alhcfp, you won't find rib eye on supermarkets or even most butcher shops in Rio.

The only (consumer) place you could find it, to my knowledge, is Talho Capixaba, in Leblon (Av Ataulfo de Paiva, 1022, near Rua General Artigas). They are a very good, traditional butcher shop, with the added benefit that some years ago, the son of the original owner opened a very, very good bakery section and now they are one of my favorite places to buy both breads and meats.

Alternatively, you can ask for a contra-filé marmorizado (marbled contra-filé) at some other butcher shop. It's not the same as a rib eye, but easier to find. I'm afraid that alcatra will be too dry to be broiled.