Mexican Closing Prices 02/16/2018
 * Taxable
  118 7.748929
  300 7.710001
  663 7.646000
  846 7.612000
  1210 7.630000
  1574 7.631000
  2120 7.643000
  2484 7.642000
  2939 7.672000
  3394 7.698000
  4122 7.742000
  4850 7.782000
  6124 7.811000
  6852 7.840000
  7580 7.860000
  9036 7.864000
  10856 7.899000
 
 Overnight Rate
 
 * MEXICO FIX
18.50850
 
 
 
 * TIIE Swap
  84 7.895000
  168 7.990000
  252 8.060000
  364 8.070000
  728 7.975000
  1092 7.885000
  1456 7.850000
  1820 7.850000
  2548 7.945000
  3640 8.070000
  4368 8.150000
  5460 8.250000
  7280 8.340000
  10920 8.510000
 
 * UDI-Libor Swap
  364 4.006000
  1092 3.737000
  1820 3.532000
  3640 3.670000
  5460 3.797000
  7280 3.848000
 
 Spot USD/MXN
 
 * UDI TIIE Swap
  364 3.900000
  1092 3.600000
  1820 3.470000
  3640 3.534000
  5460 3.632000
  7280 3.657000
  10920 3.745000
 
 * FX Forwards
  1 0.003100
  7 0.021870
  28 0.085700
  61 0.186000
  89 0.271300
  181 0.553300
  273 0.851300
  365 1.134100
  730 2.211730
  1097 3.251149
  1462 4.327495
  1826 5.526055
  2191 6.831298
  3653 13.044408
  5480 24.066637
  7306 39.618071
  10920 100.556420
 
 TIIE FIX
 
TIIE Libor Swap
 
   Argentina  Brasil  Chile  Colombia  Perú
 * Fuente: Proveedor Integral de Precios www.piplatam.com