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Lactarius indigo
It may be a Cortinarius violaceus... that's why I suggest to keep it as Aff. (Afín=related)
I agree with LWP, L. indigo has a series of cleary visible cocentric rings, not a solid blue color.
I think a Cortinarius species is more likely. http://www.mushroomexpert.com/cortinariu...
usually i don't care much to find out the species name but this mushroom was so cool lookin i HAD to google it! haha(: