TASA CUPON TIR

ORBITEL $ 200,000,000.00 14% 10%

EPM $ 200,000,000.00 16% 10%
ISA $ 200,000,000.00 15% 10%
TES $ 200,000,000.00 12% 10%
DISTRITO $ 200,000,000.00 18% 10%

$ 1,000,000,000.00

ORBITEL
Maduracion 4 año
Tasa Cupon 14%
Cupon $ 28,000,000.00
Principal $ 200,000,000.00
Flujo de Caja VA FK VA*T
0 $ 200,000,000.00 0 0
1 $ 28,000,000.00 $ 25,454,545.45 25454545.4545455
2 $ 28,000,000.00 $ 23,140,495.87 46280991.7355372
3 $ 28,000,000.00 $ 21,036,814.43 63110443.2757325
4 $ 228,000,000.00 $ 155,727,067.82 622908271.292944

Precio Sucio $ 225,358,923.57

Duracion 3.36

EPM
Maduracion 7 año
Tasa Cupon 16%
Cupon $ 32,000,000.00
Principal $ 200,000,000.00
Flujo de Caja VA FK VA*T
0 $ 200,000,000.00 0 0
1 $ 32,000,000.00 $ 29,090,909.09 $ 29,090,909.09
2 $ 32,000,000.00 $ 26,446,280.99 52892561.9834711
3 $ 32,000,000.00 $ 24,042,073.63 72126220.8865514
4 $ 32,000,000.00 $ 21,856,430.57 87425722.286729
5 $ 32,000,000.00 $ 19,869,482.34 99347411.6894648
6 $ 32,000,000.00 $ 18,063,165.76 108378994.570325
7 $ 232,000,000.00 $ 119,052,683.43 833368784.006667

Precio Sucio $ 258,421,025.81

Duracion 4.96
 ISA
Maduracion 3 año
Tasa Cupon 15%
Cupon $ 30,000,000.00
Principal $ 200,000,000.00
Flujo de Caja VA FK VA*T
0 $ 200,000,000.00 0 0
1 $ 30,000,000.00 $ 27,272,727.27 $ 27,272,727.27
2 $ 30,000,000.00 $ 24,793,388.43 49586776.8595041
3 $ 230,000,000.00 $ 172,802,404.21 518407212.622089

Precio Sucio $ 224,868,519.91

Duracion 2.65

TES
Maduracion 5 año
Tasa Cupon 12%
Cupon $ 24,000,000.00
Principal $ 200,000,000.00
Flujo de Caja VA FK VA*T
0 $ 200,000,000.00 0 0
1 $ 24,000,000.00 $ 21,818,181.82 $ 21,818,181.82
2 $ 24,000,000.00 $ 19,834,710.74 39669421.4876033
3 $ 24,000,000.00 $ 18,031,555.22 54094665.6649136
4 $ 24,000,000.00 $ 16,392,322.93 65569291.7150468
5 $ 224,000,000.00 $ 139,086,376.37 695431881.826254

Precio Sucio $ 215,163,147.08

Duracion 4.07

DISTRITO
Maduracion 8 año
Tasa Cupon 18%
Cupon $ 36,000,000.00
Principal $ 200,000,000.00
Flujo de Caja VA FK VA*T
0 $ 200,000,000.00 0 0
1 $ 36,000,000.00 $ 32,727,272.73 $ 32,727,272.73
2 $ 36,000,000.00 $ 29,752,066.12 $ 59,504,132.23
3 $ 36,000,000.00 $ 27,047,332.83 $ 81,141,998.50
4 $ 36,000,000.00 $ 24,588,484.39 $ 98,353,937.57
5 $ 36,000,000.00 $ 22,353,167.63 $ 111,765,838.15
6 $ 36,000,000.00 $ 20,321,061.48 $ 121,926,368.89
7 $ 36,000,000.00 $ 18,473,692.26 $ 129,315,845.79
8 $ 236,000,000.00 $ 110,095,741.73 $ 880,765,933.84

Precio Sucio $ 285,358,819.17

Duracion 5.31
 10%
PLAZO (ANUALES ) Precio Sucio Duracion
4 20% $ 225,358,923.57 3.36
7 20% $ 258,421,025.81 4.96
3 20% $ 224,868,519.91 2.65
5 20% $ 215,163,147.08 4.07
8 20% $ 285,358,819.17 5.31

100%

8%
$ 239,745,522.08 3.38261181 0.02
$ 283,301,920.95 5.05561455 0.09
$ 236,079,357.82 2.65572712 0.01
$ 231,941,680.30 4.11028519 0.04
$ 314,932,778.87 5.43712459 0.13

