Jueves, 25 Febrero 2010

CETE'sCETE's Tasas Reales (UDIBONO's)Tasas Reales (UDIBONO's)Tasa Bruta Tasa Neta

Plazos Hoy Ayer Ptos. Instrumento Plazos Hoy Ayer1 4.49 4.49 0.00 S0_UDIBONO_110106 315 0.40 0.377 4.49 4.49 0.00 S_UDIBONO_101223 301

14 4.49 4.49 0.00 S_UDIBONO_120621 84728 4.49 4.49 0.00 S0_UDIBONO_121220 102991 4.66 4.66 0.00 S0_UDIBONO_131219 1393182 4.75 4.76 -0.01 S_UDIBONO_141218 1757270 4.80 4.79 0.01 S_UDIBONO_160616 2303364 5.10 5.09 0.01 S_UDIBONO_171214 2849

S_UDIBONO_190613 3395

Bonos de Tasa Fija (BONOS M)Bonos de Tasa Fija (BONOS M) S_UDIBONO_251204 5761Tasa Neta Tasa Bruta S_UDIBONO_351122 9401

Instrumento Plazos Hoy Ayer Ptos. Hoy Ayer Ptos.M_BONOS_101223 301 4.84 4.85 -0.01

M_BONOS_110623 483 5.18 5.21 -0.03 Tasas Reales (CBIC's)Tasas Reales (CBIC's)M0_BONOS_110714 504 5.19 5.19 0.00 Tasa NetaM_BONOS_111222 665 5.21 5.18 0.03 Instrumento Plazos Hoy AyerM_BONOS_120621 847 5.92 5.96 -0.04 2U_CBIC003_210128 3990 2.74 2.74M0_BONOS_121220 1029 6.09 6.15 -0.06 2U_CBIC002_300117 7266 3.24 3.23M_BONOS_130620 1211 6.30 6.31 -0.01 2U_CBIC004_310116 7630 3.26 3.25M_BONOS_131219 1393 6.56 6.60 -0.04 2U_CBIC007_221208 4669M_BONOS_140619 1575 6.69 6.74 -0.05 2U_CBIC008_231207 5033M_BONOS_141218 1757 6.91 6.93 -0.02 2U_CBIC006_321125 8309M_BONOS_151217 2121 7.12 7.14 -0.02 2U_CBIC009_331124 8673M_BONOS_161215 2485 7.29 7.34 -0.05M_BONOS_171214 2849 7.50 7.49 0.01

M_BONOS_181213 3213 7.58 7.56 0.02 Tasas Reales (PIC's)Tasas Reales (PIC's)M_BONOS_200611 3759 7.69 7.65 0.04 Tasa NetaM_BONOS_231207 5033 7.99 7.92 0.07 Instrumento Plazos Hoy AyerM_BONOS_241205 5397 7.95 7.91 0.04 PI_PIC_P011U 3990 2.75 2.75M_BONOS_270603 6307 8.11 8.07 0.04 PI_PIC_P991U 7196 3.25 3.24M_BONOS_290531 7035 8.19 8.14 0.05 PI_PIC_P012U 7630 3.27 3.26M_BONOS_361120 9765 8.26 8.21 0.05M_BONOS_381118 10493 8.38 8.34 0.04

Reportos GubernamentalesReportos GubernamentalesTasa Bruta Tasa Neta

Plazos Repo G1 Hoy Ptos. Ptos. Ptos. Plazos Ptos.

