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Betas TES Pesos

1.2.1 Betas TES pesos periodicidad diaria

Información disponible desde enero de 2003.

Banco de la República - Gerencia Técnica - información extraída


de la bodega de datos -Serankua- el 14/02/2021 21:15:45

Fecha (dd/mm/aaaa) B0 B1
05/02/2021 0.09218412 -0.08183228
04/02/2021 0.09217504 -0.08228767
03/02/2021 0.09236236 -0.08214993
02/02/2021 0.09220479 -0.08248297
01/02/2021 0.09343255 -0.08173747
29/01/2021 0.09309202 -0.08183921
28/01/2021 0.09251523 -0.08132201
27/01/2021 0.09287182 -0.08146269
26/01/2021 0.09015366 -0.08041619
25/01/2021 0.08985693 -0.07956621
22/01/2021 0.08951972 -0.07889482
21/01/2021 0.08813177 -0.07870103
20/01/2021 0.09010150 -0.07754839
19/01/2021 0.08783055 -0.07856295
18/01/2021 0.08947811 -0.07651888
15/01/2021 0.08740541 -0.07777915
14/01/2021 0.08707140 -0.07733304
13/01/2021 0.08847898 -0.07568241
12/01/2021 0.08744722 -0.07692783
08/01/2021 0.08530472 -0.07514736
07/01/2021 0.08486906 -0.07428128
06/01/2021 0.08537496 -0.07257752
05/01/2021 0.08447762 -0.07340715
04/01/2021 0.08548466 -0.07219198
0.07139414 -0.06268835
30/12/2020 0.08583639 -0.07261093
29/12/2020 0.08719823 -0.07345292
28/12/2020 0.08791959 -0.07381138
23/12/2020 0.08839783 -0.07369135
22/12/2020 0.08784323 -0.07502467
21/12/2020 0.08828801 -0.07524738
18/12/2020 0.08769158 -0.07424749
17/12/2020 0.08895876 -0.07382300
16/12/2020 0.08810645 -0.07511222
15/12/2020 0.08851595 -0.07533465
14/12/2020 0.08994291 -0.07478000
11/12/2020 0.08944791 -0.07603074
10/12/2020 0.08862709 -0.07568890
09/12/2020 0.08862656 -0.07558488
07/12/2020 0.09001808 -0.07589696
04/12/2020 0.08935899 -0.07515471
03/12/2020 0.08874911 -0.07529123
02/12/2020 0.09121596 -0.07712266
01/12/2020 0.09095390 -0.07691484
30/11/2020 0.09047908 -0.07626201
27/11/2020 0.09085626 -0.07676616
26/11/2020 0.09147045 -0.07732676
25/11/2020 0.09123431 -0.07692022
24/11/2020 0.09091217 -0.07674976
23/11/2020 0.08804336 -0.07484071
20/11/2020 0.09223577 -0.07824195
19/11/2020 0.09200323 -0.07822697
18/11/2020 0.09147118 -0.07781063
17/11/2020 0.09094500 -0.07781409
13/11/2020 0.09034898 -0.07705122
12/11/2020 0.09045231 -0.07704645
11/11/2020 0.09037735 -0.07718904
10/11/2020 0.08916511 -0.07654017
09/11/2020 0.08882285 -0.07571756
06/11/2020 0.09164801 -0.07821486
05/11/2020 0.09125915 -0.07767093
04/11/2020 0.09270600 -0.07959305
03/11/2020 0.09274156 -0.07976025
30/10/2020 0.09306202 -0.08003573
29/10/2020 0.09307334 -0.08008804
28/10/2020 0.09399814 -0.08099247
27/10/2020 0.09200094 -0.07882734
26/10/2020 0.09193027 -0.07890185
23/10/2020 0.09170030 -0.07892784
22/10/2020 0.09189189 -0.07902605
21/10/2020 0.09084912 -0.07733562
20/10/2020 0.09060109 -0.07703145
19/10/2020 0.09044619 -0.07686805
