PN01660XM

Cotizaciones de
productos (promedio del
FECHA TRM
periodo) - Petróleo - WTI
(US$ por barriles)
2005-01 2,362.96 46.9119047619048
2005-02 2,340.49 48.164
2005-03 2,353.71 53.9882608695652
160
2005-04 2,350.01 52.9790476190476
2005-05 2,339.22 49.9163636363636 140
2005-06 2,331.79 56.3868181818182
120
2005-07 2,323.38 59.0080952380952
2005-08 2,306.19 64.9852173913043 100
2005-09 2,294.52 65.6468181818182
80
2005-10 2,292.55 62.2390476190476
2005-11 2,279.85 58.3181818181818 60
2005-12 2,278.91 59.3622727272727
40
2006-01 2,273.66 65.21
2006-02 2,256.24 61.5375 20
2006-03 2,262.36 62.6852173913044
0
2006-04 2,334.29 69.448
01 05 09 01 05 09
2006-05 2,417.99 70.8660869565217 05- 05- 05- 06- 06- 06-
20 20 20 20 20 20 20
2006-06 2,542.24 70.9509090909091
2006-07 2,511.74 74.357619047619
2006-08 2,389.65 73.0430434782609
2006-09 2,398.88 64.0571428571429
2006-10 2,364.29 58.8931818181818
2006-11 2,290.46 58.9481818181818
2006-12 2,261.34 61.9519047619047
2007-01 2,237.06 54.7147826086957
2007-02 2,227.63 59.284
2007-03 2,201.39 60.4418181818182
2007-04 2,144.60 63.9904761904762
2007-05 2,007.91 63.5039130434783
2007-06 1,923.76 67.4890476190476
2007-07 1,950.87 73.9945454545455
2007-08 2,058.28 72.3560869565217
2007-09 2,117.05 79.618
2007-10 2,003.26 85.7986956521739
2007-11 2,047.72 94.945
2007-12 2,014.20 91.7971428571429
2008-01 1,980.59 92.9947826086956
2008-02 1,903.27 95.3947619047619
2008-03 1,846.90 105.316666666667
2008-04 1,796.13 112.580454545455
2008-05 1,778.01 125.678636363636
2008-06 1,712.28 133.88
2008-07 1,783.09 133.89
2008-08 1,844.29 116.676904761905
2008-09 2,066.04 104.5575
2008-10 2,289.17 76.6208695652174
2008-11 2,329.16 57.163
2008-12 2,252.72 40.7326086956522
2009-01 2,252.98 41.5536363636364
2009-02 2,513.74 39.0145
2009-03 2,477.21 47.9404545454545
2009-04 2,379.36 49.7645454545454
2009-05 2,229.95 59.1295238095238
2009-06 2,090.04 69.6413636363636
2009-07 2,052.68 64.2621739130435
2009-08 2,018.97 71.0447619047619
2009-09 1,980.77 69.3418181818182
2009-10 1,904.86 75.7154545454545
2009-11 1,973.57 77.9561904761905
2009-12 2,017.05 74.5726086956522
2010-01 1,978.19 78.3590476190476
2010-02 1,952.89 76.2735
2010-03 1,909.10 81.2034782608696
2010-04 1,940.36 84.3131818181818
2010-05 1,984.36 73.7566666666667
2010-06 1,925.90 75.3359090909091
2010-07 1,874.52 76.1259090909091
2010-08 1,819.06 76.5990909090909
2010-09 1,805.60 75.2090909090909
2010-10 1,808.46 81.8928571428572
2010-11 1,863.67 84.2054545454545
2010-12 1,925.86 89.2195652173913
2011-01 1,866.64 89.2828571428571
2011-02 1,882.61 88.401
2011-03 1,884.38 102.85652173913
2011-04 1,812.77 109.636666666667
2011-05 1,801.65 100.885909090909
2011-06 1,782.54 96.2640909090909
2011-07 1,761.75 97.1847619047619
2011-08 1,785.04 86.3234782608696
2011-09 1,836.15 85.6015909090909
2011-10 1,910.38 86.3090476190476
2011-11 1,918.21 97.1295454545455
2011-12 1,934.08 98.62
2012-01 1,852.12 100.135909090909
2012-02 1,783.56 102.258095238095
2012-03 1,766.34 106.157727272727
2012-04 1,775.06 103.319523809524
2012-05 1,793.28 94.48
2012-06 1,792.63 82.3033333333333
2012-07 1,784.43 87.8881818181818
2012-08 1,806.34 94.1313043478261
2012-09 1,803.18 94.6125
2012-10 1,804.97 89.4913043478261
2012-11 1,820.29 86.6231818181818
2012-12 1,793.94 87.88
2013-01 1,770.01 94.6665217391304
2013-02 1,791.48 95.341
2013-03 1,809.89 93.1433333333333
2013-04 1,829.96 92.0213636363636
2013-05 1,850.12 94.4804347826087
2013-06 1,909.50 95.7725
2013-07 1,900.59 104.551304347826
2013-08 1,903.66 106.572727272727
2013-09 1,919.40 106.37
2013-10 1,885.91 100.538260869565
2013-11 1,922.14 93.8214285714286
2013-12 1,934.08 97.8972727272727
2014-01 1,960.41 94.9908695652174
2014-02 2,040.51 100.747
2014-03 2,022.19 100.60380952381
2014-04 1,939.27 102.132272727273
2014-05 1,915.46 102.003181818182
2014-06 1,888.10 105.23
2014-07 1,858.40 102.948260869565
2014-08 1,899.07 96.5361904761905
2014-09 1,971.34 93.4231818181818
2014-10 2,047.03 84.3969565217391
2014-11 2,127.25 75.685
2014-12 2,344.23 59.134347826087
2015-01 2,397.69 47.5290909090909
2015-02 2,420.38 50.688
2015-03 2,586.58 47.8236363636364
2015-04 2,495.36 54.2109090909091
 2015-05 2,439.09 59.2466666666667
2015-06 2,554.94 59.8195454545454
2015-07 2,731.90 51.1630434782609
2015-08 3,023.29 42.8676190476191
2015-09 3,073.12 45.5040909090909
2015-10 2,937.85 46.2236363636364
2015-11 2,996.67 42.3852380952381
2015-12 3,244.51 37.2073913043478
2016-01 3,284.03 31.8361904761905
2016-02 3,357.50 30.2752380952381
2016-03 3,145.26 37.8173913043478
2016-04 2,998.71 40.9580952380952
2016-05 2,988.38 46.8327272727273
2016-06 2,991.68 48.7572727272727
2016-07 2,963.99 44.8595238095238
2016-08 2,963.82 44.724347826087
2016-09 2,921.15 45.1640909090909
2016-10 2,932.61 49.8457142857143
2016-11 3,106.40 45.7090909090909
2016-12 3,009.53 51.9722727272727
2017-01 2,944.65 52.5540909090909
2017-02 2,881.68 53.4655
2017-03 2,943.49 49.3278260869565
2017-04 2,873.55 51.1855
2017-05 2,924.00 48.524347826087
2017-06 2,958.36 45.1777272727273
2017-07 3,038.76 46.572380952381
2017-08 2,972.62 48.0369565217391
2017-09 2,918.49 49.7028571428571
2017-10 2,955.06 51.5777272727273
2017-11 3,013.17 56.6631818181818
2017-12 2,991.42 57.8990476190476

