2011年1月11日火曜日

2011/01/11(Tue)OP

P/C1.1-0.61.71.21.40.91.10.91.21
先物10512.5-3510547.510517.510377.510382.51020510357.51031510327.5
基準17.30.616.71717.617.916.915.815.815.6
期近21.65.216.41717.61816.1151515
期先116.90.216.71717.617.817.716.816.916.6
期先218.3018.318.51919.219.418.718.718.4
当/先1.30.311110.90.90.90.9
先/先20.900.90.90.90.90.90.90.90.9

22958











8750900092509500975010000102501050010500105001075011000112501150011750
1P8751P9001P9251P9501P9751P10001P10251P1050105101C10501C10751C11001C11251C11501C1175
111112.210.165.9145.979.99.31.6111
0000-0.8-2.5-6.1-2.1-40.4-38.2-15.4-3.1-0.300
87.975.663.651.639.731.224.821.421.621.82227.235.945.955.4
33.528.72419.312.78.45.95.25.15.15.58.614.218.922.6
00-0.01-0.01-0.01-0.02-0.1-0.47
0.530.10.020.010.010.01
0.0020.0020.0030.0040.0070.020.0840.22
0.2160.0980.0210.0090.0060.004
0.110.120.140.160.20.451.493.36
3.361.540.40.220.180.16
-1.96-1.91-1.86-1.79-1.7-2.97-7.82-15.21
-15.54-7.16-2.32-1.69-1.78-1.85
2P8752P9002P9252P9502P9752P10002P10252P1050105102C10502C10752C11002C11252C11502C1175
2.73.8713.226.551.7102.1194402.4208.4101.443.116.25.82.4
-0.2-1.1-1.1-1.7-0.9-1-0.55.4-26.9-32.3-23.6-15.1-7.4-3.5-1.2
27.925.323.621.920.418.917.716.916.91716.416.316.416.717.5
10.20.40.30.50.30.10.20.10000.20.20.6
-0.01-0.01-0.03-0.05-0.09-0.17-0.3-0.48
0.520.320.170.080.030.01
0.0030.0050.0090.0150.0270.0450.0660.079
0.0790.0730.0520.0290.0140.007
0.741.061.792.974.97.4910.3311.88
11.8810.737.544.242.061.02
-0.35-0.46-0.72-1.1-1.7-2.4-3.1-3.4
-3.45-3.01-2.1-1.19-0.58-0.31
3P8753P9003P9253P9503P9753P10003P10253P1050105103C10503C10753C11003C11253C11503C1175
15.924.236.756.587133.8202.4300.2614.8314.6195114.362.332.616.2
-1.5-1.8-1.8-2.5-2.3-0.40.53.2-25.8-29-28-20.2-14.6-9.3-5.1
26.124.823.522.321.120.119.218.318.318.417.617.3171717
000.1-0.1-0.10-0.1-0.2-0.10-0.3-0.1-0.2-0.10
-0.04-0.05-0.08-0.12-0.17-0.25-0.36-0.48
0.520.390.270.170.10.05
0.0070.010.0150.0210.0290.0380.0460.052
0.0520.0520.0450.0350.0240.016
3.264.536.28.3310.8313.4615.6616.74
16.7416.1213.8310.587.344.67
-0.73-0.96-1.25-1.59-1.96-2.31-2.56-2.62
-2.65-2.44-2.05-1.55-1.07-0.68

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
18.22.423.2181.8112500





0-1.21.8032.90





17.74.420.8173.3112250





0-1.81.7029.50





17.27.918.91.364.5112000





-0.1-3.51.1-0.326.10





1716.217.52.455.4111750





0-5.10.6-1.222.60





1732.616.75.845.9111500





-0.1-9.30.2-3.518.90





1762.316.416.235.9111250





-0.2-14.60.2-7.414.2-0.3





17.3114.316.343.127.21.611000486.60527.516602.517.4
-0.1-20.20-15.18.6-3.131.2-17.220.60170
17.619516.4101.4229.310750242.919.2336.216.2433.417.7
-0.3-280-23.65.5-15.417.93.212.80.18.5-0.2
18.4314.617208.421.879.91050065.921.419416.9300.218.3
0-290-32.35.1-38.2-2.15.25.40.23.2-0.2
19.1464.917.9367.7252731025010.124.8102.117.7202.419.2
-0.1-350.2-34.75.7-42.1-6.15.9-0.50.10.5-0.1
19.8644.119.2567.535.4517.2100002.231.251.718.9133.820.1
-0.3-39.10.3-35.911.7-36.3-2.58.4-10.3-0.40






9750139.726.520.48721.1






-0.812.7-0.90.5-2.3-0.1






9500151.613.221.956.522.3






019.3-1.70.3-2.5-0.1






9250163.6723.636.723.5






024-1.10.4-1.80.1






9000175.63.825.324.224.8






028.7-1.10.2-1.80






8750187.92.727.915.926.1






033.5-0.21-1.50






85001100.31.830.310.827.6






038.4-0.50.7-1.30






825011131.3337.429.1






043.3-0.31-1.20






80001126135.75.230.8






048.401.9-10






77501139.3139.500






053.602.100






75001153143.42.934.6






05902.3-0.7-0.1






6250000000






000000

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