16/10/2020 0.09076207 -0.07719112
15/10/2020 0.09063955 -0.07676193
14/10/2020 0.09022438 -0.07632644
13/10/2020 0.08956343 -0.07549678
09/10/2020 0.09000565 -0.07618456
08/10/2020 0.09143819 -0.07758051
07/10/2020 0.09221391 -0.07843990
06/10/2020 0.09143039 -0.07834868
05/10/2020 0.09168299 -0.07893974
02/10/2020 0.09143266 -0.07871420
01/10/2020 0.09116974 -0.07881759
30/09/2020 0.09112782 -0.07896817
29/09/2020 0.09121836 -0.07953384
28/09/2020 0.08991815 -0.07939999
25/09/2020 0.09025113 -0.07776016
24/09/2020 0.09197994 -0.07922093
23/09/2020 0.09269323 -0.07986688
22/09/2020 0.09203097 -0.07908493
21/09/2020 0.09191925 -0.07854994
18/09/2020 0.09010310 -0.07659338
17/09/2020 0.09220461 -0.07830090
16/09/2020 0.09251609 -0.07790544
15/09/2020 0.09428545 -0.07698794
14/09/2020 0.09612989 -0.07893163
11/09/2020 0.10521319 -0.08511734
10/09/2020 0.10450313 -0.08452514
09/09/2020 0.10158843 -0.08204109
08/09/2020 0.10244908 -0.08341140
07/09/2020 0.10232513 -0.08292532
04/09/2020 0.10095106 -0.08271683
03/09/2020 0.10015694 -0.08160011
02/09/2020 0.09982887 -0.08121554
01/09/2020 0.10249339 -0.08464199
31/08/2020 0.10569200 -0.08694482
28/08/2020 0.10765771 -0.08871579
27/08/2020 0.10835322 -0.08832683
26/08/2020 0.10846287 -0.08914796
25/08/2020 0.10981825 -0.08953527
24/08/2020 0.10890055 -0.08945318
21/08/2020 0.10933166 -0.08972029
20/08/2020 0.10818402 -0.08804769
19/08/2020 0.10786429 -0.08818611
18/08/2020 0.10931378 -0.08938835
14/08/2020 0.11012201 -0.09090670
13/08/2020 0.11003327 -0.09035886
12/08/2020 0.10948288 -0.08890853
11/08/2020 0.11060548 -0.08996137
10/08/2020 0.11104546 -0.09043535
06/08/2020 0.11379626 -0.09261629
05/08/2020 0.11763823 -0.09731029
04/08/2020 0.11933507 -0.09889126
03/08/2020 0.11989211 -0.09976759
31/07/2020 0.12133212 -0.10149181
30/07/2020 0.12140816 -0.10121646
29/07/2020 0.12177541 -0.10169754
28/07/2020 0.12137202 -0.10131548
27/07/2020 0.12247663 -0.10243865
24/07/2020 0.12301453 -0.10280517
23/07/2020 0.12359697 -0.10353460
22/07/2020 0.12219293 -0.10159990
21/07/2020 0.12307028 -0.10222062
17/07/2020 0.12356035 -0.10248542
16/07/2020 0.12238619 -0.10127681
15/07/2020 0.12284411 -0.10104986
14/07/2020 0.12283317 -0.10099981
13/07/2020 0.12237322 -0.10052898
10/07/2020 0.12286229 -0.10095031
09/07/2020 0.12475044 -0.10304232
08/07/2020 0.12566807 -0.10434741
07/07/2020 0.12344488 -0.10144105
06/07/2020 0.12172221 -0.09953166
03/07/2020 0.12014727 -0.09782897
02/07/2020 0.12140881 -0.09886109
01/07/2020 0.11989200 -0.09704344
30/06/2020 0.12115768 -0.09815903
26/06/2020 0.12128670 -0.09895372
25/06/2020 0.12217212 -0.09943148
24/06/2020 0.11971223 -0.09696558
23/06/2020 0.11414439 -0.09174448
19/06/2020 0.11358587 -0.09140505
18/06/2020 0.10915270 -0.08691286
17/06/2020 0.10874508 -0.08587741
