Mexican Closing Prices 09/19/2017
 * Taxable
  86 7.126500
  268 7.009999
  450 6.975000
  813 6.705000
  996 6.720000
  1360 6.695000
  1724 6.705000
  2270 6.730000
  2634 6.737000
  3089 6.790000
  3544 6.831000
  4272 6.929000
  5000 7.030000
  6274 7.100000
  7002 7.190000
  7730 7.210000
  9186 7.227000
  11006 7.253000
 
 Overnight Rate
 
 * MEXICO FIX
17.77200
 
 
 
 * TIIE Swap
  84 7.380000
  168 7.375000
  252 7.350000
  364 7.290000
  728 7.020000
  1092 6.850000
  1456 6.800000
  1820 6.805000
  2548 6.915000
  3640 7.055000
  4368 7.145000
  5460 7.255000
  7280 7.370000
  10920 7.540000
 
 * UDI-Libor Swap
  364 1.924000
  1092 2.716000
  1820 2.648000
  3640 2.955000
  5460 3.081000
  7280 2.970000
 
 Spot USD/MXN
 
 * UDI TIIE Swap
  364 2.154000
  1092 2.895000
  1820 2.836000
  3640 3.161000
  5460 3.399000
  7280 3.291000
  10920 3.379000
 
 * FX Forwards
  1 0.002900
  7 0.020550
  32 0.085400
  61 0.174800
  91 0.253800
  181 0.503300
  273 0.756000
  365 1.008700
  732 1.927600
  1096 2.783842
  1461 3.670280
  1826 4.653415
  2191 5.718060
  3652 10.470013
  5479 17.758752
  7305 28.009812
  10920 64.427418
 
 TIIE FIX
 
TIIE Libor Swap
 
   Argentina  Brasil  Chile  Colombia  Perú
 * Fuente: Proveedor Integral de Precios www.piplatam.com