Datos Bono Yeimi

VAR RELATIVA
FECHA
ECOPETROL
RENTABILIDAD
1/4/2010
2,495.00
1/5/2010
2,465.00
-1.20%
1/6/2010
2,460.00
-0.20%
1/7/2010
2,440.00
-0.81%
1/8/2010
2,470.00
1.23%
1/12/2010
2,445.00
-1.01%
1/13/2010
2,435.00
-0.41%
1/14/2010
2,450.00
0.62%
6.00%
1/15/2010
2,470.00
0.82%
1/18/2010
2,465.00
-0.20%
4.00%
1/19/2010
2,460.00
-0.20%
1/20/2010
2,455.00
-0.20%
1/21/2010
2,390.00
-2.65%
1/22/2010
2,400.00
0.42%
1/25/2010
2,370.00
-1.25%
1/26/2010
2,425.00
2.32%
1/27/2010
2,445.00
0.82%
1/28/2010
2,450.00
0.20%
1/29/2010
2,455.00
0.20%
2/1/2010
2,435.00
-0.81%
2/2/2010
2,445.00
0.41%
2/3/2010
2,455.00
0.41%
2/4/2010
2,425.00
-1.22%
2/5/2010
2,415.00
-0.41%
2/8/2010
2,405.00
-0.41%
2/9/2010
2,455.00
2.08%
2/10/2010
2,465.00
0.41%
2/11/2010
2,475.00
0.41%
2/12/2010
2,480.00
0.20%
2/15/2010
2,485.00
0.20%
2/16/2010
2,470.00
-0.60%
2/17/2010
2,485.00
0.61%
2/18/2010
2,470.00
-0.60%
2/19/2010
2,495.00
1.01%
2/22/2010
2,500.00
0.20%
2/23/2010
2,540.00
1.60%
2/24/2010
2,600.00
2.36%
2/25/2010
2,570.00
-1.15%
2/26/2010
2,560.00
-0.39%
GARFICO DE LINEA DE VARIACION REL
2.00%
0.00%
-2.00%
-4.00%
-6.00%
1/28/2010 3/17/2010 5/7/201

1/4/2010 2/22/2010 4/14/2010 6
GRAFICO DE DIPERSION 3
6.00%
4.00%
2.00%
0.00%
-2.00%
-4.00%
-6.00%
10/14/2009
1/22/2010
FORMAS DE LA DISTRIBUCION
5/2
3/1/2010
2,560.00
0.00%
3/2/2010
2,565.00
0.20%
3/3/2010
2,605.00
1.56%
3/4/2010
2,605.00
0.00%
3/5/2010
2,625.00
0.77%
3/8/2010
2,640.00
0.57%
3/9/2010
2,635.00
-0.19%
3/10/2010
2,655.00
0.76%
3/11/2010
2,695.00
1.51%
3/12/2010
2,680.00
-0.56%
3/15/2010
2,675.00
-0.19%
3/16/2010
2,685.00
0.37%
3/17/2010
2,710.00
0.93%
3/18/2010
2,710.00
0.00%
3/19/2010
2,700.00
-0.37%
3/23/2010
2,700.00
0.00%
3/24/2010
2,685.00
-0.56%
3/25/2010
2,690.00
0.19%
3/26/2010
2,675.00
-0.56%
3/29/2010
2,680.00
0.19%
3/30/2010
2,685.00
0.19%
3/31/2010
2,700.00
0.56%
4/5/2010
2,710.00
0.37%
4/6/2010
2,730.00
0.74%
4/7/2010
2,740.00
0.37%
4/8/2010
2,725.00
-0.55%
4/9/2010
2,725.00
0.00%
4/12/2010
2,720.00
-0.18%
4/13/2010
2,710.00
-0.37%
4/14/2010
2,715.00
0.18%
4/15/2010
2,730.00
0.55%
4/16/2010
2,690.00
-1.47%
4/19/2010
2,680.00
-0.37%
4/20/2010
2,715.00
1.31%
4/21/2010
2,755.00
1.47%
4/22/2010
2,750.00
-0.18%
4/23/2010
2,780.00
1.09%
4/26/2010
2,785.00
0.18%
4/27/2010
2,760.00
-0.90%
4/28/2010
2,730.00
-1.09%
4/29/2010
2,765.00
1.28%
4/30/2010
2,765.00
0.00%
5/3/2010
2,790.00
0.90%
Clase
-0.05
-0.04
-0.04
-0.03
-0.02
-0.02
-0.01
-0.01
0
0
0.01
0.01
0.02
0.02
0.03
0.04
0.04
0.05
y mayor...
RESUMEN DE ESTADISTICA
Columna1
Media
Error tpico
Mediana
Moda
Desviacin estndar
Varianza de la muestra
Curtosis
Coeficiente de asimetra
Rango
Mnimo
Mximo
Suma
Cuenta
-1.25%
1.54%
5/4/2010
2,775.00
-0.54%
5/5/2010
2,725.00
-1.80%
5/6/2010
2,660.00
-2.39%
5/7/2010
2,670.00
0.38%
5/10/2010
2,720.00
1.87%
5/11/2010
2,745.00
0.92%
5/12/2010
2,775.00
1.09%
5/13/2010
2,765.00
-0.36%
5/14/2010
2,740.00
-0.90%
5/18/2010
2,710.00
-1.09%
5/19/2010
2,700.00
-0.37%
5/20/2010
2,660.00
-1.48%
5/21/2010
2,630.00
-1.13%
5/24/2010
2,660.00
1.14%
5/25/2010
2,630.00
-1.13%
5/26/2010
2,690.00
2.28%
5/27/2010
2,695.00
0.19%
5/28/2010
2,710.00
0.56%
5/31/2010
2,700.00
-0.37%
6/1/2010
2,730.00
1.11%
6/2/2010
2,730.00
0.00%
6/3/2010
2,720.00
-0.37%
6/4/2010
2,690.00
-1.10%
6/8/2010
2,685.00
-0.19%
6/9/2010
2,700.00
0.56%
6/10/2010
2,710.00
0.37%
6/11/2010
2,710.00
0.00%
6/15/2010
2,720.00
0.37%
6/16/2010
2,750.00
1.10%
6/17/2010
2,750.00
0.00%
6/18/2010
2,765.00
0.55%
6/21/2010
2,750.00
-0.54%
6/22/2010
2,740.00
-0.36%
6/23/2010
2,760.00
0.73%
6/24/2010
2,770.00
0.36%
6/25/2010
2,775.00
0.18%
6/29/2010
2,740.00
-1.26%
LA MAXIMA PERDIDA ESPERADA PARA
6/30/2010
2,755.00
0.55%
BACKTESTING
7/1/2010
2,735.00
-0.73%
7/2/2010
2,725.00
-0.37%
7/6/2010
2,755.00
1.10%
7/7/2010
2,765.00
0.36%
PRECIO JUNIO 3
VALOR POSICION JUNI 3
P/G REAL
SE COMPARA EL VaR ESTIMADO CON P
7/8/2010
2,795.00
1.08%
SI LOS DATOS SE ASEMEJAN AUNA NOR

PRUEBA DE NORMALIDAD
H0: LA DSITRIBUCION DE RENTABILIDA

H1: LA DSITRIBUCION DE RENTABILIDA
1. ESTADISTICO DE PRUEBA
JARQUE BERA
2. VALOR CRITICO
NIVEL DE SIGNIFICANCIA
GRADOS D ELIBERTAD
DECISION:
MEDICION DEL RIESGO

