Tenor CUSIP Description Price Yield

1M 912796C8@BGN B 0 03/16/21 Gov 0.028 0.028

2M 912796D8@BGN B 0 04/13/21 Gov 0.037 0.038
3M 912796A2@BGN B 0 05/13/21 Gov 0.037 0.038
6M 9127964B@BGN B 0 08/12/21 Gov 0.051 0.052
1Y 912796C3@BGN B 0 01/27/22 Gov 0.066 0.067
2Y 91282CBG@BGN T 0 ⅛ 01/31/23 G 100.01 0.12
3Y 91282CBM@BGN T 0 ⅛ 02/15/24 G 99.73 0.215
5Y 91282CBH@BGN T 0 ⅜ 01/31/26 G 99.207 0.537
7Y 91282CBJ@BGN T 0 ¾ 01/31/28 G 98.961 0.905
10Y 91282CBL@BGN T 1 ⅛ 02/15/31 G 98.633 1.271
20Y 912810ST@BGN T 1 ⅜ 11/15/40 G 91.398 1.90
30Y 912810SU@BGN T 1 ⅞ 02/15/51 G 95.609 2.072

Fecha de Valoración 2/16/2021 Reducción

Fecha de emisión 1/31/2020 1 pb
Fecha vencimiento 1/31/2030 25pb
Principal $ 10,000,000
Base 360 dias r0
Periodicidad 90 dias r1
Tasa cupón 12% EA D
Tasa cupón periódica 2.9% % precio
Valor presente $ 19,284,515 $ 19,284,515 $ 0
Precio sucio 192.85 192.85
Yield to maturity (YTM) 0.79%
Duración (años) 6.73
D 6.68
DV01 $ 12,877

Fecha t Cupón Principal Tasa dto

1/31/2020
4/30/2020 -292 $ - 0.00%
7/31/2020 -200 $ - 0.00%
10/31/2020 -108 $ - 0.00%
1/31/2021 -16 $ - 0.00%
4/30/2021 73 $ 287,373 0.04%
7/31/2021 165 $ 287,373 0.04%
10/31/2021 257 $ 287,373 0.05%
1/31/2022 349 $ 287,373 0.05%
4/30/2022 438 $ 287,373 0.07%
7/31/2022 530 $ 287,373 0.07%
10/31/2022 622 $ 287,373 0.07%
1/31/2023 714 $ 287,373 0.07%
4/30/2023 803 $ 287,373 0.12%
 7/31/2023 895 $ 287,373 0.12%
10/31/2023 987 $ 287,373 0.12%
1/31/2024 1079 $ 287,373 0.12%
4/30/2024 1169 $ 287,373 0.22%
7/31/2024 1261 $ 287,373 0.22%
10/31/2024 1353 $ 287,373 0.22%
1/31/2025 1445 $ 287,373 0.22%
4/30/2025 1534 $ 287,373 0.22%
7/31/2025 1626 $ 287,373 0.22%
10/31/2025 1718 $ 287,373 0.22%
1/31/2026 1810 $ 287,373 0.54%
4/30/2026 1899 $ 287,373 0.54%
7/31/2026 1991 $ 287,373 0.54%
10/31/2026 2083 $ 287,373 0.54%
1/31/2027 2175 $ 287,373 0.54%
4/30/2027 2264 $ 287,373 0.54%
7/31/2027 2356 $ 287,373 0.54%
10/31/2027 2448 $ 287,373 0.54%
1/31/2028 2540 $ 287,373 0.90%
4/30/2028 2630 $ 287,373 0.90%
7/31/2028 2722 $ 287,373 0.90%
10/31/2028 2814 $ 287,373 0.90%
1/31/2029 2906 $ 287,373 0.90%
4/30/2029 2995 $ 287,373 0.90%
7/31/2029 3087 $ 287,373 0.90%
10/31/2029 3179 $ 287,373 0.90%
1/31/2030 3271 $ 287,373 $ 10,000,000 0.90%
 Plazo (días) Tasa
Source Update 0 0.03%
BGN 10:41 30 0.03%
BGN 10:41 60 0.04%
BGN 10:41 90 0.04%
BGN 10:40 180 0.05%
BGN 10:41 360 0.07%
BGN 10:41 720 0.12%
BGN 10:41 1080 0.22%
BGN 10:41 1800 0.54%
BGN 10:41 2520 0.90%
BGN 10:41 3600 1.27%
BGN 10:41 7200 1.90%
BGN 10:41 10800 2.07%

