Portafolios de referencia para determinación de VaR
Instrumento |
Serie |
SBP |
SB55-59 |
SB60-64 |
Renta Variable |
NAFTRAC |
15.00% |
15.00% |
21.82% |
Bondes D |
240801 |
0.00% |
0.00% |
0.00% |
Bondes D |
240822 |
0.52% |
0.00% |
0.00% |
Bondes D |
241024 |
1.01% |
0.00% |
0.00% |
Bondes D |
241219 |
0.44% |
0.00% |
0.00% |
Bondes D |
250220 |
0.78% |
0.00% |
0.00% |
Bondes D |
250416 |
0.82% |
0.19% |
0.17% |
Bondes D |
250619 |
0.95% |
0.22% |
0.20% |
Bondes D |
250814 |
0.00% |
0.08% |
0.07% |
Bondes D |
251016 |
0.00% |
0.06% |
0.05% |
Bondes D |
251211 |
0.00% |
0.17% |
0.15% |
Bondes D |
260212 |
0.00% |
0.12% |
0.10% |
Bondes D |
260409 |
0.00% |
0.10% |
0.09% |
Bondes D |
260611 |
0.00% |
0.09% |
0.08% |
Bondes D |
260806 |
0.00% |
0.06% |
0.06% |
Bondes F |
240815 |
1.53% |
0.00% |
0.00% |
Bondes F |
241003 |
2.14% |
0.00% |
0.00% |
Bondes F |
241024 |
1.84% |
0.00% |
0.00% |
Bondes F |
241107 |
1.44% |
0.00% |
0.00% |
Bondes F |
241128 |
2.28% |
0.00% |
0.00% |
Bondes F |
250102 |
1.64% |
0.00% |
0.00% |
Bondes F |
250116 |
2.16% |
0.00% |
0.00% |
Bondes F |
250130 |
3.19% |
0.00% |
0.00% |
Bondes F |
250227 |
1.40% |
0.00% |
0.00% |
Bondes F |
250313 |
1.51% |
0.00% |
0.00% |
Bondes F |
250327 |
2.98% |
0.00% |
0.00% |
Bondes F |
250424 |
1.60% |
0.37% |
0.34% |
Bondes F |
250522 |
1.61% |
0.37% |
0.34% |
Bondes F |
250619 |
1.75% |
0.41% |
0.37% |
Bondes F |
250724 |
1.54% |
0.36% |
0.32% |
Bondes F |
251002 |
0.00% |
0.30% |
0.27% |
Bondes F |
251009 |
0.00% |
0.45% |
0.41% |
Bondes F |
251023 |
0.00% |
0.52% |
0.47% |
Bondes F |
251204 |
0.00% |
0.44% |
0.40% |
Bondes F |
260115 |
0.00% |
0.42% |
0.38% |
Bondes F |
260226 |
0.00% |
0.67% |
0.61% |
Bondes F |
260604 |
0.00% |
0.34% |
0.30% |
Bondes F |
261001 |
0.00% |
0.78% |
0.71% |
Bondes F |
261203 |
0.00% |
0.50% |
0.45% |
Bondes F |
261231 |
0.00% |
0.76% |
0.69% |
Bondes F |
270114 |
0.00% |
0.22% |
0.20% |
Bondes F |
270128 |
0.00% |
0.30% |
0.27% |
Bondes F |
270225 |
0.00% |
0.29% |
0.27% |
Bondes F |
270318 |
0.00% |
0.36% |
0.33% |
Bondes F |
270422 |
0.00% |
0.28% |
0.25% |
Bondes F |
270617 |
0.00% |
0.07% |
0.07% |
Bondes F |
270819 |
0.00% |
0.16% |
0.15% |
Bondes F |
270930 |
0.00% |
0.24% |
0.22% |
Bondes F |
271014 |
0.00% |
0.32% |
0.29% |
Bondes F |
280127 |
0.00% |
0.30% |
0.27% |
Bondes F |
290125 |
0.00% |
0.08% |
0.07% |
Bondes F |
290322 |
0.00% |
0.12% |
0.10% |
Bondes F |
290419 |
0.00% |
0.06% |
0.05% |
Bondes F |
291004 |
0.00% |
0.17% |
0.15% |
Bondes F |
320415 |
0.00% |
0.11% |
0.10% |
