| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-03-08 | 100.00 | 100327.00 | 2501.30 | 0.00 | 2501.30 |
| 2024-09-08 | 100.00 | 124449.00 | 3136.80 | 0.00 | 3136.80 |
| 2025-03-08 | 100.00 | 122315.00 | 3032.74 | 0.00 | 3032.74 |
| 2025-09-08 | 0.00 | 0.00 | 2888.07 | 114581.00 | 117469.07 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | MGCJO | Valor Tecnico | 115569.85 | Semana TIR | -333.02% |
| Emisor | Pampa Energia S.A.Pampa Energia S.A. | Valor Residual | 100.00% | Mes TIR | -375.00% |
| Tipo | Corporativo | Paridad | 106.13% | Semestre TIR | -504.30% |
| País | Argentina | TIR | -12.21% | 1ero Enero TIR | -282.51% |
| Mercado | BYMA | Macaulay Dur. | 0.33 | Año TIR | -373.15% |
| Moneda | ARS | Modified Dur. | 0.38 | Semana Precio | 3.15% |
| Fecha/Hora | 2025-05-06 16:44:35 | Effective Dur. | -0.05 | Mes Precio | -10.54% |
| Volumen | 0 | Convexidad | 0.57 | Semestre Precio | 5.77% |
| Precio | 122650.00 | Int. Corrido | 988.85 | 1ero Enero Precio | 4.38% |
| Variación | 0.00% | Cupon | 117469.07 | Año Precio | 16.59% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 134915.00 | 10.00% | -34.14 | 179.64% |
| 133688.50 | 9.00% | -32.30 | 164.57% |
| 132462.00 | 8.00% | -30.40 | 148.94% |
| 131235.50 | 7.00% | -28.41 | 132.72% |
| 130009.00 | 6.00% | -26.36 | 115.88% |
| 128782.50 | 5.00% | -24.22 | 98.38% |
| 127556.00 | 4.00% | -22.00 | 80.20% |
| 126329.50 | 3.00% | -19.70 | 61.31% |
| 125103.00 | 2.00% | -17.30 | 41.67% |
| 123876.50 | 1.00% | -14.80 | 21.23% |
| 122650.00 | 0.00% | -12.21 | 0.00% |
| 121423.50 | -1.00% | -9.50 | -22.15% |
| 120197.00 | -2.00% | -6.69 | -45.20% |
| 118970.50 | -3.00% | -3.76 | -69.22% |
| 117744.00 | -4.00% | -0.70 | -94.25% |
| 116517.50 | -5.00% | 2.48 | -120.35% |
| 115291.00 | -6.00% | 5.81 | -147.57% |
| 114064.50 | -7.00% | 9.28 | -175.98% |
| 112838.00 | -8.00% | 12.90 | -205.65% |
| 111611.50 | -9.00% | 16.68 | -236.64% |
| 110385.00 | -10.00% | 20.64 | -269.04% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| -11.11 | -9.00% | 122146.47 | -0.41% |
| -11.23 | -8.00% | 122202.14 | -0.37% |
| -11.36 | -7.00% | 122257.92 | -0.32% |
| -11.48 | -6.00% | 122313.79 | -0.27% |
| -11.60 | -5.00% | 122369.77 | -0.23% |
| -11.72 | -4.00% | 122425.86 | -0.18% |
| -11.84 | -3.00% | 122482.04 | -0.14% |
| -11.97 | -2.00% | 122538.33 | -0.09% |
| -12.09 | -1.00% | 122594.72 | -0.05% |
| -12.21 | 0.00% | 122650.00 | 0.00% |
| -12.33 | 1.00% | 122707.83 | 0.05% |
| -12.45 | 2.00% | 122764.53 | 0.09% |
| -12.58 | 3.00% | 122821.35 | 0.14% |
| -12.70 | 4.00% | 122878.26 | 0.19% |
| -12.82 | 5.00% | 122935.29 | 0.23% |
| -12.94 | 6.00% | 122992.42 | 0.28% |
| -13.06 | 7.00% | 123049.66 | 0.33% |
| -13.19 | 8.00% | 123107.01 | 0.37% |
| -13.31 | 9.00% | 123164.46 | 0.42% |
| Desarrollo TIR -12.21% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-09-08 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (184/365)) x 100.00% x 100.00 x 1145.81]/[(1+-12.21)^(121/365)] | 3015.48 | i |
| 2025-09-08 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1145.81]/[(1+-12.21)^(121/365)] | 119635.75 | 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) | (0.05 x (184/365)) x 1.00 x 1 x 100.00 x 1145.81 x (63/184) | 988.85 |
| 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 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+-12.21)^(121/365)]+[(0.05 x (184/365)) x 100.00% x 100.00 x 1145.81]/[(1+-12.21)^(121/365)] | 122649.83 | 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 + -12.21/100) | 0.38 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (122706.42 - 122593.35 )/( 2 x 122650.00 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. |
| 2025-09-08 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (121 / 365) ^ 2 + (121 / 365) | 0.44 | [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+-12.21)^(121/365)]+[(0.05 x (184/365)) x 100.00% x 100.00 x 1145.81]/[(1+-12.21)^(121/365)] | 122649.83 | 54138.08 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [122650.00 x ((1 + -12.207) ^ 2)]] x 54138.08] | 0.57 |
| 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 |