Banco de México

Tipos de cambio y resultados históricos de las subastas

Tipos de cambio diarios

Fecha de consulta: 19/12/2021 03:40:09

Tipo de cambio pesos por dólar Tipo de cambio Pesos por dólar
E.U.A., Tipo de cambio para E.U.A., Tipo de cambio para
solventar obligaciones solventar obligaciones
Título denominadas en moneda denominadas en moneda
extranjera, Fecha de liquidación extranjera, Fecha de
determinación (FIX)

Periodo
14/11/1991 - 21/12/2021 12/11/1991 - 17/12/2021
disponible
Periodicidad Diaria Diaria
Cifra Tipo de Cambio Tipo de Cambio
Unidad Pesos por Dólar Pesos por Dólar
Base
Aviso
Tipo de Niveles Niveles
información
Fecha SF60653 SF43718
6/1/2017 18.6643 18.5941
6/2/2017 18.6909 18.6204
6/5/2017 18.5941 18.3819
6/6/2017 18.6204 18.2762
6/7/2017 18.3819 18.2278
6/8/2017 18.2762 18.1946
6/9/2017 18.2278 18.1939
6/12/2017 18.1946 18.1802
6/13/2017 18.1939 18.0725
6/14/2017 18.1802 17.9343
6/15/2017 18.0725 18.1154
6/16/2017 17.9343 17.9321
6/19/2017 18.1154 17.9519
6/20/2017 17.9321 18.1167
6/21/2017 17.9519 18.1570
6/22/2017 18.1167 18.1270
6/23/2017 18.1570 17.9900
6/26/2017 18.1270 17.8775
6/27/2017 17.9900 17.9862
6/28/2017 17.8775 17.8973
6/29/2017 17.9862 18.0279
6/30/2017 17.8973 18.0626
7/3/2017 18.0279 18.2064
7/4/2017 18.0626 18.2036
7/5/2017 18.2064 18.3556
7/6/2017 18.2036 18.3227
7/7/2017 18.3556 18.1394
7/10/2017 18.3227 17.9751
7/11/2017 18.1394 17.9482
7/12/2017 17.9751 17.7708
7/13/2017 17.9482 17.7422
7/14/2017 17.7708 17.5613
7/17/2017 17.7422 17.5836
7/18/2017 17.5613 17.5134
7/19/2017 17.5836 17.4937
7/20/2017 17.5134 17.5260
7/21/2017 17.4937 17.5618
7/24/2017 17.5260 17.6893
7/25/2017 17.5618 17.7492
7/26/2017 17.6893 17.7561
7/27/2017 17.7492 17.6886
7/28/2017 17.7561 17.7435
7/31/2017 17.6886 17.8646
8/1/2017 17.7435 17.8108
8/2/2017 17.8646 17.8696
8/3/2017 17.8108 17.8733
8/4/2017 17.8696 17.8798
8/7/2017 17.8733 17.9641
8/8/2017 17.8798 17.9160
8/9/2017 17.9641 17.9671
8/10/2017 17.9160 17.9073
8/11/2017 17.9671 17.8470
8/14/2017 17.9073 17.7755
8/15/2017 17.8470 17.8483
8/16/2017 17.7755 17.7160
8/17/2017 17.8483 17.7324
8/18/2017 17.7160 17.8584
8/21/2017 17.7324 17.6501
8/22/2017 17.8584 17.6458
8/23/2017 17.6501 17.7113
8/24/2017 17.6458 17.6977
8/25/2017 17.7113 17.6205
8/28/2017 17.6977 17.8049
8/29/2017 17.6205 17.8760
8/30/2017 17.8049 17.7753
 8/31/2017 17.8760 17.8145
9/1/2017 17.7753 17.7861
9/4/2017 17.8145 17.8683
9/5/2017 17.7861 17.8360
9/6/2017 17.8683 17.8136
9/7/2017 17.8360 17.6965
9/8/2017 17.8136 17.7331
9/11/2017 17.6965 17.6443
9/12/2017 17.7331 17.7810
9/13/2017 17.6443 17.7836
9/14/2017 17.7810 17.7278
9/15/2017 17.7836 17.6857
9/18/2017 17.7278 17.7610
9/19/2017 17.6857 17.7643
9/20/2017 17.7610 17.7009
9/21/2017 17.7643 17.8545
9/22/2017 17.7009 17.7487
9/25/2017 17.8545 17.8831
9/26/2017 17.7487 17.9933
9/27/2017 17.8831 18.1300
9/28/2017 17.9933 18.1979
9/29/2017 18.1300 18.1590
10/2/2017 18.1979 18.2337
10/3/2017 18.1590 18.2113
10/4/2017 18.2337 18.2282
10/5/2017 18.2113 18.3060
10/6/2017 18.2282 18.5522
10/9/2017 18.3060 18.6646
10/10/2017 18.5522 18.6327
10/11/2017 18.6646 18.7180
10/12/2017 18.6327 18.7631
10/13/2017 18.7180 18.9008
10/16/2017 18.7631 19.0753
10/17/2017 18.9008 19.0117
10/18/2017 19.0753 18.8869
10/19/2017 19.0117 18.8248
10/20/2017 18.8869 19.0080
10/23/2017 18.8248 19.0489
10/24/2017 19.0080 19.2009
10/25/2017 19.0489 19.0770
10/26/2017 19.2009 19.0960
10/27/2017 19.0770 19.1474
10/30/2017 19.0960 19.2188
10/31/2017 19.1474 19.1478
11/1/2017 19.2188 19.1241
 11/3/2017 19.1478 19.1850
11/6/2017 19.1241 19.0814
11/7/2017 19.1850 19.1349
11/8/2017 19.0814 19.0718
11/9/2017 19.1349 19.0900
11/10/2017 19.0718 19.0526
11/13/2017 19.0900 19.1680
11/14/2017 19.0526 19.1334
11/15/2017 19.1680 19.2268
11/16/2017 19.1334 19.1224
11/17/2017 19.2268 18.9724
11/21/2017 19.1224 18.8242
11/22/2017 18.9724 18.7400
11/23/2017 18.8242 18.6041
11/24/2017 18.7400 18.5379
11/27/2017 18.6041 18.5200
11/28/2017 18.5379 18.5848
11/29/2017 18.5200 18.5190
11/30/2017 18.5848 18.6229
12/1/2017 18.5190 18.6399
12/4/2017 18.6229 18.6420
12/5/2017 18.6399 18.6958
12/6/2017 18.6420 18.8897
12/7/2017 18.6958 18.9315
12/8/2017 18.8897 18.9445
12/11/2017 18.9315 18.9740
12/13/2017 18.9445 19.1391
12/14/2017 18.9740 19.1202
12/15/2017 19.1391 19.1289
12/18/2017 19.1202 19.0289
12/19/2017 19.1289 19.1913
12/20/2017 19.0289 19.2291
12/21/2017 19.1913 19.3962
12/22/2017 19.2291 19.5848
12/26/2017 19.3962 19.7223
12/27/2017 19.5848 19.7867
12/28/2017 19.7223 19.7354
12/29/2017 19.7867 19.6629
1/2/2018 19.7354 19.4899
1/3/2018 19.6629 19.3717
1/4/2018 19.4899 19.2427
1/5/2018 19.3717 19.2737
1/8/2018 19.2427 19.2323
1/9/2018 19.2737 19.3065
1/10/2018 19.2323 19.2405
1/11/2018 19.3065 19.3433
1/12/2018 19.2405 19.0446
1/15/2018 19.3433 18.8113
1/16/2018 19.0446 18.8362
1/17/2018 18.8113 18.6550
1/18/2018 18.8362 18.6361
1/19/2018 18.6550 18.5813
1/22/2018 18.6361 18.7118
1/23/2018 18.5813 18.7980
1/24/2018 18.7118 18.5178
1/25/2018 18.7980 18.4780
1/26/2018 18.5178 18.4672
1/29/2018 18.4780 18.6196
1/30/2018 18.4672 18.6982
1/31/2018 18.6196 18.6069
2/1/2018 18.6982 18.4004
2/2/2018 18.6069 18.5248
2/6/2018 18.4004 18.7009
2/7/2018 18.5248 18.6492
2/8/2018 18.7009 18.8815
2/9/2018 18.6492 18.8623
2/12/2018 18.8815 18.6703
2/13/2018 18.8623 18.6269
2/14/2018 18.6703 18.6025
2/15/2018 18.6269 18.5159
2/16/2018 18.6025 18.4797
2/19/2018 18.5159 18.5360
2/20/2018 18.4797 18.6594
2/21/2018 18.5360 18.6518
2/22/2018 18.6594 18.6574
2/23/2018 18.6518 18.5659
2/26/2018 18.6574 18.6456
2/27/2018 18.5659 18.7902
2/28/2018 18.6456 18.8331
3/1/2018 18.7902 18.8610
3/2/2018 18.8331 18.8909
3/5/2018 18.8610 18.8838
3/6/2018 18.8909 18.7246
3/7/2018 18.8838 18.7922
3/8/2018 18.7246 18.7148
3/9/2018 18.7922 18.5812
3/12/2018 18.7148 18.6199
3/13/2018 18.5812 18.5604
3/14/2018 18.6199 18.5854
3/15/2018 18.5604 18.7023
3/16/2018 18.5854 18.7216
3/20/2018 18.7023 18.7614
3/21/2018 18.7216 18.6001
3/22/2018 18.7614 18.5078
3/23/2018 18.6001 18.5364
3/26/2018 18.5078 18.3268
3/27/2018 18.5364 18.3445
3/28/2018 18.3268 18.2709
4/2/2018 18.3445 18.2967
4/3/2018 18.2709 18.2044
4/4/2018 18.2967 18.2244
4/5/2018 18.2044 18.1081
4/6/2018 18.2244 18.2888
4/9/2018 18.1081 18.2753
4/10/2018 18.2888 18.2882
4/11/2018 18.2753 18.2018
4/12/2018 18.2882 18.1353
4/13/2018 18.2018 18.0870
4/16/2018 18.1353 18.0394
4/17/2018 18.0870 17.9787
4/18/2018 18.0394 18.0333
4/19/2018 17.9787 18.2819
4/20/2018 18.0333 18.6210
4/23/2018 18.2819 18.8628
4/24/2018 18.6210 18.8139
4/25/2018 18.8628 19.0530
4/26/2018 18.8139 18.8644
4/27/2018 19.0530 18.6847
4/30/2018 18.8644 18.7878
5/2/2018 18.6847 19.0943
5/3/2018 18.7878 19.1223
5/4/2018 19.0943 19.2017
5/7/2018 19.1223 19.4232
5/8/2018 19.2017 19.5781
5/9/2018 19.4232 19.5387
5/10/2018 19.5781 19.2989
5/11/2018 19.5387 19.3539
5/14/2018 19.2989 19.5214
5/15/2018 19.3539 19.7854
5/16/2018 19.5214 19.7094
5/17/2018 19.7854 19.7033
5/18/2018 19.7094 19.9319
5/21/2018 19.7033 19.9054
5/22/2018 19.9319 19.7528
5/23/2018 19.9054 19.7661
5/24/2018 19.7528 19.7048
5/25/2018 19.7661 19.5608
5/28/2018 19.7048 19.5915
5/29/2018 19.5608 19.7499
5/30/2018 19.5915 19.7322
5/31/2018 19.7499 19.9759
6/1/2018 19.7322 19.8662
6/4/2018 19.9759 19.9934
6/5/2018 19.8662 20.3863
6/6/2018 19.9934 20.3129
6/7/2018 20.3863 20.4600
6/8/2018 20.3129 20.5281
6/11/2018 20.4600 20.4722
6/12/2018 20.5281 20.5960
6/13/2018 20.4722 20.6259
6/14/2018 20.5960 20.6953
6/15/2018 20.6259 20.7160
6/18/2018 20.6953 20.6968
6/19/2018 20.7160 20.5531
6/20/2018 20.6968 20.3937
6/21/2018 20.5531 20.3689
6/22/2018 20.3937 20.1264
6/25/2018 20.3689 20.0908
6/26/2018 20.1264 19.8754
6/27/2018 20.0908 20.0553
6/28/2018 19.8754 19.8633
6/29/2018 20.0553 19.6912
7/2/2018 19.8633 20.1453
7/3/2018 19.6912 19.5974
7/4/2018 20.1453 19.4284
7/5/2018 19.5974 19.2513
7/6/2018 19.4284 19.0719
7/9/2018 19.2513 19.1563
7/10/2018 19.0719 19.0559
7/11/2018 19.1563 18.9632
7/12/2018 19.0559 18.8241
7/13/2018 18.9632 18.8854
7/16/2018 18.8241 18.8360
7/17/2018 18.8854 18.8763
7/18/2018 18.8360 18.9100
7/19/2018 18.8763 19.0790
7/20/2018 18.9100 19.0694
7/23/2018 19.0790 19.0761
7/24/2018 19.0694 18.8506
7/25/2018 19.0761 18.7709
7/26/2018 18.8506 18.6234
7/27/2018 18.7709 18.5515
7/30/2018 18.6234 18.5413
7/31/2018 18.5515 18.6457
8/1/2018 18.5413 18.5899
8/2/2018 18.6457 18.6349
8/3/2018 18.5899 18.5725
8/6/2018 18.6349 18.5433
8/7/2018 18.5725 18.4631
8/8/2018 18.5433 18.4542
8/9/2018 18.4631 18.6511
8/10/2018 18.4542 18.9273
8/13/2018 18.6511 19.1801
8/14/2018 18.9273 18.9973
8/15/2018 19.1801 19.2339
8/16/2018 18.9973 19.0100
8/17/2018 19.2339 19.0615
8/20/2018 19.0100 19.0305
8/21/2018 19.0615 18.8784
8/22/2018 19.0305 18.8176
8/23/2018 18.8784 18.8672
8/24/2018 18.8176 18.8339
8/27/2018 18.8672 18.6697
8/28/2018 18.8339 18.9354
8/29/2018 18.6697 19.0659
8/30/2018 18.9354 19.1258
8/31/2018 19.0659 19.1792
9/3/2018 19.1258 19.2137
9/4/2018 19.1792 19.3609
9/5/2018 19.2137 19.4433
9/6/2018 19.3609 19.3546
9/7/2018 19.4433 19.2394
9/10/2018 19.3546 19.2989
9/11/2018 19.2394 19.2680
9/12/2018 19.2989 19.0511
9/13/2018 19.2680 18.8775
9/14/2018 19.0511 18.8689
9/17/2018 18.8775 18.8399
9/18/2018 18.8689 18.7694
9/19/2018 18.8399 18.7672
9/20/2018 18.7694 18.8296
9/21/2018 18.7672 18.8539
9/24/2018 18.8296 18.8516
9/25/2018 18.8539 18.9870
9/26/2018 18.8516 18.8986
 9/27/2018 18.9870 18.8120
9/28/2018 18.8986 18.7231
10/1/2018 18.8120 18.6531
10/2/2018 18.7231 18.7503
10/3/2018 18.6531 18.8014
10/4/2018 18.7503 19.1328
10/5/2018 18.8014 18.9444
10/8/2018 19.1328 18.9234
10/9/2018 18.9444 19.0000
10/10/2018 18.9234 19.1183
10/11/2018 19.0000 19.0217
10/12/2018 19.1183 18.9202
10/15/2018 19.0217 18.8096
10/16/2018 18.9202 18.7693
10/17/2018 18.8096 18.8012
10/18/2018 18.7693 19.1018
10/19/2018 18.8012 19.2183
10/22/2018 19.1018 19.3669
10/23/2018 19.2183 19.4169
10/24/2018 19.3669 19.4623
10/25/2018 19.4169 19.4383
10/26/2018 19.4623 19.4790
10/29/2018 19.4383 19.8022
10/30/2018 19.4790 20.0258
10/31/2018 19.8022 20.3177
11/1/2018 20.0258 20.1329
11/5/2018 20.3177 19.9636
11/6/2018 20.1329 19.8609
11/7/2018 19.9636 19.8245
11/8/2018 19.8609 20.0438
11/9/2018 19.8245 20.3614
11/12/2018 20.0438 20.3179
11/13/2018 20.3614 20.5158
11/14/2018 20.3179 20.3979
11/15/2018 20.5158 20.3371
11/16/2018 20.3979 20.1550
11/20/2018 20.3371 20.4123
11/21/2018 20.1550 20.2023
11/22/2018 20.4123 20.2984
11/23/2018 20.2023 20.3935
11/26/2018 20.2984 20.5304
11/27/2018 20.3935 20.4977
11/28/2018 20.5304 20.4108
11/29/2018 20.4977 20.2217
11/30/2018 20.4108 20.3455
 12/3/2018 20.2217 20.2346
12/4/2018 20.3455 20.5123
12/5/2018 20.2346 20.5672
12/6/2018 20.5123 20.4705
12/7/2018 20.5672 20.2609
12/10/2018 20.4705 20.3621
12/11/2018 20.2609 20.2889
12/13/2018 20.3621 20.2566
12/14/2018 20.2889 20.3337
12/17/2018 20.2566 20.1126
12/18/2018 20.3337 20.1277
12/19/2018 20.1126 20.0293
12/20/2018 20.1277 19.9082
12/21/2018 20.0293 19.9275
12/24/2018 19.9082 19.8473
12/26/2018 19.9275 19.8823
12/27/2018 19.8473 19.6829
12/28/2018 19.8823 19.6566
12/31/2018 19.6829 19.6512
1/2/2019 19.6566 19.5878
1/3/2019 19.6512 19.6073
1/4/2019 19.5878 19.4902
1/7/2019 19.6073 19.3208
1/8/2019 19.4902 19.3479
1/9/2019 19.3208 19.2456
1/10/2019 19.3479 19.1714
1/11/2019 19.2456 19.1236
1/14/2019 19.1714 19.0064
1/15/2019 19.1236 19.0457
1/16/2019 19.0064 18.9908
1/17/2019 19.0457 19.0630
1/18/2019 18.9908 19.0844
1/21/2019 19.0630 19.1902
1/22/2019 19.0844 19.1297
1/23/2019 19.1902 19.0771
1/24/2019 19.1297 18.9859
1/25/2019 19.0771 18.9280
1/28/2019 18.9859 19.0381
1/29/2019 18.9280 18.9972
1/30/2019 19.0381 19.1623
1/31/2019 18.9972 19.0388
2/1/2019 19.1623 19.1098
2/5/2019 19.0388 19.0824
2/6/2019 19.1098 19.1058
2/7/2019 19.0824 19.0800
 2/8/2019 19.1058 19.0893
2/11/2019 19.0800 19.2524
2/12/2019 19.0893 19.2592
2/13/2019 19.2524 19.4084
2/14/2019 19.2592 19.3569
2/15/2019 19.4084 19.3625
2/18/2019 19.3569 19.2578
2/19/2019 19.3625 19.1778
2/20/2019 19.2578 19.1835
2/21/2019 19.1778 19.2652
2/22/2019 19.1835 19.1394
2/25/2019 19.2652 19.1185
2/26/2019 19.1394 19.1630
2/27/2019 19.1185 19.2201
2/28/2019 19.1630 19.2607
3/1/2019 19.2201 19.2978
3/4/2019 19.2607 19.3039
3/5/2019 19.2978 19.2597
3/6/2019 19.3039 19.3708
3/7/2019 19.2597 19.5225
3/8/2019 19.3708 19.4902
3/11/2019 19.5225 19.4243
3/12/2019 19.4902 19.3049
3/13/2019 19.4243 19.3320
3/14/2019 19.3049 19.3233
3/15/2019 19.3320 19.2176
3/19/2019 19.3233 19.0004
3/20/2019 19.2176 18.9098
3/21/2019 19.0004 18.8694
3/22/2019 18.9098 19.1369
3/25/2019 18.8694 19.0151
3/26/2019 19.1369 19.0989
3/27/2019 19.0151 19.3201
3/28/2019 19.0989 19.3793
3/29/2019 19.3201 19.3779
4/1/2019 19.3793 19.2169
4/2/2019 19.3779 19.2279
4/3/2019 19.2169 19.1805
4/4/2019 19.2279 19.1728
4/5/2019 19.1805 19.0805
4/8/2019 19.1728 18.9701
4/9/2019 19.0805 18.9229
4/10/2019 18.9701 18.8360
4/11/2019 18.9229 18.8432
4/12/2019 18.8360 18.7719
4/15/2019 18.8432 18.8489
4/16/2019 18.7719 18.9516
4/17/2019 18.8489 18.8480
4/22/2019 18.9516 18.8359
4/23/2019 18.8480 18.9578
4/24/2019 18.8359 19.0046
4/25/2019 18.9578 19.0942
4/26/2019 19.0046 18.9414
4/29/2019 19.0942 19.0120
4/30/2019 18.9414 19.0099
5/2/2019 19.0120 19.1014
5/3/2019 19.0099 19.0012
5/6/2019 19.1014 18.9781
5/7/2019 19.0012 19.0499
5/8/2019 18.9781 19.0837
5/9/2019 19.0499 19.2623
5/10/2019 19.0837 19.1374
5/13/2019 19.2623 19.1928
5/14/2019 19.1374 19.1427
5/15/2019 19.1928 19.1236
5/16/2019 19.1427 19.0710
5/17/2019 19.1236 19.1454
5/20/2019 19.0710 19.0908
5/21/2019 19.1454 19.0309
5/22/2019 19.0908 18.9755
5/23/2019 19.0309 19.0122
5/24/2019 18.9755 19.0658
5/27/2019 19.0122 19.0521
5/28/2019 19.0658 19.1652
5/29/2019 19.0521 19.2395
5/30/2019 19.1652 19.0683
5/31/2019 19.2395 19.6426
6/3/2019 19.0683 19.7609
6/4/2019 19.6426 19.6007
6/5/2019 19.7609 19.5418
6/6/2019 19.6007 19.7084
6/7/2019 19.5418 19.6528
6/10/2019 19.7084 19.2040
6/11/2019 19.6528 19.1222
6/12/2019 19.2040 19.1383
6/13/2019 19.1222 19.1645
6/14/2019 19.1383 19.1487
6/17/2019 19.1645 19.1924
6/18/2019 19.1487 19.1011
6/19/2019 19.1924 19.1753
6/20/2019 19.1011 18.9804
6/21/2019 19.1753 19.0661
6/24/2019 18.9804 19.1833
6/25/2019 19.0661 19.2271
6/26/2019 19.1833 19.1442
6/27/2019 19.2271 19.1685
6/28/2019 19.1442 19.2087
7/1/2019 19.1685 19.0760
7/2/2019 19.2087 19.0694
7/3/2019 19.0760 19.0502
7/4/2019 19.0694 18.9947
7/5/2019 19.0502 19.0446
7/8/2019 18.9947 18.9116
7/9/2019 19.0446 19.0043
7/10/2019 18.9116 19.2425
7/11/2019 19.0043 19.1227
7/12/2019 19.2425 19.0307
7/15/2019 19.1227 18.9803
7/16/2019 19.0307 19.0781
7/17/2019 18.9803 19.0233
7/18/2019 19.0781 19.0108
7/19/2019 19.0233 19.0123
7/22/2019 19.0108 19.0659
7/23/2019 19.0123 19.1315
7/24/2019 19.0659 19.0894
7/25/2019 19.1315 19.0623
7/26/2019 19.0894 19.0699
7/29/2019 19.0623 19.0900
7/30/2019 19.0699 19.0747
Tipo de cambio pesos por dólar Tipo de cambio pesos por dólar Tipo de cambio pesos por dólar
E.U.A., Interbancario a 48 horas, E.U.A., Interbancario a 48 horas, E.U.A., Interbancario a 48 horas,
Apertura compra Apertura venta Cierre compra

02/01/1992 - 17/12/2021 02/01/1992 - 17/12/2021 02/01/1992 - 29/10/2021

Diaria Diaria Diaria

Tipo de Cambio Tipo de Cambio Tipo de Cambio
Pesos por Dólar Pesos por Dólar Pesos por Dólar

