| 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 | 107268.00 | 2659.66 | 0.00 | 2659.66 |
| 2025-09-08 | 0.00 | 0.00 | 2703.74 | 107268.00 | 109971.74 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | MGCJO | Valor Tecnico | 108355.37 | Semana TIR | 20.84% |
| Emisor | Pampa Energia S.A.Pampa Energia S.A. | Valor Residual | 100.00% | Mes TIR | 41.55% |
| Tipo | Corporativo | Paridad | 99.28% | Semestre TIR | -40.00% |
| País | Argentina | TIR | 6.03% | 1ero Enero TIR | 3.45% |
| Mercado | BYMA | Macaulay Dur. | 0.79 | Año TIR | 798.41% |
| Moneda | ARS | Modified Dur. | 0.74 | Semana Precio | -3.53% |
| Fecha/Hora | 2024-11-21 12:12:52 | Effective Dur. | 0.04 | Mes Precio | -8.92% |
| Volumen | 22030 | Convexidad | 1.25 | Semestre Precio | 0.07% |
| Precio | 107570.00 | Int. Corrido | 1087.37 | 1ero Enero Precio | 9.21% |
| Variación | -2.08% | Cupon | 2659.66 | Año Precio | 9.10% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 118327.00 | 10.00% | -6.09 | -200.94% |
| 117251.30 | 9.00% | -4.99 | -182.73% |
| 116175.60 | 8.00% | -3.87 | -164.13% |
| 115099.90 | 7.00% | -2.72 | -145.14% |
| 114024.20 | 6.00% | -1.55 | -125.74% |
| 112948.50 | 5.00% | -0.36 | -105.92% |
| 111872.80 | 4.00% | 0.86 | -85.67% |
| 110797.10 | 3.00% | 2.11 | -64.95% |
| 109721.40 | 2.00% | 3.39 | -43.79% |
| 108645.70 | 1.00% | 4.70 | -22.13% |
| 107570.00 | 0.00% | 6.03 | 0.00% |
| 106494.30 | -1.00% | 7.40 | 22.68% |
| 105418.60 | -2.00% | 8.80 | 45.87% |
| 104342.90 | -3.00% | 10.23 | 69.61% |
| 103267.20 | -4.00% | 11.69 | 93.90% |
| 102191.50 | -5.00% | 13.19 | 118.78% |
| 101115.80 | -6.00% | 14.73 | 144.28% |
| 100040.10 | -7.00% | 16.30 | 170.39% |
| 98964.40 | -8.00% | 17.92 | 197.16% |
| 97888.70 | -9.00% | 19.57 | 224.60% |
| 96813.00 | -10.00% | 21.27 | 252.73% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 6.57 | 9.00% | 107140.27 | -0.40% |
| 6.51 | 8.00% | 107187.88 | -0.36% |
| 6.45 | 7.00% | 107235.54 | -0.31% |
| 6.39 | 6.00% | 107283.25 | -0.27% |
| 6.33 | 5.00% | 107331.01 | -0.22% |
| 6.27 | 4.00% | 107378.81 | -0.18% |
| 6.21 | 3.00% | 107426.66 | -0.13% |
| 6.15 | 2.00% | 107474.57 | -0.09% |
| 6.09 | 1.00% | 107522.52 | -0.04% |
| 6.03 | 0.00% | 107570.00 | 0.00% |
| 5.97 | -1.00% | 107618.56 | 0.05% |
| 5.91 | -2.00% | 107666.66 | 0.09% |
| 5.85 | -3.00% | 107714.81 | 0.13% |
| 5.79 | -4.00% | 107763.00 | 0.18% |
| 5.73 | -5.00% | 107811.25 | 0.22% |
| 5.67 | -6.00% | 107859.54 | 0.27% |
| 5.61 | -7.00% | 107907.89 | 0.31% |
| 5.55 | -8.00% | 107956.28 | 0.36% |
| 5.49 | -9.00% | 108004.72 | 0.40% |
| Desarrollo TIR 6.03% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-03-08 | [(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 (181/365)) x 100.00% x 100.00 x 1072.68]/[(1+6.03)^(107/365)] | 2614.40 | i |
| 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 1072.68]/[(1+6.03)^(291/365)] | 2580.43 | i |
| 2025-09-08 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1072.68]/[(1+6.03)^(291/365)] | 102375.69 | 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) | (0.05 x (181/365)) x 1.00 x 1 x 100.00 x 1072.68 x (74/181) | 1087.37 |
| 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. | |
| 2025-03-08 | (Dias para cupon / Dias Año) | (107 / 365) | 0.29 | [(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 (181/365)) x 100.00% x 100.00 x 1072.68]/[(1+6.03)^(107/365)] | 2614.39 | 0.02 | 0.01 | i | |
| 2025-09-08 | (Dias para cupon / Dias Año) | (291 / 365) | 0.80 | [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 1072.68]/[(1+6.03)^(291/365)]+[(0.05 x (184/365)) x 100.00% x 100.00 x 1072.68]/[(1+6.03)^(291/365)] | 104955.33 | 0.98 | 0.78 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.79 | 0.79 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.79)/(1 + 6.03/100) | 0.74 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (107521.71 - 107617.77 )/( 2 x 107570 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. |
| 2025-03-08 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (107 / 365) ^ 2 + (107 / 365) | 0.38 | [(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 (181/365)) x 100.00% x 100.00 x 1072.68]/[(1+6.03)^(107/365)] | 2614.39 | 991.08 | i |
| 2025-09-08 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (291 / 365) ^ 2 + (291 / 365) | 1.43 | [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 1072.68]/[(1+6.03)^(291/365)]+[(0.05 x (184/365)) x 100.00% x 100.00 x 1072.68]/[(1+6.03)^(291/365)] | 104955.33 | 150388.83 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [107570 x ((1 + 6.031) ^ 2)]] x 151379.92] | 1.25 |
| 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 |