Guido Schiavi

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ONs Renta Fija

Fixed Income Data - A3

A3 AI Demo Repository

Alphacast

Repo Market Rates & Volumes - A3

Ars Mae Index - A3

Daily Forex Trading Volume - A3

Fixed Income - Purchase & Sale Volume - A3

Forex Volume - A3

Fixed Income - Volume - A3

Dollar Futures Daily Trading Data - A3

Daily Trading Data - A3

Dollar Futures - Estimated Implied Curve - A3

Open Interest - A3

Available Price - A3

Grains & Oilseed Prices - All Positions - A3

CCL Mtr Index - A3

Cloned from: Financial - Argentina - Fixed Income - Historical Price & Volume (Beta)

ERAMA (Argentine Reference Scenario for Agroindustrial Markets) is a 10-year outlook for Argentina’s agroindustrial sector. It provides a long-term view of production, consumption, and export levels, developed using the PEATSim-Ar simulation model. Units are hectares and tons. For more information, follow this [link](https://bolsadecereales.com/erama)

Proyecciones agrícolas ERAMA 2034/2035

The Bolsa de Cereales de Buenos Aires (BCBA) is a commodity exchange in Buenos Aires, Argentina. It specializes in the trading of grain and oilseed products such as wheat, corn, and soybeans, as well as other agricultural commodities. The BCBA provides a centralized platform for farmers, processors, and traders to buy and sell commodities, and acts as a benchmark for the price discovery and risk management of these commodities in Argentina and other countries in the region.

Bolsa de Cereales de Buenos Aires (BdeC)

This dataset contains daily observations for matured fixed income securities, including the trading date, security ticker, and key market metrics such as price, yield, and duration (DM).

Matured Fixed Income Historical Prices

This repository includes the price, volume, cashflows and metadata of Argentinian Fixed instruments assets

Alphacast Argentina Fixed Income Data

Vencimientos BOPREAL - Ventana 12 Meses

precios_combustibles_final

Índice de Combustibles - Variación Semanal Ponderada IPC

Fuel - Log de revisión de cobertura

Daily credit-spread indices for Argentine **hard-dollar corporate bonds** (USD-denominated, fixed-rate *obligaciones negociables*), measured as the
  **z-spread** over the US Treasury zero curve, in basis points. Four indices partition the market: **General = Energía + Bancos + Otros**. One row per
  business day per sector since Jan-2024 (Bancos since Jan-2025).

  **Spread headlines** — `z_mvtrue_bps` (market-value weighted, the market reference), `z_med_bps` (median; robust, and the headline for 2024 deep history),
  `z_iss_bps` (equal-per-issuer). `z_chain_idx` (base 100) isolates pure spread *moves*, free of constituent changes.

  **Analytics** — total-return index (`tr_idx`), modified and spread duration (`dur_mod_yrs`, `sdur_yrs`), DTS (`dts_pct`), spread volatility in bps/day
  (`vol_chain_bps`), average dirty price, remaining life, bond/issuer counts, and risk-quality signals (`distress_pct`, `top_bond_pct`/`top_issuer_pct`,
  `carried_pct`, `quality_flag`).

  **Method** — monthly-rebalanced basket; one quotation line per bond (MEP priority); market-value caps of 40% per bond and 50% per issuer; 5/95
  winsorization. Published history is frozen: dates older than ~2 months are final and never silently revised. Recomputed daily.

Argentina Corporate Credit Spreads Indexes

**Argentina Corporate Credit Spreads — Index Constituents**

Daily constituents (holdings) of the Argentine corporate USD z-spread indices: one row per bond per day, for every bond that enters the index calculation, with the index weight, the quotation line used and the day's metrics. Companion to the index dataset (Argentina Corporate Credit Spreads).

**Key columns**

- **`symbol`** — ticker of the quotation line actually used that day. Falls back to the ISIN (`alphacast_id`) for the ~1% of bonds without a match in the ticker master.
- **`linea`** — line used: `D` (MEP dollars) / `O` (pesos) / `C` (cable).
- **`weight_general_pct` / `weight_sector_pct`** — the bond's weight (%) in the General index and in its sector index. Market-value weighted with the index caps (40% per bond, 50% per issuer); each sums to 100% per index per day. Blank when the bond has no fresh price/market value that day (it still belongs to the index for the median and equal-issuer series).
- **`contrib_general_bps`** — the bond's contribution to the General market-value spread (`z_mvtrue`); the daily sum equals `z_mvtrue`. It uses the index's **winsorized** (5/95-clipped) spread, so for extreme-spread (distressed) names `contrib` is **not** `weight × z_bps` — the spread is capped at the 95th percentile, exactly as in the published headline. This is why a distressed bond's contribution looks smaller than its raw spread would imply.
- **`z_bps`** — the bond's raw z-spread, before winsorization.
- **`chg_z_1d_bps`** — daily change in the bond's z-spread (computed only between consecutive trading days for that bond).
- **`is_new`** — 1 if the bond entered at the current month's rebalance (was not a constituent the previous calendar month).
- **`irr_pct`, `ttm_yrs`, `dur_mod`, `sdur`, `price`, `mv`, `carried`** — the bond's day metrics: yield, remaining life (years), modified duration, spread duration, dirty price, market value, and whether the day's value is carried/stale (no fresh quote).

