TIPO DE CAMBIO (CUANTO SE PAGA DE CADA MONEDA POR DÓLAR AMERICANO - USD)

Fecha COP GBP JPY CAD ARS CLP MXN

1/2/2020 3277.14 1.31 108.18 1.30 59.82 751.40 18.90
1/3/2020 3262.05 1.32 108.46 1.30 59.74 775.40 18.86
1/7/2020 3262.05 1.31 108.36 1.30 59.76 771.20 18.92
1/8/2020 3264.26 1.31 109.19 1.30 59.82 759.40 18.84
1/9/2020 3254.42 1.31 109.54 1.31 59.75 769.80 18.84
1/10/2020 3253.89 1.31 109.48 1.31 59.75 774.30 18.81
1/13/2020 3272.62 1.30 110.07 1.31 59.94 776.80 18.82
1/14/2020 3288.05 1.30 109.89 1.31 59.98 770.50 18.80
1/15/2020 3278.83 1.31 109.93 1.30 59.88 777.10 18.81
1/16/2020 3296.74 1.31 110.22 1.31 59.90 778.70 18.79
1/17/2020 3313.40 1.30 110.16 1.31 60.01 774.50 18.68
1/20/2020 3313.40 1.30 110.17 1.30 60.00 771.80 18.68
1/21/2020 3313.40 1.30 110.02 1.31 60.12 777.00 18.78
1/22/2020 3313.40 1.31 109.63 1.32 59.99 773.00 18.73
1/23/2020 3337.77 1.31 109.54 1.31 60.00 779.00 18.77
1/24/2020 3353.76 1.31 109.29 1.32 60.02 778.00 18.80
1/27/2020 3366.01 1.31 108.99 1.32 60.09 790.30 18.90
1/28/2020 3398.40 1.30 109.21 1.32 60.11 787.40 18.72
1/29/2020 3392.60 1.30 108.93 1.32 60.17 794.80 18.74
1/30/2020 3395.1 1.31 109.08 1.32 60.17 798.70 18.77
1/31/2020 3411.45 1.32 108.34 1.32 60.27 800.60 18.86
2/3/2020 3423.24 1.30 108.72 1.33 60.43 789.20 18.80
2/4/2020 3401.56 1.30 109.47 1.33 60.52 782.20 18.70
2/5/2020 3368.87 1.30 109.96 1.33 60.54 777.20 18.58
2/6/2020 3355.44 1.29 109.92 1.33 60.61 784.30 18.67
2/7/2020 3378.43 1.29 109.74 1.33 60.70 792.70 18.78
2/10/2020 3408.35 1.29 109.89 1.33 60.92 795.80 18.69
2/11/2020 3440.96 1.29 109.85 1.33 60.91 793.00 18.68
2/12/2020 3432.89 1.30 109.89 1.33 61.15 794.00 18.66
2/13/2020 3394.80 1.30 109.82 1.33 61.30 796.40 18.60
2/14/2020 3385.11 1.30 109.80 1.33 61.38 792.50 18.56
2/17/2020 3378.29 1.30 109.70 1.33 61.56 796.60 18.61
2/18/2020 3378.29 1.30 110.04 1.32 61.59 797.90 18.60
2/19/2020 3410.24 1.29 111.39 1.32 61.66 799.10 18.63
2/20/2020 3400.98 1.29 112.00 1.33 61.76 809.40 18.89
2/21/2020 3403.50 1.30 111.58 1.32 61.76 804.30 18.92
2/24/2020 3398.05 1.29 110.81 1.33 61.74 811.10 19.03
2/25/2020 3431.60 1.30 110.49 1.33 61.78 814.50 19.10
2/26/2020 3425.22 1.29 110.18 1.33 62.02 814.40 19.42
2/27/2020 3441.88 1.29 108.97 1.34 62.06 815.50 19.55
2/28/2020 3507.11 1.28 108.09 1.34 62.14 818.40 19.63
3/2/2020 3539.86 1.28 107.74 1.33 62.18 814.90 19.45
3/3/2020 3512.17 1.28 107.40 1.34 62.23 816.20 19.40
3/4/2020 3455.56 1.29 107.32 1.34 62.37 821.00 19.58
