2011年1月13日木曜日

2011/01/13(Thu)OP

P/C0.8-0.20.91.11.71.21.40.91.10.9
先物10567.552.51051510512.510547.510517.510377.510382.51020510357.5
基準16.3-0.616.917.316.71717.617.916.915.8
期近38.915.223.621.616.41717.61816.115
期先116-0.516.516.916.71717.617.817.716.8
期先217.5-0.51818.318.318.51919.219.418.7
当/先2.411.41.311110.90.9
先/先20.900.90.90.90.90.90.90.90.9

02756











8750900092509500975010000102501050010500105001075011000112501150011750
1P8751P9001P9251P9501P9751P10001P10251P1050105701C10501C10751C11001C11251C11501C1175
1111111.124116.492.351111
000000-3.4-26.8-4.722.100000
230.4199.2168.4138107.777.446.838.538.739.139.358.385.6111.3135.8
114.19984.269.655.140.519.815.715.314.714.62538.350.862.7
00-0.01-0.01-0.01-0.01-0.02-0.3
0.70.080.010.010.010.01
0.0020.0020.0030.0040.0060.0110.0290.27
0.2670.1180.0190.010.0060.004
0.040.050.050.060.080.10.151.15
1.150.510.120.090.070.06
-12.91-12.6-12.24-11.8-11.26-10.52-9.87-61.23
-62.59-27.8-9.98-10.89-11.52-12.01
2P8752P9002P9252P9502P9752P10002P10252P1050105702C10502C10752C11002C11252C11502C1175
1.72.84.38.116.433.474.6152376.9224.9104.742.414.84.91.9
-0.3-0.6-1.6-3.4-6.6-13.2-20.2-31.2-10.320.99.64.21.30.40
28.125.923.421.519.818171616.216.415.615.515.61616.8
0.70.50-0.2-0.3-0.5-0.3-0.3-0.4-0.4-0.5-0.3-0.3-0.3-0.3
-0.01-0.01-0.02-0.03-0.06-0.13-0.25-0.43
0.570.350.180.070.030.01
0.0020.0040.0060.0120.0220.040.0640.085
0.0830.0820.0580.0310.0140.006
0.520.811.242.113.655.999.1611.38
11.3810.747.544.081.870.87
-0.27-0.38-0.53-0.83-1.32-1.97-2.84-3.31
-3.43-3.07-2.14-1.17-0.55-0.27
3P8753P9003P9253P9503P9753P10003P10253P1050105703C10503C10753C11003C11253C11503C1175
11.217.527.243.368.5108.5169258.5586.6328203.8115.961.731.614.8
-2.8-4.1-6.2-9.3-13.4-17.6-25.7-31.9-13.718.312.36.31.91.7-0.1
25.624.222.921.720.619.518.517.717.717.717.116.616.416.416.3
-0.2-0.2-0.3-0.3-0.3-0.2-0.4-0.3-0.4-0.4-0.4-0.4-0.5-0.3-0.5
-0.03-0.04-0.06-0.1-0.15-0.22-0.32-0.45
0.550.410.280.170.10.05
0.0060.0090.0130.0190.0270.0370.0470.054
0.0540.0550.0490.0380.0260.016
2.573.685.177.199.6612.4114.9216.43
16.4316.1713.9910.667.324.48
-0.58-0.79-1.05-1.38-1.76-2.14-2.44-2.56
-2.59-2.46-2.07-1.55-1.07-0.65

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
17.6223.41203.7112500





-0.30-0.2095.60





16.93.520.91181.9112250





-0.20.2-0.30850





16.56.918.31159.3112000





-0.40.1-0.3074.10





16.314.816.81.9135.8111750





-0.5-0.1-0.3062.70





16.431.6164.9111.3111500





-0.31.7-0.30.450.80





16.461.715.614.885.6111250





-0.51.9-0.31.338.30





16.6115.915.542.458.31110004280469.414.9545.216.5
-0.46.3-0.34.2250-54.50-48.1-0.3-47.3-0.5
17.1203.815.6104.739.3510750184.933.3282.515.2386.117.2
-0.412.3-0.59.614.60-51.813.5-44.5-0.6-38.8-0.3
17.732816.4224.939.192.3105002438.515216258.517.7
-0.418.3-0.420.914.722.1-26.815.7-31.2-0.3-31.9-0.3
18.6488.717.3395.359.8321.8102501.146.874.61716918.5
-0.426.3-0.332.428.949-3.419.8-20.2-0.3-25.7-0.4
19.3674.818.9607.190.3570.410000177.433.418108.519.5
-0.630.9-0.439.657.254.9040.5-13.2-0.5-17.6-0.2






97501107.716.419.868.520.6






055.1-6.6-0.3-13.4-0.3






950011388.121.543.321.7






069.6-3.4-0.2-9.3-0.3






92501168.44.323.427.222.9






084.2-1.60-6.2-0.3






90001199.22.825.917.524.2






099-0.60.5-4.1-0.2






87501230.41.728.111.225.6






0114.1-0.30.7-2.8-0.2






85001262.21.330.97.927.3






0129.4-0.20.6-1.50






82501294.6133.85.428.9






0145.101.2-0.60.3






80001327.8137.63.930.7






0161.101.2-0.60.1






77501361.9141.600






0177.501.300






75001396.8145.6234.1






0194.301.4-0.5-0.2






6250000000






000000

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