Argentina

Rofex


1. Dolar

##           Especie Último % Día % Mes % Año
## 5   DOLAR OFICIAL  58.50   0.0  -4.1  51.6
## 6 DOLAR MAYORISTA  56.94   0.5  -4.3  51.0
## 7       DOLAR MEP  64.65   0.0   4.3  69.6
## 8       DOLAR CCL  67.99   0.1   7.4  78.7


2. Tasas implicitas para arbitraje de Rofex

##            Último dias   tasaimp   tasaneta
## I.RFX20     40588   NA        NA 0.00000000
## RFX20Sep19  41155    7 0.7284173 0.01396965
## RFX20Dic19  47401   98 0.6251835 0.16785749


3. Tasas implicitas para arbitraje de futuros

##           Especie Último Vencimiento dias  Tasa_Imp
## DOSep19   DOSep19  57.85  2019-09-30    7 0.8333333
## DOSep19A DOSep19A  57.85  2019-09-30    7 0.8333333
## DOOct19   DOOct19  63.00  2019-10-31   38 1.0222672
## DOOct19A DOOct19A  63.09  2019-10-31   38 1.0374494
## DONov19   DONov19  67.50  2019-11-29   67 1.0103330
## DONov19A DONov19A  67.40  2019-11-29   67 1.0007654
## DODic19   DODic19  72.40  2019-12-30   98 1.0112507
## DODic19A DODic19A  72.30  2019-12-30   98 1.0047096
## DOEne20   DOEne20  76.30  2020-01-31  130 0.9546351
## DOEne20A DOEne20A  76.30  2020-01-31  130 0.9546351
## DOFeb20   DOFeb20  79.00  2020-02-28  158 0.8950016
## DOFeb20A DOFeb20A  79.00  2020-02-28  158 0.8950016
## DOMar20   DOMar20  82.00  2020-03-31  190 0.8454791
## DOMar20A DOMar20A  82.00  2020-03-31  190 0.8454791
## DOAbr20   DOAbr20  86.00  2020-04-30  220 0.8467366
## DOAbr20A DOAbr20A  86.00  2020-04-30  220 0.8467366
## DOMay20   DOMay20  89.00  2020-05-29  249 0.8253527
## DOMay20A DOMay20A  89.00  2020-05-29  249 0.8253527
## DOJun20   DOJun20  91.50  2020-06-30  281 0.7883931
## DOJun20A DOJun20A  91.50  2020-06-30  281 0.7883931
## DOJul20   DOJul20  94.50  2020-07-31  312 0.7716963
## DOJul20A DOJul20A  94.50  2020-07-31  312 0.7716963
## DOAgo20   DOAgo20  97.50  2020-08-31  343 0.7580175
## DOAgo20A DOAgo20A  97.50  2020-08-31  343 0.7580175

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Bonos



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Rul


##       Último Vol. Nominal   TCimpl
## A2E2D  49.30       160000 64.90872
## A2E7D  46.50       121000 66.15054
## AA25D  39.25      3563479 65.98726
## AA26D  48.00       300000 54.64583
## AA37D  41.25      2393466 65.45455
## AA46D  44.66       150000 62.71832
## AC17D  48.50         4000 65.48454
## AO20D  42.50        17684 64.70588
## AY24D  39.80       314055 65.20101
## BPLDD  37.00         8410 61.48649
## CO26D  41.50       186739 67.46988
## DICAD  59.00         4140 65.25424
## DICYD  73.75      1587125 66.10169
## PARAD  40.00           50 64.75000
## PARYD  44.22       955396 66.14654

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