Weights and contributions reproduce the published index exactly. Recomputed daily.

Argentina Corporate Credit Spreads Indexes Constituents

High Frequency CPI - Argentina - Alphacast Inflation Forecasts - Monthly - New

Alphacast's estimations of high-frequency inflation. Including comparison vs INDEC and indexes such as headline, core (dollarized & non dollarized), seasonal & regulated.

Alphacast High Frequency CPI

Maturity profile of outstanding corporate bonds for Argentine issuers, with principal falling due in successive windows out to beyond thirty-six months, denominated in US dollars and with local-currency instruments carried at face value. Compiled by Alphacast from Bolsas y Mercados Argentinos data. Amounts are aggregated in US dollars, so the profile is representative only for issuers whose market debt is predominantly dollar-denominated. The table is a snapshot rewritten in full on each update and does not accumulate history.

Variables are the four maturity windows and the total they sum to, the local-currency leg at face value, the currency mix of each issuer's market debt, a flag marking when the dollar profile is representative, and two measures that set the next twelve months of maturities against the issuer's balance sheet: the wall expressed in years of operating earnings, and the share of it covered by cash.

Credit Fundamentals - Maturity Wall

Quarterly credit scores and financial ratios for Argentine non-financial corporates, expressed as a score from 0 to 100 with its corresponding decile, alongside leverage, coverage and liquidity ratios stated as multiples. Compiled by Alphacast from Comisión Nacional de Valores filings. The score is relative rather than absolute: each ratio is ranked as a percentile against the company's own peer group over a rolling four-year window before being weighted, so a given score places the company among comparable issuers at that point in time. Revenue and earnings levels are carried in the units of each filing, which the source does not declare, so they track a single company over time but are not comparable across companies; the ratios are unaffected.

Variables fall into four groups: the score with its decile and the peer pool it was ranked against; the four ratios that feed it, covering leverage, interest coverage and two measures of liquidity; further balance-sheet ratios and trailing-twelve-month revenue and operating earnings kept as context; and a set of flags stating what each figure rests on, chiefly whether the score was built on two of the three components, whether financial cost is inflated by currency effects, and whether a ratio was deliberately left empty because its denominator was immaterial.

Credit Fundamentals - Scorecard

Comparison of market-implied credit risk against balance-sheet credit risk for Argentine corporate bond issuers, expressed as percentile ranks from 0 to 100 and the gap between them, which runs from -100 to +100 and is positive when the market prices more risk than the financial statements show. Compiled by Alphacast. Both ranks are computed within a peer pool that falls back from subsector to sector to the full universe depending on how many issuers are available, so the values are relative to that pool rather than absolute. The table is a snapshot rewritten in full on each update and does not accumulate history.

Variables cover the market reading, given as the issuer's median spread over the sovereign curve and the modified duration of its bonds, and the balance-sheet reading carried over from the scorecard, chiefly the credit decile. Around them sit the two percentile ranks and their gap, the peer pool used and its size, a second gap recomputed as of the last filing date together with the drift since, and bond counts showing how many of the issuer's live instruments had a computable spread.

Credit Fundamentals - Relative Value

 Bond-level detail behind the **Argentina Corporate Credit Spreads** indices: one row per bond per business day, for every bond in the index basket on that
  date. This is the granular source from which the published sector indices (`z_mvtrue`, `z_med`, `z_iss`, etc.) are aggregated.

  **Identification** — `alphacast_id` (ISIN), `issuer`, `sector` (Energía / Bancos / Otros), `linea` (quotation line used: D = MEP dollars, O = pesos, C =
  cable).

