Formato 468: Colombian Pension Fund Foreign Exchange Forward and Swap Contracts

Data on foreign exchange forward and swap contracts held by Colombian mandatory pension and severance funds, as reported by their managing companies. The dataset includes columns for contract details, valuations, and fund classifications. It is published by datos.gov.co and was last updated on 2026-05-18.

Use Cases

• Analyzing currency risk exposure by fund type using Codigo Patrimonio, Cod_Moneda_Vendida, and Codigo_Moneda_Comprada.
• Valuing derivative portfolios by comparing Valor_Razonable, Valor_Sin_CVA_DVA, and CVA_DVA across different entities.
• Modeling contract maturity profiles and interest rate sensitivity using Fecha_Cel_Contrato, Fecha_Vcto_Contrato, and Tasa_Cambio_Pactada.
• Classifying fund holdings and investment strategies using Tipo Patrimonio, SubTipo Patrimonio, and Nombre.

Strengths

• Contains detailed contract-level financial data with over 20 columns, including fair value, notional amounts, and risk adjustments.
• Explicitly categorizes funds by risk profile (e.g., Conservador, Mayor Riesgo) and type (Pensiones Obligatorias, Cesantías).
• Published in multiple machine-readable formats (CSV, JSON, XML, RDF) via the Socrata platform.

Limitations

• Row count and total dataset size are unknown, which may limit suitability assessment for large-scale analysis.
• Description metadata is limited; actual data quality and completeness require manual inspection after download.

Provenance

Source

www.datos.gov.co

Collection Method

Regulatory reporting by Sociedades Administradoras de Fondos de Pensiones y de Cesantías (Pension and Severance Fund Management Companies).

Freshness

Last updated 2026-05-18 17:17:07; freshness should be verified.

Geography

Colombia