3/5/2020 3458.45 1.30 105.87 1.34 62.34 826.70 20.04
3/6/2020 3522.41 1.30 105.32 1.34 62.44 827.10 20.12
3/9/2020 3584.58 1.31 104.08 1.36 62.45 841.20 20.65
3/10/2020 3803.60 1.29 104.56 1.37 62.54 834.80 20.92
3/11/2020 3780.39 1.28 104.16 1.38 62.58 843.00 21.68
3/12/2020 3835.15 1.26 105.62 1.39 62.70 853.70 22.05
3/13/2020 4034.66 1.23 107.60 1.40 62.91 839.50 21.96
R DÓLAR AMERICANO - USD) RENDIMIENTO
BRL EUR COP GBP JPY CAD
4.03 0.8949
4.06 0.8931 0.0046 -0.0076 -0.0026 0.0000
4.07 0.8962 0.0000 0.0076 0.0009 0.0000
4.07 0.8994 -0.0007 0.0000 -0.0076 0.0000
4.09 0.9000 0.0030 0.0000 -0.0032 -0.0077
4.10 0.8989 0.0002 0.0000 0.0005 0.0000
4.15 0.8977 -0.0057 0.0077 -0.0054 0.0000
4.13 0.8980 -0.0047 0.0000 0.0016 0.0000
4.18 0.8963 0.0028 -0.0077 -0.0004 0.0077
4.19 0.8981 -0.0054 0.0000 -0.0026 -0.0077
4.16 0.9015 -0.0050 0.0077 0.0005 0.0000
4.19 0.9009 0.0000 0.0000 -0.0001 0.0077
4.21 0.9022 0.0000 0.0000 0.0014 -0.0077
4.18 0.9022 0.0000 -0.0077 0.0036 -0.0076
4.17 0.9047 -0.0073 0.0000 0.0008 0.0076
4.18 0.9067 -0.0048 0.0000 0.0023 -0.0076
4.21 0.9075 -0.0036 0.0000 0.0027 0.0000
4.20 0.9078 -0.0096 0.0077 -0.0020 0.0000
4.23 0.9076 0.0017 0.0000 0.0026 0.0000
4.25 0.9068 -0.0007 -0.0077 -0.0014 0.0000
4.28 0.9012 -0.0048 -0.0076 0.0068 0.0000
4.25 0.9040 -0.0035 0.0153 -0.0035 -0.0075
4.26 0.9060 0.0064 0.0000 -0.0069 0.0000
4.24 0.9091 0.0097 0.0000 -0.0045 0.0000
4.28 0.9105 0.0040 0.0077 0.0004 0.0000
4.32 0.9134 -0.0068 0.0000 0.0016 0.0000
4.33 0.9162 -0.0088 0.0000 -0.0014 0.0000
4.33 0.9160 -0.0095 0.0000 0.0004 0.0000
4.36 0.9200 0.0023 -0.0077 -0.0004 0.0000
4.35 0.9226 0.0112 0.0000 0.0006 0.0000
4.30 0.9230 0.0029 0.0000 0.0002 0.0000
4.33 0.9228 0.0020 0.0000 0.0009 0.0000
4.36 0.9261 0.0000 0.0000 -0.0031 0.0075
4.37 0.9260 -0.0094 0.0077 -0.0122 0.0000
4.40 0.9263 0.0027 0.0000 -0.0055 -0.0075
4.39 0.9219 -0.0007 -0.0077 0.0038 0.0075
4.39 0.9203 0.0016 0.0077 0.0069 -0.0075
4.39 0.9201 -0.0098 -0.0077 0.0029 0.0000
4.45 0.9165 0.0019 0.0077 0.0028 0.0000
4.49 0.9092 -0.0049 0.0000 0.0110 -0.0075
4.47 0.9067 -0.0188 0.0078 0.0081 0.0000
4.48 0.8967 -0.0093 0.0000 0.0032 0.0075
4.52 0.8960 0.0079 0.0000 0.0032 -0.0075
4.59 0.8975 0.0162 -0.0078 0.0007 0.0000
4.61 0.8902 -0.0008 -0.0077 0.0136 0.0000
4.63 0.8858 -0.0183 0.0000 0.0052 0.0000
4.73 0.8782 -0.0175 -0.0077 0.0118 -0.0148
4.65 0.8821 -0.0593 0.0154 -0.0046 -0.0073
4.82 0.8856 0.0061 0.0078 0.0038 -0.0073
4.79 0.8913 -0.0144 0.0157 -0.0139 -0.0072
4.80 0.9016 -0.0507 0.0241 -0.0186 -0.0072

