CCL MtR Index

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What is it?

 

The CCL-MtR Index is a financial indicator that reflects the implicit parities that arise from the purchase and sale of fixed income and variable income instruments in pesos vs. dollars with settlement of dollars by transfer between accounts located abroad. The data sources consulted correspond to quotes taken from the Priority Price Time segment of Organized Exchanges and to quotes reported through surveys carried out to ALyCs with recognized experience in the Exchange. To calculate the Index, three daily consultations are made, within the following intervals:

  • 11.50 to 12.00hs
  • 13.50 to 14.00hs
  • 15.50 to 16.00hs

With the quotes collected in each consultation, a Single Book of Orders is prepared with purchase and sale offers. To remove outliers, the offers included in the first and last quartiles are excluded. The value of each query of the CCL-MtR Index will be equal to the simple average of the quotes that pass the filter of outliers within the order book.

The closing price of the day will be a simple arithmetic average of the values ​​resulting from the Queries, subject to the representativeness conditions established in the Index Methodology.

For more details on the calculation process, see the Methodology.

The Partial Index values ​​can be found at Daily Consultation Summary.


 

Methodology

See the CCL MtR Index Methodology and the API documentation MtR Indices
Methodology API documentation

 


Daily Consultation Summary

Specialties Post Time CCL MtR Index Value Representativeness
Select a date to display the data.

To calculate the CCL-MtR Index, three Queries are made in the Intervals defined in the Methodology. The closing price of the day will be a simple arithmetic average of the values ​​resulting from the Queries, subject to representative conditions.