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

  Series históricas desde 03/09/2010 hasta 03/09/2010
FechaPosiciónTipoEjercicioPrimeroMínimoMáximoUltimoVolumenAjuste /
Prima Ref
Interés Abierto
03/09/2010ISR112010 Futuro 267,0267,0268,5268,530268,52.125
03/09/2010ISR052011 Futuro 248,2248,2251,5251,0294251,02.608
03/09/2010ISR072011 Futuro 250,5250,5253,9253,4168253,41.356
03/09/2010TRI122010 Futuro      174,516
03/09/2010TRI012011 Futuro 175,0175,0175,0175,011175,098
03/09/2010MAI000000 Futuro      141,0 
03/09/2010MAI042011 Futuro      137,079
03/09/2010SOJ000000 Futuro      269,0430
03/09/2010SOF092010 Futuro      269,03
03/09/2010SOJ092010 Futuro      269,03
03/09/2010SOF102010 Futuro      270,0171
03/09/2010SOF112010 Futuro 269,2269,2271,7271,724271,71.576
03/09/2010SOJ112010 Futuro 270,5270,5272,4272,456272,4677
03/09/2010SOF012011 Futuro 272,5272,5272,5272,53272,5260
03/09/2010SOF042011 Futuro 250,9250,9253,5253,1117253,1553
03/09/2010SOJ052011 Futuro 250,5250,5253,9253,590253,5853
03/09/2010SOJ072011 Futuro      256,010
03/09/2010DLR092010 Futuro 3,97603,97403,97703,9760687183,9760323.522
03/09/2010DLR102010 Futuro 4,00403,99904,00404,0030223344,0030357.912
03/09/2010DLR112010 Futuro 4,03404,02904,03704,0340430034,0340283.675
03/09/2010DLR122010 Futuro 4,06404,06404,07204,0680392774,0680254.145
03/09/2010DLR012011 Futuro 4,09704,09704,10404,1040285004,1030103.808
03/09/2010DLR022011 Futuro 4,13704,13204,13804,1380215004,138081.311
03/09/2010DLR032011 Futuro 4,17304,17304,17304,1730200004,173057.574
03/09/2010DLR042011 Futuro 4,20304,20304,20304,203030004,207039.326
03/09/2010DLR052011 Futuro 4,23904,23904,23904,239010004,244076.004
03/09/2010DLR062011 Futuro 4,27604,27604,27604,276010004,280016.101
03/09/2010DLR072011 Futuro      4,314012.400
03/09/2010DLR082011 Futuro 4,34804,34804,34804,348020004,35407.684
03/09/2010DLR092011 Futuro      4,3900 
03/09/2010DLR102011 Futuro      4,428019.050
03/09/2010DLR112011 Futuro 4,45004,45004,45004,450020004,466014.315
03/09/2010DLR122011 Futuro      4,504055
03/09/2010RFX000000 Futuro 3,94003,94003,94003,94002503,9437665
03/09/2010ECU122010 Futuro      5,2250 
03/09/2010ISR052011 Put2041,41,41,41,441,0100
03/09/2010ISR052011 Put220     3,5 
03/09/2010ISR052011 Put224     4,4 
03/09/2010ISR052011 Put228     5,514
03/09/2010ISR052011 Put232     6,0 
03/09/2010ISR052011 Put236     7,3 
03/09/2010ISR052011 Put240     8,8 
03/09/2010TRI012011 Put152     1,832
03/09/2010TRI012011 Put156     2,610
03/09/2010TRI012011 Put160     3,67
03/09/2010SOF102010 Put216     0,046
03/09/2010SOF102010 Put220     0,014
03/09/2010SOF102010 Put224     0,072
03/09/2010SOF112010 Put220     0,030
03/09/2010SOF112010 Put224     0,042
03/09/2010SOF112010 Put232     0,08
03/09/2010SOF112010 Put248     0,540
03/09/2010SOF112010 Put252     1,08
03/09/2010SOF112010 Put256     1,612
03/09/2010SOF112010 Put260     2,4120
03/09/2010SOF112010 Put264     3,614