16/06/2020 0.10642775 -0.08344997
12/06/2020 0.10495446 -0.08071013
11/06/2020 0.10270559 -0.07826022
10/06/2020 0.10189198 -0.07748573
09/06/2020 0.10302788 -0.07784338
08/06/2020 0.10250418 -0.07812927
05/06/2020 0.10500647 -0.07908440
04/06/2020 0.10530678 -0.07934493
03/06/2020 0.10465874 -0.07799402
02/06/2020 0.10472551 -0.07749937
01/06/2020 0.10370049 -0.07646602
29/05/2020 0.10797247 -0.08070228
28/05/2020 0.10416161 -0.07603254
27/05/2020 0.10386765 -0.07526543
26/05/2020 0.10717001 -0.07821581
22/05/2020 0.10668178 -0.07772835
21/05/2020 0.10409258 -0.07567610
20/05/2020 0.10077467 -0.07265175
19/05/2020 0.10022694 -0.07241901
18/05/2020 0.09601262 -0.06898145
15/05/2020 0.09629453 -0.06881986
14/05/2020 0.09238703 -0.06500414
13/05/2020 0.08899278 -0.06054557
12/05/2020 0.08978526 -0.06176429
11/05/2020 0.09033137 -0.06274950
08/05/2020 0.08883142 -0.06162305
07/05/2020 0.08996573 -0.06222906
06/05/2020 0.09055413 -0.06243029
05/05/2020 0.08731714 -0.05922214
04/05/2020 0.09608230 -0.06732180
30/04/2020 0.09932900 -0.06744492
29/04/2020 0.09893410 -0.06691302
28/04/2020 0.09919431 -0.06773572
27/04/2020 0.10101013 -0.06942948
24/04/2020 0.10288050 -0.07142954
23/04/2020 0.09895036 -0.06706094
22/04/2020 0.09848524 -0.06607742
21/04/2020 0.09237092 -0.05826727
20/04/2020 0.09505682 -0.06037991
17/04/2020 0.09257111 -0.05903288
16/04/2020 0.09122644 -0.05883166
15/04/2020 0.09623510 -0.06045819
14/04/2020 0.09699988 -0.06287673
13/04/2020 0.10224227 -0.06613157
08/04/2020 0.09777823 -0.06207926
07/04/2020 0.09884334 -0.06338908
06/04/2020 0.09044192 -0.05600211
03/04/2020 0.09048879 -0.05605635
02/04/2020 0.08108875 -0.04743280
01/04/2020 0.07680087 -0.04296269
31/03/2020 0.07473658 -0.04161559
30/03/2020 0.08159046 -0.04790216
27/03/2020 0.08245868 -0.04595644
26/03/2020 0.09317297 -0.05538848
25/03/2020 0.09616229 -0.05887018
24/03/2020 0.12608401 -0.08897056
20/03/2020 0.10013990 -0.06310214
19/03/2020 0.09270312 -0.05396634
18/03/2020 0.08151795 -0.04189890
17/03/2020 0.07610570 -0.03503997
16/03/2020 0.08038936 -0.03758043
13/03/2020 0.07976193 -0.03812134
12/03/2020 0.07746006 -0.03620972
11/03/2020 0.08762406 -0.04706649
10/03/2020 0.09018830 -0.04812170
09/03/2020 0.08903544 -0.04674462
06/03/2020 0.08187926 -0.04081075
05/03/2020 0.08219385 -0.04020862
04/03/2020 0.08224882 -0.04108090
03/03/2020 0.08248585 -0.04053361
02/03/2020 0.08404122 -0.04103074
28/02/2020 0.08169437 -0.04142345
27/02/2020 0.08072242 -0.03991904
26/02/2020 0.07858166 -0.03765163
25/02/2020 0.07682334 -0.03680474
24/02/2020 0.07766249 -0.03643875
21/02/2020 0.07922549 -0.03674969
20/02/2020 0.07826666 -0.03705475
19/02/2020 0.07799348 -0.03664566
18/02/2020 0.07702328 -0.03570697
17/02/2020 0.07666367 -0.03441595
14/02/2020 0.07682848 -0.03431993