  **Per-bond metrics** — `z_bps` (z-spread over the US Treasury zero curve, RAW — before the index's 5/95 winsorization, so a simple average does not
  reproduce the index), `irr_pct` (yield), `ttm_dias` (days to maturity), `price` (clean, PV of cash flows at the bond's yield), `accrued` (accrued
  interest), `dur_mod` / `sdur` (modified and spread duration), `tr_pct` (daily total return), `carried` (1 if the day's value is carried forward without a
  fresh quote).

  **Method** — fixed-rate USD corporates only; one quotation line per bond per day (MEP priority); a yield is valid up to 5 business days and then carried
  up to 10 more. Recomputed daily, Jan-2024 onward. Companion to the index dataset *Argentina Corporate Credit Spreads*.

Argentina Corporate Credit Spreads Indexes by Company

Annual real and nominal gross domestic product, potential output, output gap and total factor productivity for Argentina. Published by Ivan Baumann Fonay. Actual and potential output are expressed in millions of Argentine pesos, at constant 2004 prices for the real series and at current prices for the nominal ones, while the output gap is expressed as a percentage of potential output and total factor productivity as an index with base year 2004. The full series is re-estimated as new national accounts data is released, so the dataset reflects the latest available estimate rather than a fixed vintage.

Potential Gross Domestic Product, Output Gap & Tfp

The Ministerio de Economía (MECON) is the Ministry of Economy in Argentina. The MECON is responsible for the development and implementation of economic policies in Argentina. This includes managing macroeconomic stability, promoting economic growth and competitiveness, and supporting the development of small and medium-sized enterprises. The MECON also plays a key role in implementing policies aimed at reducing poverty and promoting equality.

Ministerio de Economía (MECON) - Argentina

Monthly outstanding credit and debtor risk classification for borrowers of Argentine
financial institutions, grouped by the economic activity section that the borrower
declares to the tax authority. Compiled by Alphacast from Banco Central de la República
Argentina credit registry microdata and the Agencia de Recaudación y Control Aduanero
taxpayer registry. Amounts are expressed in thousands of Argentine pesos; the
classification scale runs from 1 to 5 in increasing order of credit risk, plus a separate
class 11 for exposures fully covered by preferred collateral, which is not part of
non-performing credit. The taxpayer registry stores two different activity classifiers in
the same field without a marker distinguishing them, so only records that can be
positively identified as belonging to the current Clasificador de Actividades Económicas
are assigned a named section and the remainder is grouped into two explicit residual
categories, which together account for a substantial share of the credit and must be taken
into account before ranking sections by risk.

BCRA Credit Registry - Debtor Status by Economic Activity

Central de Deudores BCRA

Monthly outstanding credit and debtor risk classification reported to the Argentine credit
registry, identified by reporting institution. Covers the full universe of lenders that
report, including non-financial credit providers, financial trusts, reciprocal guarantee
companies, public guarantee funds and peer-to-peer lending platforms alongside banks and
finance companies. Compiled by Alphacast from Banco Central de la República Argentina
credit registry microdata. Amounts are expressed in thousands of Argentine pesos; the
classification scale runs from 1 to 5 in increasing order of credit risk, plus a separate
class 11 for exposures fully covered by preferred collateral, which is not part of
non-performing credit. Each row is a borrower-institution relationship rather than a
borrower, and a reporting period field flags institutions that report with a one-month lag.

BCRA Credit Registry - Debtor Status by Institution

Monthly outstanding credit and debtor risk classification for borrowers of Argentine
financial institutions, broken out by the borrower's registered tax address and
demographic attributes taken from the Agencia de Recaudación y Control Aduanero taxpayer
registry. Compiled by Alphacast from Banco Central de la República Argentina credit
registry microdata. Amounts are expressed in thousands of Argentine pesos; the
classification scale runs from 1 to 5 in increasing order of credit risk, plus a separate
class 11 for exposures fully covered by preferred collateral, which is not part of
non-performing credit. The perimeter is restricted to supervised financial institutions,
so totals are lower than those of the registry as a whole, and each row is a
borrower-institution relationship rather than a borrower.

BCRA Credit Registry - Debtor Status by Geography and Demographics

Monthly distribution statistics of credit across borrowers of Argentine financial
institutions, describing the shape of the distribution rather than its totals: median,
upper percentiles, the share of credit held by the largest borrowers, a Gini coefficient
and a Herfindahl-Hirschman index. Compiled by Alphacast from Banco Central de la República
Argentina credit registry microdata. The unit varies by indicator: amounts are expressed in
thousands of Argentine pesos, concentration shares are percentages, the Gini coefficient
runs from zero to one and the Herfindahl-Hirschman index is expressed in points on a scale
up to ten thousand. Every statistic is computed within its own cell over borrowers with
positive financing only, and therefore cannot be averaged or summed across cells; borrowers
with no financing are reported in a separate count so that the borrower total still
reconciles.