Bondes F |
321021 |
0.00% |
0.15% |
0.13% |
Bondes G |
250710 |
0.97% |
0.23% |
0.21% |
Bondes G |
260319 |
0.00% |
0.16% |
0.15% |
Bondes G |
270506 |
0.00% |
0.12% |
0.10% |
Bondes G |
280316 |
0.00% |
0.20% |
0.18% |
Bondes G |
300314 |
0.00% |
0.06% |
0.06% |
CETES |
240808 |
1.28% |
0.00% |
0.00% |
CETES |
240822 |
2.50% |
0.00% |
0.00% |
CETES |
240905 |
1.20% |
0.00% |
0.00% |
CETES |
240919 |
2.56% |
0.00% |
0.00% |
CETES |
241003 |
1.58% |
0.00% |
0.00% |
CETES |
241017 |
1.70% |
0.00% |
0.00% |
CETES |
241114 |
1.06% |
0.00% |
0.00% |
CETES |
241128 |
1.90% |
0.00% |
0.00% |
CETES |
241211 |
0.90% |
0.00% |
0.00% |
CETES |
250109 |
2.28% |
0.00% |
0.00% |
CETES |
250123 |
2.54% |
0.00% |
0.00% |
CETES |
250206 |
2.28% |
0.00% |
0.00% |
CETES |
250306 |
1.59% |
0.00% |
0.00% |
CETES |
250515 |
0.00% |
0.99% |
0.90% |
CETES |
250710 |
0.00% |
0.37% |
0.34% |
CETES |
250904 |
0.00% |
0.43% |
0.39% |
CETES |
251030 |
0.00% |
0.52% |
0.47% |
CETES |
251224 |
0.00% |
1.06% |
0.96% |
CETES |
260219 |
0.00% |
0.74% |
0.67% |
Bonos M |
240905 |
11.93% |
0.00% |
0.00% |
Bonos M |
241205 |
9.04% |
0.00% |
0.00% |
Bonos M |
250306 |
6.57% |
0.00% |
0.00% |
Bonos M |
260305 |
0.00% |
4.60% |
4.16% |
Bonos M |
260903 |
0.00% |
2.15% |
1.94% |
Bonos M |
270304 |
0.00% |
3.79% |
3.43% |
Bonos M |
270603 |
0.00% |
3.68% |
3.33% |
Bonos M |
290301 |
0.00% |
1.49% |
1.35% |
Bonos M |
290531 |
0.00% |
3.09% |
2.80% |
Bonos M |
310529 |
0.00% |
4.33% |
3.91% |
Bonos M |
330526 |
0.00% |
2.96% |
2.68% |
Bonos M |
341123 |
0.00% |
1.46% |
1.33% |
Bonos M |
350524 |
0.00% |
0.24% |
0.22% |
Bonos M |
361120 |
0.00% |
0.78% |
0.70% |
Bonos M |
381118 |
0.00% |
2.27% |
2.05% |
Bonos M |
421113 |
0.00% |
3.54% |
3.20% |
Bonos M |
471107 |
0.00% |
2.72% |
2.46% |
Udibonos |
251204 |
0.00% |
2.77% |
2.50% |
Udibonos |
261203 |
0.00% |
3.19% |
2.88% |
Udibonos |
281130 |
0.00% |
4.01% |
3.63% |
Udibonos |
311127 |
0.00% |
4.95% |
4.48% |
Udibonos |
340824 |
0.00% |
0.15% |
0.14% |
Udibonos |
351122 |
0.00% |
4.17% |
3.78% |
Udibonos |
401115 |
0.00% |
3.99% |
3.61% |
Udibonos |
431112 |
0.00% |
1.64% |
1.48% |
Udibonos |
461108 |
0.00% |
3.54% |
3.20% |
Udibonos |
501103 |
0.00% |
3.62% |
4.56% |
TOTAL |
100% |
100% |
100% |
|
* Portafolios de referencia determinados por el CAR el 22 de abril de 2024.
La legalidad, veracidad y la calidad de la información es estricta responsabilidad de la dependencia, entidad o
empresa
productiva del Estado que la proporcionó en virtud de sus atribuciones y/o facultades normativas.