Calculadora Bonos en USD On

FERIADOS Dias de la Semana
12/31/2015 1 Domingo
1/1/2016 2 Lunes
2/8/2016 3 Martes
2/9/2016 4 Miércoles
3/24/2016 5 Jueves
3/25/2016 6 Viernes
5/25/2016 7 Sabado
6/17/2016
6/20/2016
7/8/2016
8/15/2016
10/10/2016
11/28/2016
12/8/2016
12/9/2016
1/1/2017
2/27/2017
2/28/2017
3/24/2017
4/13/2017
4/14/2017
5/1/2017
5/25/2017
6/20/2017
8/21/2017
10/16/2017
11/6/2017
11/20/2017
12/8/2017
12/25/2017
12/31/2017
1/1/2018
2/12/2018
2/13/2018
3/29/2018
3/30/2018
4/2/2018
4/30/2018
5/1/2018
5/25/2018
6/20/2018
7/9/2018
8/20/2018
10/15/2018
11/19/2018
12/24/2018
12/25/2018
12/31/2018
1/1/2019
3/4/2019
3/5/2019
4/2/2019
4/19/2019
5/1/2019
6/4/2019
8/19/2019
10/14/2019
11/18/2019
12/24/2019
12/31/2019
1/1/2020
2/24/2020
2/25/2020
3/23/2020
3/24/2020
3/31/2020
4/9/2020
4/10/2020
5/1/2020
5/25/2020
6/15/2020
7/9/2020
7/10/2020
8/17/2020
10/12/2020
11/23/2020
12/7/2020
12/8/2020
12/24/2020
12/25/2020
12/31/2020
1/1/2021
Empresa Especie en USD Precio YTM (T+2) YTM (T+0) DM
YPF S.A. YPCUD 71.25 12.0% 11.9% 0.567
CELULOSA ARGENTINA S.A. CRCED 65.75 1.5% 1.5% 1.290
IRSA PROPIEDADES COMERCIALES S.A. RPC2D 104.50 -3.1% -2.7% 0.039
PAMPA ENERGIA S.A PTSTD 104.00 -0.8% -0.8% 0.369
YPF S.A. YCA6P 97.75 10.0% 10.0% 2.085
IRSA INVERSIONES Y REPRESENTACIONES S.A. IRC9D 106.50 Err:502 Err:502 Err:502
IRSA INVERSIONES Y REPRESENTACIONES S.A. IRC8D 36.00 2.3% 2.3% 0.654
CRESUD S.A. CSJXD 38.50 -9.3% -9.3% 0.698
John Deere Credit Cía. Financiera S.A. HJC6D 39.58 16.2% 16.1% 0.465
PETROQUIMICA COMODORO RIVADAVIA S.A. PQCDD 106.00 Err:502 Err:502 Err:502
YPF S.A. YMCHD 101.00 3.1% 3.1% 1.473
YPF S.A. YMCID 91.10 12.0% 11.9% 3.842
YPF S.A. YMCJD 77.45 11.7% 11.7% 6.155
TECPETROL S.A. TTC4D 103.50 Err:502 Err:502 Err:502
TARJETA NARANJA S.A. TN47D 110.00 -49.7% -48.1% 0.182
COMPAÑIA GENERAL DE COMBUSTIBLES CP17D 95.00 -8.8% -8.8% 1.511
YPF LUZ 103.00 -4.1% -3.9% 0.106
TELECOM ARGENTINA TLC1D 98.60 8.9% 8.9% 2.851
COMPAÑIA GENERAL DE COMBUSTIBLES CP21D 103.50 0.0% 0.0% 0.251
MASTELLONE HERMANOS SA MTCGD 106.95 9.3% 9.3% 2.658
CRESUD CLASE XXXIII Canje CSKZD 68.50 5.7% 5.6% 0.790
CRESUD CLASE XXXIII new money CS34D 70.50 2.1% 2.1% 0.796
GENNEIA S.A. CLASE XXXIV GN34D 104.40 -27.0% -26.9% 1.114
GENNEIA S.A. Canje GNCXD 106.00 1.5% 1.5% 2.325
CRESUD S.A. CSDOD 105.05 Err:502 Err:502 Err:502
MSU Energy S.A. III new money RUC3D 103.00 5.5% 5.4% 0.746
PAN AMERCIAN ENERGY C12 PNDCD 120.00 3.4% 3.4% 2.717
Albanesi S.A. MRECD 100.00 9.0% 8.9% 0.787
TELECOM ARGENTINA S. A. TLC5D 106.00 2.5% 2.4% 1.386
CGC CLASE 25 CP25D 100.00 3.4% 3.4% 0.939
JOHN DEERE HJC9D 98.00 5.8% 5.7% 0.975
TARJETA NARANJA S.A. TN52D 100.00 5.5% 5.5% 1.085
Capex Clase 2 2024 CAC2D 102.10 6.9% 6.9% 1.099
ALUAR ALUMINIO ARGENTINO S.A. LMS1D 46.00 -8.3% -8.2% 0.615
BANCO MACRO S.A. BACED 79.98 22.3% 22.2% 1.026
Vista Oil & Gas Argentina S.A.U. VSC3D 109.00 -5.4% -5.4% 0.974
Canje RPC2O IRCFD 104.00 8.0% 8.0% 2.899
MSU ENERGY S.A. RUC4D 101.00 8.0% 8.0% 1.108
VISTA new money VSCED 105.00 2.8% 2.7% 1.348
CRESUD Canje CS38D 107.50 5.8% 5.7% 2.613
PAMPA ENERGIA S.A Canje MGC9D 110.50 6.2% 6.2% 2.374
CRESUD S.A. CLASE XXXVII CS37D 99.00 6.7% 6.7% 1.851
Generación Mediterránea S.A new money MRFCD 100.00 10.5% 10.5% 1.229
MSU AGRO S.A. MSSAD 104.00 7.4% 7.4% 1.392
edenor Clase II new money DNC2D 103.00 8.0% 7.9% 1.695
ARCOR S.A.I.C RCC9D 104.00 -2.9% 6.0% 0.331
PAN AMERICAN ENERGY PNMCD 106.00 5.0% 4.9% 2.153
ARCOR S.A.I.C Canje RCCJD 114.00 4.3% 4.3% 2.682
AEROPUERTOS ARGENTINA 2000 S.A. ARC1D 92.90 10.5% 10.5% 4.237
Vista Oil & Gas Argentina Canje VSCFD 108.00 3.9% 3.9% 2.419
GEMSA MRCID 104.80 6.6% 6.6% 1.507
new money VISTA VSCGD 102.00 3.2% 3.2% 1.775
MSU ENERGY Nw money RUC7D 100.00 8.1% 8.1% 1.685
clase XVI new money IRSA MEP 100.00 7.9% 7.9% 1.846
clase XV canje IRSA CCL 100.00 8.4% 7.9% 1.846
Curva de ON en US
160.0
140.0
120.0
100.0
Bond Parity
80.0
60.0
40.0
20.0
0.0
0.000 1.000 2.000 3.000
Modified
Paridad Prox pago Vencimiento LY Pago Pagos Cupón Minimos VN colocado
96.6 4/4/2023 4/4/2024 NY CABLE SEM 8.75% 1000 1,522,165,000
111.2 6/4/2023 6/4/2025 ARG MEP TRI 10.00% 1 61,523,965
100.4 3/23/2023 3/23/2023 NY CABLE SEM 8.75% 500 360,000,000
103.0 7/21/2023 7/21/2023 NY CABLE SEM 7.38% 1000 500,000,000.00
96.8 7/28/2023 7/28/2025 NY CABLE SEM 8.50% 1000 1,500,000,000.00
Err:502 12/30/1899 3/9/2023 ARG CABLE TRI 10.00% 1 80,676,505
103.6 5/12/2023 11/12/2023 ARG MEP TRI 10.00% 1 31,679,760
119.7 5/12/2023 11/12/2023 ARG MEP TRI 9.00% 1 1,309,480
93.9 3/18/2023 12/18/2023 ARG MEP TRI 9.50% 12500 18,000,000
Err:502 12/30/1899 3/9/2023 ARG CABLE TRI 9.00% 1 30,119,338
108.6 5/12/2023 2/12/2026 NY CABLE TRI 4% y 9% 1 775,782,279
89.6 6/30/2023 6/30/2029 NY CABLE SEM 2,5% y 9% 1 747,833,257
75.1 3/30/2023 9/30/2033 NY CABLE SEM 1,5% y 7% 1 575,649,021
Err:502 12/30/1899 3/9/2023 ARG MEP TRI 4.00% 1 6,509,905
109.1 4/28/2023 4/28/2023 ARG MEP TRI 7.00% 1 8,500,000
129.4 9/8/2023 3/8/2025 NY CABLE SEM 9.50% 1000 196,110,000
101.5 4/16/2023 4/16/2023 ARG MEP TRI 10.24% 1000 60,000,000
97.5 7/18/2023 7/18/2026 NY CABLE SEM 8.00% 1000 400,000,000
101.7 3/10/2023 6/10/2023 ARG MEP TRI 7.00% 1 14,037,140
104.8 3/30/2023 6/30/2026 NY CABLE TRI 10.95% 1 110,866,214
101.3 7/6/2023 7/6/2024 ARG CABLE SEM 6.99% 1 18,797,690
104.2 6/30/2023 6/30/2024 ARG CABLE SEM 6.99% 100 37,737,138
138.3 8/10/2023 8/10/2024 ARG MEP SEM 6.00% 100 15,605,522
117.7 9/2/2023 9/2/2027 NY CABLE SEM 8.75% 1000 366,118,638
25,296.3 12/30/1899 3/9/2023 ARG MEP SEM 6.50% 1 113,158,632
102.2 6/20/2023 12/20/2023 ARG MEP SEM 7.35% 100 30,300,000
116.2 4/30/2023 4/30/2027 NY CABLE SEM 9.13% 1000 300,000,000
99.4 7/10/2023 1/10/2024 ARG MEP SEM 7.50% 100 14,065,308
108.4 8/6/2023 8/6/2025 NY CABLE SEM 8.50% 1000 388,871,000
99.9 5/25/2023 2/25/2024 ARG MEP TRI 3.25% 1 11,287,128
97.3 3/16/2023 3/16/2024 ARG MEP TRI 3.00% 10000 10,000,000
99.5 4/28/2023 4/30/2024 ARG MEP TRI 5.00% 1 7,500,000
99.9 5/15/2023 5/15/2024 ARG CABLE SEM 6.88% 1000 300,000,000
107.5 4/9/2023 4/9/2024 NY CABLE TRI 6.70% 500 150,000,000
79.9 5/2/2023 5/2/2024 ARG MEP TRI 1.45% 10000 17,000,000
108.8 8/21/2023 2/21/2024 ARG MEP SEM 3.50% 1 50,000,000
103.0 6/22/2023 6/22/2028 NY CABLE SEM 8.75% 1 171,202,815
98.8 5/20/2023 5/20/2024 ARG MEP SEM 7.50% 1 15,200,000
104.5 5/8/2023 8/8/2024 ARG MEP TRI 6.00% 1 43,500,000
107.4 7/3/2023 3/3/2026 ARG CABLE SEM 8.00% 1 70,567,356
109.2 6/8/2023 12/8/2026 NY CABLE SEM 9.50% 1 292,796,835
97.7 6/15/2023 3/15/2025 ARG CABLE SEM 5.50% 1 24,388,036
99.3 7/18/2023 7/18/2024 ARG MEP SEM 9.50% 1 5,858,103
104.4 7/21/2023 7/21/2024 ARG MEP SEM 8.00% 1 15,100,000
100.2 9/12/2023 9/12/2024 ARG MEP ANUAL 7.75% 1 24,500,000
100.0 5/22/2023 1/10/2025 ARG MEP SEM 9.75% 1 30.000.000,000
102.9 7/6/2023 7/6/2023 NY CABLE SEM 6.00% 1000 500,000,000
105.5 7/21/2023 7/21/2025 NY CABLE SEM 7.25% 1000 105,152,000
100.0 4/9/2023 10/9/2027 NY CABLE SEM 8.25% 1000 265,427,742
92.1 5/1/2023 8/1/2031 NY CABLE TRI 8.50% 1000 272,949,631
102.3 11/30/2023 11/4/2024 ARG MEP ANUAL 9.00% 1 45,544,190
107.7 5/10/2023 11/10/2025 ARG CABLE SEM 6.25% 1 40,510,815
104.4 5/7/2023 11/7/2024 ARG MEP SEM 8.00% 1 11,485,823
101.4 4/20/2023 1/20/2025 ARG MEP TRI 4.00% 1 13,500,000
99.7 11/30/2023 1/10/2025 ARG MEP ANUAL 7.50% 1 15,100,000
100.0 7/25/2023 3/25/2025 ARG MEP SEM 7.50% 1
100.0 3/25/2023 7/25/2025 ARG CCL SEM 8.00% 1
rva de ON en USD por paridad
3.000 4.000 5.000 6.000
Modified Duration
Cambiar 342.00
Precio MEP Amortización Especie en Pesos
24,368 342 YPCUO
22,487 342 CRCEO
35,739 342 Bullet RPC2O
35,568 342 Bullet PTSTO
33,431 342 Bullet YCA6O
36,423 342 Bullet IRC9O
12,312 342 IRC8O
13,167 342 CSJXO
13,536 342 HJC6O
36,252 342 Bullet PQCDO
34,542 342 YMCHO
31,156 342 YMCIO
26,488 342 YMCJO
35,397 342 Bullet TTC4O
37,620 342 Bullet TN47O
32,490 342 CP17O
35,226 342 Bullet YFC6O
33,721 342 Bullet TLC1O
35,397 342 Bullet CP21O
36,577 342 Bullet MTCGO
23,427 342 CSKZO
24,111 342 CS34O
35,705 342 GN34O
36,252 342 GNCXO
35,927 342 Bullet CSDOO
35,226 342 Bullet RUC3O
41,040 342 PNDCO
34,200 342 Bullet MRCEO
36,252 342 TLC5O
34,200 342 Bullet CP25O
33,516 342 Bullet HJC9O
34,200 342 Bullet TN52O
34,918 342 Bullet CAC2O
15,732 342 LMS1O
27,354 342 Bullet BACEO
37,278 342 Bullet VSC3O
35,568 342 IRCFO
34,542 342 RUC4O
35,910 342 Bullet VSCEO
36,765 342 Bullet CS38O
37,791 342 Bullet MGC9O
33,858 342 Bullet CS37O
34,200 342 Bullet MRCFO
35,910 342 Bullet RUC5O
35,568 342 Bullet MSSAO
35,226 342 Bullet DNC2O
35,568 342 Bullet RCC9O
36,252 342.00 Bullet PNMCO
38,988 342.00 Bullet RCCJO
31,772 342.00 ARC1O
35,055 342.00 Bullet RUC6O
36,936 342.00 Bullet VSCFO
35,842 342.00 Bullet MRCIO
34,884 342.00 Bullet VSCGO
34,200 342.00 Bullet RUC7O
34,200 Bullet clase XVI new money IRSA MEP
34,200 Bullet clase XV canje IRSA CCL
Curva de ON en US
; [VALOR DE X]; [V
23.0% ; [VALOR DE X]; [VALOR DE Y]
21.0%
; [VALOR DE X]; [VALOR DE Y] ; [VALOR DE X]; [VALOR DE Y]
; [VALOR DE X]; [VALOR ; [VALOR DE DE
Y] X]; [VALOR D
17.0%
15.0% ; [VALOR DE X]; [VALOR ; [VALORDE Y]DE X]; [VALOR DE Y]
; [VALOR DE11.0%
X]; [VALOR DE ;Y][VALOR DE X]; [VALOR;DE Y]
[VALOR DE X]; [VALOR DE Y] ; [VALOR DE
9.0% ; [VALOR DE X]; [VALOR DE; [VALOR Y]
; [VALOR DE X]; [VALOR DE Y] DE X]; [VA
7.0% ; [VALOR DE X]; [VALOR
; [VALOR DE DE[VALOR
Y]
; [VALOR
; [VALOR DE X];
DE ; X];
[VALOR[VALOR DEX];
X];
Y]
DE [VALORDE
Y] DE;Y][VALOR
Y] DE X]; [VALOR DE
5.0% ; [VALOR DE X]; [VALOR DE Y] ; [VALOR DE X]; [VALOR
3.0% ; [VALOR DE X]; [VALOR DE
; ;[VALOR Y] ; [VALOR DE X]; [VALOR
[VALORDE ;DE X];
X];[VALOR
[VALOR [VALOR
DE X]; DE
DE Y]Y]
[VALOR DE Y]
1.0% ; [VALOR DE X];DE
; [VALOR [VALOR
X]; [VALORDE; [VALOR
Y] DE Y]DE X]; [VALOR DE Y]
48; 5.0%
-1.0%0.000 ; [VALOR1.000DE X]; [VALOR DE Y] ; ;[VALOR2.000DE
[VALOR DEX];
X]; [VALOR
[VALOR
; [VALOR
DE
DEX];
DE
Y]
Y]3.000
[VALOR DE Y]DE; Y]
[VA
-3.0% ; [VALOR DE X]; [VALOR DE Y] ; [VALOR DE X]; [VALOR
; [VALOR DE X]; [VALOR DE Y] ; [VALOR DE X]; [VALOR DE Y]
-5.0% ; [VALOR DE X]; [VALOR DE Y]
-7.0%
-9.0% ; [VALOR DE X]; ; [VALOR
[VALORDE DEX];Y] [VALOR DE Y]
Yield to Maturity
; [VALOR DE X]; [VALOR DE Y]

-11.0% ; [VALOR DE X]; [VALOR DE Y]
-13.0%
-15.0%
-17.0%
-19.0%
-21.0%
-23.0%
-25.0%
-27.0%
.000 7.000 -29.0%
-31.0%
-33.0%
-35.0%
-37.0%
-39.0%
-41.0%
-43.0%
-45.0%
-47.0%
-49.0%
-51.0%
Modified Duratio

-43.0%
-45.0%
-47.0%
-49.0%
-51.0%
Modified Duratio

Curva de ON en USD
E Y] ; [VALOR DE X]; [VALOR DE Y]

; [VALOR
]; [VALOR DE DE
Y] X]; [VALOR DE Y]
Y]
[VALOR DE X]; [VALOR DE Y]
[VALOR DE X]; [VALOR; DE
; [VALOR DE X]; [VALOR DE; Y]
[VALOR
Y] DE X]; [VALOR DE Y]
VALOR DE; [VALOR
DE Y]
DE; [VALOR
] ; [VALOR DE X]; [VALOR DE Y]
Y]
ALOR DE DE
Y] Y]
[VALOR
48; 5.0%
R DE
OR Y]
DEX];Y]3.000 4.000 5.000 6.000 7.000
R DE
VALOR [VALOR
DE DE Y]DE; Y]
X]; [VALOR [VALOR DE X]; [VALOR DE Y]
]; [VALOR DE Y]
; [VALOR DE Y]
Modified Duration
Modified Duration
Settlement (t+2 o cambiar) 9-Mar-23
Cupón 3/25/2023 7.500% T.Value
Fecha de emisión 1/31/2023 Curr Yield
Convención días 360 Parity
Primer cupón 3/18/2021 Next Cshf
Valor Nominal 100.0000 Maturity
Monto adjudicado Días a Vto.
Dirty Price 100.000

Days 39 YTM
Acrued Int 1.71
Clean Price 98.292 Días Desde Cupón

Días del Período
Duration 1.92 Cupon corrido
Mod. Dur. 1.85
Av. Life 1.93
VR 0.00
Fecha Amorti v/r B+Cup./Cap-Floor Int.

