2010年12月9日木曜日

2010/12/09(Thu)OP

P/C0.9-0.111.31.51.411.11.31.7
先物1028547.510237.510147.510172.51019010167.510002.5994510127.5
基準180.317.818.719.119.320.521.622.220.9
期近41.515.725.7262420.52223.624.422.4
期先117.70.417.41818.418.919.920.721.120.1
期先2190.318.719.319.620.220.821.621.820.9
当/先2.30.91.51.41.31.11.11.11.21.1
先/先20.900.90.90.90.91111

03562











850087509000925095009750100001025010250102501050010750110001125011500
12P85012P87512P90012P92512P95012P97512P100012P10251028012C102512C105012C107512C110012C112512C1150
1111113.738.4109.4712.91111
0000-0.1-1-6.5-29.3-17.911.3-2.30000
235.1202.7170.7139.1107.776.15542.441.540.540.964.292.2118.6143.7
117.810286.370.955.136.523.817.916.314.113.228.542.455.467.8
00-0.01-0.01-0.01-0.01-0.05-0.4
0.610.050.010.010.010.01
0.0020.0020.0030.0040.0070.0130.0580.284
0.2960.0830.0170.0090.0060.004
0.040.040.050.060.070.10.331.23
1.230.350.110.090.070.06
-13.09-12.77-12.39-11.94-11.36-10.58-25.54-73.77
-70.22-20.06-10.3-11.17-11.79-12.27
1P8501P8751P9001P9251P9501P9751P10001P1025102701C10251C10501C10751C11001C11251C1150
57.812.521.837.768.6122.9215454.2239.2129.461.928.111.14.9
-0.9-0.7-1.6-2.6-4.8-7.7-12-15.37.422.816.99.861.91.3
28.826.824.823.121.420.21918.217.817.317.116.917.117.217.8
0.30.60.40.50.40.50.50.80.50.10.30.30.50.20.5
-0.01-0.02-0.04-0.07-0.11-0.19-0.31-0.46
0.540.360.210.110.050.02
0.0040.0070.010.0170.0270.0420.0580.068
0.0720.0680.0530.0340.0190.01
1.21.782.664.096.038.6411.2312.72
12.7211.969.185.973.281.76
-0.49-0.67-0.93-1.34-1.83-2.46-3.01-3.27
-3.13-2.89-2.2-1.45-0.8-0.44
2P8502P8752P9002P9252P9502P9752P10002P1025102702C10252C10502C10752C11002C11252C1150
2029.342.564.295.5144.7214.1311.3646.1334.8217.2131.275.542.122
-2.3-1.2-3.3-4.2-5.3-6.7-11.2-1410.624.621.916.410.67.34.6
27.42624.523.322.121.220.219.519.118.718.217.817.717.717.7
0.10.50.30.40.50.60.50.70.40.10.30.40.30.40.5
-0.04-0.06-0.09-0.13-0.18-0.26-0.35-0.47
0.530.410.290.190.120.07
0.0080.0110.0150.0210.0280.0360.0430.048
0.050.050.0450.0360.0260.018
3.725.016.648.7511.1413.6715.7816.9
16.916.514.4911.58.395.61
-0.81-1.04-1.3-1.63-1.97-2.31-2.55-2.62
-2.54-2.42-2.08-1.63-1.19-0.8

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





000000





18.26.219.21191112000





0.71.9-0.20910





17.911.718.32167.8111750





0.52.80.20.479.60





17.72217.84.9143.7111500





0.54.60.51.367.80





17.742.117.211.1118.6111250





0.47.30.21.955.40





17.775.517.128.192.2111000





0.310.60.5642.40





17.8131.216.961.964.2110750467.875.4536.918.1609.818.9
0.416.40.39.828.50-42.375.4-31.11-20.21.1
18.2217.217.1129.440.92.910500224.654.6352.417.8444.919.1
0.321.90.316.913.2-2.3-35.654.6-25.60.7-15.21
18.7334.817.3239.240.5711025038.442.421518.2311.319.5
0.124.60.122.814.111.3-29.317.9-15.30.8-140.7
19.649018398.141.1285.7100003.755122.919214.120.2
0.231.1029.84.931.5-6.523.8-120.5-11.20.5
20.367018.4590.10530.19750176.168.620.2144.721.2
0.134.1-0.631.3-48.636.3-136.5-7.70.5-6.70.6






95001107.737.721.495.522.1






-0.155.1-4.80.4-5.30.5






92501139.121.823.164.223.3






070.9-2.60.5-4.20.4






90001170.712.524.842.524.5






086.3-1.60.4-3.30.3






87501202.77.826.829.326






0102-0.70.6-1.20.5






85001235.1528.82027.4






0117.8-0.90.3-2.30.1






82501268.23.330.913.728.8






0134-0.50.4-0.70.5






800013022.733.99.630.4






0150.6-0.10.8-1.40






77501336.61.936.1732.1






0167.5-0.30.3-0.60.3






75001372.11.338.34.833.6






0184.9-0.4-0.1-0.60.2






72501408.5140.900






0202.70100






6250000000






000000

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