| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2023-11-04 | 100.00 | 86031.00 | 2164.12 | 0.00 | 2164.12 |
| 2024-05-04 | 100.00 | 107211.00 | 2667.59 | 0.00 | 2667.59 |
| 2024-11-04 | 100.00 | 124449.00 | 3130.52 | 0.00 | 3130.52 |
| 2025-05-04 | 100.00 | 124449.00 | 3079.48 | 0.00 | 3079.48 |
| 2025-11-04 | 0.00 | 0.00 | 3130.52 | 124449.00 | 127579.52 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | MGCHO | Valor Tecnico | 126592.73 | Semana TIR | -1.04% |
| Emisor | Pampa Energia S.A.Pampa Energia S.A. | Valor Residual | 100.00% | Mes TIR | -30.91% |
| Tipo | Corporativo | Paridad | 101.35% | Semestre TIR | -43.31% |
| País | Argentina | TIR | 3.80% | 1ero Enero TIR | -45.81% |
| Mercado | BYMA | Macaulay Dur. | 1.12 | Año TIR | 9.95% |
| Moneda | ARS | Modified Dur. | 1.08 | Semana Precio | -2.80% |
| Fecha/Hora | 2024-09-06 16:46:59 | Effective Dur. | 0.04 | Mes Precio | -4.18% |
| Volumen | 15524 | Convexidad | 2.24 | Semestre Precio | 30.73% |
| Precio | 128300.00 | Int. Corrido | 2143.73 | 1ero Enero Precio | 34.06% |
| Variación | 0.23% | Cupon | 3130.52 | Año Precio | 77.70% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 141130.00 | 10.00% | -4.64 | -222.07% |
| 139847.00 | 9.00% | -3.86 | -201.62% |
| 138564.00 | 8.00% | -3.07 | -180.78% |
| 137281.00 | 7.00% | -2.27 | -159.61% |
| 135998.00 | 6.00% | -1.45 | -138.04% |
| 134715.00 | 5.00% | -0.61 | -116.08% |
| 133432.00 | 4.00% | 0.24 | -93.73% |
| 132149.00 | 3.00% | 1.10 | -70.95% |
| 130866.00 | 2.00% | 1.99 | -47.72% |
| 129583.00 | 1.00% | 2.89 | -24.08% |
| 128300.00 | 0.00% | 3.80 | 0.00% |
| 127017.00 | -1.00% | 4.73 | 24.59% |
| 125734.00 | -2.00% | 5.69 | 49.62% |
| 124451.00 | -3.00% | 6.66 | 75.15% |
| 123168.00 | -4.00% | 7.65 | 101.19% |
| 121885.00 | -5.00% | 8.65 | 127.76% |
| 120602.00 | -6.00% | 9.69 | 154.88% |
| 119319.00 | -7.00% | 10.74 | 182.55% |
| 118036.00 | -8.00% | 11.81 | 210.80% |
| 116753.00 | -9.00% | 12.91 | 239.63% |
| 115470.00 | -10.00% | 14.03 | 269.10% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 4.14 | 9.00% | 127826.96 | -0.37% |
| 4.10 | 8.00% | 127879.35 | -0.33% |
| 4.07 | 7.00% | 127931.78 | -0.29% |
| 4.03 | 6.00% | 127984.25 | -0.25% |
| 3.99 | 5.00% | 128036.76 | -0.21% |
| 3.95 | 4.00% | 128089.31 | -0.16% |
| 3.91 | 3.00% | 128141.91 | -0.12% |
| 3.88 | 2.00% | 128194.54 | -0.08% |
| 3.84 | 1.00% | 128247.22 | -0.04% |
| 3.80 | 0.00% | 128300.00 | 0.00% |
| 3.76 | -1.00% | 128352.69 | 0.04% |
| 3.72 | -2.00% | 128405.50 | 0.08% |
| 3.69 | -3.00% | 128458.34 | 0.12% |
| 3.65 | -4.00% | 128511.22 | 0.16% |
| 3.61 | -5.00% | 128564.15 | 0.21% |
| 3.57 | -6.00% | 128617.12 | 0.25% |
| 3.53 | -7.00% | 128670.13 | 0.29% |
| 3.50 | -8.00% | 128723.18 | 0.33% |
| 3.46 | -9.00% | 128776.27 | 0.37% |
| Desarrollo TIR 3.80% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2024-11-04 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0499 x (184/365)) x 100.00% x 100.00 x 1244.49]/[(1+3.80)^(58/365)] | 3112.03 | i |
| 2025-05-04 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0499 x (181/365)) x 100.00% x 100.00 x 1244.49]/[(1+3.80)^(239/365)] | 3005.19 | i |
| 2025-11-04 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0499 x (184/365)) x 100.00% x 100.00 x 1244.49]/[(1+3.80)^(423/365)] | 2998.10 | i |
| 2025-11-04 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1244.49]/[(1+3.80)^(423/365)] | 119184.62 | 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 Conversion ARS/MEP x (Dias Corridos / Dias entre Cupones) | (0.0499 x (184/365)) x 1.00 x 1 x 100.00 x 1244.49 x (126/184) | 2143.73 |
| 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 x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0499 x (184/365)) x 100.00% x 100.00 x 1244.49]/[(1+3.80)^(58/365)] | 3112.02 | 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 x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0499 x (181/365)) x 100.00% x 100.00 x 1244.49]/[(1+3.80)^(239/365)] | 3005.18 | 0.02 | 0.02 | i | |
| 2025-11-04 | (Dias para cupon / Dias Año) | (423 / 365) | 1.16 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1244.49]/[(1+3.80)^(423/365)]+[(0.0499 x (184/365)) x 100.00% x 100.00 x 1244.49]/[(1+3.80)^(423/365)] | 122181.78 | 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 + 3.80/100) | 1.08 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (128246.25 - 128351.75 )/( 2 x 128300 x 0.01) | 0.04 |
| 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 x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0499 x (184/365)) x 100.00% x 100.00 x 1244.49]/[(1+3.80)^(58/365)] | 3112.02 | 573.09 | 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 x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0499 x (181/365)) x 100.00% x 100.00 x 1244.49]/[(1+3.80)^(239/365)] | 3005.18 | 3256.26 | i |
| 2025-11-04 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (423 / 365) ^ 2 + (423 / 365) | 2.50 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1244.49]/[(1+3.80)^(423/365)]+[(0.0499 x (184/365)) x 100.00% x 100.00 x 1244.49]/[(1+3.80)^(423/365)] | 122181.78 | 305694.28 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [128300 x ((1 + 3.8006875) ^ 2)]] x 309523.64] | 2.24 |
| 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 |