TRM $ PETROLEO
VARIANZA 189132.124467 519.809884478464
DESVIACION 434.893233412 22.7993395623308
COVARINAZA -8251.73879502534
CORRELACION -0.832224611082428
 TRM VS WTI 2005M1 - 2017:M12
160 4,000.00

140 3,500.00

120 3,000.00

100 2,500.00

80 2,000.00

60 1,500.00

40 1,000.00

20 500.00

0 0.00
01 05 09 01 05 09 01 05 09 01 05 09 01 05 09 01 05 09 01 05 09 01 05 09 01 05 09 01 05 09 01 05 09 01 05 09 01 05 09
05- 05- 05- 06- 06- 06- 07- 07- 07- 08- 08- 08- 09- 09- 09- 10- 10- 10- 11- 11- 11- 12- 12- 12- 13- 13- 13- 14- 14- 14- 15- 15- 15- 16- 16- 16- 17- 17- 17-
20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20

Cotizaciones de productos (promedio del periodo) - Petróleo - WTI (US$ por barriles)
TRM

Cotizaciones de productos (promedio del periodo) - Petróleo - WTI (US$

por barriles) 2005:M1 - 2007:M12
160

140

120

100

80

60

40

20

0
01 06 11 04 09 02 07 12 05 10 03 08 01 06 11 04 09 02 07 12 05 10 03 08 01 06 11 04 09 02 07 12
05- 05- 05- 06- 06- 07- 07- 07- 08- 08- 09- 09- 10- 10- 10- 11- 11- 12- 12- 12- 13- 13- 14- 14- 15- 15- 15- 16- 16- 17- 17- 17-
20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20
4,000.00

