You can consult the lists on this page:
Any modification in the quotas and eligible assets for each list will be reflected in the next update of the lists, in the same section of the BYMA website.
The BYMA Market Risk team recommends periodically reviewing the website to be aware of any variation in the quotas and capacities.
In case there is a difference in the quotas between GARA and the website, the quota that applies is the one on the website.
Currency: you can check the exchange rate in Gara: Administración>Tipo de Cambio.
Species: the price assigned is the closing price in 24 hs of the previous day gauged.
Treasuries: the price in dollars used is the Bloomberg MID Price at 17 hs. The peso price is the result of multiplying the dollar price by the AL30 immediate spot cable:
peso_price = dollar_price * ( close_AL30_CI/ close_AL30C_CI)
the treasury gauging (98% BILL, 96% NOTE, 94% BOND) should be applied. Thus, the gauged price results:
gauged_price = dollar_price * (close_AL30_CI/close_AL30C_CI) * gauging
Gauges: are determined based on the volatility of each species. BYMA reserves the right to modify the aforementioned gauges whenever it deems appropriate. The margins and gauges applicable to each species are detailed in Annex III: "Lists of Species Accepted as Collateral"