METODO PARAMETRICO
ACCION
1 NUMERO DE ACCIONES
2 ULTIMO PRECIO(JUNE 2)
4 VOLATILIDAD
5 NIVEL DE CONFIANZA
6 2 COBERTURA
7 HORIZONTE t
3 VALOR EXPOSICION
VaR
VaR(%)
7/9/2010
2,825.00
1.07%
METODO NO PARAMETRICO
7/13/2010
2,860.00
1.24%
FECHA
7/14/2010
2,930.00
2.45%
1/4/2010
7/15/2010
2,980.00
1.71%
1/5/2010
7/16/2010
2,990.00
0.34%
1/6/2010
7/19/2010
3,005.00
0.50%
1/7/2010
7/21/2010
3,100.00
3.16%
1/8/2010
7/22/2010
3,135.00
1.13%
1/12/2010
7/23/2010
3,085.00
-1.59%
1/13/2010
7/26/2010
3,165.00
2.59%
1/14/2010
7/27/2010
3,130.00
-1.11%
1/15/2010
7/28/2010
3,135.00
0.16%
1/18/2010
7/29/2010
3,095.00
-1.28%
1/19/2010
7/30/2010
3,105.00
0.32%
1/20/2010
8/2/2010
3,145.00
1.29%
1/21/2010
8/3/2010
3,245.00
3.18%
1/22/2010
8/4/2010
3,310.00
2.00%
1/25/2010
8/5/2010
3,450.00
4.23%
1/26/2010
8/6/2010
3,365.00
-2.46%
1/27/2010
8/9/2010
3,350.00
-0.45%
1/28/2010
8/10/2010
3,305.00
-1.34%
1/29/2010
8/11/2010
3,250.00
-1.66%
2/1/2010
8/12/2010
3,280.00
0.92%
2/2/2010
8/13/2010
3,320.00
1.22%
2/3/2010
8/17/2010
3,340.00
0.60%
2/4/2010
8/18/2010
3,310.00
-0.90%
2/5/2010
8/19/2010
3,310.00
0.00%
2/8/2010
8/20/2010
3,300.00
-0.30%
2/9/2010
8/23/2010
3,350.00
1.52%
2/10/2010
8/24/2010
3,360.00
0.30%
2/11/2010
8/25/2010
3,350.00
-0.30%
2/12/2010
8/26/2010
3,390.00
1.19%
2/15/2010
8/27/2010
3,435.00
1.33%
2/16/2010
8/30/2010
3,450.00
0.44%
2/17/2010
8/31/2010
3,485.00
1.01%
2/18/2010
9/1/2010
3,580.00
2.73%
2/19/2010
9/2/2010
3,500.00
-2.23%
2/22/2010
9/3/2010
3,500.00
0.00%
2/23/2010
9/6/2010
3,600.00
2.86%
2/24/2010
9/7/2010
3,620.00
0.56%
2/25/2010
9/8/2010
3,735.00
3.18%
2/26/2010
9/9/2010
3,770.00
0.94%
3/1/2010
9/10/2010
3,690.00
-2.12%
3/2/2010
9/13/2010
3,645.00
-1.22%
3/3/2010
9/14/2010
3,615.00
-0.82%
3/4/2010
9/15/2010
3,560.00
-1.52%
3/5/2010
9/16/2010
3,550.00
-0.28%
3/8/2010
9/17/2010
3,530.00
-0.56%
3/9/2010
9/20/2010
3,610.00
2.27%
3/10/2010
9/21/2010
3,645.00
0.97%
3/11/2010
9/22/2010
3,585.00
-1.65%
3/12/2010
9/23/2010
3,560.00
-0.70%
3/15/2010
9/24/2010
3,585.00
0.70%
3/16/2010
9/27/2010
3,595.00
0.28%
3/17/2010
9/28/2010
3,635.00
1.11%
3/18/2010
9/29/2010
3,730.00
2.61%
3/19/2010
9/30/2010
3,700.00
-0.80%
3/23/2010
10/1/2010
3,725.00
0.68%
3/24/2010
10/4/2010
3,730.00
0.13%
3/25/2010
10/5/2010
3,880.00
4.02%
3/26/2010
10/6/2010
4,080.00
5.15%
3/29/2010
10/7/2010
3,990.00
-2.21%
3/30/2010
10/8/2010
4,055.00
1.63%
3/31/2010
10/11/2010
4,105.00
1.23%
4/5/2010
10/12/2010
4,095.00
-0.24%
4/6/2010
10/13/2010
4,165.00
1.71%
4/7/2010
10/14/2010
4,150.00
-0.36%
4/8/2010
10/15/2010
4,140.00
-0.24%
4/9/2010
10/19/2010
4,270.00
3.14%
4/12/2010
10/20/2010
4,245.00
-0.59%
4/13/2010
10/21/2010
4,270.00
0.59%
4/14/2010
10/22/2010
4,340.00
1.64%
4/15/2010
10/25/2010
4,335.00
-0.12%
4/16/2010
10/26/2010
4,360.00
0.58%
4/19/2010
10/27/2010
4,360.00
0.00%
4/20/2010
10/28/2010
4,360.00
0.00%
4/21/2010
10/29/2010
4,410.00
1.15%
4/22/2010
11/2/2010
4,425.00
0.34%
4/23/2010
11/3/2010
4,455.00
0.68%
4/26/2010
11/4/2010
4,545.00
2.02%
4/27/2010
11/5/2010
4,630.00
1.87%
4/28/2010
11/8/2010
4,650.00
0.43%
4/29/2010
11/9/2010
4,660.00
0.22%
4/30/2010
11/10/2010
4,520.00
-3.00%
5/3/2010
11/11/2010
4,345.00
-3.87%
5/4/2010
11/12/2010
4,145.00
-4.60%
5/5/2010
11/16/2010
4,020.00
-3.02%
5/6/2010
11/17/2010
4,200.00
4.48%
5/7/2010
11/18/2010
4,260.00
1.43%
5/10/2010
11/19/2010
4,090.00
-3.99%
5/11/2010
11/22/2010
4,100.00
0.24%
5/12/2010
11/23/2010
4,035.00
-1.59%
5/13/2010
11/24/2010
4,115.00
1.98%
5/14/2010
11/25/2010
4,020.00
-2.31%
5/18/2010
11/26/2010
3,935.00
-2.11%
5/19/2010
11/29/2010
3,795.00
-3.56%
5/20/2010
11/30/2010
3,840.00
1.19%
5/21/2010
12/1/2010
3,855.00
0.39%
5/24/2010
12/2/2010
3,990.00
3.50%
5/25/2010
12/3/2010
4,020.00
0.75%
5/26/2010
12/6/2010
4,030.00
0.25%
5/27/2010
12/7/2010
4,085.00
1.36%
5/28/2010
12/9/2010
4,080.00
-0.12%
5/31/2010
12/10/2010
4,070.00
-0.25%
6/1/2010
12/13/2010
4,125.00
1.35%
6/2/2010
12/14/2010
4,190.00
1.58%
6/3/2010
12/15/2010
4,100.00
-2.15%
6/4/2010
12/16/2010
4,095.00
-0.12%
6/8/2010
12/17/2010
4,020.00
-1.83%
6/9/2010
12/20/2010
4,010.00
-0.25%
6/10/2010
12/21/2010
4,050.00
1.00%
6/11/2010
12/22/2010
4,095.00
1.11%
6/15/2010
12/23/2010
4,100.00
0.12%
6/16/2010
12/24/2010
4,105.00
0.12%
6/17/2010
12/27/2010
4,170.00
1.58%
6/18/2010
12/28/2010
4,115.00
-1.32%
6/21/2010
12/29/2010
4,120.00
0.12%
6/22/2010
12/30/2010
4,100.00
-0.49%
6/23/2010
1/3/2011
4,000.00
-2.44%
6/24/2010
1/4/2011
4,000.00
0.00%
6/25/2010
1/5/2011
3,885.00
-2.88%
6/29/2010
1/6/2011
3,805.00
-2.06%
6/30/2010
1/7/2011
3,890.00
2.23%
7/1/2010
1/11/2011
3,840.00
-1.29%
7/2/2010
1/12/2011
3,945.00
2.73%
7/6/2010
1/13/2011
4,040.00
2.41%
7/7/2010
1/14/2011
4,015.00
-0.62%
7/8/2010
1/17/2011
4,050.00
0.87%
7/9/2010
1/18/2011
4,040.00
-0.25%
7/13/2010
1/19/2011
4,005.00
-0.87%
7/14/2010
1/20/2011
3,920.00
-2.12%
7/15/2010
1/21/2011
3,925.00
0.13%
7/16/2010
1/24/2011
3,940.00
0.38%
7/19/2010
1/25/2011
3,860.00
-2.03%
7/21/2010
1/26/2011
3,940.00
2.07%
7/22/2010
1/27/2011
3,930.00
-0.25%
7/23/2010
1/28/2011
3,965.00
0.89%
7/26/2010
1/31/2011
3,970.00
0.13%
7/27/2010
2/1/2011
3,970.00
0.00%
7/28/2010
2/2/2011
3,960.00
-0.25%
7/29/2010
2/3/2011
3,925.00
-0.88%
7/30/2010
2/4/2011
3,915.00
-0.25%
8/2/2010
2/7/2011
3,930.00
0.38%
8/3/2010
2/8/2011
3,990.00
1.53%
8/4/2010
2/9/2011
3,970.00
-0.50%
8/5/2010
2/10/2011
3,910.00
-1.51%
8/6/2010
2/11/2011
3,900.00
-0.26%
8/9/2010
2/14/2011
3,900.00
0.00%
8/10/2010
2/15/2011
3,900.00
0.00%
8/11/2010
2/16/2011
3,920.00
0.51%
8/12/2010
2/17/2011
3,840.00
-2.04%
8/13/2010
2/18/2011
3,750.00
-2.34%
8/17/2010
2/21/2011
3,800.00
1.33%
8/18/2010
2/22/2011
3,760.00
-1.05%
8/19/2010
2/23/2011
3,900.00
3.72%
8/20/2010
2/24/2011
3,935.00
0.90%
8/23/2010
2/25/2011
3,955.00
0.51%
8/24/2010
2/28/2011
3,965.00
0.25%
8/25/2010
3/1/2011
3,985.00
0.50%
8/26/2010
3/2/2011
3,955.00
-0.75%
8/27/2010
3/3/2011
4,000.00
1.14%
8/30/2010
3/4/2011
4,060.00
1.50%
8/31/2010
3/7/2011
4,055.00
-0.12%
9/1/2010
3/8/2011
3,975.00
-1.97%
9/2/2010
3/9/2011
3,995.00
0.50%
9/3/2010
3/10/2011
3,900.00
-2.38%
9/6/2010
3/11/2011
3,920.00
0.51%
9/7/2010
3/14/2011
3,890.00
-0.77%
9/8/2010
3/15/2011
3,815.00
-1.93%
9/9/2010
3/16/2011
3,780.00
-0.92%
9/10/2010
3/17/2011
3,830.00
1.32%
9/13/2010
3/18/2011
3,825.00
-0.13%
9/14/2010
3/22/2011
3,815.00
-0.26%
9/15/2010
3/23/2011
3,905.00
2.36%
9/16/2010
3/24/2011
3,850.00
-1.41%
9/17/2010
3/25/2011
3,810.00
-1.04%
9/20/2010
3/28/2011
3,915.00
2.76%
9/21/2010
3/29/2011
3,875.00
-1.02%
9/22/2010
3/30/2011
3,880.00
0.13%
9/23/2010
3/31/2011
3,885.00
0.13%
9/24/2010
4/1/2011
3,865.00
-0.51%
9/27/2010
4/4/2011
3,880.00
0.39%
9/28/2010
4/5/2011
3,895.00
0.39%
9/29/2010
4/6/2011
3,865.00
-0.77%
9/30/2010
4/7/2011
3,810.00
-1.42%
10/1/2010
4/8/2011
3,765.00
-1.18%
10/4/2010
4/11/2011
3,700.00
-1.73%
10/5/2010
4/12/2011
3,625.00
-2.03%
10/6/2010
4/13/2011
3,690.00
1.79%
10/7/2010
4/14/2011
3,665.00
-0.68%
10/8/2010
4/15/2011
3,670.00
0.14%
10/11/2010
4/18/2011
3,605.00
-1.77%
10/12/2010
4/19/2011
3,670.00
1.80%
10/13/2010
4/20/2011
3,730.00
1.63%
10/14/2010
4/25/2011
3,790.00
1.61%
10/15/2010
4/26/2011
3,800.00
0.26%
10/19/2010
4/27/2011
3,800.00
0.00%
10/20/2010
4/28/2011
3,850.00
1.32%
10/21/2010
4/29/2011
3,800.00
-1.30%
10/22/2010
5/2/2011
3,840.00
1.05%
10/25/2010
5/3/2011
3,795.00
-1.17%
10/26/2010
5/4/2011
3,800.00
0.13%
10/27/2010
5/5/2011
3,720.00
-2.11%
10/28/2010
5/6/2011
3,760.00
1.08%
10/29/2010
5/9/2011
3,775.00
0.40%
11/2/2010
5/10/2011
3,900.00
3.31%
11/3/2010
5/11/2011
3,885.00
-0.38%
11/4/2010
5/12/2011
3,910.00
0.64%
11/5/2010
5/13/2011
3,870.00
-1.02%
11/8/2010
5/16/2011
3,825.00
-1.16%
11/9/2010
5/17/2011
3,860.00
0.92%
11/10/2010
5/18/2011
3,860.00
0.00%
11/11/2010
5/19/2011
3,965.00
2.72%
11/12/2010
5/20/2011
3,940.00
-0.63%
11/16/2010
5/23/2011
3,930.00
-0.25%
11/17/2010
5/24/2011
3,950.00
0.51%
11/18/2010
5/25/2011
3,940.00
-0.25%
11/19/2010
5/26/2011
3,960.00
0.51%
11/22/2010
5/27/2011
3,950.00
-0.25%
11/23/2010
5/30/2011
3,970.00
0.51%
11/24/2010
5/31/2011
4,045.00
1.89%
11/25/2010
6/1/2011
3,995.00
-1.24%
11/26/2010
6/2/2011
4,005.00
0.25%
11/29/2010
11/30/2010
RENT PERIODO TENENCIA

