2010年12月22日水曜日

2010/12/22(Wed)OP

P/C1.710.81.20.91.21.30.90.90.9
先物10330-22.510352.510222.51029510302.51030010307.510277.510215
基準15.6015.516.615.615.815.415.415.716.9
期近15.3015.316.415.615.815.415.415.716.9
期先116.7-0.216.817.917.217.416.91717.218.4
期先218.30.118.31918.618.718.318.218.419.4
当/先0.900.90.90.90.90.90.90.90.9
先/先20.900.90.90.90.90.90.90.90.9

224978











850087509000925095009750100001025010250102501050010750110001125011500
1P8501P8751P9001P9251P9501P9751P10001P1025103301C10251C10501C10751C11001C11251C1150
1.11.72.64.18.22049.1119.2319.5200.385319.83.61.9
-0.6-0.3-0.3-0.6-0.8-0.90.15-11.5-16.5-11-4.3-3-1-0.7
30.627.724.921.919.617.916.315.415.415.415.115.415.91718.8
-1.1-0.2-0.1-0.3-0.3-0.3-0.2-0.10000.2-0.10.10
0-0.01-0.01-0.02-0.04-0.09-0.2-0.41
0.590.340.150.060.020.01
0.0020.0030.0050.0080.0170.0360.0680.099
0.0990.0950.060.0280.0120.006
0.330.50.791.212.24.227.269.95
9.959.356.052.931.370.76
-0.23-0.31-0.44-0.59-0.96-1.69-2.65-3.41
-3.45-3.17-2.09-1.04-0.52-0.32
2P8502P8752P9002P9252P9502P9752P10002P1025103302C10252C10502C10752C11002C11252C1150
5.8914.22442.874.9129.5214.6511.9297.4174.994.947.923.411.2
-0.4-0.8-1-1.1-0.7-0.61.63.9-15.3-19.2-14.8-9.9-6.1-3.3-2
25.423.72220.619.618.517.616.816.816.916.416.216.216.416.8
-0.3-0.4-0.3-0.3-0.2-0.3-0.2-0.2-0.2-0.3-0.2-0.1-0.1-0.1-0.1
-0.02-0.03-0.04-0.07-0.11-0.19-0.3-0.44
0.560.410.260.150.080.04
0.0040.0070.010.0170.0260.0380.0520.062
0.0610.0620.0530.0380.0250.015
1.542.273.324.967.3610.2413.1314.97
14.9714.7312.378.995.853.53
-0.4-0.54-0.74-1.04-1.45-1.91-2.33-2.53
-2.57-2.45-2.04-1.48-0.98-0.6
3P8503P8753P9003P9253P9503P9753P10003P1025103303C10253C10503C10753C11003C11253C1150
23.634.649.871.3104.9152.6218.9312.8707.4394.6267.9171.110561.235
-1.1-0.10.10.80.62.73.86.8-7.2-14.1-10.9-9-5.4-3.8-3.7
25.724.623.322.121.120.119.218.518.518.51817.517.217.117.1
-0.3-0.1-0.1-0.1-0.1-0.1-0.10000.100.10.1-0.1
-0.04-0.06-0.09-0.13-0.18-0.25-0.34-0.45
0.550.440.330.230.150.09
0.0080.0110.0150.020.0260.0330.040.045
0.0450.0460.0430.0370.0290.021
4.526.047.8810.0712.6515.2817.5518.92
18.9218.8717.2614.4711.158.05
-0.74-0.94-1.17-1.42-1.7-1.96-2.14-2.22
-2.25-2.17-1.93-1.6-1.22-0.88

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
17.66.1191.926.3112250





0-0.8-0.1-0.50.90





17.411.218323.4112000





0.2-0.30.1-0.50.80





17.119.417.35.520.5111750





-0.1-2.4-0.1-1.20.70





17.13516.811.218.81.911500





-0.1-3.7-0.1-20-0.7





17.161.216.423.4173.611250





0.1-3.8-0.1-3.30.1-1





17.210516.247.915.99.811000





0.1-5.4-0.1-6.1-0.1-3





17.5171.116.294.915.43110750446.614.8511.816.1587.817.4
0-9-0.1-9.90.2-4.315.7-0.211.5-0.211.4-0.1
18267.916.4174.915.18510500251.714.8343.216.4433.517.8
0.1-10.9-0.2-14.80-119.3-0.27.8-0.28.7-0.1
18.5394.616.9297.415.4200.310250119.215.4214.616.8312.818.5
0-14.1-0.3-19.20-16.55-0.13.9-0.26.80
19.255017.8463.216.8382.71000049.116.3129.517.6218.919.2
0.1-15.1-0.2-20.20-20.70.1-0.21.6-0.23.8-0.1
20.2734.818.7658.318.5603.397502017.974.918.5152.620.1
0.3-13.90.1-19.40.3-21-0.9-0.3-0.6-0.32.7-0.1






95008.219.642.819.6104.921.1






-0.8-0.3-0.7-0.20.6-0.1






92504.121.92420.671.322.1






-0.6-0.3-1.1-0.30.8-0.1






90002.624.914.22249.823.3






-0.3-0.1-1-0.30.1-0.1






87501.727.7923.734.624.6






-0.3-0.2-0.8-0.4-0.1-0.1






85001.130.65.825.423.625.7






-0.6-1.1-0.4-0.3-1.1-0.3






8250134.43.927.216.126.9






00.5-0.2-0.2-0.8-0.3






8000138.62.729.111.828.4






00.5-0.7-0.8-0.8-0.3






7750143231.100






00.600.100






7500147.41.533.36.331.4






00.7-0.3-0.6-0.5-0.3






72501520000






00.80000






6250000000






000000

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