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  Buenos Aires, September 09, 2010 05:48 
 
20 MINUTES DELAYED 
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Summary of OCT-MAE trades


Select date:
InstrumentP.P.P.Volume
(in contracts)
Pr. TodayPr. YesterdayVar.%Pr. OpenPr. LowPr. HighOpen Interest (in contratcs)Fecha vto.
DOLAR 30 Sep 2010 3.9733 1,101 3.9745 3.9745 0.00 Dif.: 0.00% Precio ayer: 3.975 3.9730 3.9720 3.9750 20,106 9/30/20
DOLAR 29 Oct 2010 4.0013 60 4.0030 4.0033 -0.01 Dif.: -0.01% Precio ayer: 4.003 4.0000 4.0000 4.0030 9,490 10/29/10
DOLAR 30 Nov 2010 4.0354 190 4.0375 4.0360 0.04 Dif.: 0.04% Precio ayer: 4.036 4.0350 4.0350 4.0375 5,210 11/30/10
DOLAR 31 Dic 2010 4.0659 155 4.0670 4.0686 -0.04 Dif.: -0.04% Precio ayer: 4.069 4.0655 4.0655 4.0680 7,542 12/31/10
DOLAR 31 Ene 2011 0.0000 0 4.1027 4.1075 -0.12 Dif.: -0.12% Precio ayer: 4.108 0.0000 0.0000 0.0000 3,034 1/31/21
DOLAR 28 Feb 2011 0.0000 0 4.1324 4.1307 0.04 Dif.: 0.04% Precio ayer: 4.131 0.0000 0.0000 0.0000 3,816 2/28/21
DOLAR 31 Mar 2011 0.0000 0 4.1653 4.1723 -0.17 Dif.: -0.17% Precio ayer: 4.172 0.0000 0.0000 0.0000 1,574 3/31/21
DOLAR 29 Abr 2011 0.0000 0 4.2003 4.2055 -0.12 Dif.: -0.12% Precio ayer: 4.206 0.0000 0.0000 0.0000 566 4/29/21
DOLAR 31 May 2011 0.0000 0 4.2375 4.2357 0.04 Dif.: 0.04% Precio ayer: 4.236 0.0000 0.0000 0.0000 550 5/31/21
DOLAR 30 Jun 2011 0.0000 0 4.2737 4.2737 0.00 Dif.: 0.00% Precio ayer: 4.274 0.0000 0.0000 0.0000 446 6/30/21
DOLAR 29 Jul 2011 0.0000 0 4.3100 4.3150 -0.12 Dif.: -0.12% Precio ayer: 4.315 0.0000 0.0000 0.0000 502 7/29/21
DOLAR 31 Ago 2011 0.0000 0 4.3473 4.3520 -0.11 Dif.: -0.11% Precio ayer: 4.352 0.0000 0.0000 0.0000 60 8/31/21
FBADL 30 Sep 2010 0.0000 0 10.5200 10.5637 -0.42 Dif.: -0.42% Precio ayer: 10.564 0.0000 0.0000 0.0000 5,222 9/30/20
FBADL 29 Oct 2010 0.0000 0 10.7600 10.7800 -0.19 Dif.: -0.19% Precio ayer: 10.780 0.0000 0.0000 0.0000 6,708 10/29/10
FBADL 30 Nov 2010 0.0000 0 10.9500 11.0187 -0.63 Dif.: -0.63% Precio ayer: 11.019 0.0000 0.0000 0.0000 4,452 11/30/10
FBADL 31 Dic 2010 0.0000 0 11.1167 11.2500 -1.20 Dif.: -1.20% Precio ayer: 11.250 0.0000 0.0000 0.0000 3,416 12/31/10
FBADL 31 Ene 2011 11.3933 150 11.4000 11.3900 0.09 Dif.: 0.09% Precio ayer: 11.390 11.3900 11.3900 11.4000 4,632 1/31/21
FBADL 28 Feb 2011 0.0000 0 11.5500 11.6000 -0.43 Dif.: -0.43% Precio ayer: 11.600 0.0000 0.0000 0.0000 2,190 2/28/21
FBADL 31 Mar 2011 0.0000 0 11.7500 11.8000 -0.43 Dif.: -0.43% Precio ayer: 11.800 0.0000 0.0000 0.0000 2,930 3/31/21
