It is very important to study the occurrence of high levels of particulate matter due to the potential harm to people's health and to the environment. In the present work we use a non-homogeneous Poisson model to analyse the rate of exceedances of particulate matter with diameter smaller that 2.5 microns (PM2.5). Models with and without change-points are considered and they are applied to data from Bogota, Colombia, and Mexico City, Mexico. Results show that whereas in Bogota larger particles pose a more serious problem, in Mexico City, even though nowadays levels are more controlled, in the recent past PM2.5 were the ones causing serious problems.