| 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 | 114970.00 | 2892.08 | 0.00 | 2892.08 |
| 2025-05-04 | 100.00 | 107582.00 | 2662.11 | 0.00 | 2662.11 |
| 2025-11-04 | 0.00 | 0.00 | 2706.23 | 107582.00 | 110288.23 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | MGCHO | Valor Tecnico | 107832.03 | Semana TIR | -65.76% |
| Emisor | Pampa Energia S.A.Pampa Energia S.A. | Valor Residual | 100.00% | Mes TIR | -51.38% |
| Tipo | Corporativo | Paridad | 103.04% | Semestre TIR | -79.05% |
| País | Argentina | TIR | 1.76% | 1ero Enero TIR | -74.90% |
| Mercado | BYMA | Macaulay Dur. | 0.94 | Año TIR | -8.73% |
| Moneda | ARS | Modified Dur. | 0.93 | Semana Precio | 0.55% |
| Fecha/Hora | 2024-11-20 16:41:13 | Effective Dur. | 0.02 | Mes Precio | -8.17% |
| Volumen | 18510 | Convexidad | 1.77 | Semestre Precio | 2.71% |
| Precio | 111110.00 | Int. Corrido | 250.03 | 1ero Enero Precio | 16.10% |
| Variación | -3.30% | Cupon | 2662.11 | Año Precio | 15.50% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 122221.00 | 10.00% | -8.03 | -556.49% |
| 121109.90 | 9.00% | -7.14 | -505.60% |
| 119998.80 | 8.00% | -6.23 | -453.70% |
| 118887.70 | 7.00% | -5.29 | -400.82% |
| 117776.60 | 6.00% | -4.35 | -346.93% |
| 116665.50 | 5.00% | -3.38 | -291.95% |
| 115554.40 | 4.00% | -2.39 | -235.88% |
| 114443.30 | 3.00% | -1.38 | -178.67% |
| 113332.20 | 2.00% | -0.36 | -120.33% |
| 112221.10 | 1.00% | 0.69 | -60.73% |
| 111110.00 | 0.00% | 1.76 | 0.00% |
| 109998.90 | -1.00% | 2.85 | 62.08% |
| 108887.80 | -2.00% | 3.97 | 125.46% |
| 107776.70 | -3.00% | 5.11 | 190.15% |
| 106665.60 | -4.00% | 6.27 | 256.32% |
| 105554.50 | -5.00% | 7.46 | 323.87% |
| 104443.40 | -6.00% | 8.68 | 392.90% |
| 103332.30 | -7.00% | 9.92 | 463.46% |
| 102221.20 | -8.00% | 11.19 | 535.67% |
| 101110.10 | -9.00% | 12.49 | 609.47% |
| 99999.00 | -10.00% | 13.82 | 684.97% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 1.92 | 9.00% | 110947.58 | -0.15% |
| 1.90 | 8.00% | 110965.62 | -0.13% |
| 1.88 | 7.00% | 110983.67 | -0.11% |
| 1.87 | 6.00% | 111001.72 | -0.10% |
| 1.85 | 5.00% | 111019.78 | -0.08% |
| 1.83 | 4.00% | 111037.84 | -0.06% |
| 1.81 | 3.00% | 111055.91 | -0.05% |
| 1.80 | 2.00% | 111073.99 | -0.03% |
| 1.78 | 1.00% | 111092.07 | -0.02% |
| 1.76 | 0.00% | 111110.00 | 0.00% |
| 1.74 | -1.00% | 111128.25 | 0.02% |
| 1.72 | -2.00% | 111146.36 | 0.03% |
| 1.71 | -3.00% | 111164.46 | 0.05% |
| 1.69 | -4.00% | 111182.58 | 0.07% |
| 1.67 | -5.00% | 111200.69 | 0.08% |
| 1.65 | -6.00% | 111218.82 | 0.10% |
| 1.64 | -7.00% | 111236.95 | 0.11% |
| 1.62 | -8.00% | 111255.09 | 0.13% |
| 1.60 | -9.00% | 111273.23 | 0.15% |
| Desarrollo TIR 1.76% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 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 1075.82]/[(1+1.76)^(164/365)] | 2641.32 | 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 1075.82]/[(1+1.76)^(348/365)] | 2661.59 | i |
| 2025-11-04 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1075.82]/[(1+1.76)^(348/365)] | 105807.25 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-21 | (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 (181/365)) x 1.00 x 1 x 100.00 x 1075.82 x (17/181) | 250.03 |
| 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) | (164 / 365) | 0.45 | [(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 1075.82]/[(1+1.76)^(164/365)] | 2641.31 | 0.02 | 0.01 | i | |
| 2025-11-04 | (Dias para cupon / Dias Año) | (348 / 365) | 0.95 | [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 1075.82]/[(1+1.76)^(348/365)]+[(0.0499 x (184/365)) x 100.00% x 100.00 x 1075.82]/[(1+1.76)^(348/365)] | 108467.82 | 0.98 | 0.93 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.94 | 0.94 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.94)/(1 + 1.76/100) | 0.93 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (111091.03 - 111127.24 )/( 2 x 111110 x 0.01) | 0.02 |
| 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)] | (164 / 365) ^ 2 + (164 / 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 1075.82]/[(1+1.76)^(164/365)] | 2641.31 | 1720.02 | i |
| 2025-11-04 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (348 / 365) ^ 2 + (348 / 365) | 1.86 | [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 1075.82]/[(1+1.76)^(348/365)]+[(0.0499 x (184/365)) x 100.00% x 100.00 x 1075.82]/[(1+1.76)^(348/365)] | 108467.82 | 202015.16 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [111110 x ((1 + 1.761) ^ 2)]] x 203735.18] | 1.77 |
| 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 |