Calculadora Bonos en USD ON

FERIADOS Dias de la Semana
12/31/2015 1 Domingo
1/1/2016 2 Lunes
2/8/2016 3 Martes
2/9/2016 4 Miércoles
3/24/2016 5 Jueves
3/25/2016 6 Viernes
5/25/2016 7 Sabado
6/17/2016
6/20/2016
7/8/2016
8/15/2016
10/10/2016
11/28/2016
12/8/2016
12/9/2016
1/1/2017
2/27/2017
2/28/2017
3/24/2017
4/13/2017
4/14/2017
5/1/2017
5/25/2017
6/20/2017
8/21/2017
10/16/2017
11/6/2017
11/20/2017
12/8/2017
12/25/2017
12/31/2017
1/1/2018
2/12/2018
2/13/2018
3/29/2018
3/30/2018
4/2/2018
4/30/2018
5/1/2018
5/25/2018
6/20/2018
7/9/2018
8/20/2018
10/15/2018
11/19/2018
12/24/2018
12/25/2018
12/31/2018
1/1/2019
3/4/2019
3/5/2019
4/2/2019
4/19/2019
5/1/2019
6/4/2019
8/19/2019
10/14/2019
11/18/2019
12/24/2019
12/31/2019
1/1/2020
2/24/2020
2/25/2020
3/23/2020
3/24/2020
3/31/2020
4/9/2020
4/10/2020
5/1/2020
5/25/2020
6/15/2020
7/9/2020
7/10/2020
8/17/2020
10/12/2020
11/23/2020
12/7/2020
12/8/2020
12/24/2020
12/25/2020
12/31/2020
1/1/2021
SE RECOMIENDA IR ARCHIVO-DESCARGAR-XLS (PARA EDITAR Y UNA MEJOR VISUALIZACIÓN)
Empresa Especie en USD Precio YTM (T+2) YTM (T+0)
YPF S.A. YPCUD 73.00 8.4% 8.3%
CELULOSA ARGENTINA S.A. CRCED 60.40 8.5% 8.5%
PAMPA ENERGIA S.A PTSTD 105.00 -3.8% -3.7%
YPF S.A. YCA6P 94.00 12.1% 12.1%
IRSA INVERSIONES Y REPRESENTACIONES S.A. IRC8D 39.45 -11.9% -11.8%
CRESUD S.A. CSJXD 39.00 -11.8% -11.7%
John Deere Credit Cía. Financiera S.A. HJC6D 40.29 8.3% 8.2%
YPF S.A. YMCHD 95.70 7.1% 7.1%
YPF S.A. YMCID 89.99 12.4% 12.4%
YPF S.A. YMCJD 73.50 12.7% 12.6%
TARJETA NARANJA S.A. TN47D 107.00 -45.3% -43.2%
COMPAÑIA GENERAL DE COMBUSTIBLES CP17D 78.00 5.1% 5.1%
YPF LUZ MAE opera 103.00 -6.4% -5.9%
TELECOM ARGENTINA TLC1D 98.70 9.0% 8.9%
COMPAÑIA GENERAL DE COMBUSTIBLES CP21D 105.00 -14.0% -13.7%
MASTELLONE HERMANOS SA MTCGD 107.60 9.2% 9.2%
CRESUD CLASE XXXIII Canje CSKZD 65.50 12.1% 12.0%
CRESUD CLASE XXXIII new money CS34D 71.00 1.3% 1.3%
GENNEIA S.A. CLASE XXXIV GN34D 77.50 2.9% 2.9%
GENNEIA S.A. Canje GNCXD 90.00 9.0% 8.9%
MSU Energy S.A. III new money RUC3D 105.30 2.7% 2.6%
PAN AMERCIAN ENERGY C12 PNDCD 114.75 5.2% 5.2%
Albanesi S.A. (GEMSA 2024) MRECD 98.25 11.8% 11.7%
TELECOM ARGENTINA S. A. TLC5D 99.60 7.2% 7.2%
CGC CLASE 25 CP25D 100.60 2.9% 2.8%
JOHN DEERE HJC9D 98.26 4.9% 4.9%
TARJETA NARANJA S.A. TN52D 96.00 9.7% 9.6%
Capex Clase 2 2024 CAC2D 103.50 5.9% 5.8%
ALUAR ALUMINIO ARGENTINO S.A. LMS1D 44.00 -0.9% -0.9%
BANCO MACRO S.A. BACED 79.98 23.1% 23.0%
Vista Oil & Gas Argentina S.A.U. VSC3D 103.00 0.5% 0.5%
Canje RPC2O IRCFD 105.50 7.6% 7.6%
MSU ENERGY S.A. RUC4D 102.30 7.1% 7.1%
VISTA new money VSCED 105.00 2.8% 2.8%
CRESUD Canje CS38D 106.70 6.1% 6.1%
PAMPA ENERGIA S.A Canje MGC9D 113.30 5.2% 5.2%
CRESUD S.A. CLASE XXXVII CS37D 96.60 8.2% 8.2%
GEMSA new money 2024 MRFCD 98.00 12.6% 12.5%
MSU AGRO S.A. MSSAD 104.00 7.6% 7.6%
edenor Clase II new money DNC2D 103.50 9.5% 9.5%
ARCOR S.A.I.C RCC9D 108.75 -18.0% 6.0%
PAN AMERICAN ENERGY PNMCD 103.30 6.3% 6.3%
ARCOR S.A.I.C Canje RCCJD 108.90 6.1% 6.1%
AEROPUERTOS ARGENTINA 2000 S.A. ARC1D 95.40 10.0% 10.0%
Vista Oil & Gas Argentina Canje VSCFD 110.00 3.2% 3.2%
GEMSA 2024 MRCID 100.30 11.7% 11.6%
new money VISTA VSCGD 104.00 2.1% 2.1%
MSU ENERGY Nw money RUC7D 101.00 7.7% 7.7%
clase XV new money IRSA MEP IRCGD 103.00 7.0% 7.0%
clase XVI canje IRSA CCL IRCHD 101.50 6.7% 6.6%
Generación Mediterránea S.A. (GEMSA) MRCAO 78.50 19.8% 19.8%
Curva de ON en USD por