1 4.54 4.59 -0.05 4.56 4.61 -0.05 4.57 4.62 -0.05 1 4.04 4.05 -0.017 4.63 4.62 0.01 4.65 4.64 0.01 4.66 4.65 0.01 7 4.06 4.07 -0.01

14 4.64 4.64 0.00 4.66 4.66 0.00 4.67 4.67 0.00 14 4.08 4.09 -0.0128 4.65 4.67 -0.02 4.67 4.69 -0.02 4.68 4.70 -0.02 28 4.11 4.12 -0.0191 4.75 4.75 0.00 4.76 4.76 0.00 4.77 4.77 0.00 91 4.32 4.32 0.00182 4.84 4.85 -0.01 4.85 4.86 -0.01 4.86 4.87 -0.01 182 4.51 4.52 -0.01270 4.89 4.88 0.01 4.90 4.89 0.01 4.91 4.90 0.01 270 4.74 4.75 -0.01360 5.19 5.18 0.01 5.20 5.19 0.01 5.21 5.20 0.01 360 4.98 4.98 0.00

PRLV's y AB'sPRLV's y AB's BPA's (IP)BPA's (IP)Plazos B1 Hoy B1 Ayer Ptos. B2 Hoy B2 Ayer Ptos. B3 Hoy B3 Ayer Ptos. Plazos Hoy Ayer Ptos.

1 4.52 4.59 -0.07 4.62 4.69 -0.07 4.64 4.71 -0.07 0 - 28 0.0000 0.0000 0.00007 4.55 4.60 -0.05 4.65 4.70 -0.05 4.68 4.73 -0.05 29 - 56 0.1200 0.1200 0.0000

14 4.59 4.62 -0.03 4.69 4.72 -0.03 4.73 4.76 -0.03 56 - 100 0.1200 0.1200 0.000028 4.65 4.65 0.00 4.75 4.75 0.00 4.81 4.81 0.00 100 - 180 0.1875 0.1875 0.0000

91 4.74 4.74 0.00 4.84 4.84 0.00 4.91 4.91 0.00 180 - 360 0.2125 0.2100 0.0025182 4.83 4.84 -0.01 4.93 4.94 -0.01 5.01 5.02 -0.01 360 - 540 0.2550 0.2500 0.0050270 4.99 4.99 0.00 5.09 5.09 0.00 5.19 5.19 0.00 540 - 750 0.2650 0.2600 0.0050364 5.18 5.17 0.01 5.28 5.27 0.01 5.39 5.38 0.01 750 - 1100 0.2650 0.2600 0.0050540 5.51 5.52 -0.01 5.61 5.62 -0.01 5.73 5.75 -0.02 1100 - UP 0.2650 0.2600 0.0050720 5.93 5.93 0.00 6.03 6.03 0.00 6.17 6.17 0.00

900 6.67 6.73 -0.06 6.77 6.83 -0.06 6.91 6.97 -0.06 BREM's (XA)BREM's (XA)1080 6.92 6.97 -0.05 7.02 7.07 -0.05 7.16 7.21 -0.05 Plazos Hoy Ayer Ptos.1260 7.34 7.34 0.00 7.44 7.44 0.00 7.58 7.58 0.00 0 - 28 0.0000 0.0000 0.00001440 7.77 7.81 -0.04 7.87 7.91 -0.04 8.02 8.06 -0.04 29 - 100 0.0300 0.0300 0.00001620 8.11 8.15 -0.04 8.22 8.26 -0.04 8.36 8.41 -0.05 101 - 180 0.0300 0.0300 0.00001800 8.59 8.60 -0.01 8.71 8.72 -0.01 8.85 8.86 -0.01 181 - 364 0.0310 0.0310 0.00002520 9.88 9.96 -0.08 10.00 10.08 -0.08 10.15 10.23 -0.08 365 - 540 0.0400 0.0400 0.00003600 12.10 11.98 0.12 12.23 12.11 0.12 12.38 12.26 0.12 541 - 750 0.0440 0.0440 0.0000

751 - 1100 0.0650 0.0650 0.0000

Reportos BancariosReportos Bancarios 1101 - UP 0.0650 0.0650 0.0000

RESUMEN DE MERCADO (NIVELES DE VALUACIN)

Repo G1 Ayer

Repo G2 Hoy

Repo G2 Ayer

Repo G3 Hoy

Repo G3 Ayer

Repo G2 Hoy

Repo G2 Ayer

Plazos Repo B1 Hoy Ptos. Ptos. Ptos.