TASA DISCRETA
TASA CONTINUA
12/1/2010
60.52%
47.33%
12/2/2010
12/3/2010
12/6/2010
Icc=LN(1+i)
i=e elevado a icc -1
icc es tasa continua

i es tasa continua
12/7/2010
12/9/2010
12/10/2010
hallas discreta a partir de cont

continua apartir de discreta
60.52%
47.33%
12/13/2010
12/14/2010
12/15/2010
12/16/2010
12/17/2010
12/20/2010
12/21/2010
12/22/2010
12/23/2010
12/24/2010
12/27/2010
12/28/2010
12/29/2010
12/30/2010
1/3/2011
1/4/2011
1/5/2011
1/6/2011
1/7/2011
1/11/2011
1/12/2011
1/13/2011
1/14/2011
1/17/2011
1/18/2011
1/19/2011
1/20/2011
1/21/2011
1/24/2011
1/25/2011
1/26/2011
1/27/2011
1/28/2011
1/31/2011
2/1/2011
2/2/2011
2/3/2011
2/4/2011
2/7/2011
2/8/2011
2/9/2011
2/10/2011
2/11/2011
2/14/2011
2/15/2011
2/16/2011
2/17/2011
2/18/2011
2/21/2011
2/22/2011
2/23/2011
2/24/2011
2/25/2011
2/28/2011
3/1/2011
3/2/2011
3/3/2011
3/4/2011
3/7/2011
3/8/2011
3/9/2011
3/10/2011
3/11/2011
3/14/2011
3/15/2011
3/16/2011
3/17/2011
3/18/2011
3/22/2011
3/23/2011
3/24/2011
3/25/2011
3/28/2011
3/29/2011
3/30/2011
3/31/2011
4/1/2011
4/4/2011
4/5/2011
4/6/2011
4/7/2011
4/8/2011
4/11/2011
4/12/2011
4/13/2011
4/14/2011
4/15/2011
4/18/2011
4/19/2011
4/20/2011
4/25/2011
4/26/2011
4/27/2011
4/28/2011
4/29/2011
5/2/2011
5/3/2011
5/4/2011
5/5/2011
5/6/2011
5/9/2011
5/10/2011
5/11/2011
5/12/2011
5/13/2011
5/16/2011
5/17/2011
5/18/2011
5/19/2011
5/20/2011
5/23/2011
5/24/2011
5/25/2011
5/26/2011
5/27/2011
5/30/2011
5/31/2011
6/1/2011
6/2/2011
VAR METODO NO PARAMETRICO
DE VARIACION RELATIVA 2
RENTABILIDAD
RENTABILIDAD
0 3/17/2010 5/7/2010 6/30/2010 8/23/2010 10/8/2010 11/30/2010 1/20/2011 3/9/2011 4/29/2011

2/2010 4/14/2010 6/2/2010 7/28/2010 9/15/2010 11/4/2010 12/24/2010 2/14/2011 4/4/2011 5/24/2011
RENTABILIDAD
RENTABILIDAD
1/22/2010
TRIBUCION
5/2/2010
8/10/2010
11/18/2010
2/26/2011
HISTOGRAMA 4
6/6/2011
9/14/2011
Frecuencia
Histograma
80
70
60
50
Frecuencia
40
30
20
10
Clase
Columna1
0.15%
0.07%
0.16%
0.00%
1.40%
0.02%
1.08 EN EXCEL EL PUNTO DE REFERENCIA ES CERO PARA CURTO Y COEFIC
0.11 CURTOSIS MAYOR A CERO INDICA Q ES LEPTOCURTICA (EMPINADA)
9.76% CERO :MESOCURTICA
-4.60% MENOR CERO PLATICURTICA
5.15%
50.73% EN TERMIOS DE COEFICIETE DE ASIMETRIA
347.00 CERO SIMETRICA
SESGADA A LA DERECHA MAYOR Q CERO
SESG IZQUIERDA MENOR QUE CERO
EN NUESTRO CASO ES LEPTOCURTICA Y SESGADA A LA DERECHA
0.01
-0.01
-0.01
-0.02
-0.02
-0.03
-0.04
-0.04
-0.05
1
0
3
2
4
17
14
35
41
76
58
43
22
12
8
6
2
2
1
86.75
SEMEJAN AUNA NORMAL
ON DE RENTABILIDADES DE ECOPETROL SE COMPORTA COMO UNA NORMAL

ON DE RENTABILIDADES DE ECOPETROL NOOOOOO SE COMPORTA COMO UNA NORMAL
: SON LOS DATOS OBSERVADOS
17.69
5.99
5%
2 COEF DE ASIME Y CURTOSIS( LOS 2 DATOS Q NECESITAMOS)
SE RECHAZA H0
QUIERE DECIR Q LA DISTRIBUCION NOO SE COMPORTA COMO UNA NORMAL
ASUME DISTRIBUCION NORMAL

ECOPETROL
5000
4,005.00
1.40%
95%
-1.6449
1 DIA
$ 20,025,000.00
-$ 460,041.8057
-2.30%
DA ESPERADA PARA EL DIA 3 DE JUNIO ES DE 460041
4015
$ 20,075,000.00
$ 50,000.00
aR ESTIMADO CON P/G REAL
ECO
5,000.00
4,500.00
4,000.00
3,500.00
3,000.00
2,500.00
2,000.00
2/2/2010 3/31/2010 5/31/2010 8/3/20

