Ajuste / Spot en futuros de USD de ROFEX

Depreciacion Mensual Implícita en ROFEX

y= Depreciacion MoM implicita en futuros
x= Posicion de cada contrato
size= Interes Abierto

Futuros de dolar en ROFEX

y= Depreciacion MoM implicita en futuros
x= Posicion de cada contrato
size= TEA %

TEA% del sintentico entre LECAPS y Futuros de ROFEX

ARG: Tasa en US$ arbitrando LECAPs y Futuros

 
TEA por el contrato DLR más largo de ROFEX.
Tasa de depreciación anual promedio implícita con S31M5 y TV25.

Tasa de Inflación Implícita

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.

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Matba Rofex

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