1 4.53 4.60 -0.07 4.54 4.61 -0.07 4.56 4.63 -0.07 BPAT's (IT)BPAT's (IT)7 4.56 4.61 -0.05 4.57 4.62 -0.05 4.59 4.64 -0.05 Plazos Hoy Ayer Ptos.

14 4.60 4.63 -0.03 4.61 4.64 -0.03 4.63 4.66 -0.03 92-400 0.1450 0.1450 0.000028 4.66 4.66 0.00 4.67 4.67 0.00 4.69 4.69 0.00 401-600 0.2000 0.2000 0.000091 4.75 4.75 0.00 4.76 4.76 0.00 4.78 4.78 0.00 601-800 0.2400 0.2400 0.0000182 4.84 4.85 -0.01 4.85 4.86 -0.01 4.88 4.89 -0.01 801-1001 0.2740 0.2620 0.0120270 5.00 5.00 0.00 5.01 5.01 0.00 5.05 5.05 0.00 1002-1183 0.2740 0.2740 0.0000360 5.18 5.17 0.01 5.19 5.18 0.01 5.23 5.22 0.01 1184-1365 0.2825 0.2825 0.0000

1366-1547 0.3000 0.3000 0.0000

Tipos de CambioTipos de Cambio 1548-1729 0.3000 0.3000 0.0000Divisa x USD 1730-up 0.3000 0.3000 0.0000

Divisa BID ASK MID MID Ayer Ptos.

FIX Banxico 12.8503 12.8539 -0.003600 BONDE's (LS)BONDE's (LS)Dlar CASH (MD) 12.812200 12.822200 12.8172 12.8456 -0.028400 Plazos Hoy Ayer Ptos.Dlar TOM (24 hrs) 12.813900 12.823900 12.8189 12.8473 -0.028400 0 - 182 0.0000 0.0000 0.0000Dlar SPOT (48hrs) 12.819000 12.829000 12.8240 12.8490 -0.025000 183 - 728 0.1000 0.1000 0.0000DEMUSD 1.444000 1.444100 1.444050 1.444900 -0.000850 729 - 1092 0.1000 0.1000 0.0000CADUSD 1.062500 1.063100 1.062800 1.054000 0.008800 1093 - UP 0.1000 0.1000 0.0000JPYUSD 89.030000 89.040000 89.0350 90.1700 -1.135000

ITLUSD 1429.520000 1429.610000 1429.5650 1430.4000 -0.8350 BPA182 (IS)BPA182 (IS)ESPUSD 122.840000 122.850000 122.8450 122.9450 -0.100000 Plazos Hoy Ayer Ptos.FRFUSD 4.842800 4.843200 4.843000 4.846900 -0.003900 0-2000 0.3700 0.3700 0.0000GBPUSD 0.655523 0.655652 0.655588 0.649000 0.006588 2001-up 0.3800 0.3800 0.0000EURUSD 0.738225 0.738280 0.738253 0.738700 -0.000447

ARSUSD 3.853000 3.859000 3.856000 3.859300 -0.003300 Bondes DBondes DMXPUDI 4.409100 4.407787 0.001313 Plazos Hoy Ayer Ptos.

0 - 28 0.0000 0.0000 0.0000TIIE BanxicoTIIE Banxico 29 - 100 0.0100 0.0100 0.0000

Tasa Actual Anterior Ptos. 101 - 180 0.0100 0.0100 0.0000TIIE 28 4.9200 4.9550 -0.0350 181 - 364 0.0600 0.0600 0.0000TIIE 91 5.0350 5.0700 -0.0350 365 - 540 0.0850 0.0850 0.0000