Niveles Niveles Niveles

SF43787 SF43784 SF43788

18.6350 18.6400 18.5840
18.5850 18.5900 18.7050
18.4155 18.4205 18.3615
18.2480 18.2530 18.2500
18.1960 18.2010 18.2460
18.1830 18.1880 18.2005
18.2125 18.2175 18.1565
18.1980 18.2030 18.1705
18.1055 18.1105 18.0530
17.9515 17.9565 17.9200
18.1250 18.1300 18.0760
18.0020 18.0070 17.9010
17.9565 17.9615 17.9895
18.0925 18.0975 18.1375
18.1645 18.1695 18.2800
18.1600 18.1650 18.0475
18.0370 18.0420 17.9880
17.8510 17.8560 17.8840
18.0010 18.0080 17.9815
17.8970 17.9020 17.8685
18.0010 18.0060 18.0750
18.0180 18.0250 18.1360
18.1820 18.1900 18.1955
18.2140 18.2190 18.1665
18.3840 18.3890 18.2840
18.3390 18.3470 18.2665
18.1275 18.1325 18.0825
17.9615 17.9665 17.9940
17.9545 17.9595 17.9230
17.7885 17.7935 17.7795
17.7370 17.7420 17.7310
17.5450 17.5500 17.5375
17.5970 17.6030 17.5800
17.5185 17.5245 17.4905
17.4960 17.5020 17.4955
17.5140 17.5200 17.4945
17.5250 17.5310 17.6120
17.6730 17.6790 17.6875
17.7065 17.7125 17.7670
17.7865 17.7925 17.6235
17.6065 17.6125 17.6990
17.7740 17.7800 17.7925
17.8360 17.8420 17.8350
17.7780 17.7850 17.8395
17.9175 17.9235 17.8155
17.8605 17.8665 17.8640
17.8585 17.8645 17.8800
17.9395 17.9465 17.9400
17.9110 17.9180 17.8590
17.9985 18.0045 17.9625
17.9235 17.9295 17.9035
17.9260 17.9320 17.8040
17.7770 17.7820 17.7700
17.8630 17.8680 17.7990
17.7230 17.7300 17.6695
17.6685 17.6745 17.7620
17.9050 17.9110 17.7150
17.6575 17.6645 17.6570
17.6510 17.6580 17.6685
17.7420 17.7480 17.7055
17.6930 17.7000 17.6915
17.7020 17.7080 17.6220
17.7430 17.7490 17.8130
17.8690 17.8750 17.8790
17.8195 17.8245 17.7600
17.7905 17.7965 17.7735
17.8215 17.8275 17.7850
17.8630 17.8700 17.8765
17.7940 17.8000 17.8935
17.8570 17.8630 17.7925
17.7000 17.7060 17.6800
17.7035 17.7095 17.6930
17.6425 17.6485 17.6465
17.7930 17.7990 17.7380
17.7635 17.7695 17.7500
17.7650 17.7710 17.6970
17.6735 17.6795 17.6530
17.7330 17.7390 17.7500
17.7360 17.7420 17.7635
17.7325 17.7385 17.7925
17.8595 17.8655 17.8780
17.7515 17.7575 17.7305
17.8135 17.8195 17.8860
17.9930 17.9990 17.9570
18.1445 18.1495 18.1350
18.1690 18.1750 18.1730
18.1840 18.1900 18.1725
18.2695 18.2755 18.2095
18.2240 18.2300 18.2225
18.2325 18.2385 18.2265
18.2630 18.2690 18.4375
18.6130 18.6200 18.5315
18.6410 18.6480 18.6575
18.5620 18.5680 18.7330
18.7165 18.7225 18.7385
18.7930 18.8000 18.7390
18.8540 18.8600 18.9355
19.0140 19.0200 19.0725
19.0110 19.0170 18.9705
18.8780 18.8850 18.8065
18.8090 18.8160 18.8540
19.0365 19.0435 19.0060
18.9780 18.9840 19.0750
19.1475 19.1535 19.1885
19.0680 19.0750 19.0625
19.0400 19.0470 19.1620
19.2120 19.2190 19.1535
19.1580 19.1640 19.2440
19.1910 19.1970 19.1485
19.0990 19.1050 19.1225
19.2115 19.2175 19.1530
19.0525 19.0585 19.0300
19.0620 19.0680 19.1820
19.0765 19.0825 19.0970
19.1245 19.1305 19.0580
19.0150 19.0210 19.0975
19.1560 19.1620 19.1260
19.1035 19.1095 19.1475
19.1910 19.1980 19.3225
19.1340 19.1400 19.0600
18.9915 18.9975 18.9365
18.8500 18.8560 18.7835
18.7865 18.7925 18.6250
18.6215 18.6285 18.6570
18.5565 18.5625 18.5640
18.5030 18.5090 18.5490
18.6590 18.6650 18.5705
18.5610 18.5670 18.5415
18.5205 18.5265 18.6545
18.7065 18.7125 18.6420
18.6315 18.6375 18.6140
18.7435 18.7495 18.7230
18.8840 18.8900 18.8775
18.9740 18.9800 18.9345
18.9140 18.9200 18.9420
18.9915 18.9975 19.0285
19.1920 19.1990 19.0705
19.1275 19.1345 19.0390
19.1390 19.1460 19.1305
19.0140 19.0200 19.0790
19.1725 19.1795 19.1970
19.2470 19.2540 19.2270
19.3530 19.3600 19.4870
19.5170 19.5240 19.7155
19.5870 19.5950 19.8720
19.8020 19.8100 19.7220
19.6710 19.6790 19.7570
19.6785 19.6865 19.6515
19.4885 19.4955 19.4680
19.3430 19.3500 19.3880
19.3060 19.3130 19.2550
19.3430 19.3500 19.1870
19.2580 19.2650 19.2215
19.3420 19.3485 19.2335
19.2780 19.2845 19.3760
19.4045 19.4115 19.2710
19.0530 19.0595 18.9985
18.7975 18.8045 18.8510
18.8020 18.8090 18.7810
18.7010 18.7070 18.5890
18.6295 18.6360 18.6430
18.5655 18.5725 18.5950
18.6905 18.6975 18.7100
18.8340 18.8410 18.7540
18.5500 18.5570 18.4790
18.4225 18.4295 18.5720
18.4390 18.4460 18.5180
18.6270 18.6340 18.5850
18.6730 18.6800 18.7170
18.6165 18.6235 18.6445
18.5125 18.5195 18.3655
18.5530 18.5600 18.5325
18.7220 18.7295 18.6495
18.6530 18.6600 18.6860
18.8285 18.8360 18.8535
18.7810 18.7885 18.7920
18.6525 18.6595 18.6150
18.6330 18.6400 18.6535
18.7165 18.7235 18.5530
18.4615 18.4685 18.5165
18.4815 18.4880 18.5005
18.5500 18.5580 18.5080
18.6405 18.6465 18.7135
18.6375 18.6435 18.6995
18.6840 18.6905 18.6155
18.5655 18.5715 18.5470
18.6605 18.6675 18.6760
18.7480 18.7550 18.7885
18.8210 18.8270 18.8145
18.9160 18.9220 18.8705
18.9385 18.9445 18.8645
18.9230 18.9295 18.8585
18.7010 18.7070 18.7210
18.7830 18.7900 18.7725
18.7035 18.7095 18.7460
18.5210 18.5275 18.6260
18.6130 18.6200 18.5840
18.5500 18.5560 18.6190
18.5900 18.5960 18.5915
18.6525 18.6585 18.7335
18.7400 18.7460 18.6775
18.7690 18.7750 18.7710
18.5805 18.5865 18.4730
18.5445 18.5505 18.5525
18.5720 18.5790 18.5370
18.3655 18.3715 18.2910
18.3440 18.3500 18.3940
18.3020 18.3080 18.2970
18.2505 18.2575 18.3360
18.1890 18.1950 18.2105
18.2680 18.2740 18.1655
18.0670 18.0730 18.1890
18.2125 18.2190 18.3035
18.3015 18.3080 18.2985
18.3125 18.3185 18.2575
18.2320 18.2380 18.2285
18.1240 18.1300 18.1865
18.0940 18.1000 18.0765
18.0385 18.0445 18.0305
17.9655 17.9715 17.9880
18.0135 18.0195 18.0510
18.2320 18.2380 18.4490
18.5315 18.5915 18.5435
18.7955 18.8015 18.9020
18.7760 18.7820 18.8570
19.0615 19.0675 18.9280
18.8395 18.8470 18.8595
18.6800 18.6860 18.6685
18.7735 18.7800 18.7475
19.1330 19.1395 18.9420
19.0340 19.0405 19.0625
19.1820 19.1890 19.1735
19.3530 19.3605 19.4445
19.5720 19.5790 19.5695
19.5830 19.5900 19.5520
19.3375 19.3445 19.2315
19.2420 19.2490 19.3825
19.4285 19.4360 19.5220
19.8830 19.8900 19.7200
19.6635 19.6710 19.5875
19.7220 19.7295 19.6740
19.9220 19.9295 19.9330
19.9040 19.9115 19.8455
19.7300 19.7370 19.7495
19.7640 19.7720 19.5515
19.7270 19.7350 19.6835
19.6245 19.6325 19.5495
19.5865 19.5945 19.5900
19.6875 19.6950 19.8425
19.7360 19.7440 19.8035
19.9915 20.0000 19.9155
19.8525 19.8600 19.9070
19.9860 19.9935 20.0185
20.3550 20.3630 20.3435
20.2565 20.2640 20.3240
20.4265 20.4345 20.5230
20.5120 20.5205 20.3650
20.4145 20.4225 20.5455
20.5570 20.5645 20.6945
20.6740 20.6820 20.7940
20.6285 20.6370 20.8205
20.8705 20.8790 20.6580
20.7245 20.7325 20.5110
20.5880 20.5960 20.5095
20.3925 20.4010 20.3915
20.3520 20.3590 20.2455
20.1855 20.1930 19.9995
20.1220 20.1300 19.9850
19.8720 19.8795 19.9275
19.9880 19.9955 20.1670
19.9700 19.9780 19.7140
19.6845 19.6915 19.8660
20.1270 20.1355 20.0465
19.6815 19.6900 19.5670
19.4410 19.4500 19.3860
19.3060 19.3140 19.2220
19.0485 19.0570 19.0860
19.1595 19.1680 19.2180
19.1030 19.1110 18.9195
18.9620 18.9700 19.0460
18.8560 18.8640 18.9050
18.9775 18.9855 18.9130
18.7925 18.7995 18.8460
18.8765 18.8835 18.8760
19.0290 19.0360 18.8455
19.1100 19.1170 19.0220
18.9610 18.9685 19.0510
19.1360 19.1440 18.9915
18.8465 18.8545 18.9015
18.7485 18.7565 18.7310
18.6615 18.6695 18.6375
18.5860 18.5940 18.6375
18.5165 18.5235 18.5350
18.6520 18.6595 18.6230
18.5855 18.5925 18.5965
18.6530 18.6600 18.6080
18.6355 18.6430 18.5520
18.5595 18.5670 18.4915
18.4500 18.4570 18.4710
18.4630 18.4700 18.4380
18.5980 18.6050 18.6315
18.9930 19.0015 18.9540
19.1510 19.1600 19.1650
19.0060 19.0140 18.9545
19.2120 19.2210 19.2110
18.9490 18.9575 19.0685
19.0900 19.0980 18.9840
19.0050 19.0135 19.0270
18.9045 18.9115 18.8395
18.8115 18.8185 18.7830
18.8275 18.8345 18.8930
18.8785 18.8860 18.9270
18.6725 18.6805 18.7385
18.8305 18.8370 18.9785
19.1340 19.1420 18.9725
19.1580 19.1660 19.1245
19.1125 19.1205 19.1025
19.2250 19.2325 19.1810
19.4020 19.4090 19.3530
19.4670 19.4740 19.3805
19.3140 19.3215 19.2965
19.2560 19.2640 19.2855
19.3130 19.3200 19.2625
19.3370 19.3445 19.2350
19.1000 19.1070 19.0225
18.8670 18.8745 18.8220
18.8550 18.8625 18.8735
18.8420 18.8490 18.8225
18.7780 18.7850 18.7535
18.7485 18.7550 18.7710
18.7875 18.7940 18.8265
18.8820 18.8895 18.7880
18.8160 18.8225 18.9410
18.9890 18.9955 19.0060
18.9630 18.9695 18.8810
18.8065 18.8135 18.8035
18.7420 18.7490 18.7105
18.5930 18.5990 18.6820
18.7535 18.7595 18.7820
18.7295 18.7360 18.9730
19.0065 19.0135 19.1650
18.8975 18.9045 18.8925
18.8890 18.8970 18.8850
19.0320 19.0390 19.0280
19.1625 19.1700 19.0630
19.0270 19.0345 18.9900
18.8860 18.8930 18.9050
18.8035 18.8100 18.8110
18.7425 18.7490 18.7580
18.8130 18.8190 18.8325
19.0065 19.0125 19.1125
19.0995 19.1060 19.2635
19.3205 19.3275 19.3675
19.4265 19.4340 19.2845
19.4050 19.4120 19.5395
19.4885 19.4955 19.4575
19.5000 19.5070 19.4225
19.7930 19.8000 20.0530
19.9535 19.9605 20.0400
20.3165 20.3240 20.2925
20.0335 20.0410 20.0825
19.9885 19.9960 19.9395
19.8570 19.8645 19.7795
19.8490 19.8560 19.8890
19.9725 19.9800 20.1275
20.2495 20.2565 20.3485
20.3355 20.3430 20.3265
20.5445 20.5520 20.4980
20.3155 20.3235 20.4350
20.4260 20.4345 20.2110
20.2080 20.2160 20.0895
20.5025 20.5100 20.4170
20.2270 20.2350 20.2240
20.2665 20.2755 20.3095
20.3840 20.3915 20.3875
20.4570 20.4645 20.6225
20.4765 20.4835 20.4610
20.4545 20.4620 20.2360
20.2005 20.2080 20.2670
20.3575 20.3650 20.4455
20.1625 20.1700 20.2980
20.4610 20.4690 20.4990
20.5770 20.5850 20.5110
20.6035 20.6115 20.3520
20.1945 20.2020 20.2630
20.3320 20.3400 20.3190
20.2865 20.2940 20.2090
20.1815 20.1900 20.3065
20.4110 20.4195 20.2775
20.0945 20.1030 20.0905
20.1345 20.1425 20.0545
20.0465 20.0550 19.9765
19.8555 19.8635 19.9285
19.9210 19.9300 19.9420
19.8225 19.8315 19.8860
19.9315 19.9410 19.9090
19.7855 19.7945 19.6505
19.6350 19.6425 19.7020
19.6510 19.6590 19.6570
19.6200 19.6285 19.5555
19.6355 19.6435 19.5795
19.6195 19.6265 19.3825
19.3280 19.3355 19.3725
19.3005 19.3080 19.3575
19.2247 19.2345 19.2365
19.2065 19.2145 19.1485
19.1615 19.1675 19.1340
19.0480 19.0540 18.9805
19.0235 19.0290 19.0035
18.9820 18.9880 18.9095
19.0525 19.0585 19.0240
19.0290 19.0350 19.0895
19.1790 19.1865 19.1725
19.1490 19.1550 19.1645
19.1395 19.1455 19.0315
18.9690 18.9750 19.0335
18.9290 18.9355 18.9780
19.0565 19.0625 19.0450
19.0285 19.0350 18.9950
19.1545 19.1610 19.0400
19.0390 19.0450 19.1230
19.1650 19.1710 19.1115
19.0585 19.0645 19.0475
19.1430 19.1490 19.1040
19.0655 19.0715 19.1375
19.0615 19.0680 19.0575
19.1810 19.1870 19.3175
19.2280 19.2345 19.2885
19.3725 19.3790 19.4115
19.3700 19.3760 19.2715
19.3775 19.3835 19.2715
19.2480 19.2550 19.2715
19.2005 19.2070 19.1380
19.2045 19.2110 19.1820
19.2260 19.2330 19.2680
19.1575 19.1635 19.1165
19.0940 19.0995 19.1260
19.1660 19.1720 19.1690
19.2110 19.2170 19.1835
19.1980 19.2045 19.2725
19.2830 19.2895 19.2945
19.2950 19.3010 19.3310
19.2360 19.2425 19.2520
19.3305 19.3365 19.3700
19.4530 19.4595 19.5940
19.5260 19.5325 19.4810
19.4330 19.4390 19.3865
19.3275 19.3335 19.3140
19.3290 19.3350 19.3080
19.3255 19.3315 19.3120
19.2265 19.2320 19.2225
19.0130 19.0180 19.0100
18.9245 18.9300 18.8215
18.8475 18.8525 18.8800
19.1390 19.1445 19.0925
19.0300 19.0360 19.0395
19.0685 19.0745 19.0905
19.3560 19.3625 19.3080
19.3500 19.3560 19.3440
19.3120 19.3180 19.4060
19.2120 19.2180 19.1930
19.2245 19.2305 19.1970
19.1680 19.1740 19.2135
19.1615 19.1675 19.1595
19.0855 19.0915 19.0740
18.9745 18.9800 18.9495
18.9380 18.9435 18.9190
18.8365 18.8415 18.8330
18.8425 18.8480 18.8535
18.7700 18.7750 18.7520
18.8030 18.8085 18.8725
18.9800 18.9860 18.8725
18.8535 18.8595 18.8255
18.8090 18.8150 18.8440
18.9425 18.9480 18.9460
19.0055 19.0110 19.0780
19.1465 19.1520 19.0490
18.9355 18.9415 18.9315
19.0050 19.0100 18.9945
18.9870 18.9930 18.9330
19.0495 19.0555 19.0965
19.0350 19.0400 18.9570
19.0070 19.0125 18.9545
19.0665 19.0725 19.0600
19.0980 19.1030 19.0970
19.2905 19.2960 19.1735
19.1315 19.1375 19.0725
19.1700 19.1755 19.1950
19.1440 19.1500 19.1525
19.2180 19.2240 19.0440
19.0885 19.0945 19.0565
19.1725 19.1780 19.1495
19.1185 19.1245 19.0575
19.0735 19.0790 19.0165
18.9580 18.9635 18.9765
19.0750 19.0800 19.0830
19.0540 19.0600 19.0565
19.0615 19.0685 19.0565
19.0945 19.0995 19.1880
19.2785 19.2835 19.1490
19.1185 19.1240 19.0870
19.6935 19.7005 19.6485
19.7105 19.7155 19.8150
19.6380 19.6435 19.5280
19.5190 19.5250 19.5110
19.7195 19.7255 19.7420
19.6835 19.6905 19.5820
19.2485 19.2550 19.2035
19.1245 19.1305 19.1155
19.1410 19.1465 19.1905
19.1445 19.1505 19.1480
19.1580 19.1645 19.1415
19.1515 19.1570 19.1970
19.0695 19.0750 19.1535
19.1710 19.1765 19.0845
18.9365 18.9415 18.9740
19.0535 19.0585 19.1375
19.1660 19.1710 19.1835
19.2170 19.2220 19.2520
19.1835 19.1890 19.1385
19.1720 19.1770 19.1430
19.1620 19.1680 19.1910
19.0685 19.0750 19.1110
19.0790 19.0845 19.0660
19.0315 19.0370 19.0255
18.9965 19.0030 19.0030
19.0610 19.0665 19.0215
18.9125 18.9185 18.8965
18.9060 18.9120 19.1550
19.2785 19.2850 19.1750
19.1465 19.1525 19.1060
19.0305 19.0355 19.0040
18.9805 18.9850 18.9645
19.0555 19.0600 19.0990
19.0440 19.0485 19.0470
19.0280 19.0325 18.9600
19.0145 19.0190 19.0155
19.0665 19.0715 19.0660
19.1450 19.1500 19.1550
19.0890 19.0940 19.0655
19.0865 19.0915 19.0370
19.0245 19.0295 19.0510
19.1105 19.1155 19.0715
19.0705 19.0755 19.0585
Tipo de cambio Pesos por dólar Tipo de cambio pesos por dólar Tipo de cambio Pesos por dólar
E.U.A., Interbancario a 48 horas, E.U.A., Interbancario a 48 horas, E.U.A., Interbancario a 48 horas
Cierre venta Máximo Mínimo

02/01/1992 - 29/10/2021 02/01/1992 - 17/12/2021 02/01/1992 - 17/12/2021

Diaria Diaria Diaria

Tipo de Cambio Tipo de Cambio Tipo de Cambio
Pesos por Dólar Pesos por Dólar Pesos por Dólar

Niveles Niveles Niveles

SF43786 SF43785 SF43717

18.5890 18.6400 18.5550
18.7100 18.7100 18.5680
18.3665 18.4270 18.3445
18.2550 18.2925 18.2390
18.2510 18.2955 18.1670
18.2055 18.2280 18.1675
18.1615 18.2300 18.1155
18.1755 18.2030 18.1565
18.0580 18.1105 18.0325
17.9250 17.9765 17.9020
18.0810 18.1570 18.0550
17.9060 18.0070 17.9050
17.9945 17.9945 17.9260
18.1425 18.1490 18.0925
18.2850 18.2850 18.1250
18.0525 18.1800 18.0525
17.9930 18.0505 17.9425
17.8890 17.9150 17.8520
17.9885 18.0720 17.9235
17.8735 17.9700 17.8595
18.0800 18.1350 17.9725
18.1430 18.1430 18.0050
18.2035 18.2500 18.1740
18.1715 18.2320 18.1715
18.2890 18.3980 18.2560
18.2745 18.3700 18.2495
18.0875 18.1875 18.0720
17.9990 18.0070 17.9585
17.9280 17.9900 17.9150
17.7845 17.8200 17.7630
17.7360 17.7700 17.7160
17.5425 17.6100 17.5410
17.5860 17.6175 17.5615
17.4965 17.5420 17.4875
17.5015 17.5340 17.4720
17.5005 17.5610 17.4940
17.6180 17.6340 17.5295
17.6935 17.7255 17.6375
17.7730 17.7865 17.7125
17.6295 17.8000 17.6095
17.7050 17.7465 17.5985
17.7985 17.8445 17.7300
17.8410 17.8950 17.8260
17.8465 17.8465 17.7580
17.8215 17.9460 17.7845
17.8700 17.8955 17.8430
17.8860 17.9090 17.8570
17.9470 17.9920 17.9330
17.8660 17.9595 17.8660
17.9685 18.0075 17.9560
17.9095 17.9600 17.8715
17.8100 17.9320 17.7805
17.7750 17.8020 17.7525
17.8040 17.8790 17.8000
17.6765 17.7480 17.6740
17.7680 17.7920 17.6745
17.7210 17.9390 17.6945
17.6640 17.6800 17.6370
17.6755 17.6835 17.6110
17.7115 17.7480 17.6925
17.6985 17.7450 17.6710
17.6280 17.7080 17.5825
17.8190 17.8500 17.7490
17.8850 17.9400 17.8570
17.7650 17.8245 17.7245
17.7795 17.8465 17.7570
17.7910 17.8275 17.7600
17.8835 17.8930 17.8570
17.8995 17.9695 17.7710
17.7985 17.8630 17.7765
17.6860 17.7200 17.6760
17.6990 17.7590 17.6815
17.6525 17.6670 17.6310
17.7440 17.8125 17.7315
17.7560 17.8120 17.7560
17.7030 17.7755 17.6755
17.6590 17.7175 17.6590
17.7560 17.7840 17.7230
17.7695 17.7950 17.7280
17.7985 17.7985 17.6415
17.8840 17.9000 17.8275
17.7365 17.7650 17.7350
17.8920 17.9390 17.8165
17.9630 18.0450 17.9410
18.1400 18.1595 18.0790
18.1790 18.2390 18.1640
18.1785 18.1900 18.1435
18.2155 18.2755 18.2115
18.2285 18.2345 18.2010
18.2325 18.2745 18.2150
18.4435 18.4435 18.2595
18.5385 18.6270 18.5095
18.6645 18.6795 18.6210
18.7390 18.7500 18.5645
18.7445 18.7730 18.6920
18.7460 18.8000 18.7250
18.9415 18.9860 18.8285
19.0785 19.1450 19.0195
18.9765 19.1575 18.9275
18.8135 18.9310 18.8095
18.8610 18.8610 18.7940
19.0130 19.0600 18.9755
19.0810 19.1000 18.9765
19.1945 19.2550 19.1535
19.0695 19.1470 19.0240
19.1690 19.2075 19.0250
19.1605 19.2190 19.1000
19.2500 19.3105 19.1570
19.1545 19.1970 19.1065
19.1285 19.1700 19.0980
19.1590 19.2325 19.1270
19.0360 19.1065 19.0350
19.1880 19.1890 19.0680
19.1030 19.1300 19.0575
19.0640 19.1305 19.0600
19.1035 19.1260 19.0100
19.1320 19.1900 19.1295
19.1535 19.1615 19.1050
19.3295 19.3700 19.1835
19.0660 19.1770 19.0590
18.9435 19.0350 18.9190
18.7895 18.8770 18.7785
18.6310 18.7975 18.6310
18.6640 18.6900 18.5980
18.5700 18.5800 18.5210
18.5550 18.5600 18.5000
18.5765 18.6650 18.5565
18.5475 18.5700 18.5015
18.6605 18.6790 18.5265
18.6480 18.7125 18.5815
18.6200 18.6700 18.6140
18.7290 18.7560 18.6720
18.8835 18.9120 18.8775
18.9405 18.9915 18.8900
18.9480 18.9700 18.9200
19.0345 19.0345 18.9565
19.0775 19.1990 19.0550
19.0460 19.1580 18.9870
19.1375 19.1600 19.0830
19.0850 19.0850 19.0010
19.2040 19.2440 19.1775
19.2340 19.2595 19.1775
19.4940 19.5400 19.3430
19.7225 19.7305 19.5240
19.8800 19.9000 19.5950
19.7300 19.8350 19.7180
19.7650 19.8015 19.6790
19.6595 19.6955 19.5500
19.4750 19.5450 19.4545
19.3950 19.4425 19.3360
19.2620 19.3130 19.2100
19.1940 19.3500 19.1940
19.2285 19.2700 19.2070
19.2400 19.3485 19.2330
19.3825 19.3825 19.1680
19.2780 19.4115 19.2780
19.0050 19.0900 18.9985
18.8580 18.8580 18.7900
18.7880 18.8770 18.7835
18.5950 18.7070 18.5810
18.6495 18.6850 18.6095
18.6020 18.6250 18.5480
18.7170 18.7750 18.6745
18.7610 18.8600 18.6815
18.4860 18.5580 18.4575
18.5790 18.5800 18.4195
18.5250 18.5350 18.4445
18.5920 18.6800 18.5375
18.7240 18.7350 18.6625
18.6515 18.6765 18.5660
18.3725 18.5200 18.3355
18.5395 18.5890 18.4500
18.6570 18.8080 18.6170
18.6930 18.7500 18.6170
18.8610 18.9800 18.8200
18.7995 18.9695 18.7530
18.6220 18.7115 18.5860
18.6605 18.6650 18.6075
18.5600 18.7575 18.5395
18.5235 18.5670 18.4615
18.5070 18.5500 18.4530
18.5160 18.5645 18.5085
18.7195 18.7250 18.6265
18.7055 18.7350 18.6100
18.6220 18.6940 18.6075
18.5530 18.5880 18.5200
18.6830 18.7150 18.6345
18.7955 18.8335 18.7125
18.8205 18.8800 18.7775
18.8765 18.9415 18.7850
18.8705 18.9445 18.8385
18.8650 18.9375 18.8395
18.7270 18.7850 18.6840
18.7795 18.8220 18.7640
18.7520 18.7725 18.6750
18.6325 18.6500 18.5200
18.5910 18.6400 18.5910
18.6250 18.6250 18.5360
18.5975 18.6350 18.5450
18.7395 18.7500 18.6555
18.6835 18.7475 18.6835
18.7770 18.7850 18.7435
18.4790 18.6060 18.4710
18.5585 18.5700 18.4730
18.5440 18.5880 18.4825
18.2970 18.3945 18.2700
18.4000 18.4000 18.3210
18.3030 18.3080 18.2065
18.3430 18.3520 18.2575
18.2165 18.2265 18.1700
18.1715 18.2740 18.1715
18.1950 18.2300 18.0685
18.3100 18.3500 18.2190
18.3050 18.3100 18.2160
18.2635 18.3240 18.2560
18.2345 18.2565 18.1750
18.1925 18.1925 18.0950
18.0825 18.1170 18.0585
18.0365 18.0565 17.9920
17.9940 18.0245 17.9400
18.0570 18.0675 17.9850
18.4550 18.4550 18.2280
18.5495 18.6900 18.5210
18.9080 18.9200 18.8015
18.8630 18.8845 18.7820
18.9340 19.1455 18.8520
18.8670 18.9385 18.7810
18.6745 18.7350 18.6575
18.7540 18.8200 18.7285
18.9485 19.1395 18.9300
19.0690 19.2100 19.0250
19.1805 19.2500 19.1450
19.4520 19.4795 19.3605
19.5765 19.6485 19.5180
19.5590 19.6070 19.4945
19.2385 19.3725 19.2330
19.3895 19.4500 19.2180
19.5295 19.5875 19.4360
19.7270 19.8900 19.6310
19.5950 19.7650 19.5550
19.6815 19.7500 19.6700
19.9405 19.9865 19.8685
19.8530 19.9490 19.8415
19.7565 19.7990 19.7060
19.5595 19.8280 19.5595
19.6915 19.7890 19.6395
19.5575 19.6325 19.4780
19.5980 19.6295 19.5655
19.8500 19.8775 19.6835
19.8115 19.8445 19.6795
19.9240 20.0350 19.9240
19.9145 19.9190 19.8240
20.0260 20.0260 19.9695
20.3515 20.4295 20.3150
20.3315 20.3595 20.2640
20.5310 20.6500 20.4140
20.3735 20.5960 20.3590
20.5535 20.5535 20.3940
20.7020 20.7050 20.5555
20.8020 20.8020 20.5800
20.8290 20.8290 20.6195
20.6665 20.8790 20.6200
20.5190 20.7900 20.5190
20.5175 20.6250 20.5025
20.4000 20.4355 20.3325
20.2525 20.4110 20.2525
20.0070 20.1990 20.0070
19.9930 20.1400 19.9930
19.9350 19.9350 19.8105
20.1745 20.1800 19.9800
19.7220 19.9780 19.7155
19.8730 19.9800 19.6250
20.0550 20.2035 20.0550
19.5755 19.6960 19.5205
19.3950 19.4760 19.3750
19.2300 19.3350 19.1850
19.0945 19.1200 19.0535
19.2265 19.2450 19.1040
18.9275 19.1325 18.9275
19.0540 19.0700 18.9050
18.9130 18.9500 18.7595
18.9210 18.9855 18.8580
18.8530 18.8920 18.7995
18.8830 18.9065 18.8200
18.8525 19.0360 18.8090
19.0290 19.1350 18.9760
19.0585 19.1500 18.9485
18.9995 19.1550 18.9690
18.9095 18.9645 18.8180
18.7390 18.8370 18.7115
18.6455 18.7165 18.5850
18.6455 18.6700 18.5290
18.5420 18.5750 18.5000
18.6305 18.6750 18.5705
18.6035 18.6500 18.5600
18.6150 18.6900 18.5995
18.5595 18.6430 18.5425
18.4990 18.5950 18.4650
18.4780 18.5080 18.4485
18.4450 18.4950 18.4150
18.6385 18.7045 18.5840
18.9625 19.0015 18.8805
19.1740 19.3395 19.0735
18.9625 19.0500 18.9150
19.2200 19.3000 19.1175
19.0770 19.1200 18.9335
18.9920 19.1160 18.9905
19.0355 19.0910 18.9765
18.8465 18.9170 18.8055
18.7900 18.8600 18.7550
18.9000 18.9200 18.8345
18.9345 19.0600 18.7830
18.7465 18.7885 18.6050
18.9850 19.0200 18.8370
18.9805 19.1465 18.9660
19.1325 19.1970 19.0515
19.1105 19.2850 19.0585
19.1885 19.2405 19.1720
19.3600 19.4370 19.3255
19.3875 19.5175 19.3475
19.3040 19.4345 19.2895
19.2935 19.3500 19.1840
19.2695 19.3570 19.2695
19.2425 19.3445 19.2000
19.0295 19.1090 19.0175
18.8295 18.8995 18.7930
18.8810 18.9245 18.8355
18.8295 18.8855 18.8075
18.7605 18.8170 18.7350
18.7775 18.8305 18.7325
18.8330 18.8945 18.7860
18.7955 18.8895 18.7955
18.9475 18.9475 18.8165
19.0125 19.0450 18.9690
18.8875 18.9695 18.8085
18.8105 18.8475 18.7540
18.7175 18.7545 18.6870
18.6880 18.7100 18.5845
18.7880 18.8220 18.7200
18.9795 18.9795 18.7240
19.1720 19.2000 19.0135
18.8995 19.0265 18.8740
18.8930 18.9590 18.8650
19.0350 19.0785 18.9700
19.0705 19.1760 19.0300
18.9975 19.0925 18.9465
18.9120 18.9490 18.8920
18.8175 18.8420 18.7735
18.7645 18.7885 18.7490
18.8385 18.8390 18.7800
19.1185 19.1895 19.0100
19.2700 19.3170 19.1060
19.3745 19.4000 19.3000
19.2920 19.4595 19.2920
19.5465 19.5815 19.4035
19.4645 19.4955 19.4150
19.4295 19.5520 19.4240
20.0600 20.1170 19.6975
20.0470 20.1475 19.9575
20.3000 20.4750 20.2370
20.0900 20.1875 20.0410
19.9470 20.0165 19.9195
19.7870 19.8865 19.7695
19.8960 19.8960 19.7825
20.1350 20.1485 19.9685
20.3555 20.4135 20.2445
20.3340 20.3765 20.2655
20.5055 20.5695 20.4200
20.4430 20.5060 20.3235
20.2195 20.4345 20.1975
20.0975 20.2350 20.0755
20.4245 20.5380 20.3480
20.2320 20.2575 20.1665
20.3185 20.3590 20.2600
20.3950 20.4485 20.3500
20.6300 20.6300 20.4645
20.4680 20.5455 20.4490
20.2435 20.4855 20.2050
20.2745 20.3510 20.1815
20.4530 20.4530 20.2985
20.3055 20.3300 20.1700
20.5070 20.5500 20.4535
20.5190 20.6220 20.5105
20.3600 20.6115 20.3150
20.2705 20.3100 20.1940
20.3270 20.4000 20.3030
20.2165 20.3220 20.1980
20.3150 20.3150 20.1825
20.2860 20.4195 20.2580
20.0990 20.1455 20.0700
20.0625 20.1550 20.0510
19.9850 20.0655 19.9575
19.9365 19.9485 19.8530
19.9510 20.0335 19.8490
19.8950 19.9120 19.8210
19.9185 19.9470 19.8455
19.6595 19.7945 19.6445
19.7095 19.7100 19.6145
19.6650 19.7150 19.6300
19.5640 19.6285 19.5525
19.5875 19.6550 19.5790
19.3895 19.6320 19.3895
19.3800 19.3895 19.2960
19.3650 19.3950 19.3020
19.2445 19.2775 19.2130
19.1565 19.2285 19.1275
19.1400 19.1680 19.0875
18.9865 19.0540 18.9610
19.0090 19.0900 19.0090
18.9155 19.0250 18.9155
19.0300 19.1180 19.0070
19.0955 19.1475 18.9745
19.1800 19.2085 19.1635
19.1705 19.2000 19.1050
19.0375 19.1455 19.0285
19.0395 19.0500 18.9580
18.9845 18.9900 18.9100
19.0510 19.0640 19.0215
19.0015 19.0435 18.9670
19.0465 19.1985 19.0465
19.1290 19.1550 19.0010
19.1175 19.1710 19.0850
19.0535 19.1165 19.0505
19.1100 19.1490 19.0785
19.1435 19.1435 19.0410
19.0640 19.1385 19.0480
19.3235 19.3270 19.1660
19.2950 19.2950 19.2345
19.4180 19.4400 19.3660
19.2775 19.4040 19.2690
19.2775 19.4200 19.2540
19.2785 19.2800 19.2425
19.1445 19.2175 19.1250
19.1885 19.2145 19.1500
19.2750 19.3300 19.2160
19.1225 19.1885 19.1020
19.1315 19.2450 19.0690
19.1750 19.2155 19.1295
19.1895 19.2680 19.1830
19.2790 19.2850 19.2045
19.3010 19.3190 19.2650
19.3370 19.3405 19.2780
19.2585 19.2885 19.2325
19.3760 19.4035 19.3255
19.6005 19.6150 19.4530
19.4875 19.5375 19.4650
19.3925 19.4600 19.3845
19.3200 19.3480 19.2920
19.3140 19.3690 19.3025
19.3180 19.3610 19.2965
19.2280 19.2400 19.1845
19.0150 19.0365 18.9900
18.8270 18.9445 18.7475
18.8850 18.9500 18.8450
19.0980 19.1795 19.0690
19.0455 19.0495 18.9905
19.0965 19.1305 19.0670
19.3145 19.3785 19.2770
19.3500 19.4200 19.3000
19.4120 19.4825 19.2980
19.1990 19.2370 19.1830
19.2030 19.2620 19.1935
19.2195 19.2545 19.1660
19.1655 19.2055 19.1370
19.0800 19.1075 19.0690
18.9550 19.0000 18.9155
18.9245 18.9550 18.8945
18.8380 18.8540 18.8125
18.8590 18.8765 18.8155
18.7570 18.7950 18.7490
18.8780 18.8850 18.8085
18.8785 18.9880 18.8785
18.8315 18.8740 18.8130
18.8500 18.8645 18.8150
18.9515 18.9850 18.9300
19.0835 19.0835 18.9830
19.0545 19.1520 19.0240
18.9375 18.9585 18.9075
18.9995 19.0390 18.9785
18.9390 19.0450 18.9385
19.1025 19.1410 19.0555
18.9620 19.0400 18.9525
18.9600 19.0200 18.9590
19.0660 19.0845 19.0295
19.1020 19.1135 19.0480
19.1790 19.3190 19.1450
19.0785 19.1900 19.0495
19.2005 19.2505 19.1515
19.1585 19.1600 19.1080
19.0500 19.2240 19.0155
19.0625 19.1350 19.0545
19.1550 19.1800 19.0940
19.0635 19.1245 19.0635
19.0220 19.0790 19.0075
18.9820 19.0100 18.9540
19.0880 19.0880 18.9815
19.0625 19.0985 19.0435
19.0635 19.0770 19.0365
19.1930 19.2045 19.0995
19.1540 19.2890 19.1350
19.0925 19.1240 19.0400
19.6555 19.7500 19.5800
19.8200 19.8360 19.7035
19.5335 19.6475 19.5315
19.5170 19.6245 19.4700
19.7480 19.7700 19.6860
19.5890 19.6905 19.5570
19.2100 19.2595 19.1565
19.1215 19.1550 19.0895
19.1960 19.2000 19.1155
19.1540 19.1875 9.1600
19.1480 19.1680 19.1175
19.2025 19.2140 19.1570
19.1590 19.1800 19.0500
19.0900 19.2080 19.0710
18.9790 19.0320 18.9415
19.1425 19.1425 19.0250
19.1885 19.2220 19.1545
19.2570 19.2790 19.1775
19.1440 19.1890 19.1250
19.1480 19.1890 19.1325
19.1970 19.2360 19.1585
19.1175 19.1350 19.0385
19.0715 19.0945 19.0545
19.0310 19.0795 19.0170
19.0095 19.0150 18.9845
19.0270 19.0800 19.0010
18.9025 18.9385 18.8675
19.1610 19.3685 18.8830
19.1815 19.2850 19.1695
19.1120 19.1635 19.0760
19.0090 19.0650 18.9975
18.9690 18.9990 18.9575
19.1035 19.1185 19.0350
19.0515 19.0530 18.9975
18.9645 19.0385 18.9645
19.0200 19.0500 18.9875
19.0710 19.0870 19.0500
19.1600 19.1770 19.1150
19.0705 19.1030 19.0565
19.0420 19.0990 19.0250
19.0560 19.1080 19.0295
19.0765 19.1290 19.0600
19.0635 19.0925 19.0540
 Serie histórica del tipo de Tipo de Cambio Cierre de
cambio, Tipo de cambio peso Jornada
dólar desde 1954

