2011年1月14日金曜日

2011/01/14(Fri)OP

P/C0.7-0.10.80.91.11.71.21.40.91.1
先物10507.5-6010567.51051510512.510547.510517.510377.510382.510205
基準15.6-0.716.316.917.316.71717.617.916.9
期近15.5-23.438.923.621.616.41717.61816.1
期先117.11.11616.516.916.71717.617.817.7
期先218.10.617.51818.318.318.51919.219.4
当/先0.9-1.52.41.41.311110.9
先/先20.900.90.90.90.90.90.90.90.9

265583











8750900092509500975010000102501050010500105001075011000112501150011750
2P8752P9002P9252P9502P9752P10002P10252P1050105102C10502C10752C11002C11252C11502C1175
1.62.43.67.516.736.881.5170349.7179.780.429.8103.71.6
-0.1-0.4-0.7-0.60.23.46.918-27.2-45.2-24.3-12.6-4.9-1.3-0.3
27.62522.320.619.117.616.415.515.515.615.415.315.616.417.6
-0.5-0.8-1.1-0.8-0.7-0.4-0.6-0.5-0.7-0.8-0.2-0.200.40.7
-0.01-0.01-0.02-0.03-0.07-0.14-0.28-0.48
0.520.30.140.050.020.01
0.0020.0040.0060.0120.0250.0450.0730.091
0.0910.080.0510.0250.0110.005
0.490.731.112.053.746.349.4811.26
11.269.796.223.111.470.73
-0.25-0.35-0.47-0.8-1.35-2.11-2.94-3.29
-3.34-2.87-1.81-0.92-0.46-0.24
3P8753P9003P9253P9503P9753P10003P10253P1050105103C10503C10753C11003C11253C11503C1175
11.117.127.24470.1113.5179.8275.4557.5282.2168.792.846.322.510
-0.2-0.400.71.5510.816.8-29-45.9-35-23.1-15.5-9.1-4.8
25.123.722.421.2201918.117.217.11716.516.215.91616
-0.5-0.6-0.5-0.5-0.6-0.5-0.5-0.5-0.6-0.7-0.6-0.4-0.5-0.4-0.4
-0.03-0.04-0.07-0.1-0.16-0.24-0.35-0.48
0.520.370.240.140.080.04
0.0060.0090.0140.0210.030.040.050.057
0.0570.0560.0470.0350.0220.013
2.573.675.237.349.8712.715.1316.31
16.3115.5112.849.225.983.45
-0.58-0.78-1.05-1.4-1.77-2.17-2.46-2.51
-2.52-2.32-1.88-1.33-0.86-0.5
4P8754P9004P9254P9504P9754P10004P10254P1050104304C10504C10754C11004C11254C11504C1175
355069.6100.8145.1205.1287.9398.9724.9326215.5135.28045.425.2
23.832.542.457.576.596.6118.9140.4138.3-211.719.318.213.810.4
25.724.623.422.521.82120.520.218.21615.915.815.615.615.7
0.10.40.50.81.21.51.92.50.5-1.7-1.2-0.8-0.7-0.8-0.6
-0.06-0.08-0.12-0.16-0.22-0.29-0.38-0.48
0.520.40.290.190.120.07
0.0090.0130.0170.0220.0270.0330.0370.039
0.0490.0480.0430.0350.0260.018
5.997.769.7812.2614.8617.2719.1220
20.0119.3717.0513.6810.117.01
-0.92-1.14-1.37-1.65-1.93-2.17-2.34-2.41
-1.94-1.85-1.62-1.29-0.95-0.66

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
16.13.7181.724.5112500





-1.51.80.4-0.21.20





15.86.7172.622112250





-1.13.20.1-0.91.10





15.813.616.44.919.4112000





-0.76.6-0.1-21.10





15.725.2161017.61.611750





-0.610.4-0.4-4.80.7-0.3





15.645.41622.516.43.711500





-0.813.8-0.4-9.10.4-1.3





15.68015.946.315.61011250





-0.718.2-0.5-15.50-4.9





15.8135.216.292.815.329.811000519.415587.316.570520.2
-0.819.3-0.4-23.1-0.2-12.6500.142.10159.83.8
15.9215.516.5168.715.480.410750317.414.9412.516.753519.9
-1.211.7-0.6-35-0.2-24.335-0.326.4-0.5148.92.8
1632617282.215.6179.71050017015.5275.417.2398.920.2
-1.7-2-0.7-45.9-0.8-45.218-0.516.8-0.5140.42.5
16.4469.717.8434.216.6342.11025081.516.4179.818.1287.920.5
-2.2-19-0.8-54.5-0.7-53.26.9-0.610.8-0.5118.91.9
16.3636.418.6617.518547.41000036.817.6113.519205.121
-3-38.4-0.7-57.3-0.9-59.73.4-0.45-0.596.61.5






975016.719.170.120145.121.8






0.2-0.71.5-0.676.51.2






95007.520.64421.2100.822.5






-0.6-0.80.7-0.557.50.8






92503.622.327.222.469.623.4






-0.7-1.10-0.542.40.5






90002.42517.123.75024.6






-0.4-0.8-0.4-0.632.50.4






87501.627.611.125.13525.7






-0.1-0.5-0.2-0.523.80.1






85001307.626.724.826.9






-0.3-1-0.4-0.616.9-0.4






8250133.85.228.400






0-0.1-0.3-0.5-5.4-28.9






8000137.73.429.912.129.1






00-0.5-0.88.1-1.5






7750141.60000






00.10000






7500145.7233.96.632.1






00.20-0.24.6-2.1






6250000000






000000

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