13/02/2020 0.07620744 -0.03466600
12/02/2020 0.07605078 -0.03446754
11/02/2020 0.07679571 -0.03504890
10/02/2020 0.07726252 -0.03557168
07/02/2020 0.07731166 -0.03531975
06/02/2020 0.07600642 -0.03514186
05/02/2020 0.07882813 -0.03686461
04/02/2020 0.07819498 -0.03597535
03/02/2020 0.07644543 -0.03439630
31/01/2020 0.07788376 -0.03567280
30/01/2020 0.07668021 -0.03592036
29/01/2020 0.07763708 -0.03550793
28/01/2020 0.07910403 -0.03568396
27/01/2020 0.07885001 -0.03553775
24/01/2020 0.07834419 -0.03602753
23/01/2020 0.07896973 -0.03658715
22/01/2020 0.08023852 -0.03772657
21/01/2020 0.08110837 -0.03870751
20/01/2020 0.08145935 -0.03877253
17/01/2020 0.08118554 -0.03886732
16/01/2020 0.08237897 -0.03995329
15/01/2020 0.08204225 -0.03962477
14/01/2020 0.08145960 -0.03935944
13/01/2020 0.08143017 -0.03822186
10/01/2020 0.08146816 -0.03939385
09/01/2020 0.08249873 -0.04091257
08/01/2020 0.08421411 -0.04262144
07/01/2020 0.08411196 -0.04224983
03/01/2020 0.08326071 -0.04213154
02/01/2020 0.08486767 -0.04171339
0.77138638 -0.56467050
30/12/2019 0.08311408 -0.04129633
27/12/2019 0.08356890 -0.04127970
26/12/2019 0.08275835 -0.04124076
24/12/2019 0.07887019 -0.03759525
23/12/2019 0.08223502 -0.04030459
20/12/2019 0.08394034 -0.04139247
19/12/2019 0.08429851 -0.04190458
18/12/2019 0.08326565 -0.04078359
17/12/2019 0.08322834 -0.04035565
16/12/2019 0.08265606 -0.04010425
13/12/2019 0.08263033 -0.03954912
12/12/2019 0.08125525 -0.03817337
11/12/2019 0.08109196 -0.03808616
10/12/2019 0.08178089 -0.03861215
09/12/2019 0.08188523 -0.03924966
06/12/2019 0.08184010 -0.03807218
05/12/2019 0.08105282 -0.03843251
04/12/2019 0.08024635 -0.03821235
03/12/2019 0.08134447 -0.03981289
02/12/2019 0.08281388 -0.04042814
29/11/2019 0.08239174 -0.04008707
28/11/2019 0.08270330 -0.03994176
27/11/2019 0.08424852 -0.04164206
26/11/2019 0.08504982 -0.04217211
25/11/2019 0.08337313 -0.04035091
22/11/2019 0.08136070 -0.03873819
21/11/2019 0.08115418 -0.03832155
20/11/2019 0.08106573 -0.03802526
19/11/2019 0.08102831 -0.03829792
18/11/2019 0.08139634 -0.03823599
15/11/2019 0.08113600 -0.03810914
14/11/2019 0.08162637 -0.03848129
13/11/2019 0.08270143 -0.03927291
12/11/2019 0.08151208 -0.03796842
08/11/2019 0.08161798 -0.03806468
07/11/2019 0.08080009 -0.03752706
06/11/2019 0.07980388 -0.03660884
05/11/2019 0.07906632 -0.03639202
01/11/2019 0.07888984 -0.03607680
31/10/2019 0.07858393 -0.03585485
30/10/2019 0.07867190 -0.03579524
29/10/2019 0.07696722 -0.03441232
28/10/2019 0.07745168 -0.03501096
25/10/2019 0.07776452 -0.03540974
24/10/2019 0.07880898 -0.03641806
23/10/2019 0.07961575 -0.03721698
22/10/2019 0.07963156 -0.03741225
21/10/2019 0.07959219 -0.03732738
18/10/2019 0.07994125 -0.03782639
17/10/2019 0.08006364 -0.03765250
16/10/2019 0.08133966 -0.03878488
