2010年12月15日水曜日

2010/12/15(Wed)OP

P/C1.30.40.90.90.9111.31.51.4
先物10300-7.510307.510277.5102151027010237.510147.510172.510190
基準15.4015.415.716.917.517.818.719.119.3
期近15.4015.415.716.95.825.7262420.5
期先116.9-0.11717.218.417.617.41818.418.9
期先218.30.118.218.419.41918.719.319.620.2
当/先0.900.90.90.90.31.51.41.31.1
先/先20.900.90.90.90.90.90.90.90.9

295685











850087509000925095009750100001025010250102501050010750110001125011500
1P8501P8751P9001P9251P9501P9751P10001P1025103001C10251C10501C10751C11001C11251C1150
1.92.84714.93373.7156.5361.420594.337.6144.61.8
000.10.10.4-0.5-0.71.6-8.1-9.7-6.4-4.1-1.9-0.8-0.6
2825.422.720.518.817.416.315.515.515.31515.115.515.916.8
0.40.40.40.30.30.100.10-0.2-0.1-0.1-0.1-0.1-0.3
-0.01-0.01-0.02-0.03-0.06-0.13-0.25-0.45
0.550.330.160.070.030.01
0.0020.0040.0060.0110.0220.0410.0670.087
0.0880.0830.0560.030.0130.006
0.570.831.21.983.546.099.3411.55
11.5510.637.233.951.790.86
-0.27-0.36-0.46-0.69-1.13-1.8-2.58-3.05
-3.03-2.72-1.86-1.05-0.49-0.25
2P8502P8752P9002P9252P9502P9752P10002P1025103002C10252C10502C10752C11002C11252C1150
8.213.121.13557.395.2158.4250.2548.6298.4181.3103.15527.813.9
-0.7-0.3-1-0.1-0.7-0.91-0.4-9.2-8.8-6.9-3.5-1.9-10
24.723.32220.819.618.617.917.11716.916.516.416.416.516.7
-0.20-0.10.1000.1-0.1-0.1-0.1-0.100.10.10.2
-0.02-0.03-0.05-0.09-0.14-0.21-0.32-0.46
0.540.40.260.160.090.05
0.0050.0080.0120.0190.0280.0390.050.057
0.0580.0580.0490.0370.0250.015
2.073.054.456.428.9111.8214.5416.05
16.0515.613.249.926.684.2
-0.45-0.63-0.87-1.18-1.54-1.94-2.29-2.42
-2.42-2.29-1.93-1.44-0.98-0.62
3P8503P8753P9003P9253P9503P9753P10003P1025103003C10253C10503C10753C11003C11253C1150
2940.557.884120.2172.9244.8343.3732388.7267.117511067.140.9
-0.20.2-0.70.20.12.34.75.6-2.1-7.7-3.3-1.1-0.71.60.8
25.424.1232220.920.119.218.618.518.317.817.517.317.217.4
00.10000.10.20.20.1-0.10.10.20.20.30.3
-0.05-0.07-0.1-0.14-0.2-0.27-0.36-0.46
0.540.430.320.230.160.1
0.0080.0110.0160.0210.0270.0330.0390.043
0.0440.0440.0410.0350.0280.021
5.36.868.8411.2413.8316.4418.5819.77
19.7719.5617.8715.0911.888.92
-0.79-0.97-1.19-1.44-1.69-1.93-2.09-2.14
-2.13-2.05-1.84-1.53-1.2-0.91

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
17.87.918.1223.3112250





0.40.60.40.10.50





17.61417.23.120.8112000





0.30.80.2-0.10.40





17.624.4176.718.3111750





0.41.40.1-0.20.40





17.440.916.713.916.81.811500





0.30.80.20-0.3-0.6





17.267.116.527.815.94.611250





0.31.60.1-1-0.1-0.8





17.311016.45515.51411000





0.2-0.70.1-1.9-0.1-1.9





17.517516.4103.115.137.610750489.915.555516.6628.417.8
0.2-1.10-3.5-0.1-4.15.80.28.10.311.20.4
17.8267.116.5181.31594.310500296.715.3385.916.947018.1
0.1-3.3-0.1-6.9-0.1-6.44.10.24.60.27.30.3
18.3388.716.9298.415.320510250156.515.5250.217.1343.318.6
-0.1-7.7-0.1-8.8-0.2-9.71.60.1-0.4-0.15.60.2
18.9539.817.745716371.71000073.716.3158.417.9244.819.2
0-60.1-5.7-0.3-10.7-0.7010.14.70.2
19.7718.518.2642.516.7579.897503317.495.218.6172.920.1
-0.1-9-0.2-10.2-0.4-10.9-0.50.1-0.902.30.1






950014.918.857.319.6120.220.9






0.40.3-0.700.10






9250720.53520.88422






0.10.3-0.10.10.20






9000422.721.12257.823






0.10.4-1-0.1-0.70






87502.825.413.123.340.524.1






00.4-0.300.20.1






85001.9288.224.72925.4






00.4-0.7-0.2-0.20






82501.430.85.526.419.826.5






-0.10.2-0.3-0.1-0.20






8000133.4428.314.427.9






00.500.2-0.10.1






7750137.22.830.100






00.5-0.1000






7500141.1231.9830.9






00.6-0.1000.1






7250145.10000






00.70000






6250000000






000000

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