 |
Summary of OCT-MAE trades
|
| Instrument | P.P.P. | Volume (in contracts) | Pr. Today | Pr. Yesterday | Var.% | Pr. Open | Pr. Low | Pr. High | Open Interest (in contratcs) | Fecha vto. |
|
DOLAR 30 Sep 2010
|
3.9733
|
1,101
|
3.9745
|
3.9745
|
0.00
|
3.9730
|
3.9720
|
3.9750
|
20,106
|
9/30/20
|
|
DOLAR 29 Oct 2010
|
4.0013
|
60
|
4.0030
|
4.0033
|
-0.01
|
4.0000
|
4.0000
|
4.0030
|
9,490
|
10/29/10
|
|
DOLAR 30 Nov 2010
|
4.0354
|
190
|
4.0375
|
4.0360
|
0.04
|
4.0350
|
4.0350
|
4.0375
|
5,210
|
11/30/10
|
|
DOLAR 31 Dic 2010
|
4.0659
|
155
|
4.0670
|
4.0686
|
-0.04
|
4.0655
|
4.0655
|
4.0680
|
7,542
|
12/31/10
|
|
DOLAR 31 Ene 2011
|
0.0000
|
0
|
4.1027
|
4.1075
|
-0.12
|
0.0000
|
0.0000
|
0.0000
|
3,034
|
1/31/21
|
|
DOLAR 28 Feb 2011
|
0.0000
|
0
|
4.1324
|
4.1307
|
0.04
|
0.0000
|
0.0000
|
0.0000
|
3,816
|
2/28/21
|
|
DOLAR 31 Mar 2011
|
0.0000
|
0
|
4.1653
|
4.1723
|
-0.17
|
0.0000
|
0.0000
|
0.0000
|
1,574
|
3/31/21
|
|
DOLAR 29 Abr 2011
|
0.0000
|
0
|
4.2003
|
4.2055
|
-0.12
|
0.0000
|
0.0000
|
0.0000
|
566
|
4/29/21
|
|
DOLAR 31 May 2011
|
0.0000
|
0
|
4.2375
|
4.2357
|
0.04
|
0.0000
|
0.0000
|
0.0000
|
550
|
5/31/21
|
|
DOLAR 30 Jun 2011
|
0.0000
|
0
|
4.2737
|
4.2737
|
0.00
|
0.0000
|
0.0000
|
0.0000
|
446
|
6/30/21
|
|
DOLAR 29 Jul 2011
|
0.0000
|
0
|
4.3100
|
4.3150
|
-0.12
|
0.0000
|
0.0000
|
0.0000
|
502
|
7/29/21
|
|
DOLAR 31 Ago 2011
|
0.0000
|
0
|
4.3473
|
4.3520
|
-0.11
|
0.0000
|
0.0000
|
0.0000
|
60
|
8/31/21
|
|
FBADL 30 Sep 2010
|
0.0000
|
0
|
10.5200
|
10.5637
|
-0.42
|
0.0000
|
0.0000
|
0.0000
|
5,222
|
9/30/20
|
|
FBADL 29 Oct 2010
|
0.0000
|
0
|
10.7600
|
10.7800
|
-0.19
|
0.0000
|
0.0000
|
0.0000
|
6,708
|
10/29/10
|
|
FBADL 30 Nov 2010
|
0.0000
|
0
|
10.9500
|
11.0187
|
-0.63
|
0.0000
|
0.0000
|
0.0000
|
4,452
|
11/30/10
|
|
FBADL 31 Dic 2010
|
0.0000
|
0
|
11.1167
|
11.2500
|
-1.20
|
0.0000
|
0.0000
|
0.0000
|
3,416
|
12/31/10
|
|
FBADL 31 Ene 2011
|
11.3933
|
150
|
11.4000
|
11.3900
|
0.09
|
11.3900
|
11.3900
|
11.4000
|
4,632
|
1/31/21
|
|
FBADL 28 Feb 2011
|
0.0000
|
0
|
11.5500
|
11.6000
|
-0.43
|
0.0000
|
0.0000
|
0.0000
|
2,190
|
2/28/21
|
|
FBADL 31 Mar 2011
|
0.0000
|
0
|
11.7500
|
11.8000
|
-0.43
|
0.0000
|
0.0000
|
0.0000
|
2,930
|
3/31/21
|
|
FBADL 29 Abr 2011
|
0.0000
|
0
|
11.9907
|
11.9750
|
0.13
|
0.0000
|
0.0000
|
0.0000
|
2,200
|
4/29/21
|
|
FBADL 31 May 2011
|
0.0000
|
0
|
12.2257
|
12.3773
|
-1.24
|
0.0000
|
0.0000
|
0.0000
|
1,800
|
5/31/21
|
|
FBADL 30 Jun 2011
|
0.0000
|
0
|
12.4460
|
12.6250
|
-1.44
|
0.0000
|
0.0000
|
0.0000
|
2,260
|
6/30/21
|
|
FBADL 29 Jul 2011
|
0.0000
|
0
|
12.6590
|
12.9250
|
-2.10
|
0.0000
|
0.0000
|
0.0000
|
2,480
|
7/29/21
|
|
FBADL 31 Ago 2011
|
0.0000
|
0
|
12.9014
|
13.4000
