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Futuros y Opciones Cierre Spot Volatilidad Implícita Tick By Tick Spread ?
         
        
         
       
 
Series históricas desde 03/07/2008 hasta 04/07/2008
FechaPosiciónTipoEjercicioPrimeroMínimoMáximoUltimoVolumenAjuste /
Prima Ref
Interés Abierto
03/07/2008ISR092008Futuro 304,5304,5305,0305,0 16305,0 432
03/07/2008ISR112008Futuro 308,5308,5312,0312,0 48312,0 613
03/07/2008ISR052009Futuro 293,0293,0293,5293,0 36294,2 803
03/07/2008TRI012009Futuro      206,5 
03/07/2008MAI042009Futuro      173,1 
03/07/2008SOJ072008Futuro 307,0307,0307,0307,0 8308,0 309
03/07/2008SOJ052009Futuro      297,7 212
03/07/2008IMR122008Futuro 173,5173,0174,3174,3 10174,3 48
03/07/2008IMR042009Futuro 173,5173,0173,5173,1 18173,1 62
03/07/2008IMR072009Futuro      175,0 6
03/07/2008ITR012009Futuro 205,5205,5205,5205,5 4204,0 380
03/07/2008DLR072008Futuro 3,03003,03003,04503,0310 152.9813,0310 300.136
03/07/2008DLR082008Futuro 3,04503,04503,06003,0500 51.0003,0500 252.520
03/07/2008DLR092008Futuro 3,06503,06503,07803,0700 35.7063,0700 259.255
03/07/2008DLR102008Futuro 3,08503,08503,09803,0920 23.0003,0920 176.939
03/07/2008DLR112008Futuro 3,10003,10003,12503,1110 28.0803,1110 94.359
03/07/2008DLR122008Futuro 3,12503,12503,14503,1330 13.0603,1330 109.109
03/07/2008DLR012009Futuro 3,15203,15203,16703,1600 6.0003,1600 70.225
03/07/2008DLR022009Futuro 3,18003,18003,18003,1800 2.0003,1800 111.151
03/07/2008DLR032009Futuro 3,20003,20003,20303,2030 2.0003,2030 199.527
03/07/2008DLR042009Futuro 3,22003,22003,22003,2200 2.0003,2200 195.964
03/07/2008DLR052009Futuro 3,24003,24003,24003,2400 1.0003,2400 96.700
03/07/2008DLR062009Futuro 3,26703,26103,27503,2610 7.5603,2670 54.423
03/07/2008DLR072009Futuro      3,2970 
03/07/2008DLR032010Futuro      3,5090 10.500
03/07/2008ECU072008Futuro      4,7700 
03/07/2008DICP072008Futuro 104,6000104,2000104,7000104,2000 80104,2000 54
03/07/2008DICP082008Futuro 105,5000104,8000105,5000105,0000 75105,0000 25
03/07/2008DICP092008Futuro 105,9000105,9000105,9000105,9000 5105,9000 35
03/07/2008ISR052009Put280,0     15,4 
03/07/2008ISR052009Put288,0     19,0 
03/07/2008ISR052009Put292,0     19,9 8
03/07/2008ISR052009Put296,0     22,0 
03/07/2008ISR052009Put304,0     24,3 
03/07/2008ISR052009Put308,0     26,8 12
03/07/2008IMR042009Put138,0     4,2 
03/07/2008ITR012009Put194,0     8,0 
03/07/2008ITR012009Put198,0     9,7 
03/07/2008DLR092008Put3,2000     0,1431 280
03/07/2008DLR092008Put3,2200     0,1590 
03/07/2008DLR122008Put3,2200     0,1018 200
03/07/2008DLR122008Put3,2600     0,1312 
03/07/2008DICP092008Put97,6800     1,9301 30
03/07/2008DICP092008Put100,0000     2,6350 
03/07/2008DICP092008Put100,6800     2,8705 10
03/07/2008DICP092008Put103,0000     3,7758 
03/07/2008ISR052009Call284,0     27,0 
03/07/2008ISR052009Call340,0     5,4 
03/07/2008ISR052009Call348,0     3,6 68
03/07/2008ISR052009Call352,0     3,1 24
03/07/2008DLR072008Call3,1000     0,0022 20
03/07/2008DLR092008Call3,1600     0,0264 130
03/07/2008DLR092008Call3,2400     0,0050 10
03/07/2008DLR092008Call3,2600     0,0036 10
03/07/2008DLR092008Call3,2800     0,0025 20
03/07/2008DLR092008Call3,3000     0,0017 2
03/07/2008DLR092008Call3,3200     0,0012 1
03/07/2008DLR092008Call3,3400     0,0008 1
03/07/2008DLR122008Call3,3000     0,0073 
03/07/2008DLR122008Call3,3400     0,0040 
03/07/2008DLR122008Call3,3800     0,0021 10
03/07/2008DICP092008Call97,6800     9,9242 2
03/07/2008DICP092008Call100,0000     8,3729 
03/07/2008DICP092008Call103,0000     5,6877 
03/07/2008DICP092008Call103,6800     6,0453 30
03/07/2008DICP092008Call106,0000     4,1361 
03/07/2008DICP092008Call106,6800     4,5903 10
03/07/2008DICP092008Call109,0000     3,8376 


 
 
Ajustes del día 03/07/2008
 
DDF
PosiciónAjusteVar. % 
DLR0720083,0310 0,07
DLR0820083,0500 0,13
DLR0920083,0700 0,13
DLR1020083,0920 0,23
DLR1120083,1110 0,06
DLR1220083,1330 0,10
DLR0120093,1600 0,16
DLR0220093,1800 0,16
DLR0320093,2030 0,25
DLR0420093,2200 0,22
DLR0520093,2400 0,00
DLR0620093,2670 0,00
DLR0720093,2970 0,00
 
 
DDA
PosiciónAjusteVar. % 
ISR092008305,0 0,99
ISR112008312,0 0,81
ISR052009294,2 0,58
SOJ072008308,0 0,16
ITR012009204,0 0,49
 
 

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