2010年12月27日月曜日

2010/12/27(Mon)OP

P/C1-0.21.31.70.81.20.91.21.30.9
先物10332.55010282.51033010352.510222.51029510302.51030010307.5
基準15.50.614.915.615.516.615.615.815.415.4
期近14.90.514.415.315.316.415.615.815.415.4
期先116.50.316.316.716.817.917.217.416.917
期先218.3018.418.318.31918.618.718.318.2
当/先0.900.90.90.90.90.90.90.90.9
先/先20.900.90.90.90.90.90.90.90.9

174473











850087509000925095009750100001025010250102501050010750110001125011500
1P8501P8751P9001P9251P9501P9751P10001P1025103301C10251C10501C10751C11001C11251C1150
11.41.83.45.612.734.797.1278.5181.464.119.15.82.51
0-0.2-0.6-0.4-1.8-5.4-13.7-25.7-2.523.27.31.3-0.30.2-0.5
34.430.82724.320.818.216.31515.115.214.51516.218.319.8
3.42.722.41.610.70.70.70.60.30.30.20.8-0.2
0-0.01-0.01-0.02-0.03-0.07-0.17-0.4
0.60.310.120.040.020.01
0.0020.0020.0040.0080.0150.0320.070.114
0.1130.1080.0580.0240.010.004
0.270.390.530.951.552.995.778.67
8.687.954.421.930.970.44
-0.27-0.34-0.41-0.66-0.93-1.57-2.71-3.76
-3.82-3.33-1.92-0.91-0.51-0.25
2P8502P8752P9002P9252P9502P9752P10002P1025103302C10252C10502C10752C11002C11252C1150
4.36.611.119.335.864.9117.2201.3478.6277.3160.984.339.817.37.5
-1.3-1.7-2.9-4.8-7.1-10.1-16.3-24-2.521.515.29.83.70.8-0.2
25.723.822.220.819.618.517.616.816.716.316.216.116.116.116.4
0.40.50.40.30.40.50.50.40.30.10.30.30.20-0.2
-0.01-0.02-0.03-0.06-0.1-0.18-0.29-0.43
0.570.40.250.140.070.03
0.0040.0060.0090.0160.0250.0390.0540.065
0.0670.0660.0550.0380.0230.012
1.211.772.734.26.479.2912.2514.16
14.1513.9111.447.964.782.64
-0.35-0.48-0.68-0.98-1.43-1.94-2.43-2.68
-2.62-2.55-2.09-1.45-0.87-0.49
3P8503P8753P9003P9253P9503P9753P10003P1025103303C10253C10503C10753C11003C11253C1150
19.729.143.86495.7144.1209.9304686.5382.5254.9161.393.955.329.9
-3.3-4.7-5.3-9.4-13.4-15.9-20.1-24.8-5.81914.611.55.15.41.9
25.724.423.322.121.120.319.418.718.618.417.817.41717.117
0.20.20.40.10.10.20.20.30.2-0.100.1-0.10.20
-0.04-0.06-0.08-0.12-0.17-0.25-0.34-0.44
0.560.440.320.220.140.09
0.0070.010.0140.020.0260.0340.0410.046
0.0460.0480.0440.0370.0280.02
3.955.347.199.3411.914.6116.918.29
18.2918.2416.5713.610.47.25
-0.69-0.89-1.14-1.41-1.71-2.01-2.22-2.33
-2.31-2.22-1.98-1.58-1.21-0.84

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
17.44.618.6129.8112250





-0.2-0.3-0.1-0.21.60





17.18.417.71.826.6112000





-0.2-0.1-0.1-0.21.40





17.116.316.7323.3111750





00.7-0.6-0.81.10





1729.916.47.519.8111500





01.9-0.2-0.2-0.2-0.5





17.155.316.117.318.32.511250





0.25.400.80.80.2





1793.916.139.816.25.811000





-0.15.10.23.70.2-0.3





17.4161.316.184.31519.110750434.414.7502.516.357517.3
0.111.50.39.80.31.3-48.50.3-37.30.6-39.80
17.8254.916.2160.914.564.11050023515330.916.542518
014.60.315.20.37.3-38.30.8-31.60.5-32.50.2
18.4382.516.3277.315.2181.41025097.115201.316.830418.7
-0.1190.121.50.623.2-25.70.7-240.4-24.80.3
19.154017.1444.514.8359.31000034.716.3117.217.6209.919.4
025.20.129.6-0.629.3-13.70.7-16.30.5-20.10.2
19.772018.164518595975012.718.264.918.5144.120.3
-0.327.5035.30.642.9-5.41-10.10.5-15.90.2






95005.620.835.819.695.721.1






-1.81.6-7.10.4-13.40.1






92503.424.319.320.86422.1






-0.42.4-4.80.3-9.40.1






90001.82711.122.243.823.3






-0.62-2.90.4-5.30.4






87501.430.86.623.829.124.4






-0.22.7-1.70.5-4.70.2






8500134.44.325.719.725.7






03.4-1.30.4-3.30.2






8250139.12.827.613.727






03.7-0.90.5-2.30.3






8000143.92.2309.528.4






04.1-0.50.7-1.60.3






7750148.91.732.300






04.5-0.21.100






7500153.91.434.94.531.1






04.9-0.11.3-0.90.3






7250159.20000






05.30000






6250000000






000000

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