1/4/2010 3/2/2010 4/30/2010 7/1/2010
AMETRICO
ECOPETROL
RENTABILIDAD
ESCEN DE PRECIOS
ESCENA DE POSICION
2,495.00
2,465.00
-1.20%
2,460.00
-0.20%
2,440.00
-0.81%
2,470.00
1.23%
2,445.00
-1.01%
2,435.00
-0.41%
2,450.00
0.62%
2,470.00
0.82%
2,465.00
-0.20%
2,460.00
-0.20%
2,455.00
-0.20%
2,390.00
-2.65%
2,400.00
0.42%
2,370.00
-1.25%
2,425.00
2.32%
2,445.00
0.82%
2,450.00
0.20%
2,455.00
0.20%
2,435.00
-0.81%
2,445.00
0.41%
2,455.00
0.41%
2,425.00
-1.22%
2,415.00
-0.41%
2,405.00
-0.41%
2,455.00
2.08%
2,465.00
0.41%
2,475.00
0.41%
2,480.00
0.20%
2,485.00
0.20%
2,470.00
-0.60%
2,485.00
0.61%
2,470.00
-0.60%
2,495.00
1.01%
2,500.00
0.20%
2,540.00
1.60%
2,600.00
2.36%
2,570.00
-1.15%
2,560.00
-0.39%
2,560.00
0.00%
2,565.00
0.20%
3956.84
3996.88
3972.44
4054.24
3964.46
3988.62
4029.67
4037.69
3996.89
3996.88
3996.86
3898.96
4021.76
3954.94
4097.94
4038.03
4013.19
4013.17
3972.37
4021.45
4021.38
3956.06
3988.48
3988.42
4088.26
4021.31
4021.25
4013.09
4013.07
3980.82
4029.32
3980.82
4045.54
4013.03
4069.08
4099.61
3958.79
3989.42
4005.00
4012.82
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
19,784,218.44
19,984,381.34
19,862,195.12
20,271,209.02
19,822,317.81
19,943,098.16
20,148,357.29
20,188,469.39
19,984,463.56
19,984,381.34
19,984,298.78
19,494,806.52
20,108,786.61
19,774,687.50
20,489,715.19
20,190,154.64
20,065,950.92
20,065,867.35
19,861,863.54
20,107,238.19
20,106,901.84
19,780,295.32
19,942,422.68
19,942,080.75
20,441,320.17
20,106,568.23
20,106,237.32
20,065,454.55
20,065,372.98
19,904,124.75
20,146,609.31
19,904,124.75
20,227,682.19
20,065,130.26
20,345,400.00
20,498,031.50
19,793,942.31
19,947,081.71
20,025,000.00
20,064,111.33
2,605.00
1.56%
2,605.00
0.00%
2,625.00
0.77%
2,640.00
0.57%
2,635.00
-0.19%
2,655.00
0.76%
2,695.00
1.51%
2,680.00
-0.56%
2,675.00
-0.19%
2,685.00
0.37%
2,710.00
0.93%
2,710.00
0.00%
2,700.00
-0.37%
2,700.00
0.00%
2,685.00
-0.56%
2,690.00
0.19%
2,675.00
-0.56%
2,680.00
0.19%
2,685.00
0.19%
2,700.00
0.56%
2,710.00
0.37%
2,730.00
0.74%
2,740.00
0.37%
2,725.00
-0.55%
2,725.00
0.00%
2,720.00
-0.18%
2,710.00
-0.37%
2,715.00
0.18%
2,730.00
0.55%
2,690.00
-1.47%
2,680.00
-0.37%
2,715.00
1.31%
2,755.00
1.47%
2,750.00
-0.18%
2,780.00
1.09%
2,785.00
0.18%
2,760.00
-0.90%
2,730.00
-1.09%
2,765.00
1.28%
2,765.00
0.00%
2,790.00
0.90%
2,775.00
-0.54%
2,725.00
-1.80%
4067.46
4005.00
4035.75
4027.89
3997.41
4035.40
4065.34
3982.71
3997.53
4019.97
4042.29
4005.00
3990.22
4005.00
3982.75
4012.46
3982.67
4012.49
4012.47
4027.37
4019.83
4034.56
4019.67
3983.07
4005.00
3997.65
3990.28
4012.39
4027.13
3946.32
3990.11
4057.30
4064.01
3997.73
4048.69
4012.20
3969.05
3961.47
4056.35
4005.00
4041.21
3983.47
3932.84
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
20,337,280.70
20,025,000.00
20,178,742.80
20,139,428.57
19,987,073.86
20,176,992.41
20,326,694.92
19,913,543.60
19,987,639.93
20,099,859.81
20,211,452.51
20,025,000.00
19,951,107.01
20,025,000.00
19,913,750.00
20,062,290.50
19,913,336.43
20,062,429.91
20,062,360.07
20,136,871.51
20,099,166.67
20,172,785.98
20,098,351.65
19,915,374.09
20,025,000.00
19,988,256.88
19,951,378.68
20,061,946.49
20,135,635.36
19,731,593.41
19,950,557.62
20,286,520.52
20,320,027.62
19,988,656.99
20,243,454.55
20,061,016.19
19,845,242.37
19,807,336.96
20,281,730.77
20,025,000.00
20,206,057.87
19,917,338.71
19,664,189.19
2,660.00
-2.39%
2,670.00
0.38%
2,720.00
1.87%
2,745.00
0.92%
2,775.00
1.09%
2,765.00
-0.36%
2,740.00
-0.90%
2,710.00
-1.09%
2,700.00
-0.37%
2,660.00
-1.48%
2,630.00
-1.13%
2,660.00
1.14%
2,630.00
-1.13%
2,690.00
2.28%
2,695.00
0.19%
2,710.00
0.56%
2,700.00
-0.37%
2,730.00
1.11%
2,730.00
0.00%
2,720.00
-0.37%
2,690.00
-1.10%
2,685.00
-0.19%
2,700.00
0.56%
2,710.00
0.37%
2,710.00
0.00%
2,720.00
0.37%
2,750.00
1.10%
2,750.00
0.00%
2,765.00
0.55%
2,750.00
-0.54%
2,740.00
-0.36%
2,760.00
0.73%
2,770.00
0.36%
2,775.00
0.18%
2,740.00
-1.26%
2,755.00
0.55%
2,735.00
-0.73%
2,725.00
-0.37%
2,755.00
1.10%
2,765.00
0.36%
2,795.00
1.08%
2,825.00
1.07%
2,860.00
1.24%
3909.47
4020.06
4080.00
4041.81
4048.77
3990.57
3968.79
3961.15
3990.22
3945.67
3959.83
4050.68
3959.83
4096.37
4012.44
4027.29
3990.22
4049.50
4005.00
3990.33
3960.83
3997.56
4027.37
4019.83
4005.00
4019.78
4049.17
4005.00
4026.85
3983.27
3990.44
4034.23
4019.51
4012.23
3954.49
4026.93
3975.93
3990.36
4049.09
4019.54
4048.45
4047.99
4054.62
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
19,547,339.45
20,100,281.95
20,400,000.00
20,209,053.31
20,243,852.46
19,952,837.84
19,843,942.13
19,805,748.18
19,951,107.01
19,728,333.33
19,799,154.14
20,253,422.05
19,799,154.14
20,481,844.11
20,062,221.19
20,136,456.40
19,951,107.01
20,247,500.00
20,025,000.00
19,951,648.35
19,804,136.03
19,987,778.81
20,136,871.51
20,099,166.67
20,025,000.00
20,098,892.99
20,245,863.97
20,025,000.00
20,134,227.27
19,916,365.28
19,952,181.82
20,171,167.88
20,097,554.35
20,061,146.21
19,772,432.43
20,134,625.91
19,879,627.95
19,951,782.45
20,245,458.72
20,097,686.03
20,242,269.44
20,239,937.39
20,273,097.35
2,930.00
2.45%
2,980.00
1.71%
2,990.00
0.34%
3,005.00
0.50%
3,100.00
3.16%
3,135.00
1.13%
3,085.00
-1.59%
3,165.00
2.59%
3,130.00
-1.11%
3,135.00
0.16%
3,095.00
-1.28%
3,105.00
0.32%
3,145.00
1.29%
3,245.00
3.18%
3,310.00
2.00%
3,450.00
4.23%
3,365.00
-2.46%
3,350.00
-0.45%
3,305.00
-1.34%
3,250.00
-1.66%
3,280.00
0.92%
3,320.00
1.22%
3,340.00
0.60%
3,310.00
-0.90%
3,310.00
0.00%
3,300.00
-0.30%
3,350.00
1.52%
3,360.00
0.30%
3,350.00
-0.30%
3,390.00
1.19%
3,435.00
1.33%
3,450.00
0.44%
3,485.00
1.01%
3,580.00
2.73%
3,500.00
-2.23%
3,500.00
0.00%
3,600.00
2.86%
3,620.00
0.56%
3,735.00
3.18%
3,770.00
0.94%
3,690.00
-2.12%
3,645.00
-1.22%
3,615.00
-0.82%
4103.02
4073.34
4018.44
4025.09
4131.61
4050.22
3941.12
4108.86
3960.71
4011.40
3953.90
4017.94
4056.59
4132.34
4085.22
4174.40
3906.33
3987.15
3951.20
3938.35
4041.97
4053.84
4029.13
3969.03
4005.00
3992.90
4065.68
4016.96
3993.08
4052.82
4058.16
4022.49
4045.63
4114.18
3915.50
4005.00
4119.43
4027.25
4132.23
4042.53
3920.01
3956.16
3972.04
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
20,515,122.38
20,366,723.55
20,092,197.99
20,125,459.87
20,658,069.88
20,251,088.71
19,705,622.01
20,544,286.87
19,803,554.50
20,056,988.82
19,769,497.61
20,089,701.13
20,282,971.01
20,661,724.96
20,426,117.10
20,871,978.85
19,531,630.43
19,935,735.51
19,756,007.46
19,691,754.92
20,209,846.15
20,269,207.32
20,145,632.53
19,845,134.73
20,025,000.00
19,964,501.51
20,328,409.09
20,084,776.12
19,965,401.79
20,264,104.48
20,290,818.58
20,112,445.41
20,228,152.17
20,570,875.18
19,577,513.97
20,025,000.00
20,597,142.86
20,136,250.00
20,661,153.31
20,212,650.60
19,600,066.31
19,780,792.68
19,860,185.19
3,560.00
-1.52%
3,550.00
-0.28%
3,530.00
-0.56%
3,610.00
2.27%
3,645.00
0.97%
3,585.00
-1.65%
3,560.00
-0.70%
3,585.00
0.70%
3,595.00
0.28%
3,635.00
1.11%
3,730.00
2.61%
3,700.00
-0.80%
3,725.00
0.68%