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
31 Jan 23 31 Jan 23 31 Jan 23 0.00 100.00
27 Jul 23 27 Jul 23 25 Jul 23 0.00 100.00 7.500% 3.65
25 Jan 24 25 Jan 24 25 Jan 24 0.00 100.00 7.500% 3.75
25 Jul 24 25 Jul 24 25 Jul 24 0.00 100.00 7.500% 3.75
27 Jan 25 27 Jan 25 25 Jan 25 0.00 100.00 7.500% 3.75
25 Mar 25 25 Mar 25 25 Mar 25 100.00 0.00 7.500% 1.25

1.71
5,853.66
25 Jul 23
25 Mar 25
747
T+2 T+1 T+0
7.93% 7.92% 7.91%
164
180
3.42
Cshf Dias NAV Par V. Dur PPV Days Accr. Ant y Prox Vto
-100.00 0 -100
0.00 -37 0 - - FALSO
3.65 138 4 100.00 0.01 0.01 37 25 Jul 23
3.75 322 4 0.03 0.03 0 25 Jan 24
3.75 504 3 0.05 0.04 0 25 Jul 24
3.75 688 3 0.06 0.06 0 25 Jan 25
101.25 747 86 1.77 1.78 0 25 Mar 25
116.15 0.08 0.00 0.0000 1.92 1.93 37 25 Jul 23

-100.00
0.00
3.65
3.75
3.75
3.75
101.25
Cupón 3/25/2023 8.000% T.Value
Dirty Price 100.000

Days 39 YTM
Acrued Int 0.49

Días del Período
Mod. Dur. 2.12
Av. Life 2.22
VR 0.00

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
31 Jan 23 31 Jan 23 31 Jan 23 0.00 100.00
27 Jul 23 27 Jul 23 25 Mar 23 0.00 100.00 8.000% 1.22
25 Jan 24 25 Jan 24 25 Sep 23 0.00 100.00 8.000% 4.00
25 Jul 24 25 Jul 24 25 Mar 24 0.00 100.00 8.000% 4.00
27 Jan 25 27 Jan 25 25 Sep 24 0.00 100.00 8.000% 4.00
25 Jul 25 25 Jul 25 25 Jul 25 100.00 0.00 8.000% 6.67

0.49
20,454.55
25 Mar 23
25 Jul 25
869
T+2 T+1 T+0
8.36% 8.20% 8.19%
44
180
0.98
-100.00 0 -100
0.00 -37 0 - - FALSO
1.22 16 1 100.00 0.00 0.00 37 25 Mar 23
4.00 200 4 0.02 0.02 0 25 Sep 23
4.00 382 4 0.04 0.03 0 25 Mar 24
4.00 566 4 0.05 0.05 0 25 Sep 24
106.67 869 88 2.09 2.12 0 25 Jul 25
119.89 0.08 0.00 0.0000 2.20 2.22 37 25 Mar 23

-100.00
0.00
1.22
4.00
4.00
4.00
106.67
Cupón 10/4/2014 8.750% T.Value
Dirty Price 71.250

Days 155 YTM
Acrued Int 3.77
Clean Price 67.483
Duration 0.60
Mod. Dur. 0.57
Av. Life 0.63
VR 0.70

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
4 Apr 20 4 Apr 20 4 Apr 20 0.00 100.00 8.750%
4 Oct 20 4 Oct 20 4 Oct 20 0.00 100.00 8.750% 4.38
4 Apr 21 4 Apr 21 4 Apr 21 0.00 100.00 8.750% 4.38
4 Oct 21 4 Oct 21 4 Oct 21 0.00 100.00 8.750% 4.38
4 Apr 22 4 Apr 22 4 Apr 22 30.00 70.00 8.750% 4.38
4 Oct 22 4 Oct 22 4 Oct 22 0.00 70.00 8.750% 3.06
4 Apr 23 4 Apr 23 4 Apr 23 30.00 40.00 8.750% 3.06
4 Oct 23 4 Oct 23 4 Oct 23 0.00 40.00 8.750% 1.75
4 Apr 24 4 Apr 24 4 Apr 24 40.00 0.00 8.750% 1.75
Fecha de pagoBono Ticker Renta Amortización R+A

10/4/2020 YPF 2024 Clase YPCUO 43.75 0 43.75
4/4/2021 YPF 2024 Clase YPCUO 43.75 0 43.75
10/4/2021 YPF 2024 Clase YPCUO 43.75 0 43.75
4/4/2022 YPF 2024 Clase YPCUO 43.75 300 343.75
10/4/2022 YPF 2024 Clase YPCUO 30.62 0 30.62
4/4/2023 YPF 2024 Clase YPCUO 30.62 300 330.62
10/4/2023 YPF 2024 Clase YPCUO 17.5 0 17.5
4/4/2024 YPF 2024 Clase YPCUO 17.5 400 417.5
73.77
9.08%
96.59
4 Apr 23
4 Apr 24
392
T+2 T+1 T+0
12.04% 11.98% 11.92%
-71.25 0 -71
0.00 -1,069 0 - - FALSO
0.00 -886 0 - - FALSO
0.00 -704 0 - - FALSO
0.00 -521 0 - - FALSO
0.00 -339 0 - - FALSO
0.00 -156 0 - - FALSO
33.06 26 33 70 0.02 0.03 156 4 Apr 23
1.75 209 2 0.01 0.01 0 4 Oct 23
41.75 392 37 0.40 0.59 0 4 Apr 24
76.56 0.12 0.00 0.7000 0.43 0.63 156 4 Apr 23
Moneda
USD
USD
USD
USD
USD
USD
USD
USD
-71.25
0.00
0.00
0.00
0.00
0.00
0.00
33.06
1.75
41.75
Cupón 3/4/2020 10.000% T.Value
Dirty Price 65.750

Days 5 YTM
Acrued Int 0.14
Clean Price 65.611
Duration 1.30
Mod. Dur. 1.29
Av. Life 1.31
VR 0.59

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
4 Sep 20 4 Sep 20 4 Sep 20 2.50 97.50 10.000%
4 Dec 20 4 Dec 20 4 Dec 20 2.50 95.00 10.000% 2.44
4 Mar 21 4 Mar 21 4 Mar 21 2.50 92.50 10.000% 2.38
4 Jun 21 4 Jun 21 4 Jun 21 2.50 90.00 10.000% 2.31
4 Sep 21 4 Sep 21 4 Sep 21 4.00 86.00 10.000% 2.25
4 Dec 21 4 Dec 21 4 Dec 21 4.00 82.00 10.000% 2.15
4 Mar 22 4 Mar 22 4 Mar 22 4.00 78.00 10.000% 2.05
4 Jun 22 4 Jun 22 4 Jun 22 4.00 74.00 10.000% 1.95
4 Sep 22 4 Sep 22 4 Sep 22 5.00 69.00 10.000% 1.85
4 Dec 22 4 Dec 22 4 Dec 22 5.00 64.00 10.000% 1.73
4 Mar 23 4 Mar 23 4 Mar 23 5.00 59.00 10.000% 1.60
4 Jun 23 4 Jun 23 4 Jun 23 5.00 54.00 10.000% 1.48
4 Sep 23 4 Sep 23 4 Sep 23 5.50 48.50 10.000% 1.35
4 Dec 23 4 Dec 23 4 Dec 23 5.50 43.00 10.000% 1.21
4 Mar 24 4 Mar 24 4 Mar 24 5.50 37.50 10.000% 1.08
4 Jun 24 4 Jun 24 4 Jun 24 5.50 32.00 10.000% 0.94
4 Sep 24 4 Sep 24 4 Sep 24 8.00 24.00 10.000% 0.80
4 Dec 24 4 Dec 24 4 Dec 24 8.00 16.00 10.000% 0.60
4 Mar 25 4 Mar 25 4 Mar 25 8.00 8.00 10.000% 0.40
4 Jun 25 4 Jun 25 4 Jun 25 8.00 0.00 10.000% 0.20

59.14
8.99%
111.18
4 Jun 23
4 Jun 25
818
T+2 T+1 T+0
1.51% 1.51% 1.50%
-65.75 0 -66
0.00 -916 0 - - FALSO
0.00 -825 0 - - FALSO
0.00 -735 0 - - FALSO
0.00 -643 0 - - FALSO
0.00 -551 0 - - FALSO
0.00 -460 0 - - FALSO
0.00 -370 0 - - FALSO
0.00 -278 0 - - FALSO
0.00 -186 0 - - FALSO
0.00 -95 0 - - FALSO
0.00 -5 0 - - FALSO
6.48 87 6 59 0.02 0.02 5 4 Jun 23
6.85 179 7 0.03 0.05 0 4 Sep 23
6.71 270 7 0.05 0.07 0 4 Dec 23
6.58 361 6 0.06 0.10 0 4 Mar 24
6.44 453 6 0.08 0.12 0 4 Jun 24
8.80 545 9 0.13 0.20 0 4 Sep 24
8.60 636 8 0.15 0.22 0 4 Dec 24
8.40 726 8 0.16 0.25 0 4 Mar 25
8.20 818 8 0.18 0.27 0 4 Jun 25
67.05 0.02 0.00 0.5900 0.85 1.31 5 4 Jun 23

-65.75
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
6.48
6.85
6.71
6.58
6.44
8.80
8.60
8.40
8.20
Cupón 9/23/2016 8.750% T.Value
Dirty Price 104.500

Days 166 YTM
Acrued Int 4.03
Clean Price 100.465
Duration 0.04
Mod. Dur. 0.04
Av. Life 0.04
VR 1.00

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
23 Mar 20 23 Mar 20 23 Mar 20 0.00 100.00 8.750%
23 Sep 20 23 Sep 20 23 Sep 20 0.00 100.00 8.750% 4.38
23 Mar 21 23 Mar 21 23 Mar 21 0.00 100.00 8.750% 4.38
23 Sep 21 23 Sep 21 23 Sep 21 0.00 100.00 8.750% 4.38
23 Mar 22 23 Mar 22 23 Mar 22 0.00 100.00 8.750% 4.38
23 Sep 22 23 Sep 22 23 Sep 22 0.00 100.00 8.750% 4.38
23 Mar 23 23 Mar 23 23 Mar 23 100.00 0.00 8.750% 4.38

3/23/2020
9/23/2020 Irsa CP 8 75 2023 RPC2O 21.88 0 21.88
3/23/2021 Irsa CP 8 75 2023 RPC2O 21.88 0 21.88
9/23/2021 Irsa CP 8 75 2023 RPC2O 21.88 0 21.88
3/23/2022 Irsa CP 8 75 2023 RPC2O 21.88 0 21.88
9/23/2022 Irsa CP 8 75 2023 RPC2O 21.88 0 21.88
3/23/2023 Irsa CP 8 75 2023 RPC2O 21.88 500 521.88
104.03
8.71%
100.45
23 Mar 23
23 Mar 23
14
T+2 T+1 T+0
-3.10% -2.89% -2.71%
-104.50 0 -105
0.00 -1,081 0 - - FALSO
0.00 -897 0 - - FALSO
0.00 -716 0 - - FALSO
0.00 -532 0 - - FALSO
0.00 -351 0 - - FALSO
0.00 -167 0 - - FALSO
104.38 14 105 100 0.04 0.04 167 23 Mar 23
104.38 -0.03 0.00 1.0000 0.04 0.04 167 23 Mar 23
Moneda
USD
USD
USD
USD
USD
USD
-104.50
0.00
0.00
0.00
0.00
0.00
0.00
104.38
Cupón 3/4/2020 7.375% T.Value
Dirty Price 104.000

Days 48 YTM
Acrued Int 0.98
Clean Price 103.017
Duration 0.37
Mod. Dur. 0.37
Av. Life 0.37
VR 1.00

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
21 Jul 20 21 Jul 20 21 Jul 20 0.00 100.00 7.375%
21 Jan 21 21 Jan 21 21 Jan 21 0.00 100.00 7.375% 3.69
21 Jul 21 21 Jul 21 21 Jul 21 0.00 100.00 7.375% 3.69
21 Jan 22 21 Jan 22 21 Jan 22 0.00 100.00 7.375% 3.69
21 Jul 22 21 Jul 22 21 Jul 22 0.00 100.00 7.375% 3.69
21 Jan 23 21 Jan 23 21 Jan 23 0.00 100.00 7.375% 3.69
21 Jul 23 21 Jul 23 21 Jul 23 100.00 0.00 7.375% 3.69
Fecha de pagoBono Renta AmortizaciónR+A Moneda

7/21/2020 0
1/21/2021 Pampa EnergíaPTSTO 36.88 0 36.88 USD
100.98
7.16%
102.99
21 Jul 23
21 Jul 23
134
T+2 T+1 T+0
-0.82% -0.81% -0.81%
-104.00 0 -104
0.00 -961 0 - - FALSO
0.00 -777 0 - - FALSO
0.00 -596 0 - - FALSO
0.00 -412 0 - - FALSO
0.00 -231 0 - - FALSO
0.00 -47 0 - - FALSO
103.69 134 104 100 0.38 0.37 47 21 Jul 23
103.69 -0.01 0.00 1.0000 0.38 0.37 47 21 Jul 23

-104.00
0.00
0.00
0.00
0.00
0.00
0.00
103.69
Cupón 1/28/2016 8.500% T.Value
Dirty Price 97.750

Days 41 YTM
Acrued Int 0.97
Clean Price 96.782
Duration 2.19
Mod. Dur. 2.09
Av. Life 2.21
VR 1.00

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
28 Jan 20 28 Jan 20 28 Jan 20 0.00 100.00 8.500%
28 Jul 20 28 Jul 20 28 Jul 20 0.00 100.00 8.500% 4.25
28 Jan 21 28 Jan 21 28 Jan 21 0.00 100.00 8.500% 4.25
28 Jul 21 28 Jul 21 28 Jul 21 0.00 100.00 8.500% 4.25
28 Jan 22 28 Jan 22 28 Jan 22 0.00 100.00 8.500% 4.25
28 Jul 22 28 Jul 22 28 Jul 22 0.00 100.00 8.500% 4.25
28 Jan 23 28 Jan 23 28 Jan 23 0.00 100.00 8.500% 4.25
28 Jul 23 28 Jul 23 28 Jul 23 0.00 100.00 8.500% 4.25
28 Jan 24 28 Jan 24 28 Jan 24 0.00 100.00 8.500% 4.25
28 Jul 24 28 Jul 24 28 Jul 24 0.00 100.00 8.500% 4.25
28 Jan 25 28 Jan 25 28 Jan 25 0.00 100.00 8.500% 4.25
28 Jul 25 28 Jul 25 28 Jul 25 100.00 0.00 8.500% 4.25

100.97
8.78%
96.81
28 Jul 23
28 Jul 25
872
T+2 T+1 T+0
10.03% 10.01% 10.00%
-97.75 0 -98
0.00 -1,136 0 - - FALSO
0.00 -954 0 - - FALSO
0.00 -770 0 - - FALSO
0.00 -589 0 - - FALSO
0.00 -405 0 - - FALSO
0.00 -224 0 - - FALSO
0.00 -40 0 - - FALSO
4.25 141 4 100 0.02 0.01 40 28 Jul 23
4.25 325 4 0.03 0.03 0 28 Jan 24
4.25 507 4 0.05 0.05 0 28 Jul 24
4.25 691 4 0.07 0.07 0 28 Jan 25
104.25 872 83 1.97 2.05 0 28 Jul 25
121.25 0.10 0.00 1.0000 2.14 2.21 40 28 Jul 23

-97.75
0.00
0.00
0.00
0.00
0.00
0.00
0.00
4.25
4.25
4.25
4.25
104.25
Cupón 2/12/2021 10.000% T.Value
Dirty Price 106.500

Days 8 YTM
Acrued Int Err:502
Clean Price Err:502 Días Desde Cupón

Días del Período
Duration #DIV/0! Cupon corrido
Mod. Dur. Err:502
Av. Life 0.00
VR 0.00

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
12 Nov 20 12 Nov 20 12 Nov 20 0.00 100.00
12 Feb 21 12 Feb 21 12 Feb 21 0.00 100.00 10.000% 2.50
12 May 21 12 May 21 12 May 21 0.00 100.00 10.000% 2.50
12 Aug 21 12 Aug 21 12 Aug 21 0.00 100.00 10.000% 2.50
12 Nov 21 12 Nov 21 12 Nov 21 0.00 100.00 10.000% 2.50
12 Feb 22 12 Feb 22 12 Feb 22 0.00 100.00 10.000% 2.50
12 May 22 12 May 22 12 May 22 0.00 100.00 10.000% 2.50
12 Aug 22 12 Aug 22 12 Aug 22 0.00 100.00 10.000% 2.50
12 Nov 22 12 Nov 22 12 Nov 22 0.00 100.00 10.000% 2.50
1 Mar 23 1 Mar 23 1 Mar 23 100.00 0.00 10.000% 3.03

Err:502
Err:502
Err:502
30 Dec 99
9 Mar 23
0
T+2 T+1 T+0
Err:502 Err:502 Err:502
Err:502
Err:502
Err:502
-106.50 0 -107
0.00 -847 0 - - FALSO
0.00 -755 0 - - FALSO
0.00 -666 0 - - FALSO
0.00 -574 0 - - FALSO
0.00 -482 0 - - FALSO
0.00 -390 0 - - FALSO
0.00 -301 0 - - FALSO
0.00 -209 0 - - FALSO
0.00 -117 0 - - FALSO
0.00 -8 0 - - FALSO
0.00 Err:502 -106.50 0.0000 - 0.00 0 30 Dec 99

-106.50
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
Cupón 2/12/2021 10.000% T.Value
Dirty Price 36.000

