2011年2月8日火曜日

2011/02/08(Tue)OP

P/C1.30.31.111.211.21.21.41.2
先物10632.54510587.510537.51044010457.510267.510227.51037010475
基準15.7-0.516.316.116.516.317.317.715.615.2
期近23.53.320.216.41716.717.317.81514.7
期先115.4-0.615.91616.416.217.317.616.115.7
期先2170.516.516.717.216.917.618.116.516.8
当/先1.50.31.3111110.90.9
先/先20.9-0.111111110.9

13058











90009250950097501000010250105001075010750107501100011250115001175012000
2P9002P9252P9502P9752P10002P10252P10502P1075106302C10752C11002C11252C11502C11752C1200
111112.916.6134.9154.519.61.31111
0000-0.6-1.5-15.1-41.3-38.92.4-0.60000
105.89074.55943.632.923.822.323.223.527.140.253.566.278.3
27.223.519.816.110.48.44.23.332.93.17.710.91417
0-0.01-0.01-0.01-0.01-0.03-0.19-0.79
0.220.020.010.010.010.01
0.0020.0030.0040.0060.010.0350.1770.2
0.1960.0280.0110.0070.0050.003
0.090.10.120.140.180.491.781.89
1.950.320.190.150.130.11
-3.35-3.26-3.15-3.01-2.84-5.88-15.5-15.43
-16.74-3.18-2.82-3-3.14-3.25
3P9003P9253P9503P9753P10003P10253P10503P1075106303C10753C11003C11253C11503C11753C1200
3.45.18.715.431.564131.4249.9382.4132.557.422.38.63.71.9
-0.9-1.3-2.8-6.1-10.2-17.2-27.5-36.8-27.892.50.1000
26.123.621.619.518.116.615.715.115.11514.915.215.716.617.9
0.10.1-0.1-0.4-0.4-0.4-0.5-0.6-0.5-0.5-0.5-0.6-0.4-0.4-0.3
-0.01-0.02-0.03-0.06-0.11-0.21-0.38-0.59
0.410.220.10.040.020.01
0.0040.0060.0110.0190.0350.0570.0790.084
0.0840.0650.0380.0190.0090.005
0.971.412.253.585.938.9611.6911.92
11.929.135.492.861.480.83
-0.41-0.55-0.8-1.15-1.76-2.45-3.01-2.95
-2.96-2.25-1.37-0.74-0.41-0.24
4P9004P9254P9504P9754P10004P10254P10504P1075105504C10754C11004C11254C11504C11754C1200
16.125.439.765103.2163.8254.8382.5567.8185.2103.352.926.5136.1
-4.3-6.1-9.3-10.9-16.9-22.6-29-36.1-24.911.17.52.81.51-0.2
24.222.921.720.819.919.218.818.815.31414.114.214.514.915.2
-0.4-0.4-0.5-0.3-0.4-0.4-0.4-0.5-0.4-0.3-0.2-0.3-0.2-0.2-0.4
-0.04-0.06-0.09-0.14-0.21-0.3-0.42-0.54
0.430.280.170.090.050.03
0.0080.0120.0180.0250.0340.0430.0490.05
0.0660.0560.0420.0270.0160.009
3.514.976.889.4212.1914.8416.6116.87
16.7314.4210.697.134.392.52
-0.72-0.98-1.28-1.68-2.07-2.43-2.67-2.71
-2.02-1.75-1.31-0.89-0.56-0.33

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






12750

















16.7221.51101.2112500





-0.20-0.2022.50





15.7319.1190112250





-0.20-0.2019.80





15.26.117.91.978.3112000





-0.4-0.2-0.30170





14.91316.63.766.2111750





-0.21-0.40140





14.526.515.78.653.5111500





-0.21.5-0.4010.90





14.252.915.222.340.2111250





-0.32.8-0.60.17.70





14.1103.314.957.427.11.311000366.50424.915549.819.5
-0.27.5-0.52.53.1-0.6-46-15.4-42.2-0.5-42.6-0.7
14185.215132.523.519.610750134.922.3249.915.1382.518.8
-0.311.1-0.592.92.4-41.33.3-36.8-0.6-36.1-0.5
13.9306.915.5262.324.7150.81050016.623.8131.415.7254.818.8
-0.417-0.518.2428.2-15.14.2-27.5-0.5-29-0.4
13.5466.516.4445.637.1387.8102502.932.96416.6163.819.2
-0.525-0.428.79.943.3-1.58.4-17.2-0.4-22.6-0.4






10000143.631.518.1103.219.9






-0.610.4-10.2-0.4-16.9-0.4






975015915.419.56520.8






016.1-6.1-0.4-10.9-0.3






9500174.58.721.639.721.7






019.8-2.8-0.1-9.3-0.5






92501905.123.625.422.9






023.5-1.30.1-6.1-0.4






90001105.83.426.116.124.2






027.2-0.90.1-4.3-0.4






87501121.82.328.410.925.6






031-0.30.5-3-0.4






85001138.11.731.17.627.3






034.9-0.10.8-1.5-0.1






82501154.7132.800






038.9-0.4-0.100






80001171.8136.43.830.6






04301.1-0.70






77501189.20000






047.20000

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