3,730.00
0.13%
3,880.00
4.02%
4,080.00
5.15%
3,990.00
-2.21%
4,055.00
1.63%
4,105.00
1.23%
4,095.00
-0.24%
4,165.00
1.71%
4,150.00
-0.36%
4,140.00
-0.24%
4,270.00
3.14%
4,245.00
-0.59%
4,270.00
0.59%
4,340.00
1.64%
4,335.00
-0.12%
4,360.00
0.58%
4,360.00
0.00%
4,360.00
0.00%
4,410.00
1.15%
4,425.00
0.34%
4,455.00
0.68%
4,545.00
2.02%
4,630.00
1.87%
4,650.00
0.43%
4,660.00
0.22%
4,520.00
-3.00%
4,345.00
-3.87%
4,145.00
-4.60%
4,020.00
-3.02%
4,200.00
4.48%
3944.07
3993.75
3982.44
4095.76
4043.83
3939.07
3977.07
4033.13
4016.17
4049.56
4109.67
3972.79
4032.06
4010.38
4166.06
4211.44
3916.65
4070.24
4054.38
3995.24
4073.46
3990.58
3995.35
4130.76
3981.55
4028.59
4070.66
4000.39
4028.10
4005.00
4005.00
4050.93
4018.62
4032.15
4085.91
4079.90
4022.30
4013.61
3884.68
3849.94
3820.65
3884.22
4184.33
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
19,720,331.95
19,968,750.00
19,912,183.10
20,478,824.36
20,219,148.20
19,695,370.37
19,885,355.65
20,165,625.00
20,080,857.74
20,247,809.46
20,548,349.38
19,863,941.02
20,160,304.05
20,051,879.19
20,830,294.91
21,057,216.49
19,583,272.06
20,351,221.80
20,271,917.39
19,976,218.03
20,367,307.69
19,952,881.15
19,976,746.99
20,653,804.35
19,907,757.61
20,142,932.86
20,353,278.69
20,001,929.72
20,140,484.43
20,025,000.00
20,025,000.00
20,254,644.50
20,093,112.24
20,160,762.71
20,429,545.45
20,399,504.95
20,111,501.08
20,068,064.52
19,423,390.56
19,249,695.80
19,103,250.86
19,421,109.77
20,921,641.79
4,260.00
1.43%
4,090.00
-3.99%
4,100.00
0.24%
4,035.00
-1.59%
4,115.00
1.98%
4,020.00
-2.31%
3,935.00
-2.11%
3,795.00
-3.56%
3,840.00
1.19%
3,855.00
0.39%
3,990.00
3.50%
4,020.00
0.75%
4,030.00
0.25%
4,085.00
1.36%
4,080.00
-0.12%
4,070.00
-0.25%
4,125.00
1.35%
4,190.00
1.58%
4,100.00
-2.15%
4,095.00
-0.12%
4,020.00
-1.83%
4,010.00
-0.25%
4,050.00
1.00%
4,095.00
1.11%
4,100.00
0.12%
4,105.00
0.12%
4,170.00
1.58%
4,115.00
-1.32%
4,120.00
0.12%
4,100.00
-0.49%
4,000.00
-2.44%
4,000.00
0.00%
3,885.00
-2.88%
3,805.00
-2.06%
3,890.00
2.23%
3,840.00
-1.29%
3,945.00
2.73%
4,040.00
2.41%
4,015.00
-0.62%
4,050.00
0.87%
4,040.00
-0.25%
4,005.00
-0.87%
3,920.00
-2.12%
4062.21
3845.18
4014.79
3941.51
4084.41
3912.54
3920.32
3862.51
4052.49
4020.64
4145.25
4035.11
4014.96
4059.66
4000.10
3995.18
4059.12
4068.11
3918.97
4000.12
3931.65
3995.04
4044.95
4049.50
4009.89
4009.88
4068.42
3952.18
4009.87
3985.56
3907.32
4005.00
3889.86
3922.53
4094.47
3953.52
4114.51
4101.44
3980.22
4039.91
3995.11
3970.30
3920.00
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
20,311,071.43
19,225,880.28
20,073,960.88
19,707,530.49
20,422,026.02
19,562,697.45
19,601,585.82
19,312,547.65
20,262,450.59
20,103,222.66
20,726,264.59
20,175,563.91
20,074,813.43
20,298,294.04
20,000,489.60
19,975,919.12
20,295,608.11
20,340,545.45
19,594,868.74
20,000,579.27
19,658,241.76
19,975,186.57
20,224,750.62
20,247,500.00
20,049,450.55
20,049,420.73
20,342,082.83
19,760,881.29
20,049,331.71
19,927,791.26
19,536,585.37
20,025,000.00
19,449,281.25
19,612,644.79
20,472,339.03
19,767,609.25
20,572,558.59
20,507,224.33
19,901,082.92
20,199,564.13
19,975,555.56
19,851,516.09
19,600,000.00
3,925.00
0.13%
3,940.00
0.38%
3,860.00
-2.03%
3,940.00
2.07%
3,930.00
-0.25%
3,965.00
0.89%
3,970.00
0.13%
3,970.00
0.00%
3,960.00
-0.25%
3,925.00
-0.88%
3,915.00
-0.25%
3,930.00
0.38%
3,990.00
1.53%
3,970.00
-0.50%
3,910.00
-1.51%
3,900.00
-0.26%
3,900.00
0.00%
3,900.00
0.00%
3,920.00
0.51%
3,840.00
-2.04%
3,750.00
-2.34%
3,800.00
1.33%
3,760.00
-1.05%
3,900.00
3.72%
3,935.00
0.90%
3,955.00
0.51%
3,965.00
0.25%
3,985.00
0.50%
3,955.00
-0.75%
4,000.00
1.14%
4,060.00
1.50%
4,055.00
-0.12%
3,975.00
-1.97%
3,995.00
0.50%
3,900.00
-2.38%
3,920.00
0.51%
3,890.00
-0.77%
3,815.00
-1.93%
3,780.00
-0.92%
3,830.00
1.32%
3,825.00
-0.13%
3,815.00
-0.26%
3,905.00
2.36%
4010.11
4020.31
3923.68
4088.01
3994.84
4040.67
4010.05
4005.00
3994.91
3969.60
3994.80
4020.34
4066.15
3984.92
3944.47
3994.76
4005.00
4005.00
4025.54
3923.27
3911.13
4058.40
3962.84
4154.12
4040.94
4025.36
4015.13
4025.20
3974.85
4050.57
4065.08
4000.07
3925.99
4025.15
3909.76
4025.54
3974.35
3927.78
3968.26
4057.98
3999.77
3994.53
4099.48
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
20,050,542.09
20,101,528.66
19,618,401.02
20,440,025.91
19,974,175.13
20,203,339.69
20,050,252.21
20,025,000.00
19,974,559.19
19,848,011.36
19,973,980.89
20,101,724.14
20,330,725.19
19,924,624.06
19,722,355.16
19,973,785.17
20,025,000.00
20,025,000.00
20,127,692.31
19,616,326.53
19,555,664.06
20,292,000.00
19,814,210.53
20,770,611.70
20,204,711.54
20,126,778.91
20,075,632.11
20,126,008.83
19,874,247.18
20,252,844.50
20,325,375.00
20,000,338.67
19,629,932.18
20,125,754.72
19,548,811.01
20,127,692.31
19,871,747.45
19,638,913.88
19,841,284.40
20,289,880.95
19,998,857.70
19,972,647.06
20,497,411.53
3,850.00
-1.41%
3,810.00
-1.04%
3,915.00
2.76%
3,875.00
-1.02%
3,880.00
0.13%
3,885.00
0.13%
3,865.00
-0.51%
3,880.00
0.39%
3,895.00
0.39%
3,865.00
-0.77%
3,810.00
-1.42%
3,765.00
-1.18%
3,700.00
-1.73%
3,625.00
-2.03%
3,690.00
1.79%
3,665.00
-0.68%
3,670.00
0.14%
3,605.00
-1.77%
3,670.00
1.80%
3,730.00
1.63%
3,790.00
1.61%
3,800.00
0.26%
3,800.00
0.00%
3,850.00
1.32%
3,800.00
-1.30%
3,840.00
1.05%
3,795.00
-1.17%
3,800.00
0.13%
3,720.00
-2.11%
3,760.00
1.08%
3,775.00
0.40%
3,900.00
3.31%
3,885.00
-0.38%
3,910.00
0.64%
3,870.00
-1.02%
3,825.00
-1.16%
3,860.00
0.92%
3,860.00
0.00%
3,965.00
2.72%
3,940.00
-0.63%
3,930.00
-0.25%
3,950.00
0.51%
3,940.00
-0.25%
3948.59
3963.39
4115.37
3964.08
4010.17
4010.16
3984.38
4020.54
4020.48
3974.15
3948.01
3957.70
3935.86
3923.82
4076.81
3977.87
4010.46
3934.07
4077.21
4070.48
4069.42
4015.57
4005.00
4057.70
3952.99
4047.16
3958.07
4010.28
3920.68
4048.06
4020.98
4137.62
3989.60
4030.77
3964.03
3958.43
4041.65
4005.00
4113.94
3979.75
3994.84
4025.38
3994.86
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
19,742,957.75
19,816,948.05
20,576,870.08
19,820,402.30
20,050,838.71
20,050,805.41
19,921,911.20
20,102,716.69
20,102,416.24
19,870,763.80
19,740,038.81
19,788,484.25
19,679,282.87
19,619,087.84
20,384,068.97
19,889,329.27
20,052,319.24
19,670,333.79
20,386,061.03
20,352,384.20
20,347,117.96
20,077,836.41
20,025,000.00
20,288,486.84
19,764,935.06
20,235,789.47
19,790,332.03
20,051,383.40
19,603,421.05
20,240,322.58
20,104,886.97
20,688,079.47
19,947,980.77
20,153,861.00
19,820,140.66
19,792,151.16
20,208,235.29
20,025,000.00
20,569,721.50
19,898,738.97
19,974,175.13
20,126,908.40
19,974,303.80
3,960.00
0.51%
3,950.00
-0.25%
3,970.00
0.51%
4,045.00
1.89%
3,995.00
-1.24%
4,005.00
0.25%
ARAMETRICO
-$ 424,980.11
-2.122%
4025.33
3994.89
4025.28
4080.66
3955.49
4015.03
$
$
$
$
$
$
20,126,649.75
19,974,431.82
20,126,392.41
20,403,306.05
19,777,472.19
20,075,125.16
RENTABILIDAD
/9/2011 4/29/2011
11 4/4/2011 5/24/2011
6/6/2011
RENTABILIDAD
9/14/2011
Histograma
Clase
ARA CURTO Y COEFIC

