Mexican society is united in outrage over the crisis, which caused a sharp decline in the value of the peso, and President Ernesto Zedillo's subsequent austerity measures.
About 500 demonstrators, organised by women from the capital's ritzy Lomas de Chapultepec neighbourhood, broke past lines of riot police armed with clubs five times on Thursday to reach the presidential residence and deliver a letter.
Several women were slightly injured. "Don't beat us! We are human beings like yourselves!" some of the protesters yelled.
The letter demanded an investigation to determine who was responsible for the crisis and complained that the austerity measures "seem to be a mockery, because they demand new sacrifices from us everyday citizens, sacrifices that for many will mean hunger, cold and unemployment".
The larger protest, on Thursday night, was led by leaders of the leftist Democratic Revolutionary Party, who marched with the actress Ofelia Medina, the human-rights activist Rosario Ibarra de Piedra, and a neighbourhood activist called Superbarrio.
Chanting "No to austerity," they marched 20 blocks from Mexico's monument to independence to the giant plaza outside the presidential palace.
The price of milk went up 15 per cent this week. Petrol, cooking gas, electricity and telephone rates also shot up.
The crisis erupted on 20 December, barely three weeks after President Zedillo was sworn in for his first six-year term.
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