Portafolios de referencia para determinación de VaR
Instrumento |
Serie |
Básicas 0 |
Básicas 60-64 |
Renta Variable |
NAFTRAC |
15.00% |
17.63% |
Bondes D |
260212 |
0.43% |
0.00% |
Bondes D |
260409 |
0.37% |
0.00% |
Bondes D |
260611 |
0.33% |
0.00% |
Bondes D |
260806 |
0.24% |
0.00% |
Bondes F |
260212 |
1.35% |
0.00% |
Bondes F |
260226 |
2.10% |
0.00% |
Bondes F |
260326 |
1.26% |
0.00% |
Bondes F |
260423 |
1.47% |
0.00% |
Bondes F |
260521 |
1.52% |
0.00% |
Bondes F |
260528 |
1.13% |
0.00% |
Bondes F |
260604 |
2.56% |
0.00% |
Bondes F |
260723 |
2.46% |
0.00% |
Bondes F |
260730 |
1.12% |
0.00% |
Bondes F |
261001 |
2.85% |
0.57% |
Bondes F |
261008 |
1.94% |
0.38% |
Bondes F |
261022 |
0.21% |
0.04% |
Bondes F |
261203 |
1.84% |
0.36% |
Bondes F |
261217 |
1.32% |
0.26% |
Bondes F |
261231 |
2.82% |
0.56% |
Bondes F |
270114 |
1.34% |
0.26% |
Bondes F |
270128 |
1.11% |
0.22% |
Bondes F |
270211 |
0.00% |
0.22% |
Bondes F |
270225 |
0.00% |
0.22% |
Bondes F |
270318 |
0.00% |
0.27% |
Bondes F |
270401 |
0.00% |
0.44% |
Bondes F |
270422 |
0.00% |
0.20% |
Bondes F |
270520 |
0.00% |
0.42% |
Bondes F |
270617 |
0.00% |
0.25% |
Bondes F |
270624 |
0.00% |
0.22% |
Bondes F |
270722 |
0.00% |
0.16% |
Bondes F |
270805 |
0.00% |
0.21% |
Bondes F |
270819 |
0.00% |
0.23% |
Bondes F |
270909 |
0.00% |
0.07% |
Bondes F |
270923 |
0.00% |
0.20% |
Bondes F |
270930 |
0.00% |
0.18% |
Bondes F |
271014 |
0.00% |
0.24% |
Bondes F |
271202 |
0.00% |
0.38% |
Bondes F |
280127 |
0.00% |
0.26% |
Bondes F |
280224 |
0.00% |
0.61% |
Bondes F |
280420 |
0.00% |
0.22% |
Bondes F |
280615 |
0.00% |
0.28% |
Bondes F |
290125 |
0.00% |
0.12% |
Bondes F |
290322 |
0.00% |
0.16% |
Bondes F |
290419 |
0.00% |
0.32% |
Bondes F |
290719 |
0.00% |
0.15% |
Bondes F |
291004 |
0.00% |
0.23% |
Bondes F |
291101 |
0.00% |
0.15% |
Bondes F |
300124 |
0.00% |
0.24% |
Bondes F |
300725 |
0.00% |
0.06% |
Bondes F |
310320 |
0.00% |
0.20% |
Bondes F |
320129 |
0.00% |
0.05% |
Bondes F |
320415 |
0.00% |
0.14% |
Bondes F |
321021 |
0.00% |
0.15% |
Bondes F |
340323 |
0.00% |
0.19% |
Bondes F |
350419 |
0.00% |
0.03% |
Bondes G |
260319 |
0.72% |
0.00% |
Bondes G |
260716 |
0.45% |
0.00% |
Bondes G |
270218 |
0.00% |
0.17% |
Bondes G |
270506 |
0.00% |
0.22% |
Bondes G |
280316 |
0.00% |
0.20% |
Bondes G |
281019 |
0.00% |
0.18% |
Bondes G |
290726 |
0.00% |
0.08% |
Bondes G |
300314 |
0.00% |
0.28% |
Bondes G |
310724 |
0.00% |
0.06% |
CETES |
260205 |
3.47% |
0.00% |
CETES |
260219 |
3.99% |
0.00% |
CETES |
260305 |
3.25% |
0.00% |
CETES |
260319 |
1.53% |
0.00% |
CETES |
260401 |
1.87% |
0.00% |
CETES |
260416 |
3.73% |
0.00% |
CETES |
260430 |
1.63% |
0.00% |
CETES |
260528 |
1.64% |
0.00% |
CETES |
260611 |
3.03% |
0.00% |
CETES |
260625 |
1.56% |
0.00% |
CETES |
260723 |
1.67% |
0.00% |
CETES |
260806 |
3.94% |
0.00% |
CETES |
260820 |
1.41% |
0.00% |
CETES |
260917 |
0.82% |
0.00% |
CETES |
261001 |
4.49% |
1.15% |
CETES |
261126 |
0.00% |
0.61% |
CETES |
270121 |
0.00% |
1.11% |
CETES |
270318 |
0.00% |
0.79% |
CETES |
270513 |
0.00% |
0.94% |
CETES |
270708 |
0.00% |
0.69% |
CETES |
270902 |
0.00% |
0.37% |
Bonos M |
260305 |
10.76% |
0.00% |
Bonos M |
260903 |
5.27% |
0.00% |
Bonos M |
270304 |
0.00% |
2.16% |
Bonos M |
270603 |
0.00% |
2.56% |
Bonos M |
280302 |
0.00% |
2.09% |
Bonos M |
290301 |
0.00% |
3.48% |
Bonos M |
290531 |
0.00% |
3.10% |
Bonos M |
300228 |
0.00% |
2.06% |
Bonos M |
310529 |
0.00% |
3.65% |
Bonos M |
330526 |
0.00% |
2.49% |
Bonos M |
341123 |
0.00% |
3.33% |
Bonos M |
350524 |
0.00% |
0.27% |
Bonos M |
360221 |
0.00% |
0.68% |
Bonos M |
361120 |
0.00% |
0.76% |
Bonos M |
381118 |
0.00% |
1.68% |
Bonos M |
421113 |
0.00% |
3.37% |
Bonos M |
471107 |
0.00% |
2.01% |
Bonos M |
530731 |
0.00% |
2.40% |
Udibonos |
261203 |
0.00% |
2.90% |
Udibonos |
281130 |
0.00% |
3.04% |
Udibonos |
290830 |
0.00% |
0.82% |
Udibonos |
311127 |
0.00% |
4.15% |
Udibonos |
340824 |
0.00% |
2.13% |
Udibonos |
351122 |
0.00% |
3.51% |
Udibonos |
401115 |
0.00% |
3.06% |
Udibonos |
431112 |
0.00% |
2.49% |
Udibonos |
461108 |
0.00% |
2.78% |
Udibonos |
501103 |
0.00% |
4.43% |
TOTAL |
100% |
100% |
|
* Portafolios de referencia determinados por el CAR el 21 de octubre de 2025.
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.