f 2/26/2018 176 vp 95.

447
f 8/22/2018 vf 100
i 10%
n 176
nper 0.48888889

FECHA NEG 6/27/2018

FECHA VEN 7/22/2018
N DIAS 25
NPER 0.069
IEA 12%
VF 99.250
VP 98.503
 95.447 95.874 0.4271 -
100 100
10% 9%
176 176
0.48888889 0.48888889
 365
TASA FIJA = TFIT15260826

TASA CUPON 7.5

TASA NEGOCIACION 8.12
FECHA DE NEGOCIACION 6/24/2016
VALOR NOMINAL 1,000,000,000
7.5

6/24/2016 8/26/2016
63

VP $ 7.400
VF 7.5
IEA 8.12%
N 63
NPER 0.1726027397

VPN $ 101.979

VALOR PESOS $ 101.979 * 1,000,000,000 1,019,786,734.18

100

TASA VAR= TBVT10080611

IEA=((1+TC)*(1+IPC))-1 12.737% T, CUPON 10/20/2006

IEA=((1+TN)*(1+IPC))-1 13.992% T,NEGO
VP
VF
IEA
N
NPER
TASA FACIAL 7.80%
TASA NEGOCIACION 9%
FECHA DE NEGOCIACION 10/20/2006
VALOR NOMINAL 1,000,000,000
VALOR IPC 4.58%

VALOR PESOS 1,004,030,002.326

STRP TES
TFIT06170419
TASA FACIAL 3.5
TASA NEGOCIACION 2.133% 6/22/2016
FECHA DE NEGOCIACION 6/22/2016
VALOR NOMINAL 1,000,000,000
T.N CUPON 1 1.25%
T.N CUPON 2 1.45% 6/22/2016
T.N CUPON 3 1.68%

6/22/2016

6/22/2016

6/22/2016

CUPON 1 CUPON 2
VP 3.465 3.410
VF 3.5 3.5
IEA 1.25% 1.45%
N 299 664
NPER 0.8191780822 1.8191780822

VALOR PESOS 1,044,369,884.447

 7.5 7.5 7.5 7.5 7.5 7.5 7.5

8/26/2017 8/26/2018 8/26/2019 8/26/2020 8/26/2021 8/26/2022 8/26/2023

428 793 1,158 1,523 1,888 2,253 2,618

$ 6.844 $ 6.330 $ 5.855 $ 5.415 $ 5.008 $ 4.632 $ 4.284

7.5 7.5 7.5 7.5 7.5 7.5 7.5
8.12% 8.12% 8.12% 8.12% 8.12% 8.12% 8.12%
428 793 1,158 1,523 1,888 2,253 2,618
1.17260274 2.17260274 3.1726027397 4.17260274 5.17260274 6.17260274 7.17260274

12.737 12.737 12.737 12.737 112.737

6/8/2007 6/8/2008 6/8/2009 6/8/2010 6/8/2011

231 596 961 1326 1691
11.724 10.285 9.022 7.915 61.457 100.403
12.737 12.737 12.737 12.737 112.737
13.992% 13.992% 13.992% 13.992% 13.992%
231 596 961 1,326 1,691
0.6329 1.6329 2.6329 3.6329 4.6329
 3.5 3.5 103.5
CUPON 1 CUPON 2 CUPON 3-PRINSIPAL
4/17/2017 4/17/2018 4/17/2019

CUPON 1
4/17/2017
299

CUPON 2
4/17/2018
664

CUPON 3
4/17/2019
1,029

PRINCIPAL
4/17/2019
1,029

CUPON 3 PRINCIPAL PRECIO SUCIO

3.339 94.223 104.437
3.5 100
1.68% 2.133%
1,029 1,029
2.819178082 2.819178082
 7.5 7.5 107.5

8/26/2024 8/26/2025 8/26/2026

2,983 3,348 3,713

$ 3.962 $ 3.665 $ 48.584

7.5 7.5 107.5
8.12% 8.12% 8.12%
2,983 3,348 3,713
8.17260274 9.17260274 10.17260274