11%
$ 218,614,674.14 3.35228552 -9%
$ 247,121,962.65 4.91700981 -13%
$ 219,549,717.72 2.64289306 -7%
$ 207,391,794.04 4.05574841 -11%
$ 272,045,718.65 5.24775758 -14%

años -11%
10%
Precio Sucio Duracion
$ 225,358,923.57 3.36243287
$ 258,421,025.81 4.96333687
$ 224,868,519.91 2.64717675
$ 215,163,147.08 4.07404081
$ 285,358,819.17 5.31086207

años
años

años
años
v

82.94

Valor Nomial 100 2.72%

Tasa Cupon 4.02% tv ipc 10.86%
Fecha Vencimiento 7/6/2043 2.61%
Fecha Emision 7/6/2018
Fecha de hoy 12/15/2022 tasa cupon 6.63%
Precio Sucio 82.94
Tir 8% Cupon 6.73591268

Tiempo dias trimestres FK VP FK

10/6/2022
12/15/2022
1/6/2023 22.0 0.244 6.73591268 6.607
4/6/2023 112.0 1.244 6.73591268 6.103
7/6/2023 203.0 2.256 6.73591268 5.633
10/6/2023 295.0 3.278 6.73591268 5.194
1/6/2024 387.0 4.300 6.73591268 4.790
4/6/2024 478.0 5.311 6.73591268 4.421
7/6/2024 569.0 6.322 6.73591268 4.080
10/6/2024 661.0 7.344 6.73591268 3.762
1/6/2025 753.0 8.367 6.73591268 3.469
4/6/2025 843.0 9.367 6.73591268 3.205
7/6/2025 934.0 10.378 6.73591268 2.958
10/6/2025 1,026.0 11.400 6.73591268 2.728
1/6/2026 1,118.0 12.422 6.73591268 2.515
4/6/2026 1,208.0 13.422 6.73591268 2.323
7/6/2026 1,299.0 14.433 6.73591268 2.144
10/6/2026 1,391.0 15.456 6.73591268 1.977
1/6/2027 1,483.0 16.478 6.73591268 1.823
4/6/2027 1,573.0 17.478 6.73591268 1.684
7/6/2027 1,664.0 18.489 6.73591268 1.555
10/6/2027 1,756.0 19.511 6.73591268 1.434
1/6/2028 1,848.0 20.533 6.73591268 1.322
4/6/2028 1,939.0 21.544 6.73591268 1.220
7/6/2028 2,030.0 22.556 6.73591268 1.126
10/6/2028 2,122.0 23.578 6.73591268 1.038
1/6/2029 2,214.0 24.600 6.73591268 0.958
4/6/2029 2,304.0 25.600 6.73591268 0.885
7/6/2029 2,395.0 26.611 6.73591268 0.816
10/6/2029 2,487.0 27.633 6.73591268 0.753
1/6/2030 2,579.0 28.656 6.73591268 0.694
4/6/2030 2,669.0 29.656 6.73591268 0.641
7/6/2030 2,760.0 30.667 6.73591268 0.592
10/6/2030 2,852.0 31.689 6.73591268 0.546
1/6/2031 2,944.0 32.711 6.73591268 0.503
4/6/2031 3,034.0 33.711 6.73591268 0.465
7/6/2031 3,125.0 34.722 6.73591268 0.429
10/6/2031 3,217.0 35.744 6.73591268 0.396
1/6/2032 3,309.0 36.767 6.73591268 0.365
4/6/2032 3,400.0 37.778 6.73591268 0.337
7/6/2032 3,491.0 38.789 6.73591268 0.311
10/6/2032 3,583.0 39.811 6.73591268 0.287
1/6/2033 3,675.0 40.833 6.73591268 0.264
4/6/2033 3,765.0 41.833 6.73591268 0.244
7/6/2033 3,856.0 42.844 6.73591268 0.225
10/6/2033 3,948.0 43.867 6.73591268 0.208
1/6/2034 4,040.0 44.889 6.73591268 0.192
4/6/2034 4,130.0 45.889 6.73591268 0.177
7/6/2034 4,221.0 46.900 6.73591268 0.163
10/6/2034 4,313.0 47.922 6.73591268 0.151
1/6/2035 4,405.0 48.944 6.73591268 0.139
4/6/2035 4,495.0 49.944 6.73591268 0.128
7/6/2035 4,586.0 50.956 6.73591268 0.118
10/6/2035 4,678.0 51.978 6.73591268 0.109
1/6/2036 4,770.0 53.000 6.73591268 0.101
4/6/2036 4,861.0 54.011 6.73591268 0.093
7/6/2036 4,952.0 55.022 6.73591268 0.086
10/6/2036 5,044.0 56.044 6.73591268 0.079
1/6/2037 5,136.0 57.067 6.73591268 0.073
4/6/2037 5,226.0 58.067 6.73591268 0.067
7/6/2037 5,317.0 59.078 6.73591268 0.062
10/6/2037 5,409.0 60.100 6.73591268 0.057
1/6/2038 5,501.0 61.122 6.73591268 0.053
4/6/2038 5,591.0 62.122 6.73591268 0.049
7/6/2038 5,682.0 63.133 6.73591268 0.045
10/6/2038 5,774.0 64.156 6.73591268 0.042
1/6/2039 5,866.0 65.178 6.73591268 0.038
4/6/2039 5,956.0 66.178 6.73591268 0.035
7/6/2039 6,047.0 67.189 6.73591268 0.033
10/6/2039 6,139.0 68.211 6.73591268 0.030
1/6/2040 6,231.0 69.233 6.73591268 0.028
4/6/2040 6,322.0 70.244 6.73591268 0.026
7/6/2040 6,413.0 71.256 6.73591268 0.024
10/6/2040 6,505.0 72.278 6.73591268 0.022
 1/6/2041 6,597.0 73.300 6.73591268 0.020
4/6/2041 6,687.0 74.300 6.73591268 0.019
7/6/2041 6,778.0 75.311 6.73591268 0.017
10/6/2041 6,870.0 76.333 6.73591268 0.016
1/6/2042 6,962.0 77.356 6.73591268 0.015
4/6/2042 7,052.0 78.356 6.73591268 0.013
7/6/2042 7,143.0 79.367 6.73591268 0.012
10/6/2042 7,235.0 80.389 6.73591268 0.011
1/6/2043 7,327.0 81.411 6.73591268 0.011
4/6/2043 7,417.0 82.411 6.73591268 0.010
7/6/2043 7,508.0 83.422 106.735913 0.143

