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Wednesday, May 14, 2014

Mexico Currency Volatility Declines to Lowest Level Since 2008

Mexico’s peso volatility dropped to its lowest level since September 2008 as investors awaited further evidence that Latin America’s second-biggest economy is picking up momentum.

Three-month historical volatility, a measure of the peso’s fluctuations, dropped for a 21st straight day, falling to 6.95 percent at 10:46 a.m. in Mexico City, according to data compiled by Bloomberg. The stretch of decreases is the longest since September 2012.

The currency was little changed at 12.9515 per U.S. dollar. While a report today showing that Mexico’s manufacturing rose at the fastest pace in two years is a positive sign, traders are still waiting for more evidence of a recovery, according to Roberto Galvan, a trader at Intercam Casa de Bolsa SA.

Finance Minister Luis Videgaray is trying to convince investors that constitutional changes opening Mexico’s energy industry will spur a rebound in the economy, which last year grew at the slowest pace since 2009.

“We hope that the finance minister is right,” Galvan said in a telephone interview from Mexico City. “The vast majority of market participants see a stronger peso, but it hasn’t solidified.”

The yield on peso securities maturing in 2024 climbed two basis points, or 0.02 percentage point, to 6 percent. The price fell 0.24 centavo to 131.26 centavos per peso.

The national statistics agency reported today that Mexico’s manufacturing production rose 6.8 percent in March from a year earlier, the biggest increase since since February 2012. The median forecast of economists surveyed by Bloomberg was for a 5.5 percent increase.

bloomberg.com

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