Days 27 YTM
Acrued Int 0.75

Días del Período
Mod. Dur. 0.65
Av. Life 0.66
VR 0.34

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
12 Nov 20 12 Nov 20 12 Nov 20 0.00 100.00
12 Feb 21 12 Feb 21 12 Feb 21 0.00 100.00 10.000% 2.50
12 May 21 12 May 21 12 May 21 0.00 100.00 10.000% 2.50
12 Aug 21 12 Aug 21 12 Aug 21 0.00 100.00 10.000% 2.50
12 Nov 21 12 Nov 21 12 Nov 21 33.00 67.00 10.000% 2.50
12 Feb 22 12 Feb 22 12 Feb 22 0.00 67.00 10.000% 1.68
12 May 22 12 May 22 12 May 22 0.00 67.00 10.000% 1.68
12 Aug 22 12 Aug 22 12 Aug 22 0.00 67.00 10.000% 1.68
12 Nov 22 12 Nov 22 12 Nov 22 33.00 34.00 10.000% 1.68
12 Feb 23 12 Feb 23 12 Feb 23 0.00 34.00 10.000% 0.85
12 May 23 12 May 23 12 May 23 0.00 34.00 10.000% 0.85
12 Aug 23 12 Aug 23 12 Aug 23 0.00 34.00 10.000% 0.85
12 Nov 23 12 Nov 23 12 Nov 23 34.00 0.00 10.000% 0.85

34.75
9.65%
103.60
12 May 23
12 Nov 23
248
T+2 T+1 T+0
2.30% 2.29% 2.29%
27
90
0.75
-36.00 0 -36
0.00 -847 0 - - FALSO
0.00 -755 0 - - FALSO
0.00 -666 0 - - FALSO
0.00 -574 0 - - FALSO
0.00 -482 0 - - FALSO
0.00 -390 0 - - FALSO
0.00 -301 0 - - FALSO
0.00 -209 0 - - FALSO
0.00 -117 0 - - FALSO
0.00 -25 0 - - FALSO
0.85 64 1 34 0.00 0.00 25 12 May 23
0.85 156 1 0.00 0.01 0 12 Aug 23
34.85 248 34 0.23 0.65 0 12 Nov 23
36.55 0.02 0.00 0.3400 0.24 0.66 25 12 May 23

-36.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.85
0.85
34.85
Cupón 2/12/2021 9.000% T.Value
Dirty Price 38.500

Days 27 YTM
Acrued Int 0.68

Días del Período
Mod. Dur. 0.70
Av. Life 0.66
VR 0.32

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
12 Nov 20 12 Nov 20 12 Nov 20 2.50 97.50
12 Feb 21 12 Feb 21 12 Feb 21 0.00 97.50 9.000% 2.19
12 May 21 12 May 21 12 May 21 0.00 97.50 9.000% 2.19
12 Aug 21 12 Aug 21 12 Aug 21 0.00 97.50 9.000% 2.19
12 Nov 21 12 Nov 21 12 Nov 21 33.00 64.50 9.000% 2.19
12 Feb 22 12 Feb 22 12 Feb 22 0.00 64.50 9.000% 1.45
12 May 22 12 May 22 12 May 22 0.00 64.50 9.000% 1.45
12 Aug 22 12 Aug 22 12 Aug 22 0.00 64.50 9.000% 1.45
12 Nov 22 12 Nov 22 12 Nov 22 33.00 31.50 9.000% 1.45
12 Feb 23 12 Feb 23 12 Feb 23 0.00 31.50 9.000% 0.71
12 May 23 12 May 23 12 May 23 0.00 31.50 9.000% 0.71
12 Aug 23 12 Aug 23 12 Aug 23 0.00 31.50 9.000% 0.71
12 Nov 23 12 Nov 23 12 Nov 23 34.00 -2.50 9.000% 0.71

32.18
7.50%
119.66
12 May 23
12 Nov 23
248
T+2 T+1 T+0
-9.35% -9.31% -9.27%
27
90
0.68
-38.50 0 -39
0.00 -847 0 - - FALSO
0.00 -755 0 - - FALSO
0.00 -666 0 - - FALSO
0.00 -574 0 - - FALSO
0.00 -482 0 - - FALSO
0.00 -390 0 - - FALSO
0.00 -301 0 - - FALSO
0.00 -209 0 - - FALSO
0.00 -117 0 - - FALSO
0.00 -25 0 - - FALSO
0.71 64 1 32 0.00 0.00 25 12 May 23
0.71 156 1 0.00 0.01 0 12 Aug 23
34.71 248 37 0.25 0.65 0 12 Nov 23
36.13 -0.09 0.00 0.3150 0.26 0.66 25 12 May 23

-38.50
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.71
0.71
34.71
Cupón 3/18/2021 9.500% T.Value
Dirty Price 39.579

Days 81 YTM
Acrued Int 2.14

Días del Período
Mod. Dur. 0.47
Av. Life 0.51
VR 0.40

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
18 Dec 20 18 Dec 20 18 Dec 20 0.00 100.00
18 Mar 21 18 Mar 21 18 Mar 21 0.00 100.00 9.500% 2.38
18 Jun 21 18 Jun 21 18 Jun 21 0.00 100.00 9.500% 2.38
18 Sep 21 18 Sep 21 18 Sep 21 0.00 100.00 9.500% 2.38
18 Dec 21 18 Dec 21 18 Dec 21 20.00 80.00 9.500% 2.38
18 Mar 22 18 Mar 22 18 Mar 22 0.00 80.00 9.500% 1.90
18 Jun 22 18 Jun 22 18 Jun 22 20.00 60.00 9.500% 1.90
18 Sep 22 18 Sep 22 18 Sep 22 0.00 60.00 9.500% 1.43
18 Dec 22 18 Dec 22 18 Dec 22 20.00 40.00 9.500% 1.43
18 Mar 23 18 Mar 23 18 Mar 23 0.00 40.00 9.500% 0.95
18 Jun 23 18 Jun 23 18 Jun 23 20.00 20.00 9.500% 0.95
18 Sep 23 18 Sep 23 18 Sep 23 0.00 20.00 9.500% 0.48
18 Dec 23 18 Dec 23 18 Dec 23 20.00 0.00 9.500% 0.48

42.14
10.15%
93.93
18 Mar 23
18 Dec 23
284
T+2 T+1 T+0
16.25% 16.16% 16.07%
81
90
2.14
-39.58 0 -40
0.00 -811 0 - - FALSO
0.00 -721 0 - - FALSO
0.00 -629 0 - - FALSO
0.00 -537 0 - - FALSO
0.00 -446 0 - - FALSO
0.00 -356 0 - - FALSO
0.00 -264 0 - - FALSO
0.00 -172 0 - - FALSO
0.00 -81 0 - - FALSO
0.95 9 1 40 0.00 0.00 81 18 Mar 23
20.95 101 20 0.06 0.14 0 18 Jun 23
0.48 193 0 0.00 0.01 0 18 Sep 23
20.48 284 18 0.14 0.37 0 18 Dec 23
42.85 0.16 0.00 0.4000 0.20 0.51 81 18 Mar 23

-39.58
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.95
20.95
0.48
20.48
Cupón 4/29/2021 9.000% T.Value
Dirty Price 106.000

Days 40 YTM
Acrued Int Err:502

Días del Período
Mod. Dur. Err:502
Av. Life 0.00
VR 0.00

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
29 Jan 21 29 Jan 21 29 Jan 21 0.00 100.00
29 Apr 21 29 Apr 21 29 Apr 21 0.00 100.00 9.000% 2.25
29 Jul 21 29 Jul 21 29 Jul 21 0.00 100.00 9.000% 2.25
29 Oct 21 29 Oct 21 29 Oct 21 0.00 100.00 9.000% 2.25
29 Jan 22 29 Jan 22 29 Jan 22 0.00 100.00 9.000% 2.25
29 Apr 22 29 Apr 22 29 Apr 22 0.00 100.00 9.000% 2.25
29 Jul 22 29 Jul 22 29 Jul 22 0.00 100.00 9.000% 2.25
29 Oct 22 29 Oct 22 29 Oct 22 0.00 100.00 9.000% 2.25
29 Jan 23 29 Jan 23 29 Jan 23 100.00 0.00 9.000% 2.25

Err:502
Err:502
Err:502
30 Dec 99
9 Mar 23
0
T+2 T+1 T+0
Err:502 Err:502 Err:502
Err:502
Err:502
Err:502
-106.00 0 -106
0.00 -769 0 - - FALSO
0.00 -679 0 - - FALSO
0.00 -588 0 - - FALSO
0.00 -496 0 - - FALSO
0.00 -404 0 - - FALSO
0.00 -314 0 - - FALSO
0.00 -223 0 - - FALSO
0.00 -131 0 - - FALSO
0.00 -39 0 - - FALSO
0.00 Err:502 -106.00 0.0000 - 0.00 0 30 Dec 99

-106.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
Cupón 2/12/2021 4.000% T.Value

(devengamiento)
12/31/2022 9.000% Curr Yield
Fecha de emisión 2/12/2021 Parity
Convención días 360 Next Cshf
Primer cupón 5/12/2021 Maturity
Valor Nominal 100.0000 Días a Vto.
Monto adjudicado
Dirty Price 101.000 YTM

Days 27
Acrued Int 0.68
Clean Price 100.325
Duration 1.47
Mod. Dur. 1.45
Av. Life 1.50
VR 0.92
Fecha Pricipal v/r B+Cup./Cap-Floor Int.

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
12 Feb 21 12 Feb 21 12 Feb 21 100.00
12 Aug 21 12 Aug 21 12 Aug 21 100.00 4.000% 2.00
12 Nov 21 12 Nov 21 12 Nov 21 100.00 4.000% 1.00
12 Feb 22 12 Feb 22 12 Feb 22 100.00 4.000% 1.00
12 May 22 12 May 22 12 May 22 100.00 4.000% 1.00
12 Aug 22 12 Aug 22 12 Aug 22 100.00 4.000% 1.00
12 Nov 22 12 Nov 22 12 Nov 22 100.00 4.000% 1.00
12 Feb 23 12 Feb 23 12 Feb 23 7.69 92.31 9.000% 2.25
12 May 23 12 May 23 12 May 23 7.69 84.62 9.000% 2.08
12 Aug 23 12 Aug 23 12 Aug 23 7.69 76.93 9.000% 1.90
12 Nov 23 12 Nov 23 12 Nov 23 7.69 69.24 9.000% 1.73
12 Feb 24 12 Feb 24 12 Feb 24 7.69 61.55 9.000% 1.56
12 May 24 12 May 24 12 May 24 7.69 53.86 9.000% 1.38
12 Aug 24 12 Aug 24 12 Aug 24 7.69 46.17 9.000% 1.21
12 Nov 24 12 Nov 24 12 Nov 24 7.69 38.48 9.000% 1.04
12 Feb 25 12 Feb 25 12 Feb 25 7.69 30.79 9.000% 0.87
12 May 25 12 May 25 12 May 25 7.69 23.10 9.000% 0.69
12 Aug 25 12 Aug 25 12 Aug 25 7.69 15.41 9.000% 0.52
12 Nov 25 12 Nov 25 12 Nov 25 7.69 7.72 9.000% 0.35
12 Feb 26 12 Feb 26 12 Feb 26 7.69 0.03 9.000% 0.17
92.99
8.28%
108.62
12 May 23
12 Feb 26
1,071
T+2 T+1 T+0
3.14% 3.13% 3.13%
-101.00 -101
0.00 -755 0 - - FALSO
0.00 -574 0 - - FALSO
0.00 -482 0 - - FALSO
0.00 -390 0 - - FALSO
0.00 -301 0 - - FALSO
0.00 -209 0 - - FALSO
0.00 -117 0 - - FALSO
0.00 -25 0 - - FALSO
9.77 64 10 92 0.02 0.02 25 12 May 23
9.59 156 9 0.04 0.04 0 12 Aug 23
9.42 248 9 0.06 0.06 0 12 Nov 23
9.25 340 9 0.08 0.08 0 12 Feb 24
9.07 430 9 0.10 0.10 0 12 May 24
8.90 522 9 0.12 0.12 0 12 Aug 24
8.73 614 8 0.14 0.14 0 12 Nov 24
8.56 706 8 0.16 0.16 0 12 Feb 25
8.38 795 8 0.17 0.17 0 12 May 25
8.21 887 8 0.18 0.19 0 12 Aug 25
8.04 979 7 0.20 0.20 0 12 Nov 25
7.86 1,071 7 0.21 0.22 0 12 Feb 26
105.78 0.03 0.00 0.92 1.49 1.50 25 12 May 23
-101.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
9.77
9.59
9.42
9.25
9.07
8.90
8.73
8.56
8.38
8.21
8.04
7.86
Cupón 2/12/2021 2.500% T.Value

(devengamiento)
12/30/2022 9.000% Curr Yield
Monto adjudicado

Days 69
Acrued Int 1.73
Clean Price 89.375
Duration 3.84
Mod. Dur. 3.62
Av. Life 4.15
VR 1.00

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
12 Feb 21 12 Feb 21 12 Feb 21 100.00
30 Jun 21 30 Jun 21 30 Jun 21 100.00 2.500% 0.96
30 Dec 21 30 Dec 21 30 Dec 21 100.00 2.500% 1.25
30 Jun 22 30 Jun 22 30 Jun 22 100.00 2.500% 1.25
30 Dec 22 30 Dec 22 30 Dec 22 100.00 2.500% 1.25
30 Jun 23 30 Jun 23 30 Jun 23 100.00 9.000% 4.50
30 Dec 23 30 Dec 23 30 Dec 23 100.00 9.000% 4.50
30 Jun 24 30 Jun 24 30 Jun 24 100.00 9.000% 4.50
30 Dec 24 30 Dec 24 30 Dec 24 100.00 9.000% 4.50
30 Jun 25 30 Jun 25 30 Jun 25 100.00 9.000% 4.50
30 Dec 25 30 Dec 25 30 Dec 25 100.00 9.000% 4.50
30 Jun 26 30 Jun 26 30 Jun 26 14.28 85.72 9.000% 4.50
30 Dec 26 30 Dec 26 30 Dec 26 14.28 71.44 9.000% 3.86
30 Jun 27 30 Jun 27 30 Jun 27 14.28 57.16 9.000% 3.21
30 Dec 27 30 Dec 27 30 Dec 27 14.28 42.88 9.000% 2.57
30 Jun 28 30 Jun 28 30 Jun 28 14.28 28.60 9.000% 1.93
30 Dec 28 30 Dec 28 30 Dec 28 14.28 14.32 9.000% 1.29
30 Jun 29 30 Jun 29 30 Jun 29 14.28 0.04 9.000% 0.64

101.73
10.07%
89.56
30 Jun 23
30 Jun 29
2,305
T+2 T+1 T+0
11.97% 11.96% 11.95%
-91.10 -91
0.00 -755 0 - - FALSO
0.00 -617 0 - - FALSO
0.00 -434 0 - - FALSO
0.00 -252 0 - - FALSO
0.00 -69 0 - - FALSO
4.50 113 4 100 0.01 0.01 69 30 Jun 23
4.50 296 4 0.03 0.03 0 30 Dec 23
4.50 479 4 0.05 0.04 0 30 Jun 24
4.50 662 4 0.07 0.06 0 30 Dec 24
4.50 844 3 0.08 0.07 0 30 Jun 25
4.50 1,027 3 0.09 0.09 0 30 Dec 25
18.78 1,209 13 0.42 0.43 0 30 Jun 26
18.14 1,392 12 0.44 0.48 0 30 Dec 26
17.49 1,574 11 0.46 0.52 0 30 Jun 27
16.85 1,757 10 0.46 0.56 0 30 Dec 27
16.21 1,940 9 0.46 0.59 0 30 Jun 28
15.57 2,123 8 0.46 0.62 0 30 Dec 28
14.92 2,305 7 0.45 0.65 0 30 Jun 29
144.97 0.12 0.00 1.00 3.50 4.15 69 30 Jun 23

-91.10
0.00
0.00
0.00
0.00
0.00
4.50
4.50
4.50
4.50
4.50
4.50
18.78
18.14
17.49
16.85
16.21
15.57
14.92
Cupón 2/12/2021 1.500% T.Value

(devengamiento)
9/30/2022 7.000% Curr Yield
Monto adjudicado

Days 159
Acrued Int 3.09
Clean Price 74.358
Duration 6.15
Mod. Dur. 5.82
Av. Life 7.30
VR 1.00

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
12 Feb 21 12 Feb 21 12 Feb 21 100.00
30 Sep 21 30 Sep 21 30 Sep 21 100.00 1.500% 0.95
30 Mar 22 30 Mar 22 30 Mar 22 100.00 1.500% 0.75
30 Sep 22 30 Sep 22 30 Sep 22 100.00 1.500% 0.75
30 Mar 23 30 Mar 23 30 Mar 23 100.00 7.000% 3.50
30 Sep 23 30 Sep 23 30 Sep 23 100.00 7.000% 3.50
30 Mar 24 30 Mar 24 30 Mar 24 100.00 7.000% 3.50
30 Sep 24 30 Sep 24 30 Sep 24 100.00 7.000% 3.50
30 Mar 25 30 Mar 25 30 Mar 25 100.00 7.000% 3.50
30 Sep 25 30 Sep 25 30 Sep 25 100.00 7.000% 3.50
30 Mar 26 30 Mar 26 30 Mar 26 100.00 7.000% 3.50
30 Sep 26 30 Sep 26 30 Sep 26 100.00 7.000% 3.50
30 Mar 27 30 Mar 27 30 Mar 27 100.00 7.000% 3.50
30 Sep 27 30 Sep 27 30 Sep 27 100.00 7.000% 3.50
30 Mar 28 30 Mar 28 30 Mar 28 100.00 7.000% 3.50
30 Sep 28 30 Sep 28 30 Sep 28 100.00 7.000% 3.50
30 Mar 29 30 Mar 29 30 Mar 29 100.00 7.000% 3.50
30 Sep 29 30 Sep 29 30 Sep 29 100.00 7.000% 3.50
30 Mar 30 30 Mar 30 30 Mar 30 100.00 7.000% 3.50
30 Sep 30 30 Sep 30 30 Sep 30 25.00 75.00 7.000% 3.50
30 Mar 31 30 Mar 31 30 Mar 31 75.00 7.000% 2.63
30 Sep 31 30 Sep 31 30 Sep 31 25.00 50.00 7.000% 2.63
30 Mar 32 30 Mar 32 30 Mar 32 50.00 7.000% 1.75
30 Sep 32 30 Sep 32 30 Sep 32 25.00 25.00 7.000% 1.75
30 Mar 33 30 Mar 33 30 Mar 33 25.00 7.000% 0.88
30 Sep 33 30 Sep 33 30 Sep 33 25.00 0.00 7.000% 0.88