FBADL 29 Abr 2011 0.0000 0 11.9907 11.9750 0.13 Dif.: 0.13% Precio ayer: 11.975 0.0000 0.0000 0.0000 2,200 4/29/21
FBADL 31 May 2011 0.0000 0 12.2257 12.3773 -1.24 Dif.: -1.24% Precio ayer: 12.377 0.0000 0.0000 0.0000 1,800 5/31/21
FBADL 30 Jun 2011 0.0000 0 12.4460 12.6250 -1.44 Dif.: -1.44% Precio ayer: 12.625 0.0000 0.0000 0.0000 2,260 6/30/21
FBADL 29 Jul 2011 0.0000 0 12.6590 12.9250 -2.10 Dif.: -2.10% Precio ayer: 12.925 0.0000 0.0000 0.0000 2,480 7/29/21
FBADL 31 Ago 2011 0.0000 0 12.9014 13.4000 -3.86 Dif.: -3.86% Precio ayer: 13.400 0.0000 0.0000 0.0000 1,720 8/31/21
FBADL 30 Sep 2011 0.0000 0 13.1218 13.6250 -3.83 Dif.: -3.83% Precio ayer: 13.625 0.0000 0.0000 0.0000 1,000 9/30/21
FBADL 31 Oct 2011 0.0000 0 13.3494 13.8250 -3.56 Dif.: -3.56% Precio ayer: 13.825 0.0000 0.0000 0.0000 1,400 10/31/11
FBADL 30 Nov 2011 0.0000 0 13.5698 14.0000 -3.17 Dif.: -3.17% Precio ayer: 14.000 0.0000 0.0000 0.0000 820 11/30/11
FBADL 30 Dic 2011 0.0000 0 13.7901 14.2121 -3.06 Dif.: -3.06% Precio ayer: 14.212 0.0000 0.0000 0.0000 862 12/30/11
FBADL 31 Ene 2012 0.0000 0 14.0251 14.4185 -2.80 Dif.: -2.80% Precio ayer: 14.419 0.0000 0.0000 0.0000 760 1/31/22
FBADL 29 Feb 2012 0.0000 0 14.2381 14.6056 -2.58 Dif.: -2.58% Precio ayer: 14.606 0.0000 0.0000 0.0000 760 2/29/22
FBADL 30 Mar 2012 0.0000 0 14.4585 14.7992 -2.36 Dif.: -2.36% Precio ayer: 14.799 0.0000 0.0000 0.0000 900 3/30/22
FBADL 30 Abr 2012 0.0000 0 14.6862 14.9992 -2.13 Dif.: -2.13% Precio ayer: 14.999 0.0000 0.0000 0.0000 600 4/30/22
FBADL 31 May 2012 0.0000 0 14.9138 15.1992 -1.91 Dif.: -1.91% Precio ayer: 15.199 0.0000 0.0000 0.0000 400 5/31/22
FBADL 29 Jun 2012 0.0000 0 15.1268 15.3863 -1.72 Dif.: -1.72% Precio ayer: 15.386 0.0000 0.0000 0.0000 400 6/29/22
SBDFI 30 Sep 2010 0.0000 0 0.0000 0.0000 0.00 Dif.: 0.00% Precio ayer: 0.000 0.0000 0.0000 0.0000 100 9/30/20
SBDFI 29 Oct 2010 0.0000 0 0.0000 0.0000 0.00 Dif.: 0.00% Precio ayer: 0.000 0.0000 0.0000 0.0000 200 10/29/10
SBDFI 30 Nov 2010 0.0000 0 0.0000 0.0000 0.00 Dif.: 0.00% Precio ayer: 0.000 0.0000 0.0000 0.0000 420 11/30/10
SBDFI 31 Dic 2010 0.0000 0 0.0000 0.0000 0.00 Dif.: 0.00% Precio ayer: 0.000 0.0000 0.0000 0.0000 300 12/31/10
SBDFI 04 Ene 2011 0.0000 0 0.0000 0.0000 100.00 Dif.: 100.00% Precio ayer: 0.000 0.0000 0.0000 0.0000 200 1/4/20 1
SBDFI 31 Ene 2011 0.0000 0 0.0000 0.0000 0.00 Dif.: 0.00% Precio ayer: 0.000 0.0000 0.0000 0.0000 100 1/31/21
SBDFI 28 Feb 2011 0.0000 0 0.0000 0.0000 0.00 Dif.: 0.00% Precio ayer: 0.000 0.0000 0.0000 0.0000 100 2/28/21
SBDFI 31 Mar 2011 0.0000 0 0.0000 0.0000 0.00 Dif.: 0.00% Precio ayer: 0.000 0.0000 0.0000 0.0000 410 3/31/21
