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Anexo 5 – Títulos de Dívida emitidos pelo Governo México
Descrição Data de Vencimento ISIN (Código) Cupom Moeda de emissão Data de emissão Tipo de emissão
MEXICO 9.87500 15/01/07 15 - 01 - 2007 US593048BB61 9.875% USD 14 - 01 - 1997 Global
MEXICO 9.87500 01/02/10 01 - 02 - 2010 US91086QAD07 9.875% USD 28 - 01 - 2000 Euronote
MEXICO FRN CREDIT L VAR 27/02/13 27 - 02 - 2013 XS0164673757 Variável USD 06 - 03 - 2003 Euronote
MEXICO 11.3750 15/09/16 15 - 09 - 2016 US593048BA88 11.375% USD 24 - 09 - 1996 Global
MEXICO 8.12500 30/12/19 30 - 12 - 2019 US593048BN00 8.125% USD 30 - 03 - 2001 Global
MEXICO 11.5000 15/05/26 15 - 05 - 2026 US593048AX90 11.500% USD 07 - 05 - 1996 Global
Fonte: Euroclear Bank
Anexo 6 – Retornos históricos de títulos de dívida emitidos pelo Governo Americano
US912810DP04 US9128277B27 US9128277L09 US912828AJ96 US912828AP56 US912828AU42 US912828BA78
Date Retorno Retorno Retorno Retorno Retorno Retorno Retorno
09 - 01 - 2004 4,1850 3,7120 3,8160 3,8960 3,9280 3,9570 3,9310
16 - 01 - 2004 4,1260 3,6770 3,7700 3,8480 3,8850 3,9080 3,8660
23 - 01 - 2004 4,1700 3,7200 3,8180 3,8960 3,9340 3,9620 3,9260
30 - 01 - 2004 4,2360 3,8000 3,8930 3,9700 4,0040 4,0330 4,0090
06 - 02 - 2004 4,1880 3,7310 3,8300 3,9070 3,9400 3,9680 3,9490
13 - 02 - 2004 4,1290 3,6430 3,7460 3,8320 3,8720 3,9020 3,8900
20 - 02 - 2004 4,1790 3,7100 3,8060 3,8880 3,9200 3,9540 3,9240
27 - 02 - 2004 4,0560 3,5740 3,6770 3,7620 3,7910 3,8330 3,8130
05 - 03 - 2004 3,9340 3,4410 3,5480 3,6320 3,6650 3,6990 3,7030
12 - 03 - 2004 3,8560 3,3560 3,4610 3,5530 3,5890 3,6270 3,6410
19 - 03 - 2004 3,8430 3,3660 3,4690 3,5530 3,5890 3,6260 3,6410
26 - 03 - 2004 3,9060 3,4230 3,5270 3,6120 3,6460 3,6830 3,6960
02 - 04 - 2004 4,2220 3,7620 3,8610 3,9430 3,9710 4,0120 4,0110
09 - 04 - 2004 4,2700 3,8160 3,9200 4,0030 4,0320 4,0700 4,0580
16 - 04 - 2004 4,4360 3,9700 4,0700 4,1570 4,1860 4,2250 4,2010
23 - 04 - 2004 4,5640 4,1340 4,2270 4,3020 4,3220 4,3620 4,3430
30 - 04 - 2004 4,6110 4,1730 4,2720 4,3470 4,3690 4,4020 4,3880
07 - 05 - 2004 4,8770 4,4750 4,5650 4,6380 4,6530 4,6860 4,6760
14 - 05 - 2004 4,8690 4,4290 4,5190 4,5920 4,6200 4,6580 4,6660
21 - 05 - 2004 4,8550 4,4180 4,5110 4,5880 4,6070 4,6460 4,6340
28 - 05 - 2004 4,7420 4,3290 4,4250 4,4980 4,5200 4,5520 4,5470
04 - 06 - 2004 4,8650 4,4550 4,5430 4,6120 4,6300 4,6650 4,6540
11 - 06 - 2004
4,8900 4,4770 4,5620 4,6340 4,6490 4,6870 4,6850
18 - 06 - 2004 4,7930 4,3830 4,4700 4,5390 4,5550 4,5900 4,5980
25 - 06 - 2004 4,7250 4,3010 4,3900 4,4620 4,4780 4,5190 4,5260
02 - 07 - 2004 4,5250 4,0970 4,1900 4,2660 4,2820 4,3240 4,3340
09 - 07 - 2004 4,5290 4,0960 4,1930 4,2690 4,2890 4,3270 4,3330
16 - 07 - 2004 4,4260 3,9920 4,0900 4,1650 4,1830 4,2210 4,2280
23 - 07 - 2004 4,5080 4,1040 4,1930 4,2610 4,2740 4,3110 4,3110
30 - 07 - 2004 4,5460 4,1220 4,2130 4,2870 4,3050 4,3460 4,3520
06 - 08 - 2004 4,2820 3,8420 3,9350 4,0140 4,0350 4,0760 4,0880
13 - 08 - 2004 4,2900 3,8490 3,9450 4,0220 4,0420 4,0790 4,0810
20 - 08 - 2004 4,2880 3,8470 3,9500 4,0280 4,0380 4,0820 4,0860
27 - 08 - 2004 4,2830 3,8490
3,9460 4,0230 4,0330 4,0770 4,0800
03 - 09 - 2004 4,3500 3,9180 4,0100 4,0770 4,0970 4,1310 4,1340
10 - 09 - 2004 4,2420 3,7860 3,8800 3,9570 3,9770 4,0140 4,0200
17 - 09 - 2004 4,1580 3,7160 3,8070 3,8770 3,8980 3,9360 3,9400
24 - 09 - 2004 4,0760 3,6590 3,7460 3,8170 3,8280 3,8610 3,8650
01 - 10 - 2004 4,2350 3,8170 3,9040 3,9780 3,9970 4,0280 4,0270
08 - 10 - 2004 4,1830 3,7740 3,8570 3,9260 3,9450 3,9830 3,9840
15 - 10 - 2004 4,0960 3,6840 3,7650 3,8410 3,8630 3,9030 3,9040
22 - 10 - 2004 4,0230 3,6180 3,6940 3,7690 3,7890 3,8190 3,8280
29 - 10 - 2004 4,0600 3,6470 3,7290 3,8040 3,8270 3,8590 3,8590
05 - 11 - 2004 4,2050 3,8180 3,9010 3,9690 3,9880 4,0290 4,0250
12 - 11 - 2004 4,2110 3,8260 3,9060 3,9730
3,9910 4,0310 4,0280
19 - 11 - 2004 4,2370 3,8710 3,9400 4,0040 4,0180 4,0540 4,0490
26 - 11 - 2004 4,2610 3,9180 3,9910 4,0530 4,0670 4,0980 4,0940
03 - 12 - 2004 4,2830 3,8890 3,9700 4,0410 4,0530 4,0960 4,0950
10 - 12 - 2004 4,1690 3,7910 3,8680 3,9340 3,9560 3,9990 3,9950
17 - 12 - 2004 4,2230 3,8450 3,9200 3,9780 4,0000 4,0380 4,0400
24 - 12 - 2004 4,2250 3,8500 3,9320 3,9980 4,0130 4,0560 4,0550
31 - 12 - 2004 4,2270 3,8810 3,9450 4,0070 4,0200 4,0680 4,0620
média 4,3205 3,8919 3,9830 4,0577 4,0801 4,1168 4,1129
desvio
adrão 0,2747 0,2861 0,2843 0,2818 0,2780 0,2786 0,2785
Fonte: Bloomberg Financial Markets