RTICA (EMPINADA)
A A LA DERECHA
y mayor...
0.05
0.04
0.04
0.03
0.02
0.02
0.01
0.01
-0.01
-0.01
-0.02
-0.02
Column F
A NORMAL
CESITAMOS)
ECOPETROL
ECOPETROL
010 3/31/2010 5/31/2010 8/3/2010 9/29/2010 11/29/2010 1/27/2011 3/25/2011 5/24/2011

3/2/2010 4/30/2010 7/1/2010 9/1/2010 10/28/2010 12/28/2010 2/24/2011 4/26/2011
ESCENA DE P/G
-$ 240,781.56
-$ 40,618.66
-$ 162,804.88
$ 246,209.02
-$ 202,682.19
-$ 81,901.84
$ 123,357.29
$ 163,469.39
-$ 40,536.44
-$ 40,618.66
-$ 40,701.22
-$ 530,193.48
$ 83,786.61
-$ 250,312.50
$ 464,715.19
$ 165,154.64
$ 40,950.92
$ 40,867.35
-$ 163,136.46
$ 82,238.19
$ 81,901.84
-$ 244,704.68
-$ 82,577.32
-$ 82,919.25
$ 416,320.17
$ 81,568.23
$ 81,237.32
$ 40,454.55
$ 40,372.98
-$ 120,875.25
$ 121,609.31
-$ 120,875.25
$ 202,682.19
$ 40,130.26
$ 320,400.00
$ 473,031.50
-$ 231,057.69
-$ 77,918.29
$ 0.00
$ 39,111.33
$ 312,280.70
$ 0.00
$ 153,742.80
$ 114,428.57
-$ 37,926.14
$ 151,992.41
$ 301,694.92
-$ 111,456.40
-$ 37,360.07
$ 74,859.81
$ 186,452.51
$ 0.00
-$ 73,892.99
$ 0.00
-$ 111,250.00
$ 37,290.50
-$ 111,663.57
$ 37,429.91
$ 37,360.07
$ 111,871.51
$ 74,166.67
$ 147,785.98
$ 73,351.65
-$ 109,625.91
$ 0.00
-$ 36,743.12
-$ 73,621.32
$ 36,946.49
$ 110,635.36
-$ 293,406.59
-$ 74,442.38
$ 261,520.52
$ 295,027.62
-$ 36,343.01
$ 218,454.55
$ 36,016.19
-$ 179,757.63
-$ 217,663.04
$ 256,730.77
$ 0.00
$ 181,057.87
-$ 107,661.29
-$ 360,810.81
-$ 477,660.55
$ 75,281.95
$ 375,000.00
$ 184,053.31
$ 218,852.46
-$ 72,162.16
-$ 181,057.87
-$ 219,251.82
-$ 73,892.99
-$ 296,666.67
-$ 225,845.86
$ 228,422.05
-$ 225,845.86
$ 456,844.11
$ 37,221.19
$ 111,456.40
-$ 73,892.99
$ 222,500.00
$ 0.00
-$ 73,351.65
-$ 220,863.97
-$ 37,221.19
$ 111,871.51
$ 74,166.67
$ 0.00
$ 73,892.99
$ 220,863.97
$ 0.00
$ 109,227.27
-$ 108,634.72
-$ 72,818.18
$ 146,167.88
$ 72,554.35
$ 36,146.21
-$ 252,567.57
$ 109,625.91
-$ 145,372.05
-$ 73,217.55
$ 220,458.72
$ 72,686.03
$ 217,269.44
$ 214,937.39
$ 248,097.35
$ 490,122.38
$ 341,723.55
$ 67,197.99
$ 100,459.87
$ 633,069.88
$ 226,088.71
-$ 319,377.99
$ 519,286.87
-$ 221,445.50
$ 31,988.82
-$ 255,502.39
$ 64,701.13
$ 257,971.01
$ 636,724.96
$ 401,117.10
$ 846,978.85
-$ 493,369.57
-$ 89,264.49
-$ 268,992.54
-$ 333,245.08
$ 184,846.15
$ 244,207.32
$ 120,632.53
-$ 179,865.27
$ 0.00
-$ 60,498.49
$ 303,409.09
$ 59,776.12
-$ 59,598.21
$ 239,104.48
$ 265,818.58
$ 87,445.41
$ 203,152.17
$ 545,875.18
-$ 447,486.03
$ 0.00
$ 572,142.86
$ 111,250.00
$ 636,153.31
$ 187,650.60
-$ 424,933.69
-$ 244,207.32
-$ 164,814.81
-$ 304,668.05
-$ 56,250.00
-$ 112,816.90
$ 453,824.36
$ 194,148.20
-$ 329,629.63
-$ 139,644.35
$ 140,625.00
$ 55,857.74
$ 222,809.46
$ 523,349.38
-$ 161,058.98
$ 135,304.05
$ 26,879.19
$ 805,294.91
$ 1,032,216.49
-$ 441,727.94
$ 326,221.80
$ 246,917.39
-$ 48,781.97
$ 342,307.69
-$ 72,118.85
-$ 48,253.01
$ 628,804.35
-$ 117,242.39
$ 117,932.86
$ 328,278.69
-$ 23,070.28
$ 115,484.43
$ 0.00
$ 0.00
$ 229,644.50
$ 68,112.24
$ 135,762.71
$ 404,545.45
$ 374,504.95
$ 86,501.08
$ 43,064.52
-$ 601,609.44
-$ 775,304.20
-$ 921,749.14
-$ 603,890.23
$ 896,641.79
$ 286,071.43
-$ 799,119.72
$ 48,960.88
-$ 317,469.51
$ 397,026.02
-$ 462,302.55
-$ 423,414.18
-$ 712,452.35
$ 237,450.59
$ 78,222.66
$ 701,264.59
$ 150,563.91
$ 49,813.43
$ 273,294.04
-$ 24,510.40
-$ 49,080.88
$ 270,608.11
$ 315,545.45
-$ 430,131.26
-$ 24,420.73
-$ 366,758.24
-$ 49,813.43
$ 199,750.62
$ 222,500.00
$ 24,450.55
$ 24,420.73
$ 317,082.83
-$ 264,118.71
$ 24,331.71
-$ 97,208.74
-$ 488,414.63
$ 0.00
-$ 575,718.75
-$ 412,355.21
$ 447,339.03
-$ 257,390.75
$ 547,558.59
$ 482,224.33
-$ 123,917.08
$ 174,564.13
-$ 49,444.44
-$ 173,483.91
-$ 425,000.00
$ 25,542.09
$ 76,528.66
-$ 406,598.98
$ 415,025.91
-$ 50,824.87
$ 178,339.69
$ 25,252.21
$ 0.00
-$ 50,440.81
-$ 176,988.64
-$ 51,019.11
$ 76,724.14
$ 305,725.19
-$ 100,375.94
-$ 302,644.84
-$ 51,214.83
$ 0.00
$ 0.00
$ 102,692.31
-$ 408,673.47
-$ 469,335.94
$ 267,000.00
-$ 210,789.47
$ 745,611.70
$ 179,711.54
$ 101,778.91
$ 50,632.11
$ 101,008.83
-$ 150,752.82
$ 227,844.50
$ 300,375.00
-$ 24,661.33
-$ 395,067.82
$ 100,754.72
-$ 476,188.99
$ 102,692.31
-$ 153,252.55
-$ 386,086.12
-$ 183,715.60
$ 264,880.95
-$ 26,142.30
-$ 52,352.94
$ 472,411.53
-$
-$
$
-$
282,042.25
208,051.95
551,870.08
204,597.70
$ 25,838.71
$ 25,805.41
-$ 103,088.80
$ 77,716.69
$ 77,416.24
-$ 154,236.20
-$ 284,961.19
-$ 236,515.75
-$ 345,717.13
-$ 405,912.16
$ 359,068.97
-$ 135,670.73
$ 27,319.24
-$ 354,666.21
$ 361,061.03
$ 327,384.20
$ 322,117.96
$ 52,836.41
$ 0.00
$ 263,486.84
-$ 260,064.94
$ 210,789.47
-$ 234,667.97
$ 26,383.40
-$ 421,578.95
$ 215,322.58
$ 79,886.97
$ 663,079.47
-$ 77,019.23
$ 128,861.00
-$ 204,859.34
-$ 232,848.84
$ 183,235.29
$ 0.00
$ 544,721.50
-$ 126,261.03
-$ 50,824.87
$ 101,908.40
-$ 50,696.20
$ 101,649.75
-$ 50,568.18
$ 101,392.41
$ 378,306.05
-$ 247,527.81
$ 50,125.16
Julio 2020: Fecha de emisin: 24 de julio 2005. TES con vencimiento el 24 de julio de 2020. Cupn de
FECHA
TES 2020
1/4/2010
8.52%
1/5/2010
8.43%
1/6/2010
8.63%
1/7/2010
8.65%
1/8/2010
8.62%
1/12/2010
8.87%
1/13/2010
8.87%
1/14/2010
8.87%
1/15/2010
8.78%
1/18/2010
8.65%
1/19/2010
8.56%
1/20/2010
8.65%
1/21/2010
8.48%
1/22/2010
8.59%
1/25/2010
8.55%
1/26/2010
8.58%
1/27/2010
8.72%
1/28/2010
8.72%
1/29/2010
8.69%
2/1/2010
8.83%
2/2/2010
9.04%
2/3/2010
8.95%
2/4/2010
9.04%
2/5/2010
8.92%
2/8/2010
8.88%
2/9/2010
8.84%
2/10/2010
8.90%
2/11/2010
8.77%
2/12/2010
8.82%
2/15/2010
8.94%
2/16/2010
8.95%
2/17/2010
8.97%
2/18/2010
9.12%
2/19/2010
9.16%
2/22/2010
9.15%
2/23/2010
9.07%
2/24/2010
9.01%
2/25/2010
9.10%
VARIACION ABSOLUTA
-0.09%
0.20%
0.02%
-0.03%
0.25%
0.00%
0.00%
-0.09%
-0.13%
-0.09%
0.09%
-0.17%
0.11%
-0.04%
0.03%
0.14%
0.00%
-0.03%
0.14%
0.21%
-0.09%
0.09%
-0.12%
-0.04%
-0.04%
0.06%
-0.13%
0.05%
0.12%
0.01%
0.02%
0.15%
0.04%
-0.01%
-0.08%
-0.06%
0.09%
-1.06%
9.30%
2.37%
0.23%
8.80%
-0.35%
2.90%
0.00%
0.00%
-1.01%
-1.48%
-1.04%
1.05%
-1.97%
8.30%
7.80%
7.30%
6.80%
2/3/2010
4/7/2010
6/8/
1/4/2010 3/4/2010
5/6/2010
1.30%
-0.47%
0.35%
1.63%
HISTOGRAMA
0.00%
Clase
-0.34%
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1.61%
2.38%
-1.00%
1.01%
-1.33%
-0.45%
-0.45%
0.68%
-1.46%
0.57%
1.36%
0.11%
0.22%
1.67%
0.44%
-0.11%
-0.87%
-0.66%
1.00%
y mayor...
2/26/2010
9.06%
3/1/2010
8.89%
3/2/2010
8.88%
3/3/2010
9.00%
3/4/2010
8.92%
3/5/2010
8.90%
3/8/2010
8.91%
3/9/2010
8.90%
3/10/2010
8.85%
3/11/2010
8.80%
3/12/2010
8.75%
3/15/2010
8.77%
3/16/2010
8.82%
3/17/2010
8.82%
3/18/2010
8.85%
3/19/2010
8.83%
3/23/2010
8.77%
3/24/2010
8.77%
3/25/2010
8.81%
3/26/2010
8.80%
3/29/2010
8.80%
3/30/2010
8.81%
3/31/2010
8.78%
4/5/2010
8.79%
4/6/2010
8.64%
4/7/2010
8.58%
4/8/2010
8.58%
4/9/2010
8.52%
4/12/2010
8.47%
4/13/2010
8.56%
4/14/2010
8.42%
4/15/2010
8.43%
4/16/2010
8.36%
4/19/2010
8.32%
4/20/2010
8.34%
4/21/2010
8.34%
4/22/2010
8.33%
4/23/2010
8.30%
4/26/2010
8.28%
4/27/2010
8.37%
4/28/2010
8.42%
4/29/2010
8.31%
4/30/2010
8.32%
-0.04%
-0.17%
-0.01%
0.12%
-0.08%
-0.02%
0.01%
-0.01%
-0.05%
-0.05%
-0.05%
0.02%
0.05%
0.00%
0.03%
-0.02%
-0.06%
0.00%
0.04%
-0.01%
0.00%
0.01%
-0.03%
0.01%
-0.15%
-0.06%
0.00%
-0.06%
-0.05%
0.09%
-0.14%
0.01%
-0.07%
-0.04%
0.02%
0.00%
-0.01%
-0.03%
-0.02%
0.09%
0.05%
-0.11%
0.01%
-0.44%
-1.88%
-0.11%
Columna1
1.35%
-0.89%
-0.22%
0.11%
-0.11%
-0.56%
-0.56%
-0.57%
0.23%
0.57%
0.00%
0.34%
-0.23%
-0.68%
0.00%
0.46%
-0.11%
0.00%
0.11%
-0.34%
0.11%
-1.71%
-0.69%
0.00%
-0.70%
-0.59%
1.06%
-1.64%
0.12%
-0.83%
-0.48%
0.24%
0.00%
-0.12%
-0.36%
-0.24%
1.09%
0.60%
-1.31%
0.12%
Media
Error tpico
Mediana
Moda
Desviacin estndar
Varianza de la muestra
Curtosis
Coeficiente de asimetra
Rango
Mnimo
Mximo
Suma
Cuenta
5/3/2010
7.93%
5/4/2010
8.03%
5/5/2010
7.99%
5/6/2010
8.20%
5/7/2010
8.24%
5/10/2010
8.13%
5/11/2010
8.13%
5/12/2010
8.07%
5/13/2010
8.18%
5/14/2010
8.25%
5/18/2010
8.36%