COP GBP JPY CAD

PROMEDIO -0.4159% 0.1260% 0.0108% -0.1482%
VARIANZA 0.0002 0.0000 0.0000 0.0000

DESVIACIÓN 0.0126 0.0070 0.0058 0.0050

LIMITE INFERIOR -1.6788% -0.5757% -0.5705% -0.6462%

LIMITE SUPERIOR 0.8470% 0.8278% 0.5920% 0.3498%

MONTOS USD 100,000.00 USD 100,000.00 USD 100,000.00 USD 100,000.00

PONDERACIÓN 11.11% 11.11% 11.11% 11.11%

VAR INDIVIDUAL USD 2,077.24 USD 1,154.29 USD 956.09 USD 819.11

VAR PORCENTUAL 2.08% 1.15% 0.96% 0.82%

NIVEL DE CONFIANZA 0.95

FACTOR ALFA 1.644853626951

TIEMPO 1

VALOR MÍNIMO COP 3,253.89 GBP 1.23 JPY 104.08 CAD 1.30

VALOR MÁXIMO COP 4,034.66 GBP 1.32 JPY 112.00 CAD 1.40

0.1900%

0.0900%

-0.0100%
0.60% 0.70% 0.80% 0.90% 1.00% 1.10% 1.20% 1.30% 1.40% 1.50%

-0.1100%

-0.2100%

-0.3100%

-0.4100%

-0.5100%

COP GBP JPY CAD ARS CLP M

RENDIMIENTO
ARS CLP MXN BRL EUR

0.0013 -0.0314 0.0021 -0.0074 0.0020

-0.0003 0.0054 -0.0032 -0.0025 -0.0035
-0.0010 0.0154 0.0042 0.0000 -0.0036
0.0012 -0.0136 0.0000 -0.0049 -0.0007
0.0000 -0.0058 0.0016 -0.0024 0.0012
-0.0032 -0.0032 -0.0005 -0.0121 0.0013
-0.0007 0.0081 0.0011 0.0048 -0.0003
0.0017 -0.0085 -0.0005 -0.0120 0.0019
-0.0003 -0.0021 0.0011 -0.0024 -0.0020
-0.0018 0.0054 0.0059 0.0072 -0.0038
0.0002 0.0035 0.0000 -0.0072 0.0007
-0.0020 -0.0067 -0.0053 -0.0048 -0.0014
0.0022 0.0052 0.0027 0.0072 0.0000
-0.0002 -0.0077 -0.0021 0.0024 -0.0028
-0.0003 0.0013 -0.0016 -0.0024 -0.0022
-0.0012 -0.0157 -0.0053 -0.0072 -0.0009
-0.0003 0.0037 0.0096 0.0024 -0.0003
-0.0010 -0.0094 -0.0011 -0.0071 0.0002
0.0000 -0.0049 -0.0016 -0.0047 0.0009
-0.0017 -0.0024 -0.0048 -0.0070 0.0062
-0.0027 0.0143 0.0032 0.0070 -0.0031
-0.0015 0.0089 0.0053 -0.0024 -0.0022
-0.0003 0.0064 0.0064 0.0047 -0.0034
-0.0012 -0.0091 -0.0048 -0.0094 -0.0015
-0.0015 -0.0107 -0.0059 -0.0093 -0.0032
-0.0036 -0.0039 0.0048 -0.0023 -0.0031
0.0002 0.0035 0.0005 0.0000 0.0002
-0.0039 -0.0013 0.0011 -0.0069 -0.0044
-0.0024 -0.0030 0.0032 0.0023 -0.0028
-0.0013 0.0049 0.0022 0.0116 -0.0004
-0.0029 -0.0052 -0.0027 -0.0070 0.0002
-0.0005 -0.0016 0.0005 -0.0069 -0.0036
-0.0011 -0.0015 -0.0016 -0.0023 0.0001
-0.0016 -0.0128 -0.0139 -0.0068 -0.0003
0.0000 0.0063 -0.0016 0.0023 0.0048
0.0003 -0.0084 -0.0058 0.0000 0.0017
-0.0006 -0.0042 -0.0037 0.0000 0.0002
-0.0039 0.0001 -0.0166 -0.0136 0.0039
-0.0006 -0.0013 -0.0067 -0.0089 0.0080
-0.0013 -0.0035 -0.0041 0.0045 0.0028
-0.0006 0.0043 0.0092 -0.0022 0.0111
-0.0008 -0.0016 0.0026 -0.0089 0.0008
-0.0022 -0.0059 -0.0092 -0.0154 -0.0017
0.0005 -0.0069 -0.0232 -0.0043 0.0082
-0.0016 -0.0005 -0.0040 -0.0043 0.0050
-0.0002 -0.0169 -0.0260 -0.0214 0.0086
-0.0014 0.0076 -0.0130 0.0171 -0.0044
-0.0006 -0.0098 -0.0357 -0.0359 -0.0040
-0.0019 -0.0126 -0.0169 0.0062 -0.0064
-0.0033 0.0168 0.0041 -0.0021 -0.0115

