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Cierre del día viernes, 15 de diciembre de 2017
Futuros
PosiciónAnteriorPrimeroMínimoMáximoUltimoVolumenAjusteVar (%)Prima
Desc.
IAVar. IA
AY241220172.064,3152.086,0002.084,0002.086,0002.084,0001002.088,2721,16 150 
AY240220182.156,056     2.185,2951,36 20 
AY240420182.255,781     2.289,1181,48   
TVPP12201710,710     10,550-1,49 15 
DLR12201717,690017,680017,680017,815017,7350361.75017,73500,25 1.105.801-10.992
DLR01201818,095018,160018,110018,225018,1450127.93918,14500,28 735.6449.454
DLR02201818,450018,492018,470018,580018,5000107.14218,50000,27 527.157294
DLR03201818,800018,832018,821018,940018,859069.10718,85400,29 328.5709.455
DLR04201819,180019,315019,200019,320019,244039.90419,23900,31 180.449-6.440
DLR05201819,480019,630019,510019,650019,550039.57819,55000,36 211.3235.630
DLR06201819,800019,990019,830019,990019,830011.08519,87000,35 101.0791.425
DLR07201820,180020,340020,250020,350020,250066.12020,21500,17 214.91911.050
DLR08201820,480020,500020,500020,530020,530013.00020,53000,24 69.9611.000
DLR09201820,800020,550020,550020,700020,70008.00020,7200-0,39 31.4003.000
DLR10201821,100020,800020,800021,050021,05009.00021,0500-0,24 15.3767.548
DLR11201821,515021,410021,410021,410021,41006.00021,4500-0,30 5.000-3.000
I.MERV12201727.32927.50027.26727.69027.5405.37227.5400,77 6.455-53
I.MERV03201828.81829.10028.87529.10029.10024629.1000,98 2.170-40
LE28-122017978,295     978,4950,02 20 
LE63-122017952,410     952,8800,05   
LE91-122017932,250     933,5000,13   
LE35-012018973,000972,700972,700972,700972,700100972,700-0,03 100-100
ORO0120181.257,91.260,01.258,91.260,01.258,9201.259,40,12 2.47710
ORO0320181.262,61.269,81.269,81.269,81.269,8101.264,00,11 615-10
ORO0520181.266,01.267,01.264,01.267,01.264,51201.267,10,09 2.598100
WTI01201857,2957,1757,1057,5257,494057,490,35 1.497 
WTI03201856,9857,1057,1057,1057,1015057,100,21 541 
WTI05201856,70     56,770,12 378 
NOVP02201833,600     33,550-0,15 256 
NOVP04201834,300     34,4300,38 145 
NOVD0220181,86     1,84-1,08 1 
ISR012018260,5259,1259,1261,2261,243261,20,27 1313
ISR052018262,6264,0262,7264,1263,6262263,60,38 1.884 
MAI000000149,0     147,0-1,34 5 
MAI122017149,0     147,0-1,34 7 
CRN022018137,1138,3135,8138,3135,8241136,0-0,80 2.180183
CRN042018140,5139,3139,3139,3139,34139,9-0,43 2.601-4
CRN062018144,0143,3143,3143,6143,6280143,6-0,28 780280
CRN082018146,8     146,2-0,41 1 
SOF000000256,0     255,0-0,39 276-18
SOJ000000257,0     256,0-0,39   
SOF012018259,0     260,00,39 5 
SOF052018261,0262,3262,3262,3262,34262,30,50 2.3884
SOF007D256,0     255,0-0,39   
SOY122017355,3     355,50,06 205 
SOY022018359,2361,0357,9361,0358,5495359,30,03 4.510323
SOY042018364,6364,9363,5364,9364,381364,3-0,08 1.10458
SOY062018367,7368,3366,4368,3367,9200367,90,05 1.600190
SOY072018368,0     368,0  1 
SOY102018362,9     362,9  1 
TRI000000161,0     162,00,62 233 
TRI122017161,0162,0162,0162,0162,06162,00,62 10-6