140.0
120.0
100.0
80.0
Bond Parity
60.0
40.0
20.0
0.0
0.000 1.000 2.000 3.000
Modified Durati
DM Paridad Prox pago Vencimiento LY Pago Pagos Cupón Minimos
0.548 98.5 4/4/2023 4/4/2024 NY CABLE SEM 8.75% 1000
1.182 101.5 6/4/2023 6/4/2025 ARG MEP TRI 10.00% 1
0.335 103.7 7/21/2023 7/21/2023 NY CABLE SEM 7.38% 1000
2.023 92.8 7/28/2023 7/28/2025 NY CABLE SEM 8.50% 1000
0.664 112.3 5/12/2023 11/12/2023 ARG MEP TRI 10.00% 1
0.666 119.9 5/12/2023 11/12/2023 ARG MEP TRI 9.00% 1
0.462 100.4 6/18/2023 12/18/2023 ARG MEP TRI 9.50% 12500
1.406 102.5 5/12/2023 2/12/2026 NY CABLE TRI 4% y 9% 1
3.791 88.2 6/30/2023 6/30/2029 NY CABLE SEM 2,5% y 9% 1
6.011 71.1 3/30/2023 9/30/2033 NY CABLE SEM 1,5% y 7% 1
0.128 105.9 4/28/2023 4/28/2023 ARG MEP TRI 7.00% 1
1.324 105.7 9/8/2023 3/8/2025 NY CABLE SEM 9.50% 1000
0.068 101.1 4/16/2023 4/16/2023 ARG MEP TRI 10.24% 1000
2.812 97.3 7/18/2023 7/18/2026 NY CABLE SEM 8.00% 1000
0.233 104.7 6/10/2023 6/10/2023 ARG MEP TRI 7.00% 1
2.624 105.0 3/30/2023 6/30/2026 NY CABLE TRI 10.95% 1
0.716 96.7 7/6/2023 7/6/2024 ARG CABLE SEM 6.99% 1
0.763 104.7 6/30/2023 6/30/2024 ARG CABLE SEM 6.99% 100
0.859 102.4 8/10/2023 8/10/2024 ARG MEP SEM 6.00% 100
2.090 99.7 9/2/2023 9/2/2027 NY CABLE SEM 8.75% 1000
0.718 104.3 6/20/2023 12/20/2023 ARG MEP SEM 7.35% 100
2.638 110.7 4/30/2023 4/30/2027 NY CABLE SEM 9.13% 1000
0.740 97.5 7/10/2023 1/10/2024 ARG MEP SEM 7.50% 100
1.288 101.5 8/6/2023 8/6/2025 NY CABLE SEM 8.50% 1000
0.904 100.3 5/25/2023 2/25/2024 ARG MEP TRI 3.25% 1
0.949 98.2 6/16/2023 3/16/2024 ARG MEP TRI 3.00% 10000
1.026 95.3 4/28/2023 4/30/2024 ARG MEP TRI 5.00% 1
1.068 101.0 5/15/2023 5/15/2024 ARG CABLE SEM 6.88% 1000
0.544 102.2 4/9/2023 4/9/2024 NY CABLE TRI 6.70% 500
0.988 79.8 5/2/2023 5/2/2024 ARG MEP TRI 1.45% 10000
0.907 102.7 8/21/2023 2/21/2024 ARG MEP SEM 3.50% 1
2.876 104.3 6/22/2023 6/22/2028 NY CABLE SEM 8.75% 1
1.076 99.7 5/20/2023 5/20/2024 ARG MEP SEM 7.50% 1
1.309 104.2 5/8/2023 8/8/2024 ARG MEP TRI 6.00% 1
2.570 106.5 7/3/2023 3/3/2026 ARG CABLE SEM 8.00% 1
2.357 111.8 6/8/2023 12/8/2026 NY CABLE SEM 9.50% 1
1.799 96.5 6/15/2023 3/15/2025 ARG CABLE SEM 5.50% 1
1.180 97.2 7/18/2023 7/18/2024 ARG MEP SEM 9.50% 1
1.237 102.9 7/21/2023 7/21/2024 ARG MEP SEM 8.00% 1
1.353 99.9 9/12/2023 9/12/2024 ARG MEP ANUAL 7.75% 1
1.466 100.0 5/22/2023 11/22/2024 ARG MEP SEM 9.75% 1
0.316 107.4 7/6/2023 7/6/2023 NY CABLE SEM 6.00% 1000
2.099 102.7 7/21/2023 7/21/2025 NY CABLE SEM 7.25% 1000
2.597 100.0 4/9/2023 10/9/2027 NY CABLE SEM 8.25% 1000
4.229 94.2 5/1/2023 8/1/2031 NY CABLE TRI 8.50% 1000
1.457 103.2 11/30/2023 11/4/2024 ARG MEP ANUAL 9.00% 1
2.392 109.6 5/10/2023 11/10/2025 ARG CABLE SEM 6.25% 1
1.412 99.7 5/7/2023 11/7/2024 ARG MEP SEM 9.50% 1
1.747 103.3 4/20/2023 1/20/2025 ARG MEP TRI 4.00% 1
1.652 100.6 11/30/2023 1/10/2025 ARG MEP ANUAL 7.50% 1
1.812 101.0 7/25/2023 3/25/2025 ARG MEP SEM 8.00% 1
2.116 100.9 3/25/2023 7/25/2025 ARG CCL SEM 7.00% 1
1.970 81.8 6/1/2023 12/1/2027 NY CABLE SEM 9.63% 1
Curva de ON en USD por paridad
3.000 4.000 5.000 6.000 7.000
Modified Duration
Cambiar 372.00
VN colocado Precio MEP Amortización Especie en Pesos
1,522,165,000 27,156 372.00 YPCUO
61,523,965 22,469 372.00 CRCEO
500,000,000.00 39,060 372.00 Bullet PTSTO
1,500,000,000.00 34,968 372.00 Bullet YCA6O
31,679,760 14,675 372.00 IRC8O
1,309,480 14,508 372.00 CSJXO
18,000,000 14,988 372.00 HJC6O
775,782,279 35,600 372.00 YMCHO
747,833,257 33,476 372.00 YMCIO
575,649,021 27,342 372.00 YMCJO
8,500,000 39,804 372.00 Bullet TN47O
196,110,000 29,016 372.00 CP17O
60,000,000 38,316 372.00 Bullet YFC6O
400,000,000 36,716 372.00 Bullet TLC1O
14,037,140 39,060 372.00 Bullet CP21O
110,866,214 40,027 372.00 Bullet MTCGO
18,797,690 24,366 372.00 CSKZO
37,737,138 26,412 372.00 CS34O
15,605,522 28,830 372.00 GN34O
366,118,638 33,480 372.00 GNCXO
30,300,000 39,172 372.00 Bullet RUC3O
300,000,000 42,687 372.00 PNDCO
14,065,308 36,549 372.00 Bullet MRCEO
388,871,000 37,051 372.00 TLC5O
11,287,128 37,423 372.00 Bullet CP25O
10,000,000 36,553 372.00 Bullet HJC9O
7,500,000 35,712 372.00 Bullet TN52O
300,000,000 38,502 372.00 Bullet CAC2O
150,000,000 16,368 372.00 LMS1O
17,000,000 29,753 372.00 Bullet BACEO
50,000,000 38,316 372.00 Bullet VSC3O
171,202,815 39,246 372.00 IRCFO
15,200,000 38,056 372.00 RUC4O
43,500,000 39,060 372.00 Bullet VSCEO
70,567,356 39,692 372.00 Bullet CS38O
292,796,835 42,148 372.00 Bullet MGC9O
24,388,036 35,935 372.00 Bullet CS37O
5,858,103 36,456 372.00 Bullet MRCFO
15,100,000 38,539 372.00 Bullet RUC5O
24,500,000 38,688 372.00 Bullet MSSAO
30.000.000,000 38,502 372.00 Bullet DNC2O
500,000,000 40,455 372.00 Bullet RCC9O
105,152,000 38,428 372.00 Bullet PNMCO
265,427,742 40,511 372.00 Bullet RCCJO
272,949,631 35,489 372.00 ARC1O
45,544,190 38,502 372.00 Bullet RUC6O
40,510,815 40,920 372.00 Bullet VSCFO
11,485,823 37,312 372.00 Bullet MRCIO
13,500,000 38,688 372.00 Bullet VSCGO
15,100,000 37,572 372.00 Bullet RUC7O
38,316 372.00 Bullet IRCGO
61,748,700 37,758 372.00 Bullet IRCHO
325,395,255 29,202 372.00 MRCAO
Curva de O
25.0%
23.0%
21.0%
19.0%
17.0%
15.0%
13.0%
11.0%
9.0%
7.0%
5.0%
3.0%
1.0%
-1.0%
0.000 1.000 2.000 3.000
-3.0%
-5.0%
Yield to Maturity
-7.0%
-9.0%
-11.0%
-13.0%
-15.0%
-17.0%
-19.0%
-21.0%
6.000 7.000 -23.0%
-25.0%
-27.0%
-29.0%
-31.0%
-33.0%
-35.0%
-37.0%
-39.0%
-41.0%
-43.0%
-45.0%
-47.0%
Mo
-37.0%
-39.0%
-41.0%
-43.0%
-45.0%
-47.0%
Mo
Curva de ON en USD
2.000 3.000 4.000 5.000 6.000 7.000
Modified Duration
Modified Duration
Settlement (t+2 o cambiar) 23-Mar-23
Cupón 10/4/2014 8.750% T.Value
Fecha de emisión 4/4/2014 Curr Yield
Convención días 360 Parity
Primer cupón 10/4/2014 Next Cshf
Valor Nominal 100.0000 Maturity
Monto adjudicado Días a Vto.
Dirty Price 73.000

Days 169 YTM
Acrued Int 4.11
Clean Price 68.892
Duration 0.57
Mod. Dur. 0.55
Av. Life 0.59
VR 0.70
Fecha Amorti v/r B+Cup./Cap-Floor Int.

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00
4 Apr 20 4 Apr 20 4 Apr 20 0.00 100.00 8.750%
4 Oct 20 4 Oct 20 4 Oct 20 0.00 100.00 8.750% 4.38
4 Apr 21 4 Apr 21 4 Apr 21 0.00 100.00 8.750% 4.38
4 Oct 21 4 Oct 21 4 Oct 21 0.00 100.00 8.750% 4.38
4 Apr 22 4 Apr 22 4 Apr 22 30.00 70.00 8.750% 4.38
4 Oct 22 4 Oct 22 4 Oct 22 0.00 70.00 8.750% 3.06
4 Apr 23 4 Apr 23 4 Apr 23 30.00 40.00 8.750% 3.06
4 Oct 23 4 Oct 23 4 Oct 23 0.00 40.00 8.750% 1.75
4 Apr 24 4 Apr 24 4 Apr 24 40.00 0.00 8.750% 1.75
Fecha de pagoBono Ticker Renta Amortización R+A