103.09
9.41%
75.13
30 Mar 23
30 Sep 33
3,858
T+2 T+1 T+0
11.67% 11.66% 11.66%
-77.45 -77
0.00 -755 0 - - FALSO
0.00 -525 0 - - FALSO
0.00 -344 0 - - FALSO
0.00 -160 0 - - FALSO
3.50 21 3 100 0.00 0.00 160 30 Mar 23
3.50 205 3 0.02 0.01 0 30 Sep 23
3.50 387 3 0.03 0.02 0 30 Mar 24
3.50 571 3 0.05 0.03 0 30 Sep 24
3.50 752 3 0.06 0.04 0 30 Mar 25
3.50 936 3 0.07 0.05 0 30 Sep 25
3.50 1,117 2 0.08 0.06 0 30 Mar 26
3.50 1,301 2 0.08 0.07 0 30 Sep 26
3.50 1,482 2 0.09 0.09 0 30 Mar 27
3.50 1,666 2 0.10 0.10 0 30 Sep 27
3.50 1,848 2 0.10 0.11 0 30 Mar 28
3.50 2,032 2 0.10 0.12 0 30 Sep 28
3.50 2,213 2 0.11 0.13 0 30 Mar 29
3.50 2,397 2 0.11 0.14 0 30 Sep 29
3.50 2,578 2 0.11 0.15 0 30 Mar 30
28.50 2,762 12 0.91 1.30 0 30 Sep 30
2.63 2,943 1 0.08 0.13 0 30 Mar 31
27.63 3,127 10 0.90 1.42 0 30 Sep 31
1.75 3,309 1 0.06 0.10 0 30 Mar 32
26.75 3,493 9 0.86 1.54 0 30 Sep 32
0.88 3,674 0 0.03 0.05 0 30 Mar 33
25.88 3,858 8 0.82 1.64 0 30 Sep 33
166.50 0.12 0.00 1.00 4.77 7.30 160 30 Mar 23

-77.45
0.00
0.00
0.00
0.00
3.50
3.50
3.50
3.50
3.50
3.50
3.50
3.50
3.50
3.50
3.50
3.50
3.50
3.50
3.50
28.50
2.63
27.63
1.75
26.75
0.88
25.88
Cupón 7/30/2021 7.000% T.Value
Dirty Price 110.000

Days 39 YTM
Acrued Int 0.80

Días del Período
Mod. Dur. 0.18
Av. Life 0.14
VR 1.00

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
6 Apr 21 6 Apr 21 6 Apr 21 0.00 100.00
30 Jul 21 30 Jul 21 30 Jul 21 0.00 100.00 7.000% 2.22
29 Oct 21 29 Oct 21 29 Oct 21 0.00 100.00 7.000% 1.73
31 Jan 22 31 Jan 22 31 Jan 22 0.00 100.00 7.000% 1.79
29 Apr 22 29 Apr 22 29 Apr 22 0.00 100.00 7.000% 1.73
29 Jul 22 29 Jul 22 29 Jul 22 0.00 100.00 7.000% 1.75
31 Oct 22 31 Oct 22 31 Oct 22 0.00 100.00 7.000% 1.79
31 Jan 23 31 Jan 23 31 Jan 23 0.00 100.00 7.000% 1.75
28 Apr 23 28 Apr 23 28 Apr 23 100.00 0.00 7.000% 1.71

100.80
6.41%
109.13
28 Apr 23
28 Apr 23
50
T+2 T+1 T+0
-49.74% -48.90% -48.08%
41
90
0.80
-110.00 0 -110
0.00 -702 0 - - FALSO
0.00 -587 0 - - FALSO
0.00 -496 0 - - FALSO
0.00 -402 0 - - FALSO
0.00 -314 0 - - FALSO
0.00 -223 0 - - FALSO
0.00 -129 0 - - FALSO
0.00 -37 0 - - FALSO
101.71 50 110 100 0.15 0.14 37 28 Apr 23
101.71 -0.50 0.00 1.0000 0.15 0.14 37 28 Apr 23

-110.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
101.71
Cupón 5/9/2021 4.000% T.Value
Dirty Price 103.500

Days 30 YTM
Acrued Int Err:502

Días del Período
Mod. Dur. Err:502
Av. Life 0.00
VR 0.00

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
9 Feb 21 9 Feb 21 9 Feb 21 0.00 100.00
9 May 21 9 May 21 9 May 21 0.00 100.00 4.000% 1.00
9 Aug 21 9 Aug 21 9 Aug 21 0.00 100.00 4.000% 1.00
9 Nov 21 9 Nov 21 9 Nov 21 0.00 100.00 4.000% 1.00
9 Feb 22 9 Feb 22 9 Feb 22 0.00 100.00 4.000% 1.00
9 May 22 9 May 22 9 May 22 0.00 100.00 4.000% 1.00
9 Aug 22 9 Aug 22 9 Aug 22 0.00 100.00 4.000% 1.00
9 Nov 22 9 Nov 22 9 Nov 22 0.00 100.00 4.000% 1.00
9 Feb 23 9 Feb 23 9 Feb 23 100.00 0.00 4.000% 1.00

Err:502
Err:502
Err:502
30 Dec 99
9 Mar 23
0
T+2 T+1 T+0
Err:502 Err:502 Err:502
Err:502
Err:502
Err:502
-103.50 0 -104
0.00 -758 0 - - FALSO
0.00 -669 0 - - FALSO
0.00 -577 0 - - FALSO
0.00 -485 0 - - FALSO
0.00 -393 0 - - FALSO
0.00 -304 0 - - FALSO
0.00 -212 0 - - FALSO
0.00 -120 0 - - FALSO
0.00 -28 0 - - FALSO
0.00 Err:502 -103.50 0.0000 - 0.00 0 30 Dec 99

-103.50
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
Cupón 3/8/2021 9.500% T.Value
Dirty Price 95.000

Days 1 YTM
Acrued Int 0.03
Clean Price 94.974
Duration 1.44
Mod. Dur. 1.51
Av. Life 1.41
VR 0.73

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
8 Mar 21 8 Mar 21 8 Mar 21 0.00 100.00
8 Sep 21 8 Sep 21 8 Sep 21 0.00 100.00 9.500% 4.75
8 Mar 22 8 Mar 22 8 Mar 22 0.00 100.00 9.500% 4.75
8 Sep 22 8 Sep 22 8 Sep 22 13.30 86.70 9.500% 4.75
8 Mar 23 8 Mar 23 8 Mar 23 13.30 73.40 9.500% 4.12
8 Sep 23 8 Sep 23 8 Sep 23 13.30 60.10 9.500% 3.49
8 Mar 24 8 Mar 24 8 Mar 24 13.30 46.80 9.500% 2.85
8 Sep 24 8 Sep 24 8 Sep 24 13.30 33.50 9.500% 2.22
8 Mar 25 8 Mar 25 8 Mar 25 33.50 0.00 9.500% 1.59

10/4/2020 YPF 2024 Clase YPCUO 43.75 0 43.75
4/4/2021 YPF 2024 Clase YPCUO 43.75 0 43.75
10/4/2021 YPF 2024 Clase YPCUO 43.75 0 43.75
4/4/2022 YPF 2024 Clase YPCUO 43.75 300 343.75
10/4/2022 YPF 2024 Clase YPCUO 30.62 0 30.62
4/4/2023 YPF 2024 Clase YPCUO 30.62 300 330.62
10/4/2023 YPF 2024 Clase YPCUO 17.5 0 17.5
4/4/2024 YPF 2024 Clase YPCUO 17.5 400 417.5
73.43
7.34%
129.38
8 Sep 23
8 Mar 25
730
T+2 T+1 T+0
-8.78% -8.77% -8.75%
-95.00 0 -95
0.00 -731 0 - - FALSO
0.00 -547 0 - - FALSO
0.00 -366 0 - - FALSO
0.00 -182 0 - - FALSO
0.00 -1 0 - - FALSO
16.79 183 18 73 0.09 0.10 1 8 Sep 23
16.15 365 18 0.18 0.19 0 8 Mar 24
15.52 549 18 0.27 0.28 0 8 Sep 24
35.09 730 42 0.84 0.84 0 8 Mar 25
83.56 -0.09 0.00 0.7340 1.37 1.41 1 8 Sep 23
Moneda
USD
USD
USD
USD
USD
USD
USD
USD
-95.00
0.00
0.00
0.00
0.00
0.00
16.79
16.15
15.52
35.09
Cupón 7/16/2021 10.240% T.Value
Dirty Price 103.000

Days 53 YTM
Acrued Int 1.51

Días del Período
Mod. Dur. 0.11
Av. Life 0.10
VR 1.00

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
16 Apr 21 16 Apr 21 16 Apr 21 0.00 100.00
16 Jul 21 16 Jul 21 16 Jul 21 0.00 100.00 10.240% 2.56
16 Oct 21 16 Oct 21 16 Oct 21 0.00 100.00 10.240% 2.56
16 Jan 22 16 Jan 22 16 Jan 22 0.00 100.00 10.240% 2.56
16 Apr 22 16 Apr 22 16 Apr 22 0.00 100.00 10.240% 2.56
16 Jul 22 16 Jul 22 16 Jul 22 0.00 100.00 10.240% 2.56
16 Oct 22 16 Oct 22 16 Oct 22 0.00 100.00 10.240% 2.56
16 Jan 23 16 Jan 23 16 Jan 23 0.00 100.00 10.240% 2.56
16 Apr 23 16 Apr 23 16 Apr 23 100.00 0.00 10.240% 2.56

101.51
10.09%
101.47
16 Apr 23
16 Apr 23
38
T+2 T+1 T+0
-4.07% -3.97% -3.87%
53
90
1.51
-103.00 0 -103
0.00 -692 0 - - FALSO
0.00 -601 0 - - FALSO
0.00 -509 0 - - FALSO
0.00 -417 0 - - FALSO
0.00 -327 0 - - FALSO
0.00 -236 0 - - FALSO
0.00 -144 0 - - FALSO
0.00 -52 0 - - FALSO
102.56 38 103 100 0.11 0.10 52 16 Apr 23
102.56 -0.04 0.00 1.0000 0.11 0.10 52 16 Apr 23

-103.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
102.56
Cupón 1/18/2020 8.000% T.Value
Dirty Price 98.600

Days 51 YTM
Acrued Int 1.13
Clean Price 97.467
Duration 2.98
Mod. Dur. 2.85
Av. Life 3.03
VR 1.00

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
18 Jan 21 18 Jan 21 18 Jan 21 0.00 100.00 8.000%
18 Jul 21 18 Jul 21 18 Jul 21 0.00 100.00 8.000% 4.00
18 Jan 22 18 Jan 22 18 Jan 22 0.00 100.00 8.000% 4.00
18 Jul 22 18 Jul 22 18 Jul 22 0.00 100.00 8.000% 4.00
18 Jan 23 18 Jan 23 18 Jan 23 0.00 100.00 8.000% 4.00
18 Jul 23 18 Jul 23 18 Jul 23 0.00 100.00 8.000% 4.00
18 Jan 24 18 Jan 24 18 Jan 24 0.00 100.00 8.000% 4.00
18 Jul 24 18 Jul 24 18 Jul 24 0.00 100.00 8.000% 4.00
18 Jan 25 18 Jan 25 18 Jan 25 0.00 100.00 8.000% 4.00
18 Jul 25 18 Jul 25 18 Jul 25 0.00 100.00 8.000% 4.00
18 Jan 26 18 Jan 26 18 Jan 26 0.00 100.00 8.000% 4.00
18 Jul 26 18 Jul 26 18 Jul 26 100.00 0.00 8.000% 4.00

101.13
8.21%
97.50
18 Jul 23
18 Jul 26
1,227
T+2 T+1 T+0
8.87% 8.86% 8.86%
-98.60 0 -99
0.00 -780 0 - - FALSO
0.00 -599 0 - - FALSO
0.00 -415 0 - - FALSO
0.00 -234 0 - - FALSO
0.00 -50 0 - - FALSO
4.00 131 4 100 0.01 0.01 50 18 Jul 23
4.00 315 4 0.03 0.03 0 18 Jan 24
4.00 497 4 0.05 0.04 0 18 Jul 24
4.00 681 3 0.06 0.06 0 18 Jan 25
4.00 862 3 0.08 0.07 0 18 Jul 25
4.00 1,046 3 0.09 0.09 0 18 Jan 26
104.00 1,227 78 2.61 2.73 0 18 Jul 26
128.00 0.09 0.00 1.0000 2.94 3.03 50 18 Jul 23

-98.60
0.00
0.00
0.00
0.00
0.00
4.00
4.00
4.00
4.00
4.00
4.00
104.00
Cupón 9/10/2021 7.000% T.Value
Dirty Price 103.500

Days 89 YTM
Acrued Int 1.73

Días del Período
Mod. Dur. 0.25
Av. Life 0.25
VR 1.00

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
10 Jun 21 10 Jun 21 10 Jun 21 0.00 100.00
10 Sep 21 10 Sep 21 10 Sep 21 0.00 100.00 7.000% 1.75
10 Dec 21 10 Dec 21 10 Dec 21 0.00 100.00 7.000% 1.75
10 Mar 22 10 Mar 22 10 Mar 22 0.00 100.00 7.000% 1.75
10 Jun 22 10 Jun 22 10 Jun 22 0.00 100.00 7.000% 1.75
10 Sep 22 10 Sep 22 10 Sep 22 0.00 100.00 7.000% 1.75
10 Dec 22 10 Dec 22 10 Dec 22 0.00 100.00 7.000% 1.75
10 Mar 23 10 Mar 23 10 Mar 23 0.00 100.00 7.000% 1.75
10 Jun 23 10 Jun 23 10 Jun 23 100.00 0.00 7.000% 1.75

101.73
6.88%
101.74
10 Mar 23
10 Jun 23
93
T+2 T+1 T+0
0.00% 0.00% 0.00%
89
90
1.73
-103.50 0 -104
0.00 -637 0 - - FALSO
0.00 -545 0 - - FALSO
0.00 -454 0 - - FALSO
0.00 -364 0 - - FALSO
0.00 -272 0 - - FALSO
0.00 -180 0 - - FALSO
0.00 -89 0 - - FALSO
1.75 1 2 100 0.00 0.00 89 10 Mar 23
101.75 93 102 0.26 0.25 0 10 Jun 23
103.50 0.00 0.00 1.0000 0.26 0.25 89 10 Mar 23

-103.50
0.00
0.00
0.00
0.00
0.00
0.00
0.00
1.75
101.75
Cupón 12/30/2021 6.990% T.Value
Dirty Price 70.500

Days 69 YTM
Acrued Int 0.67

Días del Período
Mod. Dur. 0.80
Av. Life 0.81
VR 0.67

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
30 Dec 21 30 Dec 21 30 Dec 21 0.00 100.00 6.990% -8.33
30 Jun 22 30 Jun 22 30 Jun 22 33.00 67.00 6.990% 3.50
30 Dec 22 30 Dec 22 30 Dec 22 0.00 67.00 6.990% 2.34
30 Jun 23 30 Jun 23 30 Jun 23 33.00 34.00 6.990% 2.34
30 Dec 23 30 Dec 23 30 Dec 23 0.00 34.00 6.990% 1.19
30 Jun 24 30 Jun 24 30 Jun 24 34.00 0.00 6.990% 1.19

67.67
6.71%
104.18
30 Jun 23
30 Jun 24
479
T+2 T+1 T+0
2.13% 2.13% 2.12%
69
180
1.34
-70.50 0 -71
0.00 -434 0 - - FALSO
0.00 -252 0 - - FALSO
0.00 -69 0 - - FALSO
35.34 113 35 67 0.11 0.15 69 30 Jun 23
1.19 296 1 0.01 0.01 0 30 Dec 23
35.19 479 34 0.45 0.64 0 30 Jun 24
71.72 0.02 0.00 0.6700 0.57 0.81 69 30 Jun 23

-70.50
0.00
0.00
0.00
35.34
1.19
35.19
Cupón 1/6/2022 6.990% T.Value
Dirty Price 68.500

Days 63 YTM
Acrued Int 0.61

Días del Período
Mod. Dur. 0.79
Av. Life 0.83
VR 0.67

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
6 Jan 22 6 Jan 22 6 Jan 22 0.00 100.00 6.990% -8.21
6 Jul 22 6 Jul 22 6 Jul 22 33.00 67.00 6.990% 3.50
6 Jan 23 6 Jan 23 6 Jan 23 0.00 67.00 6.990% 2.34
6 Jul 23 6 Jul 23 6 Jul 23 33.00 34.00 6.990% 2.34
6 Jan 24 6 Jan 24 6 Jan 24 0.00 34.00 6.990% 1.19
6 Jul 24 6 Jul 24 6 Jul 24 34.00 0.00 6.990% 1.19

67.61
6.90%
101.31
6 Jul 23
6 Jul 24
485
T+2 T+1 T+0
5.68% 5.66% 5.64%
63
180
1.22
-68.50 0 -69
0.00 -427 0 - - FALSO
0.00 -246 0 - - FALSO
0.00 -62 0 - - FALSO
35.34 119 35 67 0.11 0.16 62 6 Jul 23
1.19 303 1 0.01 0.01 0 6 Jan 24
35.19 485 33 0.43 0.65 0 6 Jul 24
71.72 0.06 0.00 0.6700 0.56 0.83 62 6 Jul 23

-68.50
0.00
0.00
0.00
35.34
1.19
35.19
Cupón 9/30/2021 10.950% T.Value
Dirty Price 106.950

Days 69 YTM
Acrued Int 2.10

Días del Período
Mod. Dur. 2.66
Av. Life 2.86
VR 1.00

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
30 Jun 21 30 Jun 21 30 Jun 21 0.00 100.00
30 Sep 21 30 Sep 21 30 Sep 21 0.00 100.00 10.950% 2.74
30 Dec 21 30 Dec 21 30 Dec 21 0.00 100.00 10.950% 2.74
30 Mar 22 30 Mar 22 30 Mar 22 0.00 100.00 10.950% 2.74
30 Jun 22 30 Jun 22 30 Jun 22 0.00 100.00 10.950% 2.74
30 Sep 22 30 Sep 22 30 Sep 22 0.00 100.00 10.950% 2.74
30 Dec 22 30 Dec 22 30 Dec 22 0.00 100.00 10.950% 2.74
30 Mar 23 30 Mar 23 30 Mar 23 0.00 100.00 10.950% 2.74
30 Jun 23 30 Jun 23 30 Jun 23 0.00 100.00 10.950% 2.74
30 Sep 23 30 Sep 23 30 Sep 23 0.00 100.00 10.950% 2.74
30 Dec 23 30 Dec 23 30 Dec 23 0.00 100.00 10.950% 2.74
30 Mar 24 30 Mar 24 30 Mar 24 0.00 100.00 10.950% 2.74
30 Jun 24 30 Jun 24 30 Jun 24 0.00 100.00 10.950% 2.74
30 Sep 24 30 Sep 24 30 Sep 24 0.00 100.00 10.950% 2.74
30 Dec 24 30 Dec 24 30 Dec 24 0.00 100.00 10.950% 2.74
30 Mar 25 30 Mar 25 30 Mar 25 0.00 100.00 10.950% 2.74
30 Jun 25 30 Jun 25 30 Jun 25 0.00 100.00 10.950% 2.74
30 Sep 25 30 Sep 25 30 Sep 25 0.00 100.00 10.950% 2.74
30 Dec 25 30 Dec 25 30 Dec 25 0.00 100.00 10.950% 2.74
30 Mar 26 30 Mar 26 30 Mar 26 0.00 100.00 10.950% 2.74
30 Jun 26 30 Jun 26 30 Jun 26 100.00 0.00 10.950% 2.74

