Capital market, as one of the financial markets, through its financial tools and institutions is able to collect the stagnant saving resources and to offer them to capital applicants through efficient financial mechanisms. With this explanation, the capital market, as the supply market, could be defined as one of the most important factors for capital production (and what is defined as the engine of economic growth). In this study the relation between Iran mercantile exchange and agriculture sector growth is surveyed. In this study by the use of seasonal data from the 2nd season of 1997 to the 2nd season of 2014, and by the use of HEGY seasonal unit root the effects of value and volume of transactions (turnover) are surveyed; and also Laspeyres (price) index is surveyed as one of the indices of agriculture mercantile exchange on valued added of agriculture sector. Also for surveying the relation between the indices and value added of agriculture sector, the vector error correction model (VECM) and vector auto-regressive model are used. Research results show that in long term there is a positive and significant relation between value added of agriculture sector, value and volume of transactions of mercantile exchange; but in short term only the value of transactions has positive and significant effects on value added of agriculture sector. Also, Laspeyres index of Iran mercantile exchange does not have tremendous effects on growth rate of value added of agriculture sector. It seems that unlike the petrochemical and metal industries, the mercantile exchange has not reached its true position in the agriculture sector and efforts must be made toward introducing farmers to this financial market in order to develop this sector.