19/04/1954 - 17/12/2021 01/11/2021 - 17/12/2021

Diaria Diaria
Tipo de Cambio Tipo de Cambio
Pesos por Dólar Pesos por Dólar

Niveles Niveles

SF63528 SF343410
18.59410 N/E
18.62040 N/E
18.38190 N/E
18.27620 N/E
18.22780 N/E
18.19460 N/E
18.19390 N/E
18.18020 N/E
18.07250 N/E
17.93430 N/E
18.11540 N/E
17.93210 N/E
17.95190 N/E
18.11670 N/E
18.15700 N/E
18.12700 N/E
17.99000 N/E
17.87750 N/E
17.98620 N/E
17.89730 N/E
18.02790 N/E
18.06260 N/E
18.20640 N/E
18.20360 N/E
18.35560 N/E
18.32270 N/E
18.13940 N/E
17.97510 N/E
17.94820 N/E
17.77080 N/E
17.74220 N/E
17.56130 N/E
17.58360 N/E
17.51340 N/E
17.49370 N/E
17.52600 N/E
17.56180 N/E
17.68930 N/E
17.74920 N/E
17.75610 N/E
17.68860 N/E
17.74350 N/E
17.86460 N/E
17.81080 N/E
17.86960 N/E
17.87330 N/E
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18.97010 N/E
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18.84320 N/E
18.77190 N/E
18.84890 N/E
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18.95780 N/E
19.00460 N/E
19.09420 N/E
18.94140 N/E
19.01200 N/E
19.00990 N/E
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19.00120 N/E
18.97810 N/E
19.04990 N/E
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19.26230 N/E
19.13740 N/E
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19.12360 N/E
19.07100 N/E
19.14540 N/E
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19.03090 N/E
18.97550 N/E
19.01220 N/E
19.06580 N/E
19.05210 N/E
19.16520 N/E
19.23950 N/E
19.06830 N/E
19.64260 N/E
19.76090 N/E
19.60070 N/E
19.54180 N/E
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19.12220 N/E
19.13830 N/E
19.16450 N/E
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19.10110 N/E
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18.98040 N/E
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19.20870 N/E
19.07600 N/E
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19.05020 N/E
18.99470 N/E
19.04460 N/E
18.91160 N/E
19.00430 N/E
19.24250 N/E
19.12270 N/E
19.03070 N/E
18.98030 N/E
19.07810 N/E
19.02330 N/E
19.01080 N/E
19.01230 N/E
19.06590 N/E
19.13150 N/E
19.08940 N/E
19.06230 N/E
19.06990 N/E
19.09000 N/E
19.07470 N/E
Banco de México

Tipos de cambio y resultados históricos de las subastas

Tipos de cambio diarios

Fecha de consulta: 19/12/2021 03:40:09

Tipo de cambio pesos por Tipo de cambio Pesos por dólar

dólar E.U.A., Interbancario a E.U.A., Interbancario a 48 horas,
Título 48 horas, Cierre compra Cierre venta

Fecha SF43788 SF43786

6/1/2017 18.5840 18.5890
6/2/2017 18.7050 18.7100
6/5/2017 18.3615 18.3665
6/6/2017 18.2500 18.2550
6/7/2017 18.2460 18.2510
6/8/2017 18.2005 18.2055
6/9/2017 18.1565 18.1615
6/12/2017 18.1705 18.1755
6/13/2017 18.0530 18.0580
6/14/2017 17.9200 17.9250
6/15/2017 18.0760 18.0810
6/16/2017 17.9010 17.9060
6/19/2017 17.9895 17.9945
6/20/2017 18.1375 18.1425
6/21/2017 18.2800 18.2850
6/22/2017 18.0475 18.0525
6/23/2017 17.9880 17.9930
6/26/2017 17.8840 17.8890
6/27/2017 17.9815 17.9885
6/28/2017 17.8685 17.8735
6/29/2017 18.0750 18.0800
6/30/2017 18.1360 18.1430
7/3/2017 18.1955 18.2035
7/4/2017 18.1665 18.1715
7/5/2017 18.2840 18.2890
7/6/2017 18.2665 18.2745
7/7/2017 18.0825 18.0875
7/10/2017 17.9940 17.9990
7/11/2017 17.9230 17.9280
7/12/2017 17.7795 17.7845
7/13/2017 17.7310 17.7360
7/14/2017 17.5375 17.5425
7/17/2017 17.5800 17.5860
7/18/2017 17.4905 17.4965
7/19/2017 17.4955 17.5015
7/20/2017 17.4945 17.5005
7/21/2017 17.6120 17.6180
7/24/2017 17.6875 17.6935
7/25/2017 17.7670 17.7730
7/26/2017 17.6235 17.6295
7/27/2017 17.6990 17.7050
7/28/2017 17.7925 17.7985
7/31/2017 17.8350 17.8410
8/1/2017 17.8395 17.8465
8/2/2017 17.8155 17.8215
8/3/2017 17.8640 17.8700
8/4/2017 17.8800 17.8860
8/7/2017 17.9400 17.9470
8/8/2017 17.8590 17.8660
8/9/2017 17.9625 17.9685
8/10/2017 17.9035 17.9095
8/11/2017 17.8040 17.8100
8/14/2017 17.7700 17.7750
8/15/2017 17.7990 17.8040
8/16/2017 17.6695 17.6765
8/17/2017 17.7620 17.7680
8/18/2017 17.7150 17.7210
8/21/2017 17.6570 17.6640
8/22/2017 17.6685 17.6755
8/23/2017 17.7055 17.7115
8/24/2017 17.6915 17.6985
8/25/2017 17.6220 17.6280
8/28/2017 17.8130 17.8190
8/29/2017 17.8790 17.8850
8/30/2017 17.7600 17.7650
8/31/2017 17.7735 17.7795
9/1/2017 17.7850 17.7910
9/4/2017 17.8765 17.8835
9/5/2017 17.8935 17.8995
9/6/2017 17.7925 17.7985
9/7/2017 17.6800 17.6860
9/8/2017 17.6930 17.6990
9/11/2017 17.6465 17.6525
9/12/2017 17.7380 17.7440
9/13/2017 17.7500 17.7560
9/14/2017 17.6970 17.7030
 9/15/2017 17.6530 17.6590
9/18/2017 17.7500 17.7560
9/19/2017 17.7635 17.7695
9/20/2017 17.7925 17.7985
9/21/2017 17.8780 17.8840
9/22/2017 17.7305 17.7365
9/25/2017 17.8860 17.8920
9/26/2017 17.9570 17.9630
9/27/2017 18.1350 18.1400
9/28/2017 18.1730 18.1790
9/29/2017 18.1725 18.1785
10/2/2017 18.2095 18.2155
10/3/2017 18.2225 18.2285
10/4/2017 18.2265 18.2325
10/5/2017 18.4375 18.4435
10/6/2017 18.5315 18.5385
10/9/2017 18.6575 18.6645
10/10/2017 18.7330 18.7390
10/11/2017 18.7385 18.7445
10/12/2017 18.7390 18.7460
10/13/2017 18.9355 18.9415
10/16/2017 19.0725 19.0785
10/17/2017 18.9705 18.9765
10/18/2017 18.8065 18.8135
10/19/2017 18.8540 18.8610
10/20/2017 19.0060 19.0130
10/23/2017 19.0750 19.0810
10/24/2017 19.1885 19.1945
10/25/2017 19.0625 19.0695
10/26/2017 19.1620 19.1690
10/27/2017 19.1535 19.1605
10/30/2017 19.2440 19.2500
10/31/2017 19.1485 19.1545
11/1/2017 19.1225 19.1285
11/3/2017 19.1530 19.1590
11/6/2017 19.0300 19.0360
11/7/2017 19.1820 19.1880
11/8/2017 19.0970 19.1030
11/9/2017 19.0580 19.0640
11/10/2017 19.0975 19.1035
11/13/2017 19.1260 19.1320
11/14/2017 19.1475 19.1535
11/15/2017 19.3225 19.3295
11/16/2017 19.0600 19.0660
11/17/2017 18.9365 18.9435
11/21/2017 18.7835 18.7895
11/22/2017 18.6250 18.6310
11/23/2017 18.6570 18.6640
11/24/2017 18.5640 18.5700
11/27/2017 18.5490 18.5550
11/28/2017 18.5705 18.5765
11/29/2017 18.5415 18.5475
11/30/2017 18.6545 18.6605
12/1/2017 18.6420 18.6480
12/4/2017 18.6140 18.6200
12/5/2017 18.7230 18.7290
12/6/2017 18.8775 18.8835
12/7/2017 18.9345 18.9405
12/8/2017 18.9420 18.9480
12/11/2017 19.0285 19.0345
12/13/2017 19.0705 19.0775
12/14/2017 19.0390 19.0460
12/15/2017 19.1305 19.1375
12/18/2017 19.0790 19.0850
12/19/2017 19.1970 19.2040
12/20/2017 19.2270 19.2340
12/21/2017 19.4870 19.4940
12/22/2017 19.7155 19.7225
12/26/2017 19.8720 19.8800
12/27/2017 19.7220 19.7300
12/28/2017 19.7570 19.7650
12/29/2017 19.6515 19.6595
1/2/2018 19.4680 19.4750
1/3/2018 19.3880 19.3950
1/4/2018 19.2550 19.2620
1/5/2018 19.1870 19.1940
1/8/2018 19.2215 19.2285
1/9/2018 19.2335 19.2400
1/10/2018 19.3760 19.3825
1/11/2018 19.2710 19.2780
1/12/2018 18.9985 19.0050
1/15/2018 18.8510 18.8580
1/16/2018 18.7810 18.7880
1/17/2018 18.5890 18.5950
1/18/2018 18.6430 18.6495
1/19/2018 18.5950 18.6020
1/22/2018 18.7100 18.7170
1/23/2018 18.7540 18.7610
1/24/2018 18.4790 18.4860
1/25/2018 18.5720 18.5790
1/26/2018 18.5180 18.5250
1/29/2018 18.5850 18.5920
1/30/2018 18.7170 18.7240
1/31/2018 18.6445 18.6515
2/1/2018 18.3655 18.3725
2/2/2018 18.5325 18.5395
2/6/2018 18.6495 18.6570
2/7/2018 18.6860 18.6930
2/8/2018 18.8535 18.8610
2/9/2018 18.7920 18.7995
2/12/2018 18.6150 18.6220
2/13/2018 18.6535 18.6605
2/14/2018 18.5530 18.5600
2/15/2018 18.5165 18.5235
2/16/2018 18.5005 18.5070
2/19/2018 18.5080 18.5160
2/20/2018 18.7135 18.7195
2/21/2018 18.6995 18.7055
2/22/2018 18.6155 18.6220
2/23/2018 18.5470 18.5530
2/26/2018 18.6760 18.6830
2/27/2018 18.7885 18.7955
2/28/2018 18.8145 18.8205
3/1/2018 18.8705 18.8765
3/2/2018 18.8645 18.8705
3/5/2018 18.8585 18.8650
3/6/2018 18.7210 18.7270
3/7/2018 18.7725 18.7795
3/8/2018 18.7460 18.7520
3/9/2018 18.6260 18.6325
3/12/2018 18.5840 18.5910
3/13/2018 18.6190 18.6250
3/14/2018 18.5915 18.5975
3/15/2018 18.7335 18.7395
3/16/2018 18.6775 18.6835
3/20/2018 18.7710 18.7770
3/21/2018 18.4730 18.4790
3/22/2018 18.5525 18.5585
3/23/2018 18.5370 18.5440
3/26/2018 18.2910 18.2970
3/27/2018 18.3940 18.4000
3/28/2018 18.2970 18.3030
4/2/2018 18.3360 18.3430
4/3/2018 18.2105 18.2165
4/4/2018 18.1655 18.1715
 4/5/2018 18.1890 18.1950
4/6/2018 18.3035 18.3100
4/9/2018 18.2985 18.3050
4/10/2018 18.2575 18.2635
4/11/2018 18.2285 18.2345
4/12/2018 18.1865 18.1925
4/13/2018 18.0765 18.0825
4/16/2018 18.0305 18.0365
4/17/2018 17.9880 17.9940
4/18/2018 18.0510 18.0570
4/19/2018 18.4490 18.4550
4/20/2018 18.5435 18.5495
4/23/2018 18.9020 18.9080
4/24/2018 18.8570 18.8630
4/25/2018 18.9280 18.9340
4/26/2018 18.8595 18.8670
4/27/2018 18.6685 18.6745
4/30/2018 18.7475 18.7540
5/2/2018 18.9420 18.9485
5/3/2018 19.0625 19.0690
5/4/2018 19.1735 19.1805
5/7/2018 19.4445 19.4520
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1/2/2019 19.5555 19.5640
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7/29/2019 19.0715 19.0765
7/30/2019 19.0585 19.0635
544 544

Rendimiento
Riesgo
Varianza
Desviación Estandar

Posición Larga (Cuenta por Cobrar en Dólares)

Datos de Entrada (Inputs)

Monto de Exposición en Dls.

Horizonte de tiempo (días)
Precio del dólar (Spot)
Tasa de interes en pesos (Mex)
Tasa de interes en dólares (USA)

Monto de Exposición en M.N

1. Identificar cuál es el riesgo

2.Calcular el Valor en Riesgo (VaR) por metodologia parametrica

VaR=F*S*𝜎*√𝑡
 3. Diseñar una estrategia de cobertura con un contrato Forward
Asumo una posición larga (compra de futuro de dólares)

Tipo de Cambio Teorico Futuro

Flujo de efectivo para comprar los dólares

Tipo de cambio en 30 días

1. Operación al contado (casa de bolsa)

2. Resultados en la cobertura Forward

4. Llevar acabo una prueba de stressting

Calculo del valor en riesgo en condiciones de estrés

Volatilidad anual
Valor en riesgo
VaR Relativo

Volatilidad anual
Valor en riesgo
VaR Relativo
Rendimiento Cierre compra Rendimiento
Cierre venta

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ción Larga (Cuenta por Cobrar en Dólares) Mercado de Fisicos (Voy al Banco hoy)
Datos de Entrada (Inputs)

1,800,000.00
30 91
19.0585
5.20%
0.02%

34,305,300.00

Que el Tipo de Cambio suba, que se deprecie el peso o que se aprecie el dólar.

iesgo (VaR) por metodologia parametrica

Nivel de confianza 90% 95% 99%

No. De Desviación Estandar 1.29 1.65 2.33

VaR Parametrico 30 dias 1,638,618.82 2,095,907.80 2,959,675.86

VaR Parametrico 91 dias 2,853,895.12 3,650,330.96 5,154,709.78
gia de cobertura con un contrato Forward
n larga (compra de futuro de dólares) Mercado de Derivados (Futuro)

19.1408
34,453,440.00

20.0085

36,015,300.00
1,561,860.00
34,453,440.00

ba de stressting
o en condiciones de estrés

35%
9,652,627.43
28.14%

45%
12,410,520.99
36.18%
 Posición Corta (Cuenta por Pagar en Dólares)
Datos de Entrada (Inputs)

Monto de Exposición en Dls. 6,000,000.00

Horizonte de tiempo (días) 30 91
Precio del dólar (Spot) 19.0635
Tasa de interes en pesos (Mex) 5.20%
Tasa de interes en dólares (USA) 0.02%

Monto de Exposición en M.N 114,381,000.00

1. Identificar cuál es el riesgo Que el Tipo de Cambio suba, que se deprecie el peso o que se aprecie el

2.Calcular el Valor en Riesgo (VaR) por metodologia parametrica

VaR=F*S*𝜎*√𝑡 Nivel de confianza 90%

No. De Desviación Estandar 1.29

VaR Parametrico 30 dias 5,464,073.60

VaR Parametrico 91 dias 9,516,485.92
 3. Diseñar una estrategia de cobertura con un contrato Forward
Asumo una posición larga (compra de futuro de dólares)

Tipo de Cambio Teorico Futuro 19.1458

Flujo de efectivo para comprar los dólares 114,874,800.00

Tipo de cambio en 30 días 20.0135

1. Operación al contado (casa de bolsa) 120,081,000.00

2. Resultados en la cobertura Forward 5,206,200.00
114,874,800.00

4. Llevar acabo una prueba de stressting

Calculo del valor en riesgo en condiciones de estrés

Volatilidad anual 35%

Valor en riesgo 32,183,866.01
VaR Relativo 28.14%

Volatilidad anual 45%

Valor en riesgo 41,379,256.30
VaR Relativo 36.18%
 Mercado de Fisicos (Voy al Banco hoy)

precie el peso o que se aprecie el dólar.

95% 99%
1.65 2.33

6,988,931.35 9,869,218.21
12,172,249.44 17,188,691.63
Mercado de Derivados (Futuro)
Banco de México

Tipos de cambio y resultados históricos de las subastas

Tipos de cambio diarios

Fecha de consulta: 19/12/2021 03:40:09

Tipo de cambio pesos por Tipo de cambio Pesos por dólar

dólar E.U.A., Interbancario a E.U.A., Interbancario a 48 horas,
Título 48 horas, Cierre compra Cierre venta

Fecha SF43788 SF43786

6/1/2017 18.5840 18.5890
6/2/2017 18.7050 18.7100
6/5/2017 18.3615 18.3665
6/6/2017 18.2500 18.2550
6/7/2017 18.2460 18.2510
6/8/2017 18.2005 18.2055
6/9/2017 18.1565 18.1615
6/12/2017 18.1705 18.1755
6/13/2017 18.0530 18.0580
6/14/2017 17.9200 17.9250
7/17/2019 19.0470 19.0515
7/18/2019 18.9600 18.9645
7/19/2019 19.0155 19.0200
7/22/2019 19.0660 19.0710
7/23/2019 19.1550 19.1600
7/24/2019 19.0655 19.0705
7/25/2019 19.0370 19.0420
7/26/2019 19.0510 19.0560
7/29/2019 19.0715 19.0765
7/30/2019 19.0585 19.0635
544 544

Rendimiento
Riesgo
Varianza
Desviación Estandar

Posición Larga (Cuenta por Cobrar en Dóla

Datos de Entrada (Inputs)

Monto de Exposición en Dls.

 Horizonte de tiempo (días)
Precio del dólar (Spot)
Tasa de interes en pesos (Mex)
Tasa de interes en dólares (USA)

Monto de Exposición en M.N

1. Identificar cuál es el riesgo

2.Calcular el Valor en Riesgo (VaR) por metodologia parametr

VaR=F*S*𝜎*√𝑡

3. Diseñar una estrategia de cobertura con un contrato Forwa

Asumo una posición larga (compra de futuro de dólares)

Tipo de Cambio Teorico Futuro

Flujo de efectivo para comprar los dólares

Tipo de cambio en 30 días

1. Operación al contado (casa de bolsa)

2. Resultados en la cobertura Forward

4. Llevar acabo una prueba de stressting

Calculo del valor en riesgo en condiciones de estrés

Volatilidad anual
Valor en riesgo
VaR Relativo

Volatilidad anual
Valor en riesgo
VaR Relativo

Valor en Riego simulacion Historica

Monto de Exposicion en Dis 1,800,000.00 VaR Simulacion Historica

Horizonte de tiempo (días) 30 VaR Simulacion Historica
VaR Simulacion Historica
VaR Simulacion Historica

VaR Simulacion Historica

VaR Simulacion Historica
 Posicion Larga
Rendimiento Cierre compra Rendimiento Revaluar el Revaluar la posición de
Cierre venta Factor de Riesgo
Riesgo (Tipo de
camio)

0.00648987233200143 0.006488132361 19.1821872318 34,527,937.02

-0.0185347865985697 -0.018529787247 18.7052547696 33,669,458.59
-0.00609100117303926 -0.006089337932 18.9424146541 34,096,346.38
-0.000219202105217986 -0.00021914206 19.0543223367 34,297,780.21
-0.00249681169042317 -0.002496126815 19.0109145144 34,219,646.13
-0.00242044291230443 -0.002419777351 19.0123699888 34,222,265.98
0.000770776595541278 0.0007705644766 19.0731898457 34,331,741.72
-0.00648752396157503 -0.006485733472 18.9348575246 34,082,743.54
-0.00739446840773658 -0.0073924134 18.9175725239 34,051,630.54
-0.00272636880459489 -0.002725725708 19.0065395001 34,211,771.10
-0.00457811202954682 -0.004577028192 18.9712480519 34,148,246.49
0.00292293923787823 0.0029222466793 19.1142068375 34,405,572.31
0.00265220800663242 0.0026777995051 19.1090471063 34,396,284.79
0.00465713408122607 0.0046559159203 19.1472579899 34,465,064.38
-0.0046833591182703 -0.004682134082 18.9692422002 34,144,635.96
-0.00149596511069041 -0.001495572598 19.0299891489 34,253,980.47
0.000735139709646086 0.0007349467494 19.0725106602 34,330,519.19
0.00107548046303163 0.0010751984252 19.0789970444 34,342,194.68
-0.000681877812940243 -0.00068169903 19.0455044317 34,281,907.98

0.00004643131 0.00004641898
0.00676030640 0.00676102145
0.00004570174 0.00004571141
0.00676030639932438 0.006761021453

ción Larga (Cuenta por Cobrar en Dólares) Mercado de Fisicos (Voy al Banco hoy)
Datos de Entrada (Inputs)

1,800,000.00
 30 91
19.0585
5.20%
0.02%

34,305,300.00

Que el Tipo de Cambio suba, que se deprecie el peso o que se aprecie el dólar.

iesgo (VaR) por metodologia parametrica

Nivel de confianza 90% 95% 99%

No. De Desviación Estandar 1.29 1.65 2.33

VaR Parametrico 30 dias 1,638,618.82 2,095,907.80 2,959,675.86

VaR Parametrico 91 dias 2,853,895.12 3,650,330.96 5,154,709.78
gia de cobertura con un contrato Forward
n larga (compra de futuro de dólares) Mercado de Derivados (Futuro)

19.1408
34,453,440.00

20.0085

36,015,300.00
1,561,860.00
34,453,440.00

ba de stressting
o en condiciones de estrés

35%
9,652,627.43
28.14%

45%
12,410,520.99
36.18%

99%
Diario 30 Días 91 Días
- 552,473.29 - 3,026,020.83 - 5,270,259.29
- 553,786.34 - 3,033,212.70 - 5,282,784.99

95%
Diario 30 Días 91 Días
- 374,619.36 - 2,051,874.75 - 3,573,640.95
- 383,542.01 - 2,100,746.09 - 3,658,757.55

90%
Diario 30 Días 91 Días
- 272,921.23 - 1,494,851.16 - 2,603,502.64
- 286,967.20 - 1,571,784.06 - 2,737,492.58
Posicion Larga Posicion Co
Revaluar el Factor de Riesgo (Tipo
Perdidas o de camio)
Ordenar las perdidas
ganancias
o ganancias diarias
(diarias)

- 222,637.02 -1095937.03325675 19.1871865112638

635,841.41 -994631.55520381 18.7102574008249
208,953.62 -748167.154570043 18.9474159063367
7,519.79 -656892.060654409 19.0593223853446
85,653.87 -588723.35201814 19.0159150864528
83,034.02 -554737.168945514 19.0173705744612
- 26,441.72 -552473.290185295 19.0781896558993
222,556.46 -506293.759329006 18.9398592199515
253,669.46 -481479.564417645 18.9225747271567
93,528.90 500510.675260492 19.0115381279651
157,053.51 506761.692700826 18.9762458230538
- 100,272.31 517231.01935225 19.1192082495712
- 90,984.79 537022.152194955 19.1145482308662
- 159,764.38 548984.940870047 19.1522580531473
160,664.04 566998.798072211 18.9742421369344
51,319.53 635841.414699912 19.0349891517864
- 25,219.19 669578.49015031 19.077510657358
- 36,894.68 779367.082044043 19.0839970451793
23,392.02 830534.782212559 19.0505044305403

Posición Corta (Cuenta por Pagar en Dólares)

Datos de Entrada (Inputs)

Monto de Exposición en Dls. 6,000,000.00

 Horizonte de tiempo (días) 30
Precio del dólar (Spot) 19.0635
Tasa de interes en pesos (Mex) 5.20%
Tasa de interes en dólares (USA) 0.02%

Monto de Exposición en M.N 114,381,000.00

1. Identificar cuál es el riesgo Que el Tipo de Cambio suba, que se deprecie el p

2.Calcular el Valor en Riesgo (VaR) por metodologia parametrica

VaR=F*S*𝜎*√𝑡 Nivel de confianza

No. De Desviación Estandar

VaR Parametrico 30 dias

VaR Parametrico 91 dias
3. Diseñar una estrategia de cobertura con un contrato Forward
Asumo una posición larga (compra de futuro de dólares)

Tipo de Cambio Teorico Futuro 19.1458

Flujo de efectivo para comprar los dólares 114,874,800.00

Tipo de cambio en 30 días 20.0135

1. Operación al contado (casa de bolsa) 120,081,000.00

2. Resultados en la cobertura Forward 5,206,200.00
114,874,800.00

4. Llevar acabo una prueba de stressting

Calculo del valor en riesgo en condiciones de estrés

Volatilidad anual 35%

Valor en riesgo 32,183,866.01
VaR Relativo 28.14%

Volatilidad anual 45%

Valor en riesgo 41,379,256.30
VaR Relativo 36.18%

Valor en Riego simulacion Historica

Monto de Exposicion en Dis 6,000,000.00

Horizonte de tiempo (días) 30
 Posicion Corta
Revaluar la
posición de Perdidas o Ordenar las
Riesgo ganancias perdidas o
(diarias) ganancias diarias

115,123,119.07 - 742,119.07 -3652786.159382

112,261,544.40 2,119,455.60 -3324095.9664565
113,684,495.44 696,504.56 -2493724.8680065
114,355,934.31 25,065.69 -2189512.9478109
114,095,490.52 285,509.48 -1971243.3845409
114,104,223.45 276,776.55 -1846078.6198131
114,469,137.94 - 88,137.94 -1844186.5908433
113,639,155.32 741,844.68 -1687554.9146587
113,535,448.36 845,551.64 -1607711.2673995
114,069,228.77 311,771.23 1665454.6846769
113,857,474.94 523,525.06 1689013.6956346
114,715,249.50 - 334,249.50 1723903.5802984
114,687,289.39 - 306,289.39 1792767.1612635
114,913,548.32 - 532,548.32 1829840.2915962
113,845,452.82 535,547.18 1889809.6230468
114,209,934.91 171,065.09 2119455.5950505
114,465,063.94 - 84,063.94 2234685.3219983
114,503,982.27 - 122,982.27 2594694.8722566
114,303,026.58 77,973.42 2767987.5885125

Dólares) Mercado de Fisicos (Voy al Banco hoy)

 91

suba, que se deprecie el peso o que se aprecie el dólar.