BCRA Credit Registry - Distribution and Concentration

Monthly borrower-level profile of credit taken from Argentine financial institutions,
where each borrower is a single observation consolidating all the institutions it borrows
from. Compiled by Alphacast from Banco Central de la República Argentina credit registry
microdata and the Agencia de Recaudación y Control Aduanero taxpayer registry. Amounts are
expressed in thousands of Argentine pesos. The risk classification assigned to a borrower
is the worst class across all of its lending institutions, a conservative criterion, with
class 11 treated as class 1 because it denotes full collateral coverage rather than a risk
step; an amount-weighted classification is reported alongside it and gives a materially
more benign reading of the same borrower. The perimeter is restricted to supervised
financial institutions, so borrowers that only take credit outside that perimeter are
absent, and the seniority band is defined only for borrowers currently in class 1 while
every other borrower falls into a residual category.

BCRA Credit Registry - Borrower Profile

Monthly transition matrices of credit risk classification for Argentine borrowers,
following the same borrower-institution relationship between two points in time and
reporting how much credit moved from each origin class to each destination class.
Compiled by Alphacast from Banco Central de la República Argentina credit registry
microdata. Amounts are expressed in thousands of Argentine pesos, reported both at the
origin month and at the destination month. Absence of a record is published as an explicit
state rather than a missing value, because originations and exits are part of the
transition; the classification scale therefore runs from 1 to 5 plus that state, and does
not include the collateral-covered class, which the source file for this dataset does not
report. The underlying file only includes borrowers of institutions that are still active,
so the earliest month pairs lose the debtors of institutions that left the system, and each
row carries a flag indicating whether it is affected.

BCRA Historical Credit Registry - Debtor Status Migration

Monthly transition matrices of credit risk classification for Argentine borrowers,
following the same borrower between two points in time and reporting how many borrowers
moved from each origin class to each destination class. Compiled by Alphacast from Banco
Central de la República Argentina credit registry microdata. Borrower counts are additive
because each borrower is a single row; amounts are expressed in thousands of Argentine
pesos, reported both at the origin month and at the destination month. The class assigned
to a borrower is the worst across all of its lending institutions, with the
collateral-covered class treated as class 1 before taking the maximum; absence of a record
is published as an explicit state rather than a missing value, meaning the borrower had no
record at any institution that month. The underlying file only includes borrowers of
institutions that are still active, so the earliest month pairs lose the debtors of
institutions that left the system, and each row carries a flag indicating whether it is
affected.n month.

BCRA Historical Credit Registry - Borrower Status Migration

Monthly outstanding credit and debtor risk classification reported to the Argentine
credit registry, covering the full universe of reporting lenders: banks and finance
companies supervised under the financial institutions regime, together with
non-financial credit providers, financial trusts, reciprocal guarantee companies,
public guarantee funds and peer-to-peer lending platforms. Compiled by Alphacast from
Banco Central de la República Argentina credit registry microdata. Amounts are
expressed in thousands of Argentine pesos; the classification scale runs from 1 to 5 in
increasing order of credit risk, plus a separate class 11 for exposures fully covered by
preferred collateral, which is not part of non-performing credit. Each row is a
borrower-institution relationship rather than a borrower, so the borrower count is a
distinct count within each cell and is not additive across cells, and a reporting period
field flags institutions that report with a one-month lag.

BCRA Credit Registry - Debtor Status by Lender

BCRA Historical Credit  Registry - Distribution and Concentration

BCRA Historical Credit  Registry - Borrower Profile

BCRA Historical Credit Registry - Debtor Status by Economic Activity

BCRA Historical Credit Registry - Debtor Status by Geography and Demographics

BCRA Historical Credit Registry - Debtor Status by Institution

Cloned from: Curva Nelson-Siegel - Grilla

Cloned from: Curva Nelson-Siegel - Parametros

Daily bond-level relative-value measures for Argentina's national Treasury securities, with yield deviations in basis points and standardized deviations in standard-deviation units. Compiled by Alphacast. Leave-one-out residuals compare each bond with a curve fitted without it, using effective annual yields in decimals on an actual/365 basis at next-business-day settlement, effective payment dates and Macaulay duration; inflation-linked yields are real and dollar-linked yields are relative to the official exchange-rate adjustment. Standardization uses the preceding 60 trading-calendar dates with at least 30 valid observations, excluding the current date; price alerts qualify rather than automatically remove values, dollar-linked durations of three months or less are not evaluable, and historical values may be revised.

