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Futuros y Opciones Cierre Spot Volatilidad Implícita Tick By Tick Spread ?
           
        
           
            

  Series históricas desde 7/24/2008 hasta 7/24/2008
FechaPosiciónTipoEjercicioPrimeroMínimoMáximoUltimoVolumenAjuste /
Prima Ref
Interés Abierto
24/07/2008ISR092008 Futuro 309.0309.0310.5309.060309.0614
24/07/2008ISR112008 Futuro 320.1313.5320.1313.560313.5766
24/07/2008ISR052009 Futuro 291.5290.0291.5290.055290.0851
24/07/2008TRI012009 Futuro      190.0 
24/07/2008MAI042009 Futuro      160.0 
24/07/2008SOJ052009 Futuro      292.0212
24/07/2008IMR122008 Futuro 159.2157.0159.2158.08158.094
24/07/2008IMR042009 Futuro 157.0157.0157.0157.02158.6116
24/07/2008IMR072009 Futuro      161.04
24/07/2008ITR012009 Futuro 190.8187.5190.8187.518187.5388
24/07/2008DLR072008 Futuro 3.01403.01003.01703.0150221953.0150333,837
24/07/2008DLR082008 Futuro 3.02403.01903.02703.0270280103.0260282,479
24/07/2008DLR092008 Futuro 3.04003.03503.04503.0440144583.0450300,247
24/07/2008DLR102008 Futuro 3.05603.05303.06203.061082003.0620184,513
24/07/2008DLR112008 Futuro 3.08303.07403.08303.0830110003.0830115,190
24/07/2008DLR122008 Futuro 3.09503.09403.10203.1000267013.1020114,486
24/07/2008DLR012009 Futuro 3.12003.12003.12003.12001003.124078,862
24/07/2008DLR022009 Futuro 3.14403.14403.14603.146020003.1440118,150
24/07/2008DLR032009 Futuro 3.16603.16603.16603.166010003.1620202,537
24/07/2008DLR042009 Futuro 3.17903.17903.18503.183040003.1830201,415
24/07/2008DLR052009 Futuro 3.19003.19003.20203.2020170503.200096,950
24/07/2008DLR062009 Futuro 3.21403.21403.22203.222060003.222057,698
24/07/2008DLR072009 Futuro 3.25003.23003.25003.2420110003.24206,051
24/07/2008DLR032010 Futuro      3.440010,740
24/07/2008ECU072008 Futuro      4.7310 
24/07/2008DICP082008 Futuro 111.0110.1111.0110.1125109.935
24/07/2008DICP092008 Futuro 111.5111.5111.7111.725111.030
24/07/2008DICP102008 Futuro 112.3112.3112.3112.35112.25
24/07/2008ISR052009 Put280     16.2 
24/07/2008ISR052009 Put288     20.0 
24/07/2008ISR052009 Put292     21.18
24/07/2008ISR052009 Put296     23.3 
24/07/2008ISR052009 Put304     26.0 
24/07/2008ISR052009 Put308     28.612
24/07/2008IMR042009 Put138     6.6 
24/07/2008ITR012009 Put194     14.610
24/07/2008ITR012009 Put198     17.2 
24/07/2008DLR092008 Put3.20     0.160280
24/07/2008DLR092008 Put3.22     0.177 
24/07/2008DLR122008 Put3.22     0.123200
24/07/2008DLR122008 Put3.26     0.158 
24/07/2008DLR042009 Put3.000.0580.0580.0710.0716000.108399
24/07/2008DICP092008 Put97.68     0.6030
24/07/2008DICP092008 Put100.00     0.94 
24/07/2008DICP092008 Put100.68     1.0710
24/07/2008DICP092008 Put103.00     1.58 
24/07/2008ISR052009 Call284     23.9 
24/07/2008ISR052009 Call324     7.072
24/07/2008ISR052009 Call328     6.220
24/07/2008ISR052009 Call332     5.44
24/07/2008ISR052009 Call340     4.2 
24/07/2008ISR052009 Call348     2.668
24/07/2008ISR052009 Call352     2.324
24/07/2008ITR012009 Call210     3.710
24/07/2008DLR072008 Call3.10     0.00020
24/07/2008DLR092008 Call3.16     0.015130
24/07/2008DLR092008 Call3.24     0.005130
24/07/2008DLR092008 Call3.26     0.00310
24/07/2008DLR092008 Call3.28     0.00220
24/07/2008DLR092008 Call3.30     0.00322
24/07/2008DLR092008 Call3.32     0.0021
24/07/2008DLR092008 Call3.34     0.0021
24/07/2008DLR122008 Call3.30     0.003 
24/07/2008DLR122008 Call3.34     0.002 
24/07/2008DLR122008 Call3.38     0.0141,200
24/07/2008DLR042009 Call3.400.0530.0530.0640.0645000.108499
24/07/2008DICP092008 Call97.68     13.662
24/07/2008DICP092008 Call100.00     11.72 
24/07/2008DICP092008 Call103.00     8.81 
24/07/2008DICP092008 Call103.68     8.8030
24/07/2008DICP092008 Call106.00     7.22 
24/07/2008DICP092008 Call106.68     6.7910
24/07/2008DICP092008 Call109.00     5.45 
 
 
Ultimos Ajustes
 
DDF
7/24/2008
PosiciónAjusteVar. % 
DLR0720083.0150 0.03
DLR0820083.0260 0.03
DLR0920083.0450 0.07
DLR1020083.0620 0.00
DLR1120083.0830 0.00
DLR1220083.1020 0.03
DLR0120093.1240 0.00
DLR0220093.1440 0.10
DLR0320093.1620 0.03
DLR0420093.1830 0.00
DLR0520093.2000 0.13
DLR0620093.2220 0.12
DLR0720093.2420 0.00
 
 
DDA
7/24/2008
PosiciónAjusteVar. % 
ISR092008309.0 2.15
ISR112008313.5 2.06
ISR052009290.0 2.85
SOJ052009292.0 3.15
ITR012009187.5 3.35
 
 

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