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

  Series históricas desde 07/09/2010 hasta 08/09/2010
FechaPosiciónTipoEjercicioPrimeroMínimoMáximoUltimoVolumenAjuste /
Prima Ref		Interés Abierto
07/09/2010ISR112010 Futuro 269,6269,6272,0272,028272,02.111
07/09/2010ISR052011 Futuro 250,6250,6253,8253,8281253,92.609
07/09/2010ISR072011 Futuro 254,2254,2256,2256,2100256,21.413
07/09/2010TRI122010 Futuro      174,022
07/09/2010TRI012011 Futuro 174,6174,2174,6174,211174,298
07/09/2010MAI000000 Futuro      142,5 
07/09/2010MAI092010 Futuro 142,5142,5142,5142,53142,53
07/09/2010MAI042011 Futuro      138,079
07/09/2010SOJ000000 Futuro      271,5429
07/09/2010SOJ092010 Futuro      271,5 
07/09/2010SOF092010 Futuro 271,5271,5271,5271,53271,53
07/09/2010SOF102010 Futuro      272,5171
07/09/2010SOF112010 Futuro 271,3271,3274,3274,350275,61.582
07/09/2010SOJ112010 Futuro 272,0272,0276,0276,030276,0679
07/09/2010SOF012011 Futuro 274,2274,2275,0275,060275,2310
07/09/2010SOF042011 Futuro 253,2253,2255,8255,7141255,7609
07/09/2010SOJ052011 Futuro 253,3253,3256,4256,458256,4863
07/09/2010SOF052011 Futuro 256,0256,0256,0256,04256,04
07/09/2010SOJ072011 Futuro 257,5257,5257,8257,816259,010
07/09/2010DLR092010 Futuro 3,97303,97203,97403,9730772153,9740297.666
07/09/2010DLR102010 Futuro 4,00104,00004,00404,0030503104,0030373.447
07/09/2010DLR112010 Futuro 4,03304,03204,03804,03701066004,0360270.632
07/09/2010DLR122010 Futuro 4,06804,06704,07104,0700656484,0700239.230
07/09/2010DLR012011 Futuro 4,10304,10304,10804,1050220304,1040103.808
07/09/2010DLR022011 Futuro 4,13404,13404,14104,1380165174,138080.826
07/09/2010DLR032011 Futuro 4,17304,17004,17304,1730202504,173057.324
07/09/2010DLR042011 Futuro      4,207039.326
07/09/2010DLR052011 Futuro 4,24104,24004,24404,244090004,242076.004
07/09/2010DLR062011 Futuro 4,27804,27804,28004,280020004,278015.101
07/09/2010DLR072011 Futuro 4,32104,31704,32104,3170150004,314022.100
07/09/2010DLR082011 Futuro 4,35404,35004,35404,350013504,35008.034
07/09/2010DLR092011 Futuro      4,3850 
07/09/2010DLR102011 Futuro 4,42004,42004,42004,420027004,418017.050
07/09/2010DLR112011 Futuro 4,44704,44704,44704,447030004,455014.155
07/09/2010DLR122011 Futuro      4,493055
07/09/2010RFX000000 Futuro      3,9472665
07/09/2010ECU122010 Futuro      5,1800 
07/09/2010ISR052011 Put204     0,8100
07/09/2010ISR052011 Put220     3,0 
07/09/2010ISR052011 Put224     3,8 
07/09/2010ISR052011 Put228     4,814
07/09/2010ISR052011 Put232     5,2 
07/09/2010ISR052011 Put236     6,4 
07/09/2010ISR052011 Put240     7,7 
07/09/2010TRI012011 Put152     1,932
07/09/2010TRI012011 Put156     2,710
07/09/2010TRI012011 Put160     3,77
07/09/2010SOF102010 Put216     0,046
07/09/2010SOF102010 Put220     0,014
07/09/2010SOF102010 Put224     0,072
07/09/2010SOF112010 Put220     0,030
07/09/2010SOF112010 Put224     0,042
07/09/2010SOF112010 Put232     0,08
07/09/2010SOF112010 Put248     0,340
07/09/2010SOF112010 Put252     0,58
07/09/2010SOF112010 Put256     0,912
07/09/2010SOF112010 Put2601,01,01,01,081,5112
