2011年3月8日火曜日

2011/03/08(Tue)OP

P/C1.3-0.11.31.51.21.51.61.21.11.4
先物10522.5-1010532.510697.510592.510492.510747.510622.510507.510467.5
基準19.6-0.219.818.418.919.716.617.718.720.5
期近25024.919.320.121.116.618.118.921.1
期先119.1019.118.118.51916.517.418.519.9
期先218.4018.317.517.818.416.417.318.219.3
当/先1.301.31.11.11.11111.1
先/先21011111111

23065











8750900092509500975010000102501050010500105001075011000112501150011750
3P8753P9003P9253P9503P9753P10003P10253P1050105203C10503C10753C11003C11253C11503C1175
11111.73.115.973.1169.996.813.81.6111
000-0.2-0.7-3.5-9-12.5-34.5-22-9.4-2.3-0.200
88.376.16452.142.933.429.124.92525.22426.735.545.555
13.912106.94.80.70.1-0.2-0.1-0.10.71.35.47.79.3
00-0.01-0.01-0.01-0.03-0.13-0.45
0.550.140.020.010.010.01
0.0020.0020.0030.0040.0090.0230.0850.188
0.1860.1070.0210.0090.0060.004
0.110.120.140.160.280.541.773.35
3.351.840.40.220.180.16
-1.97-1.92-1.86-1.79-2.56-3.85-10.92-17.68
-17.94-9.36-2.29-1.69-1.78-1.85
4P8754P9004P9254P9504P9754P10004P10254P1050104404C10504C10754C11004C11254C11504C1175
7.111.218.931.95493.2158.2259.6463.5203.8102.245.317.56.93
-0.8-0.8-1-1.1-2.3-2.3-1.8-0.4-9.5-9.1-5.9-3.1-2.3-1.5-0.8
30.728.626.925.123.421.920.519.319.21918.117.817.517.918.6
-0.1000.1-0.1000.1-0.1-0.2-0.10-0.1-0.2-0.3
-0.02-0.03-0.05-0.09-0.14-0.23-0.36-0.52
0.470.30.160.080.030.02
0.0050.0080.0130.0210.0320.0460.0610.068
0.070.0640.0460.0270.0140.007
1.472.183.294.846.869.2411.2912
1210.517.444.292.231.15
-0.74-1.03-1.45-2-2.64-3.33-3.81-3.81
-3.76-3.15-2.18-1.24-0.66-0.35
5P8755P9005P9255P9505P9755P10005P10255P1050104505C10505C10755C11005C11255C11505C1175
25.9375378.5116.5170.7247.5353652.7299.8186.8108.858.730.415
-0.4-0.7-2-1.7-1.9-2-1.32.9-5.6-8.5-6.9-4.1-2.5-0.8-0.9
26.525.123.622.521.420.319.318.518.418.417.617.116.716.616.5
0.10-0.1-0.1-0.1-0.100.20-0.2-0.2-0.100.10
-0.05-0.07-0.1-0.15-0.21-0.29-0.39-0.51
0.490.370.250.160.090.05
0.0090.0120.0170.0230.030.0380.0450.049
0.0490.0480.0420.0320.0220.014
4.616.077.8910.1712.715.1316.9817.63
17.6316.6214.0510.67.284.58
-0.93-1.16-1.42-1.74-2.07-2.34-2.5-2.48
-2.49-2.25-1.84-1.36-0.93-0.58

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
17.72.323.6181.5112500





-0.3-0.60.4013.50





17.14.121.2173112250





0.1-0.2-0.2-0.312.10





16.87.920.11.864.1112000





0.1-0.3-0.4-0.710.70





16.51518.6355111750





0-0.9-0.3-0.89.30





16.630.417.96.945.5111500





0.1-0.8-0.2-1.57.70





16.758.717.517.535.5111250





0-2.5-0.1-2.35.4-0.2





17.1108.817.845.326.71.611000479.427.6601.318.366017.1
-0.1-4.10-3.11.3-2.38.12.14.60.34.80.2
17.6186.818.1102.22413.810750239.723.1408.618.6489.717.7
-0.2-6.9-0.1-5.90.7-9.4-0.7-0.13.40.32.80.1
18.4299.819203.825.296.81050073.124.9259.619.335318.5
-0.2-8.5-0.2-9.1-0.1-22-12.5-0.2-0.40.12.90.2
19.244520.1351.129.8289.81025015.929.1158.220.5247.519.3
-0.3-9.9-0.5-12.30.9-17.6-90.1-1.80-1.30
20.2618.121.3536.134.5526.2100003.133.493.221.9170.720.3
-0.4-11.6-0.5-12.12.8-11.9-3.50.7-2.30-2-0.1






97501.742.95423.4116.521.4






-0.74.8-2.3-0.1-1.9-0.1






9500152.131.925.178.522.5






-0.26.9-1.10.1-1.7-0.1






925016418.926.95323.6






010-10-2-0.1






9000176.111.228.63725.1






012-0.80-0.70






8750188.37.130.725.926.5






013.9-0.8-0.1-0.40.1






85001100.8533.21827.9






016-0.10.3-0.9-0.1






82501113.53.535.600






018-0.4000






80001126.52.638.2930.9






020.1-0.30-0.8-0.2






7750000000






000000






75001153.51.443.3534.4






024.5-0.3-0.2-0.6-0.3

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