2011年2月25日金曜日

2011/02/25(Fri)OP

P/C1.1-0.31.41.81.71.41.111.21.1
先物10507.54010467.510572.510662.510862.510837.510802.510737.510722.5
基準18.7-1.920.519.618.516.116.415.715.215.2
期近18.9-2.221.120.118.715.716.315.615.115.1
期先118.5-1.519.91918.216.616.916.31616.1
期先218.2-1.119.318.617.916.716.816.316.116.3
当/先101.11.110.9110.90.9
先/先21011111111

134176











8750900092509500975010000102501050010500105001075011000112501150011750
3P8753P9003P9253P9503P9753P10003P10253P1050105103C10503C10753C11003C11253C11503C1175
1.82.84.98.516.33470.2148.8303.715554.515.15.52.31.4
-0.3-1.2-2.1-5.5-9.5-16.1-28.2-40.9-42.6-1.7-5.5-3.1-0.4-0.4-0.2
39.335.932.929.626.724.121.31918.918.817.817.819.621.624.3
1.40.30.1-0.9-1.1-1.1-1.6-1.8-1.9-1.9-1.7-1.3-0.4-0.5-0.2
-0.01-0.01-0.02-0.04-0.07-0.14-0.26-0.48
0.520.260.090.040.020.01
0.0020.0040.0070.0130.0240.0450.0760.104
0.1050.090.0460.020.0090.005
0.380.590.971.562.634.396.588.01
8.016.483.311.580.770.47
-0.55-0.79-1.2-1.73-2.62-3.95-5.23-5.7
-5.66-4.32-2.21-1.16-0.63-0.43
4P8754P9004P9254P9504P9754P10004P10254P1050104304C10504C10754C11004C11254C11504C1175
13.320.131.149.478.7123.8193.7297.5522.5225120.85926.511.55.6
-6.2-8.9-12.1-16.8-21.8-29.7-36.3-42.4-45.9-3.5-7.5-5.9-4.5-2.5-1
2927.225.52422.521.119.718.518.518.417.517.11717.117.7
-1.3-1.4-1.3-1.3-1.2-1.3-1.3-1.3-1.3-1.3-1.4-1.2-1.2-1-0.8
-0.03-0.05-0.07-0.12-0.18-0.27-0.38-0.53
0.470.310.180.10.050.02
0.0070.0110.0160.0230.0330.0440.0550.061
0.0610.0580.0440.0290.0160.009
2.543.554.976.869.1311.513.4113.96
13.9612.459.366.023.462
-0.89-1.17-1.53-1.98-2.48-2.92-3.19-3.11
-3.12-2.65-1.94-1.24-0.72-0.43
5P8755P9005P9255P9505P9755P10005P10255P1050104305C10505C10755C11005C11255C11505C1175
33.64768.298.1138.5197.3277.6384.7697.6312.8201.7120.67038.320
-10.4-14.9-17.4-21.8-28.4-32.9-36.7-40.3-43.4-3.1-4.5-7.9-3.4-2.5-2
25.724.423.322.2212019.118.318.218.217.516.916.716.516.4
-1.1-1.2-1.1-1-1.1-1-1-0.9-1-1-0.9-1.1-0.7-0.7-0.6
-0.06-0.08-0.12-0.17-0.23-0.31-0.4-0.52
0.480.370.260.170.10.06
0.010.0130.0180.0240.030.0370.0430.046
0.0460.0450.040.0320.0230.015
5.727.379.4911.914.3816.7518.4819.01
19.0117.9715.412.088.675.74
-0.96-1.18-1.45-1.73-1.98-2.19-2.3-2.26
-2.27-2.07-1.71-1.32-0.94-0.62

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
17.63.920.51.134.5112500





-0.3-0.1-0.4-0.10.60





16.95.919.8230.9112250





-0.7-1.1-0.200.40





16.610.818.5327.2112000





-0.7-1.5-0.8-0.70.30





16.42017.75.624.31.411750





-0.6-2-0.8-1-0.2-0.2





16.538.317.111.521.62.311500





-0.7-2.5-1-2.5-0.5-0.4





16.7701726.519.65.511250





-0.7-3.4-1.2-4.5-0.4-0.4





16.9120.617.15917.815.111000510.518.7631.817.3691.616.9
-1.1-7.9-1.2-5.9-1.3-3.1-40.2-0.5-45.5-1.2-43.1-0.8
17.5201.717.5120.817.854.51075030018.344417.7521.517.5
-0.9-4.5-1.4-7.5-1.7-5.5-41.5-1.1-45.9-1.3-43.1-0.9
18.2312.818.422518.815510500148.819297.518.5384.718.3
-1-3.1-1.3-3.5-1.9-1.7-40.9-1.8-42.4-1.3-40.3-0.9
19.1456.219.637020.9325.61025070.221.3193.719.7277.619.1
-1.11.4-1.50.2-1.810.6-28.2-1.6-36.3-1.3-36.7-1
19.9624.820.8548.923.2537.9100003424.1123.821.1197.320
-1.24.8-1.66.8-220.2-16.1-1.1-29.7-1.3-32.9-1






975016.326.778.722.5138.521






-9.5-1.1-21.8-1.2-28.4-1.1






95008.529.649.42498.122.2






-5.5-0.9-16.8-1.3-21.8-1






92504.932.931.125.568.223.3






-2.10.1-12.1-1.3-17.4-1.1






90002.835.920.127.24724.4






-1.20.3-8.9-1.4-14.9-1.2






87501.839.313.32933.625.7






-0.31.4-6.2-1.3-10.4-1.1






85001.142.69.43124.127.1






-0.21.3-4.2-1.1-7.9-1.1






8250147.46.733.100






02.3-2.4-0.700






8000152.94.63512.329.8






02.5-2.2-1-5.3-1.3






7750000000






000000






7500164.22.940.26.933.1






02.9-0.8-0.3-2.1-0.8






6250000000






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