90% 95% 99%

1.29 1.65 2.33

5,464,073.60 6,988,931.35 9,869,218.21

9,516,485.92 12,172,249.44 17,188,691.63

Mercado de Derivados (Futuro)

99%
Diario 30 Días 91 Días
VaR Simulacion Historica - 1,844,186.59 - 10,101,025.96 - 17,592,418.84
VaR Simulacion Historica - 1,845,283.97 - 10,107,036.54 - 17,602,887.14

95%
 Diario 30 Días 91 Días
VaR Simulacion Historica - 1,245,786.53 - 6,823,453.86 - 11,884,046.11
VaR Simulacion Historica - 1,281,442.40 - 7,018,749.06 - 12,224,181.35

90%
Diario 30 Días 91 Días
VaR Simulacion Historica - 909,796.22 - 4,983,159.15 - 8,678,902.83
VaR Simulacion Historica - 950,568.48 - 5,206,477.97 - 9,067,845.34
Banco de México

Tipos de cambio y resultados históricos de las subastas

Tipos de cambio diarios

Fecha de consulta: 19/12/2021 03:40:09

Tipo de cambio pesos por Tipo de cambio Pesos por dólar

dólar E.U.A., Interbancario a E.U.A., Interbancario a 48 horas,
Título 48 horas, Cierre compra Cierre venta

Fecha SF43788 SF43786

6/1/2017 18.5840 18.5890
6/2/2017 18.7050 18.7100
6/5/2017 18.3615 18.3665
6/6/2017 18.2500 18.2550
6/7/2017 18.2460 18.2510
6/8/2017 18.2005 18.2055
6/9/2017 18.1565 18.1615
6/12/2017 18.1705 18.1755
6/13/2017 18.0530 18.0580
6/14/2017 17.9200 17.9250
6/15/2017 18.0760 18.0810
6/16/2017 17.9010 17.9060
6/19/2017 17.9895 17.9945
6/20/2017 18.1375 18.1425
6/21/2017 18.2800 18.2850
6/22/2017 18.0475 18.0525
6/23/2017 17.9880 17.9930
6/26/2017 17.8840 17.8890
6/27/2017 17.9815 17.9885
6/28/2017 17.8685 17.8735
6/29/2017 18.0750 18.0800
6/30/2017 18.1360 18.1430
7/3/2017 18.1955 18.2035
7/4/2017 18.1665 18.1715
7/5/2017 18.2840 18.2890
7/6/2017 18.2665 18.2745
7/7/2017 18.0825 18.0875
7/10/2017 17.9940 17.9990
7/11/2017 17.9230 17.9280
7/12/2017 17.7795 17.7845
7/13/2017 17.7310 17.7360
7/14/2017 17.5375 17.5425
7/17/2017 17.5800 17.5860
7/18/2017 17.4905 17.4965
7/19/2017 17.4955 17.5015
7/20/2017 17.4945 17.5005
7/21/2017 17.6120 17.6180
7/24/2017 17.6875 17.6935
7/25/2017 17.7670 17.7730
7/26/2017 17.6235 17.6295
7/27/2017 17.6990 17.7050
7/28/2017 17.7925 17.7985
7/31/2017 17.8350 17.8410
8/1/2017 17.8395 17.8465
8/2/2017 17.8155 17.8215
8/3/2017 17.8640 17.8700
8/4/2017 17.8800 17.8860
8/7/2017 17.9400 17.9470
8/8/2017 17.8590 17.8660
8/9/2017 17.9625 17.9685
8/10/2017 17.9035 17.9095
8/11/2017 17.8040 17.8100
8/14/2017 17.7700 17.7750
8/15/2017 17.7990 17.8040
8/16/2017 17.6695 17.6765
8/17/2017 17.7620 17.7680
8/18/2017 17.7150 17.7210
8/21/2017 17.6570 17.6640
8/22/2017 17.6685 17.6755
8/23/2017 17.7055 17.7115
8/24/2017 17.6915 17.6985
8/25/2017 17.6220 17.6280
8/28/2017 17.8130 17.8190
8/29/2017 17.8790 17.8850
8/30/2017 17.7600 17.7650
8/31/2017 17.7735 17.7795
9/1/2017 17.7850 17.7910
9/4/2017 17.8765 17.8835
9/5/2017 17.8935 17.8995
9/6/2017 17.7925 17.7985
9/7/2017 17.6800 17.6860
9/8/2017 17.6930 17.6990
9/11/2017 17.6465 17.6525
9/12/2017 17.7380 17.7440
9/13/2017 17.7500 17.7560
9/14/2017 17.6970 17.7030
 9/15/2017 17.6530 17.6590
9/18/2017 17.7500 17.7560
9/19/2017 17.7635 17.7695
9/20/2017 17.7925 17.7985
9/21/2017 17.8780 17.8840
9/22/2017 17.7305 17.7365
9/25/2017 17.8860 17.8920
9/26/2017 17.9570 17.9630
9/27/2017 18.1350 18.1400
9/28/2017 18.1730 18.1790
9/29/2017 18.1725 18.1785
10/2/2017 18.2095 18.2155
10/3/2017 18.2225 18.2285
10/4/2017 18.2265 18.2325
10/5/2017 18.4375 18.4435
10/6/2017 18.5315 18.5385
10/9/2017 18.6575 18.6645
10/10/2017 18.7330 18.7390
10/11/2017 18.7385 18.7445
10/12/2017 18.7390 18.7460
10/13/2017 18.9355 18.9415
10/16/2017 19.0725 19.0785
10/17/2017 18.9705 18.9765
10/18/2017 18.8065 18.8135
10/19/2017 18.8540 18.8610
10/20/2017 19.0060 19.0130
10/23/2017 19.0750 19.0810
10/24/2017 19.1885 19.1945
10/25/2017 19.0625 19.0695
10/26/2017 19.1620 19.1690
10/27/2017 19.1535 19.1605
10/30/2017 19.2440 19.2500
10/31/2017 19.1485 19.1545
11/1/2017 19.1225 19.1285
11/3/2017 19.1530 19.1590
11/6/2017 19.0300 19.0360
11/7/2017 19.1820 19.1880
11/8/2017 19.0970 19.1030
11/9/2017 19.0580 19.0640
11/10/2017 19.0975 19.1035
11/13/2017 19.1260 19.1320
11/14/2017 19.1475 19.1535
11/15/2017 19.3225 19.3295
11/16/2017 19.0600 19.0660
11/17/2017 18.9365 18.9435
11/21/2017 18.7835 18.7895
11/22/2017 18.6250 18.6310
11/23/2017 18.6570 18.6640
11/24/2017 18.5640 18.5700
11/27/2017 18.5490 18.5550
11/28/2017 18.5705 18.5765
11/29/2017 18.5415 18.5475
11/30/2017 18.6545 18.6605
12/1/2017 18.6420 18.6480
12/4/2017 18.6140 18.6200
12/5/2017 18.7230 18.7290
12/6/2017 18.8775 18.8835
12/7/2017 18.9345 18.9405
12/8/2017 18.9420 18.9480
12/11/2017 19.0285 19.0345
12/13/2017 19.0705 19.0775
12/14/2017 19.0390 19.0460
12/15/2017 19.1305 19.1375
12/18/2017 19.0790 19.0850
12/19/2017 19.1970 19.2040
12/20/2017 19.2270 19.2340
12/21/2017 19.4870 19.4940
12/22/2017 19.7155 19.7225
12/26/2017 19.8720 19.8800
12/27/2017 19.7220 19.7300
12/28/2017 19.7570 19.7650
12/29/2017 19.6515 19.6595
1/2/2018 19.4680 19.4750
1/3/2018 19.3880 19.3950
1/4/2018 19.2550 19.2620
1/5/2018 19.1870 19.1940
1/8/2018 19.2215 19.2285
1/9/2018 19.2335 19.2400
1/10/2018 19.3760 19.3825
1/11/2018 19.2710 19.2780
1/12/2018 18.9985 19.0050
1/15/2018 18.8510 18.8580
1/16/2018 18.7810 18.7880
1/17/2018 18.5890 18.5950
1/18/2018 18.6430 18.6495
1/19/2018 18.5950 18.6020
1/22/2018 18.7100 18.7170
1/23/2018 18.7540 18.7610
1/24/2018 18.4790 18.4860
1/25/2018 18.5720 18.5790
1/26/2018 18.5180 18.5250
1/29/2018 18.5850 18.5920
1/30/2018 18.7170 18.7240
1/31/2018 18.6445 18.6515
2/1/2018 18.3655 18.3725
2/2/2018 18.5325 18.5395
2/6/2018 18.6495 18.6570
2/7/2018 18.6860 18.6930
2/8/2018 18.8535 18.8610
2/9/2018 18.7920 18.7995
2/12/2018 18.6150 18.6220
2/13/2018 18.6535 18.6605
2/14/2018 18.5530 18.5600
2/15/2018 18.5165 18.5235
2/16/2018 18.5005 18.5070
2/19/2018 18.5080 18.5160
2/20/2018 18.7135 18.7195
2/21/2018 18.6995 18.7055
2/22/2018 18.6155 18.6220
2/23/2018 18.5470 18.5530
2/26/2018 18.6760 18.6830
2/27/2018 18.7885 18.7955
2/28/2018 18.8145 18.8205
3/1/2018 18.8705 18.8765
3/2/2018 18.8645 18.8705
3/5/2018 18.8585 18.8650
3/6/2018 18.7210 18.7270
3/7/2018 18.7725 18.7795
3/8/2018 18.7460 18.7520
3/9/2018 18.6260 18.6325
3/12/2018 18.5840 18.5910
3/13/2018 18.6190 18.6250
3/14/2018 18.5915 18.5975
3/15/2018 18.7335 18.7395
3/16/2018 18.6775 18.6835
3/20/2018 18.7710 18.7770
3/21/2018 18.4730 18.4790
3/22/2018 18.5525 18.5585
3/23/2018 18.5370 18.5440
3/26/2018 18.2910 18.2970
3/27/2018 18.3940 18.4000
3/28/2018 18.2970 18.3030
4/2/2018 18.3360 18.3430
4/3/2018 18.2105 18.2165
4/4/2018 18.1655 18.1715
 4/5/2018 18.1890 18.1950
4/6/2018 18.3035 18.3100
4/9/2018 18.2985 18.3050
4/10/2018 18.2575 18.2635
4/11/2018 18.2285 18.2345
4/12/2018 18.1865 18.1925
4/13/2018 18.0765 18.0825
4/16/2018 18.0305 18.0365
4/17/2018 17.9880 17.9940
4/18/2018 18.0510 18.0570
4/19/2018 18.4490 18.4550
4/20/2018 18.5435 18.5495
4/23/2018 18.9020 18.9080
4/24/2018 18.8570 18.8630
4/25/2018 18.9280 18.9340
4/26/2018 18.8595 18.8670
4/27/2018 18.6685 18.6745
4/30/2018 18.7475 18.7540
5/2/2018 18.9420 18.9485
5/3/2018 19.0625 19.0690
5/4/2018 19.1735 19.1805
5/7/2018 19.4445 19.4520
5/8/2018 19.5695 19.5765
5/9/2018 19.5520 19.5590
5/10/2018 19.2315 19.2385
5/11/2018 19.3825 19.3895
5/14/2018 19.5220 19.5295
5/15/2018 19.7200 19.7270
5/16/2018 19.5875 19.5950
5/17/2018 19.6740 19.6815
5/18/2018 19.9330 19.9405
5/21/2018 19.8455 19.8530
5/22/2018 19.7495 19.7565
5/23/2018 19.5515 19.5595
5/24/2018 19.6835 19.6915
5/25/2018 19.5495 19.5575
5/28/2018 19.5900 19.5980
5/29/2018 19.8425 19.8500
5/30/2018 19.8035 19.8115
5/31/2018 19.9155 19.9240
6/1/2018 19.9070 19.9145
6/4/2018 20.0185 20.0260
6/5/2018 20.3435 20.3515
6/6/2018 20.3240 20.3315
6/7/2018 20.5230 20.5310
 6/8/2018 20.3650 20.3735
6/11/2018 20.5455 20.5535
6/12/2018 20.6945 20.7020
6/13/2018 20.7940 20.8020
6/14/2018 20.8205 20.8290
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7/2/2018 20.0465 20.0550
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8/1/2018 18.5965 18.6035
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8/6/2018 18.4915 18.4990
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8/8/2018 18.4380 18.4450
8/9/2018 18.6315 18.6385
 8/10/2018 18.9540 18.9625
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8/15/2018 19.2110 19.2200
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9/4/2018 19.3530 19.3600
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10/1/2018 18.6820 18.6880
10/2/2018 18.7820 18.7880
10/3/2018 18.9730 18.9795
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10/5/2018 18.8925 18.8995
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10/9/2018 19.0280 19.0350
10/10/2018 19.0630 19.0705
10/11/2018 18.9900 18.9975
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1/2/2019 19.5555 19.5640
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 5/3/2019 18.9570 18.9620
5/6/2019 18.9545 18.9600
5/7/2019 19.0600 19.0660
5/8/2019 19.0970 19.1020
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5/10/2019 19.0725 19.0785
5/13/2019 19.1950 19.2005
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5/15/2019 19.0440 19.0500
5/16/2019 19.0565 19.0625
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5/20/2019 19.0575 19.0635
5/21/2019 19.0165 19.0220
5/22/2019 18.9765 18.9820
5/23/2019 19.0830 19.0880
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5/27/2019 19.0565 19.0635
5/28/2019 19.1880 19.1930
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5/30/2019 19.0870 19.0925
5/31/2019 19.6485 19.6555
6/3/2019 19.8150 19.8200
6/4/2019 19.5280 19.5335
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6/6/2019 19.7420 19.7480
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6/18/2019 19.1535 19.1590
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6/28/2019 19.1910 19.1970
7/1/2019 19.1110 19.1175
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7/3/2019 19.0255 19.0310
7/4/2019 19.0030 19.0095
 7/5/2019 19.0215 19.0270
7/8/2019 18.8965 18.9025
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7/10/2019 19.1750 19.1815
7/11/2019 19.1060 19.1120
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7/26/2019 19.0510 19.0560
7/29/2019 19.0715 19.0765
7/30/2019 19.0585 19.0635
544 544
Rendimiento Cierre compra Rendimiento
Cierre venta

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 Posicion Larga Posicion C
Excepción Desv. Estandar *2.33 Desv. Estandar *-2.33 Desv. Estandar T.C VaR
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0 0.0166166351122995 -0.0166166351122995 0.007131321898821 19.3751757
0 0.0166081826807669 -0.0166081826807669 0.007127792263677 19.3750189
0 0.0165951769119527 -0.0165951769119527 0.007122213867386 19.3747712
0 0.0164969312056003 -0.0164969312056003 0.0070800047647 19.3728969
0 0.016499368859199 -0.016499368859199 0.007080982509711 19.3729403
0 0.0164874989968486 -0.0164874989968486 0.007075855004663 19.3727126
0 0.0164248589536383 -0.0164248589536383 0.007049278397837 19.3715324
0 0.0164154493351039 -0.0164154493351039 0.007045160173144 19.3713495
0 0.0163866506391746 -0.0163866506391746 0.007032774615078 19.3707995
0 0.0163835209327501 -0.0163835209327501 0.00703143606108 19.3707401
0 0.0163050146760367 -0.0163050146760367 0.00699754131906 19.3692350
0 0.0163051816853148 -0.0163051816853148 0.006997639428876 19.3692393
1 0.0162891972261424 -0.0162891972261424 0.006990652603115 19.3689291
1 0.0168443059166701 -0.0168443059166701 0.007230003938999 19.3795578
1 0.0168702455254412 -0.0168702455254412 0.007240658726055 19.3800309
1 0.0168362475727801 -0.0168362475727801 0.007225658189511 19.3793648
1 0.0168361622054704 -0.0168361622054704 0.007225600806054 19.3793622
1 0.0168646662730198 -0.0168646662730198 0.007237697467509 19.3798994
0 0.0168687625113901 -0.0168687625113901 0.007239335365835 19.3799721
0 0.017055034633954 -0.017055034633954 0.007319620680976 19.3835373
0 0.0170307837979382 -0.0170307837979382 0.007309379861762 19.3830826
0 0.017025532802063 -0.017025532802063 0.007307000456589 19.3829769
0 0.0170261729004993 -0.0170261729004993 0.007307226219296 19.3829869
0 0.0169901156350401 -0.0169901156350401 0.007291765206307 19.3823003
0 0.0169665195881671 -0.0169665195881671 0.007281467176812 19.3818431
0 0.0169690528965805 -0.0169690528965805 0.007282553263701 19.3818913
0 0.0169568241144899 -0.0169568241144899 0.007277384011207 19.3816617
0 0.0169458133504751 -0.0169458133504751 0.007272461966875 19.3814432
0 0.0169029746888143 -0.0169029746888143 0.007254262164812 19.3806350
0 0.0169070213324387 -0.0169070213324387 0.007256006518832 19.3807124
0 0.0169110973262879 -0.0169110973262879 0.007257719691673 19.3807885
0 0.0168377642082948 -0.0168377642082948 0.007226183455856 19.3793881
0 0.0165065542718711 -0.0165065542718711 0.007084458316797 19.3730946
0 0.0164709653378669 -0.0164709653378669 0.007069495843265 19.3724302
0 0.016425605371349 -0.016425605371349 0.00704958928346 19.3715462
0 0.0160416022669356 -0.0160416022669356 0.006884998494678 19.3642373
0 0.0159869805140364 -0.0159869805140364 0.006861718090074 19.3632035
0 0.0159394413097802 -0.0159394413097802 0.006841046650691 19.3622856
0 0.0159060353704486 -0.0159060353704486 0.006826801936144 19.3616530
0 0.0159025361521242 -0.0159025361521242 0.00682519946608 19.3615819
0 0.0158615719937643 -0.0158615719937643 0.006807413488494 19.3607921
0 0.0158321853521758 -0.0158321853521758 0.006794826079438 19.3602331
0 0.0158030223963343 -0.0158030223963343 0.006782377946302 19.3596803
0 0.015822818396082 -0.015822818396082 0.00679103455952 19.3600648
0 0.0158171012429129 -0.0158171012429129 0.006788504362003 19.3599524
0 0.0158493459093283 -0.0158493459093283 0.006802338542137 19.3605667
0 0.0158527142294743 -0.0158527142294743 0.006803783349625 19.3606309
0 0.015807766772897 -0.015807766772897 0.006784504331812 19.3597748
0 0.0158120601779172 -0.0158120601779172 0.006786322844403 19.3598555
0 0.0158101386706984 -0.0158101386706984 0.006785591105005 19.3598230
0 0.0158090917378553 -0.0158090917378553 0.006785147680948 19.3598033
0 0.0157673350187739 -0.0157673350187739 0.006767245704258 19.3590084
0 0.0157512471319254 -0.0157512471319254 0.006760348632292 19.3587021
0 0.015751532192877 -0.015751532192877 0.006760471188989 19.3587075
0 0.0157304335697497 -0.0157304335697497 0.006751245923745 19.3582979
0.0157160351652646 -0.0157160351652646 0.006744995578302 19.3580203
58
Prueba retrospectiva (backtesting) diaria

Número de
observaciones 250

Número de
excepciones 58

Núm de excepciones
/num de observaciones 0.23

Nivel de confianza 99%

Razón de verosimilitud
(kupiec) 267.218223693293

Region de confianza 6.634897

¿Pasa la prueba? No
 Posicion Corta
Excepción Desv. Estandar *2.33 Desv. Estandar *-2.33
0 0.0158259087018606 -0.0158259087018606
0 0.0158260149783261 -0.0158260149783261
0 0.0158216918179522 -0.0158216918179522
0 0.0158280882727979 -0.0158280882727979
0 0.0158286805589954 -0.0158286805589954
0 0.01581492877897 -0.01581492877897
0 0.0157958762082496 -0.0157958762082496
0 0.0158606773937015 -0.0158606773937015
0 0.016035385959134 -0.016035385959134
0 0.016110994952275 -0.016110994952275
0 0.0161966504882218 -0.0161966504882218
0 0.0162756536113439 -0.0162756536113439
0 0.016300275138804 -0.016300275138804
0 0.0163095619341825 -0.0163095619341825
0 0.0163040222709093 -0.0163040222709093
0 0.0163738332621918 -0.0163738332621918
0 0.0163787118299034 -0.0163787118299034
0 0.0163987545805875 -0.0163987545805875
0 0.0163882927670738 -0.0163882927670738
0 0.01638404016683 -0.01638404016683
0 0.0164780100200428 -0.0164780100200428
0 0.0164459974778823 -0.0164459974778823
0 0.0164848773616729 -0.0164848773616729
0 0.0164861598221984 -0.0164861598221984
0 0.0164797902837821 -0.0164797902837821
1 0.0165282159210781 -0.0165282159210781
0 0.0165054399600138 -0.0165054399600138
0 0.0164903174730129 -0.0164903174730129
0 0.0164907422754863 -0.0164907422754863
0 0.0164865703193728 -0.0164865703193728
0 0.0164731774621845 -0.0164731774621845
0 0.0165589965616543 -0.0165589965616543
0 0.0166287898890369 -0.0166287898890369
0 0.0166278641027198 -0.0166278641027198
0 0.0166158299585126 -0.0166158299585126
0 0.0166255652685358 -0.0166255652685358
0 0.016624568575094 -0.016624568575094
0 0.016615761794645 -0.016615761794645
0 0.0165716763286964 -0.0165716763286964
0 0.0165644613265514 -0.0165644613265514
0 0.0165620280026275 -0.0165620280026275
0 0.0165316735959939 -0.0165316735959939
0 0.0165408226142795 -0.0165408226142795
0 0.0165577585891206 -0.0165577585891206
0 0.016557198194567 -0.016557198194567
0 0.0165748549488613 -0.0165748549488613
0 0.0166402336739317 -0.0166402336739317
0 0.0166205744166806 -0.0166205744166806
0 0.0167397296932369 -0.0167397296932369
0 0.0167106013382846 -0.0167106013382846
0 0.0167364477862591 -0.0167364477862591
0 0.0167385099754273 -0.0167385099754273
0 0.0167483548675856 -0.0167483548675856
0 0.0166921245638662 -0.0166921245638662
0 0.0166741663029364 -0.0166741663029364
0 0.0166607939472983 -0.0166607939472983
0 0.0166226711853521 -0.0166226711853521
0 0.0167596610405361 -0.0167596610405361
0 0.0167582921423305 -0.0167582921423305
0 0.0167688450538288 -0.0167688450538288
1 0.0167583948428647 -0.0167583948428647
1 0.0168403058237347 -0.0168403058237347
1 0.0168352083190734 -0.0168352083190734
1 0.016837272704305 -0.016837272704305
1 0.0174653470014162 -0.0174653470014162
1 0.0174492908606984 -0.0174492908606984
1 0.0175421347758069 -0.0175421347758069
1 0.0176105334842257 -0.0176105334842257
1 0.0176165815756852 -0.0176165815756852
1 0.0176206298249553 -0.0176206298249553
1 0.0176253312543266 -0.0176253312543266
1 0.017707120580268 -0.017707120580268
1 0.0177745490043475 -0.0177745490043475
1 0.0177746480853677 -0.0177746480853677
1 0.0178146264599491 -0.0178146264599491
1 0.0177729576968237 -0.0177729576968237
1 0.0177308740535531 -0.0177308740535531
1 0.0177277468309126 -0.0177277468309126
1 0.017837653194745 -0.017837653194745
1 0.0178489550333622 -0.0178489550333622
1 0.0178571034010488 -0.0178571034010488
1 0.0178463584391459 -0.0178463584391459
1 0.0179197030929097 -0.0179197030929097
1 0.0179609495721234 -0.0179609495721234
1 0.0180370678802307 -0.0180370678802307
1 0.0180181236683414 -0.0180181236683414
1 0.0180601179796425 -0.0180601179796425
1 0.0180926948975591 -0.0180926948975591
1 0.0181290093980604 -0.0181290093980604
1 0.0180919300027237 -0.0180919300027237
1 0.0181267867507265 -0.0181267867507265
1 0.0181399215098484 -0.0181399215098484
1 0.0181327046522941 -0.0181327046522941
1 0.018149722992779 -0.018149722992779
1 0.0181603097279042 -0.0181603097279042
1 0.0181496203303899 -0.0181496203303899
1 0.0181980643031065 -0.0181980643031065
1 0.0181788035018121 -0.0181788035018121
1 0.0181873579487019 -0.0181873579487019
1 0.0180852641318665 -0.0180852641318665
1 0.0180047627549443 -0.0180047627549443
1 0.0179716620334451 -0.0179716620334451
1 0.0179375976117126 -0.0179375976117126
1 0.0180392488489903 -0.0180392488489903
1 0.0180259399729682 -0.0180259399729682
1 0.0179751814531443 -0.0179751814531443
1 0.0179810077358763 -0.0179810077358763
0 0.0179527677337679 -0.0179527677337679
0 0.0180079792887066 -0.0180079792887066
0 0.0180062786737959 -0.0180062786737959
0 0.0180064720406992 -0.0180064720406992
0 0.0179971076971065 -0.0179971076971065
0 0.0179921749163034 -0.0179921749163034
0 0.0178694228232647 -0.0178694228232647
0 0.0178721935599138 -0.0178721935599138
0 0.0178644217678377 -0.0178644217678377
0 0.0178139485872105 -0.0178139485872105
0 0.0178306367796975 -0.0178306367796975
0 0.0178331892593134 -0.0178331892593134
0 0.0178221445960241 -0.0178221445960241
0 0.0178192539606902 -0.0178192539606902
0 0.0177146450736214 -0.0177146450736214
0 0.0176998596120958 -0.0176998596120958
0 0.0176997939991489 -0.0176997939991489
0 0.0176993128986935 -0.0176993128986935
0 0.0176736702050984 -0.0176736702050984
0 0.0176673126140464 -0.0176673126140464
0 0.0175357795995168 -0.0175357795995168
0 0.0174869368458072 -0.0174869368458072
0 0.0174703700686323 -0.0174703700686323
0 0.0174733983883331 -0.0174733983883331
0 0.0174261577353252 -0.0174261577353252
0 0.0174303657246781 -0.0174303657246781
0 0.0174851669371707 -0.0174851669371707
1 0.0174844903341322 -0.0174844903341322
0 0.0174891592800784 -0.0174891592800784
0 0.0175205830020275 -0.0175205830020275
0 0.0175199125893349 -0.0175199125893349
0 0.0175198551295116 -0.0175198551295116
0 0.0174787007767648 -0.0174787007767648
0 0.0174812640659568 -0.0174812640659568
0 0.0174800605062401 -0.0174800605062401
0 0.0175113450036311 -0.0175113450036311
0 0.0174820987209833 -0.0174820987209833
0 0.0174633128534503 -0.0174633128534503
0 0.0174626257661973 -0.0174626257661973
0 0.0174704286181524 -0.0174704286181524
0 0.0174710159085473 -0.0174710159085473
0 0.0174728678217389 -0.0174728678217389
0 0.0174492083406564 -0.0174492083406564
1 0.0174668609954489 -0.0174668609954489
1 0.0175454051827949 -0.0175454051827949
0 0.0175406647089657 -0.0175406647089657
0 0.0175529382831404 -0.0175529382831404
0 0.0175606367492057 -0.0175606367492057
0 0.0175591315437197 -0.0175591315437197
0 0.0175245956543812 -0.0175245956543812
0 0.0175328008065445 -0.0175328008065445
0 0.0175957516509024 -0.0175957516509024
0 0.0174980081848462 -0.0174980081848462
0 0.0174925515826177 -0.0174925515826177
0 0.0175686900776517 -0.0175686900776517
0 0.0174600821982603 -0.0174600821982603
0 0.0174454919604707 -0.0174454919604707
0 0.0175044289440291 -0.0175044289440291
1 0.0175036567056616 -0.0175036567056616
0 0.0174773402512144 -0.0174773402512144
0 0.017551530639067 -0.017551530639067
0 0.0175508163795539 -0.0175508163795539
0 0.017528078578909 -0.017528078578909
0 0.0175335296547142 -0.0175335296547142
0 0.0175432053632578 -0.0175432053632578
0 0.0175693798752312 -0.0175693798752312
0 0.0175675617284585 -0.0175675617284585
0 0.0175575025613301 -0.0175575025613301
0 0.0175534829695383 -0.0175534829695383
0 0.0175688792556655 -0.0175688792556655
0 0.0175862507850753 -0.0175862507850753
0 0.0172939675258979 -0.0172939675258979
0 0.0172822075850458 -0.0172822075850458
0 0.0170516102621366 -0.0170516102621366
0 0.0170663202246381 -0.0170663202246381
0 0.0170878763154083 -0.0170878763154083
0 0.0170812686034026 -0.0170812686034026
0 0.0170382258439236 -0.0170382258439236
0 0.0170336005866863 -0.0170336005866863
0 0.0169725477145233 -0.0169725477145233
0 0.0169940884510591 -0.0169940884510591
0 0.0170068581342347 -0.0170068581342347
0 0.0168789109065836 -0.0168789109065836
0 0.0168726124770917 -0.0168726124770917
0 0.0168747459511919 -0.0168747459511919
0 0.0167101262015431 -0.0167101262015431
0 0.0166876754429897 -0.0166876754429897
0 0.0166803620661112 -0.0166803620661112
0 0.0166159800242523 -0.0166159800242523
0 0.0166077559743683 -0.0166077559743683
0 0.0165947583110083 -0.0165947583110083
0 0.0164964111017519 -0.0164964111017519
0 0.0164986892476263 -0.0164986892476263
0 0.0164867421608642 -0.0164867421608642
0 0.0164248186669611 -0.0164248186669611
0 0.0164152232034249 -0.0164152232034249
0 0.0163863648531324 -0.0163863648531324
0 0.0163832460223168 -0.0163832460223168
0 0.0163042712734108 -0.0163042712734108
0 0.0163044998692803 -0.0163044998692803
1 0.0162882205652571 -0.0162882205652571
1 0.0168459091778681 -0.0168459091778681
1 0.0168707348317082 -0.0168707348317082
1 0.0168357835815606 -0.0168357835815606
1 0.0168356498781067 -0.0168356498781067
1 0.0168638350992967 -0.0168638350992967
0 0.0168676514023961 -0.0168676514023961
0 0.0170547161866736 -0.0170547161866736
0 0.0170308550779054 -0.0170308550779054
0 0.0170253110638512 -0.0170253110638512
0 0.0170258370909602 -0.0170258370909602
0 0.0169898129306963 -0.0169898129306963
0 0.0169658185219711 -0.0169658185219711
0 0.016968349104423 -0.016968349104423 PRU
0 0.0169563047461124 -0.0169563047461124 0.04
0 0.0169448363828191 -0.0169448363828191
0.03
0 0.0169024308440118 -0.0169024308440118
0 0.0169064951888782 -0.0169064951888782 0.02
0 0.0169104868815982 -0.0169104868815982 0.01
0 0.0168370074521446 -0.0168370074521446
0 0.0165067878781371 -0.0165067878781371 0
1 8 15 22 29 36 43 50 57 64 71
0 0.0164719253148072 -0.0164719253148072 -0.01
0 0.0164255430304622 -0.0164255430304622
-0.02
0 0.0160420464925988 -0.0160420464925988
0 0.0159878031498715 -0.0159878031498715 -0.03
0 0.0159396386961111 -0.0159396386961111