10/4/2020 YPF 2024 Clase YPCUO 43.75 0 43.75
4/4/2021 YPF 2024 Clase YPCUO 43.75 0 43.75
10/4/2021 YPF 2024 Clase YPCUO 43.75 0 43.75
4/4/2022 YPF 2024 Clase YPCUO 43.75 300 343.75
10/4/2022 YPF 2024 Clase YPCUO 30.62 0 30.62
4/4/2023 YPF 2024 Clase YPCUO 30.62 300 330.62
10/4/2023 YPF 2024 Clase YPCUO 17.5 0 17.5
4/4/2024 YPF 2024 Clase YPCUO 17.5 400 417.5
74.11
8.89%
98.51
4 Apr 23
4 Apr 24
378
T+2 T+1 T+0
8.37% 8.33% 8.29%
Cshf Dias NAV Par V. Dur PPV Days Accr.
-73.00 0 -73
0.00 -1,083 0 - - FALSO
0.00 -900 0 - - FALSO
0.00 -718 0 - - FALSO
0.00 -535 0 - - FALSO
0.00 -353 0 - - FALSO
0.00 -170 0 - - FALSO
33.06 12 33 70 0.01 0.01 170
1.75 195 2 0.01 0.01 0
41.75 378 38 0.40 0.56 0
76.56 0.08 0.00 0.7000 0.42 0.59 170
Moneda
USD
USD
USD
USD
USD
USD
USD
USD
Ant y Prox Vto
-73.00
0.00
0.00
0.00
0.00
0.00
0.00
4 Apr 23 33.06
4 Oct 23 1.75
4 Apr 24 41.75
4 Apr 23
Cupón 3/4/2020 10.000% T.Value 59.53
Fecha de emisión 12/4/2019 Curr Yield 9.85%
Convención días 360 Parity 101.47
Primer cupón 3/4/2020 Next Cshf 4 Jun 23
Valor Nominal 100.0000 Maturity 4 Jun 25
Monto adjudicado Días a Vto. 804
Dirty Price 60.400 T+2 T+1 T+0
Days 19 YTM 8.53% 8.51% 8.49%

Acrued Int 0.53
Clean Price 59.872
Duration 1.23
Mod. Dur. 1.18
Av. Life 1.27
VR 0.59
Fecha Amorti v/r B+Cup./Cap-Floor Int. Cshf Dias NAV

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -60.40 0 -60
4 Sep 20 4 Sep 20 4 Sep 20 2.50 97.50 10.000% 0.00 -930 0
4 Dec 20 4 Dec 20 4 Dec 20 2.50 95.00 10.000% 2.44 0.00 -839 0
4 Mar 21 4 Mar 21 4 Mar 21 2.50 92.50 10.000% 2.38 0.00 -749 0
4 Jun 21 4 Jun 21 4 Jun 21 2.50 90.00 10.000% 2.31 0.00 -657 0
4 Sep 21 4 Sep 21 4 Sep 21 4.00 86.00 10.000% 2.25 0.00 -565 0
4 Dec 21 4 Dec 21 4 Dec 21 4.00 82.00 10.000% 2.15 0.00 -474 0
4 Mar 22 4 Mar 22 4 Mar 22 4.00 78.00 10.000% 2.05 0.00 -384 0
4 Jun 22 4 Jun 22 4 Jun 22 4.00 74.00 10.000% 1.95 0.00 -292 0
4 Sep 22 4 Sep 22 4 Sep 22 5.00 69.00 10.000% 1.85 0.00 -200 0
4 Dec 22 4 Dec 22 4 Dec 22 5.00 64.00 10.000% 1.73 0.00 -109 0
4 Mar 23 4 Mar 23 4 Mar 23 5.00 59.00 10.000% 1.60 0.00 -19 0
4 Jun 23 4 Jun 23 4 Jun 23 5.00 54.00 10.000% 1.48 6.48 73 6
4 Sep 23 4 Sep 23 4 Sep 23 5.50 48.50 10.000% 1.35 6.85 165 7
4 Dec 23 4 Dec 23 4 Dec 23 5.50 43.00 10.000% 1.21 6.71 256 6
4 Mar 24 4 Mar 24 4 Mar 24 5.50 37.50 10.000% 1.08 6.58 347 6
4 Jun 24 4 Jun 24 4 Jun 24 5.50 32.00 10.000% 0.94 6.44 439 6
4 Sep 24 4 Sep 24 4 Sep 24 8.00 24.00 10.000% 0.80 8.80 531 8
4 Dec 24 4 Dec 24 4 Dec 24 8.00 16.00 10.000% 0.60 8.60 622 7
4 Mar 25 4 Mar 25 4 Mar 25 8.00 8.00 10.000% 0.40 8.40 712 7
4 Jun 25 4 Jun 25 4 Jun 25 8.00 0.00 10.000% 0.20 8.20 804 7
67.05 0.09 0.00
Par V. Dur PPV Days Accr. Ant y Prox Vto
-60.40
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
59 0.01 0.02 19 4 Jun 23 6.48
0.03 0.05 0 4 Sep 23 6.85
0.04 0.07 0 4 Dec 23 6.71
0.06 0.09 0 4 Mar 24 6.58
0.07 0.12 0 4 Jun 24 6.44
0.11 0.19 0 4 Sep 24 8.80
0.13 0.22 0 4 Dec 24 8.60
0.14 0.24 0 4 Mar 25 8.40
0.15 0.27 0 4 Jun 25 8.20
0.5900 0.74 1.27 19 4 Jun 23
Cupón 3/4/2020 7.375% T.Value 101.27
Primer cupón 3/4/2020 Next Cshf 21 Jul 23
Valor Nominal 100.0000 Maturity 21 Jul 23
Days 62 YTM -3.79% -3.76% -3.73%

Acrued Int 1.27
Clean Price 103.730
Duration 0.33
Mod. Dur. 0.34
Av. Life 0.33
VR 1.00

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -105.00 0 -105
21 Jul 20 21 Jul 20 21 Jul 20 0.00 100.00 7.375% 0.00 -975 0
21 Jan 21 21 Jan 21 21 Jan 21 0.00 100.00 7.375% 3.69 0.00 -791 0
21 Jul 21 21 Jul 21 21 Jul 21 0.00 100.00 7.375% 3.69 0.00 -610 0
21 Jan 22 21 Jan 22 21 Jan 22 0.00 100.00 7.375% 3.69 0.00 -426 0
21 Jul 22 21 Jul 22 21 Jul 22 0.00 100.00 7.375% 3.69 0.00 -245 0
21 Jan 23 21 Jan 23 21 Jan 23 0.00 100.00 7.375% 3.69 0.00 -61 0
21 Jul 23 21 Jul 23 21 Jul 23 100.00 0.00 7.375% 3.69 103.69 120 105
103.69 -0.04 0.00
Fecha de pagoBono Renta AmortizaciónR+A Moneda
7/21/2020 0
1/21/2021 Pampa EnergíaPTSTO 36.88 0 36.88 USD
-105.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
100 0.35 0.33 61 21 Jul 23 103.69
1.0000 0.35 0.33 61 21 Jul 23
Cupón 1/28/2016 8.500% T.Value 101.30
Days 55 YTM 12.13% 12.12% 12.10%

Acrued Int 1.30
Clean Price 92.701
Duration 2.15
Mod. Dur. 2.02
Av. Life 2.18
VR 1.00

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -94.00 0 -94
28 Jan 20 28 Jan 20 28 Jan 20 0.00 100.00 8.500% 0.00 -1,150 0
28 Jul 20 28 Jul 20 28 Jul 20 0.00 100.00 8.500% 4.25 0.00 -968 0
28 Jan 21 28 Jan 21 28 Jan 21 0.00 100.00 8.500% 4.25 0.00 -784 0
28 Jul 21 28 Jul 21 28 Jul 21 0.00 100.00 8.500% 4.25 0.00 -603 0
28 Jan 22 28 Jan 22 28 Jan 22 0.00 100.00 8.500% 4.25 0.00 -419 0
28 Jul 22 28 Jul 22 28 Jul 22 0.00 100.00 8.500% 4.25 0.00 -238 0
28 Jan 23 28 Jan 23 28 Jan 23 0.00 100.00 8.500% 4.25 0.00 -54 0
28 Jul 23 28 Jul 23 28 Jul 23 0.00 100.00 8.500% 4.25 4.25 127 4
28 Jan 24 28 Jan 24 28 Jan 24 0.00 100.00 8.500% 4.25 4.25 311 4
28 Jul 24 28 Jul 24 28 Jul 24 0.00 100.00 8.500% 4.25 4.25 493 4
28 Jan 25 28 Jan 25 28 Jan 25 0.00 100.00 8.500% 4.25 4.25 677 3
28 Jul 25 28 Jul 25 28 Jul 25 100.00 0.00 8.500% 4.25 104.25 858 79
121.25 0.12 0.00
-94.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
100 0.01 0.01 54 28 Jul 23 4.25
0.03 0.03 0 28 Jan 24 4.25
0.05 0.05 0 28 Jul 24 4.25
0.06 0.07 0 28 Jan 25 4.25
1.86 2.02 0 28 Jul 25 104.25
1.0000 2.02 2.18 54 28 Jul 23
Cupón 2/12/2021 10.000% T.Value 35.14
Primer cupón 2/12/2021 Next Cshf 12 May 23
Valor Nominal 100.0000 Maturity 12 Nov 23
Days 41 YTM -11.87% -11.82% -11.77%

Acrued Int 1.14
Clean Price 38.311 Días Desde Cupón 41

Días del Período 90
Duration 0.62 Cupon corrido 1.14
Mod. Dur. 0.66
Av. Life 0.62
VR 0.34