Sovereign Bond Relative Value

Daily local-law versus New York-law yield spreads and dirty-price ratios for comparable Argentine national Treasury bonds denominated in US dollars, with spreads in basis points and ratios in multiples. Compiled by Alphacast. Yields are effective annual rates in decimals on an actual/365 basis at next-business-day settlement using contractual payment dates, while dirty prices include accrued interest and are quoted in US dollars per 100 of original face value; the spread is local-law yield minus New York-law yield and the ratio is local-law price divided by New York-law price. Comparisons require matching contractual cash flows and coupon entitlements with fresh prices in the same currency, while standardized deviations use the preceding 60 trading-calendar dates with at least 30 valid observations, excluding the current date; historical values may be revised.

Local-Law vs. New York-Law Bond Spreads

Daily duration-based inflation and currency-depreciation breakeven and forward rates for Argentina, expressed as effective annual rates and monthly equivalents in decimals. Compiled by Alphacast. Calculations compare nominal and indexed yield curves at matching Macaulay durations using underlying actual/365 yields at next-business-day settlement and effective payment dates; forward intervals and monthly equivalents use one-twelfth-year periods. These are synthetic yield-based approximations with approximate fixing windows, not forecasts for specific calendar months; values require common curve support, dollar-linked endpoints at positive durations of three months or less are withheld, and historical estimates may be revised.

Inflation and Currency Breakevens and Forwards

Daily bond-level detail underlying the Renta Fija Soberana AR total return indices, covering Argentine
sovereign fixed income instruments in Argentine pesos and US dollars. Compiled by Alphacast from Bolsas y
Mercados Argentinos trading data. Portfolio weights are set on market value at the prior month-end close and
held constant intramonth, coupon and redemption cashflows are reinvested pro rata across the bonds held that
day, and internal rates of return are effective annual rates computed on an actual/365 day-count basis with
next-business-day settlement.s day.

Total Return Indices - Constituents

Daily total return indices for Argentine sovereign fixed income instruments, covering fixed-rate peso,
inflation-linked, dollar-linked, floating-rate, and hard dollar bonds, with hard dollar split into local-law
and New York-law series, plus companion series converted to US dollars or Argentine pesos using the reference
exchange rate. Compiled by Alphacast from Bolsas y Mercados Argentinos trading data, base 100 on April 30,
2024. Each index reinvests coupon and redemption cashflows pro rata across the constituents held that day,
with portfolio weights fixed at the prior month-end close and held constant intramonth, and reflects trading
activity up to the previous business day.

Guido Schiavi

Cloned from: Miscellaneous - Mexico - IMCO - ICE & Subindexes - Wideguidoschiavi's Public Repo

ONs Renta Fijaguidoschiavi's Public Repo

Fixed Income Data - A3A3 AI Demo Repository

Repo Market Rates & Volumes - A3A3 AI Demo Repository

Ars Mae Index - A3A3 AI Demo Repository

Daily Forex Trading Volume - A3A3 AI Demo Repository

Fixed Income - Purchase & Sale Volume - A3A3 AI Demo Repository

Forex Volume - A3A3 AI Demo Repository

Fixed Income - Volume - A3A3 AI Demo Repository

Dollar Futures Daily Trading Data - A3A3 AI Demo Repository

Daily Trading Data - A3A3 AI Demo Repository

Dollar Futures - Estimated Implied Curve - A3A3 AI Demo Repository

Open Interest - A3A3 AI Demo Repository

Available Price - A3A3 AI Demo Repository

Grains & Oilseed Prices - All Positions - A3A3 AI Demo Repository

CCL Mtr Index - A3A3 AI Demo Repository

Cloned from: Financial - Argentina - Fixed Income - Historical Price & Volume (Beta)guidoschiavi's Public Repo

Proyecciones agrícolas ERAMA 2034/2035Bolsa de Cereales de Buenos Aires (BdeC)

Matured Fixed Income Historical PricesAlphacast Argentina Fixed Income Data

Vencimientos BOPREAL - Ventana 12 MesesAlphacast Argentina Fixed Income Data

precios_combustibles_finalguidoschiavi's Public Repo

Índice de Combustibles - Variación Semanal Ponderada IPCguidoschiavi's Public Repo

Fuel - Log de revisión de coberturaguidoschiavi's Public Repo

Argentina Corporate Credit Spreads IndexesAlphacast Argentina Fixed Income Data

Argentina Corporate Credit Spreads Indexes ConstituentsAlphacast Argentina Fixed Income Data