102.10
10.44%
104.75
30 Mar 23
30 Jun 26
1,209
T+2 T+1 T+0
9.32% 9.31% 9.30%
69
90
2.10
-106.95 0 -107
0.00 -617 0 - - FALSO
0.00 -525 0 - - FALSO
0.00 -434 0 - - FALSO
0.00 -344 0 - - FALSO
0.00 -252 0 - - FALSO
0.00 -160 0 - - FALSO
0.00 -69 0 - - FALSO
2.74 21 3 100 0.00 0.00 69 30 Mar 23
2.74 113 3 0.01 0.01 0 30 Jun 23
2.74 205 3 0.01 0.01 0 30 Sep 23
2.74 296 3 0.02 0.02 0 30 Dec 23
2.74 387 2 0.03 0.02 0 30 Mar 24
2.74 479 2 0.03 0.03 0 30 Jun 24
2.74 571 2 0.04 0.03 0 30 Sep 24
2.74 662 2 0.04 0.04 0 30 Dec 24
2.74 752 2 0.05 0.04 0 30 Mar 25
2.74 844 2 0.05 0.05 0 30 Jun 25
2.74 936 2 0.06 0.05 0 30 Sep 25
2.74 1,027 2 0.06 0.06 0 30 Dec 25
2.74 1,117 2 0.06 0.06 0 30 Mar 26
102.74 1,209 76 2.52 2.46 0 30 Jun 26

138.33 0.09 0.00 1.0000 2.98 2.86 69 30 Mar 23
-106.95
0.00
0.00
0.00
0.00
0.00
0.00
0.00
2.74
2.74
2.74
2.74
2.74
2.74
2.74
2.74
2.74
2.74
2.74
2.74
2.74
102.74
Cupón 9/10/2021 6.000% T.Value
Dirty Price 104.400

Days 29 YTM
Acrued Int 0.48

Días del Período
Mod. Dur. 1.11
Av. Life 0.91
VR 0.75

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
10 Aug 21 10 Aug 21 10 Aug 21 100.00
10 Feb 22 10 Feb 22 10 Feb 22 100.00 6.000% 3.00
10 Aug 22 10 Aug 22 10 Aug 22 100.00 6.000% 3.00
10 Feb 23 10 Feb 23 10 Feb 23 25.00 75.00 6.000% 3.00
10 Aug 23 10 Aug 23 10 Aug 23 25.00 50.00 6.000% 2.25
10 Feb 24 10 Feb 24 10 Feb 24 25.00 25.00 6.000% 1.50
10 Aug 24 10 Aug 24 10 Aug 24 25.00 0.00 6.000% 0.75

75.48
4.33%
138.31
10 Aug 23
10 Aug 24
520
T+2 T+1 T+0
-27.01% -26.94% -26.87%
29
180
0.48
-104.40 0 -104
0.00 -576 0 - - FALSO
0.00 -392 0 - - FALSO
0.00 -211 0 - - FALSO
0.00 -27 0 - - FALSO
27.25 154 31 75 0.13 0.14 27 10 Aug 23
26.50 338 35 0.32 0.31 0 10 Feb 24
25.75 520 39 0.55 0.46 0 10 Aug 24
79.50 -0.27 0.00 0.7500 1.01 0.91 27 10 Aug 23

-104.40
0.00
0.00
0.00
0.00
27.25
26.50
25.75
Cupón 3/2/2022 8.750% T.Value
Dirty Price 106.000

Days 7 YTM
Acrued Int 0.09

Días del Período
Mod. Dur. 2.32
Av. Life 2.37
VR 0.90

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
2 Sep 21 2 Sep 21 2 Sep 21 0.00 100.00
2 Mar 22 2 Mar 22 2 Mar 22 0.00 100.00 8.750% 4.38
2 Sep 22 2 Sep 22 2 Sep 22 0.00 100.00 8.750% 4.38
2 Mar 23 2 Mar 23 2 Mar 23 10.00 90.00 8.750% 4.38
2 Sep 23 2 Sep 23 2 Sep 23 10.00 80.00 8.750% 3.94
2 Mar 24 2 Mar 24 2 Mar 24 10.00 70.00 8.750% 3.50
2 Sep 24 2 Sep 24 2 Sep 24 10.00 60.00 8.750% 3.06
2 Mar 25 2 Mar 25 2 Mar 25 10.00 50.00 8.750% 2.63
2 Sep 25 2 Sep 25 2 Sep 25 10.00 40.00 8.750% 2.19
2 Mar 26 2 Mar 26 2 Mar 26 10.00 30.00 8.750% 1.75
2 Sep 26 2 Sep 26 2 Sep 26 10.00 20.00 8.750% 1.31
2 Mar 27 2 Mar 27 2 Mar 27 10.00 10.00 8.750% 0.88
2 Sep 27 2 Sep 27 2 Sep 27 10.00 0.00 8.750% 0.44

90.09
7.44%
117.67
2 Sep 23
2 Sep 27
1,638
T+2 T+1 T+0
1.46% 1.46% 1.45%
7
180
0.17
-106.00 0 -106
0.00 -553 0 - - FALSO
0.00 -372 0 - - FALSO
0.00 -188 0 - - FALSO
0.00 -7 0 - - FALSO
13.94 177 14 90 0.07 0.06 7 2 Sep 23
13.50 359 13 0.13 0.12 0 2 Mar 24
13.06 543 13 0.19 0.18 0 2 Sep 24
12.63 724 12 0.24 0.23 0 2 Mar 25
12.19 908 12 0.29 0.28 0 2 Sep 25
11.75 1,089 11 0.34 0.32 0 2 Mar 26
11.31 1,273 11 0.38 0.36 0 2 Sep 26
10.88 1,454 10 0.41 0.39 0 2 Mar 27
10.44 1,638 10 0.44 0.43 0 2 Sep 27
109.69 0.01 0.00 0.9000 2.48 2.37 7 2 Sep 23

-106.00
0.00
0.00
0.00
0.00
13.94
13.50
13.06
12.63
12.19
11.75
11.31
10.88
10.44
Cupón 8/16/2018 6.500% T.Value
Dirty Price 105.050

Days 23 YTM
Acrued Int 0.42
Clean Price 104.635
Duration #DIV/0!
Mod. Dur. Err:502
Av. Life 0.00
VR 0.00

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
16 Feb 18 16 Feb 18 16 Feb 18 0.00 100.00
16 Aug 18 16 Aug 18 16 Aug 18 0.00 100.00 6.500% 3.25
16 Feb 19 16 Feb 19 16 Feb 19 0.00 100.00 6.500% 3.25
16 Aug 19 16 Aug 19 16 Aug 19 0.00 100.00 6.500% 3.25
16 Feb 20 16 Feb 20 16 Feb 20 0.00 100.00 6.500% 3.25
16 Aug 20 16 Aug 20 16 Aug 20 0.00 100.00 6.500% 3.25
16 Feb 21 16 Feb 21 16 Feb 21 0.00 100.00 6.500% 3.25
16 Aug 21 16 Aug 21 16 Aug 21 0.00 100.00 6.500% 3.25
16 Feb 22 16 Feb 22 16 Feb 22 0.00 100.00 6.500% 3.25
16 Aug 22 16 Aug 22 16 Aug 22 0.00 100.00 6.500% 3.25
16 Feb 23 16 Feb 23 16 Feb 23 100.00 0.00 6.500% 3.25

0.42
0.00%
25,296.32
30 Dec 99
9 Mar 23
0
T+2 T+1 T+0
Err:502 Err:502 Err:502
-105.05 0 -105
0.00 -1,847 0 - - FALSO
0.00 -1,666 0 - - FALSO
0.00 -1,482 0 - - FALSO
0.00 -1,301 0 - - FALSO
0.00 -1,117 0 - - FALSO
0.00 -935 0 - - FALSO
0.00 -751 0 - - FALSO
0.00 -570 0 - - FALSO
0.00 -386 0 - - FALSO
0.00 -205 0 - - FALSO
0.00 -21 0 - - FALSO
0.00 Err:502 -105.05 0.0000 - 0.00 0 30 Dec 99

-105.05
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
Cupón 6/20/2022 7.350% T.Value
Dirty Price 103.000

Days 79 YTM
Acrued Int 0.81

Días del Período
Mod. Dur. 0.75
Av. Life 0.77
VR 1.00

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
20 Dec 21 20 Dec 21 20 Dec 21 0.00 100.00
20 Jun 22 20 Jun 22 20 Jun 22 0.00 100.00 7.350% 3.68
20 Dec 22 20 Dec 22 20 Dec 22 0.00 100.00 7.350% 3.68
20 Jun 23 20 Jun 23 20 Jun 23 0.00 100.00 7.350% 3.68
20 Dec 23 20 Dec 23 20 Dec 23 100.00 0.00 7.350% 3.68

10/4/2020 YPF 2024 Clase YPCUO 43.75 0 43.75
4/4/2021 YPF 2024 Clase YPCUO 43.75 0 43.75
10/4/2021 YPF 2024 Clase YPCUO 43.75 0 43.75
4/4/2022 YPF 2024 Clase YPCUO 43.75 300 343.75
10/4/2022 YPF 2024 Clase YPCUO 30.62 0 30.62
4/4/2023 YPF 2024 Clase YPCUO 30.62 300 330.62
10/4/2023 YPF 2024 Clase YPCUO 17.5 0 17.5
4/4/2024 YPF 2024 Clase YPCUO 17.5 400 417.5
100.81
7.19%
102.18
20 Jun 23
20 Dec 23
286
T+2 T+1 T+0
5.47% 5.45% 5.43%
79.00
180.00
1.61
-103.00 0 -103
0.00 -444 0 - - FALSO
0.00 -262 0 - - FALSO
0.00 -79 0 - - FALSO
3.68 103 4 100 0.01 0.01 79 20 Jun 23
103.68 286 99 0.78 0.76 0 20 Dec 23
107.35 0.05 0.00 1.0000 0.79 0.77 79 20 Jun 23
Moneda
USD
USD
USD
USD
USD
USD
USD
USD
-103.00
0.00
0.00
0.00
3.68
103.68
Cupón 10/30/2021 9.125% T.Value
Dirty Price 120.000

Days 129 YTM
Acrued Int 3.27
Clean Price 116.730
Duration 2.76
Mod. Dur. 2.72
Av. Life 2.80
VR 1.00

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
30 Apr 21 30 Apr 21 30 Apr 21 0.00 100.00
30 Apr 22 30 Apr 22 30 Apr 22 0.00 100.00 9.125% 9.13
30 Oct 22 30 Oct 22 30 Oct 22 0.00 100.00 9.125% 4.56
30 Apr 23 30 Apr 23 30 Apr 23 0.00 100.00 9.125% 4.56
30 Oct 23 30 Oct 23 30 Oct 23 0.00 100.00 9.125% 4.56
30 Apr 24 30 Apr 24 30 Apr 24 0.00 100.00 9.125% 4.56
30 Oct 24 30 Oct 24 30 Oct 24 0.00 100.00 9.125% 4.56
30 Apr 25 30 Apr 25 30 Apr 25 20.00 80.00 9.125% 4.56
30 Oct 25 30 Oct 25 30 Oct 25 20.00 60.00 9.125% 3.65
30 Apr 26 30 Apr 26 30 Apr 26 20.00 40.00 9.125% 2.74
30 Oct 26 30 Oct 26 30 Oct 26 20.00 20.00 9.125% 1.83
30 Apr 27 30 Apr 27 30 Apr 27 20.00 0.00 9.125% 0.91

103.27
7.82%
116.20
30 Apr 23
30 Apr 27
1,513
T+2 T+1 T+0
3.44% 3.44% 3.43%
-120.00 0 -120
0.00 -678 0 - - FALSO
0.00 -313 0 - - FALSO
0.00 -130 0 - - FALSO
4.56 52 5 100 0.01 0.00 130 30 Apr 23
4.56 235 4 0.03 0.02 0 30 Oct 23
4.56 418 4 0.05 0.04 0 30 Apr 24
4.56 601 4 0.07 0.06 0 30 Oct 24
24.56 783 23 0.49 0.40 0 30 Apr 25
23.65 966 22 0.57 0.47 0 30 Oct 25
22.74 1,148 20 0.64 0.54 0 30 Apr 26
21.83 1,331 19 0.70 0.60 0 30 Oct 26
20.91 1,513 18 0.75 0.66 0 30 Apr 27
131.94 0.03 0.00 1.0000 3.32 2.80 130 30 Apr 23

-120.00
0.00
0.00
0.00
4.56
4.56
4.56
4.56
24.56
23.65
22.74
21.83
20.91
Cupón 6/20/2022 7.500% T.Value
Dirty Price 100.000

Days 59 YTM
Acrued Int 0.61

Días del Período
Mod. Dur. 0.79
Av. Life 0.82
VR 1.00

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
10 Jan 22 10 Jan 22 10 Jan 22 0.00 100.00
10 Jul 22 10 Jul 22 10 Jul 22 0.00 100.00 7.500% 3.75
10 Jan 23 10 Jan 23 10 Jan 23 0.00 100.00 7.500% 3.75
10 Jul 23 10 Jul 23 10 Jul 23 0.00 100.00 7.500% 3.75
10 Jan 24 10 Jan 24 10 Jan 24 100.00 0.00 7.500% 3.75

10/4/2020 YPF 2024 Clase YPCUO 43.75 0 43.75
4/4/2021 YPF 2024 Clase YPCUO 43.75 0 43.75
10/4/2021 YPF 2024 Clase YPCUO 43.75 0 43.75
4/4/2022 YPF 2024 Clase YPCUO 43.75 300 343.75
10/4/2022 YPF 2024 Clase YPCUO 30.62 0 30.62
4/4/2023 YPF 2024 Clase YPCUO 30.62 300 330.62
10/4/2023 YPF 2024 Clase YPCUO 17.5 0 17.5
4/4/2024 YPF 2024 Clase YPCUO 17.5 400 417.5
100.61
7.55%
99.39
10 Jul 23
10 Jan 24
307
T+2 T+1 T+0
8.98% 8.95% 8.92%
59.00
180.00
1.23
-100.00 0 -100
0.00 -423 0 - - FALSO
0.00 -242 0 - - FALSO
0.00 -58 0 - - FALSO
3.75 123 4 100 0.01 0.01 58 10 Jul 23
103.75 307 96 0.81 0.81 0 10 Jan 24
107.50 0.09 0.00 1.0000 0.82 0.82 58 10 Jul 23
Moneda
USD
USD
USD
USD
USD
USD
USD
USD
-100.00
0.00
0.00
0.00
3.75
103.75
Cupón 2/6/2021 8.500% T.Value
Dirty Price 106.000

Days 33 YTM
Acrued Int 0.78
Clean Price 105.221
Duration 1.40
Mod. Dur. 1.39
Av. Life 1.42
VR 0.97

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
6 Aug 20 6 Aug 20 6 Aug 20 0.00 100.00
6 Feb 21 6 Feb 21 6 Feb 21 0.00 100.00 8.500% 4.25
6 Aug 21 6 Aug 21 6 Aug 21 0.00 100.00 8.500% 4.25
6 Feb 22 6 Feb 22 6 Feb 22 0.00 100.00 8.500% 4.25
6 Aug 22 6 Aug 22 6 Aug 22 0.00 100.00 8.500% 4.25
6 Feb 23 6 Feb 23 6 Feb 23 3.00 97.00 8.500% 4.25
6 Aug 23 6 Aug 23 6 Aug 23 30.00 67.00 8.500% 4.12
6 Feb 24 6 Feb 24 6 Feb 24 0.00 67.00 8.500% 2.85
6 Aug 24 6 Aug 24 6 Aug 24 33.00 34.00 8.500% 2.85
6 Feb 25 6 Feb 25 6 Feb 25 0.00 34.00 8.500% 1.45
6 Aug 25 6 Aug 25 6 Aug 25 34.00 0.00 8.500% 1.45

97.78
7.84%
108.41
6 Aug 23
6 Aug 25
881
T+2 T+1 T+0
2.45% 2.45% 2.44%
-106.00 0 -106
0.00 -945 0 - - FALSO
0.00 -761 0 - - FALSO
0.00 -580 0 - - FALSO
0.00 -396 0 - - FALSO
0.00 -215 0 - - FALSO
0.00 -31 0 - - FALSO
34.12 150 34 97 0.14 0.13 31 6 Aug 23
2.85 334 3 0.03 0.02 0 6 Feb 24
35.85 516 35 0.49 0.46 0 6 Aug 24
1.45 700 1 0.03 0.03 0 6 Feb 25
35.45 881 33 0.81 0.78 0 6 Aug 25
109.71 0.02 0.00 0.9700 1.49 1.42 31 6 Aug 23

-106.00
0.00
0.00
0.00
0.00
0.00
0.00
34.12
2.85
35.85
1.45
35.45
Cupón 5/25/2022 3.250% T.Value
Dirty Price 100.000

Days 14 YTM
Acrued Int 0.13

Días del Período
Mod. Dur. 0.94
Av. Life 0.96
VR 1.00

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
25 Feb 22 25 Feb 22 25 Feb 22 0.00 100.00
25 May 22 25 May 22 25 May 22 0.00 100.00 3.250% 0.81
25 Aug 22 25 Aug 22 25 Aug 22 0.00 100.00 3.250% 0.81
25 Nov 22 25 Nov 22 25 Nov 22 0.00 100.00 3.250% 0.81
25 Feb 23 25 Feb 23 25 Feb 23 0.00 100.00 3.250% 0.81
25 May 23 25 May 23 25 May 23 0.00 100.00 3.250% 0.81
25 Aug 23 25 Aug 23 25 Aug 23 0.00 100.00 3.250% 0.81
25 Nov 23 25 Nov 23 25 Nov 23 0.00 100.00 3.250% 0.81
25 Feb 24 25 Feb 24 25 Feb 24 100.00 0.00 3.250% 0.81

100.13
3.25%
99.87
25 May 23
25 Feb 24
353
T+2 T+1 T+0
3.38% 3.37% 3.36%
14
90
0.13
-100.00 0 -100
0.00 -377 0 - - FALSO
0.00 -288 0 - - FALSO
0.00 -196 0 - - FALSO
0.00 -104 0 - - FALSO
0.00 -12 0 - - FALSO
0.81 77 1 100 0.00 0.00 12 25 May 23
0.81 169 1 0.00 0.00 0 25 Aug 23
0.81 261 1 0.01 0.01 0 25 Nov 23
100.81 353 98 0.94 0.94 0 25 Feb 24
103.25 0.03 0.00 1.0000 0.95 0.96 12 25 May 23