SBDFI 29 Abr 2011 0.0000 0 0.0000 0.0000 0.00 Dif.: 0.00% Precio ayer: 0.000 0.0000 0.0000 0.0000 200 4/29/21
SBDFI 31 May 2011 0.0000 0 0.0000 0.0000 0.00 Dif.: 0.00% Precio ayer: 0.000 0.0000 0.0000 0.0000 100 5/31/21
SBDFI 30 Jun 2011 0.0000 0 0.0000 0.0000 0.00 Dif.: 0.00% Precio ayer: 0.000 0.0000 0.0000 0.0000 500 6/30/21
SBDFI 05 Jul 2011 0.0000 0 0.0000 0.0000 100.00 Dif.: 100.00% Precio ayer: 0.000 0.0000 0.0000 0.0000 500 7/5/20 1
SBDFI 04 Ago 2011 0.0000 0 0.0000 0.0000 100.00 Dif.: 100.00% Precio ayer: 0.000 0.0000 0.0000 0.0000 150 8/4/20 1
SBDFI 31 Ago 2011 0.0000 0 0.0000 0.0000 0.00 Dif.: 0.00% Precio ayer: 0.000 0.0000 0.0000 0.0000 160 8/31/21
SBDFI 30 Sep 2011 0.0000 0 0.0000 0.0000 0.00 Dif.: 0.00% Precio ayer: 0.000 0.0000 0.0000 0.0000 570 9/30/21
SBDFI 31 Oct 2011 0.0000 0 0.0000 0.0000 0.00 Dif.: 0.00% Precio ayer: 0.000 0.0000 0.0000 0.0000 460 10/31/11
SBDFI 30 Nov 2011 0.0000 0 0.0000 0.0000 0.00 Dif.: 0.00% Precio ayer: 0.000 0.0000 0.0000 0.0000 200 11/30/11
SBDFI 31 Dic 2011 0.0000 0 0.0000 0.0000 0.00 Dif.: 0.00% Precio ayer: 0.000 0.0000 0.0000 0.0000 500 12/31/11
SBDFI 04 Ene 2012 0.0000 0 0.0000 0.0000 100.00 Dif.: 100.00% Precio ayer: 0.000 0.0000 0.0000 0.0000 200 1/4/20 1
SBDFI 04 Feb 2012 0.0000 0 0.0000 0.0000 100.00 Dif.: 100.00% Precio ayer: 0.000 0.0000 0.0000 0.0000 150 2/4/20 1
SBDFI 30 Mar 2012 0.0000 0 0.0000 0.0000 0.00 Dif.: 0.00% Precio ayer: 0.000 0.0000 0.0000 0.0000 400 3/30/22
SBDFI 30 Abr 2012 0.0000 0 0.0000 0.0000 0.00 Dif.: 0.00% Precio ayer: 0.000 0.0000 0.0000 0.0000 800 4/30/22
SBDFI 29 Jun 2012 0.0000 0 0.0000 0.0000 0.00 Dif.: 0.00% Precio ayer: 0.000 0.0000 0.0000 0.0000 1,130 6/29/22
SBDFI 30 Sep 2012 0.0000 0 0.0000 0.0000 100.00 Dif.: 100.00% Precio ayer: 0.000 0.0000 0.0000 0.0000 200 9/30/22
SBDFI 29 Mar 2013 0.0000 0 0.0000 0.0000 0.00 Dif.: 0.00% Precio ayer: 0.000 0.0000 0.0000 0.0000 1,000 3/29/23
SBDFI 30 Abr 2013 0.0000 0 0.0000 0.0000 0.00 Dif.: 0.00% Precio ayer: 0.000 0.0000 0.0000 0.0000 300 4/30/23
 

Implicit rates for DOLLAR Futures*


Maturity dateImplicit 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
12
*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
123
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


 
 
Cpa/Vta   Repo   Forex  
 


Last 10 instruments traded*


No se registran operaciones en este momento.

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* Prices per 100 of par value. ** Prices are denominated in the trading currency.



 



     
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