|
-3.86
|
0.0000
|
0.0000
|
0.0000
|
1,720
|
8/31/21
|
|
FBADL 30 Sep 2011
|
0.0000
|
0
|
13.1218
|
13.6250
|
-3.83
|
0.0000
|
0.0000
|
0.0000
|
1,000
|
9/30/21
|
|
FBADL 31 Oct 2011
|
0.0000
|
0
|
13.3494
|
13.8250
|
-3.56
|
0.0000
|
0.0000
|
0.0000
|
1,400
|
10/31/11
|
|
FBADL 30 Nov 2011
|
0.0000
|
0
|
13.5698
|
14.0000
|
-3.17
|
0.0000
|
0.0000
|
0.0000
|
820
|
11/30/11
|
|
FBADL 30 Dic 2011
|
0.0000
|
0
|
13.7901
|
14.2121
|
-3.06
|
0.0000
|
0.0000
|
0.0000
|
862
|
12/30/11
|
|
FBADL 31 Ene 2012
|
0.0000
|
0
|
14.0251
|
14.4185
|
-2.80
|
0.0000
|
0.0000
|
0.0000
|
760
|
1/31/22
|
|
FBADL 29 Feb 2012
|
0.0000
|
0
|
14.2381
|
14.6056
|
-2.58
|
0.0000
|
0.0000
|
0.0000
|
760
|
2/29/22
|
|
FBADL 30 Mar 2012
|
0.0000
|
0
|
14.4585
|
14.7992
|
-2.36
|
0.0000
|
0.0000
|
0.0000
|
900
|
3/30/22
|
|
FBADL 30 Abr 2012
|
0.0000
|
0
|
14.6862
|
14.9992
|
-2.13
|
0.0000
|
0.0000
|
0.0000
|
600
|
4/30/22
|
|
FBADL 31 May 2012
|
0.0000
|
0
|
14.9138
|
15.1992
|
-1.91
|
0.0000
|
0.0000
|
0.0000
|
400
|
5/31/22
|
|
FBADL 29 Jun 2012
|
0.0000
|
0
|
15.1268
|
15.3863
|
-1.72
|
0.0000
|
0.0000
|
0.0000
|
400
|
6/29/22
|
|
SBDFI 30 Sep 2010
|
0.0000
|
0
|
0.0000
|
0.0000
|
0.00
|
0.0000
|
0.0000
|
0.0000
|
100
|
9/30/20
|
|
SBDFI 29 Oct 2010
|
0.0000
|
0
|
0.0000
|
0.0000
|
0.00
|
0.0000
|
0.0000
|
0.0000
|
200
|
10/29/10
|
|
SBDFI 30 Nov 2010
|
0.0000
|
0
|
0.0000
|
0.0000
|
0.00
|
0.0000
|
0.0000
|
0.0000
|
420
|
11/30/10
|
|
SBDFI 31 Dic 2010
|
0.0000
|
0
|
0.0000
|
0.0000
|
0.00
|
0.0000
|
0.0000
|
0.0000
|
300
|
12/31/10
|
|
SBDFI 04 Ene 2011
|
0.0000
|
0
|
0.0000
|
0.0000
|
100.00
|
0.0000
|
0.0000
|
0.0000
|
200
|
1/4/20 1
|
|
SBDFI 31 Ene 2011
|
0.0000
|
0
|
0.0000
|
0.0000
|
0.00
|
0.0000
|
0.0000
|
0.0000
|
100
|
1/31/21
|
|
SBDFI 28 Feb 2011
|
0.0000
|
0
|
0.0000
|
0.0000
|
0.00
|
0.0000
|
0.0000
|
0.0000
|
100
|
2/28/21
|
|
SBDFI 31 Mar 2011
|
0.0000
|
0
|
0.0000
|
0.0000
|
0.00
|
0.0000
|
0.0000
|
0.0000
|
410
|
3/31/21
|
|
SBDFI 29 Abr 2011
|
0.0000
|
0
|
0.0000
|
0.0000
|
0.00
|
0.0000
|
0.0000
|
0.0000
|
200
|
4/29/21
|
|
SBDFI 31 May 2011
|
0.0000
|
0
|
0.0000
|
0.0000
|
0.00
|
0.0000
|
0.0000
|
0.0000
|
100
|
5/31/21
|
|
SBDFI 30 Jun 2011
|
0.0000
|
0
|
0.0000
|
0.0000
|
0.00
|
0.0000
|
0.0000
|
0.0000
|
500
|
6/30/21
|
|
SBDFI 05 Jul 2011
|
0.0000
|
0
|
0.0000
|
0.0000
|
100.00
|
0.0000
|
0.0000
|
0.0000
|
500
|
7/5/20 1
|
|
SBDFI 04 Ago 2011
|
0.0000
|
0
|
0.0000
|
0.0000
|
100.00
|
0.0000
|
0.0000
|
0.0000
|
150
|
8/4/20 1
|
|
SBDFI 31 Ago 2011
|
0.0000
|
0
|
0.0000
|
0.0000
|
0.00
|
0.0000
|
0.0000
|
0.0000
|
160
|
8/31/21
|
|
SBDFI 30 Sep 2011
|
0.0000
|
0
|
0.0000
|
0.0000
|
0.00
|
0.0000
|
0.0000
|
0.0000
|
570
|
9/30/21
|
|
SBDFI 31 Oct 2011
|