0 0.0159064485112149
0 0.0159027147559658
0 0.0158612734281905
0 0.0158319447650902
0 0.0158029406148833
0 0.0158231105236814
0 0.0158172151634678
0 0.0158494488031785
0 0.0158528152046259
0 0.0158078950931213
0 0.0158121322274579
0 0.0158104272746609
0 0.0158093940966097
0 0.01576768249092
0 0.0157516123132404
0 0.0157518978703451
0 0.0157304030023254
0.0157158396974427
58
Prueba retrospectiva (backtesting) diaria
Número de
observaciones
Número de excepciones
Núm de excepciones
/num de observaciones
Nivel de confianza
Razón de verosimilitud
(kupiec)
Region de confianza
¿Pasa la prueba?
-0.02
-0.03
-0.0159064485112149
-0.0159027147559658
-0.0158612734281905
-0.0158319447650902
-0.0158029406148833
PRU
-0.0158231105236814
0.04
-0.0158172151634678
-0.0158494488031785 0.03
-0.0158528152046259
0.02
-0.0158078950931213
-0.0158121322274579 0.01
-0.0158104272746609 0
-0.0158093940966097 1 8 15 22 29 36 43 50 57 64 71
-0.01
-0.01576768249092
-0.0157516123132404 -0.02
-0.0157518978703451
-0.03
-0.0157304030023254
-0.0157158396974427
250
58
0.23
99%
267.218223693293
6.634897
No
 PRUEBA BACKTESTING POSICIÓN LARGA

1 8 15 22 29 36 43 50 57 64 71 78 85 92 99 106113120127134141148155162169176183190197204211218225232239246

Column I Column J Serie 3

 Column I Column J Serie 3

PRUEBA BACKTESTING POSICIÓN CORTA

1 8 15 22 29 36 43 50 57 64 71 78 85 92 99 106113120127134141148155162169176183190197204211218225232239246

Column N Column O Serie 3

32239246
Banco de México

Tipos de cambio y resultados históricos de las subastas

Tipos de cambio diarios

Fecha de consulta: 19/12/2021 03:38:44

Tipo de cambio pesos por dólar Tipo de cambio Pesos por dólar
E.U.A., Tipo de cambio para E.U.A., Tipo de cambio para
solventar obligaciones solventar obligaciones
Título denominadas en moneda denominadas en moneda
extranjera, Fecha de liquidación extranjera, Fecha de
determinación (FIX)

Periodo
14/11/1991 - 21/12/2021 12/11/1991 - 17/12/2021
disponible
Periodicidad Diaria Diaria
Cifra Tipo de Cambio Tipo de Cambio
Unidad Pesos por Dólar Pesos por Dólar
Base
Aviso
Tipo de Niveles Niveles
información
Fecha SF60653 SF43718
11/1/2021 20.3255 20.8598
11/3/2021 20.5297 20.8352
11/4/2021 20.8598 20.6242
11/5/2021 20.8352 20.3925
11/8/2021 20.6242 20.3265
11/9/2021 20.3925 20.2833
11/10/2021 20.3265 20.4702
11/11/2021 20.2833 20.4652
11/12/2021 20.4702 20.5072
11/16/2021 20.4652 20.8092
11/17/2021 20.5072 20.6912
11/18/2021 20.8092 20.7628
11/19/2021 20.6912 20.8283
11/22/2021 20.7628 20.9632
11/23/2021 20.8283 21.2107
11/24/2021 20.9632 21.4357
11/25/2021 21.2107 21.5462
11/26/2021 21.4357 21.8185
11/29/2021 21.5462 21.7333
11/30/2021 21.8185 21.4453
12/1/2021 21.7333 21.2710
12/2/2021 21.4453 21.3033
12/3/2021 21.2710 21.4177
12/6/2021 21.3033 21.2047
12/7/2021 21.4177 21.0907
12/8/2021 21.2047 20.9330
Tipo de cambio pesos por dólar Tipo de cambio pesos por dólar Tipo de cambio pesos por dólar
E.U.A., Interbancario a 48 horas, E.U.A., Interbancario a 48 horas, E.U.A., Interbancario a 48 horas,
Apertura compra Apertura venta Cierre compra

02/01/1992 - 17/12/2021 02/01/1992 - 17/12/2021 02/01/1992 - 29/10/2021

Diaria Diaria Diaria

Tipo de Cambio Tipo de Cambio Tipo de Cambio
Pesos por Dólar Pesos por Dólar Pesos por Dólar

Niveles Niveles Niveles

SF43787 SF43784 SF43788

20.8345 20.8410 N/E
20.8915 20.8980 N/E
20.5940 20.6020 N/E
20.4505 20.4580 N/E
20.3465 20.3530 N/E
20.3135 20.3200 N/E
20.3800 20.3870 N/E
20.4885 20.4960 N/E
20.5825 20.5900 N/E
20.7780 20.7850 N/E
20.6990 20.7060 N/E
20.8280 20.8350 N/E
20.7580 20.7650 N/E
20.9390 20.9470 N/E
21.1585 21.1660 N/E
21.4730 21.4820 N/E
21.5270 21.5370 N/E
21.7800 21.7920 N/E
21.7380 21.7470 N/E
21.3140 21.3250 N/E
21.1740 21.1840 N/E
21.2930 21.3030 N/E
21.2730 21.2820 N/E
21.1840 21.1940 N/E
21.2140 21.2230 N/E
20.9240 20.9330 N/E
Tipo de cambio Pesos por dólar Tipo de cambio pesos por dólar Tipo de cambio Pesos por dólar
E.U.A., Interbancario a 48 horas, E.U.A., Interbancario a 48 horas, E.U.A., Interbancario a 48 horas
Cierre venta Máximo Mínimo

02/01/1992 - 29/10/2021 02/01/1992 - 17/12/2021 02/01/1992 - 17/12/2021

Diaria Diaria Diaria

Tipo de Cambio Tipo de Cambio Tipo de Cambio
Pesos por Dólar Pesos por Dólar Pesos por Dólar

Niveles Niveles Niveles

SF43786 SF43785 SF43717

N/E 20.8900 20.8050
N/E 20.9260 20.6020
N/E 20.6600 20.5490
N/E 20.4750 20.3160
N/E 20.3530 20.2930
N/E 20.3500 20.2530
N/E 20.6270 20.3870
N/E 20.6840 20.4560
N/E 20.5900 20.4540
N/E 20.8500 20.6860
N/E 20.7300 20.6590
N/E 20.8750 20.7000
N/E 20.8880 20.7600
N/E 21.0090 20.9150
N/E 21.3150 21.1660
N/E 21.5010 21.3810
N/E 21.6000 21.4990
N/E 22.0000 21.7670
N/E 21.7860 21.6420
N/E 21.5500 21.2980
N/E 21.4190 21.1500
N/E 21.3870 21.2560
N/E 21.4970 21.2820
N/E 21.2660 21.1750
N/E 21.2230 21.0250
N/E 20.9700 20.8940
 Serie histórica del tipo de Tipo de Cambio Cierre de
cambio, Tipo de cambio peso Jornada
dólar desde 1954

19/04/1954 - 17/12/2021 01/11/2021 - 17/12/2021

Diaria Diaria
Tipo de Cambio Tipo de Cambio
Pesos por Dólar Pesos por Dólar

Niveles Niveles

SF63528 SF343410
20.85980 20.8195
20.83520 20.5840
20.62420 20.5499
20.39250 20.3390
20.32650 20.3231
20.28330 20.3254
20.47020 20.6071
20.46520 20.6319
20.50720 20.5519
20.80920 20.7084
20.69120 20.6688
20.76280 20.7632
20.82830 20.8221
20.96320 20.9821
21.21070 21.2275
21.43570 21.4472
21.54620 21.5564
21.81850 21.8335
21.73330 21.6758
21.44530 21.4681
21.27100 21.3759
21.30330 21.3443
21.41770 21.3734
21.20470 21.2206
21.09070 21.0285
20.93300 20.9652
Banco de México

Tipos de cambio y resultados históricos de las subastas

Tipos de cambio diarios

Fecha de consulta: 19/12/2021 03:40:09

Tipo de cambio pesos por Tipo de cambio Pesos por dólar

dólar E.U.A., Interbancario a E.U.A., Interbancario a 48 horas,
Título 48 horas, Cierre compra Cierre venta

Fecha SF43788 SF43786

8/1/2019 19.2530 19.2580
8/2/2019 19.3320 19.3375
8/5/2019 19.6160 19.6220
8/6/2019 19.5985 19.6040
8/7/2019 19.6600 19.6660
8/8/2019 19.4610 19.4670
8/9/2019 19.3930 19.3990
8/12/2019 19.5550 19.5615
8/13/2019 19.3830 19.3895
8/14/2019 19.7210 19.7275
8/15/2019 19.6655 19.6725
8/16/2019 19.5970 19.6035
8/19/2019 19.8385 19.8450
8/20/2019 19.7540 19.7600
8/21/2019 19.6665 19.6725
8/22/2019 19.7730 19.7795
8/23/2019 19.8630 19.8695
8/26/2019 19.9185 19.9250
8/27/2019 20.0185 20.0245
8/28/2019 20.0780 20.0840
8/29/2019 20.1220 20.1285
8/30/2019 20.0490 20.0550
9/2/2019 20.1365 20.1435
9/3/2019 20.0070 20.0130
9/4/2019 19.7540 19.7600
9/5/2019 19.6885 19.6940
9/6/2019 19.5440 19.5495
9/9/2019 19.5530 19.5580
9/10/2019 19.5070 19.5120
9/11/2019 19.5525 19.5575
9/12/2019 19.4330 19.4390
 9/13/2019 19.3795 19.3855
9/17/2019 19.3570 19.3630
9/18/2019 19.3950 19.4000
9/19/2019 19.4085 19.4140
9/20/2019 19.4520 19.4575
9/23/2019 19.4720 19.4780
9/24/2019 19.4630 19.4685
9/25/2019 19.5550 19.5600
9/26/2019 19.6185 19.6240
9/27/2019 19.7190 19.7245
9/30/2019 19.7155 19.7205
10/1/2019 19.8235 19.8290
10/2/2019 19.7960 19.8015
10/3/2019 19.6645 19.6695
10/4/2019 19.5500 19.5555
10/7/2019 19.5840 19.5895
10/8/2019 19.6020 19.6070
10/9/2019 19.5740 19.5790
10/10/2019 19.4845 19.4895
10/11/2019 19.3175 19.3220
10/14/2019 19.2610 19.2670
10/15/2019 19.2500 19.2550
10/16/2019 19.1895 19.1950
10/17/2019 19.1730 19.1780
10/18/2019 19.1300 19.1350
10/21/2019 19.1180 19.1230
10/22/2019 19.1240 19.1290
10/23/2019 19.1170 19.1220
10/24/2019 19.1410 19.1460
10/25/2019 19.0550 19.0600
10/28/2019 19.0935 19.0980
10/29/2019 19.1265 19.1310
10/30/2019 19.1200 19.1250
10/31/2019 19.2295 19.2350
11/1/2019 19.1340 19.1390
11/4/2019 19.1925 19.1980
11/5/2019 19.2075 19.2130
11/6/2019 19.1790 19.1840
11/7/2019 19.1050 19.1100
11/8/2019 19.0910 19.0960
11/11/2019 19.1230 19.1280
11/12/2019 19.3380 19.3430
11/13/2019 19.4400 19.4450
11/14/2019 19.3760 19.3810
11/15/2019 19.2087 19.2140
11/19/2019 19.3580 19.3630
11/20/2019 19.4830 19.4880
11/21/2019 19.3850 19.3900
11/22/2019 19.3820 19.3870
11/25/2019 19.4370 19.4420
11/26/2019 19.5615 19.5670
11/27/2019 19.5450 19.5500
11/28/2019 19.5545 19.5600
11/29/2019 19.5480 19.5530
12/2/2019 19.5680 19.5740
12/3/2019 19.5795 19.5850
12/4/2019 19.4375 19.4430
12/5/2019 19.3475 19.3530
12/6/2019 19.2890 19.2950
12/9/2019 19.2300 19.2350
12/10/2019 19.2430 19.2480
12/11/2019 19.1410 19.1460
12/13/2019 19.0460 19.0510
12/16/2019 18.9365 18.9410
12/17/2019 18.9140 18.9190
12/18/2019 18.9570 18.9620
12/19/2019 18.9480 18.9530
12/20/2019 18.9240 18.9290
12/23/2019 18.9310 18.9360
12/24/2019 18.9820 18.9880
12/26/2019 18.9425 18.9500
12/27/2019 18.8350 18.8400
12/30/2019 18.9150 18.9200
12/31/2019 18.8810 18.8860
1/2/2020 18.8515 18.8570
1/3/2020 18.9195 18.9250
1/6/2020 18.8627 18.8680
1/7/2020 18.8700 18.8750
1/8/2020 18.7950 18.8000
1/9/2020 18.8471 18.8520
1/10/2020 18.7760 18.7810
1/13/2020 18.7920 18.7970
1/14/2020 18.7790 18.7840
1/15/2020 18.8030 18.8080
1/16/2020 18.7975 18.8020
1/17/2020 18.6995 18.7040
1/20/2020 18.6620 18.6670
1/21/2020 18.7480 18.7530
1/22/2020 18.6645 18.6690
1/23/2020 18.7575 18.7620
1/24/2020 18.8315 18.8360
1/27/2020 18.8860 18.8910
1/28/2020 18.7420 18.7470
1/29/2020 18.6855 18.6900
1/30/2020 18.8320 18.8370
1/31/2020 18.8610 18.8660
2/4/2020 18.6940 18.6990
2/5/2020 18.6020 18.6070
2/6/2020 18.6490 18.6540
2/7/2020 18.7830 18.7880
2/10/2020 18.7280 18.7330
2/11/2020 18.6690 18.6740
2/12/2020 18.6180 18.6230
2/13/2020 18.6190 18.6240
2/14/2020 18.5470 18.5520
2/17/2020 18.5565 18.5620
2/18/2020 18.5790 18.5840
2/19/2020 18.5630 18.5680
2/20/2020 18.8145 18.8190
2/21/2020 18.8590 18.8640
2/24/2020 19.0645 19.0700
2/25/2020 19.1580 19.1630
2/26/2020 19.1990 19.2040
2/27/2020 19.3735 19.3790
2/28/2020 19.8545 19.8610
3/2/2020 19.4985 19.5050
3/3/2020 19.3855 19.3920
3/4/2020 19.5335 19.5390
3/5/2020 19.9145 19.9200
3/6/2020 20.1025 20.1100
3/9/2020 21.1640 21.1790
3/10/2020 20.7530 20.7780
3/11/2020 21.3690 21.3790
3/12/2020 21.6270 21.6470
3/13/2020 21.9510 21.9760
3/17/2020 23.1430 23.1680
3/18/2020 23.9000 23.9300
3/19/2020 24.3920 24.4240
3/20/2020 24.2160 24.2480
3/23/2020 25.1050 25.1350
3/24/2020 24.9560 24.9760
3/25/2020 23.9630 23.9880
3/26/2020 23.1570 23.1820
3/27/2020 23.3225 23.3250
3/30/2020 24.1040 24.1290
3/31/2020 23.7780 23.7980
4/1/2020 24.3920 24.4140
4/2/2020 24.3270 24.3490
4/3/2020 24.7110 24.7380
4/6/2020 24.7560 24.7830
4/7/2020 24.0850 24.1100
4/8/2020 23.9830 24.0100
4/13/2020 23.6680 23.6950
4/14/2020 23.5130 23.5350
4/15/2020 23.9640 23.9860
4/16/2020 24.2150 24.2370
4/17/2020 23.8420 23.8670
4/20/2020 24.1250 24.1500
4/21/2020 24.3030 24.3280
4/22/2020 24.5505 24.5530
4/23/2020 24.6580 24.6830
4/24/2020 25.1030 25.1300
4/27/2020 24.8405 24.8620
4/28/2020 24.2620 24.2820
4/29/2020 23.8520 23.8700
4/30/2020 24.0410 24.0610
5/4/2020 24.1550 24.1730
5/5/2020 23.8620 23.8820
5/6/2020 24.2460 24.2690
5/7/2020 24.0050 24.0250
5/8/2020 23.7480 23.7690
5/11/2020 23.9070 23.9270
5/12/2020 24.1590 24.1800
5/13/2020 24.3060 24.3260
5/14/2020 24.0500 24.0680
5/15/2020 23.9950 24.0130
5/18/2020 23.7150 23.7350
5/19/2020 23.5050 23.5230
5/20/2020 23.1710 23.1890
5/21/2020 22.8470 22.8640
5/22/2020 22.7490 22.7660
5/25/2020 22.6225 22.6260
5/26/2020 22.2330 22.2490
5/27/2020 22.3235 22.3410
5/28/2020 22.1550 22.1690
5/29/2020 22.2070 22.2240
6/1/2020 22.0610 22.0770
6/2/2020 21.7350 21.7510
6/3/2020 21.7860 21.7980
6/4/2020 21.8740 21.8860
 6/5/2020 21.6100 21.6250
6/8/2020 21.5960 21.6120
6/9/2020 21.8630 21.8780
6/10/2020 21.7335 21.7460
6/11/2020 22.6180 22.6320
6/12/2020 22.3980 22.4150
6/15/2020 22.1580 22.1730
6/16/2020 22.2290 22.2440
6/17/2020 22.2570 22.2720
6/18/2020 22.7120 22.7270
6/19/2020 22.6300 22.6450
6/22/2020 22.4420 22.4540
6/23/2020 22.4230 22.4370
6/24/2020 22.7180 22.7320
6/25/2020 22.7470 22.7610
6/26/2020 22.9650 22.9800
6/29/2020 23.0960 23.1110
6/30/2020 22.9430 22.9570
7/1/2020 22.7780 22.7930
7/2/2020 22.4630 22.4750
7/3/2020 22.4080 22.4230
7/6/2020 22.3240 22.3350
7/7/2020 22.6720 22.6830
7/8/2020 22.7370 22.7500
7/9/2020 22.6300 22.6420
7/10/2020 22.4710 22.4820
7/13/2020 22.5370 22.5490
7/14/2020 22.4340 22.4440
7/15/2020 22.3330 22.3440
7/16/2020 22.3760 22.3870
7/17/2020 22.5230 22.5340
7/20/2020 22.5020 22.5120
7/21/2020 22.2910 22.3010
7/22/2020 22.3140 22.3240
7/23/2020 22.4700 22.4800
7/24/2020 22.2670 22.2770
7/27/2020 21.9830 21.9930
7/28/2020 21.9350 21.9450
7/29/2020 22.0020 22.0120
7/30/2020 22.0700 22.0800
7/31/2020 22.2000 22.2100
8/3/2020 22.6150 22.6250
8/4/2020 22.8190 22.8290
8/5/2020 22.3600 22.3700
8/6/2020 22.3860 22.3960
 8/7/2020 22.3850 22.3970
8/10/2020 22.4720 22.4820
8/11/2020 22.3270 22.3370
8/12/2020 22.3290 22.3390
8/13/2020 22.2200 22.2300
8/14/2020 22.0170 22.0270
8/17/2020 22.1080 22.1180
8/18/2020 22.1715 22.1810
8/19/2020 22.0430 22.0520
8/20/2020 22.1510 22.1600
8/21/2020 21.9770 21.9860
8/24/2020 22.0110 22.0200
8/25/2020 21.9710 21.9800
8/26/2020 21.9500 21.9580
8/27/2020 22.0975 22.1060
8/28/2020 21.7975 21.8060
8/31/2020 21.8960 21.9040
9/1/2020 21.7600 21.7680
9/2/2020 21.7550 21.7630
9/3/2020 21.6970 21.7050
9/4/2020 21.5240 21.5320
9/7/2020 21.6180 21.6290
9/8/2020 21.7110 21.7190
9/9/2020 21.4425 21.4500
9/10/2020 21.4485 21.4560
9/11/2020 21.2920 21.2930
9/14/2020 21.0805 21.0890
9/15/2020 21.1150 21.1230
9/17/2020 20.9120 20.9200
9/18/2020 21.0630 21.0710
9/21/2020 21.4420 21.4500
9/22/2020 21.6920 21.7020
9/23/2020 22.3050 22.3150
9/24/2020 22.0430 22.0530
9/25/2020 22.3310 22.3430
9/28/2020 22.4990 22.5120
9/29/2020 22.3870 22.3990
9/30/2020 22.0930 22.1050
10/1/2020 21.8920 21.9040
10/2/2020 21.6580 21.6700
10/5/2020 21.4440 21.4560
10/6/2020 21.5110 21.5230
10/7/2020 21.4740 21.4860
10/8/2020 21.3750 21.3870
10/9/2020 21.0550 21.1750
10/12/2020 21.2040 21.2150
10/13/2020 21.3790 21.3900
10/14/2020 21.3120 21.3240
10/15/2020 21.2860 21.2960
10/16/2020 21.0930 21.1030
10/19/2020 21.1800 21.1910
10/20/2020 21.0800 21.0910
10/21/2020 21.0630 21.0740
10/22/2020 20.9800 20.9910
10/23/2020 20.8680 20.8780
10/26/2020 20.9670 20.9770
10/27/2020 20.9360 20.9460
10/28/2020 21.1950 21.2050
10/29/2020 21.3200 21.3300
10/30/2020 21.2300 21.2400
11/3/2020 21.2400 21.2500
11/4/2020 20.9810 20.9980
11/5/2020 20.6800 20.6930
11/6/2020 20.5430 20.5550
11/9/2020 20.3320 20.3420
11/10/2020 20.2970 20.3070
11/11/2020 20.4830 20.4930
11/12/2020 20.5530 20.5630
11/13/2020 20.3990 20.4090
11/17/2020 20.2810 20.2900
11/18/2020 20.2530 20.2620
11/19/2020 20.1310 20.1400
11/20/2020 20.0510 20.0600
11/23/2020 20.1480 20.1580
11/24/2020 20.0580 20.0680
11/25/2020 19.9800 19.9890
11/26/2020 20.0540 20.0630
11/27/2020 20.0760 20.0850
11/30/2020 20.1380 20.1470
12/1/2020 20.0250 20.0340
12/2/2020 20.0440 20.0540
12/3/2020 19.8910 19.9000
12/4/2020 19.7910 19.8000
12/7/2020 19.8680 19.8770
12/8/2020 19.7780 19.7860
12/9/2020 19.9210 19.9300
12/10/2020 20.0010 20.0100
12/11/2020 20.0910 20.0990
12/14/2020 20.1930 20.2010
12/15/2020 19.9170 19.9250
12/16/2020 19.9680 19.9760
12/17/2020 19.8040 19.8120
12/18/2020 19.9430 19.9510
12/21/2020 19.9275 19.9380
12/22/2020 20.1420 20.1510
12/23/2020 20.0665 20.0760
12/24/2020 19.9205 19.9300
12/28/2020 20.0440 20.0530
12/29/2020 19.9260 19.9360
12/30/2020 19.8980 19.9080
12/31/2020 19.9400 19.9500
1/4/2021 19.8810 19.8900
1/5/2021 19.8440 19.8530
1/6/2021 19.6670 19.6760
1/7/2021 20.0070 20.0160
1/8/2021 20.0520 20.0620
1/11/2021 20.0320 20.0420
1/12/2021 19.8270 19.8370
1/13/2021 19.8290 19.8400
1/14/2021 19.7230 19.7340
1/15/2021 19.7630 19.7740
1/18/2021 19.7070 19.7180
1/19/2021 19.6800 19.6910
1/20/2021 19.6070 19.6160
1/21/2021 19.7110 19.7200
1/22/2021 19.9240 19.9330
1/25/2021 20.0840 20.0940
1/26/2021 19.9620 19.9710
1/27/2021 20.2200 20.2300
1/28/2021 20.1790 20.1890
1/29/2021 20.4310 20.4410
2/2/2021 20.1640 20.1740
2/3/2021 20.2230 20.2330
2/4/2021 20.4430 20.4530
2/5/2021 20.1220 20.1320
2/8/2021 20.1150 20.1270
2/9/2021 20.1190 20.1290
2/10/2021 20.0360 20.0460
2/11/2021 19.9600 19.9700
2/12/2021 19.9510 19.9600
2/15/2021 19.9420 19.9530
2/16/2021 20.1690 20.1700
2/17/2021 20.2110 20.2210
2/18/2021 20.3500 20.3590
2/19/2021 20.5130 20.5220
2/22/2021 20.6330 20.6420
2/23/2021 20.5300 20.5400
2/24/2021 20.4175 20.4270
2/25/2021 20.7500 20.7590
2/26/2021 20.9335 20.9440
3/1/2021 20.6140 20.6240
3/2/2021 20.6020 20.6120
3/3/2021 20.9800 20.9900
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11/5/2021 20.3390 20.3390
 11/8/2021 20.3231 20.3231
11/9/2021 20.3254 20.3254
11/10/2021 20.6071 20.6071
11/11/2021 20.6319 20.6319
11/12/2021 20.5519 20.5519
11/16/2021 20.7084 20.7084
11/17/2021 20.6688 20.6688
11/18/2021 20.7632 20.7632
11/19/2021 20.8221 20.8221
11/22/2021 20.9821 20.9821
11/23/2021 21.2275 21.2275
11/24/2021 21.4472 21.4472
11/25/2021 21.5564 21.5564
11/26/2021 21.8335 21.8335
11/29/2021 21.6758 21.6758
11/30/2021 21.4681 21.4681
12/1/2021 21.3759 21.3759
12/2/2021 21.3443 21.3443
12/3/2021 21.3734 21.3734
12/6/2021 21.2206 21.2206
12/7/2021 21.0285 21.0285
12/8/2021 20.9652 20.9652
593 593

Rendimiento
Riesgo
Varianza
Desviación Estandar

Posición Larga (Cuenta por Cobrar en Dólares)

Datos de Entrada (Inputs)

Monto de Exposición en Dls.

Horizonte de tiempo (días)
Precio del dólar (Spot)
Tasa de interes en pesos (Mex)
Tasa de interes en dólares (USA)

Monto de Exposición en M.N

1. Identificar cuál es el riesgo

2.Calcular el Valor en Riesgo (VaR) por metodologia parametrica

VaR=F*S*𝜎*√𝑡
 3. Diseñar una estrategia de cobertura con un contrato Forward
Asumo una posición larga (compra de futuro de dólares)

Tipo de Cambio Teorico Futuro

Flujo de efectivo para comprar los dólares

Tipo de cambio en 30 días

1. Operación al contado (casa de bolsa)

2. Resultados en la cobertura Forward

4. Llevar acabo una prueba de stressting

Calculo del valor en riesgo en condiciones de estrés

Volatilidad anual
Valor en riesgo
VaR Relativo

Volatilidad anual
Valor en riesgo
VaR Relativo
Rendimiento Cierre compra Rendimiento
Cierre venta

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ción Larga (Cuenta por Cobrar en Dólares) Mercado de Fisicos (Voy al Banco hoy)
Datos de Entrada (Inputs)

1,800,000.00
30 91
20.9652
5.20%
0.02%

37,737,360.00

Que el Tipo de Cambio suba, que se deprecie el peso o que se aprecie el dólar.

iesgo (VaR) por metodologia parametrica

Nivel de confianza 90% 95% 99%

 No. De Desviación Estandar 1.29 1.65 2.33

VaR Parametrico 30 dias 2,366,212.86 3,026,551.33 4,273,857.33

VaR Parametrico 91 dias 4,121,106.89 5,271,183.23 7,443,549.65
gia de cobertura con un contrato Forward
n larga (compra de futuro de dólares) Mercado de Derivados (Futuro)

21.0557
37,900,260.00

21.9152

39,447,360.00
1,547,100.00
37,900,260.00

ba de stressting
o en condiciones de estrés

35%
10,618,320.68
28.14%

45%
13,652,126.59
36.18%
 Posición Corta (Cuenta por Pagar en Dólares)
Datos de Entrada (Inputs)

Monto de Exposición en Dls. 6,000,000.00

Horizonte de tiempo (días) 30 91
Precio del dólar (Spot) 20.9652
Tasa de interes en pesos (Mex) 5.20%
Tasa de interes en dólares (USA) 0.02%

Monto de Exposición en M.N 125,791,200.00

1. Identificar cuál es el riesgo Que el Tipo de Cambio suba, que se deprecie el peso o que se aprecie el

2.Calcular el Valor en Riesgo (VaR) por metodologia parametrica

VaR=F*S*𝜎*√𝑡 Nivel de confianza 90%

 No. De Desviación Estandar 1.29

VaR Parametrico 30 dias 7,874,980.56

VaR Parametrico 91 dias 13,715,434.15
3. Diseñar una estrategia de cobertura con un contrato Forward
Asumo una posición larga (compra de futuro de dólares)

Tipo de Cambio Teorico Futuro 21.0557

Flujo de efectivo para comprar los dólares 126,334,200.00

Tipo de cambio en 30 días 21.9152

1. Operación al contado (casa de bolsa) 131,491,200.00

2. Resultados en la cobertura Forward 5,157,000.00
126,334,200.00

4. Llevar acabo una prueba de stressting

Calculo del valor en riesgo en condiciones de estrés DAKIRA:
Lo peor que podriamos perder es
pesos, a un nivel de confianza de
Volatilidad anual 35% 1% de que que la la perdida fuer
Valor en riesgo 35,394,402.27 de 28.14%
VaR Relativo 28.14%

Volatilidad anual 45% DAKIRA:

Valor en riesgo 45,507,088.63 Lo peor que podriamos perder es
de pesos, a un nivel de confianza
VaR Relativo 36.18% días. Hay 1% de que que la perdi
es decir más del 36.18%
 Mercado de Fisicos (Voy al Banco hoy)

recie el peso o que se aprecie el dólar.