541 - 750 0.1400 0.1400 0.0000751 - 1120 0.1400 0.1400 0.00001121 - UP 0.1400 0.1400 0.0000

Puntos ForwardPuntos Forward IRS Libor 3m USDIRS Libor 3m USDPlazo BID ASK MID MID Ayer Var % Plazo Hoy Ayer Ptos. 1 W 0.00980 0.01000 0.00990 0.01005 -1.49 USD SWAP 2Y 1.0540 1.0910 -0.0370 1 M 0.05050 0.05120 0.05085 0.04900 3.78 USD SWAP 3Y 1.6615 1.7200 -0.0585 2 M 0.09300 0.09450 0.09375 0.09500 -1.32 USD SWAP 4Y 2.1840 2.2400 -0.0560 3 M 0.14200 0.14350 0.14275 0.14175 0.71 USD SWAP 5Y 2.6010 2.6665 -0.0655 6 M 0.29500 0.29600 0.29550 0.29950 -1.34 USD SWAP 6Y 2.9350 2.9920 -0.0570 9 M 0.45500 0.46000 0.45750 0.46150 -0.87 USD SWAP 7Y 3.1975 3.2625 -0.0650 1 Y 0.61500 0.62000 0.61750 0.62100 -0.56 USD SWAP 8Y 3.4015 3.4580 -0.056518 M 0.94000 0.95000 0.94500 0.94750 -0.26 USD SWAP 9Y 3.5685 3.6320 -0.0635 2 Y 1.28000 1.30000 1.29000 1.29500 -0.39 USD SWAP 10Y 3.7120 3.7660 -0.0540 3 Y 1.92675 1.92710 1.92693 1.93100 -0.21 USD SWAP 12Y 3.9390 4.0040 -0.0650 4 Y 2.51000 2.52000 2.51500 2.52795 -0.51 USD SWAP 15Y 4.1690 4.2115 -0.0425 5 Y 3.10000 3.11000 3.10500 3.11652 -0.37 USD SWAP 20Y 4.3275 4.3820 -0.0545

USD SWAP 25Y 4.3940 4.4460 -0.0520

IRS TIIEIRS TIIE USD SWAP 30Y 4.4315 4.4900 -0.0585Contrato BID ASK MID MID Ayer Ptos. USD SWAP 40Y 4.4430 4.4740 -0.0310

3X1 4.940 4.960 4.950 4.960 -0.01 USD SWAP 50Y 4.3950 4.4250 -0.0300 6X1 5.040 5.060 5.050 5.070 -0.02

9X1 5.170 5.180 5.175 5.195 -0.02 BBA LiborBBA Libor 13X1 5.370 5.380 5.375 5.395 -0.02 Plazo Hoy Ayer Ptos. 26X1 5.980 5.990 5.985 6.010 -0.03 O/N 0.1741 0.1741 0.0000 39X1 6.490 6.510 6.500 6.515 -0.02 1 WK 0.2075 0.2075 0.0000 52X1 6.860 6.880 6.870 6.890 -0.02 1 MO 0.2288 0.2288 0.0000 65X1 7.190 7.200 7.195 7.205 -0.01 2 MO 0.2400 0.2400 0.0000 91X1 7.630 7.650 7.640 7.625 0.02 3 MO 0.2519 0.2519 0.0000 130X1 7.940 7.960 7.950 7.925 0.03 6 MO 0.3869 0.3913 -0.0044 195X1 8.230 8.250 8.240 8.215 0.03 9 MO 0.6056 0.6156 -0.0100 260X1 8.430 8.450 8.440 8.415 0.03 12 MO 0.8400 0.8544 -0.0144390X1 8.570 8.590 8.580 8.555 0.03

Basis SwapBasis Swap Bonos GlobalesBonos GlobalesContrato BID ASK MID MID Ayer Ptos. Instrumento Hoy Ayer