-100.00
0.00
0.00
0.00
0.00
0.00
0.81
0.81
0.81
100.81
Cupón 6/16/2022 3.000% T.Value
Dirty Price 98.000

Days 83 YTM
Acrued Int 0.69

Días del Período
Mod. Dur. 0.97
Av. Life 1.00
VR 1.00

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
16 Mar 22 16 Mar 22 16 Mar 22 0.00 100.00
16 Jun 22 16 Jun 22 16 Jun 22 0.00 100.00 3.000% 0.75
16 Sep 22 16 Sep 22 16 Sep 22 0.00 100.00 3.000% 0.75
16 Dec 22 16 Dec 22 16 Dec 22 0.00 100.00 3.000% 0.75
16 Mar 23 16 Mar 23 16 Mar 23 0.00 100.00 3.000% 0.75
16 Jun 23 16 Jun 23 16 Jun 23 0.00 100.00 3.000% 0.75
16 Sep 23 16 Sep 23 16 Sep 23 0.00 100.00 3.000% 0.75
16 Dec 23 16 Dec 23 16 Dec 23 0.00 100.00 3.000% 0.75
16 Mar 24 16 Mar 24 16 Mar 24 100.00 0.00 3.000% 0.75

100.69
3.08%
97.33
16 Mar 23
16 Mar 24
373
T+2 T+1 T+0
5.76% 5.75% 5.73%
83
90
0.69
-98.00 0 -98
0.00 -358 0 - - FALSO
0.00 -266 0 - - FALSO
0.00 -174 0 - - FALSO
0.00 -83 0 - - FALSO
0.75 7 1 100 0.00 0.00 83 16 Mar 23
0.75 99 1 0.00 0.00 0 16 Jun 23
0.75 191 1 0.00 0.00 0 16 Sep 23
0.75 282 1 0.01 0.01 0 16 Dec 23
100.75 373 95 0.97 0.99 0 16 Mar 24
103.75 0.06 0.00 1.0000 0.98 1.00 83 16 Mar 23

-98.00
0.00
0.00
0.00
0.00
0.75
0.75
0.75
0.75
100.75
Cupón 7/29/2022 5.000% T.Value
Dirty Price 100.000

Days 39 YTM
Acrued Int 0.54

Días del Período
Mod. Dur. 1.08
Av. Life 1.12
VR 1.00

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
22 Mar 22 22 Mar 22 22 Mar 22 0.00 100.00
29 Jul 22 29 Jul 22 29 Jul 22 0.00 100.00 5.000% 1.76
31 Oct 22 31 Oct 22 31 Oct 22 0.00 100.00 5.000% 1.28
31 Jan 23 31 Jan 23 31 Jan 23 0.00 100.00 5.000% 1.25
28 Apr 23 28 Apr 23 28 Apr 23 0.00 100.00 5.000% 1.22
31 Jul 23 31 Jul 23 31 Jul 23 0.00 100.00 5.000% 1.29
31 Oct 23 31 Oct 23 31 Oct 23 0.00 100.00 5.000% 1.25
31 Jan 24 31 Jan 24 31 Jan 24 0.00 100.00 5.000% 1.25
30 Apr 24 30 Apr 24 30 Apr 24 100.00 0.00 5.000% 1.25

100.54
5.03%
99.46
28 Apr 23
30 Apr 24
418
T+2 T+1 T+0
5.52% 5.51% 5.50%
39
90
0.54
-100.00 0 -100
0.00 -352 0 - - FALSO
0.00 -223 0 - - FALSO
0.00 -129 0 - - FALSO
0.00 -37 0 - - FALSO
1.22 50 1 100 0.00 0.00 37 28 Apr 23
1.29 144 1 0.00 0.00 0 31 Jul 23
1.25 236 1 0.01 0.01 0 31 Oct 23
1.25 328 1 0.01 0.01 0 31 Jan 24
101.25 418 95 1.09 1.09 0 30 Apr 24
106.26 0.06 0.00 1.0000 1.11 1.12 37 28 Apr 23

-100.00
0.00
0.00
0.00
0.00
1.22
1.29
1.25
1.25
101.25
Cupón 11/15/2017 6.875% T.Value
Dirty Price 102.100

Days 114 YTM
Acrued Int 2.18
Clean Price 99.923
Duration 1.14
Mod. Dur. 1.10
Av. Life 1.14
VR 1.00

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
15 May 17 15 May 17 15 May 17 0.00 100.00
15 Nov 17 15 Nov 17 15 Nov 17 0.00 100.00
15 May 18 15 May 18 15 May 18 0.00 100.00 6.875% 3.44
15 Nov 18 15 Nov 18 15 Nov 18 0.00 100.00 6.875% 3.44
15 May 19 15 May 19 15 May 19 0.00 100.00 6.875% 3.44
15 Nov 19 15 Nov 19 15 Nov 19 0.00 100.00 6.875% 3.44
15 May 20 15 May 20 15 May 20 0.00 100.00 6.875% 3.44
15 Nov 20 15 Nov 20 15 Nov 20 0.00 100.00 6.875% 3.44
15 May 21 15 May 21 15 May 21 0.00 100.00 6.875% 3.44
15 Nov 21 15 Nov 21 15 Nov 21 0.00 100.00 6.875% 3.44
15 May 22 15 May 22 15 May 22 0.00 100.00 6.875% 3.44
15 Nov 22 15 Nov 22 15 Nov 22 0.00 100.00 6.875% 3.44
15 May 23 15 May 23 15 May 23 0.00 100.00 6.875% 3.44
15 Nov 23 15 Nov 23 15 Nov 23 0.00 100.00 6.875% 3.44
15 May 24 15 May 24 15 May 24 100.00 0.00 6.875% 3.44

102.18
6.88%
99.92
15 May 23
15 May 24
433
T+2 T+1 T+0
6.91% 6.90% 6.88%
-102.10 0 -102
0.00 -2,124 0 - - FALSO
0.00 -1,940 0 - - FALSO
0.00 -1,759 0 - - FALSO
0.00 -1,575 0 - - FALSO
0.00 -1,394 0 - - FALSO
0.00 -1,210 0 - - FALSO
0.00 -1,028 0 - - FALSO
0.00 -844 0 - - FALSO
0.00 -663 0 - - FALSO
0.00 -479 0 - - FALSO
0.00 -298 0 - - FALSO
0.00 -114 0 - - FALSO
3.44 67 3 100 0.01 0.01 114 15 May 23
3.44 251 3 0.02 0.02 0 15 Nov 23
103.44 433 95 1.13 1.11 0 15 May 24
110.31 0.07 0.00 1.0000 1.16 1.14 114 15 May 23

-102.10
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
3.44
3.44
103.44
Cupón 7/9/2019 6.700% T.Value
Dirty Price 46.000

Days 60 YTM
Acrued Int 1.12

Días del Período
Mod. Dur. 0.61
Av. Life 0.58
VR 0.42

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
9 Apr 19 9 Apr 19 9 Apr 19 0.00 100.00
9 Jul 19 9 Jul 19 9 Jul 19 0.00 100.00 6.700% 1.68
9 Oct 19 9 Oct 19 9 Oct 19 0.00 100.00 6.700% 1.68
9 Jan 20 9 Jan 20 9 Jan 20 0.00 100.00 6.700% 1.68
9 Apr 20 9 Apr 20 9 Apr 20 0.00 100.00 6.700% 1.68
9 Jul 20 9 Jul 20 9 Jul 20 0.00 100.00 6.700% 1.68
9 Oct 20 9 Oct 20 9 Oct 20 0.00 100.00 6.700% 1.68
9 Jan 21 9 Jan 21 9 Jan 21 0.00 100.00 6.700% 1.68
9 Apr 21 9 Apr 21 9 Apr 21 0.00 100.00 6.700% 1.68
9 Jul 21 9 Jul 21 9 Jul 21 8.33 91.67 6.700% 1.68
9 Oct 21 9 Oct 21 9 Oct 21 8.33 83.34 6.700% 1.54
9 Jan 22 9 Jan 22 9 Jan 22 8.33 75.01 6.700% 1.40
9 Apr 22 9 Apr 22 9 Apr 22 8.33 66.68 6.700% 1.26
9 Jul 22 9 Jul 22 9 Jul 22 8.33 58.35 6.700% 1.12
9 Oct 22 9 Oct 22 9 Oct 22 8.33 50.02 6.700% 0.98
9 Jan 23 9 Jan 23 9 Jan 23 8.33 41.69 6.700% 0.84
9 Apr 23 9 Apr 23 9 Apr 23 8.33 33.36 6.700% 0.70
9 Jul 23 9 Jul 23 9 Jul 23 8.33 25.03 6.700% 0.56
9 Oct 23 9 Oct 23 9 Oct 23 8.33 16.70 6.700% 0.42
9 Jan 24 9 Jan 24 9 Jan 24 8.33 8.37 6.700% 0.28
9 Apr 24 9 Apr 24 9 Apr 24 8.37 0.00 6.700% 0.14

42.81
6.22%
107.46
9 Apr 23
9 Apr 24
397
T+2 T+1 T+0
-8.27% -8.23% -8.19%
60
90
1.12
-46.00 0 -46
0.00 -1,430 0 - - FALSO
0.00 -1,339 0 - - FALSO
0.00 -1,247 0 - - FALSO
0.00 -1,155 0 - - FALSO
0.00 -1,064 0 - - FALSO
0.00 -973 0 - - FALSO
0.00 -881 0 - - FALSO
0.00 -789 0 - - FALSO
0.00 -699 0 - - FALSO
0.00 -608 0 - - FALSO
0.00 -516 0 - - FALSO
0.00 -424 0 - - FALSO
0.00 -334 0 - - FALSO
0.00 -243 0 - - FALSO
0.00 -151 0 - - FALSO
0.00 -59 0 - - FALSO
9.03 31 9 42 0.01 0.02 59 9 Apr 23
8.89 122 9 0.03 0.07 0 9 Jul 23
8.75 214 9 0.05 0.12 0 9 Oct 23
8.61 306 9 0.08 0.16 0 9 Jan 24
8.51 397 9 0.10 0.21 0 9 Apr 24

43.79 -0.08 0.00 0.4169 0.27 0.58 59 9 Apr 23
-46.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
9.03
8.89
8.75
8.61
8.51
Cupón 8/21/2020 3.500% T.Value
Dirty Price 109.000

Days 18 YTM
Acrued Int 0.18
Clean Price 108.825
Duration 0.95
Mod. Dur. 0.97
Av. Life 0.95
VR 1.00

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
21 Feb 20 21 Feb 20 21 Feb 20 0.00 100.00
21 Aug 20 21 Aug 20 21 Aug 20 0.00 100.00 3.500% 1.75
21 Feb 21 21 Feb 21 21 Feb 21 0.00 100.00 3.500% 1.75
21 Aug 21 21 Aug 21 21 Aug 21 0.00 100.00 3.500% 1.75
21 Feb 22 21 Feb 22 21 Feb 22 0.00 100.00 3.500% 1.75
21 Aug 22 21 Aug 22 21 Aug 22 0.00 100.00 3.500% 1.75
21 Feb 23 21 Feb 23 21 Feb 23 0.00 100.00 3.500% 1.75
21 Aug 23 21 Aug 23 21 Aug 23 0.00 100.00 3.500% 1.75
21 Feb 24 21 Feb 24 21 Feb 24 100.00 0.00 3.500% 1.75

10/4/2020 YPF 2024 Clase YPCUO 43.75 0 43.75
4/4/2021 YPF 2024 Clase YPCUO 43.75 0 43.75
10/4/2021 YPF 2024 Clase YPCUO 43.75 0 43.75
4/4/2022 YPF 2024 Clase YPCUO 43.75 300 343.75
10/4/2022 YPF 2024 Clase YPCUO 30.62 0 30.62
4/4/2023 YPF 2024 Clase YPCUO 30.62 300 330.62
10/4/2023 YPF 2024 Clase YPCUO 17.5 0 17.5
4/4/2024 YPF 2024 Clase YPCUO 17.5 400 417.5
100.18
3.22%
108.81
21 Aug 23
21 Feb 24
349
T+2 T+1 T+0
-5.39% -5.37% -5.36%
-109.00 0 -109
0.00 -1,112 0 - - FALSO
0.00 -930 0 - - FALSO
0.00 -746 0 - - FALSO
0.00 -565 0 - - FALSO
0.00 -381 0 - - FALSO
0.00 -200 0 - - FALSO
0.00 -16 0 - - FALSO
1.75 165 2 100 0.01 0.01 16 21 Aug 23
101.75 349 107 1.03 0.94 0 21 Feb 24
103.50 -0.05 0.00 1.0000 1.03 0.95 16 21 Aug 23
Moneda
USD
USD
USD
USD
USD
USD
USD
USD
-109.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
1.75
101.75
Cupón 8/2/2022 1.450% T.Value
Dirty Price 79.983

Days 37 YTM
Acrued Int 0.15

Días del Período
Mod. Dur. 1.03
Av. Life 1.14
VR 1.00

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
2 May 22 2 May 22 2 May 22 0.00 100.00
2 Aug 22 2 Aug 22 2 Aug 22 0.00 100.00 1.450% 0.36
2 Nov 22 2 Nov 22 2 Nov 22 0.00 100.00 1.450% 0.36
2 Feb 23 2 Feb 23 2 Feb 23 0.00 100.00 1.450% 0.36
2 May 23 2 May 23 2 May 23 0.00 100.00 1.450% 0.36
2 Aug 23 2 Aug 23 2 Aug 23 0.00 100.00 1.450% 0.36
2 Nov 23 2 Nov 23 2 Nov 23 0.00 100.00 1.450% 0.36
2 Feb 24 2 Feb 24 2 Feb 24 0.00 100.00 1.450% 0.36
2 May 24 2 May 24 2 May 24 100.00 0.00 1.450% 0.36

100.15
1.82%
79.86
2 May 23
2 May 24
420
T+2 T+1 T+0
22.31% 22.25% 22.20%
37
90
0.15
-79.98 0 -80
0.00 -311 0 - - FALSO
0.00 -219 0 - - FALSO
0.00 -127 0 - - FALSO
0.00 -35 0 - - FALSO
0.36 54 0 100 0.00 0.00 35 2 May 23
0.36 146 0 0.00 0.00 0 2 Aug 23
0.36 238 0 0.00 0.00 0 2 Nov 23
0.36 330 0 0.00 0.00 0 2 Feb 24
100.36 420 79 0.91 1.13 0 2 May 24
101.81 0.22 0.00 1.0000 0.91 1.14 35 2 May 23

-79.98
0.00
0.00
0.00
0.00
0.36
0.36
0.36
0.36
100.36
Cupón 12/20/2022 7.500% T.Value
Dirty Price 101.000

Days 79 YTM
Acrued Int 2.27

Días del Período
Mod. Dur. 1.11
Av. Life 1.15
VR 1.00

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
20 May 22 20 May 22 20 May 22 0.00 100.00
20 Dec 22 20 Dec 22 20 Dec 22 0.00 100.00 7.500% 4.38
20 May 23 20 May 23 20 May 23 0.00 100.00 7.500% 3.13
12 Dec 23 12 Dec 23 12 Dec 23 0.00 100.00 7.500% 4.21
20 May 24 20 May 24 20 May 24 100.00 0.00 7.500% 3.29

10/4/2020 YPF 2024 Clase YPCUO 43.75 0 43.75
4/4/2021 YPF 2024 Clase YPCUO 43.75 0 43.75
10/4/2021 YPF 2024 Clase YPCUO 43.75 0 43.75
4/4/2022 YPF 2024 Clase YPCUO 43.75 300 343.75
10/4/2022 YPF 2024 Clase YPCUO 30.62 0 30.62
4/4/2023 YPF 2024 Clase YPCUO 30.62 300 330.62
10/4/2023 YPF 2024 Clase YPCUO 17.5 0 17.5
4/4/2024 YPF 2024 Clase YPCUO 17.5 400 417.5
102.27
7.60%
98.76
20 May 23
20 May 24
438
T+2 T+1 T+0
8.05% 8.03% 8.01%
109
180
1.14
-101.00 0 -101
0.00 -293 0 - - FALSO
0.00 -79 0 - - FALSO
3.13 72 3 100.00 0.01 0.01 79 20 May 23
4.21 278 4 0.03 0.03 0 12 Dec 23
103.29 438 94 1.13 1.12 0 20 May 24
110.63 0.08 0.00 1.0000 1.16 1.15 79 20 May 23
Moneda
USD
USD
USD
USD
USD
USD
USD
USD
-101.00
0.00
0.00
3.13
4.21
103.29
Cupón 8/8/2022 6.000% T.Value
Dirty Price 105.000

Days 31 YTM
Acrued Int 0.52

Días del Período
Mod. Dur. 1.35
Av. Life 1.37
VR 1.00

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
16 Jun 22 16 Jun 22 16 Jun 22 0.00 100.00
8 Aug 22 8 Aug 22 8 Aug 22 0.00 100.00 6.000% 0.87
8 Nov 22 8 Nov 22 8 Nov 22 0.00 100.00 6.000% 1.50
8 Feb 23 8 Feb 23 8 Feb 23 0.00 100.00 6.000% 1.50
8 May 23 8 May 23 8 May 23 0.00 100.00 6.000% 1.50
8 Aug 23 8 Aug 23 8 Aug 23 0.00 100.00 6.000% 1.50
8 Nov 23 8 Nov 23 8 Nov 23 0.00 100.00 6.000% 1.50
8 Feb 24 8 Feb 24 8 Feb 24 0.00 100.00 6.000% 1.50
8 May 24 8 May 24 8 May 24 0.00 100.00 6.000% 1.50
8 Aug 24 8 Aug 24 8 Aug 24 100.00 0.00 6.000% 1.50

100.52
5.74%
104.46
8 May 23
8 Aug 24
518
T+2 T+1 T+0
2.75% 2.75% 2.74%
31
90
0.52
-105.00 0 -105
0.00 -266 0 - - FALSO
0.00 -213 0 - - FALSO
0.00 -121 0 - - FALSO
0.00 -29 0 - - FALSO
1.50 60 1 100 0.00 0.00 29 8 May 23
1.50 152 1 0.01 0.01 0 8 Aug 23
1.50 244 1 0.01 0.01 0 8 Nov 23
1.50 336 1 0.01 0.01 0 8 Feb 24
1.50 426 1 0.02 0.02 0 8 May 24
101.50 518 98 1.39 1.32 0 8 Aug 24
109.00 0.03 0.00 1.0000 1.43 1.37 29 8 May 23

-105.00
0.00
0.00
0.00
0.00
1.50
1.50
1.50
1.50
1.50
101.50
Cupón 1/3/2023 8.000% T.Value
Dirty Price 107.500

