Ejercicio 7.

i=
c=
i=
t=
meses

47,125.00
100,000.00
7.25%
6.50
78.00

Ejercicio 10.
a=
im=
t*m=
VPAant=

1,000.00
0.250%
300.00
211,403.64

Ejercicio 11.
VFAv=
t*m=
ic=
i4=
i4=
a=

25,600,000.00
60.00
7%
7.062%
1.77%
243,287.32

Ejercicio 13.
i24=
i=
t*m=
VFAv=
b=
a=

5.50%
0.23%
36.00
75,000.00
34.52
2,000.96

VPAv=
i12=
i=
t*m=
b=
A=

225,000.00
13.50%
1.13%
48.00
36.93
6,092.17

enganche 30%
i24=
i=

90
5.50%
0.23%

t*m=
VFAv=
b=
a=

36.00
90,000.00
34.52
2,401.15

VPAv=
i12=
i=
t*m=
b=
A=

210,000.00
13.50%
1.13%
24.00
20.93
10,033.17

enganche 40%
i24=
i=
t*m=
VFAv=
b=
a=

5.50%
0.23%
36.00
120,000.00
34.52
3,201.54

VPAv=
i12=
i=
t*m=
b=
A=

180,000.00
13.50%
1.13%
36.00
29.47
6,108.35

enganche 50%
i24=
i=
t*m=
VFAv=
b=
a=

5.50%
0.23%
36.00
150,000.00
34.52
4,001.92

VPAv=
i12=
i=
t*m=
b=
A=

150,000.00
13.50%
1.13%
60.00
43.46
3,451.48

1
Fecha
Emision
6/18/2015 91_ALSEA_15-2
6/18/2015 91_AMX_10-2
6/18/2015 91_BIMBO_12
6/18/2015 91_LIVEPOL_10
6/18/2015 91_TELMEX_08

91_ALSEA_15-2
tc=
Yield=
tamc=
cup x cortar=
fic
dtc
cupon
$ ic
$ Sucio
$Int dev
$Limpio

2
TV

Emisora
91 ALSEA
91 AMX
91 BIMBO
91 LIVEPOL
91 TELMEX

0.0807
0.0827
182
20
3/27/2015
83.00
4.08
98.6476239419
100.507593 100.507593
1.860583
98.647010

91_AMX_10-2
tc=
Yield=
tamc=
cup x cortar=
fic
dtc
cupon
$ ic
$ Sucio
$Int dev
$Limpio

0.086
0.0613
182
10
2/26/2015
112.00
4.35
110.5982084544
112.695045 112.695045
2.675556
110.019489

91_BIMBO_12
tc=
Yield=
tamc=
cup x cortar=
fic
dtc
cupon
$ ic

0.0683
0.0523
182
7
2/6/2015
132.00
3.45
105.1079082468

5
Serie
Tipo Instru
15-Feb Fixed Rate Bo
10-Feb Fixed Rate Bo
12 Fixed Rate Bo
10 Fixed Rate Bo
8 Fixed Rate Bo

$ Sucio
$Int dev
$Limpio

107.116288
2.504333
104.611955

107.116288

91_LIVEPOL_10
tc=
Yield=
tamc=
cup x cortar=
fic
dtc
cupon
$ ic
$ Sucio
$Int dev
$Limpio

0.0853
0.0641
182
10
5/26/2015
23.00
4.31
109.0312358728
109.471554 109.471554
0.544972
108.926582

91_TELMEX_08
tc=
Yield=
tamc=
cup x cortar=
fic
dtc
cupon
$ ic
$ Sucio
$Int dev
$Limpio

0.0827
0.0531
182
6
4/9/2015
70.00
4.18
108.1919839546
109.299970 109.471554
1.608056
107.691914

6
7
Sobretasa dSobretasa de
ISR
2.18
0
0.89
0
0.59
0
1.07
0
0.67
0

9
10
11
Sobretasa To
RendimientoTasa Cupon
0
0
8.27
8.07
0
0
6.13
8.6
0
0
5.23
6.83
0
0
6.41
8.53
0
0
5.31
8.27