Opciones
TipoPosiciónEjercicioPrimeroMínimoMáximoUltimoVolumenPrima
Ref.
Var (%)IAVar. IA
PutDLR12201717,50     0,064-23,34252 
PutDLR12201717,75     0,161-16,151.551 
PutDLR12201718,00     0,321-10,961.450 
PutDLR12201718,25     0,528-7,55500 
PutDLR01201817,75     0,194-9,77200 
PutDLR01201818,00     0,289-8,353.000 
PutDLR02201818,25     0,341-6,472.000 
PutDLR03201818,250,0580,0580,0580,0585.000  5.0005.000
PutDLR03201818,50     0,378-5,78150 
PutI.MERV12201725.000     13-47,5860 
PutI.MERV12201725.500     35-41,24149 
PutI.MERV12201726.000     81-35,20131 
PutI.MERV12201726.500     168-29,60160 
PutI.MERV12201727.000     311-24,57140 
PutCRN022018126     0,818,73  
PutCRN022018130     1,716,29  
PutCRN022018138     5,211,88  
PutCRN042018142     5,55,904.002 
PutCRN082018142     3,65,64800 
PutSOY022018316     0,2-6,74  
PutSOY022018323     0,5-5,47  
PutSOY022018338     2,3-3,33  
PutSOY042018338     3,50,22  
PutSOY042018345     5,30,3662 
PutSOY042018353     7,90,47140 
PutSOY042018360     10,90,5340 
PutSOY062018330     4,5-1,702.000 
PutSOY102018353     15,5-0,282.000 
CallDLR12201717,50     0,2979,3650 
CallDLR12201718,00     0,0589,33400 
CallDLR12201718,250,0100,0100,0100,010200  200197
CallDLR12201718,50     0,0041,002.805 
CallDLR12201718,75     0,001-6,671.200 
CallDLR12201719,00     0,000-10,00100 
CallDLR12201719,25       100 
CallDLR01201818,50     0,2146,11200 
CallDLR01201819,00     0,0906,383.000 
CallDLR02201819,25     0,1905,372.050 
CallDLR03201819,00     0,4694,56200 
CallDLR03201819,250,2240,2240,2500,2505.015  5.0355.000
CallDLR03201819,50     0,2925,02150 
CallI.MERV12201726.500     1.20013,1345 
CallI.MERV12201727.000     84714,6388 
CallI.MERV12201728.000     34916,65316 
CallI.MERV12201728.500     20216,86331 
CallI.MERV12201729.000     10816,39362 
CallI.MERV12201729.500     5415,17276 
CallISR012018260     3,41,944 
CallISR052018276     8,23,89400 
CallCRN022018154     0,2-25,81  
CallCRN022018157     0,1-28,07  
CallCRN022018161     0,1-31,08  
CallCRN022018165     0,0-34,09  
CallCRN042018150     1,1-10,93780 
CallCRN042018154     0,6-12,5680 
CallCRN062018157     1,3-6,32100 
CallSOY022018360     9,2-0,48  
CallSOY022018367     6,3-0,82  
CallSOY022018375     3,9-1,32  
CallSOY022018382     2,4-1,86140 
CallSOY0220183891,21,21,21,250  4.25050
CallSOY022018397     0,7-3,32273 
CallSOY022018404     0,4-4,1420 
CallSOY022018419     0,1-6,18  
CallSOY022018426     0,0-7,25  
CallSOY042018382     6,3-2,4640 
CallSOY042018389     4,5-2,80140 
CallSOY0420183972,92,92,92,9200  230200
CallSOY042018404     2,1-3,642 
CallSOY062018404     6,2-0,06140 
CallSOY062018418     3,8-0,23240 
CallSOY062018440     1,7-0,55  
CallSOY072018404     5,7-0,73  


Totales
ProductoTipoVolumen
(Ctos)
Volumen
(Tons)
Interés Abierto
(Ctos)
Interés Abierto
(Tons)
Variación IA
(Ctos)
Variación IA
(Tons)
Indice Soja Rosafé Futuro2621.3101.8849.420  
Indice Soja Rosafé Futuro431.2901313.930390
Indice Soja Rosafé Call  4002.000  
Indice Soja Rosafé Call  4120  
Trigo Futuro61802437.290-6-180
MaízFuturo  12360  
Soja Futuro41202.66980.070-14-420
Dólar USA A3500 Futuro858.6253.526.67928.424
Dólar USA A3500 Put5.00014.1035.000
Dólar USA A3500 Call5.21515.4905.197
OroFuturo1505.690100
Petróleo Crudo WTIFuturo1902.416 
Soja ChicagoFuturo7763.8807.42137.1055712.855
Soja ChicagoPut  4.24221.210  
Soja ChicagoCall2501.2505.47527.3752501.250
Maíz ChicagoFuturo5252.6255.56227.8104592.295
Maíz ChicagoPut  4.80224.010  
Maíz ChicagoCall  9604.800  
Cupón PBIFuturo 15 
BONAR 2024Futuro100170 
Indice MERVALFuturo5.6188.625-93
Indice MERVALPut 640 
Indice MERVALCall 1.418 
LEBAC ROFEXFuturo100120-100
Indice NovilloFuturo  401401.000  
Indice Novillo DolarFuturo  11.000  
Total  876.864 10.655 3.609.573 647.500 39.791 5.890
 
Ultimos Ajustes
 
DDF
15/12/2017
PosiciónAjusteVar. % 
DLR12201717,7350 0,25
DLR01201818,1450 0,28
DLR02201818,5000 0,27
DLR03201818,8540 0,29
DLR04201819,2390 0,31
DLR05201819,5500 0,36
DLR06201819,8700 0,35
DLR07201820,2150 0,17
DLR07201820,2150 0,17
DLR08201820,5300 0,24
DLR09201820,7200 0,39
DLR10201821,0500 0,24
DLR11201821,4500 0,30
 
 
DDA
15/12/2017
PosiciónAjusteVar. % 
SOF052018262,3 0,50
SOY022018359,3 0,03
CRN042018139,9 0,43
NOVP02201833,6 0,15
NOVP04201834,4 0,38
 
 

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