2011年3月14日月曜日

2011/03/11(Fri)OP

P/C1.7-0.321.21.31.31.51.21.51.6
先物10157.5-16510322.510592.510522.510532.510697.510592.510492.510747.5
基準22.41.620.819.119.619.818.418.919.716.6
期近22.46.216.227.52524.919.320.121.116.6
期先120.6-0.220.818.719.119.118.118.51916.5
期先27.9-11.919.818.218.418.317.517.818.416.4
当/先1.10.30.81.51.31.31.11.11.11
先/先22.61.61.11111111

276290











850087509000925095009750100001025010250102501050010750110001125011500
4P8504P8754P9004P9254P9504P9754P10004P1025101604C10254C10504C10754C11004C11254C1150
813.924.24068.7114.8185.4290491.3201.399.742.3145.62.7
259.615.525.64058.880.12.6-77.4-50.9-27.3-13-4.3-1.1
33.231.629.92826.52523.321.721.921.920.519.618.719.220.3
-0.30.40.80.80.80.80.60.20.70.90.80.80.51.11.7
-0.02-0.04-0.06-0.1-0.17-0.26-0.39-0.5500.450.290.150.060.030.01
0.0060.0090.0150.0230.0340.0470.0590.06600.0650.060.0430.0240.0120.006
1.492.323.55.0279.0710.6711.01011.019.486.553.441.780.98
-0.9-1.34-1.92-2.57-3.39-4.14-4.54-4.350-4.43-3.57-2.36-1.18-0.63-0.36
5P8505P8755P9005P9255P9505P9755P10005P1025101705C10255C10505C10755C11005C11255C1150
31.145.464.894.6137196.3277.9382.4682.2299.8187.9106.856.926.812.4
8.41216.224.434.145.761.477.2-5.8-83-62.9-46-29.1-17.9-9.6
28.627.325.924.723.522.421.420.220.220.219.318.417.817.317.1
0.30.30.20.30.30.30.30.20.100.100-0.10
-0.06-0.08-0.12-0.16-0.23-0.31-0.41-0.5200.480.360.240.150.080.04
0.010.0130.0180.0240.0310.0370.0430.04700.0470.0460.0410.0310.0210.013
4.866.418.2210.412.6914.8116.3216.73016.7315.6813.159.846.433.87
-1.11-1.4-1.7-2.05-2.39-2.65-2.78-2.690-2.72-2.43-1.94-1.41-0.89-0.53
6P8506P8756P9006P9256P9506P9756P10006P1025102506C10256C10506C10756C11006C11256C1150
580108.70196.50348.1000261.10105034
35.2-33.460.2-70.393.5-150.6131.7-305.2-688-382.810.3-152.819-44.712
27.7025.5023.3021.300019.8018.4017.6
-0.6-27-0.2-24.40.1-22.10.3-20-20.1-20.20.6-18.40.6-17.30.5
-0.09-0.08-0.12-0.17-0.23-0.32-0.43-0.5500.450.330.220.130.070.04
0.010.0140.0190.0250.0330.040.0460.04900.0490.0470.0390.0290.0190.012
4.846.498.5210.8413.2615.516.9517.11017.1115.6212.719.266.093.65
-1.01-1.29-1.62-1.96-2.27-2.54-2.64-2.530-2.55-2.23-1.75-1.25-0.81-0.48

期先2期先1期近
期近期先1期先1
IVPriceIVPriceIVPrice
PriceIVPriceIVPriceIV
0018.4225.9112250





-17.7-2.90.7-0.92.40





17.31017.63.123.3112000





0.24.90.4-22.40





00175.421.81.611750





-17.1-10.8-0.2-5.42.4-0.1





17.63417.112.420.32.711500





0.5120-9.61.7-1.1





0017.326.819.25.611250





-17.3-44.7-0.1-17.91.1-4.3





18.410517.856.918.71411000





0.6190-29.10.5-13





0018.4106.819.642.310750631.419.2690.718.400
-18.4-152.80-460.8-27.3132.70.1114.80.2-575.9-18.2
19.8261.119.3187.920.599.710500438.120.2522.919.4586.719.4
0.610.30.1-62.90.8-50.9107.90.296.80.2160.70.3
0020.2299.821.9201.31025029021.7382.420.200
-20.2-382.80-830.9-77.480.10.277.20.2-305.2-20
21.5518.721.2441.523.7347.210000185.423.3277.921.4348.121.3
0.5-20.90.2-981-102.258.80.661.40.3131.70.3
0022.361125.4526.79750114.825196.322.400
-23.1-737.5-0.8-126.5-0.3-133.3400.845.70.3-150.6-22.1






950068.726.513723.5196.523.3






25.60.834.10.393.50.1






9250402894.624.700






15.50.824.40.3-70.3-24.4






900024.229.964.825.9108.725.5






9.60.816.20.260.2-0.2






875013.931.645.427.300






50.4120.3-33.4-27






8500833.231.128.65827.7






2-0.38.40.335.2-0.6






8250636.30000






2.61.20000






80003.838.415.131.531.930.2






1.61.23.70.120.5-1.1






7750000000






000000






75002.344.7935.516.932.7






1.22.23.1111-1.9






7250000000






000000

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