Liquidacion

Vencimiento
Cupon
Rdto
Duracion

11/20/2014
1/20/2049
4.00%
2.92%
19.96

Liquidacion
Vencimiento
Cupon
Rdto
Duracion

5/13/1997
5/15/2097
7.70%
5.92%
16.30

Liquidacion
Vencimiento
Cupon
Rdto
Duracion

9/15/2010
9/15/2060
4.63%
4.08%
20.82

Liquidacion
Vencimiento
Cupon
Rdto
Duracion

4/29/2011
8/1/2039
3.25%
0.35%
21.20

Liquidacion
Vencimiento
Cupon
Rdto
Duracion

2/13/2013
4/15/2053
4.08%
4.20%
19.17

Titulo

YTM

Duracin

Participacin

Duracin
ponderada

canadian pac ry co

2.92%

19.96

60.000%

11.98

ford mtr

5.92%

16.30

10.000%

1.63

tennese valley auth

4.08%

20.82

10.000%

2.08

intel corp

5.58%

21.20

10.000%

2.12

johns hopkins univ

4.20%

19.17

10.000%

1.92

100.0%

19.72

YTM
ponderado

3.7%

Inversion
Precio
$600,000.00
1.37
$100,000.00
1%
$100,000.00
1.13%
$100,000.00
2%
$100,000.00
1%
$1,000,000.00
Valor Futuro 20 aos

Nominal
437,956.20
7,692,307.69
8,822,232.02
5,928,385.11
10,232,272.59
33,113,153.62
$1,449,261

Nominal
ajustado
545,000.00
80,000.00
170,000.00
80,000.00
99,000.00
974,000.00

Inversion
ajustada
$746,650.00
$1,040.00
$1,926.95
$1,349.44
$967.53
$751,933.92

99.297%
0.138%
0.256%
0.179%
0.129%
100.000%

Cupon
4.00%
7.70%
4.63%
3.25%
4.08%

$14,933.00
$40.04
$44.56
$21.93
$19.75
$15,059.28

Liquidacion
Vencimiento
Cupon
Rdto
Duracion

9/13/2013
9/13/2025
5.50%
4.32%
8.93

Liquidacion 11/13/2014
Vencimiento 11/10/2044
Cupon
4.25%
Rdto
4.50%
Duracion
16.56

Liquidacion
Vencimiento
Cupon
Rdto
Duracion

8/3/2012
6/1/2033
9.00%
3.99%
11.89

Liquidacion
Vencimiento
Cupon
Rdto
Duracion

11/3/2014
11/10/2044
0.03%
0.00%
29.88

Liquidacion
Vencimiento
Cupon
Rdto
Duracion

11/1/2009
11/1/2031
8.00%
5.58%
11.70

Titulo

YTM

Duracin

Participacin

Duracin
ponderada

CITIGROUP INC

4.32%

8.93

60.000%

5.36

GENERAL MTRS ACCEP CORP

5.60%

13.55

10.000%

1.36

GENERAL CABLE CORP DEL NEW

6.52%

11.92

10.000%

1.19

GMAC INC
CONTINENTAL AIRLS INC

5.58%
3.99%

11.70
10.14

10.000%
10.000%

1.17
1.01

100.0%

10.09

YTM
ponderado

4.8%

Inversion
Precio
Nominal
$600,000.00
110%
544,810.68
$100,000.00
126%
79,365.08
$100,000.00
59%
169,491.53
$100,000.00
126%
79,201.65
$100,000.00
101%
98,765.43
$2,500,000.00
971,634.36
Valor Futuro 10 aos
$1,589,640

Nominal
ajustado
545,000.00
80,000.00
170,000.00
80,000.00
99,000.00
974,000.00

Inversion
ajustada
$600,208.50
$100,800.00
$100,300.00
$101,008.00
$100,237.50
$1,002,554.00

59.868%
10.054%
10.004%
10.075%
9.998%
100.000%

Cupon
5.50%
8.00%
4.50%
8.00%
3.99%

$16,505.73
$4,032.00
$2,256.75
$4,040.32
$1,998.74
$28,833.54