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -39.45 0 -39
12 Nov 20 12 Nov 20 12 Nov 20 0.00 100.00 0.00 -861 0
12 Feb 21 12 Feb 21 12 Feb 21 0.00 100.00 10.000% 2.50 0.00 -769 0
12 May 21 12 May 21 12 May 21 0.00 100.00 10.000% 2.50 0.00 -680 0
12 Aug 21 12 Aug 21 12 Aug 21 0.00 100.00 10.000% 2.50 0.00 -588 0
12 Nov 21 12 Nov 21 12 Nov 21 33.00 67.00 10.000% 2.50 0.00 -496 0
12 Feb 22 12 Feb 22 12 Feb 22 0.00 67.00 10.000% 1.68 0.00 -404 0
12 May 22 12 May 22 12 May 22 0.00 67.00 10.000% 1.68 0.00 -315 0
12 Aug 22 12 Aug 22 12 Aug 22 0.00 67.00 10.000% 1.68 0.00 -223 0
12 Nov 22 12 Nov 22 12 Nov 22 33.00 34.00 10.000% 1.68 0.00 -131 0
12 Feb 23 12 Feb 23 12 Feb 23 0.00 34.00 10.000% 0.85 0.00 -39 0
12 May 23 12 May 23 12 May 23 0.00 34.00 10.000% 0.85 0.85 50 1
12 Aug 23 12 Aug 23 12 Aug 23 0.00 34.00 10.000% 0.85 0.85 142 1
12 Nov 23 12 Nov 23 12 Nov 23 34.00 0.00 10.000% 0.85 34.85 234 38
36.55 -0.12 0.00
-39.45
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
34 0.00 0.00 39 12 May 23 0.85
0.00 0.01 0 12 Aug 23 0.85
0.24 0.61 0 12 Nov 23 34.85
0.3400 0.25 0.62 39 12 May 23
Cupón 2/12/2021 9.000% T.Value 32.53
Days 41 YTM -11.85% -11.80% -11.75%

Acrued Int 1.03

Mod. Dur. 0.67
Av. Life 0.63
VR 0.32

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -39.00 0 -39
12 Nov 20 12 Nov 20 12 Nov 20 2.50 97.50 0.00 -861 0
12 Feb 21 12 Feb 21 12 Feb 21 0.00 97.50 9.000% 2.19 0.00 -769 0
12 May 21 12 May 21 12 May 21 0.00 97.50 9.000% 2.19 0.00 -680 0
12 Aug 21 12 Aug 21 12 Aug 21 0.00 97.50 9.000% 2.19 0.00 -588 0
12 Nov 21 12 Nov 21 12 Nov 21 33.00 64.50 9.000% 2.19 0.00 -496 0
12 Feb 22 12 Feb 22 12 Feb 22 0.00 64.50 9.000% 1.45 0.00 -404 0
12 May 22 12 May 22 12 May 22 0.00 64.50 9.000% 1.45 0.00 -315 0
12 Aug 22 12 Aug 22 12 Aug 22 0.00 64.50 9.000% 1.45 0.00 -223 0
12 Nov 22 12 Nov 22 12 Nov 22 33.00 31.50 9.000% 1.45 0.00 -131 0
12 Feb 23 12 Feb 23 12 Feb 23 0.00 31.50 9.000% 0.71 0.00 -39 0
12 May 23 12 May 23 12 May 23 0.00 31.50 9.000% 0.71 0.71 50 1
12 Aug 23 12 Aug 23 12 Aug 23 0.00 31.50 9.000% 0.71 0.71 142 1
12 Nov 23 12 Nov 23 12 Nov 23 34.00 -2.50 9.000% 0.71 34.71 234 38
36.13 -0.12 0.00
-39.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
32 0.00 0.00 39 12 May 23 0.71
0.00 0.01 0 12 Aug 23 0.71
0.24 0.62 0 12 Nov 23 34.71
0.3150 0.24 0.63 39 12 May 23
Cupón 3/18/2021 9.500% T.Value 40.13
Valor Nominal 100.0000 Maturity 18 Dec 23
Days 5 YTM 8.27% 8.22% 8.17%

Acrued Int 0.13

Mod. Dur. 0.46
Av. Life 0.49
VR 0.40

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -40.29 0 -40
18 Dec 20 18 Dec 20 18 Dec 20 0.00 100.00 0.00 -825 0
18 Mar 21 18 Mar 21 18 Mar 21 0.00 100.00 9.500% 2.38 0.00 -735 0
18 Jun 21 18 Jun 21 18 Jun 21 0.00 100.00 9.500% 2.38 0.00 -643 0
18 Sep 21 18 Sep 21 18 Sep 21 0.00 100.00 9.500% 2.38 0.00 -551 0
18 Dec 21 18 Dec 21 18 Dec 21 20.00 80.00 9.500% 2.38 0.00 -460 0
18 Mar 22 18 Mar 22 18 Mar 22 0.00 80.00 9.500% 1.90 0.00 -370 0
18 Jun 22 18 Jun 22 18 Jun 22 20.00 60.00 9.500% 1.90 0.00 -278 0
18 Sep 22 18 Sep 22 18 Sep 22 0.00 60.00 9.500% 1.43 0.00 -186 0
18 Dec 22 18 Dec 22 18 Dec 22 20.00 40.00 9.500% 1.43 0.00 -95 0
18 Mar 23 18 Mar 23 18 Mar 23 0.00 40.00 9.500% 0.95 0.00 -5 0
18 Jun 23 18 Jun 23 18 Jun 23 20.00 20.00 9.500% 0.95 20.95 87 21
18 Sep 23 18 Sep 23 18 Sep 23 0.00 20.00 9.500% 0.48 0.48 179 0
18 Dec 23 18 Dec 23 18 Dec 23 20.00 0.00 9.500% 0.48 20.48 270 19
41.90 0.08 0.00
-40.29
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
40 0.05 0.12 5 18 Jun 23 20.95
0.00 0.01 0 18 Sep 23 0.48
0.14 0.36 0 18 Dec 23 20.48
0.4000 0.19 0.49 5 18 Jun 23
Cupón 2/12/2021 4.000% T.Value 93.34

(devengamiento) 8.78%
12/31/2022 9.000% Curr Yield
Fecha de emisión 2/12/2021 Parity 102.53
Convención días 360 Next Cshf 12 May 23
Primer cupón 5/12/2021 Maturity 12 Feb 26
Valor Nominal 100.0000 Días a Vto. 1,057
Monto adjudicado
T+2 T+1 T+0
Dirty Price 95.700 YTM 7.12% 7.10% 7.09%

Days 41
Acrued Int 1.03
Clean Price 94.675
Duration 1.41
Mod. Dur. 1.36
Av. Life 1.46
VR 0.92
Fecha Pricipal v/r B+Cup./Cap-Floor Int. Cshf Dias NAV

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -95.70 -96
12 Feb 21 12 Feb 21 12 Feb 21 100.00 0.00 -769 0
12 Aug 21 12 Aug 21 12 Aug 21 100.00 4.000% 2.00 0.00 -588 0
12 Nov 21 12 Nov 21 12 Nov 21 100.00 4.000% 1.00 0.00 -496 0
12 Feb 22 12 Feb 22 12 Feb 22 100.00 4.000% 1.00 0.00 -404 0
12 May 22 12 May 22 12 May 22 100.00 4.000% 1.00 0.00 -315 0
12 Aug 22 12 Aug 22 12 Aug 22 100.00 4.000% 1.00 0.00 -223 0
12 Nov 22 12 Nov 22 12 Nov 22 100.00 4.000% 1.00 0.00 -131 0
12 Feb 23 12 Feb 23 12 Feb 23 7.69 92.31 9.000% 2.25 0.00 -39 0
12 May 23 12 May 23 12 May 23 7.69 84.62 9.000% 2.08 9.77 50 10
12 Aug 23 12 Aug 23 12 Aug 23 7.69 76.93 9.000% 1.90 9.59 142 9
12 Nov 23 12 Nov 23 12 Nov 23 7.69 69.24 9.000% 1.73 9.42 234 9
12 Feb 24 12 Feb 24 12 Feb 24 7.69 61.55 9.000% 1.56 9.25 326 9
12 May 24 12 May 24 12 May 24 7.69 53.86 9.000% 1.38 9.07 416 8
12 Aug 24 12 Aug 24 12 Aug 24 7.69 46.17 9.000% 1.21 8.90 508 8
12 Nov 24 12 Nov 24 12 Nov 24 7.69 38.48 9.000% 1.04 8.73 600 8
12 Feb 25 12 Feb 25 12 Feb 25 7.69 30.79 9.000% 0.87 8.56 692 7
12 May 25 12 May 25 12 May 25 7.69 23.10 9.000% 0.69 8.38 781 7
12 Aug 25 12 Aug 25 12 Aug 25 7.69 15.41 9.000% 0.52 8.21 873 7
12 Nov 25 12 Nov 25 12 Nov 25 7.69 7.72 9.000% 0.35 8.04 965 7
12 Feb 26 12 Feb 26 12 Feb 26 7.69 0.03 9.000% 0.17 7.86 1,057 6
105.78 0.07 0.00