0.0000
|
0
|
0.0000
|
0.0000
|
0.00
|
0.0000
|
0.0000
|
0.0000
|
460
|
10/31/11
|
|
SBDFI 30 Nov 2011
|
0.0000
|
0
|
0.0000
|
0.0000
|
0.00
|
0.0000
|
0.0000
|
0.0000
|
200
|
11/30/11
|
|
SBDFI 31 Dic 2011
|
0.0000
|
0
|
0.0000
|
0.0000
|
0.00
|
0.0000
|
0.0000
|
0.0000
|
500
|
12/31/11
|
|
SBDFI 04 Ene 2012
|
0.0000
|
0
|
0.0000
|
0.0000
|
100.00
|
0.0000
|
0.0000
|
0.0000
|
200
|
1/4/20 1
|
|
SBDFI 04 Feb 2012
|
0.0000
|
0
|
0.0000
|
0.0000
|
100.00
|
0.0000
|
0.0000
|
0.0000
|
150
|
2/4/20 1
|
|
SBDFI 30 Mar 2012
|
0.0000
|
0
|
0.0000
|
0.0000
|
0.00
|
0.0000
|
0.0000
|
0.0000
|
400
|
3/30/22
|
|
SBDFI 30 Abr 2012
|
0.0000
|
0
|
0.0000
|
0.0000
|
0.00
|
0.0000
|
0.0000
|
0.0000
|
800
|
4/30/22
|
|
SBDFI 29 Jun 2012
|
0.0000
|
0
|
0.0000
|
0.0000
|
0.00
|
0.0000
|
0.0000
|
0.0000
|
1,130
|
6/29/22
|
|
SBDFI 30 Sep 2012
|
0.0000
|
0
|
0.0000
|
0.0000
|
100.00
|
0.0000
|
0.0000
|
0.0000
|
200
|
9/30/22
|
|
SBDFI 29 Mar 2013
|
0.0000
|
0
|
0.0000
|
0.0000
|
0.00
|
0.0000
|
0.0000
|
0.0000
|
1,000
|
3/29/23
|
|
SBDFI 30 Abr 2013
|
0.0000
|
0
|
0.0000
|
0.0000
|
0.00
|
0.0000
|
0.0000
|
0.0000
|
300
|
4/30/23
|
Implicit rates for DOLLAR Futures*
|
|
| Maturity date | Implicit rate |
| 30 Sep 2010 |
11.64
|
| 29 Oct 2010 |
10.19
|
| 30 Nov 2010 |
10.11
|
| 31 Dic 2010 |
9.75
|
| 31 Ene 2011 |
9.94
|
| 28 Feb 2011 |
9.92
|
| 31 Mar 2011 |
9.91
|
| 29 Abr 2011 |
10.06
|
| 31 May 2011 |
10.14
|
| 30 Jun 2011 |
10.25
|
|
|
*The implicit rate is calculated on the basis of the USD Dollar reference price disclosed by the BCRA in communication A 3500
Curva de tasas forward
|
|
| Fecha Vto. | Tasa de Cierre |
| 30 Sep 2010 |
10.52
|
| 29 Oct 2010 |
10.76
|
| 30 Nov 2010 |
10.95
|
| 31 Dic 2010 |
11.12
|
| 31 Ene 2011 |
11.40
|
| 28 Feb 2011 |
11.55
|
| 31 Mar 2011 |
11.75
|
| 29 Abr 2011 |
11.99
|
| 31 May 2011 |
12.23
|
| 30 Jun 2011 |
12.45
|
|
|
Corresponde a las tasas de cierre del futuro de tasa Badlar de OCT-MAE
Table of equivalences
|
Product
|
Código de especie |
Equivalence
|
|
Dollar Future
|
DOLAR |
1 contract = U$S 100.000
|
|
Badlar Rate Future
|
FBADL |
1 contract = $ 100,000
|
|
Encuesta Rate Future
|
ENCU |
1 contract = $ 120,000
|
|
CER Index Future
|
CER |
1 contract = $ 100,000
|
|
Badlar Rate for Fixed Rate Swap
|
SBDFI |
1 contract = $ 100,000
|
|
CER Index for Fixed Rate Swap
|
SCEFI |
1 contract = $ 100,000
|
|
|
|
|
| |
Last 10 instruments traded*
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No se registran operaciones en este momento.
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Get complete list »
* Prices per 100 of par value.
** Prices are denominated in the trading currency.
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