Precio Sucio 85.538

Duracion 12.352
nunca
EA 14.88%
tv

nunca 6.736% ok

10% 64 10
8% 82 12.71 años

$ 6.61 1.615 7,508.00

$ 6.10 7.595 20.8555556
$ 5.63 12.705
$ 5.19 17.025
$ 4.79 20.596
$ 4.42 23.478
$ 4.08 25.795
$ 3.76 27.632
$ 3.47 29.027
$ 3.20 30.019
$ 2.96 30.697
$ 2.73 31.095
$ 2.52 31.245
$ 2.32 31.186
$ 2.14 30.951
$ 1.98 30.563
$ 1.82 30.047
$ 1.68 29.441
$ 1.55 28.744
$ 1.43 27.972
$ 1.32 27.145
$ 1.22 26.287
$ 1.13 25.400
$ 1.04 24.484
$ 0.96 23.557
$ 0.88 22.645
$ 0.82 21.726
$ 0.75 20.804
$ 0.69 19.894
$ 0.64 19.018
$ 0.59 18.151
$ 0.55 17.296
$ 0.50 16.464
$ 0.46 15.673
$ 0.43 14.900
$ 0.40 14.144
$ 0.36 13.416
$ 0.34 12.722
$ 0.31 12.056
$ 0.29 11.411
$ 0.26 10.792
$ 0.24 10.214
$ 0.23 9.655
$ 0.21 9.115
$ 0.19 8.601
$ 0.18 8.123
$ 0.16 7.662
$ 0.15 7.219
$ 0.14 6.799
$ 0.13 6.409
$ 0.12 6.035
$ 0.11 5.677
$ 0.10 5.338
$ 0.09 5.020
$ 0.09 4.720
$ 0.08 4.434
$ 0.07 4.163
$ 0.07 3.913
$ 0.06 3.674
$ 0.06 3.447
$ 0.05 3.233
$ 0.05 3.035
$ 0.05 2.847
$ 0.04 2.668
$ 0.04 2.499
$ 0.04 2.344
$ 0.03 2.196
$ 0.03 2.056
$ 0.03 1.925
$ 0.03 1.802
$ 0.02 1.687
$ 0.02 1.578
$ 0.02 1.476
$ 0.02 1.382
$ 0.02 1.293
$ 0.02 1.208
$ 0.01 1.129
$ 0.01 1.057
$ 0.01 0.988
$ 0.01 0.923
$ 0.01 0.862
$ 0.01 0.806
$ 0.14 11.927