2011年2月28日月曜日

2011/02/28(Mon)OP

P/C1.20.11.11.41.81.71.41.111.2
先物10622.511510507.510467.510572.510662.510862.510837.510802.510737.5
基準17.7-118.720.519.618.516.116.415.715.2
期近18.1-0.818.921.120.118.715.716.315.615.1
期先117.4-118.519.91918.216.616.916.316
期先217.3-0.918.219.318.617.916.716.816.316.1
当/先1011.11.110.9110.9
先/先21011111111

103873











8750900092509500975010000102501050010500105001075011000112501150011750
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11.82.846.914.132.480.3287.1206.871.217.64.821.2
-0.8-1-2.1-4.5-9.4-19.9-37.8-68.4-16.751.816.72.5-0.7-0.3-0.2
4440.836.932.328.224.721.518.718.819.317.317.218.821.524.7
4.74.942.71.60.70.2-0.3-0.10.4-0.5-0.5-0.8-0.10.4
0-0.01-0.01-0.02-0.03-0.07-0.16-0.35
0.650.350.120.040.020.01
0.0020.0030.0050.0080.0150.0310.0630.111
0.1080.1190.0640.0240.010.005
0.210.360.560.821.352.424.316.63
6.666.613.531.420.680.4
-0.45-0.71-1-1.28-1.84-2.89-4.47-5.98
-6.2-5.54-2.94-1.29-0.71-0.48
4P8754P9004P9254P9504P9754P10004P10254P1050105504C10504C10754C11004C11254C11504C1175
8.612.719.631.450.583.5137221.7490.5268.8145.170.930.712.95.6
-4.7-7.3-11.5-18.1-28.2-40.3-56.7-75.8-3243.824.311.94.21.40
29.427.425.523.822.220.719.3181817.916.916.516.216.416.9
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0.540.370.220.120.060.03
0.0050.0080.0120.0190.0280.040.0540.064
0.0650.0660.0530.0350.020.01
1.812.553.625.177.29.6812.113.56
13.5612.9610.236.673.822.07
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5P8755P9005P9255P9505P9755P10005P10255P1050105505C10505C10755C11005C11255C11505C1175
23.834.249.370105150217.9310.1668.6358.5230.7139.877.84121
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25.624.323.121.720.819.618.717.817.717.716.916.415.915.715.6
-0.2-0.1-0.3-0.5-0.2-0.4-0.4-0.5-0.5-0.5-0.6-0.5-0.8-0.9-0.8
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0.540.420.30.190.120.07
0.0080.0110.0150.0210.0270.0350.0420.047
0.0470.0490.0450.0360.0260.017
4.546.017.8610.0212.6815.2517.5118.77
18.7718.4516.3612.979.266.11
-0.79-0.99-1.23-1.48-1.79-2.03-2.22-2.26
-2.28-2.13-1.83-1.41-0.99-0.65

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
16.73.419.9136.9112500





-0.9-0.4-0.6-0.12.50





16.15.719.21.932.9112250





-0.8-0.2-0.601.90





15.61017.82.928.6112000





-1-0.8-0.7-0.11.40





15.62116.95.624.71.211750





-0.81-0.800.4-0.2





15.74116.412.921.5211500





-0.92.6-0.71.4-0.1-0.3





15.977.816.230.718.84.811250





-0.87.9-0.74.2-0.8-0.7





16.4139.816.570.917.217.611000391.416.2521.716.4588.116.2
-0.519.2-0.611.9-0.52.5-119.1-2.5-110.1-0.9-103.4-0.7
16.9230.716.9145.117.371.210750194.916.835017.1431.116.9
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17.7358.517.9268.819.3206.81050080.318.7221.718310.117.8
-0.545.6-0.543.80.451.8-68.4-0.3-75.8-0.5-74.6-0.5
18.5514.919.2434.222.44091025032.421.513719.3217.918.7
-0.558.7-0.464.11.583.4-37.80.2-56.7-0.4-59.6-0.4
19.6699.420.5630.325.8639.51000014.124.783.520.715019.6
-0.374.6-0.281.42.6101.6-19.90.7-40.3-0.4-47.3-0.4






97506.928.250.522.210520.8






-9.41.6-28.2-0.4-33.5-0.2






9500432.331.423.87021.7






-4.52.7-18.1-0.1-28.2-0.5






92502.836.919.625.549.323.1






-2.14-11.50-18.9-0.3






90001.840.812.727.434.224.3






-14.9-7.30.2-12.8-0.1






87501448.629.423.825.6






-0.84.7-4.70.4-9.7-0.2






85001506.131.617.127






-0.17.3-3.20.5-7-0.1






82501564.63400






08.6-20.900






8000162.2335.78.930






09.3-1.60.7-3.40.1






7750000000






000000






7500175241.14.933.2






010.8-10.9-20.1

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