Days 66 YTM
Acrued Int 0.07

Días del Período
Mod. Dur. 2.61
Av. Life 2.72
VR 1.00

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
30 Jun 22 30 Jun 22 30 Jun 22 0.00 100.00
3 Jan 23 3 Jan 23 3 Jan 23 0.00 100.00 8.000% 4.07
3 Jul 23 3 Jul 23 3 Jul 23 0.00 100.00 8.000% 4.00
3 Jan 24 3 Jan 24 3 Jan 24 0.00 100.00 8.000% 4.00
3 Jul 24 3 Jul 24 3 Jul 24 0.00 100.00 8.000% 4.00
3 Jan 25 3 Jan 25 3 Jan 25 0.00 100.00 8.000% 4.00
3 Jul 25 3 Jul 25 3 Jul 25 0.00 100.00 8.000% 4.00
3 Jan 26 3 Jan 26 3 Jan 26 0.00 100.00 8.000% 4.00
3 Mar 26 3 Mar 26 3 Mar 26 100.00 0.00 8.000% 1.33

100.07
7.45%
107.43
3 Jul 23
3 Mar 26
1,090
T+2 T+1 T+0
5.76% 5.76% 5.75%
6
180
0.13
-107.50 0 -108
0.00 -252 0 - - FALSO
0.00 -65 0 - - FALSO
4.00 116 4 100 0.01 0.01 65 3 Jul 23
4.00 300 4 0.03 0.03 0 3 Jan 24
4.00 482 4 0.05 0.04 0 3 Jul 24
4.00 666 4 0.07 0.06 0 3 Jan 25
4.00 847 4 0.08 0.07 0 3 Jul 25
4.00 1,031 3 0.10 0.09 0 3 Jan 26
101.33 1,090 86 2.55 2.41 0 3 Mar 26
125.33 0.06 0.00 1.0000 2.89 2.72 65 3 Jul 23

-107.50
0.00
0.00
4.00
4.00
4.00
4.00
4.00
4.00
101.33
Cupón 10/22/2022 8.750% T.Value
Dirty Price 104.000

Days 77 YTM
Acrued Int 0.94

Días del Período
Mod. Dur. 2.90
Av. Life 3.21
VR 1.00

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
22 Jun 22 22 Jun 22 22 Jun 22 0.00 100.00
22 Dec 22 22 Dec 22 22 Dec 22 0.00 100.00 8.750% 4.38
22 Jun 23 22 Jun 23 22 Jun 23 0.00 100.00 8.750% 4.38
22 Dec 23 22 Dec 23 22 Dec 23 0.00 100.00 8.750% 4.38
22 Jun 24 22 Jun 24 22 Jun 24 17.50 82.50 8.750% 4.38
22 Dec 24 22 Dec 24 22 Dec 24 0.00 82.50 8.750% 3.61
22 Jun 25 22 Jun 25 22 Jun 25 17.50 65.00 8.750% 3.61
22 Dec 25 22 Dec 25 22 Dec 25 0.00 65.00 8.750% 2.84
22 Jun 26 22 Jun 26 22 Jun 26 17.50 47.50 8.750% 2.84
22 Dec 26 22 Dec 26 22 Dec 26 0.00 47.50 8.750% 2.08
22 Jun 27 22 Jun 27 22 Jun 27 17.50 30.00 8.750% 2.08
22 Dec 27 22 Dec 27 22 Dec 27 0.00 30.00 8.750% 1.31
22 Jun 28 22 Jun 28 22 Jun 28 30.00 0.00 8.750% 1.31

100.94
8.49%
103.04
22 Jun 23
22 Jun 28
1,932
T+2 T+1 T+0
8.01% 8.00% 8.00%
77
180
1.87
-104.00 0 -104
0.00 -260 0 - - FALSO
0.00 -77 0 - - FALSO
4.38 105 4 100 0.01 0.01 77 22 Jun 23
4.38 288 4 0.03 0.03 0 22 Dec 23
21.88 471 20 0.26 0.21 0 22 Jun 24
3.61 654 3 0.06 0.05 0 22 Dec 24
21.11 836 18 0.40 0.36 0 22 Jun 25
2.84 1,019 2 0.06 0.06 0 22 Dec 25
20.34 1,201 16 0.52 0.50 0 22 Jun 26
2.08 1,384 2 0.06 0.06 0 22 Dec 26
19.58 1,566 14 0.60 0.63 0 22 Jun 27
1.31 1,749 1 0.04 0.05 0 22 Dec 27
31.31 1,932 21 1.09 1.25 0 22 Jun 28
132.81 0.08 0.00 1.0000 3.14 3.21 77 22 Jun 23

-104.00
0.00
0.00
4.38
4.38
21.88
3.61
21.11
2.84
20.34
2.08
19.58
1.31
31.31
Cupón 12/8/2022 9.500% T.Value
Dirty Price 110.500

Days 91 YTM
Acrued Int 1.20

Días del Período
Mod. Dur. 2.37
Av. Life 2.51
VR 1.00

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
8 Aug 22 8 Aug 22 8 Aug 22 0.00 100.00
8 Dec 22 8 Dec 22 8 Dec 22 0.00 100.00 9.500% 3.17
8 Jun 23 8 Jun 23 8 Jun 23 0.00 100.00 9.500% 4.75
8 Dec 23 8 Dec 23 8 Dec 23 0.00 100.00 9.500% 4.75
8 Jun 24 8 Jun 24 8 Jun 24 0.00 100.00 9.500% 4.75
8 Dec 24 8 Dec 24 8 Dec 24 33.00 67.00 9.500% 4.75
8 Jun 25 8 Jun 25 8 Jun 25 0.00 67.00 9.500% 3.18
8 Dec 25 8 Dec 25 8 Dec 25 33.00 34.00 9.500% 3.18
8 Jun 26 8 Jun 26 8 Jun 26 0.00 34.00 9.500% 1.62
8 Dec 26 8 Dec 26 8 Dec 26 34.00 0.00 9.500% 1.62

101.20
8.69%
109.19
8 Jun 23
8 Dec 26
1,370
T+2 T+1 T+0
6.21% 6.21% 6.20%
91
180
2.40
-110.50 0 -111
0.00 -213 0 - - FALSO
0.00 -91 0 - - FALSO
4.75 91 5 100 0.01 0.01 91 8 Jun 23
4.75 274 5 0.03 0.03 0 8 Dec 23
4.75 457 4 0.06 0.05 0 8 Jun 24
37.75 640 34 0.59 0.51 0 8 Dec 24
3.18 822 3 0.06 0.06 0 8 Jun 25
36.18 1,005 31 0.84 0.77 0 8 Dec 25
1.62 1,187 1 0.04 0.04 0 8 Jun 26
35.62 1,370 28 1.06 1.04 0 8 Dec 26
128.60 0.06 0.00 1.0000 2.71 2.51 91 8 Jun 23

-110.50
0.00
0.00
4.75
4.75
4.75
37.75
3.18
36.18
1.62
35.62
Cupón 12/15/2022 5.500% T.Value
Dirty Price 99.000

Days 84 YTM
Acrued Int 1.33

Días del Período
Mod. Dur. 1.85
Av. Life 1.92
VR 1.00

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
15 Jun 22 15 Jun 22 15 Jun 22 0.00 100.00
15 Dec 22 15 Dec 22 15 Dec 22 0.00 100.00 5.500% 2.75
15 Jun 23 15 Jun 23 15 Jun 23 0.00 100.00 5.500% 2.75
15 Dec 23 15 Dec 23 15 Dec 23 0.00 100.00 5.500% 2.75
15 Jun 24 15 Jun 24 15 Jun 24 0.00 100.00 5.500% 2.75
15 Dec 24 15 Dec 24 15 Dec 24 0.00 100.00 5.500% 2.75
15 Mar 25 15 Mar 25 15 Mar 25 100.00 0.00 5.500% 1.38

101.33
5.63%
97.70
15 Jun 23
15 Mar 25
737
T+2 T+1 T+0
6.72% 6.71% 6.70%
174
180
2.66
-99.00 0 -99
0.00 -267 0 - - FALSO
0.00 -84 0 - - FALSO
2.75 98 3 100 0.01 0.01 84 15 Jun 23
2.75 281 3 0.02 0.02 0 15 Dec 23
2.75 464 3 0.03 0.03 0 15 Jun 24
2.75 647 2 0.04 0.04 0 15 Dec 24
101.38 737 89 1.79 1.82 0 15 Mar 25
112.38 0.07 0.00 1.0000 1.89 1.92 84 15 Jun 23

-99.00
0.00
0.00
2.75
2.75
2.75
2.75
101.38
Cupón 1/21/2023 8.000% T.Value
Dirty Price 105.000

Days 48 YTM
Acrued Int 0.53

Días del Período
Mod. Dur. 1.28
Av. Life 1.32
VR 1.00

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
21 Jul 22 21 Jul 22 21 Jul 22 0.00 100.00
21 Jan 23 21 Jan 23 21 Jan 23 0.00 100.00 8.000% 4.00
21 Jul 23 21 Jul 23 21 Jul 23 0.00 100.00 8.000% 4.00
21 Jan 24 21 Jan 24 21 Jan 24 0.00 100.00 8.000% 4.00
21 Jul 24 21 Jul 24 21 Jul 24 100.00 0.00 8.000% 4.00

100.53
7.66%
104.44
21 Jul 23
21 Jul 24
500
T+2 T+1 T+0
4.97% 4.96% 4.95%
48
180
1.07
-105.00 0 -105
0.00 -231 0 - - FALSO
0.00 -47 0 - - FALSO
4.00 134 4 100 0.01 0.01 47 21 Jul 23
4.00 318 4 0.03 0.03 0 21 Jan 24
104.00 500 97 1.33 1.27 0 21 Jul 24
112.00 0.05 0.00 1.0000 1.38 1.32 47 21 Jul 23

-105.00
0.00
0.00
4.00
4.00
104.00
Cupón 1/18/2023 9.500% T.Value
Dirty Price 100.000

Days 51 YTM
Acrued Int 0.67

Días del Período
Mod. Dur. 1.23
Av. Life 1.30
VR 1.00

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
18 Jul 22 18 Jul 22 18 Jul 22 0.00 100.00
18 Jan 23 18 Jan 23 18 Jan 23 0.00 100.00 9.500% 4.75
18 Jul 23 18 Jul 23 18 Jul 23 0.00 100.00 9.500% 4.75
18 Jan 24 18 Jan 24 18 Jan 24 0.00 100.00 9.500% 4.75
18 Jul 24 18 Jul 24 18 Jul 24 100.00 0.00 9.500% 4.75

100.67
9.56%
99.33
18 Jul 23
18 Jul 24
497
T+2 T+1 T+0
10.54% 10.52% 10.50%
51
180
1.35
-100.00 0 -100
0.00 -234 0 - - FALSO
0.00 -50 0 - - FALSO
4.75 131 5 100 0.02 0.01 50 18 Jul 23
4.75 315 4 0.04 0.04 0 18 Jan 24
104.75 497 91 1.24 1.25 0 18 Jul 24
114.25 0.11 0.00 1.0000 1.29 1.30 50 18 Jul 23

-100.00
0.00
0.00
4.75
4.75
104.75
Cupón 9/12/2022 7.750% T.Value
Dirty Price 104.000

Days 177 YTM
Acrued Int 3.81

Días del Período
Mod. Dur. 1.39
Av. Life 1.45
VR 1.00

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
12 Sep 22 12 Sep 22 12 Sep 22 0.00 100.00
12 Sep 23 12 Sep 23 12 Sep 23 0.00 100.00 7.750% 7.75
12 Sep 24 12 Sep 24 12 Sep 24 100.00 0.00 7.750% 7.75

103.81
7.74%
100.18
12 Sep 23
12 Sep 24
553
T+2 T+1 T+0
7.39% 7.37% 7.36%
177
360
3.81
-104.00 0 -104
0.00 -178 0 - - FALSO
7.75 187 7 100.00 0.04 0.03 178 12 Sep 23
107.75 553 97 1.46 1.41 0 12 Sep 24
115.50 0.07 0.00 1.0000 1.50 1.45 178 12 Sep 23

-104.00
0.00
7.75
107.75
Cupón 1/6/2017 6.000% T.Value
Dirty Price 104.000

Days 63 YTM
Acrued Int 1.05
Clean Price 102.950
Duration 0.33
Mod. Dur. 0.33
Av. Life 0.33
VR 1.00

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
6 Jul 16 6 Jul 16 6 Jul 16 0.00 100.00
6 Jan 17 6 Jan 17 6 Jan 17 0.00 100.00 6.000% 3.00
6 Jul 17 6 Jul 17 6 Jul 17 0.00 100.00 6.000% 3.00
6 Jan 18 6 Jan 18 6 Jan 18 0.00 100.00 6.000% 3.00
6 Jul 18 6 Jul 18 6 Jul 18 0.00 100.00 6.000% 3.00
6 Jan 19 6 Jan 19 6 Jan 19 0.00 100.00 6.000% 3.00
6 Jul 19 6 Jul 19 6 Jul 19 0.00 100.00 6.000% 3.00
6 Jan 20 6 Jan 20 6 Jan 20 0.00 100.00 6.000% 3.00
6 Jul 20 6 Jul 20 6 Jul 20 0.00 100.00 6.000% 3.00
6 Jan 21 6 Jan 21 6 Jan 21 0.00 100.00 6.000% 3.00
6 Jul 21 6 Jul 21 6 Jul 21 0.00 100.00 6.000% 3.00
6 Jan 22 6 Jan 22 6 Jan 22 0.00 100.00 6.000% 3.00
6 Jul 22 6 Jul 22 6 Jul 22 0.00 100.00 6.000% 3.00
6 Jan 23 6 Jan 23 6 Jan 23 0.00 100.00 6.000% 3.00
6 Jul 23 6 Jul 23 6 Jul 23 100.00 0.00 6.000% 3.00

101.05
5.83%
102.92
6 Jul 23
6 Jul 23
119
T+2 T+1 T+0
-2.94% -2.92% -2.89%
-104.00 0 -104
0.00 -2,437 0 - - FALSO
0.00 -2,253 0 - - FALSO
0.00 -2,072 0 - - FALSO
0.00 -1,888 0 - - FALSO
0.00 -1,707 0 - - FALSO
0.00 -1,523 0 - - FALSO
0.00 -1,342 0 - - FALSO
0.00 -1,158 0 - - FALSO
0.00 -976 0 - - FALSO
0.00 -792 0 - - FALSO
0.00 -611 0 - - FALSO
0.00 -427 0 - - FALSO
0.00 -246 0 - - FALSO
0.00 -62 0 - - FALSO
103.00 119 104 100 0.34 0.33 62 6 Jul 23
103.00 -0.03 0.00 1.0000 0.34 0.33 62 6 Jul 23

-104.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
103.00
Cupón 5/22/2023 9.750% T.Value
Dirty Price 103.000

Days 44,349 YTM
Acrued Int 0.80

Días del Período
Mod. Dur. 1.69
Av. Life 1.74
VR 0.00

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
22 May 23 22 May 23 22 May 23 0.00 100.00 9.750% 1.98
22 Nov 23 22 Nov 23 22 Nov 23 0.00 100.00 9.750% 4.88
22 May 24 22 May 24 22 May 24 0.00 100.00 9.750% 4.88
22 Nov 24 22 Nov 24 22 Nov 24 0.00 100.00 9.750% 4.88
10 Jan 25 10 Jan 25 10 Jan 25 100.00 0.00 9.750% 1.30

0.80
12,891.79
22 May 23
10 Jan 25
673
T+2 T+1 T+0
7.95% 7.94% 7.92%
59
180
1.60
-103.00 0 -103
1.98 74 2 0.00 0.00 0 22 May 23
4.88 258 5 0.03 0.03 0 22 Nov 23
4.88 440 4 0.05 0.05 0 22 May 24
4.88 624 4 0.07 0.07 0 22 Nov 24
101.30 673 88 1.62 1.58 0 10 Jan 25
117.90 0.08 0.00 0.0000 1.78 1.74 0 22 Nov 23

-103.00
1.98
4.88
4.88
4.88
101.30
Cupón 1/21/2023 7.250% T.Value
Dirty Price 106.000

Days 48 YTM
Acrued Int 0.48

Días del Período
Mod. Dur. 2.15
Av. Life 2.22
VR 1.00

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
21 Jul 22 21 Jul 22 21 Jul 22 0.00 100.00
21 Jan 23 21 Jan 23 21 Jan 23 0.00 100.00 7.250% 3.63
21 Jul 23 21 Jul 23 21 Jul 23 0.00 100.00 7.250% 3.63
21 Jan 24 21 Jan 24 21 Jan 24 0.00 100.00 7.250% 3.63
21 Jul 24 21 Jul 24 21 Jul 24 0.00 100.00 7.250% 3.63
21 Jan 25 21 Jan 25 21 Jan 25 0.00 100.00 7.250% 3.63
21 Jul 25 21 Jul 25 21 Jul 25 100.00 0.00 7.250% 3.63

100.48
6.87%
105.49
21 Jul 23
21 Jul 25
865
T+2 T+1 T+0
4.96% 4.95% 4.95%
48
180
0.97
-106.00 0 -106
0.00 -231 0 - - FALSO
0.00 -47 0 - - FALSO
3.63 134 4 100 0.01 0.01 47 21 Jul 23
3.63 318 3 0.03 0.03 0 21 Jan 24
3.63 500 3 0.05 0.04 0 21 Jul 24
3.63 684 3 0.06 0.06 0 21 Jan 25
103.63 865 92 2.19 2.08 0 21 Jul 25
118.13 0.05 0.00 1.0000 2.34 2.22 47 21 Jul 23

-106.00
0.00
0.00
3.63
3.63
3.63
3.63
103.63
Cupón 11/4/2021 8.500% T.Value

(devengamiento)
11/4/2021 8.500% Curr Yield
Monto adjudicado

Days 38
Acrued Int 0.90
Clean Price 92.003
Duration 4.35
Mod. Dur. 4.24
Av. Life 4.83
VR 1.00