95% 99%
 1.65 2.33

10,072,649.56 14,223,802.10
17,542,997.17 24,772,838.43

Mercado de Derivados (Futuro)

DAKIRA:
Lo peor que podriamos perder es 35.39 millones de
pesos, a un nivel de confianza del 99% en 30 días. Hay
1% de que que la la perdida fuera mayor, es decir más
de 28.14%

DAKIRA:
Lo peor que podriamos perder es 45.50millones
de pesos, a un nivel de confianza del 99% en 30
días. Hay 1% de que que la perdida fuera mayor,
es decir más del 36.18%
Banco de México

Tipos de cambio y resultados históricos de las subastas

Tipos de cambio diarios

Fecha de consulta: 19/12/2021 03:40:09

Tipo de cambio pesos por Tipo de cambio Pesos por dólar

dólar E.U.A., Interbancario a E.U.A., Interbancario a 48 horas,
Título 48 horas, Cierre compra Cierre venta

Fecha SF43788 SF43786

8/1/2019 19.2530 19.2580
8/2/2019 19.3320 19.3375
8/5/2019 19.6160 19.6220
8/6/2019 19.5985 19.6040
8/7/2019 19.6600 19.6660
8/8/2019 19.4610 19.4670
8/9/2019 19.3930 19.3990
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 9/2/2021 19.9740 19.9810
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9/22/2021 19.9730 19.9800
9/23/2021 20.0280 20.0350
9/24/2021 20.0570 20.0640
9/27/2021 20.1080 20.1150
9/28/2021 20.3710 20.3780
9/29/2021 20.5850 20.5920
9/30/2021 20.6350 20.6420
10/1/2021 20.4170 20.4240
10/4/2021 20.5120 20.5190
10/5/2021 20.5535 20.5600
10/6/2021 20.5775 20.5840
10/7/2021 20.6615 20.6680
10/8/2021 20.7025 20.7090
10/11/2021 20.8140 20.8210
10/12/2021 20.7510 20.7580
10/13/2021 20.6330 20.6400
10/14/2021 20.5825 20.5890
10/15/2021 20.3210 20.3280
10/18/2021 20.3330 20.3400
10/19/2021 20.2315 20.2380
10/20/2021 20.1765 20.1830
10/21/2021 20.3155 20.3220
10/22/2021 20.1730 20.1790
10/25/2021 20.1675 20.1740
10/26/2021 20.2055 20.2120
10/27/2021 20.2635 20.2700
10/28/2021 20.3975 20.4040
10/29/2021 20.6025 20.6090
11/1/2021 20.8195 20.8195
11/3/2021 20.5840 20.5840
11/4/2021 20.5499 20.5499
11/5/2021 20.3390 20.3390
 11/8/2021 20.3231 20.3231
11/9/2021 20.3254 20.3254
11/10/2021 20.6071 20.6071
11/11/2021 20.6319 20.6319
11/12/2021 20.5519 20.5519
11/16/2021 20.7084 20.7084
11/17/2021 20.6688 20.6688
11/18/2021 20.7632 20.7632
11/19/2021 20.8221 20.8221
11/22/2021 20.9821 20.9821
11/23/2021 21.2275 21.2275
11/24/2021 21.4472 21.4472
11/25/2021 21.5564 21.5564
11/26/2021 21.8335 21.8335
11/29/2021 21.6758 21.6758
11/30/2021 21.4681 21.4681
12/1/2021 21.3759 21.3759
12/2/2021 21.3443 21.3443
12/3/2021 21.3734 21.3734
12/6/2021 21.2206 21.2206
12/7/2021 21.0285 21.0285
12/8/2021 20.9652 20.9652
593 593

Rendimiento
Riesgo
Varianza
Desviación Estandar

Posición Larga (Cuenta por Cobrar en Dólar

Datos de Entrada (Inputs)

Monto de Exposición en Dls.

Horizonte de tiempo (días)
Precio del dólar (Spot)
Tasa de interes en pesos (Mex)
Tasa de interes en dólares (USA)

Monto de Exposición en M.N

1. Identificar cuál es el riesgo

2.Calcular el Valor en Riesgo (VaR) por metodologia parametric

VaR=F*S*𝜎*√𝑡
 3. Diseñar una estrategia de cobertura con un contrato Forwa
Asumo una posición larga (compra de futuro de dólares)

Tipo de Cambio Teorico Futuro

Flujo de efectivo para comprar los dólares

Tipo de cambio en 30 días

1. Operación al contado (casa de bolsa)

2. Resultados en la cobertura Forward

4. Llevar acabo una prueba de stressting

Calculo del valor en riesgo en condiciones de estrés

Volatilidad anual
Valor en riesgo
VaR Relativo

Volatilidad anual
Valor en riesgo
VaR Relativo

Valor en Riego simulacion Historica

Monto de Exposicion en Dis 1,800,000.00 VaR Simulacion Historica

Horizonte de tiempo (días) 30 VaR Simulacion Historica

VaR Simulacion Historica

VaR Simulacion Historica

VaR Simulacion Historica

VaR Simulacion Historica
 Posicion Larga
Rendimiento Cierre compra Rendimiento Revaluar el Revaluar la posición de
Cierre venta Factor de Riesgo Riesgo
(Tipo de camio)

0.00409486123563923 0.0041196570811 21.05104958478 37,891,889.25

0.0145838057709632 0.014605169842 21.27095240475 38,287,714.33
-0.000892527058190883 -0.000917758694 20.94648799172 37,703,678.39
0.00313308202341048 0.0031576293107 21.03088569124 37,855,594.24
-0.0101736518199926 -0.010170532051 20.75190735486 37,353,433.24
-0.00350028668492426 -0.003499205958 20.89181578959 37,605,268.42
0.00831883199337364 0.008341830434 21.13960597651 38,051,290.76
-0.00883461496333937 -0.008831666349 20.77998053037 37,403,964.95
0.0172876645837938 0.0172819189789 21.32763934553 38,389,750.82
-0.00281822638384189 -0.002791879986 20.90611532022 37,631,007.58
-0.00348933814717291 -0.003513599704 20.89204532788 37,605,681.59
0.0122480008629101 0.012243964512 21.22198178769 38,199,567.22
-0.00426849167389157 -0.004292393915 20.87571021836 37,576,278.39
-0.00443932186050653 -0.004437970893 20.87212872933 37,569,831.71
0.00540069011326346 0.0054243263894 21.07842654836 37,941,167.79
0.00454133387212628 0.0045398448675 21.0604099729 37,908,737.95
0.00279024350553619 0.0027893319923 21.02369801314 37,842,656.42
0.0050078978887708 0.0049812991774 21.07019158082 37,926,344.85
0.00296784226420904 0.0029669543188 21.02742140664 37,849,358.53
0.00218905560052404 0.0022132430545 21.01109398848 37,819,969.18
-0.00363446667281617 -0.003658222005 20.88900267931 37,600,204.82
0.0043548114758766 0.0044031564852 21.05649949355 37,901,699.09
-0.00645187635464028 -0.006499593312 20.82993512185 37,493,883.22
-0.0127262098323434 -0.012722370076 20.69839246562 37,257,106.44
-0.00332129353924394 -0.003345671494 20.89556841669 37,612,023.15
-0.00736637499125242 -0.007364310169 20.81076247503 37,459,372.46
0.000460393388698527 0.0004346992333 20.97485223947 37,754,734.03
-0.00235535183134222 -0.002354748976 20.91581957779 37,648,475.24
0.00232977998083362 0.0023291836635 21.01404430325 37,825,279.75
-0.00613050361106296 -0.006077487197 20.83667276569 37,506,010.98
 -0.00275684554636829 -0.002755993451 20.90740218175 37,633,323.93
-0.00116169517278945 -0.001161335408 20.94084482836 37,693,520.69
0.0019611897285218 0.001909037548 21.0063167349 37,811,370.12
0.000695813550049762 0.0007213892208 20.97978787024 37,763,618.17
0.00223877809955937 0.0022381445614 21.01213643061 37,821,845.58
0.00102764370363191 0.0010530236876 20.98674475578 37,776,140.56
-0.000462308984733425 -0.000487848725 20.95550759967 37,719,913.68
0.00471578094703944 0.0046888897929 21.06406729071 37,915,321.12
0.00324199040770239 0.0032666423495 21.0331689773 37,859,704.16
0.00510963933436922 0.005108210912 21.07232461057 37,930,184.30
-0.000177509541604098 -0.000202814046 20.96147847696 37,730,661.26
0.00546297420757487 0.005486808794 21.07973234686 37,943,518.22
-0.0013882055258801 -0.00138782021 20.93609599351 37,684,972.79
-0.00666491741265943 -0.006688479749 20.82546867346 37,485,843.61
-0.0058396932456054 -0.005812635869 20.84276966317 37,516,985.39
0.00173761989854066 0.0017371316158 21.0016295487 37,802,933.19
0.000918695517072586 0.0008929369287 20.98446063525 37,772,029.14
-0.00142944684336032 -0.001429082058 20.93523136104 37,683,416.45
-0.00458287730688906 -0.004581704266 20.86911906069 37,564,414.31
-0.00860785687113696 -0.008631515913 20.78473455913 37,412,522.21
-0.00292909472351651 -0.002850555197 20.9037909433 37,626,823.70
-0.000571265368292041 -0.000623020632 20.9532233073 37,715,801.95
-0.00314780629073101 -0.003120938814 20.89920561155 37,618,570.10
-0.000860215106807881 -0.000886039721 20.94716541824 37,704,897.75
-0.00224525588409292 -0.002244669854 20.91812776134 37,652,629.97
-0.000627483810590687 -0.000627319797 20.95204467641 37,713,680.42
0.000313791122286182 0.0003137090897 20.97177869364 37,749,201.65
-0.000366099216975542 -0.000366003507 20.9575246567 37,723,544.38
0.00125463971709131 0.0012543118609 20.9915037726 37,784,706.79
-0.004503096938149 -0.004501918298 20.87079167207 37,567,425.01
0.00201842867063829 0.001991719302 21.00751676077 37,813,530.17
0.00172684501310744 0.0017264384732 21.00140365107 37,802,526.57
-0.000339900386313996 -0.000313676289 20.95807392042 37,724,533.06
0.00571065059935873 0.0057351564917 21.08492493195 37,952,864.88
-0.00497870096663836 -0.005003398148 20.86082053849 37,549,476.97
0.0030527204639408 0.0030779688854 21.02920089507 37,852,561.61
0.000781250039736516 0.0007810263082 20.98157906333 37,766,842.31
-0.00148489730695358 -0.001510534964 20.93406883098 37,681,323.90
-0.00386584955383614 -0.003864840033 20.88415169093 37,591,473.04
-0.000733061086341044 -0.000732869216 20.94983122771 37,709,696.21
0.0016747792683151 0.0016743411195 21.00031208232 37,800,561.75
0.0111802729805185 0.0111773667639 21.19959665909 38,159,273.99
0.00526072697093734 0.0052593706877 21.07549219309 37,935,885.95
-0.00329761222155661 -0.003296762889 20.89606490025 37,612,916.82
-0.00867188540713171 -0.008654024731 20.78339218806 37,410,105.94
 0.00774246932329207 0.0077248485337 21.12752241786 38,029,540.35
0.00643651973685332 0.0064348630062 21.10014292359 37,980,257.26
-0.00504271934085767 -0.005041422273 20.85947838048 37,547,061.08
-0.000154770810534194 -0.000154730897 20.961955199 37,731,519.36
0.00283366582357165 0.0028329360418 21.02460837072 37,844,295.07
0.00638488264699913 0.0064087993971 21.09906034167 37,978,308.62
-0.000843849538010836 -0.000869187365 20.94750852567 37,705,515.35
0.000485939727461646 0.0005113781753 20.97538782357 37,755,698.08
-0.000332459564471503 -0.000357937263 20.95822991874 37,724,813.85
0.00102259953690834 0.0010734276595 20.98663900381 37,775,950.21
0.000587521570000405 0.0005618121142 20.97751750722 37,759,531.51
-0.00727891057536421 -0.007276859004 20.81259618401 37,462,673.13
-0.00464097777697571 -0.004639661895 20.86790097271 37,562,221.75
-0.00302822692037397 -0.003001451229 20.90171261697 37,623,082.71
-0.00306342564141486 -0.003114458785 20.90097466874 37,621,754.40
0.000675798637733454 0.0006756230281 20.9793682536 37,762,862.86
-0.00531472697444934 -0.005313342708 20.85377568604 37,536,796.23
-0.00497552549211835 -0.004974222891 20.86088711295 37,549,596.80
-0.00576582917704239 -0.005790708959 20.84431823814 37,519,772.83
-0.00118888800149141 -0.00116217657 20.94027472527 37,692,494.51
0.00227086786610744 0.0022702683915 21.01280919899 37,823,056.56
-0.00047487139792258 -0.000474746152 20.95524422617 37,719,439.61
-0.00126742729260381 -0.00126709272 20.93862813333 37,689,530.64
0.000369832258871343 0.0003697345876 20.97295360727 37,751,316.49
0.00269037168052741 0.0027423284774 21.02160418036 37,838,887.52
-0.00208308688490906 -0.002003269161 20.92152766684 37,658,749.80
-0.00569123367938693 -0.00582166238 20.84588214767 37,522,587.87
0.00423841694098803 0.0042372944755 21.05405925885 37,897,306.67
-0.00179913266859746 -0.001798656783 20.92748082378 37,669,465.48
-0.00156363909152818 -0.001536709096 20.93241799372 37,678,352.39
0.00360064988835342 0.0035996015787 21.04068834504 37,873,239.02
-0.00300670912708868 -0.003016433901 20.90216374181 37,623,894.74
0.000386932294327186 0.0003709297131 20.97331211294 37,751,961.80
-0.00398248236431749 -0.003981425299 20.88170646074 37,587,071.63
0.00276817888849888 0.0027621392256 21.02323542403 37,841,823.76
-0.0037795973559179 -0.003773288563 20.88595998551 37,594,727.97
0.000851788807889274 0.0008515621357 20.98305792272 37,769,504.26
-0.000692023130542436 -0.000691838989 20.95069159666 37,711,244.87
0.00127720734726835 0.0012768675921 20.99197690748 37,785,558.43
-0.000292549303292613 -0.000319064081 20.95906664535 37,726,319.96
-0.00522709673488418 -0.005225842427 20.85561287153 37,540,103.17
-0.00200741472333056 -0.001980145679 20.92311414884 37,661,605.47
0.00459770924862955 0.0045964805673 21.06159189394 37,910,865.41
-0.00446375615880115 -0.004489345363 20.87161645938 37,568,909.63
0.00497034853608817 0.0049691534486 21.06940435113 37,924,927.83
 0.00393732717545034 0.0039363846775 21.0477468517 37,885,944.33
0.00288990722768021 0.0029156857934 21.02578748301 37,846,417.47
-0.00765391213924548 -0.00765187856 20.80473420122 37,448,521.56
-0.00301917268951191 -0.003045118148 20.90190244073 37,623,424.39
0.00780972850580086 0.0078343993326 21.12893252007 38,032,078.54
0.00153874755111281 0.0015383394276 20.99746015016 37,795,428.27
-0.00889368130864218 -0.008891313733 20.77874219263 37,401,735.95
-0.00493351494011643 -0.004932192489 20.86176787258 37,551,182.17
0.00252342352903407 0.0025227462992 21.01810407897 37,832,587.34
0.00715968008197384 0.0071577678601 21.11530412485 38,007,547.42
-0.00293247524267343 -0.002931693686 20.90372007004 37,626,696.13
-0.00315533593341914 -0.003154492417 20.89904775109 37,618,285.95
-0.00273553956089253 -0.002734806112 20.907848866 37,634,127.96
5.37100196171129E-05 5.369559966E-05 20.9663260413 37,739,386.87
-0.0038745138067653 -0.003873471596 20.88397004314 37,591,146.08
0.000512081081709093 0.00053888022 20.97593588229 37,756,684.59
0.0012117786351746 0.0011845152949 20.99060518144 37,783,089.33
-0.000861558396947477 -0.000861326496 20.9471372559 37,704,847.06
0.0134574969236159 0.0134273288106 21.2473391145 38,245,210.41
0.0023624043795263 0.0023883460123 21.0147282803 37,826,510.90
0.0108377133666772 0.0108610758173 21.19241482828 38,146,346.69
0.00489241606379459 0.004864916874 21.06777048126 37,921,986.87
0.00213781138331859 0.0021372541823 21.01001964321 37,818,035.36
0.00904795854352038 0.0090714148754 21.15489226046 38,078,806.07
0.0245245288049304 0.0245680042725 21.4793616513 38,662,850.97
-0.0180931421584231 -0.018087166858 20.58587365602 37,054,572.58
-0.00581217560476627 -0.005810233072 20.84334657601 37,518,023.84
0.00760557637238432 0.0075518583455 21.12465242976 38,024,374.37
0.0193171693132748 0.0193117839241 21.37018831809 38,466,338.97
0.00939607582522793 0.0094929516281 21.16219060889 38,091,943.10
0.0514574396017183 0.0517929209209 22.04401551274 39,679,227.92
-0.0196108105023622 -0.019115390057 20.55405543566 36,997,299.78
0.0292504591248031 0.0285143971699 21.57844172564 38,841,195.11
0.0120012604262248 0.0124577448994 21.21680882509 38,190,255.89
0.0148701624794514 0.0150840720753 21.27695593041 38,298,520.67
0.0528796624275224 0.0528210674103 22.07383269873 39,732,898.86
0.0321860999399399 0.032360885717 21.63998802246 38,951,978.44
0.0203767507484888 0.0204333535123 21.39240265479 38,506,324.78
-0.00724163796653607 -0.007232115677 20.8133776117 37,464,079.70
0.0360534577672514 0.035927157389 21.72106795278 39,097,922.32
-0.00595275523812898 -0.006345933371 20.84039929588 37,512,718.73
-0.0406033001581087 -0.040361658467 20.11394369153 36,205,098.64
-0.0342138634546047 -0.03417758984 20.2478995099 36,446,219.12
0.00712144921715269 0.0061496312669 21.11450260713 38,006,104.69
0.032959241975021 0.0338886898566 21.65619709985 38,981,154.78
 -0.0136170183916472 -0.013812893057 20.67971648602 37,223,489.67
0.0254944262496007 0.0255551947146 21.49969574521 38,699,452.34
-0.00266836505542367 -0.002665957324 20.90925719294 37,636,662.95
0.0156616439966914 0.0158497420293 21.29354949872 38,328,389.10
0.00181939524989382 0.0018174112957 21.00334398529 37,806,019.17
-0.0274786437949309 -0.027531242055 20.38910473711 36,700,388.53
-0.00424399405415583 -0.00415628196 20.87622381586 37,577,202.87
-0.0132213212135807 -0.013206354814 20.68801235649 37,238,422.24
-0.00657046512897851 -0.006775380566 20.82744888448 37,489,407.99
0.0189992445362095 0.0189816519564 21.36352296155 38,454,341.33
0.0104195716335141 0.0104100643562 21.18364840321 38,130,567.13
-0.0155235445593826 -0.015383639484 20.6397457836 37,151,542.41
0.0117999159292399 0.0117876284172 21.21258759744 38,182,657.68
0.00735115229141428 0.0073435702765 21.11931837802 38,014,773.08
0.0101324211154474 0.0092060959924 21.17762823517 38,119,730.82
0.00436917081444985 0.0052807011982 21.05680053996 37,902,240.97
0.0178859694615531 0.0179476039899 21.34018292696 38,412,329.27
-0.0105119752207416 -0.010721818186 20.7448143371 37,340,665.81
-0.0235640453384448 -0.023605198248 20.47117507667 36,848,115.14
-0.0170432690878682 -0.017112894771 20.60788445492 37,094,192.02
0.00789263487877251 0.0079698320919 21.13067066876 38,035,207.20
0.00473069186673808 0.0046440353814 21.06437990112 37,915,883.82
-0.0122041625527616 -0.012111270713 20.70933729125 37,276,807.12
0.0159644198707831 0.016074778647 21.29989725548 38,339,815.06
-0.00998951334148797 -0.010104860902 20.75576785489 37,360,382.14
-0.0107638255744746 -0.010712744205 20.73953424407 37,331,161.64
0.00667298667529164 0.0066253177603 21.10510050024 37,989,180.90
0.0104856783977966 0.0105183167751 21.18503434475 38,133,061.82
0.00606625196709103 0.0060198920096 21.09238018574 37,966,284.33
-0.0105882368968383 -0.010662579838 20.74321549581 37,337,787.89
-0.00228952124156137 -0.002287806992 20.91719972927 37,650,959.51
-0.0117377159806638 -0.011644598363 20.71911643692 37,294,409.59
-0.00889459485345124 -0.008972086086 20.77872303998 37,401,701.47
-0.0143116677054822 -0.014300637615 20.66515302422 37,197,275.44
-0.0140816790782658 -0.014114407115 20.66997478179 37,205,954.61
-0.00429862930543773 -0.004295426284 20.87507837689 37,575,141.08
-0.00557620214375695 -0.006168507399 20.84829380682 37,526,928.85
-0.0173673146058197 -0.016802623722 20.60109077583 37,081,963.40
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-7.53873023011069E-05 -5.023737159E-05 20.96361949013 37,734,515.08
0.0029609576987726 0.0029596951551 21.02727707035 37,849,098.73
-0.00391635577013786 -0.003914685049 20.88309281801 37,589,567.07
0.000402384131375545 0.0004022121723 20.97363606379 37,752,544.91
0.00103037089899475 0.0010048232357 20.98680193197 37,776,243.48
0.00326002746280458 0.0032587199519 21.03354712776 37,860,384.83
-0.00270758288154416 -0.002706497242 20.90843498337 37,635,182.97
0.00100366345555769 0.0010032606811 20.98624200508 37,775,235.61
0.000200611866864566 0.0002005314089 20.96940586791 37,744,930.56
-0.00256082086167359 -0.002559792599 20.91151187847 37,640,721.38
0.0120438226508105 0.0120390094576 21.21770115064 38,191,862.07
-0.00958330269192911 -0.009579477536 20.7642841424 37,375,711.46
-0.00676842821953379 -0.006790941362 20.82329854869 37,481,937.39
-0.00490991065330228 -0.004908047396 20.86226274117 37,552,072.93
0.00190102078668664 0.0018749847133 21.005055281 37,809,099.51
-0.00167270738750351 -0.001672114093 20.93013135508 37,674,236.44
0.0096428867859742 0.0096394801266 21.16736505005 38,101,257.09
0.00270948484876491 0.0027085335313 21.02200489175 37,839,608.81
0.00659244259416399 0.0065901386784 21.10341187748 37,986,141.38
0.00714253321704541 0.0071400541335 21.1149446374 38,006,900.35
0.0106923972706105 0.0107620390544 21.18936824726 38,140,862.85
0.00820564873990971 0.008226492715 21.13723306696 38,047,019.52
-0.00534916661598216 -0.005298090017 20.85305365206 37,535,496.57
-0.00557404142207396 -0.005620326111 20.84833910678 37,527,010.39
-0.0099537630728359 -0.009949350654 20.75651736643 37,361,731.26
-0.0196540719961963 -0.019645229526 20.55314844979 36,995,667.21
0.00327745156607254 0.0032759649286 21.03391242757 37,861,042.37
-0.0029239786914352 -0.002922652622 20.90389820194 37,627,016.76
-0.000378725718740416 -0.000403795685 20.95725993956 37,723,067.89
0.00697077374412572 0.0069928595862 21.1113436657 38,000,418.60
 0.00372961972232082 0.0037029666011 21.0433922234 37,878,106.00
-0.012621477953026 -0.012616085507 20.70058819042 37,261,058.74
0.00416609406899557 0.0041894920324 21.05254299538 37,894,577.39
0.00763055911252127 0.0076271130943 21.12517619791 38,025,317.16
-0.00247856420309329 -0.002502503809 20.91323640577 37,643,825.53
0.00225349386766369 0.0022525350533 21.01244494963 37,822,400.91
-0.00632262436928508 -0.006319928745 20.83264491557 37,498,760.85
-0.000377610235206769 -0.000352281023 20.9572833259 37,723,109.99
0.00912332760526152 0.0090693343678 21.15647238791 38,081,650.30
-0.00922404775441256 -0.009220349948 20.77181599402 37,389,268.79
0.00522404242106654 0.0052219439812 21.07472309417 37,934,501.57
-0.00585377329491057 -0.005826234462 20.84247447212 37,516,454.05
0.0102778403979601 0.0102236031308 21.18067697951 38,125,218.56
0.00373394837896024 0.0037325546607 21.04348297455 37,878,269.35
0.00280372856013524 0.0028274529613 21.02398073001 37,843,165.31
-0.00297766969392439 -0.00297648796 20.90277255933 37,624,990.61
-0.00333557673664191 -0.003334248778 20.8952689666 37,611,484.14
-0.00229655617661753 -0.002295639295 20.91705224045 37,650,694.03
-0.00225174605388437 -0.002250845017 20.91799169363 37,652,385.05
0.00135165598411525 0.0013511148751 20.99353773804 37,788,367.93
-0.00692773855047776 -0.006924957421 20.81995857574 37,475,925.44
0.00221406018085981 0.0022131692551 21.0116182145 37,820,912.79
-0.000125667609339138 -0.000150742407 20.96256535344 37,732,617.64
0.000251319428314632 0.0002512247218 20.97046896208 37,746,844.13
0.00353689648914986 0.0035105352001 21.03935174227 37,870,833.14
-0.00248204407066222 -0.00245608003 20.91316344965 37,643,694.21
0.00658020563622335 0.0066026650434 21.1031553272 37,985,679.59
0.000398922913438235 0.0003987638374 20.97356349866 37,752,414.30
0.00119581479122801 0.0011953383234 20.99027049626 37,782,486.89
-0.00794904823055835 -0.007945870246 20.79854661404 37,437,383.91
0.0013041735395877 0.0013036504052 20.99254225909 37,786,576.07
-0.00276083803605177 -0.002809977262 20.90731847841 37,633,173.26
0.00135627296942481 0.0013557962357 20.99363453406 37,788,542.16
0.00485741709718031 0.0048557149945 21.06703672093 37,920,666.10
-0.00255095799206665 -0.002550065133 20.9117186555 37,641,093.58
0.011552187426493 0.0115481621846 21.20739391983 38,173,309.06
0.0105878417500531 0.0105841931284 21.18717621986 38,136,917.20
-0.00304175282359509 -0.003040708571 20.9014290437 37,622,572.28
-0.00739757775071917 -0.007395024826 20.81010830294 37,458,194.95
0.00311365067327935 0.0031125738427 21.0304783091 37,854,860.96
0.00374329354007819 0.0037420033817 21.04367889773 37,878,622.02
-0.00814477439778643 -0.008141961043 20.7944431758 37,429,997.72
-0.00243158197370305 -0.002430737611 20.91422139761 37,645,598.52
-0.00223830579161602 -0.002237526727 20.91827347142 37,652,892.25
-0.00469179797528602 -0.004690159281 20.86683551709 37,560,303.93
-0.000700665661015619 -0.000700420281 20.95051040428 37,710,918.73
-0.00441546126306113 -0.004413910963 20.87262897153 37,570,732.15
0.000804262635088567 0.0008542070213 20.982061527 37,767,710.75
0.00105461403371575 0.0010040161486 20.98731019414 37,777,158.35
0.000652299378356342 0.0006520703464 20.97887558693 37,761,976.06
0.000351061966041888 0.0003509387648 20.97256008433 37,750,608.15
-0.00417054595405808 -0.00416907955 20.87776366996 37,579,974.61
0.000805315123047766 0.00080503149 20.98208359262 37,767,750.47
0.00110625042709384 0.0011058611763 20.98839276145 37,779,106.97
-0.00150882692206397 -0.001508295912 20.93356714181 37,680,420.86
0.0078211568843692 0.0078184130034 21.12917211831 38,032,509.81
0.00771090555427382 0.0077082212728 21.12686067713 38,028,349.22
-0.00253057916571694 -0.002529700513 20.91214590168 37,641,862.62
-0.00773051903499533 -0.007727821083 20.80312812233 37,445,630.62
0.00274993298466349 0.0027489708677 21.02285289501 37,841,135.21
0.00144692553621144 0.0014464203624 20.99553508325 37,791,963.15
0.00253952582641905 0.0025386409512 21.01844166686 37,833,195.00
0.0129945750050915 0.0129900821503 21.2376338639 38,227,740.96
0.0104503343864476 0.0104467633017 21.18429335048 38,131,728.03
0.00242600798267709 0.00242518429 21.01606174256 37,828,911.14
-0.0106207760504825 -0.010617155205 20.74253330595 37,336,559.95
0.00464219358419697 0.0046406062324 21.06252451693 37,912,544.13
0.00202116200351243 0.0019961544154 21.00757406564 37,813,633.32
0.00116700312288986 0.0011666343925 20.98966645387 37,781,399.62
0.00407381925711062 0.0040725354455 21.05060843549 37,891,095.18
0.0019824008039455 0.0019817779645 21.00676142933 37,812,170.57
0.00537137128994943 0.0053937043836 21.07781187337 37,940,061.37
-0.0030313989291103 -0.00303037823 20.90164611517 37,622,963.01
-0.00570270248346456 -0.00570077393 20.84564170189 37,522,155.06
-0.00245053561264878 -0.002473988019 20.91382403077 37,644,883.26
-0.0127863660926378 -0.012757706577 20.69713127759 37,254,836.30
0.000590347830398337 0.0005901446026 20.97757676033 37,759,638.17
-0.00500438619134489 -0.005027365313 20.86028204262 37,548,507.68
-0.00272223490225084 -0.00272135939 20.90812780083 37,634,630.04
0.00686558065760448 0.0068633771457 21.1091382716 37,996,448.89
-0.00703906483999984 -0.00706158338 20.81762459782 37,471,724.28
-0.000272678823221164 -0.000247813051 20.95948323394 37,727,069.82
0.00188244674517211 0.001881840797 21.0046658725 37,808,398.57
0.00286639352154419 0.0028654730342 21.02529451346 37,845,530.12
0.00659110622510965 0.0065889995968 21.10338386023 37,986,090.95
0.0100000833345832 0.0099969135287 21.17485374713 38,114,736.74
0.010477619873211 0.0101621739392 21.18486539617 38,132,757.71
-0.0113759725491695 -0.011375972549 20.72670046031 37,308,060.83
-0.00165800022908794 -0.001658000229 20.9304396936 37,674,791.45
-0.0103158495469968 -0.010315849547 20.74892615108 37,348,067.07
 -0.000782055073908232 -0.000782055074 20.94880405896 37,707,847.31
0.000113165307573587 0.0001131653076 20.96757253331 37,741,630.56
0.0137643411710057 0.013764341171 21.25377216552 38,256,789.90
0.00120274511940806 0.0012027451194 20.99041579198 37,782,748.43
-0.00388502763819314 -0.003885027638 20.88374961856 37,590,749.31
0.00758602097015236 0.0075860209702 21.12424244684 38,023,636.40
-0.00191409820337995 -0.001914098203 20.92507054835 37,665,126.99
0.00455687214481241 0.0045568721448 21.06073573589 37,909,324.32
0.00283273365282073 0.0028327336528 21.02458882758 37,844,259.89
0.00765477063418274 0.0076547706342 21.1256837973 38,026,230.84
0.0116278176035487 0.0116278176035 21.20897952162 38,176,163.14
0.0102965898315263 0.0102965898315 21.18107006514 38,125,926.12
0.00507865549460265 0.0050786554946 21.07167502818 37,929,015.05
0.0127727313142369 0.0127727313142 21.23298286655 38,219,369.16
-0.00724905666505812 -0.007249056665 20.81322207721 37,463,799.74
-0.00962831846718512 -0.009628318467 20.76334037767 37,374,012.68
-0.00430399319992384 -0.0043039932 20.87496592177 37,574,938.66
-0.00147939409288028 -0.001479394093 20.93418420696 37,681,531.57
0.00136243311326881 0.0013624331133 20.99376368271 37,788,774.63
-0.0071747502218038 -0.007174750222 20.81477992665 37,466,603.87
-0.0090937475036017 -0.009093747504 20.77454776484 37,394,185.98
-0.00301474020830111 -0.003014740208 20.90199536859 37,623,591.66

