2010年12月29日水曜日

2010/12/29(Wed)OP

P/C0.9-0.21.211.31.70.81.20.91.2
先物10357.542.51031510327.510282.51033010352.510222.51029510302.5
基準15.8015.815.614.915.615.516.615.615.8
期近150151514.415.315.316.415.615.8
期先116.8-0.116.916.616.316.716.817.917.217.4
期先218.7018.718.418.418.318.31918.618.7
当/先0.900.90.90.90.90.90.90.90.9
先/先20.900.90.90.90.90.90.90.90.9

154271











850087509000925095009750100001025010250102501050010750110001125011500
1P8501P8751P9001P9251P9501P9751P10001P1025103601C10251C10501C10751C11001C11251C1150
111.935.410.52982.1270.2188.167.517.64.81.91
000-0.3-0.3-2.7-8-19.72.822.59.52.20.70.10
36.93229.325.722.519.11715.315.21514.814.916.118.320.6
1.81.51.61.21.30.60.40.10.100-0.10.1-0.1-0.1
00-0.01-0.02-0.03-0.06-0.15-0.36
0.640.330.120.040.010.01
0.0020.0020.0040.0070.0140.0290.0650.116
0.1170.1160.0610.0230.0090.004
0.250.290.510.811.412.557.98
7.967.714.131.670.770.42
-0.3-0.3-0.48-0.68-1.03-1.56-2.76-3.96
-3.91-3.71-2.01-0.88-0.46-0.28
2P8502P8752P9002P9252P9502P9752P10002P1025103602C10252C10502C10752C11002C11252C1150
5.7812.320.335.262.6109.5188.7485.3296.6169.68740.517.87.8
0.80.4-0.5-1.6-4.4-8.7-14.6-22.41.924.314.57.23.61.91.1
27.725.423.521.820.419.21817.117.11716.516.216.116.216.6
1.410.70.50.20.10-0.100.20-0.1-0.100.1
-0.02-0.02-0.04-0.06-0.1-0.17-0.27-0.42
0.580.420.260.140.070.03
0.0040.0060.010.0150.0240.0370.0520.065
0.0650.0670.0570.040.0240.013
1.411.932.814.186.218.8811.7213.77
13.7713.7611.437.964.822.69
-0.46-0.58-0.78-1.07-1.49-2-2.48-2.76
-2.78-2.69-2.19-1.51-0.93-0.53
3P8503P8753P9003P9253P9503P9753P10003P1025103603C10253C10503C10753C11003C11253C1150
22.331.745.765.295.4140.1203.7294.6694.8400.3268.9170.1100.757.632.3
0.1-0.4-1.6-5.6-8.7-10.6-16.3-19.15.424.418.713.66.63.92.7
26.925.524.222.921.720.719.819.11918.918.217.717.317.217.2
0.70.60.50.100.100.10.10.20.10.1-0.1-0.10
-0.04-0.06-0.09-0.12-0.17-0.24-0.33-0.43
0.570.450.330.230.150.09
0.0070.010.0140.0190.0260.0330.040.045
0.0460.0480.0450.0380.0290.021
4.145.477.189.2111.6414.2216.5318.01
18.0118.1216.6313.8310.547.5
-0.78-0.98-1.22-1.47-1.77-2.06-2.28-2.4
-2.39-2.32-2.07-1.68-1.27-0.91

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
17.64.818.8131.2112250





-0.10.2-0.200.30





17.28.7181.927.8112000





00.800.20.20





17.116.817.13.524.3111750





0.11.80.10.50.10





17.232.316.67.820.6111500





02.70.11.1-0.10





17.257.616.217.818.31.911250





-0.13.901.9-0.10.1





17.3100.716.140.516.14.811000





-0.16.6-0.13.60.10.7





17.7170.116.28714.917.610750407.914.5478.416.256517.9
0.113.6-0.17.2-0.12.2-40.8-0.2-36.2-0.2-26.60.3
18.2268.916.5169.614.867.510500209.114.7312.116.6412.518.4
0.118.7014.509.5-34.7-0.3-27.80-23.50.1
18.9400.317296.615188.11025082.115.3188.717.1294.619.1
0.224.40.224.3022.5-19.70.1-22.4-0.1-19.10.1
19.6560.517.7465.216.8385.8100002917109.518203.719.8
0.230-0.226.20.535.6-80.4-14.60-16.30
20.5745.819.167115.7611.6975010.519.162.619.2140.120.7
0.233.30.436.4-1.736.1-2.70.6-8.70.1-10.60.1






95005.422.535.220.495.421.7






-0.31.3-4.40.2-8.70






9250325.720.321.865.222.9






-0.31.2-1.60.5-5.60.1






90001.929.312.323.545.724.2






01.6-0.50.7-1.60.5






8750132825.431.725.5






01.50.41-0.40.6






8500136.95.727.722.326.9






01.80.81.40.10.7






8250141.94.33016.228.5






01.91.220.70.8






80001472.93212.830.4






02.10.92.11.81.3






7750152.323400






02.20.31.500






7500157.61.536.16.533.4






02.40.52.111.3






7250163.20000






02.60000






6250000000






000000

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