-95.70
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
92 0.01 0.01 39 12 May 23 9.77
0.04 0.04 0 12 Aug 23 9.59
0.06 0.06 0 12 Nov 23 9.42
0.08 0.08 0 12 Feb 24 9.25
0.10 0.10 0 12 May 24 9.07
0.11 0.12 0 12 Aug 24 8.90
0.13 0.14 0 12 Nov 24 8.73
0.14 0.15 0 12 Feb 25 8.56
0.15 0.17 0 12 May 25 8.38
0.17 0.19 0 12 Aug 25 8.21
0.18 0.20 0 12 Nov 25 8.04
0.19 0.22 0 12 Feb 26 7.86
0.92 1.35 1.46 39 12 May 23

Cupón 2/12/2021 2.500% T.Value 102.08

12/30/2022 9.000% Curr Yield
Convención días 360 Next Cshf 30 Jun 23
Primer cupón 6/30/2021 Maturity 30 Jun 29
Monto adjudicado
T+2 T+1 T+0
Dirty Price 89.990 YTM 12.43% 12.43% 12.42%

Days 83
Acrued Int 2.08
Clean Price 87.915
Duration 3.79
Mod. Dur. 3.57
Av. Life 4.11
VR 1.00

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -89.99 -90
12 Feb 21 12 Feb 21 12 Feb 21 100.00 0.00 -769 0
30 Jun 21 30 Jun 21 30 Jun 21 100.00 2.500% 0.96 0.00 -631 0
30 Dec 21 30 Dec 21 30 Dec 21 100.00 2.500% 1.25 0.00 -448 0
30 Jun 22 30 Jun 22 30 Jun 22 100.00 2.500% 1.25 0.00 -266 0
30 Dec 22 30 Dec 22 30 Dec 22 100.00 2.500% 1.25 0.00 -83 0
30 Jun 23 30 Jun 23 30 Jun 23 100.00 9.000% 4.50 4.50 99 4
30 Dec 23 30 Dec 23 30 Dec 23 100.00 9.000% 4.50 4.50 282 4
30 Jun 24 30 Jun 24 30 Jun 24 100.00 9.000% 4.50 4.50 465 4
30 Dec 24 30 Dec 24 30 Dec 24 100.00 9.000% 4.50 4.50 648 4
30 Jun 25 30 Jun 25 30 Jun 25 100.00 9.000% 4.50 4.50 830 3
30 Dec 25 30 Dec 25 30 Dec 25 100.00 9.000% 4.50 4.50 1,013 3
30 Jun 26 30 Jun 26 30 Jun 26 14.28 85.72 9.000% 4.50 18.78 1,195 13
30 Dec 26 30 Dec 26 30 Dec 26 14.28 71.44 9.000% 3.86 18.14 1,378 12
30 Jun 27 30 Jun 27 30 Jun 27 14.28 57.16 9.000% 3.21 17.49 1,560 10
30 Dec 27 30 Dec 27 30 Dec 27 14.28 42.88 9.000% 2.57 16.85 1,743 9
30 Jun 28 30 Jun 28 30 Jun 28 14.28 28.60 9.000% 1.93 16.21 1,926 9
30 Dec 28 30 Dec 28 30 Dec 28 14.28 14.32 9.000% 1.29 15.57 2,109 8
30 Jun 29 30 Jun 29 30 Jun 29 14.28 0.04 9.000% 0.64 14.92 2,291 7
144.97 0.12 0.00
-89.99
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
100 0.01 0.01 83 30 Jun 23 4.50
0.03 0.02 0 30 Dec 23 4.50
0.05 0.04 0 30 Jun 24 4.50
0.06 0.06 0 30 Dec 24 4.50
0.08 0.07 0 30 Jun 25 4.50
0.09 0.09 0 30 Dec 25 4.50
0.41 0.42 0 30 Jun 26 18.78
0.43 0.47 0 30 Dec 26 18.14
0.45 0.52 0 30 Jun 27 17.49
0.45 0.56 0 30 Dec 27 16.85
0.45 0.59 0 30 Jun 28 16.21
0.45 0.62 0 30 Dec 28 15.57
0.44 0.65 0 30 Jun 29 14.92
1.00 3.41 4.11 83 30 Jun 23
Cupón 11/12/2022 9.750% T.Value 101.77
Valor Nominal 100.0000 Maturity 12 May 25
Days 131 YTM 10.54% 10.53% 10.51%

Acrued Int 1.77

Mod. Dur. 1.82
Av. Life 1.94
VR 1.00

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -102.00 0 -102
21 Oct 22 21 Oct 22 21 Oct 22 0.00 100.00 0.00 -153 0
12 Nov 22 12 Nov 22 12 Nov 22 0.00 100.00 9.750% 0.57 0.00 -131 0
12 May 23 12 May 23 12 May 23 0.00 100.00 9.750% 4.88 4.88 50 5
12 Nov 23 12 Nov 23 12 Nov 23 0.00 100.00 9.750% 4.88 4.88 234 5
12 May 24 12 May 24 12 May 24 0.00 100.00 9.750% 4.88 4.88 416 4
12 Nov 24 12 Nov 24 12 Nov 24 0.00 100.00 9.750% 4.88 4.88 600 4
12 May 25 12 May 25 12 May 25 100.00 0.00 9.750% 4.88 104.88 781 84
124.38 0.11 0.00
-102.00
- - FALSO 0.00
- - FALSO 0.00
100 0.01 0.01 131 12 May 23 4.88
0.03 0.03 0 12 Nov 23 4.88
0.05 0.04 0 12 May 24 4.88
0.07 0.06 0 12 Nov 24 4.88
1.80 1.80 0 12 May 25 104.88
1.0000 1.95 1.94 131 12 May 23
Cupón 2/12/2021 1.500% T.Value 103.36

9/30/2022 7.000% Curr Yield
Convención días 360 Next Cshf 30 Mar 23
Primer cupón 9/30/2021 Maturity 30 Sep 33
Monto adjudicado
T+2 T+1 T+0
Dirty Price 73.500 YTM 12.66% 12.65% 12.65%

Days 173
Acrued Int 3.36
Clean Price 70.136
Duration 6.01
Mod. Dur. 5.65
Av. Life 7.26
VR 1.00

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -73.50 -74
12 Feb 21 12 Feb 21 12 Feb 21 100.00 0.00 -769 0
30 Sep 21 30 Sep 21 30 Sep 21 100.00 1.500% 0.95 0.00 -539 0
30 Mar 22 30 Mar 22 30 Mar 22 100.00 1.500% 0.75 0.00 -358 0
30 Sep 22 30 Sep 22 30 Sep 22 100.00 1.500% 0.75 0.00 -174 0
30 Mar 23 30 Mar 23 30 Mar 23 100.00 7.000% 3.50 3.50 7 3
30 Sep 23 30 Sep 23 30 Sep 23 100.00 7.000% 3.50 3.50 191 3
30 Mar 24 30 Mar 24 30 Mar 24 100.00 7.000% 3.50 3.50 373 3
30 Sep 24 30 Sep 24 30 Sep 24 100.00 7.000% 3.50 3.50 557 3
30 Mar 25 30 Mar 25 30 Mar 25 100.00 7.000% 3.50 3.50 738 3
30 Sep 25 30 Sep 25 30 Sep 25 100.00 7.000% 3.50 3.50 922 3
30 Mar 26 30 Mar 26 30 Mar 26 100.00 7.000% 3.50 3.50 1,103 2
30 Sep 26 30 Sep 26 30 Sep 26 100.00 7.000% 3.50 3.50 1,287 2
30 Mar 27 30 Mar 27 30 Mar 27 100.00 7.000% 3.50 3.50 1,468 2
30 Sep 27 30 Sep 27 30 Sep 27 100.00 7.000% 3.50 3.50 1,652 2
30 Mar 28 30 Mar 28 30 Mar 28 100.00 7.000% 3.50 3.50 1,834 2
30 Sep 28 30 Sep 28 30 Sep 28 100.00 7.000% 3.50 3.50 2,018 2
30 Mar 29 30 Mar 29 30 Mar 29 100.00 7.000% 3.50 3.50 2,199 2
30 Sep 29 30 Sep 29 30 Sep 29 100.00 7.000% 3.50 3.50 2,383 2
30 Mar 30 30 Mar 30 30 Mar 30 100.00 7.000% 3.50 3.50 2,564 1
30 Sep 30 30 Sep 30 30 Sep 30 25.00 75.00 7.000% 3.50 28.50 2,748 11
30 Mar 31 30 Mar 31 30 Mar 31 75.00 7.000% 2.63 2.63 2,929 1
30 Sep 31 30 Sep 31 30 Sep 31 25.00 50.00 7.000% 2.63 27.63 3,113 10
30 Mar 32 30 Mar 32 30 Mar 32 50.00 7.000% 1.75 1.75 3,295 1
30 Sep 32 30 Sep 32 30 Sep 32 25.00 25.00 7.000% 1.75 26.75 3,479 8
30 Mar 33 30 Mar 33 30 Mar 33 25.00 7.000% 0.88 0.88 3,660 0
30 Sep 33 30 Sep 33 30 Sep 33 25.00 0.00 7.000% 0.88 25.88 3,844 7
166.50 0.13 0.00
-73.50
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
100 0.00 0.00 174 30 Mar 23 3.50
0.02 0.01 0 30 Sep 23 3.50
0.03 0.02 0 30 Mar 24 3.50
0.04 0.03 0 30 Sep 24 3.50
0.06 0.04 0 30 Mar 25 3.50
0.06 0.05 0 30 Sep 25 3.50
0.07 0.06 0 30 Mar 26 3.50
0.08 0.07 0 30 Sep 26 3.50
0.09 0.08 0 30 Mar 27 3.50
0.09 0.10 0 30 Sep 27 3.50
0.09 0.11 0 30 Mar 28 3.50
0.10 0.12 0 30 Sep 28 3.50
0.10 0.13 0 30 Mar 29 3.50
0.10 0.14 0 30 Sep 29 3.50
0.10 0.15 0 30 Mar 30 3.50
0.85 1.29 0 30 Sep 30 28.50
0.08 0.13 0 30 Mar 31 2.63
0.83 1.42 0 30 Sep 31 27.63
0.05 0.09 0 30 Mar 32 1.75
0.79 1.53 0 30 Sep 32 26.75
0.03 0.05 0 30 Mar 33 0.88
0.75 1.64 0 30 Sep 33 25.88
1.00 4.42 7.26 174 30 Mar 23
Cupón 7/30/2021 7.000% T.Value 101.07
Primer cupón 7/30/2021 Next Cshf 28 Apr 23
Valor Nominal 100.0000 Maturity 28 Apr 23
Days 53 YTM -45.32% -44.25% -43.22%

