| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-09-26 | 100.00 | 122588.00 | 3707.87 | 0.00 | 3707.87 |
| 2025-03-26 | 100.00 | 110354.00 | 3283.41 | 0.00 | 3283.41 |
| 2025-09-26 | 100.00 | 110354.00 | 3337.83 | 0.00 | 3337.83 |
| 2026-03-26 | 0.00 | 0.00 | 3283.41 | 110354.00 | 113637.41 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | MGCLO | Valor Tecnico | 111369.86 | Semana TIR | 13.66% |
| Emisor | Pampa Energia S.A.Pampa Energia S.A. | Valor Residual | 100.00% | Mes TIR | 30.34% |
| Tipo | Corporativo | Paridad | 98.71% | Semestre TIR | -51.58% |
| País | Argentina | TIR | 7.15% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 1.30 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 1.21 | Semana Precio | -4.41% |
| Fecha/Hora | 2024-11-20 16:15:02 | Effective Dur. | 0.09 | Mes Precio | -9.00% |
| Volumen | 0 | Convexidad | 2.63 | Semestre Precio | 7.77% |
| Precio | 109930.00 | Int. Corrido | 1015.86 | 1ero Enero Precio | S/D |
| Variación | 0.00% | Cupon | 3283.41 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 120923.00 | 10.00% | -0.42 | -105.59% |
| 119823.70 | 9.00% | 0.28 | -96.31% |
| 118724.40 | 8.00% | 0.99 | -86.86% |
| 117625.10 | 7.00% | 1.72 | -77.27% |
| 116525.80 | 6.00% | 2.45 | -67.50% |
| 115426.50 | 5.00% | 3.20 | -57.58% |
| 114327.20 | 4.00% | 3.97 | -47.48% |
| 113227.90 | 3.00% | 4.74 | -37.20% |
| 112128.60 | 2.00% | 5.53 | -26.76% |
| 111029.30 | 1.00% | 6.33 | -16.11% |
| 109930.00 | 0.00% | 7.15 | 0.00% |
| 108830.70 | -1.00% | 7.98 | 5.74% |
| 107731.40 | -2.00% | 8.83 | 16.97% |
| 106632.10 | -3.00% | 9.69 | 28.40% |
| 105532.80 | -4.00% | 10.57 | 40.04% |
| 104433.50 | -5.00% | 11.47 | 51.90% |
| 103334.20 | -6.00% | 12.38 | 64.00% |
| 102234.90 | -7.00% | 13.31 | 76.32% |
| 101135.60 | -8.00% | 14.26 | 88.88% |
| 100036.30 | -9.00% | 15.23 | 101.69% |
| 98937.00 | -10.00% | 16.21 | 114.76% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 8.23 | 9.00% | 108508.55 | -1.29% |
| 8.15 | 8.00% | 108606.93 | -1.20% |
| 8.08 | 7.00% | 108705.48 | -1.11% |
| 8.00 | 6.00% | 108804.19 | -1.02% |
| 7.93 | 5.00% | 108903.06 | -0.93% |
| 7.85 | 4.00% | 109002.09 | -0.84% |
| 7.78 | 3.00% | 109101.28 | -0.75% |
| 7.70 | 2.00% | 109200.63 | -0.66% |
| 7.63 | 1.00% | 109300.15 | -0.57% |
| 7.47 | -1.00% | 109499.67 | -0.39% |
| 7.40 | -2.00% | 109599.67 | -0.30% |
| 7.32 | -3.00% | 109699.84 | -0.21% |
| 7.25 | -4.00% | 109800.17 | -0.12% |
| 7.17 | -5.00% | 109900.66 | -0.03% |
| 7.55 | 0.00% | 109930.00 | 0.00% |
| 7.10 | -6.00% | 110001.32 | 0.06% |
| 7.02 | -7.00% | 110102.15 | 0.16% |
| 6.95 | -8.00% | 110203.14 | 0.25% |
| 6.87 | -9.00% | 110304.30 | 0.34% |
| Desarrollo TIR 7.15% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-03-26 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.06 x (181/365)) x 100.00% x 100.00 x 1103.54]/[(1+7.15)^(125/365)] | 3206.67 | i |
| 2025-09-26 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.06 x (184/365)) x 100.00% x 100.00 x 1103.54]/[(1+7.15)^(309/365)] | 3148.28 | i |
| 2026-03-26 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.06 x (181/365)) x 100.00% x 100.00 x 1103.54]/[(1+7.15)^(490/365)] | 2992.69 | i |
| 2026-03-26 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1103.54]/[(1+7.15)^(490/365)] | 100583.01 | 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/CCL x (Dias Corridos / Dias entre Cupones) | (0.06 x (181/365)) x 1.00 x 1 x 100.00 x 1103.54 x (56/181) | 1015.86 |
| 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. | |
| 2025-03-26 | (Dias para cupon / Dias Año) | (125 / 365) | 0.34 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.06 x (181/365)) x 100.00% x 100.00 x 1103.54]/[(1+7.15)^(125/365)] | 3206.66 | 0.03 | 0.01 | i | |
| 2025-09-26 | (Dias para cupon / Dias Año) | (309 / 365) | 0.85 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.06 x (184/365)) x 100.00% x 100.00 x 1103.54]/[(1+7.15)^(309/365)] | 3148.26 | 0.03 | 0.02 | i | |
| 2026-03-26 | (Dias para cupon / Dias Año) | (490 / 365) | 1.34 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1103.54]/[(1+7.15)^(490/365)]+[(0.06 x (181/365)) x 100.00% x 100.00 x 1103.54]/[(1+7.15)^(490/365)] | 103574.32 | 0.94 | 1.26 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.30 | 1.30 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.30)/(1 + 7.15/100) | 1.21 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (109833.99 - 110024.61 )/( 2 x 109930 x 0.01) | 0.09 |
| 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. |
| 2025-03-26 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (125 / 365) ^ 2 + (125 / 365) | 0.46 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.06 x (181/365)) x 100.00% x 100.00 x 1103.54]/[(1+7.15)^(125/365)] | 3206.66 | 1474.26 | i |
| 2025-09-26 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (309 / 365) ^ 2 + (309 / 365) | 1.56 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.06 x (184/365)) x 100.00% x 100.00 x 1103.54]/[(1+7.15)^(309/365)] | 3148.26 | 4921.56 | i |
| 2026-03-26 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (490 / 365) ^ 2 + (490 / 365) | 3.14 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1103.54]/[(1+7.15)^(490/365)]+[(0.06 x (181/365)) x 100.00% x 100.00 x 1103.54]/[(1+7.15)^(490/365)] | 103574.32 | 325708.09 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [109930 x ((1 + 7.1510625000001) ^ 2)]] x 332103.90] | 2.63 |
| F. de Emision | 2024-03-26 | ||
| F. de Vencimiento | 2026-03-26 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Será amortizado en un único pago en la Fecha de Vencimiento, es decir, el 26 de marzo de 2026. | ||
| Interes | TNA 6% | ||
| Frecuencia | Los intereses se pagarán en forma vencida, semestralmente a partir de la Fecha de Emisión y Liquidación en las siguientes fechas: 26 de septiembre de 2024, 26 de marzo de 2025, 26 de septiembre de 2025 y en la Fecha de Vencimiento, es decir, el 26 de marzo de 2026. | ||
| ISIN | AR0755405583 |