15/10/2019 0.08129415 -0.03834623
11/10/2019 0.08170893 -0.03854785
10/10/2019 0.08229625 -0.03924088
09/10/2019 0.08196734 -0.03899190
08/10/2019 0.08192214 -0.03894594
07/10/2019 0.08210031 -0.03930050
04/10/2019 0.08202115 -0.03938039
03/10/2019 0.08209446 -0.03952959
02/10/2019 0.08163884 -0.03888769
01/10/2019 0.08097371 -0.03847184
30/09/2019 0.08168623 -0.03907148
27/09/2019 0.08166114 -0.03907511
26/09/2019 0.08186205 -0.03952491
25/09/2019 0.08165694 -0.03926830
24/09/2019 0.08157374 -0.03919936
23/09/2019 0.08212394 -0.04050201
20/09/2019 0.08192363 -0.04040709
19/09/2019 0.08138072 -0.03978909
18/09/2019 0.08057832 -0.03919555
17/09/2019 0.08098125 -0.03932022
16/09/2019 0.08139346 -0.04018276
13/09/2019 0.08150095 -0.03983630
12/09/2019 0.08172852 -0.03982268
11/09/2019 0.08267348 -0.04030642
10/09/2019 0.08327540 -0.04039901
09/09/2019 0.08226063 -0.03951951
06/09/2019 0.08141328 -0.03881026
05/09/2019 0.08062946 -0.03764709
04/09/2019 0.08026398 -0.03751830
03/09/2019 0.08111735 -0.03835524
02/09/2019 0.08111839 -0.03803498
30/08/2019 0.07962261 -0.03689982
29/08/2019 0.08120167 -0.03868287
28/08/2019 0.08072728 -0.03808702
27/08/2019 0.07944514 -0.03663099
26/08/2019 0.07902228 -0.03593580
23/08/2019 0.07893575 -0.03629342
22/08/2019 0.08077547 -0.03715963
21/08/2019 0.07970936 -0.03626333
20/08/2019 0.07996606 -0.03641230
16/08/2019 0.08026011 -0.03728618
15/08/2019 0.08123752 -0.03830621
14/08/2019 0.08120833 -0.03841452
13/08/2019 0.08149113 -0.03862469
12/08/2019 0.08142800 -0.03874221
09/08/2019 0.08007636 -0.03778801
08/08/2019 0.07889325 -0.03711031
06/08/2019 0.07853762 -0.03688091
05/08/2019 0.07754795 -0.03620624
02/08/2019 0.07681515 -0.03560754
01/08/2019 0.07777350 -0.03704112
31/07/2019 0.07951300 -0.03828947
30/07/2019 0.08034978 -0.03919373
29/07/2019 0.08067617 -0.03916300
26/07/2019 0.08092402 -0.03926561
25/07/2019 0.08115771 -0.03962793
24/07/2019 0.08033783 -0.03921550
23/07/2019 0.08122666 -0.03968836
22/07/2019 0.08181905 -0.04039848
19/07/2019 0.08229202 -0.04102631
18/07/2019 0.08322611 -0.04201496
17/07/2019 0.08213555 -0.04083323
16/07/2019 0.08236784 -0.04117347
15/07/2019 0.08163331 -0.04057564
12/07/2019 0.08141991 -0.04079237
11/07/2019 0.08094246 -0.04013539
10/07/2019 0.08066879 -0.03966907
09/07/2019 0.08049739 -0.03972581
08/07/2019 0.08047223 -0.03929965
05/07/2019 0.08131576 -0.04029026
04/07/2019 0.07901112 -0.03802415
03/07/2019 0.07892856 -0.03797357
02/07/2019 0.08300172 -0.04150576
28/06/2019 0.08432704 -0.04302154
27/06/2019 0.08465685 -0.04357038
26/06/2019 0.08495946 -0.04410042
25/06/2019 0.08591777 -0.04508648
21/06/2019 0.08582683 -0.04560035
20/06/2019 0.08454027 -0.04471585
19/06/2019 0.08574546 -0.04571708
18/06/2019 0.08577029 -0.04561319
17/06/2019 0.08448023 -0.04441300