Acrued Int 1.07

Mod. Dur. 0.13
Av. Life 0.10
VR 1.00

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -107.00 0 -107
6 Apr 21 6 Apr 21 6 Apr 21 0.00 100.00 0.00 -716 0
30 Jul 21 30 Jul 21 30 Jul 21 0.00 100.00 7.000% 2.22 0.00 -601 0
29 Oct 21 29 Oct 21 29 Oct 21 0.00 100.00 7.000% 1.73 0.00 -510 0
31 Jan 22 31 Jan 22 31 Jan 22 0.00 100.00 7.000% 1.79 0.00 -416 0
29 Apr 22 29 Apr 22 29 Apr 22 0.00 100.00 7.000% 1.73 0.00 -328 0
29 Jul 22 29 Jul 22 29 Jul 22 0.00 100.00 7.000% 1.75 0.00 -237 0
31 Oct 22 31 Oct 22 31 Oct 22 0.00 100.00 7.000% 1.79 0.00 -143 0
31 Jan 23 31 Jan 23 31 Jan 23 0.00 100.00 7.000% 1.75 0.00 -51 0
28 Apr 23 28 Apr 23 28 Apr 23 100.00 0.00 7.000% 1.71 101.71 36 107
101.71 -0.45 0.00
-107.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
100 0.11 0.10 51 28 Apr 23 101.71
1.0000 0.11 0.10 51 28 Apr 23
Cupón 3/8/2021 9.500% T.Value 73.80
Primer cupón 3/8/2021 Next Cshf 8 Sep 23
Valor Nominal 100.0000 Maturity 8 Mar 25
Days 15 YTM 5.10% 5.09% 5.08%

Acrued Int 0.40
Clean Price 77.604
Duration 1.36
Mod. Dur. 1.32
Av. Life 1.38
VR 0.73

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -78.00 0 -78
8 Mar 21 8 Mar 21 8 Mar 21 0.00 100.00 0.00 -745 0
8 Sep 21 8 Sep 21 8 Sep 21 0.00 100.00 9.500% 4.75 0.00 -561 0
8 Mar 22 8 Mar 22 8 Mar 22 0.00 100.00 9.500% 4.75 0.00 -380 0
8 Sep 22 8 Sep 22 8 Sep 22 13.30 86.70 9.500% 4.75 0.00 -196 0
8 Mar 23 8 Mar 23 8 Mar 23 13.30 73.40 9.500% 4.12 0.00 -15 0
8 Sep 23 8 Sep 23 8 Sep 23 13.30 60.10 9.500% 3.49 16.79 169 16
8 Mar 24 8 Mar 24 8 Mar 24 13.30 46.80 9.500% 2.85 16.15 351 15
8 Sep 24 8 Sep 24 8 Sep 24 13.30 33.50 9.500% 2.22 15.52 535 14
8 Mar 25 8 Mar 25 8 Mar 25 33.50 0.00 9.500% 1.59 35.09 716 32
83.56 0.05 0.00
Fecha de pagoBono Ticker Renta Amortización R+A Moneda
10/4/2020 YPF 2024 Clase YPCUO 43.75 0 43.75 USD
-78.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
73 0.08 0.09 15 8 Sep 23 16.79
0.15 0.19 0 8 Mar 24 16.15
0.21 0.27 0 8 Sep 24 15.52
0.62 0.82 0 8 Mar 25 35.09
0.7340 1.06 1.38 15 8 Sep 23
Cupón 7/16/2021 10.240% T.Value 101.91
Days 67 YTM -6.41% -6.15% -5.92%

Acrued Int 1.91

Mod. Dur. 0.07
Av. Life 0.07
VR 1.00

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -103.00 0 -103
16 Apr 21 16 Apr 21 16 Apr 21 0.00 100.00 0.00 -706 0
16 Jul 21 16 Jul 21 16 Jul 21 0.00 100.00 10.240% 2.56 0.00 -615 0
16 Oct 21 16 Oct 21 16 Oct 21 0.00 100.00 10.240% 2.56 0.00 -523 0
16 Jan 22 16 Jan 22 16 Jan 22 0.00 100.00 10.240% 2.56 0.00 -431 0
16 Apr 22 16 Apr 22 16 Apr 22 0.00 100.00 10.240% 2.56 0.00 -341 0
16 Jul 22 16 Jul 22 16 Jul 22 0.00 100.00 10.240% 2.56 0.00 -250 0
16 Oct 22 16 Oct 22 16 Oct 22 0.00 100.00 10.240% 2.56 0.00 -158 0
16 Jan 23 16 Jan 23 16 Jan 23 0.00 100.00 10.240% 2.56 0.00 -66 0
16 Apr 23 16 Apr 23 16 Apr 23 100.00 0.00 10.240% 2.56 102.56 24 103
102.56 -0.06 0.00
-103.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
100 0.07 0.07 66 16 Apr 23 102.56
1.0000 0.07 0.07 66 16 Apr 23
Cupón 1/18/2020 8.000% T.Value 101.44
Monto adjudicado Días a Vto. 1,213
Days 65 YTM 8.95% 8.95% 8.94%

Acrued Int 1.44
Clean Price 97.256
Duration 2.94
Mod. Dur. 2.81
Av. Life 3.00
VR 1.00

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -98.70 0 -99
18 Jan 21 18 Jan 21 18 Jan 21 0.00 100.00 8.000% 0.00 -794 0
18 Jul 21 18 Jul 21 18 Jul 21 0.00 100.00 8.000% 4.00 0.00 -613 0
18 Jan 22 18 Jan 22 18 Jan 22 0.00 100.00 8.000% 4.00 0.00 -429 0
18 Jul 22 18 Jul 22 18 Jul 22 0.00 100.00 8.000% 4.00 0.00 -248 0
18 Jan 23 18 Jan 23 18 Jan 23 0.00 100.00 8.000% 4.00 0.00 -64 0
18 Jul 23 18 Jul 23 18 Jul 23 0.00 100.00 8.000% 4.00 4.00 117 4
18 Jan 24 18 Jan 24 18 Jan 24 0.00 100.00 8.000% 4.00 4.00 301 4
18 Jul 24 18 Jul 24 18 Jul 24 0.00 100.00 8.000% 4.00 4.00 483 4
18 Jan 25 18 Jan 25 18 Jan 25 0.00 100.00 8.000% 4.00 4.00 667 3
18 Jul 25 18 Jul 25 18 Jul 25 0.00 100.00 8.000% 4.00 4.00 848 3
18 Jan 26 18 Jan 26 18 Jan 26 0.00 100.00 8.000% 4.00 4.00 1,032 3
18 Jul 26 18 Jul 26 18 Jul 26 100.00 0.00 8.000% 4.00 104.00 1,213 78
128.00 0.09 0.00
-98.70
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
100 0.01 0.01 64 18 Jul 23 4.00
0.03 0.03 0 18 Jan 24 4.00
0.05 0.04 0 18 Jul 24 4.00
0.06 0.06 0 18 Jan 25 4.00
0.08 0.07 0 18 Jul 25 4.00
0.09 0.09 0 18 Jan 26 4.00
2.58 2.70 0 18 Jul 26 104.00
1.0000 2.90 3.00 64 18 Jul 23
Cupón 9/10/2021 7.000% T.Value 100.25
Days 13 YTM -14.01% -13.84% -13.68%

