Mexican Closing Prices 06/04/2020
 * Taxable
  1281 5.280000
  1645 5.410000
  6013 6.740000
  2555 5.870000
  3283 6.110000
  6741 6.925000
  7 5.350020
  371 5.025000
  4011 6.345000
  735 5.045000
  8197 7.080000
  5285 6.580000
  2100 5.660000
  10017 7.120000
  553 5.020000
  1554 5.350000
  1008 5.230000
 
 Overnight Rate
 
 * MEXICO FIX
21.89360
 
 
 
 * TIIE Swap
  84 5.420000
  168 5.120000
  252 4.970000
  364 4.840000
  728 4.750000
  1092 4.895000
  1456 5.100000
  1820 5.300000
  2548 5.660000
  3640 6.005000
  4368 6.180000
  5460 6.375000
  7280 6.525000
  10920 6.655000
 
 * UDI-Libor Swap
  182 1.581000
  364 1.587000
  728 1.578000
  1092 1.574000
  1820 1.672000
  2548 1.802000
  3640 1.901000
  5460 2.094000
  7280 2.225000
  10920 2.464000
 
 Spot USD/MXN
 
 * UDI TIIE Swap
  182 1.379000
  364 1.405000
  728 1.654000
  1092 1.667000
  1820 1.795000
  2548 1.825000
  3640 2.149000
  5460 2.515000
  7280 2.755000
  10920 2.843000
 
 * FX Forwards
  1 0.003050
  1 0.003150
  3 0.009486
  7 0.022150
  30 0.095000
  63 0.199000
  92 0.287000
  183 0.546500
  273 0.785000
  365 1.041250
  730 1.997830
  1095 3.070900
  1463 4.241410
  1827 5.488880
  2191 6.906700
  3654 13.739690
  5478 25.722410
  7305 41.570250
  10957 91.521220
 
 TIIE FIX
 
TIIE Libor Swap
 
   Argentina  Brasil  Chile  Colombia  Perú
 * Fuente: Proveedor Integral de Precios www.piplatam.com