2010年12月13日月曜日

2010/12/13(Mon)OP

P/C0.900.9111.31.51.411.1
先物10277.562.5102151027010237.510147.510172.51019010167.510002.5
基準15.7-1.316.917.517.818.719.119.320.521.6
期近15.7-1.316.95.825.7262420.52223.6
期先117.2-1.218.417.617.41818.418.919.920.7
期先218.4-0.919.41918.719.319.620.220.821.6
当/先0.900.90.31.51.41.31.11.11.1
先/先20.900.90.90.90.90.90.911

315887











850087509000925095009750100001025010250102501050010750110001125011500
1P8501P8751P9001P9251P9501P9751P10001P1025102801C10251C10501C10751C11001C11251C1150
2.53.35.49.519.340.686.917537820396.840.515.45.22
-1.6-3.2-5.7-10.1-17.1-29.1-42.3-55-44.110.81-2.6-2.5-1.6-0.9
27.724.922.620.518.917.516.515.715.715.715.415.515.81616.7
0.3-0.6-0.9-1.2-1.3-1.5-1.3-1.2-1.1-1-1-1-0.9-0.9-0.8
-0.01-0.01-0.02-0.04-0.07-0.15-0.28-0.47
0.530.330.170.070.030.01
0.0030.0040.0070.0130.0250.0430.0670.084
0.0840.0780.0540.030.0130.006
0.710.961.512.464.236.910.0811.98
11.9810.867.534.221.960.93
-0.32-0.38-0.55-0.8-1.27-1.92-2.64-2.99
-3.01-2.68-1.86-1.06-0.5-0.25
2P8502P8752P9002P9252P9502P9752P10002P1025102802C10252C10502C10752C11002C11252C1150
10.115.324.940.265.6105.7170.1268.5565.1296.6179.8100.954.727.613.3
-7.8-11-15.5-21.2-29.4-39.3-49.5-56.3-46.99.30.1-3.9-2.2-2.8-1.9
24.923.422.220.919.818.717.817.317.317.216.716.416.416.516.5
-1.3-1.3-1.3-1.3-1.3-1.3-1.3-1.1-1-0.9-1.1-1.1-0.8-0.8-0.8
-0.03-0.04-0.06-0.1-0.15-0.23-0.34-0.47
0.530.390.260.160.090.05
0.0060.0090.0130.020.0290.0390.050.056
0.0560.0560.0480.0360.0240.015
2.413.424.977.019.5912.431516.35
16.3515.7413.269.956.694.11
-0.51-0.68-0.94-1.25-1.62-1.99-2.28-2.41
-2.42-2.26-1.87-1.4-0.94-0.58
3P8503P8753P9003P9253P9503P9753P10003P1025102803C10253C10503C10753C11003C11253C1150
32.345.664.490.4130183.7258.5356.6741.6385263.1171.3105.46538.5
-13.5-15.7-20.4-25.8-34.5-39.7-47.3-53-4112.13.70.4-2.9-2.5-1.2
25.524.323.22221.120.119.318.518.518.517.917.517.117.217.2
-1.1-0.9-0.9-0.9-1-0.9-0.9-0.8-0.8-0.7-0.8-0.8-0.8-0.7-0.5
-0.06-0.08-0.11-0.15-0.21-0.28-0.37-0.47
0.530.420.320.220.150.1
0.0090.0120.0160.0210.0270.0330.0390.043
0.0430.0430.040.0350.0270.02
5.77.389.4111.7414.3716.8918.9420
2019.6717.8714.9511.778.69
-0.83-1.02-1.24-1.47-1.73-1.94-2.08-2.11
-2.13-2.02-1.8-1.47-1.16-0.86

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
17.36.618.52.522.8112250





-0.4-0.40.30.40.30





17.312.317.23.320.4112000





-0.7-1.7-0.6-0.60.20





17.121.616.96.817.9111750





-0.8-2.9-0.5-0.8-0.8-0.5





17.238.516.513.316.7211500





-0.5-1.2-0.8-1.9-0.8-0.9





17.26516.527.6165.211250





-0.7-2.5-0.8-2.8-0.9-1.6





17.1105.416.454.715.815.411000





-0.8-2.9-0.8-2.2-0.9-2.5





17.5171.316.4100.915.540.510750511.915.4572.416.465018
-0.80.4-1.1-3.9-1-2.6-69.3-1.5-70.1-1.3-57.5-0.5
17.9263.116.7179.815.496.810500317.515.3402.516.848518
-0.83.7-1.10.1-11-65.4-1.3-65.7-1.3-60-0.9
18.538517.2296.615.72031025017515.7268.517.3356.618.5
-0.712.1-0.99.3-110.8-55-1.2-56.3-1.1-53-0.8
19.253517.8448.816.4364.91000086.916.5170.117.8258.519.3
-0.817.8-1.116.4-1.122.7-42.3-1.3-49.5-1.3-47.3-0.9
19.971018.6633.517.4568.4975040.617.5105.718.7183.720.1
-0.922.5-1.126.1-0.938.4-29.1-1.5-39.3-1.3-39.7-0.9






950019.318.965.619.813021.1






-17.1-1.3-29.4-1.3-34.5-1






92509.520.540.220.990.422






-10.1-1.2-21.2-1.3-25.8-0.9






90005.422.624.922.264.423.2






-5.7-0.9-15.5-1.3-20.4-0.9






87503.324.915.323.445.624.3






-3.2-0.6-11-1.3-15.7-0.9






85002.527.710.124.932.325.5






-1.60.3-7.8-1.3-13.5-1.1






82501.730.16.626.424.327






-1.20.2-5.3-1.2-8.8-0.7






80001.633.64.928.416.928.1






-0.90.5-3.2-0.8-7.6-0.9






7750135.73.530.200






-0.70.4-2.2-0.600






7500139.52.5329.731.3






02.4-1.4-0.4-3.8-0.6






7250143.40000






02.60000






6250000000






000000

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