Acrued Int 0.25

Mod. Dur. 0.23
Av. Life 0.22
VR 1.00

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -105.00 0 -105
10 Jun 21 10 Jun 21 10 Jun 21 0.00 100.00 0.00 -651 0
10 Sep 21 10 Sep 21 10 Sep 21 0.00 100.00 7.000% 1.75 0.00 -559 0
10 Dec 21 10 Dec 21 10 Dec 21 0.00 100.00 7.000% 1.75 0.00 -468 0
10 Mar 22 10 Mar 22 10 Mar 22 0.00 100.00 7.000% 1.75 0.00 -378 0
10 Jun 22 10 Jun 22 10 Jun 22 0.00 100.00 7.000% 1.75 0.00 -286 0
10 Sep 22 10 Sep 22 10 Sep 22 0.00 100.00 7.000% 1.75 0.00 -194 0
10 Dec 22 10 Dec 22 10 Dec 22 0.00 100.00 7.000% 1.75 0.00 -103 0
10 Mar 23 10 Mar 23 10 Mar 23 0.00 100.00 7.000% 1.75 0.00 -13 0
10 Jun 23 10 Jun 23 10 Jun 23 100.00 0.00 7.000% 1.75 101.75 79 105
101.75 -0.14 0.00
-105.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
100 0.23 0.22 13 10 Jun 23 101.75
1.0000 0.23 0.22 13 10 Jun 23
Cupón 12/30/2021 6.990% T.Value 67.81
Days 83 YTM 1.31% 1.31% 1.30%

Acrued Int 0.81

Mod. Dur. 0.76
Av. Life 0.77
VR 0.67

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -71.00 0 -71
30 Dec 21 30 Dec 21 30 Dec 21 0.00 100.00 6.990% -8.60 0.00 -448 0
30 Jun 22 30 Jun 22 30 Jun 22 33.00 67.00 6.990% 3.50 0.00 -266 0
30 Dec 22 30 Dec 22 30 Dec 22 0.00 67.00 6.990% 2.34 0.00 -83 0
30 Jun 23 30 Jun 23 30 Jun 23 33.00 34.00 6.990% 2.34 35.34 99 35
30 Dec 23 30 Dec 23 30 Dec 23 0.00 34.00 6.990% 1.19 1.19 282 1
30 Jun 24 30 Jun 24 30 Jun 24 34.00 0.00 6.990% 1.19 35.19 465 35
71.72 0.01 0.00
-71.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
67 0.10 0.13 83 30 Jun 23 35.34
0.01 0.01 0 30 Dec 23 1.19
0.44 0.63 0 30 Jun 24 35.19
0.6700 0.55 0.77 83 30 Jun 23
Cupón 1/6/2022 6.990% T.Value 67.75
Days 77 YTM 12.08% 12.03% 11.99%

Acrued Int 0.75

Mod. Dur. 0.72
Av. Life 0.79
VR 0.67

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -65.50 0 -66
6 Jan 22 6 Jan 22 6 Jan 22 0.00 100.00 6.990% -8.49 0.00 -441 0
6 Jul 22 6 Jul 22 6 Jul 22 33.00 67.00 6.990% 3.50 0.00 -260 0
6 Jan 23 6 Jan 23 6 Jan 23 0.00 67.00 6.990% 2.34 0.00 -76 0
6 Jul 23 6 Jul 23 6 Jul 23 33.00 34.00 6.990% 2.34 35.34 105 34
6 Jan 24 6 Jan 24 6 Jan 24 0.00 34.00 6.990% 1.19 1.19 289 1
6 Jul 24 6 Jul 24 6 Jul 24 34.00 0.00 6.990% 1.19 35.19 471 30
71.72 0.12 0.00
-65.50
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
67 0.10 0.14 76 6 Jul 23 35.34
0.01 0.01 0 6 Jan 24 1.19
0.39 0.63 0 6 Jul 24 35.19
0.6700 0.50 0.79 76 6 Jul 23
Cupón 9/30/2021 10.950% T.Value 102.52
Primer cupón 9/30/2021 Next Cshf 30 Mar 23
Days 83 YTM 9.23% 9.22% 9.21%

Acrued Int 2.52

Mod. Dur. 2.62
Av. Life 2.82
VR 1.00

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -107.60 0 -108
30 Jun 21 30 Jun 21 30 Jun 21 0.00 100.00 0.00 -631 0
30 Sep 21 30 Sep 21 30 Sep 21 0.00 100.00 10.950% 2.74 0.00 -539 0
30 Dec 21 30 Dec 21 30 Dec 21 0.00 100.00 10.950% 2.74 0.00 -448 0
30 Mar 22 30 Mar 22 30 Mar 22 0.00 100.00 10.950% 2.74 0.00 -358 0
30 Jun 22 30 Jun 22 30 Jun 22 0.00 100.00 10.950% 2.74 0.00 -266 0
30 Sep 22 30 Sep 22 30 Sep 22 0.00 100.00 10.950% 2.74 0.00 -174 0
30 Dec 22 30 Dec 22 30 Dec 22 0.00 100.00 10.950% 2.74 0.00 -83 0
30 Mar 23 30 Mar 23 30 Mar 23 0.00 100.00 10.950% 2.74 2.74 7 3
30 Jun 23 30 Jun 23 30 Jun 23 0.00 100.00 10.950% 2.74 2.74 99 3
30 Sep 23 30 Sep 23 30 Sep 23 0.00 100.00 10.950% 2.74 2.74 191 3
30 Dec 23 30 Dec 23 30 Dec 23 0.00 100.00 10.950% 2.74 2.74 282 3
30 Mar 24 30 Mar 24 30 Mar 24 0.00 100.00 10.950% 2.74 2.74 373 2
30 Jun 24 30 Jun 24 30 Jun 24 0.00 100.00 10.950% 2.74 2.74 465 2
30 Sep 24 30 Sep 24 30 Sep 24 0.00 100.00 10.950% 2.74 2.74 557 2
30 Dec 24 30 Dec 24 30 Dec 24 0.00 100.00 10.950% 2.74 2.74 648 2
30 Mar 25 30 Mar 25 30 Mar 25 0.00 100.00 10.950% 2.74 2.74 738 2
30 Jun 25 30 Jun 25 30 Jun 25 0.00 100.00 10.950% 2.74 2.74 830 2
30 Sep 25 30 Sep 25 30 Sep 25 0.00 100.00 10.950% 2.74 2.74 922 2
30 Dec 25 30 Dec 25 30 Dec 25 0.00 100.00 10.950% 2.74 2.74 1,013 2
30 Mar 26 30 Mar 26 30 Mar 26 0.00 100.00 10.950% 2.74 2.74 1,103 2
30 Jun 26 30 Jun 26 30 Jun 26 100.00 0.00 10.950% 2.74 102.74 1,195 76
138.33 0.09 0.00
-107.60
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
100 0.00 0.00 83 30 Mar 23 2.74
0.01 0.01 0 30 Jun 23 2.74
0.01 0.01 0 30 Sep 23 2.74
0.02 0.02 0 30 Dec 23 2.74
0.03 0.02 0 30 Mar 24 2.74
0.03 0.03 0 30 Jun 24 2.74
0.04 0.03 0 30 Sep 24 2.74
0.04 0.04 0 30 Dec 24 2.74
0.05 0.04 0 30 Mar 25 2.74
0.05 0.05 0 30 Jun 25 2.74
0.06 0.05 0 30 Sep 25 2.74
0.06 0.05 0 30 Dec 25 2.74
0.06 0.06 0 30 Mar 26 2.74
2.50 2.43 0 30 Jun 26 102.74
1.0000 2.95 2.82 83 30 Mar 23
Cupón 9/10/2021 6.000% T.Value 75.72
Primer cupón 9/10/2021 Next Cshf 10 Aug 23
Valor Nominal 100.0000 Maturity 10 Aug 24
Days 43 YTM 2.94% 2.93% 2.92%

Acrued Int 0.72

Mod. Dur. 0.86
Av. Life 0.88
VR 0.75

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -77.50 0 -78
10 Aug 21 10 Aug 21 10 Aug 21 100.00 0.00 -590 0
10 Feb 22 10 Feb 22 10 Feb 22 100.00 6.000% 3.00 0.00 -406 0
10 Aug 22 10 Aug 22 10 Aug 22 100.00 6.000% 3.00 0.00 -225 0
10 Feb 23 10 Feb 23 10 Feb 23 25.00 75.00 6.000% 3.00 0.00 -41 0
10 Aug 23 10 Aug 23 10 Aug 23 25.00 50.00 6.000% 2.25 27.25 140 27
10 Feb 24 10 Feb 24 10 Feb 24 25.00 25.00 6.000% 1.50 26.50 324 26
10 Aug 24 10 Aug 24 10 Aug 24 25.00 0.00 6.000% 0.75 25.75 506 25
79.50 0.03 0.00
-77.50
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
75 0.10 0.13 41 10 Aug 23 27.25
0.23 0.30 0 10 Feb 24 26.50
0.34 0.45 0 10 Aug 24 25.75
0.7500 0.68 0.88 41 10 Aug 23
Cupón 3/2/2022 8.750% T.Value 90.26
Valor Nominal 100.0000 Maturity 2 Sep 27
Days 21 YTM 8.97% 8.96% 8.94%