0.00014391390 0.00014347527
0.00887425610 0.00886030950
0.00007875242 0.00007850508
0.00887425609553601 0.0088603095048

ción Larga (Cuenta por Cobrar en Dólares) Mercado de Fisicos (Voy al Banco hoy)
Datos de Entrada (Inputs)

1,800,000.00
30 91
20.9652
5.20%
0.02%

37,737,360.00

Que el Tipo de Cambio suba, que se deprecie el peso o que se aprecie el dólar.

iesgo (VaR) por metodologia parametrica

Nivel de confianza 90% 95% 99%

 No. De Desviación Estandar 1.29 1.65 2.33

VaR Parametrico 30 dias 2,366,212.86 3,026,551.33 4,273,857.33

VaR Parametrico 91 dias 4,121,106.89 5,271,183.23 7,443,549.65
gia de cobertura con un contrato Forward
n larga (compra de futuro de dólares) Mercado de Derivados (Futuro)

21.0557
37,900,260.00

21.9152

39,447,360.00
1,547,100.00
37,900,260.00

ba de stressting
o en condiciones de estrés

35%
10,618,320.68
28.14%

45%
13,652,126.59
36.18%

99%
Diario 30 Días 91 Días
- 1,103,835.11 - 6,045,953.87 - 10,529,915.80
- 1,113,805.61 - 6,100,564.55 - 10,625,028.31

95%
Diario 30 Días 91 Días
- 489,859.48 - 2,683,070.87 - 4,672,961.61
- 490,094.14 - 2,684,356.18 - 4,675,200.16

90%
Diario 30 Días 91 Días
- 363,897.09 - 1,993,146.45 - 3,471,357.00
- 376,028.78 - 2,059,594.45 - 3,587,085.93
Posicion Larga Posicion Co
Revaluar el Factor de Riesgo (Tipo
Perdidas o de camio)
Ordenar las perdidas
ganancias
(diarias) o ganancias diarias

- 154,529.25 - 1,995,538.86 21.0515694346365

- 550,354.33 - 1,941,867.92 21.2714003067718
33,681.61 - 1,505,388.59 20.9459590054307
- 118,234.24 - 1,360,562.32 21.0314003300239
383,926.76 - 1,243,794.78 20.7519727614481
132,091.58 - 1,214,618.44 20.8918384472457
- 313,930.76 - 1,103,835.11 21.1400881434141
333,395.05 - 1,051,639.83 20.7800423486657
- 652,390.82 - 962,092.34 21.3275188877754
106,352.42 - 925,490.97 20.9066676777164
131,678.41 - 768,964.78 20.891536679487
- 462,207.22 - 763,685.42 21.2218971647863
161,081.61 - 728,978.97 20.8752091030868
167,528.29 - 716,981.33 20.8721570526399
- 203,807.79 - 698,937.95 21.0789220876196
- 171,377.95 - 686,119.72 21.0603787556168
- 105,296.42 - 674,969.27 21.0236789030854
- 188,984.85 - 672,995.58 21.0696339335141
- 111,998.53 - 652,390.82 21.027402790684
- 82,609.18 - 646,822.43 21.0116010832867
137,155.18 - 609,604.42 20.8885046440214
- 164,339.09 - 602,455.06 21.0575130563432
243,476.78 - 591,029.10 20.8289347263012
480,253.56 - 583,734.69 20.6984729668875
125,336.85 - 561,160.67 20.8950573279917
277,987.54 - 550,354.33 20.8108057644477
- 17,374.03 - 519,429.90 20.9743135563667
88,884.76 - 507,850.41 20.9158322167586
- 87,919.75 - 493,240.28 21.0140318013416
231,349.02 - 490,380.96 20.8377842654149
 104,036.07 - 489,859.48 20.9074200461075
43,839.31 - 484,613.64 20.9408523709038
- 74,010.12 - 482,009.16 21.0052233540018
- 26,258.17 - 468,354.43 20.9803240692909
- 84,485.58 - 463,986.11 21.0121231483581
- 38,780.56 - 463,701.51 20.9872768522153
17,446.32 - 462,207.22 20.954972153906
- 177,961.12 - 454,502.07 21.0635035122858
- 122,344.16 - 452,895.89 21.0336858101861
- 192,824.30 - 445,297.68 21.0722946634125
6,698.74 - 438,803.14 20.9609479629719
- 206,158.22 - 437,448.21 21.0802320437287
52,387.21 - 435,949.06 20.9361040717358
251,516.39 - 427,138.30 20.8249746843592
220,374.61 - 422,068.74 20.8433369264867
- 65,573.19 - 421,913.99 21.0016193117512
- 34,669.14 - 408,986.69 20.9839206012975
53,943.55 - 408,316.54 20.9352390088345
172,945.69 - 405,607.93 20.8691436537147
324,837.79 - 404,035.04 20.7842385425714
110,536.30 - 403,502.85 20.9054375401903
21,558.05 - 399,557.20 20.9521382478512
118,789.90 - 395,701.82 20.8997688935744
32,462.25 - 395,397.71 20.9466240000356
84,730.03 - 394,368.03 20.9181400475806
23,679.58 - 393,207.13 20.9520481149955
- 11,841.65 - 388,566.12 20.9717769738069
13,815.62 - 387,858.56 20.9575266632695
- 47,346.79 - 382,370.82 20.9914968990263
169,934.99 - 377,376.74 20.8708163824966
- 76,170.17 - 363,897.09 21.0069567935093
- 65,166.57 - 359,940.80 21.001395127879
12,826.94 - 354,583.10 20.9586237138733
- 215,504.88 - 344,290.30 21.0854387028789
187,883.03 - 344,252.21 20.8603027571408
- 115,201.61 - 344,247.06 21.0297302332764
- 29,482.31 - 342,975.56 20.9815743727571
56,036.10 - 341,446.07 20.9335313323642
145,886.96 - 338,886.00 20.8841728557406
27,663.79 - 332,258.58 20.94983525032
- 63,201.75 - 319,930.37 21.0003028964384
- 421,913.99 - 313,930.76 21.1995357296793
- 198,525.95 - 310,174.26 21.0754637583428
124,443.18 - 309,659.52 20.8960827066774
327,254.06 - 309,138.94 20.7837666407083
- 292,180.35 - 301,840.12 21.127152994479
- 242,897.26 - 301,065.62 21.1001081898981
190,298.92 - 297,847.20 20.8595055737636
5,840.64 - 295,149.81 20.9619560357879
- 106,935.07 - 294,718.54 21.0245930707037
- 240,948.62 - 292,180.35 21.0995617611198
31,844.65 - 290,989.22 20.946977313064
- 18,338.08 - 288,870.84 20.9759211457207
12,546.15 - 287,957.16 20.9576957737035
- 38,590.21 - 287,014.37 20.9877046255667
- 22,171.51 - 286,276.40 20.9769785033359
274,686.87 - 282,842.12 20.8126391956071
175,138.25 - 277,413.08 20.867928560429
114,277.29 - 275,902.79 20.9022739747015
115,605.60 - 271,869.11 20.8999047486739
- 25,502.86 - 271,512.37 20.979364571908
200,563.77 - 270,187.42 20.8538047074548
187,763.20 - 269,540.35 20.8609144222485
217,587.17 - 268,744.69 20.8437966285392
44,865.49 - 268,104.49 20.9408347357679
- 85,696.56 - 266,115.62 21.0127966308812
17,920.39 - 263,945.17 20.9552468519824
47,829.36 - 263,058.60 20.938635147705
- 13,956.49 - 262,908.72 20.972951559576
- 101,527.52 - 259,088.89 21.0226934649941
78,610.20 - 258,648.14 20.9232010613934
214,772.13 - 252,739.95 20.8431476838662
- 159,946.67 - 251,820.90 21.0540357261381
67,894.52 - 248,781.38 20.9274908008161
59,007.61 - 248,730.95 20.9329825864586
- 135,879.02 - 248,319.59 21.0406663670183
113,465.26 - 247,106.25 20.9019598599683
- 14,601.80 - 242,897.26 20.9729766156205
150,288.37 - 240,948.62 20.8817286223175
- 104,463.76 - 239,866.91 21.0231088012921
142,632.03 - 236,565.44 20.8860922506256
- 32,144.26 - 233,235.94 20.9830531704865
26,115.13 - 228,924.33 20.9506954572326
- 48,198.43 - 221,906.79 20.9919697844415
11,040.04 - 221,634.10 20.9585107577204
197,256.83 - 220,118.41 20.8556391683569
75,754.53 - 215,504.88 20.9236858498053
- 173,505.41 - 214,654.81 21.0615661343901
168,450.37 - 213,650.70 20.8710799766041
- 187,567.83 - 206,158.22 21.0693792958799
- 148,584.33 - 203,807.79 21.0477270920417
- 109,057.47 - 202,701.37 21.0263279357959
288,838.44 - 199,638.57 20.804776835621
113,935.61 - 198,525.95 20.9013584890123
- 294,718.54 - 197,141.57 21.129449748888
- 58,068.27 - 192,824.30 20.9974515937671
335,624.05 - 191,655.05 20.7787918293283
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- 435,949.06 307,362.28 21.2073095298325
- 399,557.20 311,087.93 21.1870997257752
114,787.72 311,222.07 20.9014509366592
279,165.05 314,814.73 20.810161825509
- 117,500.96 324,837.79 21.0304557331264
- 141,262.02 327,254.06 21.0436518492988
307,362.28 333,395.05 20.794502158351
91,761.48 335,624.05 20.9142390998431
84,467.75 335,658.53 20.9182898046585
177,056.07 338,111.28 20.8668698726371
 26,441.27 342,478.78 20.9505155487293
166,627.85 343,174.02 20.8726614738753
- 30,350.75 343,725.00 20.9831086210422
- 39,798.35 344,902.22 20.9862493993586
- 24,616.06 346,349.79 20.978870785226
- 13,248.15 348,091.21 20.9725575013915
157,385.39 354,043.40 20.8777944134195
- 30,390.47 355,530.63 20.9820776461945
- 41,746.97 361,648.54 20.9883846007341
56,939.14 363,347.32 20.9335782745481
- 295,149.81 364,562.96 21.1291145922998
- 290,989.22 368,859.31 21.1268044006291
95,497.38 374,732.56 20.9121643227996
291,729.38 375,628.74 20.8031846854305
- 103,775.21 376,731.04 21.0228327240355
- 54,603.15 376,977.86 20.9955244921818
- 95,835.00 383,926.76 21.018423115271
- 490,380.96 388,179.68 21.2375396702984
- 394,368.03 389,292.93 21.1842184819723
- 91,551.14 389,609.97 21.0160444736761
400,800.05 396,694.19 20.7426092177054
- 175,184.13 399,572.11 21.0624912377841
- 76,273.32 400,800.05 21.0070497765488
- 44,039.62 405,539.71 20.9896587233652
- 153,735.18 406,198.36 21.0505815201219
- 74,810.57 406,547.00 21.0067483713815
- 202,701.37 429,299.17 21.0782800911432
114,396.99 432,077.25 20.9016675143332
215,204.94 442,950.41 20.8456821344083
92,476.74 444,505.70 20.9133323463892
482,523.70 445,896.25 20.6977321300772
- 22,278.17 447,900.18 20.9775724996214
188,852.32 454,103.48 20.8598002807431
102,729.96 458,227.64 20.9081461561254
- 259,088.89 460,552.88 21.1090920745352
265,635.72 462,997.03 20.8171524921228
10,290.18 469,607.88 20.960004549821
- 71,038.57 476,301.26 21.0046531686777
- 108,170.12 480,253.56 21.0252752152576
- 248,730.95 482,523.70 21.1033396943462
- 377,376.74 484,409.37 21.1747872915117
- 395,397.71 496,416.82 21.178252009071
429,299.17 498,873.44 20.7267004603121
62,568.55 498,937.76 20.9304396935971
389,292.93 513,870.33 20.7489261510773
 29,512.69 515,839.36 20.9488040589645
- 4,270.56 518,223.30 20.9675725333063
- 519,429.90 519,355.56 21.2537721655184
- 45,388.43 525,517.14 20.9904157919774
146,610.69 531,405.39 20.8837496185598
- 286,276.40 540,084.56 21.1242424468434
72,233.01 545,313.03 20.9250705483465
- 171,964.32 561,814.16 21.0607357358904
- 106,899.89 569,228.57 21.0245888275781
- 288,870.84 580,411.54 21.1256837972998
- 438,803.14 585,817.59 21.2089795216219
- 388,566.12 597,260.96 21.1810700651359
- 191,655.05 643,167.98 21.0716750281754
- 482,009.16 655,396.60 21.2329828665492
273,560.26 682,787.42 20.8132220772057
363,347.32 740,060.22 20.7633403776718
162,421.34 741,692.79 20.874965921765
55,828.43 766,818.40 20.9341842069639
- 51,414.63 889,244.86 20.9937636827063
270,756.13 1,036,971.47 20.8147799266498
343,174.02 1,291,140.88 20.7745477648375
113,768.34 1,532,261.36 20.9019953685849

Posición Corta (Cuenta por Pagar en Dólares)

Datos de Entrada (Inputs)

Monto de Exposición en Dls. 6,000,000.00

Horizonte de tiempo (días) 30
Precio del dólar (Spot) 20.9652
Tasa de interes en pesos (Mex) 5.20%
Tasa de interes en dólares (USA) 0.02%

Monto de Exposición en M.N 125,791,200.00

1. Identificar cuál es el riesgo Que el Tipo de Cambio suba, que se deprecie el p

2.Calcular el Valor en Riesgo (VaR) por metodologia parametrica

VaR=F*S*𝜎*√𝑡 Nivel de confianza

 No. De Desviación Estandar

VaR Parametrico 30 dias

VaR Parametrico 91 dias
3. Diseñar una estrategia de cobertura con un contrato Forward
Asumo una posición larga (compra de futuro de dólares)

Tipo de Cambio Teorico Futuro 21.0557

Flujo de efectivo para comprar los dólares 126,334,200.00

Tipo de cambio en 30 días 21.9152

1. Operación al contado (casa de bolsa) 131,491,200.00

2. Resultados en la cobertura Forward 5,157,000.00
126,334,200.00

4. Llevar acabo una prueba de stressting

Calculo del valor en riesgo en condiciones de estrés

Volatilidad anual 35%

Valor en riesgo 35,394,402.27
VaR Relativo 28.14%

Volatilidad anual 45%

Valor en riesgo 45,507,088.63
VaR Relativo 36.18%

Valor en Riego simulacion Historica

Monto de Exposicion en Dis 6,000,000.00

Horizonte de tiempo (días) 30
 Posicion Corta
Revaluar la
posición de Perdidas o Ordenar las
Riesgo ganancias perdidas o
(diarias) ganancias diarias

