2011年3月9日水曜日

2011/03/09(Wed)OP

P/C1.2-0.11.31.31.51.21.51.61.21.1
先物10592.57010522.510532.510697.510592.510492.510747.510622.510507.5
基準19.1-0.419.619.818.418.919.716.617.718.7
期近27.52.62524.919.320.121.116.618.118.9
期先118.7-0.419.119.118.118.51916.517.418.5
期先218.2-0.218.418.317.517.818.416.417.318.2
当/先1.50.21.31.31.11.11.1111
先/先21011111111

12964











8750900092509500975010000102501050010500105001075011000112501150011750
3P8753P9003P9253P9503P9753P10003P10253P1050106003C10503C10753C11003C11253C11503C1175
1111113.534.8164.9130.116.51111
0000-0.7-2.1-12.5-38.4-5.133.32.7-0.6000
119.9103.88872.456.941.331.327.928.329.126.228.542.655.968.5
31.627.82420.3147.92.233.33.92.21.87.110.413.5
00-0.01-0.01-0.01-0.01-0.04-0.3
0.690.180.020.010.010.01
0.0020.0020.0030.0040.0060.0110.0440.193
0.1870.1550.0210.010.0060.004
0.080.090.10.120.140.190.582.25
2.281.70.250.180.150.13
-3.43-3.35-3.25-3.14-3-2.81-6.64-23.08
-24.38-16.35-2.61-2.87-3.04-3.17
4P8754P9004P9254P9504P9754P10004P10254P1050105204C10504C10754C11004C11254C11504C1175
5.48.11424.242.175130.2217.8455237.212052.119.66.92.7
-1.7-3.1-4.9-7.7-11.9-18.3-28-41.8-8.533.317.86.72.10-0.2
30.928.526.825.123.421.920.519.119.119.21817.31717.117.7
0.2-0.1-0.1-0.1000-0.2-0.10.2-0.1-0.4-0.5-0.7-0.8
-0.02-0.02-0.04-0.07-0.12-0.2-0.32-0.48
0.520.340.190.090.030.01
0.0040.0070.0110.0180.0290.0430.0580.07
0.070.0690.0520.0310.0150.007
1.191.722.674.055.958.3410.6411.88
11.8810.988.044.672.31.12
-0.62-0.83-1.22-1.73-2.36-3.11-3.71-3.85
-3.89-3.37-2.38-1.36-0.67-0.34
5P8755P9005P9255P9505P9755P10005P10255P1050105205C10505C10755C11005C11255C11505C1175
21.43145.667.7100149.4219.8315649.9335213.2124.867.234.417.8
-4.6-6-7.4-10.8-16.5-21.3-27.7-38-2.835.226.5168.642.8
26.42523.722.521.320.319.418.418.518.517.71716.616.316.5
-0.100.10.1-0.100.1-0.100.10.10-0.1-0.2-0.1
-0.04-0.06-0.09-0.13-0.19-0.26-0.36-0.48
0.520.40.280.180.10.06
0.0080.0110.0160.0210.0280.0360.0440.049
0.0490.0490.0450.0350.0250.016
4.045.417.189.3611.8314.416.5217.59
17.5917.0614.8211.427.925.17
-0.83-1.05-1.32-1.63-1.95-2.27-2.48-2.51
-2.54-2.36-1.97-1.47-1.01-0.66

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
17.42.523.11103.5112500





-0.30.2-0.40220





16.84.420.7192.3112250





-0.30.3-0.5019.30





16.68.819.31.780.6112000





-0.30.9-0.8-0.216.50





16.517.817.72.768.5111750





-0.12.8-0.8-0.213.50





16.334.417.16.955.9111500





-0.24-0.7010.40





16.667.21719.642.6111250





-0.18.6-0.52.17.10





17124.817.352.128.5111000402.50532.917.2603.116.9
016-0.46.71.8-0.6-76.9-27.6-68.5-1.1-56.9-0.2
17.7213.21812026.216.510750169.723.635017.8442.217.6
0.126.5-0.117.82.22.7-700.5-58.6-0.7-47.5-0.1
18.533519.2237.229.1130.11050034.827.9217.819.131518.4
0.135.20.233.33.933.3-38.43-41.8-0.2-38-0.1
19.5490.320.5398.336.9350.1102503.531.3130.220.5219.819.4
0.245.40.447.27.160.3-12.52.2-280-27.70.1
20.5670.321.9592.952.9597.510000141.37521.9149.420.3
0.352.10.656.818.471.3-2.17.9-18.30-21.30






9750156.942.123.410021.3






-0.714-11.90-16.5-0.1






9500172.424.225.167.722.5






020.3-7.7-0.1-10.80.1






92501881426.845.623.7






024-4.9-0.1-7.40.1






90001103.88.128.53125






027.8-3.1-0.1-60






87501119.95.430.921.426.4






031.6-1.70.2-4.6-0.1






85001136.23.332.815.228






035.5-1.7-0.4-2.80.1






82501152.92.23500






039.5-1.3-0.600






800011701.838.17.530.9






043.5-0.8-0.2-1.50






7750000000






000000






75001205.5143.43.934.1






052-0.40.2-1.1-0.2

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