| 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 | 100.40 | Semana TIR | 33.42% |
| Emisor | Pampa Energia S.A.Pampa Energia S.A. | Valor Residual | 100.00% | Mes TIR | 19.78% |
| Tipo | Corporativo | Paridad | 99.70% | Semestre TIR | -16.30% |
| País | Argentina | TIR | 5.39% | 1ero Enero TIR | -1.82% |
| Mercado | BYMA | Macaulay Dur. | 0.91 | Año TIR | 30.12% |
| Moneda | USD | Modified Dur. | 0.86 | Semana Precio | -1.09% |
| Fecha/Hora | 2024-12-03 13:27:55 | Effective Dur. | 0.05 | Mes Precio | -2.82% |
| Volumen | 361 | Convexidad | 1.57 | Semestre Precio | 1.52% |
| Precio | 100.10 | Int. Corrido | 0.40 | 1ero Enero Precio | 0.10% |
| Variación | -0.89% | Cupon | 2.47 | Año Precio | -1.86% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 110.11 | 10.00% | -5.10 | -194.68% |
| 109.11 | 9.00% | -4.15 | -176.92% |
| 108.11 | 8.00% | -3.17 | -158.79% |
| 107.11 | 7.00% | -2.17 | -140.30% |
| 106.11 | 6.00% | -1.16 | -121.45% |
| 105.10 | 5.00% | -0.12 | -102.23% |
| 104.10 | 4.00% | 0.94 | -82.61% |
| 103.10 | 3.00% | 2.02 | -62.59% |
| 102.10 | 2.00% | 3.12 | -42.15% |
| 101.10 | 1.00% | 4.24 | -21.30% |
| 100.10 | 0.00% | 5.39 | 0.00% |
| 99.10 | -1.00% | 6.56 | 21.76% |
| 98.10 | -2.00% | 7.76 | 43.98% |
| 97.10 | -3.00% | 8.98 | 66.69% |
| 96.10 | -4.00% | 10.24 | 89.90% |
| 95.09 | -5.00% | 11.51 | 113.62% |
| 94.09 | -6.00% | 12.82 | 137.87% |
| 93.09 | -7.00% | 14.16 | 162.67% |
| 92.09 | -8.00% | 15.53 | 188.06% |
| 91.09 | -9.00% | 16.93 | 214.02% |
| 90.09 | -10.00% | 18.36 | 240.59% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 5.88 | 9.00% | 99.68 | -0.42% |
| 5.82 | 8.00% | 99.73 | -0.37% |
| 5.77 | 7.00% | 99.78 | -0.32% |
| 5.71 | 6.00% | 99.82 | -0.28% |
| 5.66 | 5.00% | 99.87 | -0.23% |
| 5.61 | 4.00% | 99.91 | -0.19% |
| 5.55 | 3.00% | 99.96 | -0.14% |
| 5.50 | 2.00% | 100.01 | -0.09% |
| 5.44 | 1.00% | 100.05 | -0.05% |
| 5.39 | 0.00% | 100.10 | 0.00% |
| 5.34 | -1.00% | 100.15 | 0.05% |
| 5.28 | -2.00% | 100.19 | 0.09% |
| 5.23 | -3.00% | 100.24 | 0.14% |
| 5.17 | -4.00% | 100.29 | 0.19% |
| 5.12 | -5.00% | 100.33 | 0.23% |
| 5.07 | -6.00% | 100.38 | 0.28% |
| 5.01 | -7.00% | 100.43 | 0.33% |
| 4.96 | -8.00% | 100.47 | 0.37% |
| 4.90 | -9.00% | 100.52 | 0.42% |
| Desarrollo TIR 5.39% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 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+5.39)^(152/365)] | 2.42 | 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+5.39)^(336/365)] | 2.40 | i |
| 2025-11-04 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+5.39)^(336/365)] | 95.28 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-12-03 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0.0499 x (181/365)) x 1.00 x 1 x 100.00 x (29/181) | 0.40 |
| 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. | |
| 2025-05-04 | (Dias para cupon / Dias Año) | (152 / 365) | 0.42 | [(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+5.39)^(152/365)] | 2.42 | 0.02 | 0.01 | i | |
| 2025-11-04 | (Dias para cupon / Dias Año) | (336 / 365) | 0.92 | [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+5.39)^(336/365)]+[(0.0499 x (184/365)) x 100.00% x 100.00]/[(1+5.39)^(336/365)] | 97.68 | 0.98 | 0.90 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.91 | 0.91 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.91)/(1 + 5.39/100) | 0.86 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (100.05 - 100.15 )/( 2 x 100.1 x 0.01) | 0.05 |
| 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. |
| 2025-05-04 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (152 / 365) ^ 2 + (152 / 365) | 0.59 | [(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+5.39)^(152/365)] | 2.42 | 1.43 | i |
| 2025-11-04 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (336 / 365) ^ 2 + (336 / 365) | 1.77 | [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+5.39)^(336/365)]+[(0.0499 x (184/365)) x 100.00% x 100.00]/[(1+5.39)^(336/365)] | 97.68 | 172.69 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [100.1 x ((1 + 5.391) ^ 2)]] x 174.12] | 1.57 |
| 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 |