AFIA — Autonomous Fixed Income Analyst

  ⚠ Running from file:// — Chrome blocks all network requests from local files. 
  Fix: open PowerShell, run cd C:\Users\Jaime\dardo ; py -m http.server 8080 
  then open http://localhost:8080/afia_v5.html
   · 

Anthropic Key Proxy URL Banxico Token FRED Key

BANXICO—

TIIE FONDEO—

TIIE 28d—

FED FUNDS—

ECB DEPO—

USD/MXN—

EUR/USD—

USD/JPY—

GBP/USD—

USD/BRL—

Valmer—

Morning Brief

          Mexican Fixed Income · —
        

—

Loading today's brief…

01 · YIELD CURVES

—

CURVES M-BONO TIIE OIS UST UDIBONO NSS FIT | COMPARE vs

02 · MX M-BONO YIELD CURVE · TV=M, Emisora=BONOS vector_precios.csv

—

MATURITY	SERIE	DÍAS	COUPON	CLEAN	DIRTY	YTM Valmer	Δ YTM	DUR	CONVEX
Press LOAD LIVE DATA or DEMO MODE

03 · TIIE IRS MXN SWAPS IRS_MXN_CURVE.csv

—

TENOR	SWAP RATE	Δ	SOURCE
Loading IRS data…

04 · REAL RATES & BREAKEVEN INFLATION · Udibonos vs M-Bonos · ((1+nom)/(1+real))-1

—

EX-POST REAL RATE

—

EX-ANTE REAL RATE

—

BANXICO PROJECTIONS

—

TENOR	UDIBONO	REAL YLD	Δ REAL	M-BONO	BREAKEVEN	Δ BE	vs CPI	vs TARGET
Load live data to compute breakevens

05 · BANXICO MEETING PRICING · OIS methodology · TIIEF1D curve

—

MEETING	DAYS	CUP	OIS RATE	FWD RATE	Δ PER MTG	Δ vs TODAY	PROB HIKE	PROB CUT	PROB HOLD
Load live data to compute meeting pricing

OIS CURVE PRICING SUMMARY

—

M-BONO TERM PREMIUM

—

06 · CURVE ANALYSIS · slopes · butterfly · carry · spreads · RV heatmap

—

Load data to compute curve metrics

↳ RELATIVE VALUE SIGNALS from live YTMs

Load data to generate signals

06b · M-BONO SPREAD ANALYSIS · all pairwise z-scores · click any cell for detail

—

Load live data to compute pairwise spreads

07 · MACRO REPORT · Claude API

—

Enter Anthropic key and press GENERATE

08 · TRADE BLOTTER · local · A/360 cashflow accounting

—

Loading bond data…