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
4 Nov 21 4 Nov 21 4 Nov 21 100.00
1 Feb 22 1 Feb 22 1 Feb 22 100.00 8.500% 2.05
1 May 22 1 May 22 1 May 22 100.00 8.500% 2.13
1 Aug 22 1 Aug 22 1 Aug 22 100.00 8.500% 2.13
1 Nov 22 1 Nov 22 1 Nov 22 100.00 8.500% 2.13
1 Feb 23 1 Feb 23 1 Feb 23 100.00 8.500% 2.13
1 May 23 1 May 23 1 May 23 100.00 8.500% 2.13
1 Aug 23 1 Aug 23 1 Aug 23 100.00 8.500% 2.13
1 Nov 23 1 Nov 23 1 Nov 23 100.00 8.500% 2.13
1 Feb 24 1 Feb 24 1 Feb 24 100.00 8.500% 2.13
1 May 24 1 May 24 1 May 24 100.00 8.500% 2.13
1 Aug 24 1 Aug 24 1 Aug 24 100.00 8.500% 2.13
1 Nov 24 1 Nov 24 1 Nov 24 100.00 8.500% 2.13
1 Feb 25 1 Feb 25 1 Feb 25 100.00 8.500% 2.13
1 May 25 1 May 25 1 May 25 100.00 8.500% 2.13
1 Aug 25 1 Aug 25 1 Aug 25 100.00 8.500% 2.13
1 Nov 25 1 Nov 25 1 Nov 25 100.00 8.500% 2.13
1 Feb 26 1 Feb 26 1 Feb 26 4.35 95.65 8.500% 2.13
1 May 26 1 May 26 1 May 26 4.35 91.30 8.500% 2.03
1 Aug 26 1 Aug 26 1 Aug 26 4.35 86.96 8.500% 1.94
1 Nov 26 1 Nov 26 1 Nov 26 4.35 82.61 8.500% 1.85
1 Feb 27 1 Feb 27 1 Feb 27 4.35 78.26 8.500% 1.76
1 May 27 1 May 27 1 May 27 4.35 73.91 8.500% 1.66
1 Aug 27 1 Aug 27 1 Aug 27 4.35 69.57 8.500% 1.57
1 Nov 27 1 Nov 27 1 Nov 27 4.35 65.22 8.500% 1.48
1 Feb 28 1 Feb 28 1 Feb 28 4.35 60.87 8.500% 1.39
1 May 28 1 May 28 1 May 28 4.35 56.52 8.500% 1.29
1 Aug 28 1 Aug 28 1 Aug 28 4.35 52.17 8.500% 1.20
1 Nov 28 1 Nov 28 1 Nov 28 4.35 47.83 8.500% 1.11
1 Feb 29 1 Feb 29 1 Feb 29 4.35 43.48 8.500% 1.02
1 May 29 1 May 29 1 May 29 4.35 39.13 8.500% 0.92
1 Aug 29 1 Aug 29 1 Aug 29 4.35 34.78 8.500% 0.83
1 Nov 29 1 Nov 29 1 Nov 29 4.35 30.43 8.500% 0.74
1 Feb 30 1 Feb 30 1 Feb 30 4.35 26.09 8.500% 0.65
1 May 30 1 May 30 1 May 30 4.35 21.74 8.500% 0.55
1 Aug 30 1 Aug 30 1 Aug 30 4.35 17.39 8.500% 0.46
1 Nov 30 1 Nov 30 1 Nov 30 4.35 13.04 8.500% 0.37
1 Feb 31 1 Feb 31 1 Feb 31 4.35 8.70 8.500% 0.28
1 May 31 1 May 31 1 May 31 4.35 4.35 8.500% 0.18
1 Aug 31 1 Aug 31 1 Aug 31 4.35 0.00 8.500% 0.09

100.90
9.24%
92.07
1 May 23
1 Aug 31
3,067
T+2 T+1 T+0
10.54% 10.54% 10.53%
-92.90 -93
0.00 -490 0 - - FALSO
0.00 -401 0 - - FALSO
0.00 -312 0 - - FALSO
0.00 -220 0 - - FALSO
0.00 -128 0 - - FALSO
0.00 -36 0 - - FALSO
2.13 53 2 100 0.00 0.00 36 1 May 23
2.13 145 2 0.01 0.01 0 1 Aug 23
2.13 237 2 0.01 0.01 0 1 Nov 23
2.13 329 2 0.02 0.01 0 1 Feb 24
2.13 419 2 0.02 0.02 0 1 May 24
2.13 511 2 0.03 0.02 0 1 Aug 24
2.13 603 2 0.03 0.02 0 1 Nov 24
2.13 695 2 0.03 0.03 0 1 Feb 25
2.13 784 2 0.04 0.03 0 1 May 25
2.13 876 2 0.04 0.03 0 1 Aug 25
2.13 968 2 0.04 0.04 0 1 Nov 25
6.47 1,060 5 0.14 0.13 0 1 Feb 26
6.38 1,149 5 0.15 0.13 0 1 May 26
6.29 1,241 4 0.15 0.14 0 1 Aug 26
6.20 1,333 4 0.16 0.15 0 1 Nov 26
6.10 1,425 4 0.16 0.16 0 1 Feb 27
6.01 1,514 4 0.16 0.17 0 1 May 27
5.92 1,606 4 0.17 0.17 0 1 Aug 27
5.83 1,698 4 0.17 0.18 0 1 Nov 27
5.73 1,790 3 0.17 0.19 0 1 Feb 28
5.64 1,880 3 0.17 0.20 0 1 May 28
5.55 1,972 3 0.17 0.20 0 1 Aug 28
5.46 2,064 3 0.17 0.21 0 1 Nov 28
5.36 2,156 3 0.17 0.21 0 1 Feb 29
5.27 2,245 3 0.17 0.22 0 1 May 29
5.18 2,337 3 0.17 0.22 0 1 Aug 29
5.09 2,429 3 0.17 0.23 0 1 Nov 29
4.99 2,521 2 0.17 0.23 0 1 Feb 30
4.90 2,610 2 0.17 0.24 0 1 May 30
4.81 2,702 2 0.17 0.24 0 1 Aug 30
4.72 2,794 2 0.16 0.24 0 1 Nov 30
4.63 2,886 2 0.16 0.25 0 1 Feb 31
4.53 2,975 2 0.16 0.25 0 1 May 31
4.44 3,067 2 0.16 0.25 0 1 Aug 31
148.88 0.11 0.00 1.00 4.04 4.83 36 1 May 23

-92.90
0.00
0.00
0.00
0.00
0.00
0.00
2.13
2.13
2.13
2.13
2.13
2.13
2.13
2.13
2.13
2.13
2.13
6.47
6.38
6.29
6.20
6.10
6.01
5.92
5.83
5.73
5.64
5.55
5.46
5.36
5.27
5.18
5.09
4.99
4.90
4.81
4.72
4.63
4.53
4.44
Cupón 11/30/2023 9.000% T.Value
Dirty Price 102.500

Days 130 YTM
Acrued Int 0.22

Días del Período
Mod. Dur. 1.49
Av. Life 1.57
VR 1.00

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
29 Oct 22 29 Oct 22 29 Oct 22 0.00 100.00
30 Nov 23 30 Nov 23 30 Nov 23 0.00 100.00 9.000% 9.78
16 May 24 16 May 24 16 May 24 0.00 100.00 9.000% 4.15
4 Nov 24 4 Nov 24 4 Nov 24 100.00 0.00 9.000% 4.20

100.22
102.28
30 Nov 23
4 Nov 24
606
T+2 T+1 T+0
9.28% 9.27% 9.25%
35
360
0.22
-102.50 0 -103
0.00 -131 0 - - FALSO
9.78 266 9 100.00 0.07 0.06 131 30 Nov 23
4.15 434 4 0.04 0.04 0 16 May 24
104.20 606 90 1.49 1.46 0 4 Nov 24
118.13 0.09 0.00 1.0000 1.60 1.57 131 30 Nov 23

-102.50
0.00
9.78
4.15
104.20
Cupón 5/7/2023 8.000% T.Value
Dirty Price 104.800

Days 122 YTM
Acrued Int 0.36

Días del Período
Mod. Dur. 1.51
Av. Life 1.56
VR 1.00

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
10 Nov 22 10 Nov 22 7 Nov 22 0.00 100.00
10 May 23 10 May 23 7 May 23 0.00 100.00 8.000% 4.00
10 Nov 23 10 Nov 23 7 Nov 23 0.00 100.00 8.000% 4.00
10 May 24 10 May 24 7 May 24 0.00 100.00 8.000% 4.00
10 Nov 24 10 Nov 24 7 Nov 24 100.00 0.00 8.000% 4.00

7/21/2020 0
100.36
104.43
7 May 23
7 Nov 24
609
T+2 T+1 T+0
6.61% 6.57% 6.55%
32
180
0.71
-104.80 0 -105
0.00 -122 0 - - FALSO
4.00 59 4 100.00 0.01 0.01 122 7 May 23
4.00 243 4 0.03 0.02 0 7 Nov 23
4.00 425 4 0.04 0.04 0 7 May 24
104.00 609 93 1.56 1.50 0 7 Nov 24
116.00 0.07 0.00 1.0000 1.63 1.56 122 7 May 23

-104.80
0.00
4.00
4.00
4.00
104.00
Cupón 4/9/2023 8.250% T.Value
Dirty Price 114.000

Days 120 YTM
Acrued Int 3.44

Días del Período
Mod. Dur. 2.68
Av. Life 2.80
VR 1.00

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
6 Jul 16 6 Jul 16 9 Nov 22 0.00 100.00
9 Apr 23 9 Apr 23 9 Apr 23 0.00 100.00 8.250% 3.44
9 Oct 23 9 Oct 23 9 Oct 23 0.00 100.00 8.250% 4.13
9 Apr 24 9 Apr 24 9 Apr 24 0.00 100.00 8.250% 4.13
9 Oct 24 9 Oct 24 9 Oct 24 14.29 85.72 8.250% 4.13
9 Apr 25 9 Apr 25 9 Apr 25 14.29 71.43 8.250% 3.54
9 Oct 25 9 Oct 25 9 Oct 25 14.29 57.15 8.250% 2.95
9 Apr 26 9 Apr 26 9 Apr 26 14.29 42.86 8.250% 2.36
9 Oct 26 9 Oct 26 9 Oct 26 14.29 28.58 8.250% 1.77
9 Apr 27 9 Apr 27 9 Apr 27 14.29 14.29 8.250% 1.18
9 Oct 27 9 Oct 27 9 Oct 27 14.29 0.00 8.250% 0.59

103.44
110.21
9 Apr 23
9 Oct 27
1,675
T+2 T+1 T+0
4.28% 4.28% 4.27%
150
180
3.44
-114.00 0 -114
0.00 -120 0 - - FALSO
3.44 31 3 100.00 0.00 0.00 120 9 Apr 23
4.13 214 4 0.02 0.02 0 9 Oct 23
4.13 397 4 0.04 0.04 0 9 Apr 24
18.41 580 17 0.27 0.23 0 9 Oct 24
17.82 762 16 0.34 0.29 0 9 Apr 25
17.23 945 15 0.40 0.35 0 9 Oct 25
16.64 1,127 15 0.45 0.40 0 9 Apr 26
16.05 1,310 14 0.49 0.45 0 9 Oct 26
15.46 1,492 13 0.53 0.49 0 9 Apr 27
14.88 1,675 12 0.56 0.53 0 9 Oct 27
128.19 0.04 0.00 1.0000 3.12 2.80 120 9 Apr 23

-114.00
0.00
3.44
4.13
4.13
18.41
17.82
17.23
16.64
16.05
15.46
14.88
Cupón 5/10/2023 6.250% T.Value
Dirty Price 108.000

Days 119 YTM
Acrued Int 0.25

Días del Período
Mod. Dur. 2.42
Av. Life 2.48
VR 1.00

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
10 Nov 22 10 Nov 22 10 Nov 22 0.00 100.00
10 May 23 10 May 23 10 May 23 0.00 100.00 6.250% 3.13
10 Nov 23 10 Nov 23 10 Nov 23 0.00 100.00 6.250% 3.13
10 May 24 10 May 24 10 May 24 0.00 100.00 6.250% 3.13
10 Nov 24 10 Nov 24 10 Nov 24 0.00 100.00 6.250% 3.13
10 May 25 10 May 25 10 May 25 0.00 100.00 6.250% 3.13
10 Nov 25 10 Nov 25 10 Nov 25 100.00 0.00 6.250% 3.13

7/21/2020 0
100.25
107.73
10 May 23
10 Nov 25
977
T+2 T+1 T+0
3.87% 3.87% 3.87%
29
180
0.50
-108.00 0 -108
0.00 -119 0 - - FALSO
3.13 62 3 100.00 0.01 0.00 119 10 May 23
3.13 246 3 0.02 0.02 0 10 Nov 23
3.13 428 3 0.04 0.03 0 10 May 24
3.13 612 3 0.05 0.04 0 10 Nov 24
3.13 793 3 0.06 0.06 0 10 May 25
103.13 977 93 2.49 2.32 0 10 Nov 25
118.75 0.04 0.00 1.0000 2.66 2.48 119 10 May 23

-108.00
0.00
3.13
3.13
3.13
3.13
3.13
103.13
Cupón 1/20/2023 4.000% T.Value
Dirty Price 102.000

Days 49 YTM
Acrued Int 0.54

Días del Período
Mod. Dur. 1.78
Av. Life 1.81
VR 1.00

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
6 Dec 22 6 Dec 22 6 Dec 22 0.00 100.00
20 Jan 23 20 Jan 23 20 Jan 23 0.00 100.00 4.000% 0.49
20 Apr 23 20 Apr 23 20 Apr 23 0.00 100.00 4.000% 1.00
20 Jul 23 20 Jul 23 20 Jul 23 0.00 100.00 4.000% 1.00
20 Oct 23 20 Oct 23 20 Oct 23 0.00 100.00 4.000% 1.00
20 Jan 24 20 Jan 24 20 Jan 24 0.00 100.00 4.000% 1.00
20 Apr 24 20 Apr 24 20 Apr 24 0.00 100.00 4.000% 1.00
20 Jul 24 20 Jul 24 20 Jul 24 0.00 100.00 4.000% 1.00
20 Oct 24 20 Oct 24 20 Oct 24 0.00 100.00 4.000% 1.00
20 Jan 25 20 Jan 25 20 Jan 25 100.00 0.00 4.000% 1.00

100.54
3.94%
101.45
20 Apr 23
20 Jan 25
683
T+2 T+1 T+0
3.19% 3.19% 3.18%
49
90
0.54
-102.00 0 -102
0.00 -93 0 - - FALSO
0.00 -48 0 - - FALSO
1.00 42 1 100 0.00 0.00 48 20 Apr 23
1.00 133 1 0.00 0.00 0 20 Jul 23
1.00 225 1 0.01 0.01 0 20 Oct 23
1.00 317 1 0.01 0.01 0 20 Jan 24
1.00 408 1 0.01 0.01 0 20 Apr 24
1.00 499 1 0.01 0.01 0 20 Jul 24
1.00 591 1 0.02 0.01 0 20 Oct 24
101.00 683 95 1.78 1.75 0 20 Jan 25
108.00 0.03 0.00 1.0000 1.84 1.81 48 20 Apr 23

-102.00
0.00
0.00
1.00
1.00
1.00
1.00
1.00
1.00
1.00
101.00
Cupón 11/30/2023 7.500% T.Value
Dirty Price 100.000

Days 57 YTM
Acrued Int 0.31

Días del Período
Mod. Dur. 1.68
Av. Life 1.76
VR 1.00

T+1 T+0 T+2
8-Mar-23 7-Mar-23 9-Mar-23 100.00
12 Jan 23 12 Jan 23 12 Jan 23 0.00 100.00
30 Nov 23 30 Nov 23 30 Nov 23 0.00 100.00 7.500% 6.63
21 Jun 24 21 Jun 24 21 Jun 24 0.00 100.00 7.500% 4.19
10 Jan 25 10 Jan 25 10 Jan 25 100.00 0.00 7.500% 4.15

100.31
99.69
30 Nov 23
10 Jan 25
673
T+2 T+1 T+0
8.10% 8.08% 8.07%
59
360
1.23
-100.00 0 -100
0.00 -56 0 - - FALSO
6.63 266 6 100.00 0.05 0.04 56 30 Nov 23
4.19 470 4 0.05 0.05 0 21 Jun 24
104.15 673 90 1.66 1.67 0 10 Jan 25
114.96 0.08 0.00 1.0000 1.75 1.76 56 30 Nov 23

-100.00
0.00
6.63
4.19
104.15

Calculadora Bonos en USD On

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FERIADOS Dias de la Semana

rva de ON en USD por paridad

3.000 4.000 5.000 6.000

; [VALOR DE X]; [VALOR DE Y]

; [VALOR DE X]; [VALOR DE Y]

; [VALOR DE X]; [VALOR DE Y]

E Y] ; [VALOR DE X]; [VALOR DE Y]

Dirty Price 100.000

Acrued Int 1.71

Clean Price 98.292 Días Desde Cupón

Fecha Amorti v/r B+Cup./Cap-Floor Int.

25 Mar 25 25 Mar 25 25 Mar 25 100.00 0.00 7.500% 1.25

T+2 T+1 T+0

7.93% 7.92% 7.91%

101.25 747 86 1.77 1.78 0 25 Mar 25

116.15 0.08 0.00 0.0000 1.92 1.93 37 25 Jul 23

Dirty Price 100.000

Acrued Int 0.49

Clean Price 99.511 Días Desde Cupón

Fecha Amorti v/r B+Cup./Cap-Floor Int.

25 Jul 25 25 Jul 25 25 Jul 25 100.00 0.00 8.000% 6.67

T+2 T+1 T+0

8.36% 8.20% 8.19%

106.67 869 88 2.09 2.12 0 25 Jul 25

119.89 0.08 0.00 0.0000 2.20 2.22 37 25 Mar 23

Dirty Price 71.250

Acrued Int 3.77

Clean Price 67.483

Fecha Amorti v/r B+Cup./Cap-Floor Int.

4 Apr 24 4 Apr 24 4 Apr 24 40.00 0.00 8.750% 1.75

Fecha de pagoBono Ticker Renta Amortización R+A

T+2 T+1 T+0

12.04% 11.98% 11.92%

41.75 392 37 0.40 0.59 0 4 Apr 24

76.56 0.12 0.00 0.7000 0.43 0.63 156 4 Apr 23

Dirty Price 65.750

Acrued Int 0.14

Clean Price 65.611

Fecha Amorti v/r B+Cup./Cap-Floor Int.

4 Jun 25 4 Jun 25 4 Jun 25 8.00 0.00 10.000% 0.20

T+2 T+1 T+0

1.51% 1.51% 1.50%

8.20 818 8 0.18 0.27 0 4 Jun 25

67.05 0.02 0.00 0.5900 0.85 1.31 5 4 Jun 23

Dirty Price 104.500

Acrued Int 4.03

Clean Price 100.465

Fecha Amorti v/r B+Cup./Cap-Floor Int.

23 Mar 23 23 Mar 23 23 Mar 23 100.00 0.00 8.750% 4.38

Fecha de pagoBono Ticker Renta Amortización R+A

T+2 T+1 T+0

-3.10% -2.89% -2.71%

104.38 14 105 100 0.04 0.04 167 23 Mar 23

104.38 -0.03 0.00 1.0000 0.04 0.04 167 23 Mar 23

Dirty Price 104.000

Acrued Int 0.98

Clean Price 103.017

Fecha Amorti v/r B+Cup./Cap-Floor Int.

21 Jul 23 21 Jul 23 21 Jul 23 100.00 0.00 7.375% 3.69

Fecha de pagoBono Renta AmortizaciónR+A Moneda

T+2 T+1 T+0

-0.82% -0.81% -0.81%

103.69 134 104 100 0.38 0.37 47 21 Jul 23