| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2023-11-04 | 100.00 | 100.00 | 2.52 | 0.00 | 2.52 |
| 2024-05-04 | 100.00 | 100.00 | 2.49 | 0.00 | 2.49 |
| 2024-11-04 | 100.00 | 100.00 | 2.52 | 0.00 | 2.52 |
| 2025-05-04 | 100.00 | 100.00 | 2.47 | 0.00 | 2.47 |
| 2025-11-04 | 0.00 | 0.00 | 2.52 | 100.00 | 102.52 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | MGCHD | Valor Tecnico | 100.08 | Semana TIR | -23.85% |
| Emisor | Pampa Energia S.A.Pampa Energia S.A. | Valor Residual | 100.00% | Mes TIR | 38.64% |
| Tipo | Corporativo | Paridad | 99.52% | Semestre TIR | 103.33% |
| País | Argentina | TIR | 6.10% | 1ero Enero TIR | 61.38% |
| Mercado | BYMA | Macaulay Dur. | 0.49 | Año TIR | 24.74% |
| Moneda | USD | Modified Dur. | 0.46 | Semana Precio | -1.39% |
| Fecha/Hora | 2025-05-09 16:56:31 | Effective Dur. | 0.03 | Mes Precio | -2.83% |
| Volumen | 45762 | Convexidad | 0.64 | Semestre Precio | -2.35% |
| Precio | 99.60 | Int. Corrido | 0.08 | 1ero Enero Precio | -2.16% |
| Variación | -0.40% | Cupon | 102.52 | Año Precio | -0.70% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 109.56 | 10.00% | -12.74 | -308.85% |
| 108.56 | 9.00% | -11.09 | -281.80% |
| 107.57 | 8.00% | -9.39 | -253.99% |
| 106.57 | 7.00% | -7.65 | -225.38% |
| 105.58 | 6.00% | -5.85 | -195.96% |
| 104.58 | 5.00% | -4.01 | -165.66% |
| 103.58 | 4.00% | -2.10 | -134.48% |
| 102.59 | 3.00% | -0.14 | -102.37% |
| 101.59 | 2.00% | 1.87 | -69.28% |
| 100.60 | 1.00% | 3.95 | -35.21% |
| 99.60 | 0.00% | 6.10 | 0.00% |
| 98.60 | -1.00% | 8.30 | 36.14% |
| 97.61 | -2.00% | 10.58 | 73.49% |
| 96.61 | -3.00% | 12.93 | 112.01% |
| 95.62 | -4.00% | 15.36 | 151.78% |
| 94.62 | -5.00% | 17.86 | 192.82% |
| 93.62 | -6.00% | 20.45 | 235.22% |
| 92.63 | -7.00% | 23.12 | 278.99% |
| 91.63 | -8.00% | 25.88 | 324.24% |
| 90.64 | -9.00% | 28.73 | 371.00% |
| 89.64 | -10.00% | 31.68 | 419.37% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 6.65 | 9.00% | 99.35 | -0.25% |
| 6.59 | 8.00% | 99.37 | -0.23% |
| 6.53 | 7.00% | 99.40 | -0.20% |
| 6.47 | 6.00% | 99.43 | -0.17% |
| 6.40 | 5.00% | 99.46 | -0.14% |
| 6.34 | 4.00% | 99.49 | -0.11% |
| 6.28 | 3.00% | 99.51 | -0.09% |
| 6.22 | 2.00% | 99.54 | -0.06% |
| 6.16 | 1.00% | 99.57 | -0.03% |
| 6.10 | 0.00% | 99.60 | 0.00% |
| 6.04 | -1.00% | 99.63 | 0.03% |
| 5.98 | -2.00% | 99.65 | 0.05% |
| 5.92 | -3.00% | 99.68 | 0.08% |
| 5.86 | -4.00% | 99.71 | 0.11% |
| 5.79 | -5.00% | 99.74 | 0.14% |
| 5.73 | -6.00% | 99.77 | 0.17% |
| 5.67 | -7.00% | 99.79 | 0.19% |
| 5.61 | -8.00% | 99.82 | 0.22% |
| 5.55 | -9.00% | 99.85 | 0.25% |
| Desarrollo TIR 6.10% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-11-04 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0499 x (184/365)) x 100.00% x 100.00]/[(1+6.10)^(178/365)] | 2.44 | i |
| 2025-11-04 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+6.10)^(178/365)] | 97.15 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-10 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0.0499 x (184/365)) x 1.00 x 1 x 100.00 x (6/184) | 0.08 |
| Desarrollo Duracion Macaulay | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Fecha | Per. Ponderados Formula | Per. Pond. Operacion | Periodos Ponderados | Factor Formula | Factor Operacion | Factor | Factor/Precio | Factor/Precio x Num. Periodos | Cap. o Int. | |
| 2025-11-04 | (Dias para cupon / Dias Año) | (178 / 365) | 0.49 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+6.10)^(178/365)]+[(0.0499 x (184/365)) x 100.00% x 100.00]/[(1+6.10)^(178/365)] | 99.60 | 1.00 | 0.49 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.49 | 0.49 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.49)/(1 + 6.10/100) | 0.46 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (99.57 - 99.63 )/( 2 x 99.6 x 0.01) | 0.03 |
| Desarrollo Convexidad Suma Factores | ||||||||
|---|---|---|---|---|---|---|---|---|
| Fecha | Formula n2+n | Operacion n2+n | Factor n2+n | Formula VAN | Operacion VAN | Factor VAN | Formula n2+n X Factor VAN | Cap. o Int. |
| 2025-11-04 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (178 / 365) ^ 2 + (178 / 365) | 0.73 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+6.10)^(178/365)]+[(0.0499 x (184/365)) x 100.00% x 100.00]/[(1+6.10)^(178/365)] | 99.60 | 72.26 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [99.6 x ((1 + 6.0956875000001) ^ 2)]] x 72.26] | 0.64 |
| F. de Emision | 2023-05-04 | ||
| F. de Vencimiento | 2025-11-04 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | El capital de las Obligaciones Negociables Clase 16 será amortizado en un único pago en la Fecha de Vencimiento. | ||
| Interes | Tasa Aplicable: 4,99% | ||
| Frecuencia | 4 de noviembre de 2023, 4 de mayo de 2024, 4 de noviembre de 2024, 4 de mayo de 2025 y 4 de noviembre de 2025. | ||
| ISIN | ARPAMP5600I3 |