ARS CLP MXN BRL EUR

-0.1007% -0.2217% -0.3001% -0.3497% -0.0149%
 0.0000 0.0001 0.0001 0.0001 0.0000

0.0013 0.0088 0.0086 0.0084 0.0040

-0.2350% -1.0981% -1.1639% -1.1849% -0.4173%

0.0336% 0.6547% 0.5637% 0.4855% 0.3875%

USD 100,000.00 USD 100,000.00 USD 100,000.00 USD 100,000.00 USD 100,000.00 USD 900,000.00
11.11% 11.11% 11.11% 11.11% 11.11%

USD 220.93 USD 1,441.57 USD 1,420.81 USD 1,373.72 USD 661.91

0.22% 1.44% 1.42% 1.37% 0.66%

ARS 59.74 CLP 751.40 MXN 18.56 BRL 4.03 EUR 0.88

ARS 62.91 CLP 853.70 MXN 22.05 BRL 4.82 EUR 0.93

1.30% 1.40% 1.50% 1.60% 1.70% 1.80% 1.90% 2.00% 2.10%

ARS CLP MXN BRL EUR

 USD/COP
4100.00

4000.00

3900.00

3800.00

3700.00

3600.00

3500.00

3400.00

3300.00

3200.00
1/2/2020 1/9/2020 1/16/2020 1/23/2020 1/30/2020 2/6/2020 2/13/2020 2/2
COP

2020 2/13/2020 2/20/2020 2/27/2020 3/5/2020 3/12/2020

 USD/GBP
1.33

1.32

1.31

1.30

1.29

1.28

1.27

1.26

1.25

1.24

1.23

1.22
1/2/2020 1/9/2020 1/16/2020 1/23/2020 1/30/2020 2/6/2020 2/13/2020 2/20
GBP

20 2/13/2020 2/20/2020 2/27/2020 3/5/2020 3/12/2020

 USD/JPY
113.00

112.00

111.00

110.00

109.00

108.00

107.00

106.00

105.00

104.00

103.00
1/2/2020 1/9/2020 1/16/2020 1/23/2020 1/30/2020 2/6/2020 2/13/2020 2/2
JPY

020 2/13/2020 2/20/2020 2/27/2020 3/5/2020 3/12/2020

 USD/CAD
1.41

1.40

1.39

1.38

1.37

1.36

1.35

1.34

1.33

1.32

1.31

1.30

1.29
1/2/2020 1/9/2020 1/16/2020 1/23/2020 1/30/2020 2/6/2020 2/13/2020 2/20
CAD

20 2/13/2020 2/20/2020 2/27/2020 3/5/2020 3/12/2020

 USD/ARS
63.00

62.50

62.00

61.50

61.00

60.50

60.00

59.50
1/2/2020 1/9/2020 1/16/2020 1/23/2020 1/30/2020 2/6/2020 2/13/2020 2/20
ARS

020 2/13/2020 2/20/2020 2/27/2020 3/5/2020 3/12/2020

 USD/CLP
860.00

850.00

840.00

830.00

820.00

810.00

800.00

790.00

780.00

770.00

760.00

750.00

740.00
1/2/2020 1/9/2020 1/16/2020 1/23/2020 1/30/2020 2/6/2020 2/13/2020 2/2
CLP

020 2/13/2020 2/20/2020 2/27/2020 3/5/2020 3/12/2020

 USD/MXN
22.50

22.00

21.50

21.00

20.50

20.00

19.50

19.00

18.50

18.00
1/2/2020 1/9/2020 1/16/2020 1/23/2020 1/30/2020 2/6/2020 2/13/2020 2/20
MXN

020 2/13/2020 2/20/2020 2/27/2020 3/5/2020 3/12/2020

 USD/BRL
4.90

4.80

4.70

4.60

4.50

4.40

4.30

4.20

4.10

4.00
1/2/2020 1/9/2020 1/16/2020 1/23/2020 1/30/2020 2/6/2020 2/13/2020 2/20
BRL

020 2/13/2020 2/20/2020 2/27/2020 3/5/2020 3/12/2020

 USD/EUR
0.9300

0.9200

0.9100

0.9000

0.8900

0.8800

0.8700
1/2/2020 1/9/2020 1/16/2020 1/23/2020 1/30/2020 2/6/2020 2/13/2020 2/2
EUR

020 2/13/2020 2/20/2020 2/27/2020 3/5/2020 3/12/2020