2011年2月10日木曜日

2011/02/10(Thu)OP

P/C100.91.31.111.211.21.2
先物10612.5-510617.510632.510587.510537.51044010457.510267.510227.5
基準15.2-0.715.815.716.316.116.516.317.317.7
期近15.2-19.83523.520.216.41716.717.317.8
期先115.80.215.615.415.91616.416.217.317.6
期先216.30.3161716.516.717.216.917.618.1
当/先1-1.32.21.51.311111
先/先21010.9111111

285690











8750900092509500975010000102501050010500105001075011000112501150011750
3P8753P9003P9253P9503P9753P10003P10253P1050106103C10503C10753C11003C11253C11503C1175
2.53.969.416.232.364.8131375.9244.9114.743155.83.2
0.50.81.10.6-0.6-1.1-3.8-6.3-16.4-10.1-10.5-10-4.9-1.60.2
29.527.224.822.420.118.416.815.515.515.614.714.314.515.417.2
1.31.31.10.60.10-0.3-0.4-0.4-0.3-0.5-0.8-0.7-0.30.5
-0.01-0.01-0.02-0.04-0.06-0.12-0.22-0.39
0.610.390.190.080.030.02
0.0030.0040.0070.0120.020.0360.060.084
0.0840.0880.0640.0340.0160.009
0.681.021.522.33.65.868.811.38
11.3811.3184.332.161.29
-0.35-0.49-0.66-0.9-1.27-1.9-2.6-3.1
-3.14-2.94-2.02-1.11-0.59-0.39
4P8754P9004P9254P9504P9754P10004P10254P1050105304C10504C10754C11004C11254C11504C1175
10.71624.939.663101.6163.8255.2545.2289.9170.693.446.622.111
0.1-0.4-0.8-1.2-2.4-3.8-3.7-4.7-13.9-9.2-8.8-5.4-3.8-4.5-1.2
25.824.32321.820.719.719.118.717.313.813.914.114.214.414.9
0.200-0.1-0.2-0.2-0.2-0.3-0.3-0.3-0.3-0.2-0.2-0.5-0.1
-0.03-0.04-0.06-0.09-0.14-0.21-0.31-0.43
0.590.420.270.150.080.04
0.0050.0080.0120.0180.0260.0350.0440.05
0.0680.0670.0560.040.0250.015
2.463.454.866.819.2212.0214.6716.36
16.2216.2913.749.936.353.88
-0.56-0.74-0.99-1.31-1.69-2.1-2.48-2.7
-2-2.02-1.72-1.25-0.81-0.51
5P8755P9005P9255P9505P9755P10005P10255P1050105405C10505C10755C11005C11255C11505C1175
26.337.854.879.6116165.7239.9336.3708.4372.1248.6155.794.454.130
15.721.329.138.750.560.372.576.3149.37369.156.944.127.617.8
24.123.122.121.220.419.619.118.717.614.914.714.514.514.514.6
-1.5-1.2-0.9-0.7-0.4-0.4-0.2-0.300.80.50.30.2-0.3-0.4
-0.05-0.07-0.1-0.13-0.19-0.25-0.34-0.44
0.570.450.320.220.140.09
0.0080.0110.0150.0190.0250.0310.0360.04
0.050.0510.0470.0390.0290.02
5.236.898.9611.4314.216.9319.3320.78
20.7120.8718.9715.711.888.36
-0.7-0.88-1.09-1.34-1.6-1.83-2.04-2.14
-1.72-1.71-1.53-1.27-0.96-0.68

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
15.34.917.2222.4112500





-1.730.200.40





158.916.2320112250





-1.35.4-0.2-0.50.40





14.816.715.65.818.31.512000





-0.610.80.1-0.10-0.3





14.63014.91117.23.211750





-0.417.8-0.1-1.20.50.2





14.554.114.422.115.45.811500





-0.327.6-0.5-4.5-0.3-1.6





14.594.414.246.614.51511250





0.244.1-0.2-3.8-0.7-4.9





14.5155.714.193.414.34311000430.714.4556.819.4621.818.7
0.356.9-0.2-5.4-0.8-10-4.8-0.8-3.6-0.361.3-1
14.7248.613.9170.614.7114.710750251.914.7387.218.8464.418.6
0.569.1-0.3-8.8-0.5-10.5-8-0.7-3.3-0.274-0.4
14.9372.113.8289.915.6244.91050013115.5255.218.7336.318.7
0.873-0.3-9.2-0.3-10.1-6.3-0.4-4.7-0.376.3-0.3
14.952513.4447.716.5425.41025064.816.8163.819.1239.919.1
1.470.3-0.1-7-0.5-10.9-3.8-0.3-3.7-0.272.5-0.2
14.570011.8636.518.26441000032.318.4101.619.7165.719.6
2.657.5-0.1-6-0.5-9.5-1.10-3.8-0.260.3-0.4






975016.220.16320.711620.4






-0.60.1-2.4-0.250.5-0.4






95009.422.439.621.879.621.2






0.60.6-1.2-0.138.7-0.7






9250624.824.92354.822.1






1.11.1-0.8029.1-0.9






90003.927.21624.337.823.1






0.81.3-0.4021.3-1.2






87502.529.510.725.826.324.1






0.51.30.10.215.7-1.5






85001.832.27.527.51825.2






0.20.90.30.310.8-2






82501.133.95.429.300






0.10.75.429.300






8000137.53.830.98.927.5






00.60.10.45.3-3






7750000000






000000






7500145.2234.45.630.8






00.700.33.6-3.3

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