14/06/2019 0.08437698 -0.04322612
13/06/2019 0.08644175 -0.04547983
12/06/2019 0.08745202 -0.04649294
11/06/2019 0.08658371 -0.04544832
10/06/2019 0.08745758 -0.04581637
07/06/2019 0.08852484 -0.04634166
06/06/2019 0.08945590 -0.04706493
05/06/2019 0.08928135 -0.04730745
04/06/2019 0.08918786 -0.04726799
31/05/2019 0.08994760 -0.04788682
30/05/2019 0.09013681 -0.04789780
29/05/2019 0.09089256 -0.04879418
28/05/2019 0.09047157 -0.04860210
27/05/2019 0.09083037 -0.04889263
24/05/2019 0.09069052 -0.04923081
23/05/2019 0.09158031 -0.04959533
22/05/2019 0.09065772 -0.04874955
21/05/2019 0.09102805 -0.04904185
20/05/2019 0.09096990 -0.04906148
17/05/2019 0.09101304 -0.04924236
16/05/2019 0.09029959 -0.04836615
15/05/2019 0.08992563 -0.04801918
14/05/2019 0.08915314 -0.04702041
13/05/2019 0.08896542 -0.04680696
10/05/2019 0.08757875 -0.04563841
09/05/2019 0.08846364 -0.04651010
08/05/2019 0.08924322 -0.04745246
07/05/2019 0.08949689 -0.04767687
06/05/2019 0.08919147 -0.04748630
03/05/2019 0.08959730 -0.04792512
02/05/2019 0.08836050 -0.04680134
30/04/2019 0.08992477 -0.04840264
29/04/2019 0.09054802 -0.04891095
26/04/2019 0.08965170 -0.04862532
25/04/2019 0.08975121 -0.04794917
24/04/2019 0.08948897 -0.04761937
23/04/2019 0.08855749 -0.04657519
22/04/2019 0.08794374 -0.04602652
17/04/2019 0.08800788 -0.04624056
16/04/2019 0.08777205 -0.04555093
15/04/2019 0.08758392 -0.04513665
12/04/2019 0.08765964 -0.04507036
11/04/2019 0.08779826 -0.04535900
10/04/2019 0.08716127 -0.04498170
09/04/2019 0.08746616 -0.04493370
08/04/2019 0.08775246 -0.04548681
05/04/2019 0.08780050 -0.04578430
04/04/2019 0.08736750 -0.04536611
03/04/2019 0.08716755 -0.04505179
02/04/2019 0.08766883 -0.04537236
01/04/2019 0.08768054 -0.04548014
29/03/2019 0.08860775 -0.04629781
28/03/2019 0.08858901 -0.04644647
27/03/2019 0.08898338 -0.04688390
26/03/2019 0.08694977 -0.04472989
22/03/2019 0.08560612 -0.04380125
21/03/2019 0.08768482 -0.04517529
20/03/2019 0.08958578 -0.04742648
19/03/2019 0.08992450 -0.04773746
18/03/2019 0.09029374 -0.04809811
15/03/2019 0.09065578 -0.04838553
14/03/2019 0.09143805 -0.04927028
13/03/2019 0.09149098 -0.04900560
12/03/2019 0.09182436 -0.04904822
11/03/2019 0.09406872 -0.04965322
08/03/2019 0.09230804 -0.04982545
07/03/2019 0.09260755 -0.04982516
06/03/2019 0.09171949 -0.04922660
05/03/2019 0.09035754 -0.04737536
04/03/2019 0.09032102 -0.04739536
01/03/2019 0.09073957 -0.04787131
28/02/2019 0.09136606 -0.04777647
27/02/2019 0.09040868 -0.04695466
26/02/2019 0.09047391 -0.04694841
25/02/2019 0.09058873 -0.04722054
22/02/2019 0.09101733 -0.04764530
21/02/2019 0.09122017 -0.04766313
20/02/2019 0.09140179 -0.04778756
19/02/2019 0.09130255 -0.04788159
18/02/2019 0.09120522 -0.04770526
15/02/2019 0.09051280 -0.04718142
14/02/2019 0.09115431 -0.04766886