25 pb
0.01%
0.25%

0.79%
0.54%
6.68
1.67%

VP VP2 pond VP3

$ - $ - -0.81 $ -
$ - $ - -0.56 $ -
$ - $ - -0.30 $ -
$ - $ - -0.04 $ -
$ 287,351 $ 286,914 0.20 $ 58,268
$ 287,323 $ 286,337 0.46 $ 131,690
$ 287,267 $ 285,761 0.71 $ 205,077
$ 287,229 $ 285,186 0.97 $ 278,452
$ 287,139 $ 284,630 1.22 $ 349,352
$ 287,089 $ 284,058 1.47 $ 422,659
$ 287,040 $ 283,486 1.73 $ 495,941
$ 286,991 $ 282,916 1.98 $ 569,198
$ 286,606 $ 282,365 2.23 $ 639,290
$ 286,518 $ 281,796 2.49 $ 712,315
$ 286,430 $ 281,229 2.74 $ 785,296
$ 286,342 $ 280,663 3.00 $ 858,232
$ 285,373 $ 280,111 3.25 $ 926,670
$ 285,216 $ 279,547 3.50 $ 999,049
$ 285,059 $ 278,985 3.76 $ 1,071,348
$ 284,903 $ 278,423 4.01 $ 1,143,568
$ 284,751 $ 277,881 4.26 $ 1,213,357
$ 284,595 $ 277,322 4.52 $ 1,285,420
$ 284,438 $ 276,764 4.77 $ 1,357,403
$ 279,732 $ 276,207 5.03 $ 1,406,432
$ 279,362 $ 275,669 5.28 $ 1,473,634
$ 278,979 $ 275,114 5.53 $ 1,542,912
$ 278,598 $ 274,561 5.79 $ 1,611,997
$ 278,216 $ 274,008 6.04 $ 1,680,890
$ 277,848 $ 273,474 6.29 $ 1,747,354
$ 277,467 $ 272,924 6.54 $ 1,815,871
$ 277,088 $ 272,375 6.80 $ 1,884,196
$ 269,684 $ 271,827 7.06 $ 1,902,770
$ 269,078 $ 271,292 7.31 $ 1,965,761
$ 268,459 $ 270,746 7.56 $ 2,029,849
$ 267,842 $ 270,201 7.82 $ 2,093,632
$ 267,226 $ 269,657 8.07 $ 2,157,111
$ 266,632 $ 269,132 8.32 $ 2,218,232
$ 266,019 $ 268,590 8.58 $ 2,281,116
$ 265,408 $ 268,050 8.83 $ 2,343,699
$ 9,479,214 $ 9,576,316 9.09 $ 86,129,196
Tenor CUSIP Description Price Yield Source Update
1M 912796C8@BGN Govt B 0 03/16/21 Govt 0.028 0.028 BGN 10:41
2M 912796D8@BGN Govt B 0 04/13/21 Govt 0.037 0.038 BGN 10:41
3M 912796A2@BGN Govt B 0 05/13/21 Govt 0.037 0.038 BGN 10:41
6M 9127964B@BGN Govt B 0 08/12/21 Govt 0.051 0.052 BGN 10:40
1Y 912796C3@BGN Govt B 0 01/27/22 Govt 0.066 0.067 BGN 10:41
2Y 91282CBG@BGN Govt T 0 ⅛ 01/31/23 G 100.01 0.12 BGN 10:41
3Y 91282CBM@BGN Govt T 0 ⅛ 02/15/24 G 99.73 0.215 BGN 10:41
5Y 91282CBH@BGN Govt T 0 ⅜ 01/31/26 G 99.207 0.537 BGN 10:41
7Y 91282CBJ@BGN Govt T 0 ¾ 01/31/28 G 98.961 0.905 BGN 10:41
10Y 91282CBL@BGN Govt T 1 ⅛ 02/15/31 G 98.633 1.271 BGN 10:41
20Y 912810ST@BGN Govt T 1 ⅜ 11/15/40 G 91.398 1.90 BGN 10:41
30Y 912810SU@BGN Govt T 1 ⅞ 02/15/51 G 95.609 2.072 BGN 10:41

Fecha Val 2/16/2021

Fecha Emisión 1/31/2020
Fecha Vencimiento 1/31/2030
Principal $ 10,000,000
Base 360 dias
Periodicidad 90 dias
Tasa Cupón 12% EA
Tasa Periódica 2.9%

Fecha t Cupón
1/31/2020
4/30/2020 -292 $ -
7/31/2020 -200 $ -
10/31/2020 -108 $ -
1/31/2021 -16 $ -
4/30/2021 73 $ 287,373.4
7/31/2021 165 $ 287,373.4
10/31/2021 257 $ 287,373.4
1/31/2022 349 $ 287,373.4
4/30/2022 438 $ 287,373.4
7/31/2022 530 $ 287,373.4
10/31/2022 622 $ 287,373.4
1/31/2023 714 $ 287,373.4
4/30/2023 803 $ 287,373.4
7/31/2023 895 $ 287,373.4
10/31/2023 987 $ 287,373.4
1/31/2024 1079 $ 287,373.4
4/30/2024 1169 $ 287,373.4
 7/31/2024 1261 $ 287,373.4
10/31/2024 1353 $ 287,373.4
1/31/2025 1445 $ 287,373.4
4/30/2025 1534 $ 287,373.4
7/31/2025 1626 $ 287,373.4
10/31/2025 1718 $ 287,373.4
1/31/2026 1810 $ 287,373.4
4/30/2026 1899 $ 287,373.4
7/31/2026 1991 $ 287,373.4
10/31/2026 2083 $ 287,373.4
1/31/2027 2175 $ 287,373.4
4/30/2027 2264 $ 287,373.4
7/31/2027 2356 $ 287,373.4
10/31/2027 2448 $ 287,373.4
1/31/2028 2540 $ 287,373.4
4/30/2028 2630 $ 287,373.4
7/31/2028 2722 $ 287,373.4
10/31/2028 2814 $ 287,373.4
1/31/2029 2906 $ 287,373.4
4/30/2029 2995 $ 287,373.4
7/31/2029 3087 $ 287,373.4
10/31/2029 3179 $ 287,373.4
1/31/2030 3271 $ 287,373.4
$ 10,345,444.1
Plazo Tasa
0 0.03%
30 0.03%
60 0.04%
90 0.04%
180 0.05%
360 0.07%
720 0.12%
1080 0.22%
1800 0.54%
2520 0.90%
3600 1.27%
7200 1.90%
10800 2.07%