07/09/2010SOF112010 Put264     2,414
07/09/2010SOF042011 Put188     0,1465
07/09/2010SOF042011 Put192     0,258
07/09/2010SOF042011 Put196     0,3131
07/09/2010SOF042011 Put200     0,490
07/09/2010SOF042011 Put204     0,520
07/09/2010SOF042011 Put208     0,720
07/09/2010SOF042011 Put212     0,937
07/09/2010SOF042011 Put216     1,320
07/09/2010SOF042011 Put220     1,820
07/09/2010SOF042011 Put228     3,18
07/09/2010SOF042011 Put232     4,020
07/09/2010ISR052011 Call236     24,030
07/09/2010ISR052011 Call260     11,330
07/09/2010ISR052011 Call264     9,77
07/09/2010ISR052011 Call268     8,44
07/09/2010ISR052011 Call276     6,17
07/09/2010SOF102010 Call240     32,598
07/09/2010SOF102010 Call244     28,56
07/09/2010SOF102010 Call248     24,56
07/09/2010SOF102010 Call252     20,5 
07/09/2010SOF102010 Call256     16,6 
07/09/2010SOF102010 Call272     4,3 
07/09/2010SOF112010 Call236     39,5 
07/09/2010SOF112010 Call248     27,84
07/09/2010SOF112010 Call252     24,128
07/09/2010SOF112010 Call256     20,54
07/09/2010SOF112010 Call260     17,116
07/09/2010SOF112010 Call264     13,963
07/09/2010SOF112010 Call268     11,18
07/09/2010SOF112010 Call272     9,020
07/09/2010SOF112010 Call276     6,960
07/09/2010SOF112010 Call280     5,212
07/09/2010SOF042011 Call220     37,117
07/09/2010SOF042011 Call240     21,845
07/09/2010SOF042011 Call244     19,2 
07/09/2010SOF042011 Call248     16,235
07/09/2010SOF042011 Call252     14,730
07/09/2010SOF042011 Call256     12,820
07/09/2010SOF042011 Call260     11,020
07/09/2010SOF042011 Call264     9,460
07/09/2010SOF042011 Call268     8,02
07/09/2010DLR092010 Call3,80     0,19497
07/09/2010DLR092010 Call3,86     0,1497
07/09/2010DLR092010 Call4,18     0,001137
07/09/2010DLR092010 Call4,25     0,0057
07/09/2010DLR102010 Call3,86     0,18649
07/09/2010DLR102010 Call4,10     0,04750
07/09/2010DLR102010 Call4,20     0,02350
07/09/2010DLR102010 Call4,25     0,00189
07/09/2010DLR112010 Call3,86     0,22986
07/09/2010DLR112010 Call4,25     0,01071
07/09/2010DLR122010 Call3,86     0,338141
07/09/2010DLR122010 Call4,25     0,116141
07/09/2010DLR012011 Call3,86     0,355107
07/09/2010DLR012011 Call3,94     0,28218
07/09/2010DLR012011 Call4,25     0,121107
07/09/2010DLR012011 Call4,34     0,09318
07/09/2010DLR022011 Call3,94     0,34620
07/09/2010DLR022011 Call4,34     0,04116
07/09/2010DLR032011 Call3,940,4510,4510,4510,451400,23620
07/09/2010DLR032011 Call4,340,2160,2160,2160,216400,21620
 
 
 
Ultimos Ajustes
 
DDF
07/09/2010
PosiciónAjusteVar. % 
DLR0920103,9740 0,03
DLR1020104,0030 0,05
DLR1120104,0360 0,07
DLR1220104,0700 0,10
DLR0120114,1040 0,07
DLR0220114,1380 0,05
DLR0320114,1730 0,05
DLR0420114,2070 0,05
DLR0520114,2420 0,00
DLR0620114,2780 0,00
DLR0720114,3140 0,00
DLR0820114,3500 0,09
DLR0920114,3850 0,11
DLR1020114,4180 0,23
DLR1120114,4550 0,25
DLR1220114,4930 0,24
RFX0000003,9472 0,06
 
 
DDA
07/09/2010
PosiciónAjusteVar. % 
ISR112010272,0 1,19
ISR052011253,9 0,83
ISR072011256,2 0,83
SOF112010275,6 1,32
SOJ052011256,4 0,87
 
 
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