13/02/2019 0.09032114 -0.04689375
12/02/2019 0.09047941 -0.04677910
11/02/2019 0.09037783 -0.04654878
08/02/2019 0.08958763 -0.04590500
07/02/2019 0.08985123 -0.04586008
06/02/2019 0.08877855 -0.04500604
05/02/2019 0.08817220 -0.04443675
04/02/2019 0.08793147 -0.04406719
01/02/2019 0.09011808 -0.04581219
31/01/2019 0.08929584 -0.04560747
30/01/2019 0.09033153 -0.04633288
29/01/2019 0.08999121 -0.04619771
28/01/2019 0.08968296 -0.04611598
25/01/2019 0.08883320 -0.04537535
24/01/2019 0.08808033 -0.04449483
23/01/2019 0.08804638 -0.04455159
22/01/2019 0.08746459 -0.04392690
21/01/2019 0.08876278 -0.04487395
18/01/2019 0.08765715 -0.04408895
17/01/2019 0.08820117 -0.04462338
16/01/2019 0.08731009 -0.04344529
15/01/2019 0.08718611 -0.04342268
14/01/2019 0.08750819 -0.04377663
11/01/2019 0.08735712 -0.04364576
10/01/2019 0.08738573 -0.04340652
09/01/2019 0.08839568 -0.04410402
08/01/2019 0.08912703 -0.04448478
04/01/2019 0.08918940 -0.04442856
03/01/2019 0.08833484 -0.04362563
02/01/2019 0.08742219 -0.04311052

Fuente: SEN y MEC, con cálculos Banco de la República.

Notas:
B0: se interpreta como los niveles a largo plazo de las tasas de interés.
B1: es el componente a corto plazo.
B2: es el componente a mediano plazo.
Tau: Es el factor de disminución: los valores pequeños producen una disminución lenta y pueden ajustarse mejor a la curva
Las tasas cero cupon son calculadas a partir de la información de los precios de mercado de los TES en pesos, utilizando e
Observación: Esta información es de uso interno y su fin no es la valoración, en cuyo caso aconsejamos referirse a la información de lo

Banco de la República - Gerencia Técnica - información extraída de la bodega de datos -Serankua- el 14/02/2021 21:15:45
B2 Tau
-0.01753094 3.7
-0.01710626 3.7
-0.01868479 3.7
-0.01558459 3.7
-0.02224843 3.7
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-0.05139429 3.7
-0.05463814 3.7
-0.04810073 3.7
-0.04785833 3.7
-0.04901572 3.7
-0.04686966 3.7
-0.04892923 3.7
-0.05155054 3.7
-0.05315797 3.7
-0.05165634 3.7
-0.05742606 3.7
-0.05622881 3.7
-0.05860283 3.7
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-0.04923896 3.7
-0.04817301 3.7
-0.05303097 3.7
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0.00284829 3.7
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0.05813015 3.7
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lenta y pueden ajustarse mejor a la curva en vencimientos largos, mientras que los valores grandes producen una disminución rápida y pueden ajusta
mercado de los TES en pesos, utilizando el modelo de Nelson & Siegel.
onsejamos referirse a la información de los proveedores de precios disponibles en el mercado.

nkua- el 14/02/2021 21:15:45


minución rápida y pueden ajustarse mejor a la curva en vencimientos cortos.