| 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 | 118120.00 | 2922.87 | 0.00 | 2922.87 |
| 2025-11-04 | 0.00 | 0.00 | 2882.29 | 114581.00 | 117463.29 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | MGCHO | Valor Tecnico | 114674.99 | Semana TIR | -47.10% |
| Emisor | Pampa Energia S.A.Pampa Energia S.A. | Valor Residual | 100.00% | Mes TIR | 36.20% |
| Tipo | Corporativo | Paridad | 99.85% | Semestre TIR | 16.70% |
| País | Argentina | TIR | 5.38% | 1ero Enero TIR | 27.49% |
| Mercado | BYMA | Macaulay Dur. | 0.49 | Año TIR | 30.90% |
| Moneda | ARS | Modified Dur. | 0.46 | Semana Precio | -3.06% |
| Fecha/Hora | 2025-05-09 16:37:36 | Effective Dur. | 0.02 | Mes Precio | -18.15% |
| Volumen | 13202 | Convexidad | 0.65 | Semestre Precio | 0.70% |
| Precio | 114500.00 | Int. Corrido | 93.99 | 1ero Enero Precio | -3.46% |
| Variación | 1.73% | Cupon | 117463.29 | Año Precio | 9.05% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 125950.00 | 10.00% | -13.33 | -347.72% |
| 124805.00 | 9.00% | -11.69 | -317.28% |
| 123660.00 | 8.00% | -10.00 | -285.97% |
| 122515.00 | 7.00% | -8.27 | -253.76% |
| 121370.00 | 6.00% | -6.49 | -220.59% |
| 120225.00 | 5.00% | -4.65 | -186.48% |
| 119080.00 | 4.00% | -2.76 | -151.37% |
| 117935.00 | 3.00% | -0.82 | -115.20% |
| 116790.00 | 2.00% | 1.19 | -77.96% |
| 115645.00 | 1.00% | 3.25 | -39.57% |
| 114500.00 | 0.00% | 5.38 | 0.00% |
| 113355.00 | -1.00% | 7.57 | 40.77% |
| 112210.00 | -2.00% | 9.84 | 82.84% |
| 111065.00 | -3.00% | 12.17 | 126.23% |
| 109920.00 | -4.00% | 14.58 | 171.00% |
| 108775.00 | -5.00% | 17.07 | 217.23% |
| 107630.00 | -6.00% | 19.63 | 264.96% |
| 106485.00 | -7.00% | 22.29 | 314.27% |
| 105340.00 | -8.00% | 25.03 | 365.23% |
| 104195.00 | -9.00% | 27.86 | 417.89% |
| 103050.00 | -10.00% | 30.79 | 472.37% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 5.86 | 9.00% | 114243.83 | -0.22% |
| 5.81 | 8.00% | 114272.15 | -0.20% |
| 5.76 | 7.00% | 114300.50 | -0.17% |
| 5.70 | 6.00% | 114328.86 | -0.15% |
| 5.65 | 5.00% | 114357.25 | -0.12% |
| 5.60 | 4.00% | 114385.66 | -0.10% |
| 5.54 | 3.00% | 114414.09 | -0.08% |
| 5.49 | 2.00% | 114442.55 | -0.05% |
| 5.43 | 1.00% | 114471.02 | -0.03% |
| 5.38 | 0.00% | 114500.00 | 0.00% |
| 5.33 | -1.00% | 114528.04 | 0.02% |
| 5.27 | -2.00% | 114556.57 | 0.05% |
| 5.22 | -3.00% | 114585.14 | 0.07% |
| 5.16 | -4.00% | 114613.72 | 0.10% |
| 5.11 | -5.00% | 114642.32 | 0.12% |
| 5.06 | -6.00% | 114670.95 | 0.15% |
| 5.00 | -7.00% | 114699.60 | 0.17% |
| 4.95 | -8.00% | 114728.27 | 0.20% |
| 4.90 | -9.00% | 114756.96 | 0.22% |
| Desarrollo TIR 5.38% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 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 1145.81]/[(1+5.38)^(178/365)] | 2809.57 | i |
| 2025-11-04 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1145.81]/[(1+5.38)^(178/365)] | 111689.95 | 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 Conversion ARS/MEP x (Dias Corridos / Dias entre Cupones) | (0.0499 x (184/365)) x 1.00 x 1 x 100.00 x 1145.81 x (6/184) | 93.99 |
| 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 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 1145.81]/[(1+5.38)^(178/365)]+[(0.0499 x (184/365)) x 100.00% x 100.00 x 1145.81]/[(1+5.38)^(178/365)] | 114499.68 | 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 + 5.38/100) | 0.46 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (114471.19 - 114528.20 )/( 2 x 114500 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. |
| 2025-11-04 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (178 / 365) ^ 2 + (178 / 365) | 0.73 | [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 1145.81]/[(1+5.38)^(178/365)]+[(0.0499 x (184/365)) x 100.00% x 100.00 x 1145.81]/[(1+5.38)^(178/365)] | 114499.68 | 83068.89 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [114500 x ((1 + 5.3796875000001) ^ 2)]] x 83068.89] | 0.65 |
| 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 |