3X1 40.00 42.00 41.00 42.00 -1.00 Mexico UMS-11 106.5200 106.5400 -6.7600 6X1 31.00 33.00 32.00 36.00 -4.00 Mexico UMS-12 112.0100 111.7200 93.4500 9X1 32.00 34.00 33.00 32.00 1.00 Mexico UMS-13 111.4400 111.4500 -3.2300 13X1 33.00 35.00 34.00 34.00 0.00 Mexico UMS-14 112.1750 111.8750 96.5400 26X1 28.00 30.00 29.00 30.00 -1.00 Mexico UMS-14F2 110.5800 110.2000 124.1400 39X1 28.00 30.00 29.00 30.00 -1.00 Mexico UMS-15 112.2200 112.3300 -35.2500 52X1 32.00 34.00 33.00 34.00 -1.00 Mexico UMS-16 139.1300 138.9600 44.0400 65X1 33.00 35.00 34.00 35.00 -1.00 Mexico UMS-17 105.9600 105.3100 222.2000 91X1 38.00 40.00 39.00 39.00 0.00 Mexico UMS-19 123.4300 123.0100 122.9200 130X1 41.00 43.00 42.00 42.00 0.00 Mexico UMS-19N 107.0000 106.2900 240.4700 195X1 42.00 44.00 43.00 43.00 0.00 Mexico UMS-20 100.8500 100.1500 251.6200

Repo B1 Ayer Repo B2 Hoy

Repo B2 Ayer

Repo B3 Hoy

Repo B3 Ayer

Var Anualizada

%

260X1 43.00 45.00 44.00 44.00 0.00 Mexico UMS-22 123.7700 123.4500 93.3200390X1 43.00 45.00 44.00 44.00 0.00 Mexico UMS-26 163.0000 162.1100 197.6400

Mexico UMS-31 124.9400 124.0000 272.9000

Tasa de Fondeo (Banxico) Jornada del 2010-02-24Tasa de Fondeo (Banxico) Jornada del 2010-02-24 Mexico UMS-33 115.0600 114.3800 214.0200Tipo Apertura Mnimo Mximo Cierre Ponderado Mexico UMS-34 105.3600 104.6400 247.7100

Bancario 4.62 4.60 4.64 4.63 4.63 Mexico UMS-40 97.2800 96.3100 362.5800Gubernamental 4.63 4.00 4.64 4.58 4.59

UDI-LiborUDI-Libor UDI-TIIEUDI-TIIEContrato BID ASK MID MID Ayer Ptos. Contrato BID ASK MID

1 Y 0.710 0.750 0.730 0.730 0.000 1 Y 1.270 1.310 1.2903 Y 1.875 1.925 1.900 1.850 0.050 3 Y 2.100 2.140 2.1205 Y 2.480 2.520 2.500 2.500 0.000 5 Y 2.600 2.640 2.6207 Y 2.830 2.870 2.850 2.850 0.000 7 Y 2.780 2.820 2.80010 Y 3.170 3.210 3.190 3.190 0.000 10 Y 3.410 3.450 3.43015 Y 3.430 3.470 3.450 3.450 0.000 15 Y 3.860 3.900 3.88020 Y 3.660 3.700 3.680 3.680 0.000 20 Y 3.880 3.920 3.900

Jueves, 25 Febrero 2010

Tasa Neta Tasa BrutaPtos. Hoy Ayer Ptos.0.03

0.60 0.51 0.091.66 1.60 0.061.80 1.74 0.062.32 2.28 0.042.50 2.46 0.042.72 2.71 0.013.08 3.10 -0.023.19 3.18 0.01

3.57 3.59 -0.02

3.90 3.89 0.01

Tasa Neta Tasa BrutaPtos. Hoy Ayer Ptos.0.000.010.01

3.61 3.58 0.033.61 3.58 0.033.87 3.86 0.013.87 3.86 0.01

Tasa NetaPtos.0.000.010.01

Tasa NetaPtos.

4.05 4.06 -0.014.07 4.08 -0.014.09 4.10 -0.014.12 4.13 -0.014.33 4.33 0.004.52 4.53 -0.014.75 4.76 -0.014.99 4.99 0.00

Repo G3 Hoy

Repo G3 Ayer

MID Ayer Ptos.

1.200 0.0902.060 0.0602.580 0.0402.790 0.0103.420 0.0103.900 -0.0203.920 -0.020

Hoja1