2011年3月2日水曜日

2011/03/02(Wed)OP

P/C1.5-0.11.61.21.11.41.81.71.41.1
先物10492.5-25510747.510622.510507.510467.510572.510662.510862.510837.5
基準19.73.116.617.718.720.519.618.516.116.4
期近21.14.616.618.118.921.120.118.715.716.3
期先1192.516.517.418.519.91918.216.616.9
期先218.4216.417.318.219.318.617.916.716.8
当/先1.10.11111.11.110.91
先/先21011111111

83671











8750900092509500975010000102501050010500105001075011000112501150011750
3P8753P9003P9253P9503P9753P10003P10253P1050104903C10503C10753C11003C11253C11503C1175
11.53.35.91225.257.5137.2267.1129.936.58.731.71
00.51.42.96.416.740.394.5-64.4-158.9-75.9-17.5-2.3-0.8-0.1
46.341.838.934.73127.223.721.121.121.119.520.222.726.629.9
-2.5-1.3-0.8-0.7-0.80.411.81.92.134.56.16.26.8
0-0.01-0.01-0.03-0.06-0.12-0.25-0.5
0.50.210.060.020.010.01
0.0020.0030.0060.0110.0230.0460.0850.119
0.1190.0930.0390.0150.0070.004
0.20.310.61.011.83.125.066.34
6.344.591.970.840.490.29
-0.55-0.77-1.39-2.09-3.33-5.07-7.16-7.97
-8-5.37-2.38-1.15-0.79-0.52
4P8754P9004P9254P9504P9754P10004P10254P1050104104C10504C10754C11004C11254C11504C1175
11.917.92845.273.2117.2188.9295.1504.6209.511052.222.6104.8
6.21016.226.242.163.595.2133.412.9-120.5-76.2-40.6-18.4-7-2.3
30.128.226.424.723.221.620.319.21918.81817.717.517.918.6
0.81.11.31.51.71.61.71.61.51.41.61.81.92.12.4
-0.03-0.05-0.07-0.11-0.17-0.26-0.39-0.54
0.460.30.170.090.040.02
0.0070.010.0160.0230.0340.0460.0570.063
0.0640.0590.0440.0270.0150.009
2.233.144.446.238.4110.7212.5913.05
13.0511.458.385.22.981.71
-0.92-1.22-1.61-2.12-2.68-3.18-3.51-3.42
-3.39-2.85-2.04-1.26-0.74-0.44
5P8755P9005P9255P9505P9755P10005P10255P1050104205C10505C10755C11005C11255C11505C1175
31.544.764.893.2135193.6274.1381.7679.1297.4189112.16333.117
16.623.732.945.962.383.7108.9137.822.8-115-83.2-54.1-31.9-16.9-9
26.124.823.622.421.320.319.318.418.318.217.617.116.816.616.6
1.51.61.51.51.51.41.41.31.21.21.21.31.41.41.4
-0.06-0.08-0.12-0.16-0.23-0.31-0.41-0.52
0.480.360.250.160.10.05
0.010.0130.0180.0240.0310.0380.0440.047
0.0470.0460.040.0310.0220.014
5.376.989.0311.3513.8616.217.8818.35
18.3517.2114.5811.27.85.06
-0.98-1.21-1.49-1.78-2.07-2.3-2.41-2.35
-2.35-2.13-1.75-1.32-0.91-0.59

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
17.83.222.31.243.9112500





2.1-0.13.30.27.60





17.35.320.61.539.4112250





2-0.72.5-0.47.40





16.89.119.42.434.7112000





1.5-3.92.6-0.67.20





16.61718.64.829.9111750





1.4-92.4-2.36.8-0.1





16.633.117.91026.61.711500





1.4-16.92.1-76.2-0.8





16.86317.522.622.7311250





1.4-31.91.9-18.46.1-2.3





17.1112.117.752.220.28.71100051620.2636.61869517.3
1.3-54.11.8-40.64.5-17.5236.14.2210.82197.71.5
17.61891811019.536.510750294.519.7445.418.4523.617.8
1.2-83.21.6-76.23-75.9179.73.11751.7170.31.4
18.2297.418.8209.521.1129.910500137.221.1295.119.2381.718.4
1.2-1151.4-120.52.1-158.994.51.8133.41.6137.81.3
19.1439.620352.623.7300.11025057.523.7188.920.3274.119.3
1.2-143.31.4-158.41.9-212.340.3195.21.7108.91.4
20.1609.121.1530.726.5515.81000025.227.2117.221.6193.620.3
1.3-168.81.3-190.71.2-238.216.70.463.51.683.71.4






9750123173.223.213521.3






6.4-0.842.11.762.31.5






95005.934.745.224.793.222.4






2.9-0.726.21.545.91.5






92503.338.92826.464.823.6






1.4-0.816.21.332.91.5






90001.541.817.928.244.724.8






0.5-1.3101.123.71.6






8750146.311.930.131.526.1






0-2.56.20.816.61.5






8500152.97.83222.127.5






0-2.13.80.612.11.6






8250159.65.834.500






0-1.72.90.800






8000166.54.336.911.930.6






0-1.21.90.561.2






7750000000






000000






7500180.91.940.76.934.1






0-0.40.3-1.33.71.5

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