Alphacast

This dataset offers a comprehensive collection of daily trading data for USD futures within the A3 markets, focusing on futures contracts. The dataset encompasses key variables such as adjustments, asset types, days to maturity, implied rates, open interest, last bid prices, spot prices, and trading volumes. Essential for anyone looking to analyze trends, assess market performance, and make informed trading decisions in the Argentine futures market.

Daily Trading Data

Matba Rofex is an Argentine futures and options exchange. It is the largest commodities exchange in Argentina and offers a range of financial products for the trading of commodities, including futures and options contracts for agricultural products, currencies, and other commodities. The exchange operates a fully electronic trading platform, with real-time pricing and the ability to execute trades quickly and efficiently.

Matba Rofex

This dataset includes daily implied depreciation data in the futures market, calculated as nominal annual rate.

Dollar Futures - Estimated Implied Curve

The dataset provides daily open interest data from A3 Markets (one row per Date + country), reporting open interest by position/maturity bucket as published by the source through the fields Position 1 to Position 13, along with Total Open Interest (the overall open interest for the day). Values are expressed as open interest in contracts.

Open Interest

Luciano Cohan

This dataset contains information about Matba-Rofex "Precio Disponible" (Available Price) for corn, wheat and soybeans.

Available Price

This dataset contains information about Matba-Rofex (A3) forward and available prices denominated in US dollars for corn, wheat and soybeans.

Grains & Oilseed Prices - All Positions

Mateo Allerand

This dataset contains the daily values of the Matba Rofex Export Dollar Index and the CCL-MtR Index, both developed by Matba Rofex as key financial benchmarks for Argentina’s foreign exchange market.

**Matba Rofex Export Dollar Index:** a financial indicator designed to estimate the exchange value for export settlements under exceptional schemes. It is calculated as a weighted average composed of 80% of the BNA (Banco Nación) buyer exchange rate and 20% of the CCL-MtR Index on the calculation date.

**CCL-MtR Index:** reflects the implied exchange rate from financial market operations (fixed income and equities) in pesos and dollars, with settlement in foreign currency via transfers between accounts held abroad. It serves as a key reference for the financial exchange rate known as contado con liquidación (CCL).

For more information on the calculation methodology, see:

[Export Dollar Index](https://matbarofex.com.ar/IndiceDolarExportacion)

[CCL-MtR Index](https://www.matbarofex.com.ar/IndiceCCLMtR)

CCL Mtr Index

Rodrigo Fuentes

This dataset includes intraday data for USD futures traded in A3 markets. The dataset provides daily market data for Argentina DLR futures contracts (one row per Date + Country + Instrumento + Time), including key fields such as Último (last price), Variación absoluta/relativa (absolute and % change), Volumen contratos/nominal, Ajuste anterior and Ajuste (settlement), Mínimo/Máximo (range), Interés abierto (open interest), TNA, and best quotes via Precio/Volumen compra and Precio/Volumen venta (bid/ask).

Matba Rofex

Daily Trading Data

Alphacast /
Matba Rofex

Dollar Futures - Estimated Implied Curve

Alphacast /
Matba Rofex

Open Interest

Alphacast /
Matba Rofex

Available Price

Alphacast /
Matba Rofex

Grains & Oilseed Prices - All Positions

Alphacast /
Matba Rofex

CCL Mtr Index

Alphacast /
Matba Rofex

Dollar Futures Daily Trading Data

Alphacast /
Matba Rofex

Matba Rofex

Daily Trading Data Alphacast / Matba Rofex

Dollar Futures - Estimated Implied Curve Alphacast / Matba Rofex

Open Interest Alphacast / Matba Rofex

Available Price Alphacast / Matba Rofex

Grains & Oilseed Prices - All Positions Alphacast / Matba Rofex

CCL Mtr Index Alphacast / Matba Rofex

Dollar Futures Daily Trading Data Alphacast / Matba Rofex

Daily Trading Data

Alphacast /
Matba Rofex

Dollar Futures - Estimated Implied Curve

Alphacast /
Matba Rofex

Open Interest

Alphacast /
Matba Rofex

Available Price

Alphacast /
Matba Rofex

Grains & Oilseed Prices - All Positions

Alphacast /
Matba Rofex

CCL Mtr Index

Alphacast /
Matba Rofex

Dollar Futures Daily Trading Data

Alphacast /
Matba Rofex