5/19/2010
8.30%
5/20/2010
8.25%
5/21/2010
8.16%
5/24/2010
8.09%
5/25/2010
8.12%
5/26/2010
8.00%
5/27/2010
8.06%
5/28/2010
8.10%
5/31/2010
7.99%
6/1/2010
7.94%
6/2/2010
7.96%
6/3/2010
7.92%
6/4/2010
7.93%
6/8/2010
8.05%
6/9/2010
7.95%
6/10/2010
7.93%
6/11/2010
7.97%
6/15/2010
7.97%
6/16/2010
8.01%
6/17/2010
8.02%
6/18/2010
7.97%
6/21/2010
7.97%
6/22/2010
7.93%
6/23/2010
7.93%
6/24/2010
7.88%
6/25/2010
7.85%
6/28/2010
7.80%
6/29/2010
7.84%
6/30/2010
7.74%
7/1/2010
7.71%
7/2/2010
7.73%
7/6/2010
7.78%
-0.39%
0.10%
-0.04%
0.21%
0.04%
-0.11%
0.00%
-0.06%
0.11%
0.07%
0.11%
-0.06%
-0.05%
-0.09%
-0.07%
0.03%
-0.12%
0.06%
0.04%
-0.11%
-0.05%
0.02%
-0.04%
0.01%
0.12%
-0.10%
-0.02%
0.04%
0.00%
0.04%
0.01%
-0.05%
0.00%
-0.04%
0.00%
-0.05%
-0.03%
-0.05%
0.04%
-0.10%
-0.03%
0.02%
0.05%
-4.69%
1.26%
-0.50%
2.63%
0.49%
-1.33%
0.00%
-0.74%
1.36%
0.86%
1.33%
-0.72%
-0.60%
-1.09%
-0.86%
0.37%
-1.48%
0.75%
0.50%
-1.36%
-0.63%
0.25%
-0.50%
0.13%
1.51%
-1.24%
-0.25%
0.50%
0.00%
0.50%
0.12%
-0.62%
0.00%
-0.50%
0.00%
-0.63%
-0.38%
-0.64%
0.51%
-1.28%
-0.39%
0.26%
0.65%
7/7/2010
7.78%
7/8/2010
7.67%
7/9/2010
7.67%
7/12/2010
7.61%
7/13/2010
7.58%
7/14/2010
7.53%
7/15/2010
7.56%
7/16/2010
7.48%
7/19/2010
7.46%
7/21/2010
7.45%
7/22/2010
7.54%
7/23/2010
7.62%
7/26/2010
7.62%
7/27/2010
7.67%
7/28/2010
7.55%
7/29/2010
7.48%
7/30/2010
7.41%
8/2/2010
7.42%
8/3/2010
7.45%
8/4/2010
7.33%
8/5/2010
7.33%
8/6/2010
7.23%
8/9/2010
7.22%
8/10/2010
7.22%
8/11/2010
7.29%
8/12/2010
7.30%
8/13/2010
7.33%
8/17/2010
7.25%
8/18/2010
7.15%
8/19/2010
7.17%
8/20/2010
7.12%
8/23/2010
7.16%
8/24/2010
7.14%
8/25/2010
7.12%
8/26/2010
7.18%
8/27/2010
7.14%
8/30/2010
7.07%
8/31/2010
7.08%
9/1/2010
7.06%
9/2/2010
7.07%
9/3/2010
7.07%
9/6/2010
7.17%
9/7/2010
7.24%
0.00%
-0.11%
0.00%
-0.06%
-0.03%
-0.05%
0.03%
-0.08%
-0.02%
-0.01%
0.09%
0.08%
0.00%
0.05%
-0.12%
-0.07%
-0.07%
0.01%
0.03%
-0.12%
0.00%
-0.10%
-0.01%
0.00%
0.07%
0.01%
0.03%
-0.08%
-0.10%
0.02%
-0.05%
0.04%
-0.02%
-0.02%
0.06%
-0.04%
-0.07%
0.01%
-0.02%
0.01%
0.00%
0.10%
0.07%
0.00%
-1.41%
0.00%
-0.78%
-0.39%
-0.66%
0.40%
-1.06%
-0.27%
-0.13%
1.21%
1.06%
0.00%
0.66%
-1.56%
-0.93%
-0.94%
0.13%
0.40%
-1.61%
0.00%
-1.36%
-0.14%
0.00%
0.97%
0.14%
0.41%
-1.09%
-1.38%
0.28%
-0.70%
0.56%
-0.28%
-0.28%
0.84%
-0.56%
-0.98%
0.14%
-0.28%
0.14%
0.00%
1.41%
0.98%
9/8/2010
7.31%
9/9/2010
7.33%
9/10/2010
7.45%
9/13/2010
7.39%
9/14/2010
7.30%
9/15/2010
7.26%
9/16/2010
7.18%
9/17/2010
7.21%
9/20/2010
7.13%
9/21/2010
7.23%
9/22/2010
7.27%
9/23/2010
7.25%
9/24/2010
7.25%
9/27/2010
7.21%
9/28/2010
7.20%
9/29/2010
7.23%
9/30/2010
7.26%
10/1/2010
7.30%
10/4/2010
7.36%
10/5/2010
7.30%
10/6/2010
7.17%
10/7/2010
7.08%
10/8/2010
6.96%
10/11/2010
6.97%
10/12/2010
7.03%
10/13/2010
7.00%
10/14/2010
7.07%
10/15/2010
7.09%
10/19/2010
7.04%
10/20/2010
6.99%
10/21/2010
7.03%
10/22/2010
7.01%
10/25/2010
6.97%
10/26/2010
7.03%
10/27/2010
7.04%
10/28/2010
7.02%
10/29/2010
7.02%
11/2/2010
7.10%
11/3/2010
7.09%
11/4/2010
7.04%
11/5/2010
7.00%
11/8/2010
6.97%
11/9/2010
6.99%
0.07%
0.02%
0.12%
-0.06%
-0.09%
-0.04%
-0.08%
0.03%
-0.08%
0.10%
0.04%
-0.02%
0.00%
-0.04%
-0.01%
0.03%
0.03%
0.04%
0.06%
-0.06%
-0.13%
-0.09%
-0.12%
0.01%
0.06%
-0.03%
0.07%
0.02%
-0.05%
-0.05%
0.04%
-0.02%
-0.04%
0.06%
0.01%
-0.02%
0.00%
0.08%
-0.01%
-0.05%
-0.04%
-0.03%
0.02%
0.97%
0.27%
1.64%
-0.81%
-1.22%
-0.55%
-1.10%
0.42%
-1.11%
1.40%
0.55%
-0.28%
0.00%
-0.55%
-0.14%
0.42%
0.41%
0.55%
0.82%
-0.82%
-1.78%
-1.26%
-1.69%
0.14%
0.86%
-0.43%
1.00%
0.28%
-0.71%
-0.71%
0.57%
-0.28%
-0.57%
0.86%
0.14%
-0.28%
0.00%
1.14%
-0.14%
-0.71%
-0.57%
-0.43%
0.29%
11/10/2010
7.08%
11/11/2010
7.25%
11/12/2010
7.36%
11/16/2010
7.44%
11/17/2010
7.26%
11/18/2010
7.29%
11/19/2010
7.45%
11/22/2010
7.51%
11/23/2010
7.58%
11/24/2010
7.45%
11/25/2010
7.45%
11/26/2010
7.54%
11/30/2010
7.63%
12/1/2010
7.55%
12/2/2010
7.43%
12/3/2010
7.39%
12/6/2010
7.36%
12/7/2010
7.46%
12/9/2010
7.62%
12/10/2010
7.59%
12/13/2010
7.69%
12/14/2010
7.72%
12/15/2010
7.73%
12/16/2010
7.75%
12/17/2010
7.74%
12/20/2010
7.73%
12/21/2010
7.75%
12/22/2010
7.72%
12/23/2010
7.72%
12/29/2010
7.70%
12/30/2010
7.70%
1/3/2011
7.74%
1/4/2011
7.84%
1/5/2011
7.88%
1/6/2011
7.86%
1/7/2011
7.84%
1/11/2011
7.74%
1/12/2011
7.66%
1/13/2011
7.68%
1/14/2011
7.79%
1/17/2011
7.94%
1/18/2011
7.93%
1/19/2011
7.86%
0.09%
0.17%
0.11%
0.08%
-0.18%
0.03%
0.16%
0.06%
0.07%
-0.13%
0.00%
0.09%
0.09%
-0.08%
-0.12%
-0.04%
-0.03%
0.10%
0.16%
-0.03%
0.10%
0.03%
0.01%
0.02%
-0.01%
-0.01%
0.02%
-0.03%
0.00%
-0.02%
0.00%
0.04%
0.10%
0.04%
-0.02%
-0.02%
-0.10%
-0.08%
0.02%
0.11%
0.15%
-0.01%
-0.07%
1.29%
2.40%
1.52%
1.09%
-2.42%
0.41%
2.19%
0.81%
0.93%
-1.72%
0.00%
1.21%
1.19%
-1.05%
-1.59%
-0.54%
-0.41%
1.36%
2.14%
-0.39%
1.32%
0.39%
0.13%
0.26%
-0.13%
-0.13%
0.26%
-0.39%
0.00%
-0.26%
0.00%
0.52%
1.29%
0.51%
-0.25%
-0.25%
-1.28%
-1.03%
0.26%
1.43%
1.93%
-0.13%
-0.88%
1/20/2011
7.94%
1/21/2011
7.88%
1/24/2011
7.98%
1/25/2011
7.92%
1/26/2011
7.85%
1/27/2011
7.88%
1/28/2011
7.93%
1/31/2011
7.94%
2/1/2011
8.02%
2/2/2011
7.99%
2/3/2011
7.95%
2/4/2011
7.97%
2/7/2011
8.07%
2/8/2011
8.19%
2/9/2011
8.19%
2/10/2011
8.12%
2/11/2011
8.11%
2/14/2011
8.23%
2/15/2011
8.28%
2/16/2011
8.26%
2/17/2011
8.23%
2/18/2011
8.30%
2/21/2011
8.31%
2/22/2011
8.33%
2/23/2011
8.35%
2/24/2011
8.37%
2/25/2011
8.29%
2/28/2011
8.35%
3/1/2011
8.43%
3/3/2011
8.37%
3/4/2011
8.32%
3/7/2011
8.21%
3/8/2011
8.18%
3/9/2011
8.20%
3/10/2011
8.22%
3/11/2011
8.17%
3/14/2011
8.19%
3/15/2011
8.19%
3/16/2011
8.23%
3/17/2011
8.13%
3/18/2011
8.15%
3/22/2011
8.17%
3/23/2011
8.22%
0.08%
-0.06%
0.10%
-0.06%
-0.07%
0.03%
0.05%
0.01%
0.08%
-0.03%
-0.04%
0.02%
0.10%
0.12%
0.00%
-0.07%
-0.01%
0.12%
0.05%
-0.02%
-0.03%
0.07%
0.01%
0.02%
0.02%
0.02%
-0.08%
0.06%
0.08%
-0.06%
-0.05%
-0.11%
-0.03%
0.02%
0.02%
-0.05%
0.02%
0.00%
0.04%
-0.10%
0.02%
0.02%
0.05%
1.02%
-0.76%
1.27%
-0.75%
-0.88%
0.38%
0.63%
0.13%
1.01%
-0.37%
-0.50%
0.25%
1.25%
1.49%
0.00%
-0.85%
-0.12%
1.48%
0.61%
-0.24%
-0.36%
0.85%
0.12%
0.24%
0.24%
0.24%
-0.96%
0.72%
0.96%
-0.71%
-0.60%
-1.32%
-0.37%
0.24%
0.24%
-0.61%
0.24%
0.00%
0.49%
-1.22%
0.25%
0.25%
0.61%
3/24/2011
8.33%
3/25/2011
8.31%
3/28/2011
8.32%
3/29/2011
8.33%
3/30/2011
8.33%
3/31/2011
8.31%
4/1/2011
8.22%
4/4/2011
8.14%
4/5/2011
8.17%
4/6/2011
8.18%
4/7/2011
8.22%
4/14/2011
8.15%
4/15/2011
8.15%
4/18/2011
8.19%
4/19/2011
8.15%
4/20/2011
8.15%
4/25/2011
8.25%
4/26/2011
8.30%
4/27/2011
8.28%
4/28/2011
8.30%
4/29/2011
8.31%
5/2/2011
8.26%
5/3/2011
8.20%
5/4/2011
8.18%
5/5/2011
8.22%
5/6/2011
8.14%
5/10/2011
8.07%
5/11/2011
8.15%
5/12/2011
8.10%
5/16/2011
8.16%
5/17/2011
8.10%
5/19/2011
8.08%
5/20/2011
8.08%
5/25/2011
8.12%
5/26/2011
8.12%
5/27/2011
8.12%
5/30/2011
8.11%
5/31/2011
7.99%
6/1/2011
7.95%
6/2/2011
7.94%
0.11%
-0.02%
0.01%
0.01%
0.00%
-0.02%
-0.09%
-0.08%
0.03%
0.01%
0.04%
-0.07%
0.00%
0.04%
-0.04%
0.00%
0.10%
0.05%
-0.02%
0.02%
0.01%
-0.05%
-0.06%
-0.02%
0.04%
-0.08%
-0.07%
0.08%
-0.05%
0.06%
-0.06%
-0.02%
0.00%
0.04%
0.00%
0.00%
-0.01%
-0.12%
-0.04%
-0.01%
1.34%
-0.24%
0.12%
0.12%
0.00%
-0.24%
-1.08%
-0.97%
0.37%
0.12%
0.49%
-0.85%
0.00%
0.49%
-0.49%
0.00%
1.23%
0.61%
-0.24%
0.24%
0.12%
-0.60%
-0.73%
-0.24%
0.49%
-0.97%
-0.86%
0.99%
-0.61%
0.74%
-0.74%
-0.25%
0.00%
0.50%
0.00%
0.00%
-0.12%
-1.48%
-0.50%
-0.13%
o de 2020. Cupn de 11%. Fuente: Ministerio de Hacienda.
TES 2020
TES 2020
010
4/7/2010 6/8/2010 8/10/2010 10/8/2010 12/14/2010 2/17/2011 4/28/2011
3/4/2010
5/6/2010 7/9/2010
9/9/2010 11/10/2010 1/19/2011 3/22/2011
Una tendencia a la baja
Frecuencia
Histograma
90
80
70
60
50
40
30
Column F
20
10
ay 0
or
...
0
y
0
0
Frecuencia
1
0
0
0
0
0
1
3
17
30
54
81
57
43
25
14
5
3
1
Clase
umna1
-0.0002
0.0005
0.0000
0.0000
0.0091
0.0001
1.9651
-0.0853
0.0759
-0.0469
0.0290
-0.0568
335.0000
VALOR ACTUAL DE LA POCISION=P$BONO * VR