12
13
14
15
16
17
Dias plazo Fecha de CoFecha de VeDias por venCurva de DePeriodo de
3640
3/27/2015
3/14/2025
3557 Bonos M Bruta
182
3640
3/4/2010
2/20/2020
1708 Bonos M Bruta
182
2366
2/10/2012
8/3/2018
1142 Bonos M Bruta
182
3640
6/1/2010
5/19/2020
1797 Bonos M Bruta
182
3636
4/21/2008
4/5/2018
1022 Bonos M Bruta
182

18
FITCH
A+ (mex)
AAA (mex)
AA+ (mex)
AAA (mex)

19

20

S&P

Moodys

mxAAA

Aaa.mx
Aa1.mx

mxAAA
mxAAA

Aaa.mx

21
HR
HR A+

22
Cve.

23
Inicio de Cu
5
3/27/2015
1
2/26/2015
2
2/6/2015
1
5/26/2015
1
4/9/2015

24
25
26
27
28
29
Fin de CupoPrecio Suci Precio Limp Intereses Duracion Aj Convexidad
9/25/2015 100.507593
98.64701
1.860583
6.572385 57.423011
8/27/2015 112.695045 110.019489
2.675556
3.824473 18.367591
8/7/2015 107.116288 104.611955
2.504333
2.773324
9.642595
11/24/2015 109.471554 108.926582
0.544972
4.057704 20.316534
10/8/2015 109.29997 107.691914
1.608056
2.496245
7.878151

30
31
32
33
34
35
Valor Nomina
Valores InscMonto en CirRepresenta Agente ColoCupones por vencer
100
10000000 1000000000 BINVEX
HSBCB
20
100
70000000 7000000000 MONEX
INBUR
10
100
50000000 5000000000 BINVEX
HSBCB
7
100
22500000 2250000000 BINVEX
ACCIV
10
100
16000000 1600000000 MONEX
INBUR
6

36
37
38
39
Cupones venDas por vencer
Sector
alCC Isin
Verum
0
98
4314 MX91AL2F0067
10
69
9121 MX91AM0500M0
6
49
5223 MX91BI0Y0078
10
158
4421 MX91LI050039
14
111
9112 MX91TE000097

40

Ejercicio 7.
i=
c=
i=
t=
meses

47,125.00
100,000.00
7.25%
6.50
78.00

Ejercicio 10.
a=
im=
t*m=
VPAant=

1,000.00
0.250%
300.00
211,403.64

Ejercicio 11.
VFAv=
t*m=
ic=
i4=
i4=
a=

25,600,000.00
60.00
7%
7.062%
1.77%
243,287.32

Ejercicio 13.
i24=
i12
i=
t*m=
VFAv=
b=
a=
VPAv=
i12=
i=
t*m=
b=
A=
enganche 30%
i24=

5.50%
5.5063%
0.46%
12.00
54,692.70
11.65
4,443.84
195,307.30 250,000.00
13.00%
1.08%
60.00
43.95
4,443.84
90
5.50%

0.2187707874

i=
t*m=
VFAv=
b=
a=

0.23%
36.00
90,000.00
34.52
2,401.15

VPAv=
i12=
i=
t*m=
b=
A=

210,000.00
13.50%
1.13%
24.00
20.93
10,033.17

enganche 40%
i24=
i=
t*m=
VFAv=
b=
a=

5.50%
0.23%
36.00
120,000.00
34.52
3,201.54

VPAv=
i12=
i=
t*m=
b=
A=

180,000.00
13.50%
1.13%
36.00
29.47
6,108.35

enganche 50%
i24=
i=
t*m=
VFAv=
b=
a=

5.50%
0.23%
36.00
150,000.00
34.52
4,001.92

VPAv=
i12=
i=
t*m=
b=
A=

150,000.00
13.50%
1.13%
60.00
43.46
3,451.48