2011年1月28日金曜日

2011/01/28(Fri)OP

P/C1.40.21.21.41.60.61.31.31.71.1
先物10370-1051047510412.510442.510342.510272.510432.510562.510512.5
基準15.60.415.215.815.816.416.415.914.915
期近150.314.715.215.316.11615.614.614.7
期先116.10.415.716.416.416.917.416.715.916.2
期先216.5-0.316.817.617.517.418.117.716.717.2
当/先0.900.90.90.910.90.90.90.9
先/先2100.90.90.9110.910.9

124169











850087509000925095009750100001025010250102501050010750110001125011500
2P8502P8752P9002P9252P9502P9752P10002P1025103702C10252C10502C10752C11002C11252C1150
1111.52.86.922.266.8255.1188.357.511.72.71.61
00000.31.77.823.6-57.7-81.2-47.1-15.5-3.3-0.20
41.335.930.526.522.819.817.715.515.515.714.414.516.119.622.7
-0.2-0.4-0.7-0.9-0.9-0.6-0.2-0.3-0.3-0.3-0.10.10.92.62.8
00-0.01-0.01-0.02-0.04-0.13-0.34
0.660.320.090.020.010.01
0.0020.0020.0030.0050.010.0250.0620.123
0.1220.1310.0590.0180.0090.005
0.230.250.290.460.831.774.026.96
6.976.863.141.080.620.38
-0.38-0.37-0.36-0.49-0.76-1.42-2.88-4.35
-4.43-4.01-1.85-0.7-0.49-0.35
3P8503P8753P9003P9253P9503P9753P10003P1025103703C10253C10503C10753C11003C11253C1150
4.6711.118.733.257.3100174.8467.7292.816074.930.911.64.4
0.71.22.23.77.412.721.536.1-31.7-67.8-49.7-30.2-14.7-6.3-2.5
27.325.323.521.920.51917.716.616.616.415.61514.814.815.2
-0.2-0.2-0.1-0.20-0.1-0.1000.100.10.20.30.4
-0.01-0.02-0.03-0.06-0.1-0.16-0.26-0.41
0.590.420.250.120.050.02
0.0040.0060.0090.0150.0240.0370.0530.067
0.0680.0720.060.040.0210.01
1.211.742.593.945.948.4811.3313.54
13.5313.6311.017.133.831.89
-0.4-0.53-0.74-1.04-1.47-1.94-2.41-2.71
-2.7-2.58-2-1.28-0.69-0.35
4P8504P8754P9004P9254P9504P9754P10004P1025102904C10254C10504C10754C11004C11254C1150
19.727.840.859.790135200290.7620.8330.1206.211862.33014.8
3.44.37.29.815.522.432.242.3-20-62.4-47.8-33.2-20.4-12.4-6
26.825.32422.721.820.920.119.418.214.814.614.514.414.314.5
0.100.100.10.10.20.10.20.20.20.20.20.10.2
-0.04-0.05-0.08-0.11-0.17-0.23-0.32-0.43
0.590.440.30.180.10.05
0.0070.010.0140.0190.0250.0330.040.045
0.0580.060.0530.0410.0270.017
3.85.036.698.7311.2313.8616.2217.74
17.6217.815.6111.947.984.99
-0.73-0.91-1.16-1.43-1.76-2.08-2.34-2.47
-1.89-1.89-1.63-1.24-0.82-0.52
















期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
15.41.618.9134.6112250





0.4-0.51.203.10





14.93.116.8130.8112000





0.3-1.30.6-0.430





14.76.815.81.926.8111750





0.2-3.20.8-0.62.90





14.514.815.24.422.7111500





0.2-60.4-2.52.80





14.33014.811.619.61.611250





0.1-12.40.3-6.32.6-0.2





14.462.314.830.916.12.711000





0.2-20.40.2-14.70.9-3.3





14.51181574.914.511.710750391.914.7457.815.458019.6
0.2-33.20.1-30.20.1-15.590.20.376.40.372.50.5
14.6206.215.616014.457.510500188.114.6291.115.741619.2
0.2-47.80-49.7-0.1-47.159.2055.60.156.20.2
14.8330.116.4292.815.7188.31025066.815.5174.816.6290.719.4
0.2-62.40.1-67.8-0.3-81.223.6-0.336.1042.30.1
14.949017.4468.418.2394.31000022.217.710017.720020.1
0.7-700-82.80-96.27.8-0.221.5-0.132.20.2
14.367518.6674.720627.597506.919.857.31913520.9
1.4-80-0.1-92.8-0.9-103.81.7-0.612.7-0.122.40.1






95002.822.833.220.59021.8






0.3-0.97.4015.50.1






92501.526.518.721.959.722.7






0-0.93.7-0.29.80






9000130.511.123.540.824






0-0.72.2-0.17.20.1






8750135.9725.327.825.3






0-0.41.2-0.24.30






8500141.34.627.319.726.8






0-0.20.7-0.23.40.1






8250146.9329.200






000.4-0.200






8000152.62.231.49.929.7






00.30.2-0.31.3-0.1






7750158.50000






00.50000






7500164.51.436.45.433.1






00.70.40.60.80.1






7250000000






000000






6250000000






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