643,503,821
ACTUAL
VOLATILIDAD PRECIO= VOLATILIDAD TASA * DURACION MODIFICADA
PRECIO
0.404%
COBERTURA
95%
Z
-1.64
VALORACION DEL BONO

VN DE LA INVERSION
VN
FECHA DE VENCIMIENTO
CUPON
FECHA DE VALORAC
TASA MERCADO
BASE
ay 0
or
...
Column F
METODO PARIMETRICO
500,000,000
100%
7/24/2020
11% AO VENCIDO
6/2/2011
7.94% EA
365 DIAS AL AO
FECHA PROX PAGO CUPONESDIAS

7/24/2011
7/24/2012
7/24/2013
7/24/2014
7/24/2015
7/24/2016
7/24/2017
7/24/2018
7/24/2019
7/24/2020
AOS
52
418
783
1148
1513
1879
2244
2609
2974
3340
0.14
1.15
2.15
3.15
4.15
5.15
6.15
7.15
8.15
9.15
DURACION (DUR) Dur Mod = Dur/1+i=% A

DELTA i
Cual es el % CAMBIO EN PRECIO
VAR ($)
VAR (%)
MODIFICADA
FI
11%
11%
11%
11%
11%
11%
11%
11%
11%
111%
(4,276,217.16) PERDIDAS MAX EN UN DIA

-0.6645%
VP FI
VP FI/PRECIO. ESPONDERACION
LA PONDERACION
*T
0.10881
8%
0.01
0.10078
8%
0.09
0.09337
7%
0.16
0.08650
7%
0.21
0.08014
6%
0.26
0.07423
6%
0.3
0.06877
5%
0.33
0.06371
5%
0.35
0.05902
5%
0.37
0.55167
43%
3.92
PRECIO
128.701%
SUCIO
119.268%
DIAS Q NO LE CORRESPONDEN
313
PRECIO LIMPIO
5/31/2017
100%
6.0022
(DUR) Dur Mod = Dur/1+i=% A precio

5.56
ante una variacion de 100 puntos basicos (1%), OSEA LA TASA SUBE
1%
% CAMBIO EN PRECIO
-0.06

Datos Bono Yeimi

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VAR RELATIVA

GARFICO DE LINEA DE VARIACION REL

1/28/2010 3/17/2010 5/7/201

LA MAXIMA PERDIDA ESPERADA PARA

SI LOS DATOS SE ASEMEJAN AUNA NOR

H0: LA DSITRIBUCION DE RENTABILIDA

MEDICION DEL RIESGO

RENT PERIODO TENENCIA

icc es tasa continua

hallas discreta a partir de cont

VAR METODO NO PARAMETRICO

0 3/17/2010 5/7/2010 6/30/2010 8/23/2010 10/8/2010 11/30/2010 1/20/2011 3/9/2011 4/29/2011

SEMEJAN AUNA NORMAL

ON DE RENTABILIDADES DE ECOPETROL SE COMPORTA COMO UNA NORMAL

ASUME DISTRIBUCION NORMAL

DA ESPERADA PARA EL DIA 3 DE JUNIO ES DE 460041

2/2/2010 3/31/2010 5/31/2010 8/3/20

ARA CURTO Y COEFIC

010 3/31/2010 5/31/2010 8/3/2010 9/29/2010 11/29/2010 1/27/2011 3/25/2011 5/24/2011

o de 2020. Cupn de 11%. Fuente: Ministerio de Hacienda.

Una tendencia a la baja

VALOR ACTUAL DE LA POCISION=P$BONO * VR

VALORACION DEL BONO

FECHA PROX PAGO CUPONESDIAS

DURACION (DUR) Dur Mod = Dur/1+i=% A

(4,276,217.16) PERDIDAS MAX EN UN DIA

(DUR) Dur Mod = Dur/1+i=% A precio

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