I created a XYZ matrix file and I noticed a lot of -9999 values ?

A depth / elevation value of -9999 in Hydromagic matrix files indicate a void cell. This means there is no value calculated for this cell.

To create a XYZ file without the void cells, you have to use the "Export ASCII Sounding" tool, which can be started by selecting "Export" => "Export ASCII Data..." from the "File" menu.