.613.9
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27.425.924.623.3222120.119.318.818.618.117.717.517.317.4
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0.470.340.230.140.080.05
0.010.0130.0180.0240.0320.0390.0460.048
0.050.0480.040.0310.0210.013
4.736.228.1410.3312.731516.616.94
16.9415.6312.959.676.584.17
-1-1.25-1.56-1.86-2.17-2.44-2.58-2.52
-2.46-2.2-1.78-1.31-0.89-0.56

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
00000012250





000000





183.920.1179.8112000





-0.1-0.90.5013.70





17.56.918.61.470.9111750





-0.3-20.1-0.312.30





17.413.918.13.561.6111500





-0.1-2.40.5010.80





17.327.617.26.952111250





-0.3-5.1-0.2-29.30





17.553.216.917.241.9111000





-0.2-7.2-0.2-47.70





17.797.216.740.431.3110750604.835.3652.318.171018.6
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18.1167.916.989.623.9310500351.3045318529.818.8
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18.6270.617.2176.624.739.710250143.425.128818381.819.3
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19.4407.418312.728.2183.41000034.727.8174.518.8269.520.1
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20.3574.818.7487.531.1403.497505.630.9101.219.8185.421
-0.3-25-0.9-30.40.2-29.3-3.20.9-2.5-0.60.6-0.3






95002.139.457.721.1126.722






-1.52.4-2.4-0.5-0.9-0.3






925014833.522.786.723.3






-0.93.3-2.8-0.6-1.7-0.4






9000160.22024.459.924.6






08.7-2.7-0.7-0.8-0.2






8750172.712.426.340.625.9






010.8-1.4-0.5-1.2-0.3






8500185.4828.328.327.4






012.8-0.9-0.4-2.1-0.5






8250198.25.130.22028.9






014.9-0.6-0.4-1.9-0.6






80001111.43.632.61430.4






017-0.4-0.3-1.6-0.6






77501124.82.835.29.932






019.2-0.2-0.1-1.1-0.5






75001138.61.937.47.333.8






021.4-0.8-1.3-0.8-0.5






72501152.81.740.600






023.7-0.2-0.100






6250000000






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