Portafolios de referencia para determinación de VaR
Instrumento |
Serie |
Básicas 0 |
Básicas 60-64 |
Renta Variable |
NAFTRAC |
15.00% |
18.23% |
Bondes D |
251211 |
0.77% |
0.00% |
Bondes D |
260212 |
0.52% |
0.00% |
Bondes D |
260409 |
0.45% |
0.00% |
Bondes D |
260611 |
0.40% |
0.00% |
Bondes D |
260806 |
0.29% |
0.05% |
Bondes F |
251204 |
1.78% |
0.00% |
Bondes F |
251218 |
1.63% |
0.00% |
Bondes F |
260115 |
1.88% |
0.00% |
Bondes F |
260212 |
1.64% |
0.00% |
Bondes F |
260226 |
2.55% |
0.00% |
Bondes F |
260326 |
1.54% |
0.00% |
Bondes F |
260423 |
1.79% |
0.00% |
Bondes F |
260521 |
1.85% |
0.00% |
Bondes F |
260528 |
0.76% |
0.00% |
Bondes F |
260604 |
3.12% |
0.00% |
Bondes F |
260723 |
2.99% |
0.50% |
Bondes F |
261001 |
3.47% |
0.58% |
Bondes F |
261008 |
2.36% |
0.40% |
Bondes F |
261022 |
0.25% |
0.04% |
Bondes F |
261203 |
0.00% |
0.38% |
Bondes F |
261217 |
0.00% |
0.27% |
Bondes F |
261231 |
0.00% |
0.58% |
Bondes F |
270114 |
0.00% |
0.27% |
Bondes F |
270128 |
0.00% |
0.23% |
Bondes F |
270211 |
0.00% |
0.23% |
Bondes F |
270225 |
0.00% |
0.22% |
Bondes F |
270318 |
0.00% |
0.27% |
Bondes F |
270401 |
0.00% |
0.46% |
Bondes F |
270422 |
0.00% |
0.21% |
Bondes F |
270520 |
0.00% |
0.44% |
Bondes F |
270617 |
0.00% |
0.25% |
Bondes F |
270624 |
0.00% |
0.08% |
Bondes F |
270722 |
0.00% |
0.17% |
Bondes F |
270819 |
0.00% |
0.24% |
Bondes F |
270923 |
0.00% |
0.21% |
Bondes F |
270930 |
0.00% |
0.18% |
Bondes F |
271014 |
0.00% |
0.24% |
Bondes F |
271202 |
0.00% |
0.39% |
Bondes F |
280127 |
0.00% |
0.26% |
Bondes F |
280224 |
0.00% |
0.63% |
Bondes F |
280420 |
0.00% |
0.23% |
Bondes F |
290125 |
0.00% |
0.12% |
Bondes F |
290322 |
0.00% |
0.16% |
Bondes F |
290419 |
0.00% |
0.33% |
Bondes F |
290719 |
0.00% |
0.16% |
Bondes F |
291004 |
0.00% |
0.24% |
Bondes F |
291101 |
0.00% |
0.16% |
Bondes F |
300124 |
0.00% |
0.21% |
Bondes F |
310320 |
0.00% |
0.21% |
Bondes F |
320129 |
0.00% |
0.03% |
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% |
0.04% |
Bondes G |
260319 |
0.88% |
0.00% |
Bondes G |
260716 |
0.55% |
0.09% |
Bondes G |
270218 |
0.00% |
0.17% |
Bondes G |
270506 |
0.00% |
0.20% |
Bondes G |
280316 |
0.00% |
0.15% |
Bondes G |
281019 |
0.00% |
0.19% |
Bondes G |
300314 |
0.00% |
0.29% |
CETES |
251113 |
3.14% |
0.00% |
CETES |
251127 |
0.78% |
0.00% |
CETES |
251211 |
2.27% |
0.00% |
CETES |
251224 |
3.52% |
0.00% |
CETES |
260108 |
2.19% |
0.00% |
CETES |
260205 |
2.35% |
0.00% |
CETES |
260219 |
3.31% |
0.00% |
CETES |
260305 |
2.11% |
0.00% |
CETES |
260401 |
2.28% |
0.00% |
CETES |
260416 |
4.54% |
0.00% |
CETES |
260430 |
1.99% |
0.00% |
CETES |
260528 |
2.00% |
0.00% |
CETES |
260611 |
2.77% |
0.00% |
CETES |
260806 |
0.00% |
0.81% |
CETES |
261001 |
0.00% |
1.18% |
CETES |
261126 |
0.00% |
0.63% |
CETES |
270121 |
0.00% |
1.14% |
CETES |
270318 |
0.00% |
0.82% |
CETES |
270513 |
0.00% |
0.79% |
Bonos M |
260305 |
13.43% |
0.00% |
Bonos M |
260903 |
0.00% |
1.46% |
Bonos M |
270304 |
0.00% |
2.35% |
Bonos M |
270603 |
0.00% |
2.67% |
Bonos M |
280302 |
0.00% |
1.72% |
Bonos M |
290301 |
0.00% |
3.20% |
Bonos M |
290531 |
0.00% |
3.12% |
Bonos M |
300228 |
0.00% |
1.60% |
Bonos M |
310529 |
0.00% |
3.71% |
Bonos M |
330526 |
0.00% |
2.47% |
Bonos M |
341123 |
0.00% |
3.44% |
Bonos M |
350524 |
0.00% |
0.18% |
Bonos M |
360221 |
0.00% |
0.30% |
Bonos M |
361120 |
0.00% |
0.79% |
Bonos M |
381118 |
0.00% |
1.74% |
Bonos M |
421113 |
0.00% |
3.34% |
Bonos M |
471107 |
0.00% |
2.07% |
Bonos M |
530731 |
0.00% |
1.72% |
Udibonos |
251204 |
6.85% |
0.00% |
Udibonos |
261203 |
0.00% |
3.08% |
Udibonos |
281130 |
0.00% |
3.12% |
Udibonos |
290830 |
0.00% |
0.52% |
Udibonos |
311127 |
0.00% |
4.26% |
Udibonos |
340824 |
0.00% |
1.84% |
Udibonos |
351122 |
0.00% |
3.57% |
Udibonos |
401115 |
0.00% |
3.14% |
Udibonos |
431112 |
0.00% |
2.34% |
Udibonos |
461108 |
0.00% |
2.85% |
Udibonos |
501103 |
0.00% |
4.56% |
TOTAL |
100% |
100% |
|
* Portafolios de referencia determinados por el CAR el 21 de julio 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.