2011年3月7日月曜日

2011/03/07(Mon)OP

P/C1.3-0.11.51.21.51.61.21.11.41.8
先物10532.5-16510697.510592.510492.510747.510622.510507.510467.510572.5
基準19.81.418.418.919.716.617.718.720.519.6
期近24.95.719.320.121.116.618.118.921.120.1
期先119.1118.118.51916.517.418.519.919
期先218.30.917.517.818.416.417.318.219.318.6
当/先1.30.21.11.11.11111.11.1
先/先21011111111

33166











8750900092509500975010000102501050010500105001075011000112501150011750
3P8753P9003P9253P9503P9753P10003P10253P1050105303C10503C10753C11003C11253C11503C1175
1111.22.36.524.985.6204.4118.823.23.91.211
000-0.3-0.418.936.3-90.3-126.7-56.9-10.5-1.6-0.50
74.364.15445.138.132.628.925.125.225.323.325.430.137.845.7
16.313.510.7754.33.82.93.13.44.87.710.513.416.7
00-0.01-0.01-0.02-0.05-0.16-0.44
0.560.180.040.010.010.01
0.0020.0020.0030.0050.0110.030.0830.156
0.1550.1130.0320.010.0060.004
0.120.140.160.220.4212.463.99
3.992.680.840.310.220.19
-1.38-1.35-1.31-1.5-2.36-4.84-10.59-14.91
-15.03-9.28-3.18-1.38-1.25-1.3
4P8754P9004P9254P9504P9754P10004P10254P1050104504C10504C10754C11004C11254C11504C1175
7.81219.93356.395.5160260.1473212.9108.148.419.88.33.8
2.23.55.910.117.228.846.571.4-24.8-96.2-66.9-38-18.2-6.6-2.2
30.728.626.82523.421.920.519.319.319.218.217.817.718.118.8
0.70.60.60.50.50.40.40.40.40.40.40.60.81.31.8
-0.02-0.03-0.06-0.09-0.15-0.24-0.36-0.52
0.480.310.170.080.040.02
0.0060.0090.0140.0210.0320.0460.060.067
0.0680.0630.0470.0280.0150.008
1.592.33.434.987.069.4211.4712.21
12.2110.817.764.642.551.37
-0.78-1.05-1.46-1.99-2.63-3.29-3.75-3.74
-3.75-3.15-2.2-1.31-0.74-0.41
5P8755P9005P9255P9505P9755P10005P10255P1050104605C10505C10755C11005C11255C11505C1175
26.337.75580.2118.4172.7248.8350658.3308.3193.6112.961.131.215.9
7.811.215.521.83142.859.175.1-11.9-87-67.3-47.1-29-16.8-9
26.42523.822.521.420.419.418.318.418.617.817.216.716.516.5
0.70.70.60.50.50.40.40.20.40.50.50.50.60.60.7
-0.05-0.07-0.1-0.15-0.21-0.29-0.39-0.51
0.490.370.250.160.090.05
0.0090.0120.0170.0230.030.0380.0440.049
0.0480.0480.0420.0330.0230.015
4.676.168.0510.312.8215.2517.117.78
17.7816.8314.3110.877.444.78
-0.93-1.16-1.44-1.74-2.07-2.33-2.49-2.44
-2.5-2.26-1.86-1.38-0.93-0.6

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
18323.1167.9112500





1.6-0.32.8022.60





174.221.41.360.8112250





1-1.82.3-0.420.70





16.88.220.52.553.4112000





0.7-4.82.5-0.518.80





16.515.918.83.845.7111750





0.7-91.8-2.216.70





16.531.218.18.337.8111500





0.6-16.81.3-6.613.4-0.5





16.761.117.719.830.11.211250





0.6-290.8-18.210.5-1.6





17.2112.917.848.425.43.911000471.325.4596.818655.216.9
0.5-47.10.6-387.7-10.5154.97.8131.20.8117.70.3
17.8193.618.2108.123.323.210750240.423.2405.218.3486.917.6
0.5-67.30.4-66.94.8-56.9107.54.7100.60.497.50.3
18.6308.319.2212.925.3118.81050085.625.1260.119.335018.3
0.5-870.4-96.23.4-126.736.32.971.40.475.10.2
19.5454.820.6363.428.9307.31025024.928.916020.5248.819.4
0.6-105.20.4-120.53.3-157.78.93.846.50.459.10.4
20.6629.821.9548.231.6538.1100006.532.695.521.9172.720.4
0.7-120.20.6-1371.7-166.914.328.80.442.80.4






97502.338.156.323.4118.421.4






-0.4517.20.5310.5






95001.245.1332580.222.5






-0.3710.10.521.80.5






925015419.926.85523.8






010.75.90.615.50.6






9000164.11228.637.725






013.53.50.611.20.7






8750174.37.830.726.326.4






016.32.20.77.80.7






8500184.85.132.818.828






019.31.30.85.90.8






8250195.43.935.600






022.21.11.100






80001106.32.938.29.831.1






025.20.91.53.51.2






7750000000






000000






75001128.91.643.55.634.7






031.50.51.821.3

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