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购6月 购3月 购2月 购1月 指数 沽1月 沽2月 沽3月 沽6月
127 62 42 22 工作日 22 42 62 127
179 88 60 32 自然日 32 60 88 179
123.7323 135.5645 50.5952 105.1818 721.5568 79.6364 35.5952 96.3065 94.9449
1.2903 2630A 0.6935
2.4839 2679A 0.8065
2.5484 2728A 1.0806
3.2992 4.8065 2.7273 2776A 0.5000 1.4516 1.9764 11
3.7323 3.3871 2.4091 2800 0.5909 1.7097 2.1890
3.3858 3.7903 2.2273 2825A 0.6364 2.0161 10 2.5197 1
4.1102 3.2258 4.0476 3.4091 2850 0.8636 0.9762 2.3548 2.8504 5
3.9449 4.2742 2.0909 2874A 0.9545 2.7419 3.2835
5.2520 4.7097 3.8333 3.3182 2900 1.5000 1.7143 3.2742 3.7402
6.0315 5.4194 3.4545 2923A 1.6364 3.8548 2 4.2362
5.5906 6.2258 4.3333 4.0455 2950 2.2727 2.9286 4.6129 4.8189
7.5906 7.5968 6.7381 5.9091 3000 4.3636 4 4.8333 6.4839 6.1496
7.9843 9.0968 7.5909 3020A 5.5455 3 7.4516 6.7953
10.9606 14.1452 14.4524 17.5455 3100 15.8182 7 12.5000 12.3387 9.7559
11.8031 15.5323 20.8182 3117A 19.2273 13.7097 10.4646
9.3465 10.5806 9.1429 9.2727 6 3200 7.6364 7.2857 8.6613 7.7323
8.8189 9.8548 7.7727 3215A 6.0909 7.7903 7.2047
6.9213 6.4355 4.4286 3.6364 3300 1.7273 2.2143 4.6290 5.2283
6.6614 6.1452 6 3.3182 3312A 0.8636 3.9516 5.1339
5.2598 4.2419 2.3333 1.8636 3400 0.4545 3.1429 1.8226 3.3780
5.0394 4.0806 10 1.6818 3410A 3.6818 2.1129 3.1969
4.0709 2.9032 1.2857 1.0455 3500 3.2273 -0.7143 2.5806 2.0472
3.9291 4 2.7903 1.0455 3507A 2.0455 0.1774 2.2441
上涨认购义务亏损 71651
下跌认估义务亏损 43234
极限上涨认购义务亏损 269589
极限下跌认估义务亏损 202723