126,309,416.61 - 518,216.61 - 6,644,425.45

127,628,401.84 - 1,837,201.84 - 6,515,093.67
125,675,754.03 115,445.97 - 5,023,471.75
126,188,401.98 - 397,201.98 - 4,519,320.24
124,511,836.57 1,279,363.43 - 4,262,898.96
125,351,030.68 440,169.32 - 4,070,714.65
126,840,528.86 - 1,049,328.86 - 3,586,860.24
124,680,254.09 1,110,945.91 - 3,503,873.10
127,965,113.33 - 2,173,913.33 - 3,214,618.61
125,440,006.07 351,193.93 - 3,090,438.74
125,349,220.08 441,979.92 - 2,570,336.06
127,331,382.99 - 1,540,182.99 - 2,543,920.83
125,251,254.62 539,945.38 - 2,429,252.47
125,232,942.32 558,257.68 - 2,387,724.78
126,473,532.53 - 682,332.53 - 2,328,753.83
126,362,272.53 - 571,072.53 - 2,285,966.16
126,142,073.42 - 350,873.42 - 2,257,650.64
126,417,803.60 - 626,603.60 - 2,242,474.42
126,164,416.74 - 373,216.74 - 2,173,913.33
126,069,606.50 - 278,406.50 - 2,155,096.95
125,331,027.86 460,172.14 - 2,028,047.54
126,345,078.34 - 553,878.34 - 2,022,065.70
124,973,608.36 817,591.64 - 1,993,758.07
124,190,837.80 1,600,362.20 - 1,944,831.38
125,370,343.97 420,856.03 - 1,897,443.53
124,864,834.59 926,365.41 - 1,837,201.84
125,845,881.34 - 54,681.34 - 1,731,432.99
125,494,993.30 296,206.70 - 1,689,039.80
126,084,190.81 - 292,990.81 - 1,643,389.80
125,026,705.59 764,494.41 - 1,643,115.04
125,444,520.28 346,679.72 - 1,634,038.02
125,645,114.23 146,085.77 - 1,620,873.69
126,031,340.12 - 240,140.12 - 1,606,697.20
125,881,944.42 - 90,744.42 - 1,567,074.68
126,072,738.89 - 281,538.89 - 1,560,412.94
125,923,661.11 - 132,461.11 - 1,545,886.50
125,729,832.92 61,367.08 - 1,540,182.99
126,381,021.07 - 589,821.07 - 1,538,784.85
126,202,114.86 - 410,914.86 - 1,514,401.45
126,433,767.98 - 642,567.98 - 1,482,779.92
125,765,687.78 25,512.22 - 1,469,213.14
126,481,392.26 - 690,192.26 - 1,462,677.13
125,616,624.43 174,575.57 - 1,452,657.18
124,949,848.11 841,351.89 - 1,412,132.45
125,060,021.56 731,178.44 - 1,406,014.38
126,009,715.87 - 218,515.87 - 1,366,227.76
125,903,523.61 - 112,323.61 - 1,360,663.79
125,611,434.05 179,765.95 - 1,360,386.07
125,214,861.92 576,338.08 - 1,353,769.81
124,705,431.26 1,085,768.74 - 1,351,412.67
125,432,625.24 358,574.76 - 1,336,714.70
125,712,829.49 78,370.51 - 1,331,398.35
125,398,613.36 392,586.64 - 1,323,111.69
125,679,744.00 111,456.00 - 1,314,110.89
125,508,840.29 282,359.71 - 1,309,494.49
125,712,288.69 78,911.31 - 1,295,220.39
125,830,661.84 - 39,461.84 - 1,286,039.31
125,745,159.98 46,040.02 - 1,278,312.05
125,948,981.39 - 157,781.39 - 1,257,523.75
125,224,898.29 566,301.71 - 1,212,561.77
126,041,740.76 - 250,540.76 - 1,204,542.24
126,008,370.77 - 217,170.77 - 1,194,129.78
125,751,742.28 39,457.72 - 1,158,045.86
126,512,632.22 - 721,432.22 - 1,149,952.96
125,161,816.54 629,383.46 - 1,146,927.71
126,178,381.40 - 387,181.40 - 1,142,797.82
125,889,446.24 - 98,246.24 - 1,141,104.16
125,601,187.99 190,012.01 - 1,140,842.45
125,305,037.13 486,162.87 - 1,129,122.94
125,699,011.50 92,188.50 - 1,116,059.98
126,001,817.38 - 210,617.38 - 1,066,006.77
127,197,214.38 - 1,406,014.38 - 1,049,328.86
126,452,782.55 - 661,582.55 - 1,034,820.39
125,376,496.24 414,703.76 - 1,033,380.30
124,702,599.84 1,088,600.16 - 1,030,051.53
126,762,917.97 - 971,717.97 - 1,011,941.56
126,600,649.14 - 809,449.14 - 1,003,110.21
125,157,033.44 634,166.56 - 1,002,534.74
125,771,736.21 19,463.79 - 985,498.49
126,147,558.42 - 356,358.42 - 983,487.55
126,597,370.57 - 806,170.57 - 971,717.97
125,681,863.88 109,336.12 - 969,626.40
125,855,526.87 - 64,326.87 - 962,902.78
125,746,174.64 45,025.36 - 959,423.71
125,926,227.75 - 135,027.75 - 954,254.68
125,861,871.02 - 70,671.02 - 949,957.32
124,875,835.17 915,364.83 - 947,890.46
125,207,571.36 583,628.64 - 923,756.52
125,413,643.85 377,556.15 - 916,089.73
125,399,428.49 391,771.51 - 912,177.07
125,876,187.43 - 84,987.43 - 904,696.39
125,122,828.24 668,371.76 - 900,384.21
125,165,486.53 625,713.47 - 898,155.98
125,062,779.77 728,420.23 - 893,209.99
125,645,008.41 146,191.59 - 879,640.20
126,076,779.79 - 285,579.79 - 879,463.22
125,731,481.11 59,718.89 - 875,971.19
125,631,810.89 159,389.11 - 863,352.45
125,837,709.36 - 46,509.36 - 855,557.05
126,136,160.79 - 344,960.79 - 845,005.79
125,539,206.37 251,993.63 - 833,406.67
125,058,886.10 732,313.90 - 830,557.16
126,324,214.36 - 533,014.36 - 828,981.45
125,564,944.80 226,255.20 - 828,838.17
125,597,895.52 193,304.48 - 823,284.09
126,243,998.20 - 452,798.20 - 809,449.14
125,411,759.16 379,440.84 - 806,170.57
125,837,859.69 - 46,659.69 - 799,236.37
125,290,371.73 500,828.27 - 788,145.88
126,138,652.81 - 347,452.81 - 773,947.25
125,316,553.50 474,646.50 - 773,569.50
125,898,319.02 - 107,119.02 - 757,249.44
125,704,172.74 87,027.26 - 739,341.50
125,951,818.71 - 160,618.71 - 738,446.74
125,751,064.55 40,135.45 - 733,407.19
125,133,835.01 657,364.99 - 721,432.22
125,542,115.10 249,084.90 - 715,050.29
126,369,396.81 - 578,196.81 - 711,815.50
125,226,479.86 564,720.14 - 690,192.26
126,416,275.78 - 625,075.78 - 682,332.53
126,286,362.55 - 495,162.55 - 678,480.55
126,157,967.61 - 366,767.61 - 665,157.38
124,828,661.01 962,538.99 - 664,265.74
125,408,150.93 383,049.07 - 661,582.55
126,776,698.49 - 985,498.49 - 656,874.60
125,984,709.56 - 193,509.56 - 642,567.98
124,672,750.98 1,118,449.02 - 638,850.17
125,170,773.59 620,426.41 - 636,760.78
126,108,539.28 - 317,339.28 - 628,926.48
126,691,584.21 - 900,384.21 - 626,603.60
125,422,418.73 368,781.27 - 625,075.78
125,394,392.61 396,807.39 - 614,560.60
125,447,185.46 344,014.54 - 613,037.05
125,797,954.43 - 6,754.43 - 611,963.73
125,303,951.36 487,248.64 - 610,806.22
125,858,986.39 - 67,786.39 - 595,071.18
125,940,201.60 - 149,001.60 - 589,821.07
125,682,852.71 108,347.29 - 584,178.78
127,480,239.80 - 1,689,039.80 - 583,747.43
126,091,632.91 - 300,432.91 - 578,196.81
127,157,427.76 - 1,366,227.76 - 573,214.42
126,403,163.73 - 611,963.73 - 571,072.53
126,060,047.77 - 268,847.77 - 565,407.05
126,932,304.16 - 1,141,104.16 - 564,061.23
128,881,638.74 - 3,090,438.74 - 558,250.53
123,515,993.58 2,275,206.42 - 553,878.34
125,060,323.81 730,876.19 - 550,143.03
126,741,157.32 - 949,957.32 - 533,014.36
128,220,452.47 - 2,429,252.47 - 527,001.23
126,985,329.78 - 1,194,129.78 - 523,461.56
132,306,293.67 - 6,515,093.67 - 522,341.25
123,386,652.15 2,404,547.85 - 519,076.33
129,378,060.24 - 3,586,860.24 - 518,609.83
127,358,274.68 - 1,567,074.68 - 518,216.61
127,688,643.53 - 1,897,443.53 - 512,289.12
132,435,625.45 - 6,644,425.45 - 509,463.19
129,861,914.65 - 4,070,714.65 - 506,805.26
128,361,536.06 - 2,570,336.06 - 503,921.35
124,881,463.49 909,736.51 - 495,162.55
130,310,520.24 - 4,519,320.24 - 488,239.26
124,992,937.43 798,262.57 - 476,493.00
120,714,058.55 5,077,141.45 - 470,711.10
121,491,959.96 4,299,240.04 - 469,522.53
126,564,769.50 - 773,569.50 - 465,800.61
130,054,098.96 - 4,262,898.96 - 464,823.70
124,053,659.61 1,737,540.39 - 452,798.20
129,005,818.61 - 3,214,618.61 - 444,268.07
125,455,846.03 335,353.97 - 441,594.44
127,784,958.07 - 1,993,758.07 - 428,945.47
126,019,814.35 - 228,614.35 - 412,087.56
122,328,012.02 3,463,187.98 - 410,914.86
125,268,376.30 522,823.70 - 409,918.29
124,129,956.78 1,661,243.22 - 402,151.55
124,938,916.75 852,283.25 - 397,201.98
128,178,924.78 - 2,387,724.78 - 392,192.34
127,100,694.49 - 1,309,494.49 - 391,534.40
123,856,073.53 1,935,126.47 - 387,998.20
127,273,979.92 - 1,482,779.92 - 387,704.34
126,714,956.52 - 923,756.52 - 387,181.40
126,949,245.86 - 1,158,045.86 - 383,466.43
126,455,465.74 - 664,265.74 - 382,981.84
128,048,850.64 - 2,257,650.64 - 374,320.65
124,442,489.62 1,348,710.38 - 373,216.74
122,821,873.79 2,969,326.21 - 372,303.61
123,638,548.43 2,152,651.57 - 371,008.58
126,793,734.74 - 1,002,534.74 - 367,346.55
126,375,378.78 - 584,178.78 - 366,767.61
124,267,708.72 1,523,491.28 - 360,451.29
127,813,265.70 - 2,022,065.70 - 357,789.16
124,520,097.42 1,271,102.58 - 356,358.42
124,443,631.05 1,347,568.95 - 356,332.97
126,624,606.67 - 833,406.67 - 355,668.70
127,114,311.69 - 1,323,111.69 - 350,873.42
126,548,449.44 - 757,249.44 - 347,452.81
124,449,941.29 1,341,258.71 - 345,796.34
125,503,414.01 287,785.99 - 344,960.79
124,326,412.00 1,464,788.00 - 340,709.68
124,662,590.52 1,128,609.48 - 322,695.84
123,992,305.63 1,798,894.37 - 321,563.60
124,015,731.79 1,775,468.21 - 319,338.69
125,250,873.17 540,326.83 - 317,662.58
125,015,256.05 775,943.95 - 317,339.28
123,677,577.80 2,113,622.20 - 311,694.17
126,310,276.33 - 519,076.33 - 305,066.84
124,819,005.25 972,194.75 - 300,432.91
126,102,894.17 - 311,694.17 - 292,990.81
124,956,393.82 834,806.18 - 288,756.81
123,919,853.49 1,871,346.51 - 285,579.79
126,062,718.92 - 271,518.92 - 283,349.09
126,298,005.26 - 506,805.26 - 281,538.89
124,282,069.11 1,509,130.89 - 278,406.50
125,715,557.12 75,642.88 - 278,397.22
127,329,984.85 - 1,538,784.85 - 275,354.80
125,029,945.23 761,254.77 - 271,518.92
130,814,671.75 - 5,023,471.75 - 268,847.77
124,579,270.17 1,211,929.83 - 265,102.73
124,425,730.85 1,365,469.15 - 254,715.49
126,193,351.55 - 402,151.55 - 251,098.66
125,949,442.16 - 158,242.16 - 250,540.76
128,335,120.83 - 2,543,920.83 - 249,290.23
125,336,519.16 454,680.84 - 241,846.74
124,725,710.17 1,065,489.83 - 240,140.12
125,695,926.98 95,273.02 - 239,915.03
127,434,315.04 - 1,643,115.04 - 237,397.95
125,951,573.92 - 160,373.92 - 236,719.01
126,995,742.24 - 1,204,542.24 - 235,856.58
126,506,250.29 - 715,050.29 - 228,614.35
124,950,185.98 841,014.02 - 218,515.87
124,889,348.85 901,851.15 - 217,170.77
124,023,847.36 1,767,352.64 - 210,617.38
125,499,821.97 291,378.03 - 202,639.14
125,296,555.92 494,644.08 - 194,378.11
127,736,031.38 - 1,944,831.38 - 193,509.56
126,162,208.58 - 371,008.58 - 193,041.16
125,192,615.44 598,584.56 - 181,946.95
124,899,139.17 892,060.83 - 180,149.90
126,165,520.65 - 374,320.65 - 171,382.10
125,204,082.00 587,118.00 - 170,547.24
125,229,480.75 561,719.25 - 169,958.36
126,033,046.74 - 241,846.74 - 164,805.83
126,614,484.09 - 823,284.09 - 163,987.75
125,668,329.75 122,870.25 - 160,618.71
124,606,626.80 1,184,573.20 - 160,373.92
125,920,867.13 - 129,667.13 - 158,242.16
126,667,171.19 - 875,971.19 - 157,781.39
124,650,114.19 1,141,085.81 - 155,508.98
124,177,231.58 1,613,968.42 - 152,581.47
125,516,359.09 274,840.91 - 151,294.75
126,174,666.43 - 383,466.43 - 150,363.04
126,179,198.20 - 387,998.20 - 149,001.60
126,529,646.74 - 738,446.74 - 146,752.34
128,119,953.83 - 2,328,753.83 - 146,118.55
126,920,322.94 - 1,129,122.94 - 139,107.60
123,236,269.77 2,554,930.23 - 138,821.50
125,937,318.55 - 146,118.55 - 137,860.25
125,796,816.56 - 5,616.56 - 135,027.75
126,267,693.00 - 476,493.00 - 132,461.11
124,977,268.96 813,931.04 - 129,667.13
125,802,462.53 - 11,262.53 - 126,397.92
125,175,917.26 615,282.74 - 126,296.40
124,637,222.43 1,153,977.57 - 126,201.36
126,309,809.83 - 518,609.83 - 125,515.08
126,148,989.16 - 357,789.16 - 112,323.61
125,057,489.39 733,710.61 - 107,451.73
126,405,760.60 - 614,560.60 - 107,119.02
124,799,591.15 991,608.85 - 101,265.88
125,985,578.11 - 194,378.11 - 98,246.24
125,562,488.66 228,711.34 - 90,744.42
125,665,231.29 125,968.71 - 84,987.43
126,636,205.79 - 845,005.79 - 82,024.71
124,072,401.17 1,718,798.83 - 74,235.00
126,355,261.23 - 564,061.23 - 70,671.02
125,007,738.81 783,461.19 - 67,786.39
125,762,303.08 28,896.92 - 64,326.87
125,455,509.66 335,690.34 - 59,209.79
124,784,562.46 1,006,637.54 - 54,681.34
126,356,607.05 - 565,407.05 - 50,594.75
126,313,541.25 - 522,341.25 - 50,160.98
124,223,488.41 1,567,711.59 - 46,659.69
125,826,381.43 - 35,181.43 - 46,509.36
124,831,923.06 959,276.94 - 44,145.01
124,580,232.94 1,210,967.06 - 39,461.84
125,993,839.14 - 202,639.14 - 35,181.43
124,576,452.62 1,214,747.38 - 31,601.86
126,695,896.39 - 904,696.39 - 25,225.09
128,033,674.42 - 2,242,474.42 - 19,022.28
127,260,413.14 - 1,469,213.14 - 14,235.20
129,295,073.10 - 3,503,873.10 - 12,499.13
124,305,549.19 1,485,650.81 - 11,262.53
127,434,589.80 - 1,643,389.80 - 6,754.43
126,739,090.46 - 947,890.46 - 5,616.56
125,158,195.36 633,004.64 6,319.42
124,129,185.31 1,662,014.69 18,962.07
124,642,152.90 1,149,047.10 19,463.79
124,440,145.53 1,351,054.47 25,512.22
124,542,786.62 1,248,413.38 28,896.92
126,183,392.34 - 392,192.34 31,172.70
125,574,767.37 216,432.63 31,245.49
125,210,258.57 580,941.43 39,457.72
124,538,065.52 1,253,134.48 40,135.45
126,028,597.95 - 237,397.95 44,122.89
126,824,580.30 - 1,033,380.30 44,313.85
125,402,464.42 388,735.58 45,025.36
125,625,918.25 165,281.75 46,040.02
124,645,990.48 1,145,209.52 50,793.94
126,314,661.56 - 523,461.56 59,718.89
125,196,188.25 595,011.75 61,367.08
125,689,767.51 101,432.49 63,005.86
125,294,792.86 496,407.14 73,212.46
125,112,204.08 678,995.92 75,642.88
126,386,271.18 - 595,071.18 78,370.51
125,605,167.13 186,032.87 78,911.31
127,337,086.50 - 1,545,886.50 81,991.81
126,530,541.50 - 739,341.50 87,027.26
125,259,312.53 531,887.47 88,106.71
125,850,409.79 - 59,209.79 92,188.50
124,290,548.69 1,500,651.31 95,273.02
123,950,658.85 1,840,541.15 98,375.65
124,949,498.57 841,701.43 101,432.49
124,480,895.19 1,310,304.81 108,347.29
125,574,580.01 216,619.99 109,336.12
126,938,127.71 - 1,146,927.71 111,456.00
126,220,145.47 - 428,945.47 115,445.97
124,845,581.72 945,618.28 122,870.25
125,055,594.93 735,605.07 125,465.00
125,617,489.50 173,710.50 125,968.71
125,031,506.27 759,693.73 137,867.12
125,290,537.85 500,662.15 146,085.77
126,404,237.05 - 613,037.05 146,191.59
125,228,318.93 562,881.07 155,508.98
125,295,031.16 496,168.84 157,834.85
126,256,023.70 - 464,823.70 159,389.11
125,929,060.25 - 137,860.25 165,281.75
126,178,904.34 - 387,704.34 172,364.84
125,083,679.38 707,520.62 173,710.50
125,916,715.08 - 125,515.08 174,575.57
124,821,487.79 969,712.21 176,797.22
125,157,489.84 633,710.16 179,765.95
126,279,439.26 - 488,239.26 182,959.87
125,213,986.01 577,213.99 186,032.87
126,703,377.07 - 912,177.07 186,094.76
126,295,121.35 - 503,921.35 189,730.35
126,349,450.53 - 558,250.53 190,012.01
126,427,960.78 - 636,760.78 193,304.48
124,060,705.12 1,730,494.88 208,561.84
126,112,763.60 - 321,563.60 210,337.24
124,754,210.27 1,036,989.73 216,432.63
126,670,663.22 - 879,463.22 216,619.99
125,709,208.19 81,991.81 226,255.20
127,127,914.70 - 1,336,714.70 228,711.34
125,322,144.34 469,055.66 234,218.64
124,873,057.88 918,142.12 240,776.71
126,565,147.25 - 773,947.25 249,084.90
125,055,116.96 736,083.04 251,993.63
125,614,402.78 176,797.22 255,198.84
126,056,302.73 - 265,102.73 268,667.29
125,412,310.56 378,889.44 274,840.91
125,556,981.36 234,218.64 281,461.17
124,664,675.62 1,126,524.38 282,359.71
127,946,296.95 - 2,155,096.95 283,136.50
126,079,956.81 - 288,756.81 287,785.99
125,665,735.00 125,465.00 288,771.22
124,497,916.66 1,293,283.34 291,378.03
125,810,222.28 - 19,022.28 296,206.70
125,117,328.31 673,871.69 305,765.40
126,045,915.49 - 254,715.49 308,953.25
125,434,453.73 356,746.27 311,205.92
125,618,835.16 172,364.84 314,792.96
125,311,165.84 480,034.16 318,214.06
126,456,357.38 - 665,157.38 320,775.75
127,142,612.67 - 1,351,412.67 321,999.38
126,803,141.56 - 1,011,941.56 335,353.97
125,018,836.78 772,363.22 335,690.34
127,412,073.69 - 1,620,873.69 337,761.87
125,536,001.16 255,198.84 340,453.54
127,351,612.94 - 1,560,412.94 342,323.06
124,137,292.12 1,653,907.88 344,014.54
126,158,546.55 - 367,346.55 346,679.72
127,151,586.07 - 1,360,386.07 351,193.93
123,801,311.26 1,989,888.74 353,470.41
125,759,954.51 31,245.49 356,746.27
125,803,699.13 - 12,499.13 358,574.76
125,271,439.73 519,760.27 367,643.98
125,313,383.99 477,816.01 368,781.27
125,728,194.14 63,005.86 374,415.99
125,747,077.11 44,122.89 377,556.15
127,151,863.79 - 1,360,663.79 378,889.44
126,108,862.58 - 317,662.58 379,227.79
126,646,757.05 - 855,557.05 379,440.84
126,794,310.21 - 1,003,110.21 381,194.91
126,524,607.19 - 733,407.19 382,494.38
125,168,076.86 623,123.14 383,049.07
125,097,254.06 693,945.94 388,735.58
127,819,247.54 - 2,028,047.54 391,771.51
126,907,259.98 - 1,116,059.98 392,586.64
123,854,422.71 1,936,777.29 396,807.39
125,717,987.54 73,212.46 405,366.01
128,077,166.16 - 2,285,966.16 414,703.76
126,341,343.03 - 550,143.03 419,419.15
127,203,332.45 - 1,412,132.45 419,592.34
126,579,345.88 - 788,145.88 420,856.03
124,293,036.05 1,498,163.95 437,932.42
124,064,609.44 1,726,590.56 440,169.32
124,278,249.98 1,512,950.02 441,979.92
126,174,181.84 - 382,981.84 454,680.84
124,981,310.74 809,889.26 460,172.14
124,310,238.16 1,480,961.84 468,355.20
126,420,126.48 - 628,926.48 469,055.66
126,300,663.19 - 509,463.19 474,646.50
126,066,554.80 - 275,354.80 477,816.01
126,941,152.96 - 1,149,952.96 480,034.16
126,684,409.99 - 893,209.99 486,162.87
124,345,621.08 1,445,578.92 487,248.64
125,303,589.35 487,610.65 487,610.65
125,943,781.47 - 152,581.47 488,702.29
125,522,532.71 268,667.29 491,963.80
124,815,522.49 975,677.51 492,432.93
125,371,607.66 419,592.34 494,644.08
124,754,751.85 1,036,448.15 496,168.84
125,984,241.16 - 193,041.16 496,407.14
124,998,467.82 792,732.18 500,662.15
126,503,015.50 - 711,815.50 500,828.27
125,385,833.99 405,366.01 519,760.27
125,453,438.13 337,761.87 522,823.70
125,653,332.88 137,867.12 524,433.52
125,004,982.79 786,217.21 531,887.47
125,633,365.15 157,834.85 539,945.38
125,322,844.80 468,355.20 540,326.83
126,707,289.73 - 916,089.73 541,404.47
125,299,236.20 491,963.80 555,231.16
126,031,115.03 - 239,915.03 558,257.68
125,089,107.76 702,092.24 561,719.25
125,956,005.83 - 164,805.83 562,881.07
126,857,206.77 - 1,066,006.77 564,720.14
125,148,892.72 642,307.28 566,301.71
126,590,436.37 - 799,236.37 576,338.08
126,933,997.82 - 1,142,797.82 577,213.99
125,635,691.02 155,508.98 580,941.43
125,946,708.98 - 155,508.98 583,628.64
125,971,349.90 - 180,149.90 587,118.00
125,025,336.10 765,863.90 589,980.76
124,611,526.29 1,179,673.71 595,011.75
125,608,240.13 182,959.87 598,584.56
125,930,021.50 - 138,821.50 615,282.74
126,821,251.53 - 1,030,051.53 617,389.17
124,893,517.14 897,682.86 620,426.41
125,077,283.03 713,916.97 623,123.14
125,353,267.58 437,932.42 625,713.47
126,235,468.07 - 444,268.07 629,383.46
126,113,895.84 - 322,695.84 632,398.32
125,784,880.58 6,319.42 633,004.64
126,163,503.61 - 372,303.61 633,710.16
125,298,767.07 492,432.93 634,166.56
125,841,794.75 - 50,594.75 642,307.28
125,917,597.92 - 126,397.92 657,364.99
126,201,118.29 - 409,918.29 666,453.10
125,450,746.46 340,453.54 668,371.76
125,917,401.36 - 126,201.36 673,871.69
125,816,425.09 - 25,225.09 678,995.92
125,469,200.62 321,999.38 693,945.94
127,305,601.45 - 1,514,401.45 702,092.24
124,586,186.03 1,205,013.97 706,987.57
124,936,959.34 854,240.66 707,520.62
125,173,810.83 617,389.17 713,916.97
126,027,056.58 - 235,856.58 717,107.19
125,580,862.76 210,337.24 728,420.23
127,003,761.77 - 1,212,561.77 730,876.19
126,131,909.68 - 340,709.68 731,178.44
126,620,181.45 - 828,981.45 732,313.90
126,689,355.98 - 898,155.98 732,889.02
127,144,969.81 - 1,353,769.81 733,710.61
126,826,020.39 - 1,034,820.39 735,605.07
125,124,746.90 666,453.10 736,083.04
125,084,212.43 706,987.57 759,693.73
124,539,659.24 1,251,540.76 761,254.77
123,320,003.00 2,471,197.00 764,494.41
126,203,287.56 - 412,087.56 765,863.90
125,423,556.02 367,643.98 772,363.22
125,740,406.06 50,793.94 775,943.95
126,670,840.20 - 879,640.20 783,461.19
126,257,000.61 - 465,800.61 786,217.21
124,204,207.46 1,586,992.54 792,732.18
126,318,201.23 - 527,001.23 794,991.42
126,750,623.71 - 959,423.71 798,262.57
125,476,407.04 314,792.96 809,889.26
126,074,549.09 - 283,349.09 813,931.04
124,996,208.58 794,991.42 817,591.64
125,746,886.15 44,313.85 834,806.18
126,932,042.45 - 1,140,842.45 841,014.02
124,631,361.12 1,159,838.88 841,351.89
126,448,074.60 - 656,874.60 841,701.43
125,058,310.98 732,889.02 852,283.25
127,077,239.31 - 1,286,039.31 854,240.66
126,260,722.53 - 469,522.53 871,098.70
126,146,868.70 - 355,668.70 888,285.05
125,416,784.01 374,415.99 892,060.83
125,371,780.85 419,419.15 897,682.86
125,502,428.78 288,771.22 901,851.15
125,508,063.50 283,136.50 902,520.44
125,961,158.36 - 169,958.36 909,736.51
124,920,101.30 871,098.70 911,867.54
126,069,597.22 - 278,397.22 915,364.83
125,772,237.93 18,962.07 918,142.12
125,822,801.86 - 31,601.86 926,365.41
126,232,794.44 - 441,594.44 930,229.05
125,482,246.75 308,953.25 945,618.28
126,621,757.16 - 830,557.16 959,276.94
125,841,360.98 - 50,160.98 962,538.99
125,941,563.04 - 150,363.04 969,712.21
124,791,679.45 999,520.55 972,091.89
125,955,187.75 - 163,987.75 972,194.75
125,437,729.59 353,470.41 975,677.51
125,961,747.24 - 170,547.24 991,608.85
126,402,006.22 - 610,806.22 999,520.55
125,470,424.25 320,775.75 1,006,637.54
127,243,857.18 - 1,452,657.18 1,024,187.05
127,122,598.35 - 1,331,398.35 1,036,448.15
125,408,705.62 382,494.38 1,036,989.73
124,860,970.95 930,229.05 1,065,489.83
126,182,734.40 - 391,534.40 1,085,768.74
126,261,911.10 - 470,711.10 1,088,600.16
124,767,012.95 1,024,187.05 1,110,945.91
125,485,434.60 305,765.40 1,118,449.02
125,509,738.83 281,461.17 1,126,524.38
125,201,219.24 589,980.76 1,128,609.48
125,703,093.29 88,106.71 1,141,085.81
125,235,968.84 555,231.16 1,143,913.41
125,898,651.73 - 107,451.73 1,145,209.52
125,917,496.40 - 126,296.40 1,149,047.10
125,873,224.71 - 82,024.71 1,153,977.57
125,835,345.01 - 44,145.01 1,159,838.88
125,266,766.48 524,433.52 1,179,673.71
125,892,465.88 - 101,265.88 1,184,573.20
125,930,307.60 - 139,107.60 1,205,013.97
125,601,469.65 189,730.35 1,210,967.06
126,774,687.55 - 983,487.55 1,211,157.73
126,760,826.40 - 969,626.40 1,211,929.83
125,472,985.94 318,214.06 1,214,747.38
124,819,108.11 972,091.89 1,248,413.38
126,136,996.34 - 345,796.34 1,251,540.76
125,973,146.95 - 181,946.95 1,253,134.48
126,110,538.69 - 319,338.69 1,271,102.58
127,425,238.02 - 1,634,038.02 1,279,363.43
127,105,310.89 - 1,314,110.89 1,293,283.34
126,096,266.84 - 305,066.84 1,297,643.09
124,455,655.31 1,335,544.69 1,310,304.81
126,374,947.43 - 583,747.43 1,335,544.69
126,042,298.66 - 251,098.66 1,341,258.71
125,937,952.34 - 146,752.34 1,347,568.95
126,303,489.12 - 512,289.12 1,348,710.38
126,040,490.23 - 249,290.23 1,351,054.47
126,469,680.55 - 678,480.55 1,365,469.15
125,410,005.09 381,194.91 1,430,997.24
125,074,092.81 717,107.19 1,445,578.92
125,479,994.08 311,205.92 1,464,788.00
124,186,392.78 1,604,807.22 1,480,961.84
125,865,435.00 - 74,235.00 1,485,650.81
125,158,801.68 632,398.32 1,498,163.95
125,448,876.94 342,323.06 1,500,651.31
126,654,552.45 - 863,352.45 1,509,130.89
124,902,914.95 888,285.05 1,512,950.02
125,760,027.30 31,172.70 1,523,491.28
126,027,919.01 - 236,719.01 1,567,711.59
126,151,651.29 - 360,451.29 1,586,992.54
126,620,038.17 - 828,838.17 1,600,362.20
127,048,723.75 - 1,257,523.75 1,604,807.22
127,069,512.05 - 1,278,312.05 1,613,968.42
124,360,202.76 1,430,997.24 1,653,907.88
125,582,638.16 208,561.84 1,661,243.22
124,493,556.91 1,297,643.09 1,662,014.69
 125,692,824.35 98,375.65 1,718,798.83
125,805,435.20 - 14,235.20 1,726,590.56
127,522,632.99 - 1,731,432.99 1,730,494.88
125,942,494.75 - 151,294.75 1,737,540.39
125,302,497.71 488,702.29 1,767,352.64
126,745,454.68 - 954,254.68 1,775,468.21
125,550,423.29 240,776.71 1,798,894.37
126,364,414.42 - 573,214.42 1,840,541.15
126,147,532.97 - 356,332.97 1,871,346.51
126,754,102.78 - 962,902.78 1,935,126.47
127,253,877.13 - 1,462,677.13 1,936,777.29
127,086,420.39 - 1,295,220.39 1,989,888.74
126,430,050.17 - 638,850.17 2,113,622.20
127,397,897.20 - 1,606,697.20 2,152,651.57
124,879,332.46 911,867.54 2,275,206.42
124,580,042.27 1,211,157.73 2,404,547.85
125,249,795.53 541,404.47 2,471,197.00
125,605,105.24 186,094.76 2,554,930.23
125,962,582.10 - 171,382.10 2,969,326.21
124,888,679.56 902,520.44 3,463,187.98
124,647,286.59 1,143,913.41 4,299,240.04
125,411,972.21 379,227.79 5,077,141.45

Dólares) Mercado de Fisicos (Voy al Banco hoy)

91

suba, que se deprecie el peso o que se aprecie el dólar.

90% 95% 99%

 1.29 1.65 2.33

7,874,980.56 10,072,649.56 14,223,802.10

13,715,434.15 17,542,997.17 24,772,838.43

Mercado de Derivados (Futuro)

99%
Diario 30 Días 91 Días
VaR Simulacion Historica - 3,586,860.24 - 19,646,042.63 - 34,216,465.90
VaR Simulacion Historica - 3,630,407.13 - 19,884,558.80 - 34,631,876.82

95%
Diario 30 Días 91 Días
VaR Simulacion Historica - 1,634,038.02 - 8,949,994.84 - 15,587,729.26
VaR Simulacion Historica - 1,638,122.68 - 8,972,367.44 - 15,626,694.41

90%
Diario 30 Días 91 Días
VaR Simulacion Historica - 1,204,542.24 - 6,597,549.56 - 11,490,600.63
VaR Simulacion Historica - 1,211,759.82 - 6,637,081.87 - 11,559,451.94
Banco de México

Tipos de cambio y resultados históricos de las subastas

Tipos de cambio diarios

Fecha de consulta: 19/12/2021 03:40:09

Tipo de cambio pesos por Tipo de cambio Pesos por dólar

dólar E.U.A., Interbancario a E.U.A., Interbancario a 48 horas,
Título 48 horas, Cierre compra Cierre venta

Fecha SF43788 SF43786

8/1/2019 19.2530 19.2580
8/2/2019 19.3320 19.3375
8/5/2019 19.6160 19.6220
8/6/2019 19.5985 19.6040
8/7/2019 19.6600 19.6660
8/8/2019 19.4610 19.4670
8/9/2019 19.3930 19.3990
8/12/2019 19.5550 19.5615
8/13/2019 19.3830 19.3895
8/14/2019 19.7210 19.7275
8/15/2019 19.6655 19.6725
8/16/2019 19.5970 19.6035
8/19/2019 19.8385 19.8450
8/20/2019 19.7540 19.7600
8/21/2019 19.6665 19.6725
8/22/2019 19.7730 19.7795
8/23/2019 19.8630 19.8695
8/26/2019 19.9185 19.9250
8/27/2019 20.0185 20.0245
8/28/2019 20.0780 20.0840
8/29/2019 20.1220 20.1285
8/30/2019 20.0490 20.0550
9/2/2019 20.1365 20.1435
9/3/2019 20.0070 20.0130
9/4/2019 19.7540 19.7600
9/5/2019 19.6885 19.6940
9/6/2019 19.5440 19.5495
9/9/2019 19.5530 19.5580
9/10/2019 19.5070 19.5120
9/11/2019 19.5525 19.5575
9/12/2019 19.4330 19.4390
 9/13/2019 19.3795 19.3855
9/17/2019 19.3570 19.3630
9/18/2019 19.3950 19.4000
9/19/2019 19.4085 19.4140
9/20/2019 19.4520 19.4575
9/23/2019 19.4720 19.4780
9/24/2019 19.4630 19.4685
9/25/2019 19.5550 19.5600
9/26/2019 19.6185 19.6240
9/27/2019 19.7190 19.7245
9/30/2019 19.7155 19.7205
10/1/2019 19.8235 19.8290
10/2/2019 19.7960 19.8015
10/3/2019 19.6645 19.6695
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9/1/2021 19.9880 19.9950
 9/2/2021 19.9740 19.9810
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11/5/2021 20.3390 20.3390
 11/8/2021 20.3231 20.3231
11/9/2021 20.3254 20.3254
11/10/2021 20.6071 20.6071
11/11/2021 20.6319 20.6319
11/12/2021 20.5519 20.5519
11/16/2021 20.7084 20.7084
11/17/2021 20.6688 20.6688
11/18/2021 20.7632 20.7632
11/19/2021 20.8221 20.8221
11/22/2021 20.9821 20.9821
11/23/2021 21.2275 21.2275
11/24/2021 21.4472 21.4472
11/25/2021 21.5564 21.5564
11/26/2021 21.8335 21.8335
11/29/2021 21.6758 21.6758
11/30/2021 21.4681 21.4681
12/1/2021 21.3759 21.3759
12/2/2021 21.3443 21.3443
12/3/2021 21.3734 21.3734
12/6/2021 21.2206 21.2206
12/7/2021 21.0285 21.0285
12/8/2021 20.9652 20.9652
593 593
Rendimiento Cierre compra Rendimiento
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0.0154687468851984 -0.0154687468851984
27.00
Prueba retrospectiva (backtesting) diaria

Número de
observaciones 250

Número de excepciones 27

Núm de excepciones
/num de observaciones 0.11

Nivel de confianza 99%

Razón de verosimilitud
(kupiec) 82.0049817383421

Region de confianza 6.634897

¿Pasa la prueba? No
 Posicion Corta
Desv. Estandar T.C VaR Excepción Desv. Estandar *2.33
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0.00709698271863132 20.7078542 0 0.016535969734411
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0.00709632096205416 20.7078228 0 0.01653442784159
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0.00653419378887813 20.6811418 0 0.015224671528086
0.00652866277371875 20.6808793 0 0.01521178426276
0.0065043714388303 20.6797263 1 0.01515518545247
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0.0064923864396025 20.6791574 0 0.01512726040427
0.00650154496585371 20.6795921 0 0.01514859977044
0.00647834618461977 20.6784910 0 0.01509454661016
0.00652171816860484 20.6805496 0 0.01519560333285
0.0065154684524685 20.6802530 0 0.01518104149425
0.0065226255092106 20.6805927 0 0.01519771743646
0.00652024055420978 20.6804795 0 0.01519216049131
0.00652674585856538 20.6807883 0 0.01520731785046
0.00653421377921661 20.6811427 0 0.01522471810557
0.00653367816765432 20.6811173 0 0.01522347013063
0.00648727738736726 20.6789149 0 0.01511535631257
0.0064787855618088 20.6785119 0 0.01509557035901
0.00648787938198187 20.6789435 0 0.01511675896002
0.00651937379368705 20.6804384 1 0.01519014093929
0.00650844734549079 20.6799197 0 0.01516468231499
0.00648243080997891 20.6786849 0 0.01510406378725
0.00646948673477518 20.6780705 0 0.01507390409203
0.00646884161615615 20.6780399 0 0.01507240096564
0.00646811306576472 20.6780053 0 0.01507070344323
0.00644227741942149 20.6767790 0 0.01501050638725
0.00649732717456436 20.6793919 0 0.015138772316735
0.00648021521889597 20.6785797 0 0.01509890146003
0.0064742590966916 20.6782970 1 0.01508502369529
0.00649104206402915 20.6790936 0 0.01512412800919
0.00648068202053991 20.6786019 1 0.015099989107858
0.00648156528651187 20.6786438 1 0.01510204711757
0.00647687944826782 20.6784214 1 0.015091129114464
0.00648762834976716 20.6789316 1 0.01511617405496
0.00652241038801387 20.6805825 1 0.01519721620407
0.00654964899796646 20.6818754 1 0.01526068216526
0.00655648625052138 20.6821999 1 0.01527661296371
0.00660141334992996 20.6843323 1 0.01538129310534
0.00660805927593683 20.6846478 1 0.01539677811293
0.00663763960346476 20.6860518 1 0.01546570027607
0.00662472930725487 20.6854390 1 0.0154356192859
0.00661709347662636 20.6850766 1 0.01541782780054
0.00661355000920934 20.6849084 1 0.01540957152146
0.00662318866234256 20.6853659 1 0.01543202958326
0.00663471269706319 20.6859129 1 0.01545888058416
0.00663346363110639 20.6858536 0.01545597026048
28.00
Prueba retrospectiva (backtesting) diaria

Número de
observaciones

Número de
excepciones

Núm de
excepciones /num
de observaciones

Nivel de confianza

Razón de
verosimilitud
(kupiec)

Region de confianza

¿Pasa la prueba?
Desv. Estandar *-2.33
-0.0267864013286667
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-0.0267775818874119
-0.0268560312624797
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-0.0165344278415862
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-0.0151485997704391
-0.0150945466101641
PRUEBA BACKTESTING POSICIÓN LARG
-0.0151956033328493
0.04
-0.0151810414942516
-0.0151977174364607 0.03
-0.0151921604913088 0.02
-0.0152073178504573 0.01
-0.0152247181055747
0
-0.0152234701306346 1 8 15 22 29 36 43 50 57 64 71 78 85 92 99 10611312012713414114815516216
-0.0151153563125657 -0.01

-0.0150955703590145 -0.02
-0.0151167589600177 -0.03
-0.0151901409392908
-0.04
-0.0151646823149935
-0.0151040637872509 Column I Column J Serie 3
-0.0150739040920262
-0.0150724009656438
 -0.0150707034432318
-0.0150105063872521 PRUEBA BACKTESTING POSICIÓN COR
-0.015138772316735 0.04
-0.0150989014600276 0.03
-0.0150850236952914
0.02
-0.0151241280091879
-0.015099989107858 0.01

-0.0151020471175727 0
1 8 15 22 29 36 43 50 57 64 71 78 85 92 99 10611312012713414114815516216
-0.015091129114464 -0.01
-0.0151161740549575
-0.02
-0.0151972162040723
-0.03
-0.0152606821652619
-0.0152766129637148 -0.04
-0.0153812931053368 Column N Column O Serie 3
-0.0153967781129328
-0.0154657002760729
-0.0154356192859038
-0.0154178278005394
-0.0154095715214578
-0.0154320295832582
-0.0154588805841572
-0.0154559702604779

a retrospectiva (backtesting) diaria

250

28

0.11

99%

87.013630724268

6.634897

No
STING POSICIÓN LARGA

113120127134141148155162169176183190197204211218225232239246

Column J Serie 3
ESTING POSICIÓN CORTA

6113120127134141148155162169176183190197204211218225232239246

Column O Serie 3