2011年1月12日水曜日

2011/01/12(Wed)OP

P/C0.9-0.11.11.71.21.40.91.10.91.2
先物105152.510512.510547.510517.510377.510382.51020510357.510315
基準16.9-0.417.316.71717.617.916.915.815.8
期近23.6221.616.41717.61816.11515
期先116.5-0.416.916.71717.617.817.716.816.9
期先218-0.318.318.318.51919.219.418.718.7
当/先1.40.21.311110.90.90.9
先/先20.900.90.90.90.90.90.90.90.9

12857











8750900092509500975010000102501050010500105001075011000112501150011750
1P8751P9001P9251P9501P9751P10001P10251P1050105201C10501C10751C11001C11251C11501C1175
1111114.450.912170.24.91111
00000-1.2-5.7-15-24.8-9.8-4.3-0.6000
116.3100.184.268.452.736.92722.823.624.524.633.447.360.573.1
28.424.520.616.812.95.72.21.422.72.66.211.414.617.7
00-0.01-0.01-0.01-0.01-0.06-0.46
0.540.070.010.010.010.01
0.0020.0020.0030.0040.0070.0130.0680.272
0.2540.0860.0160.0090.0060.004
0.080.090.10.120.150.20.752.54
2.540.870.220.170.140.12
-3.43-3.35-3.25-3.12-2.97-2.76-7.54-21.38
-23-7.92-2.73-2.95-3.11-3.23
2P8752P9002P9252P9502P9752P10002P10252P1050105202C10502C10752C11002C11252C11502C1175
23.35.911.523.146.694.8183.2387.220495.138.113.54.51.9
-0.7-0.4-1.1-1.7-3.4-5-7.2-10.8-15.2-4.4-6.3-5-2.7-1.3-0.5
27.425.423.421.720.118.617.416.316.616.81615.815.916.317.2
-0.50-0.2-0.2-0.3-0.3-0.3-0.5-0.4-0.2-0.4-0.5-0.4-0.4-0.3
-0.01-0.01-0.02-0.04-0.08-0.16-0.29-0.48
0.520.320.160.070.030.01
0.0030.0040.0080.0140.0260.0450.0670.083
0.0810.0760.0520.0280.0120.006
0.590.961.582.74.517.1110.0311.67
11.6710.477.113.811.740.84
-0.29-0.43-0.65-1.03-1.59-2.32-3.06-3.35
-3.47-2.97-1.99-1.07-0.5-0.26
3P8753P9003P9253P9503P9753P10003P10253P1050105203C10503C10753C11003C11253C11503C1175
1421.633.552.681.9126.1194.8290.5600.2309.8191.4109.659.93014.9
-1.9-2.5-3.3-4-5.1-7.7-7.6-9.7-14.6-4.9-3.6-4.7-2.4-2.7-1.3
25.824.523.22220.919.818.91818.118.117.51716.916.716.8
-0.3-0.3-0.3-0.3-0.3-0.4-0.3-0.4-0.3-0.2-0.1-0.2-0.1-0.3-0.2
-0.03-0.05-0.07-0.11-0.17-0.25-0.35-0.48
0.520.390.260.170.090.05
0.0070.010.0150.0210.0290.0380.0470.053
0.0530.0530.0460.0350.0240.015
34.235.878.0210.5313.1715.4716.6
16.615.9813.6110.357.014.42
-0.67-0.9-1.19-1.54-1.91-2.26-2.54-2.59
-2.64-2.44-2.03-1.53-1.02-0.65

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
17.9223.61108.1112500





-0.3-0.50.4026.20





17.13.321.1196.8112250





-0.6-1.10.3023.50





16.96.818.6185.2112000





-0.3-1.1-0.3-0.320.70





16.814.917.21.973.1111750





-0.2-1.3-0.3-0.517.70





16.73016.34.560.5111500





-0.3-2.7-0.4-1.314.60





16.959.915.913.547.3111250





-0.1-2.4-0.4-2.711.40





17109.615.838.133.4111000482.50517.515.1592.517
-0.2-4.7-0.5-56.2-0.6-4.10-10.1-0.9-10-0.4
17.5191.41695.124.64.910750236.719.932715.8424.917.5
-0.1-3.6-0.4-6.32.6-4.3-6.20.7-9.2-0.4-8.5-0.3
18.1309.816.820424.570.21050050.922.8183.216.3290.518
-0.2-4.9-0.2-4.42.7-9.8-151.4-10.8-0.5-9.7-0.4
19462.417.6362.930.8272.8102504.42794.817.4194.818.9
-0.1-2.5-0.3-4.85.8-0.2-5.72.2-7.2-0.3-7.6-0.3
19.9643.919.3567.533.1515.510000136.946.618.6126.119.8
0-0.20.10.1-2.3-1.8-1.25.7-5-0.3-7.7-0.4






9750152.723.120.181.920.9






012.9-3.4-0.3-5.1-0.3






9500168.411.521.752.622






016.8-1.7-0.2-4-0.3






9250184.25.923.433.523.2






020.6-1.1-0.2-3.3-0.3






90001100.13.325.421.624.5






024.5-0.40-2.5-0.3






87501116.3227.41425.8






028.4-0.7-0.5-1.9-0.3






85001132.81.530.49.427.3






032.4-0.20.1-1.4-0.4






82501149.6132.6628.6






036.5-0.3-0.4-1.3-0.6






80001166.8136.44.630.5






040.700.7-0.7-0.3






77501184.4140.200






04500.700






75001202.4144.22.534.3






049.400.8-0.4-0.3






6250000000






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