| 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 | 101.72 | Semana TIR | -25.98% |
| Emisor | Pampa Energia S.A.Pampa Energia S.A. | Valor Residual | 100.00% | Mes TIR | -52.68% |
| Tipo | Corporativo | Paridad | 102.44% | Semestre TIR | -58.41% |
| País | Argentina | TIR | 2.82% | 1ero Enero TIR | -48.63% |
| Mercado | BYMA | Macaulay Dur. | 1.12 | Año TIR | -37.46% |
| Moneda | USD | Modified Dur. | 1.09 | Semana Precio | 1.17% |
| Fecha/Hora | 2024-09-06 16:43:59 | Effective Dur. | 0.03 | Mes Precio | 3.94% |
| Volumen | 58742 | Convexidad | 2.28 | Semestre Precio | 5.17% |
| Precio | 104.20 | Int. Corrido | 1.72 | 1ero Enero Precio | 4.20% |
| Variación | 0.39% | Cupon | 2.52 | Año Precio | 1.36% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 114.62 | 10.00% | -5.54 | -296.37% |
| 113.58 | 9.00% | -4.77 | -269.09% |
| 112.54 | 8.00% | -3.98 | -241.31% |
| 111.49 | 7.00% | -3.19 | -213.02% |
| 110.45 | 6.00% | -2.38 | -184.24% |
| 109.41 | 5.00% | -1.55 | -154.93% |
| 108.37 | 4.00% | -0.71 | -125.09% |
| 107.33 | 3.00% | 0.15 | -94.72% |
| 106.28 | 2.00% | 1.02 | -63.74% |
| 105.24 | 1.00% | 1.91 | -32.19% |
| 104.20 | 0.00% | 2.82 | 0.00% |
| 103.16 | -1.00% | 3.74 | 32.74% |
| 102.12 | -2.00% | 4.69 | 66.15% |
| 101.07 | -3.00% | 5.65 | 100.24% |
| 100.03 | -4.00% | 6.63 | 135.01% |
| 98.99 | -5.00% | 7.63 | 170.46% |
| 97.95 | -6.00% | 8.65 | 206.65% |
| 96.91 | -7.00% | 9.69 | 243.55% |
| 95.86 | -8.00% | 10.75 | 281.23% |
| 94.82 | -9.00% | 11.84 | 319.72% |
| 93.78 | -10.00% | 12.94 | 359.03% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 3.07 | 9.00% | 103.91 | -0.28% |
| 3.05 | 8.00% | 103.94 | -0.25% |
| 3.02 | 7.00% | 103.97 | -0.22% |
| 2.99 | 6.00% | 104.01 | -0.19% |
| 2.96 | 5.00% | 104.04 | -0.16% |
| 2.93 | 4.00% | 104.07 | -0.12% |
| 2.90 | 3.00% | 104.10 | -0.09% |
| 2.88 | 2.00% | 104.13 | -0.06% |
| 2.85 | 1.00% | 104.17 | -0.03% |
| 2.82 | 0.00% | 104.20 | 0.00% |
| 2.79 | -1.00% | 104.23 | 0.03% |
| 2.76 | -2.00% | 104.26 | 0.06% |
| 2.74 | -3.00% | 104.29 | 0.09% |
| 2.71 | -4.00% | 104.33 | 0.12% |
| 2.68 | -5.00% | 104.36 | 0.15% |
| 2.65 | -6.00% | 104.39 | 0.18% |
| 2.62 | -7.00% | 104.42 | 0.21% |
| 2.59 | -8.00% | 104.46 | 0.25% |
| 2.57 | -9.00% | 104.49 | 0.28% |
| Desarrollo TIR 2.82% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2024-11-04 | [(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+2.82)^(58/365)] | 2.50 | i |
| 2025-05-04 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0499 x (181/365)) x 100.00% x 100.00]/[(1+2.82)^(239/365)] | 2.43 | i |
| 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+2.82)^(423/365)] | 2.44 | i |
| 2025-11-04 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+2.82)^(423/365)] | 96.83 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-09-07 | (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 (126/184) | 1.72 |
| 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. | |
| 2024-11-04 | (Dias para cupon / Dias Año) | (58 / 365) | 0.16 | [(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+2.82)^(58/365)] | 2.50 | 0.02 | 0.00 | i | |
| 2025-05-04 | (Dias para cupon / Dias Año) | (239 / 365) | 0.65 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0499 x (181/365)) x 100.00% x 100.00]/[(1+2.82)^(239/365)] | 2.43 | 0.02 | 0.02 | i | |
| 2025-11-04 | (Dias para cupon / Dias Año) | (423 / 365) | 1.16 | [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+2.82)^(423/365)]+[(0.0499 x (184/365)) x 100.00% x 100.00]/[(1+2.82)^(423/365)] | 99.27 | 0.95 | 1.10 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.12 | 1.12 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.12)/(1 + 2.82/100) | 1.09 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (104.17 - 104.23 )/( 2 x 104.2 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. |
| 2024-11-04 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (58 / 365) ^ 2 + (58 / 365) | 0.18 | [(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+2.82)^(58/365)] | 2.50 | 0.46 | i |
| 2025-05-04 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (239 / 365) ^ 2 + (239 / 365) | 1.08 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0499 x (181/365)) x 100.00% x 100.00]/[(1+2.82)^(239/365)] | 2.43 | 2.63 | i |
| 2025-11-04 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (423 / 365) ^ 2 + (423 / 365) | 2.50 | [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+2.82)^(423/365)]+[(0.0499 x (184/365)) x 100.00% x 100.00]/[(1+2.82)^(423/365)] | 99.27 | 248.36 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [104.2 x ((1 + 2.8186875) ^ 2)]] x 251.45] | 2.28 |
| 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 |