3,500.00

3,000.00

2,500.00

2,000.00

1,500.00

1,000.00

500.00

0.00
 4,000.00 TRM 2005:M1 - TRM2017:M12
3,500.00 4,000.00

3,500.00
3,000.00
3,000.00
2,500.00
2,500.00
2,000.00
2,000.00
1,500.00 1,500.00

1,000.00 1,000.00

500.00 500.00

0.00
0.00
1 7 1 7 1 7 1 7 1 7 1 7 1 7 1 7 1 7 1 7 1 7 1 7 1 7
5 9 1 5 9 -0 -0 -0 -0 -0 -0 -0 -0 -0 -0 -0 -0 -0 -0 -0 -0 -0 -0 -0 -0 -0 -0 -0 -0 -0 -0
-0 6-0 7-0 7-0 7-0 005 005 006 006 007 007 008 008 009 009 010 010 011 011 012 012 013 013 014 014 015 015 016 016 017 017
1 1 1 1 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2
20 20 20 20

WTI (US$

6 1 4 9 2 7 2
-0 5-1 6-0 6-0 7-0 7-0 7-1
1 1 1 1 1 1
20 20 20 20 20 20
4,000.00

3,500.00

3,000.00

2,500.00

2,000.00

1,500.00

1,000.00

500.00

0.00
2

01 -07 -01 -07 -01 -07 -01 -07

14 15 15 16 16 17 17
20 20 20 20 20 20 20
 FECHA TRM WTI
2020-01 3,317.37 57.7213043478261
2020-02 3,408.24 50.617
2020-03 3,870.01 29.2077272727273
2020-04 3,986.56 16.8363636363636 6,000.00
2020-05 3,863.34 28.7971428571429
5,000.00
2020-06 3,693.00 38.3072727272727
2020-07 3,660.60 40.704347826087 4,000.00

2020-08 3,788.10 42.3390476190476 3,000.00

2020-09 3,749.86 39.6368181818182
2,000.00
2020-10 3,833.06 39.3959090909091
2020-11 3,680.67 41.3795238095238 1,000.00

2020-12 3,468.50 47.0752173913043 0.00

2021-01 3,494.53 51.8457142857143 01 03 0
20- 20- 20-
2021-02 3,552.43 59.069 20 20 20 2
2021-03 3,617.00 62.3330434782609
2021-04 3,651.85 61.7027272727273
2021-05 3,741.96 65.2238095238095
2021-06 3,693.00 71.3781818181818
2021-07 3,832.24 72.6163636363636 T
2021-08 3,887.68 67.7304545454545
6,000.00
2021-09 3,820.28 71.5413636363636
2021-10 3,771.68 81.4766666666667 5,000.00

2021-11 3,900.51 79.0722727272727 4,000.00

2021-12 3,967.77 71.8065217391304
3,000.00
2022-01 4,000.72 83.2504761904762
2022-02 3,938.36 91.622 2,000.00

2022-03 3,805.52 108.502608695652 1,000.00

2022-04 3,796.39 102.018571428571 0.00
2022-05 4,027.60 109.798181818182 1 3 5
-0 -0 -0
2022-06 3,922.50 114.629545454545 020 020 020 02
2 2 2 2
2022-07 4,394.01 102.032380952381
2022-08 4,326.77 93.6591304347826
2022-09 4,437.31 84.3959090909091
2022-10 4,714.96 87.5547619047619
2022-11 4,922.30 84.0777272727273
2022-12 4,787.89 76.5795454545455

TRM WTI
VARIANZA 135779.447031349 634.340856844057
DESVIACION 368.482627855574 25.1861242918409
COVARIANZA 3936.99400917096
CORRELACION 0.424215364350362
 TRM VS WTI 2020M1 - 2022M12
6,000.00 140

5,000.00 120

100
4,000.00
80
3,000.00
60
2,000.00
40
1,000.00 20

0.00 0
01 03 05 07 09 11 01 03 05 07 09 11 01 03 05 07 09 11
20- 20- 20- 20- 20- 20- 21- 21- 21- 21- 21- 21- 22- 22- 22- 22- 22- 22-
20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20

TRM WTI

TRM 2020M1 - 2022M

6,000.00

5,000.00

4,000.00

3,000.00

2,000.00

1,000.00

0.00
1 3 5 7 9 1 1 3 5 7 9 1 1 3 5 7 9 1
-0 -0 -0 -0 -0 -1 -0 -0 -0 -0 -0 -1 -0 -0 -0 -0 -0 -1
020 020 020 020 020 020 021 021 021 021 021 021 022 022 022 022 022 022
2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2