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

  Series históricas desde 30/07/2010 hasta 31/07/2010
FechaPosiciónTipoEjercicioPrimeroMínimoMáximoUltimoVolumenAjuste /
Prima Ref
Interés Abierto
30/07/2010ISR092010 Futuro      260,9396
30/07/2010ISR112010 Futuro 257,5257,5262,0261,944261,91.847
30/07/2010ISR052011 Futuro 236,0236,0238,7238,7355238,71.767
30/07/2010ISR072011 Futuro 240,0240,0241,5241,4162241,4290
30/07/2010TRI012011 Futuro 170,0170,0170,0170,010170,040
30/07/2010MAI000000 Futuro      129,5 
30/07/2010MAI042011 Futuro      129,510
30/07/2010SOJ000000 Futuro      262,0381
30/07/2010SOJ082010 Futuro 262,0262,0262,0262,012262,072
30/07/2010SOF082010 Futuro 262,0262,0262,0262,032262,01.215
30/07/2010SOJ092010 Futuro      264,017
30/07/2010SOF102010 Futuro      264,5171
30/07/2010SOF112010 Futuro      265,81.692
30/07/2010SOJ112010 Futuro 263,0263,0263,0263,08265,8603
30/07/2010SOF012011 Futuro      267,377
30/07/2010SOF042011 Futuro 238,5238,5242,0242,020241,5203
30/07/2010SOJ052011 Futuro 239,3239,3242,2241,930242,0678
30/07/2010DLR072010 Futuro 3,93803,93803,93903,938064123,9395 
30/07/2010DLR082010 Futuro 3,96703,96503,96803,96801404403,9670329.645
30/07/2010DLR092010 Futuro 4,00003,99404,00003,9950161603,9960290.090
30/07/2010DLR102010 Futuro 4,02804,02404,02904,0290541284,0290178.501
30/07/2010DLR112010 Futuro 4,06304,06004,06304,060098254,0610175.859
30/07/2010DLR122010 Futuro 4,10104,09704,10104,1000223114,1000215.878
30/07/2010DLR012011 Futuro 4,14004,13704,14004,1380320004,138097.603
30/07/2010DLR022011 Futuro 4,18004,17304,18004,173038014,178076.948
30/07/2010DLR032011 Futuro 4,21604,21404,21604,215041004,219050.003
30/07/2010DLR042011 Futuro 4,25304,25304,26004,260020014,255035.816
30/07/2010DLR052011 Futuro      4,300040.254
30/07/2010DLR062011 Futuro 4,34404,34404,34404,344014,34005.901
30/07/2010DLR072011 Futuro 4,38504,38404,38504,385030004,38504.500
30/07/2010DLR082011 Futuro 4,42004,42004,42504,425020344,42503.454
30/07/2010DLR092011 Futuro      4,465055
30/07/2010DLR102011 Futuro      4,505020.000
30/07/2010DLR112011 Futuro      4,545012.650
30/07/2010DLR122011 Futuro      4,585035
30/07/2010RFX000000 Futuro      3,9394665
30/07/2010ECU072010 Futuro      5,1324 
30/07/2010ECU122010 Futuro      5,3500 
30/07/2010SOF102010 Put216     0,046
30/07/2010SOF102010 Put220     0,014
30/07/2010SOF102010 Put224     0,172
30/07/2010SOF112010 Put220     0,130
30/07/2010SOF112010 Put224     0,242
30/07/2010SOF112010 Put232     0,48
30/07/2010SOF112010 Put248     2,440
30/07/2010SOF112010 Put252     3,420
30/07/2010SOF042011 Put188     0,6465
30/07/2010SOF042011 Put192     0,858
30/07/2010SOF042011 Put196     1,1131
30/07/2010SOF042011 Put200     1,590
30/07/2010SOF042011 Put204     1,720
30/07/2010SOF042011 Put208     2,220
30/07/2010SOF042011 Put2123,83,83,83,842,937
30/07/2010SOF042011 Put216     3,820
30/07/2010SOF042011 Put220     4,820
30/07/2010SOF042011 Put228     7,38
30/07/2010SOF042011 Put232     8,820
30/07/2010SOF102010 Call24022,022,023,023,02824,8138
30/07/2010SOF102010 Call244     21,26
30/07/2010SOF102010 Call248     17,78
30/07/2010SOF102010 Call252     14,540
30/07/2010SOF102010 Call256     12,788
30/07/2010SOF102010 Call272     5,6 
30/07/2010SOF112010 Call236     29,9 
30/07/2010SOF112010 Call248     20,14
30/07/2010SOF112010 Call252     17,128
30/07/2010SOF112010 Call256     14,34
30/07/2010SOF112010 Call260     11,820
30/07/2010SOF112010 Call264     9,655
30/07/2010SOF112010 Call2726,56,56,56,566,16
30/07/2010SOF042011 Call220     26,017
30/07/2010SOF042011 Call240     14,045
30/07/2010SOF042011 Call244     12,1 
30/07/2010SOF042011 Call248     9,735
30/07/2010SOF042011 Call252     8,210
30/07/2010SOF042011 Call264     4,840
30/07/2010DLR072010 Call3,80       
30/07/2010DLR072010 Call4,18       
30/07/2010DLR082010 Call3,80     0,186249
30/07/2010DLR082010 Call4,18     0,004399
30/07/2010DLR092010 Call3,80     0,24597
30/07/2010DLR092010 Call3,86     0,2057
30/07/2010DLR092010 Call4,18     0,012137
30/07/2010DLR092010 Call4,25     0,0307
30/07/2010DLR102010 Call3,86     0,30049
30/07/2010DLR102010 Call4,10     0,08050
30/07/2010DLR102010 Call4,20     0,04950
30/07/2010DLR102010 Call4,25     0,00789
30/07/2010DLR112010 Call3,86     0,33886
30/07/2010DLR112010 Call4,25     0,11886
30/07/2010DLR122010 Call3,86     0,384141
30/07/2010DLR122010 Call4,25     0,153141
30/07/2010DLR012011 Call3,86     0,396107
30/07/2010DLR012011 Call3,94     0,32014
30/07/2010DLR012011 Call4,25     0,154107
30/07/2010DLR012011 Call4,34     0,12414
 
 
 
Ultimos Ajustes
 
DDF
30/07/2010
PosiciónAjusteVar. % 
DLR0720103,9395 0,06
DLR0820103,9670 0,00
DLR0920103,9960 0,03
DLR1020104,0290 0,00
DLR1120104,0610 0,05
DLR1220104,1000 0,02
DLR0120114,1380 0,05
DLR0220114,1780 0,05
DLR0320114,2190 0,07
DLR0420114,2550 0,02
DLR0520114,3000 0,12
DLR0620114,3400 0,09
DLR0720114,3850 0,27
DLR0820114,4250 0,32
DLR0920114,4650 0,32
DLR1020114,5050 0,11
DLR1120114,5450 0,18
DLR1220114,5850 0,20
RFX0000003,9394 0,06
 
 
DDA
30/07/2010
PosiciónAjusteVar. % 
ISR112010261,9 1,71
ISR052011238,7 1,45
SOF082010262,0 1,55
SOF112010265,8 1,84
SOJ052011242,0 1,43
 
 

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