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

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

This dataset includes volume and price data of Argentina fixed income instruments by A3 Markets. The dataset contains daily market time series for fixed-income instruments at a “row = combination of Date + symbol + trading currency + Segmento (trading segment) + Plazo (settlement term) + exchange” granularity, and includes the main trading variables price (quoted in the trading currency) and volume (traded volume for that same set of conditions), along with instrument identifiers and metadata: isin, alphacast_id, description, and classification fields such as market segment (e.g., sovereign), issuer, Industry, law (jurisdiction), issue currency (denomination currency), and coupon structure (coupon type).

Fixed Income Data

Mercado Abierto Electrónico (MAE) is an electronic stock market in Argentina. It operates as an alternative trading system for stocks and other securities, and is designed to increase competition and transparency in the Argentine securities market. The MAE offers investors the ability to trade securities in a fully electronic and automated environment, with real-time pricing and the ability to execute trades quickly and efficiently.

Mercado Abierto Electrónico (MAE)

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).

Dollar Futures Daily Trading Data

This dataset includes daily information on repo rates and traded amounts in Argentine pesos and U.S. dollars across various maturities.

Repo Rates

This dataset includes the historical ARS-MAE index. It uses the latest daily PPN (Average Traded Price).

Ars Mae Index

Genaro Fuentes

This dataset contains daily rates and volumes for 1-day repo transactions in the Argentine market, sourced from Mercado Abierto Electrónico (MAE).

Repo Market Rates & Volumes

This dataset includes the daily traded volume in the FOREX market, expressed in millions of dollars

Daily Forex Trading Volume

This dataset includes the monthly traded volumes for the FOREX-MAE market (total sales plus proprietary portfolio). The data is in millions of dollars.

Forex Volume

This dataset includes the volumes traded for the Fixed Income market. Data are in millions of USD.

Fixed Income - Volume

This dataset includes volumes traded for the Fixed Income/Sales Volume market. Data are in millions of USD.

Fixed Income -  Purchase & Sale Volume

A3 Mercados is Argentina’s main over-the-counter market, where financial institutions trade government and corporate securities, promoting transparency, liquidity, and efficiency in the capital market.

A3 Mercados

Publications

Datasets

Daily Trading Data

Alphacast /
Matba Rofex

Dollar Futures - Estimated Implied Curve

Alphacast /
Matba Rofex

Available Price

Alphacast /
Matba Rofex

Grains & Oilseed Prices - All Positions

Alphacast /
Matba Rofex

Fixed Income Data

Alphacast /
Mercado Abierto Electrónico (MAE)

Dollar Futures Daily Trading Data

Alphacast /
Matba Rofex

Repo Rates

Alphacast /
Mercado Abierto Electrónico (MAE)

Ars Mae Index

Alphacast /
Mercado Abierto Electrónico (MAE)

Repo Market Rates & Volumes

Alphacast /
Mercado Abierto Electrónico (MAE)

Daily Forex Trading Volume

Alphacast /
Mercado Abierto Electrónico (MAE)

Forex Volume

Alphacast /
Mercado Abierto Electrónico (MAE)

Fixed Income - Volume

Alphacast /
Mercado Abierto Electrónico (MAE)

Fixed Income - Purchase & Sale Volume

Alphacast /
Mercado Abierto Electrónico (MAE)

A3 Mercados

Publications

Datasets

Daily Trading Data Alphacast / Matba Rofex

Dollar Futures - Estimated Implied Curve Alphacast / Matba Rofex

Available Price Alphacast / Matba Rofex

Grains & Oilseed Prices - All Positions Alphacast / Matba Rofex

Fixed Income Data Alphacast / Mercado Abierto Electrónico (MAE)

Dollar Futures Daily Trading Data Alphacast / Matba Rofex

Repo Rates Alphacast / Mercado Abierto Electrónico (MAE)

Ars Mae Index Alphacast / Mercado Abierto Electrónico (MAE)

Repo Market Rates & Volumes Alphacast / Mercado Abierto Electrónico (MAE)

Daily Forex Trading Volume Alphacast / Mercado Abierto Electrónico (MAE)

Forex Volume Alphacast / Mercado Abierto Electrónico (MAE)

Fixed Income - Volume Alphacast / Mercado Abierto Electrónico (MAE)

Fixed Income - Purchase & Sale Volume Alphacast / Mercado Abierto Electrónico (MAE)