03/09/2010SOF042011 Put188     0,2465
03/09/2010SOF042011 Put192     0,258
03/09/2010SOF042011 Put196     0,4131
03/09/2010SOF042011 Put200     0,590
03/09/2010SOF042011 Put204     0,620
03/09/2010SOF042011 Put208     0,820
03/09/2010SOF042011 Put212     1,137
03/09/2010SOF042011 Put216     1,620
03/09/2010SOF042011 Put220     2,120
03/09/2010SOF042011 Put228     3,68
03/09/2010SOF042011 Put232     4,620
03/09/2010ISR052011 Call236     22,030
03/09/2010ISR052011 Call260     10,130
03/09/2010ISR052011 Call264     8,77
03/09/2010ISR052011 Call268     7,44
03/09/2010ISR052011 Call276     5,47
03/09/2010SOF102010 Call240     30,098
03/09/2010SOF102010 Call244     26,06
03/09/2010SOF102010 Call248     22,06
03/09/2010SOF102010 Call252     18,1 
03/09/2010SOF102010 Call256     14,3 
03/09/2010SOF102010 Call272     3,4 
03/09/2010SOF112010 Call236     35,6 
03/09/2010SOF112010 Call248     24,24
03/09/2010SOF112010 Call252     20,628
03/09/2010SOF112010 Call256     17,24
03/09/2010SOF112010 Call26015,014,815,014,8814,116
03/09/2010SOF112010 Call264     11,363
03/09/2010SOF112010 Call268     8,88
03/09/2010SOF112010 Call272     7,120
03/09/2010SOF112010 Call276     5,460
03/09/2010SOF112010 Call280     3,912
03/09/2010SOF042011 Call220     34,817
03/09/2010SOF042011 Call240     20,145
03/09/2010SOF042011 Call244     17,6 
03/09/2010SOF042011 Call248     14,735
03/09/2010SOF042011 Call252     13,430
03/09/2010SOF042011 Call256     11,620
03/09/2010SOF042011 Call260     9,920
03/09/2010SOF042011 Call264     8,460
03/09/2010SOF042011 Call268     7,22
03/09/2010DLR092010 Call3,80     0,19897
03/09/2010DLR092010 Call3,86     0,1547
03/09/2010DLR092010 Call4,18     0,001137
03/09/2010DLR092010 Call4,25     0,0077
03/09/2010DLR102010 Call3,86     0,18849
03/09/2010DLR102010 Call4,10     0,04950
03/09/2010DLR102010 Call4,20     0,02450
03/09/2010DLR102010 Call4,25     0,00289
03/09/2010DLR112010 Call3,86     0,22986
03/09/2010DLR112010 Call4,25     0,01171
03/09/2010DLR122010 Call3,86     0,339141
03/09/2010DLR122010 Call4,25     0,117141
03/09/2010DLR012011 Call3,86     0,356107
03/09/2010DLR012011 Call3,94     0,28218
03/09/2010DLR012011 Call4,25     0,122107
03/09/2010DLR012011 Call4,34     0,09518
03/09/2010DLR022011 Call3,94     0,34720
03/09/2010DLR022011 Call4,34     0,04216
 
 
 
Ultimos Ajustes
 
DDF
03/09/2010
PosiciónAjusteVar. % 
DLR0920103,9760 0,05
DLR1020104,0030 0,08
DLR1120104,0340 0,05
DLR1220104,0680 0,05
DLR0120114,1030 0,02
DLR0220114,1380 0,00
DLR0320114,1730 0,00
DLR0420114,2070 0,00
DLR0520114,2440 0,00
DLR0620114,2800 0,00
DLR0720114,3140 0,00
DLR0820114,3540 0,00
DLR0920114,3900 0,00
DLR1020114,4280 0,00
DLR1120114,4660 0,00
DLR1220114,5040 0,00
RFX0000003,9437 0,09
 
 
DDA
03/09/2010
PosiciónAjusteVar. % 
ISR112010268,5 1,74
ISR052011251,0 1,41
ISR072011253,4 1,44
SOF112010271,7 1,65
SOJ052011253,5 1,48
 
 

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