| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-03-08 | 100.00 | 100.00 | 2.49 | 0.00 | 2.49 |
| 2024-09-08 | 100.00 | 100.00 | 2.52 | 0.00 | 2.52 |
| 2025-03-08 | 100.00 | 100.00 | 2.48 | 0.00 | 2.48 |
| 2025-09-08 | 0.00 | 0.00 | 2.52 | 100.00 | 102.52 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | MGCJD | Valor Tecnico | 100.86 | Semana TIR | -27.37% |
| Emisor | Pampa Energia S.A.Pampa Energia S.A. | Valor Residual | 100.00% | Mes TIR | 8.95% |
| Tipo | Corporativo | Paridad | 100.28% | Semestre TIR | 15.32% |
| País | Argentina | TIR | 4.14% | 1ero Enero TIR | -27.24% |
| Mercado | BYMA | Macaulay Dur. | 0.33 | Año TIR | -16.36% |
| Moneda | USD | Modified Dur. | 0.32 | Semana Precio | 0.65% |
| Fecha/Hora | 2025-05-06 17:00:28 | Effective Dur. | 0.01 | Mes Precio | 0.20% |
| Volumen | 420502 | Convexidad | 0.41 | Semestre Precio | -0.83% |
| Precio | 101.15 | Int. Corrido | 0.86 | 1ero Enero Precio | 0.00% |
| Variación | -0.25% | Cupon | 102.52 | Año Precio | 0.15% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 111.27 | 10.00% | -21.88 | -628.46% |
| 110.25 | 9.00% | -19.70 | -575.74% |
| 109.24 | 8.00% | -17.43 | -521.06% |
| 108.23 | 7.00% | -15.08 | -464.32% |
| 107.22 | 6.00% | -12.64 | -405.38% |
| 106.21 | 5.00% | -10.11 | -344.17% |
| 105.20 | 4.00% | -7.48 | -280.59% |
| 104.18 | 3.00% | -4.74 | -214.49% |
| 103.17 | 2.00% | -1.90 | -145.77% |
| 102.16 | 1.00% | 1.06 | -74.30% |
| 101.15 | 0.00% | 4.14 | 0.00% |
| 100.14 | -1.00% | 7.35 | 77.54% |
| 99.13 | -2.00% | 10.69 | 158.17% |
| 98.12 | -3.00% | 14.17 | 242.16% |
| 97.10 | -4.00% | 17.79 | 329.74% |
| 96.09 | -5.00% | 21.57 | 421.04% |
| 95.08 | -6.00% | 25.51 | 516.29% |
| 94.07 | -7.00% | 29.63 | 615.70% |
| 93.06 | -8.00% | 33.93 | 719.51% |
| 92.05 | -9.00% | 38.42 | 827.93% |
| 91.04 | -10.00% | 43.11 | 941.23% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 4.51 | 9.00% | 101.03 | -0.12% |
| 4.47 | 8.00% | 101.04 | -0.10% |
| 4.43 | 7.00% | 101.06 | -0.09% |
| 4.39 | 6.00% | 101.07 | -0.08% |
| 4.35 | 5.00% | 101.08 | -0.06% |
| 4.31 | 4.00% | 101.10 | -0.05% |
| 4.26 | 3.00% | 101.11 | -0.04% |
| 4.22 | 2.00% | 101.12 | -0.03% |
| 4.18 | 1.00% | 101.14 | -0.01% |
| 4.14 | 0.00% | 101.15 | 0.00% |
| 4.10 | -1.00% | 101.16 | 0.01% |
| 4.06 | -2.00% | 101.18 | 0.03% |
| 4.02 | -3.00% | 101.19 | 0.04% |
| 3.97 | -4.00% | 101.20 | 0.05% |
| 3.93 | -5.00% | 101.22 | 0.07% |
| 3.89 | -6.00% | 101.23 | 0.08% |
| 3.85 | -7.00% | 101.24 | 0.09% |
| 3.81 | -8.00% | 101.26 | 0.11% |
| 3.77 | -9.00% | 101.27 | 0.12% |
| Desarrollo TIR 4.14% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-09-08 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (184/365)) x 100.00% x 100.00]/[(1+4.14)^(121/365)] | 2.49 | i |
| 2025-09-08 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+4.14)^(121/365)] | 98.66 | 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 (Dias Corridos / Dias entre Cupones) | (0.05 x (184/365)) x 1.00 x 1 x 100.00 x (63/184) | 0.86 |
| 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. | |
| 2025-09-08 | (Dias para cupon / Dias Año) | (121 / 365) | 0.33 | [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+4.14)^(121/365)]+[(0.05 x (184/365)) x 100.00% x 100.00]/[(1+4.14)^(121/365)] | 101.15 | 1.00 | 0.33 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.33 | 0.33 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.33)/(1 + 4.14/100) | 0.32 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (101.14 - 101.16 )/( 2 x 101.15 x 0.01) | 0.01 |
| 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. |
| 2025-09-08 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (121 / 365) ^ 2 + (121 / 365) | 0.44 | [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+4.14)^(121/365)]+[(0.05 x (184/365)) x 100.00% x 100.00]/[(1+4.14)^(121/365)] | 101.15 | 44.65 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [101.15 x ((1 + 4.144) ^ 2)]] x 44.65] | 0.41 |
| F. de Emision | 2023-09-08 | ||
| F. de Vencimiento | 2025-09-08 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | El capital de las Obligaciones Negociables Clase 18 será amortizado en un único pago en la Fecha de Vencimiento. | ||
| Interes | Tasa Aplicable: 5%. | ||
| Frecuencia | Los intereses se pagarán en forma vencida, semestralmente a partir de la Fecha de Emisión y Liquidación en las siguientes fechas: 8 de marzo de 2024, 8 de septiembre de 2024, 8 de marzo de 2025 y en la Fecha de Vencimiento, es decir, el 8 de septiembre de 2025. | ||
| ISIN | ARPAMP5600K9 |