Mexican Closing Prices 07/10/2020
 * Taxable
  1245 4.755000
  1609 4.910000
  5977 6.275000
  2519 5.420000
  3247 5.660000
  6705 6.450000
  335 4.609999
  3975 5.860000
  699 4.575000
  8161 6.620000
  5249 6.060000
  2064 5.150000
  9981 6.730000
  517 4.565000
  1518 4.850000
  972 4.630000
 
 Overnight Rate
 
 * MEXICO FIX
22.46370
 
 
 
 * TIIE Swap
  84 5.075000
  168 4.730000
  252 4.560000
  364 4.430000
  728 4.370000
  1092 4.500000
  1456 4.685000
  1820 4.870000
  2548 5.230000
  3640 5.585000
  4368 5.790000
  5460 6.020000
  7280 6.265000
  10920 6.385000
 
 * UDI-Libor Swap
  182 0.173000
  364 1.578000
  728 1.195000
  1092 1.487000
  1820 2.037000
  2548 2.198000
  3640 2.225000
  5460 2.431000
  7280 2.412000
  10920 2.641000
 
 Spot USD/MXN
 
 * UDI TIIE Swap
  182 0.164000
  364 1.355000
  728 1.196000
  1092 1.410000
  1820 1.713000
  2548 1.888000
  3640 2.148000
  5460 2.547000
  7280 2.613000
  10920 2.701000
 
 * FX Forwards
  1 0.002900
  1 0.003075
  3 0.008949
  7 0.021450
  31 0.094750
  62 0.187750
  92 0.273500
  184 0.505750
  274 0.739500
  365 0.973500
  730 1.948260
  1095 3.054250
  1462 4.313630
  1826 5.657130
  2191 7.150770
  3653 14.461500
  5480 28.013210
  7307 48.611870
  10957 108.554540
 
 TIIE FIX
 
TIIE Libor Swap
 
   Argentina  Brasil  Chile  Colombia  Perú
 * Fuente: Proveedor Integral de Precios www.piplatam.com