Acrued Int 0.26

Mod. Dur. 2.09
Av. Life 2.33
VR 0.90

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -90.00 0 -90
2 Sep 21 2 Sep 21 2 Sep 21 0.00 100.00 0.00 -567 0
2 Mar 22 2 Mar 22 2 Mar 22 0.00 100.00 8.750% 4.38 0.00 -386 0
2 Sep 22 2 Sep 22 2 Sep 22 0.00 100.00 8.750% 4.38 0.00 -202 0
2 Mar 23 2 Mar 23 2 Mar 23 10.00 90.00 8.750% 4.38 0.00 -21 0
2 Sep 23 2 Sep 23 2 Sep 23 10.00 80.00 8.750% 3.94 13.94 163 13
2 Mar 24 2 Mar 24 2 Mar 24 10.00 70.00 8.750% 3.50 13.50 345 12
2 Sep 24 2 Sep 24 2 Sep 24 10.00 60.00 8.750% 3.06 13.06 529 12
2 Mar 25 2 Mar 25 2 Mar 25 10.00 50.00 8.750% 2.63 12.63 710 11
2 Sep 25 2 Sep 25 2 Sep 25 10.00 40.00 8.750% 2.19 12.19 894 10
2 Mar 26 2 Mar 26 2 Mar 26 10.00 30.00 8.750% 1.75 11.75 1,075 9
2 Sep 26 2 Sep 26 2 Sep 26 10.00 20.00 8.750% 1.31 11.31 1,259 8
2 Mar 27 2 Mar 27 2 Mar 27 10.00 10.00 8.750% 0.88 10.88 1,440 8
2 Sep 27 2 Sep 27 2 Sep 27 10.00 0.00 8.750% 0.44 10.44 1,624 7
109.69 0.09 0.00
-90.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
90 0.06 0.06 21 2 Sep 23 13.94
0.12 0.12 0 2 Mar 24 13.50
0.17 0.17 0 2 Sep 24 13.06
0.21 0.22 0 2 Mar 25 12.63
0.24 0.27 0 2 Sep 25 12.19
0.27 0.32 0 2 Mar 26 11.75
0.29 0.36 0 2 Sep 26 11.31
0.30 0.39 0 2 Mar 27 10.88
0.31 0.42 0 2 Sep 27 10.44
0.9000 1.97 2.33 21 2 Sep 23
Cupón 6/20/2022 7.350% T.Value 100.95
Days 93 YTM 2.67% 2.66% 2.65%

Acrued Int 0.95
Clean Price 104.35 Días Desde Cupón 93.00

Días del Período 180.00
Mod. Dur. 0.72
Av. Life 0.73
VR 1.00

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -105.30 0 -105
20 Dec 21 20 Dec 21 20 Dec 21 0.00 100.00 0.00 -458 0
20 Jun 22 20 Jun 22 20 Jun 22 0.00 100.00 7.350% 3.68 0.00 -276 0
20 Dec 22 20 Dec 22 20 Dec 22 0.00 100.00 7.350% 3.68 0.00 -93 0
20 Jun 23 20 Jun 23 20 Jun 23 0.00 100.00 7.350% 3.68 3.68 89 4
20 Dec 23 20 Dec 23 20 Dec 23 100.00 0.00 7.350% 3.68 103.68 272 102
107.35 0.03 0.00
-105.30
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
100 0.01 0.01 93 20 Jun 23 3.68
0.76 0.72 0 20 Dec 23 103.68
1.0000 0.77 0.73 93 20 Jun 23
Cupón 10/30/2021 9.125% T.Value 103.62
Days 143 YTM 5.17% 5.17% 5.16%

Acrued Int 3.62
Clean Price 111.125
Duration 2.71
Mod. Dur. 2.64
Av. Life 2.76
VR 1.00

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -114.75 0 -115
30 Apr 21 30 Apr 21 30 Apr 21 0.00 100.00 0.00 -692 0
30 Apr 22 30 Apr 22 30 Apr 22 0.00 100.00 9.125% 9.13 0.00 -327 0
30 Oct 22 30 Oct 22 30 Oct 22 0.00 100.00 9.125% 4.56 0.00 -144 0
30 Apr 23 30 Apr 23 30 Apr 23 0.00 100.00 9.125% 4.56 4.56 38 5
30 Oct 23 30 Oct 23 30 Oct 23 0.00 100.00 9.125% 4.56 4.56 221 4
30 Apr 24 30 Apr 24 30 Apr 24 0.00 100.00 9.125% 4.56 4.56 404 4
30 Oct 24 30 Oct 24 30 Oct 24 0.00 100.00 9.125% 4.56 4.56 587 4
30 Apr 25 30 Apr 25 30 Apr 25 20.00 80.00 9.125% 4.56 24.56 769 22
30 Oct 25 30 Oct 25 30 Oct 25 20.00 60.00 9.125% 3.65 23.65 952 21
30 Apr 26 30 Apr 26 30 Apr 26 20.00 40.00 9.125% 2.74 22.74 1,134 19
30 Oct 26 30 Oct 26 30 Oct 26 20.00 20.00 9.125% 1.83 21.83 1,317 18
30 Apr 27 30 Apr 27 30 Apr 27 20.00 0.00 9.125% 0.91 20.91 1,499 17
131.94 0.05 0.00
-114.75
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
100 0.00 0.00 144 30 Apr 23 4.56
0.03 0.02 0 30 Oct 23 4.56
0.05 0.04 0 30 Apr 24 4.56
0.07 0.06 0 30 Oct 24 4.56
0.46 0.39 0 30 Apr 25 24.56
0.54 0.47 0 30 Oct 25 23.65
0.60 0.54 0 30 Apr 26 22.74
0.66 0.60 0 30 Oct 26 21.83
0.70 0.65 0 30 Apr 27 20.91
1.0000 3.11 2.76 144 30 Apr 23
Cupón 6/20/2022 7.500% T.Value 100.76
Valor Nominal 100.0000 Maturity 10 Jan 24
Days 73 YTM 11.80% 11.76% 11.72%

Acrued Int 0.76
Clean Price 97.49 Días Desde Cupón 73.00

Días del Período 180.00
Mod. Dur. 0.74
Av. Life 0.79
VR 1.00

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -98.25 0 -98
10 Jan 22 10 Jan 22 10 Jan 22 0.00 100.00 0.00 -437 0
10 Jul 22 10 Jul 22 10 Jul 22 0.00 100.00 7.500% 3.75 0.00 -256 0
10 Jan 23 10 Jan 23 10 Jan 23 0.00 100.00 7.500% 3.75 0.00 -72 0
10 Jul 23 10 Jul 23 10 Jul 23 0.00 100.00 7.500% 3.75 3.75 109 4
10 Jan 24 10 Jan 24 10 Jan 24 100.00 0.00 7.500% 3.75 103.75 293 95
107.50 0.12 0.00
-98.25
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
100 0.01 0.01 72 10 Jul 23 3.75
0.76 0.77 0 10 Jan 24 103.75
1.0000 0.77 0.79 72 10 Jul 23
Cupón 2/6/2021 8.500% T.Value 98.11
Days 47 YTM 7.25% 7.23% 7.22%

Acrued Int 1.11
Clean Price 98.490
Duration 1.33
Mod. Dur. 1.29
Av. Life 1.38
VR 0.97

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -99.60 0 -100
6 Aug 20 6 Aug 20 6 Aug 20 0.00 100.00 0.00 -959 0
6 Feb 21 6 Feb 21 6 Feb 21 0.00 100.00 8.500% 4.25 0.00 -775 0
6 Aug 21 6 Aug 21 6 Aug 21 0.00 100.00 8.500% 4.25 0.00 -594 0
6 Feb 22 6 Feb 22 6 Feb 22 0.00 100.00 8.500% 4.25 0.00 -410 0
6 Aug 22 6 Aug 22 6 Aug 22 0.00 100.00 8.500% 4.25 0.00 -229 0
6 Feb 23 6 Feb 23 6 Feb 23 3.00 97.00 8.500% 4.25 0.00 -45 0
6 Aug 23 6 Aug 23 6 Aug 23 30.00 67.00 8.500% 4.12 34.12 136 33
6 Feb 24 6 Feb 24 6 Feb 24 0.00 67.00 8.500% 2.85 2.85 320 3
6 Aug 24 6 Aug 24 6 Aug 24 33.00 34.00 8.500% 2.85 35.85 502 33
6 Feb 25 6 Feb 25 6 Feb 25 0.00 34.00 8.500% 1.45 1.45 686 1
6 Aug 25 6 Aug 25 6 Aug 25 34.00 0.00 8.500% 1.45 35.45 867 30
109.71 0.07 0.00
-99.60
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
97 0.12 0.12 45 6 Aug 23 34.12
0.02 0.02 0 6 Feb 24 2.85
0.45 0.45 0 6 Aug 24 35.85
0.02 0.02 0 6 Feb 25 1.45
0.71 0.77 0 6 Aug 25 35.45
0.9700 1.33 1.38 45 6 Aug 23
Cupón 5/25/2022 3.250% T.Value 100.25
Valor Nominal 100.0000 Maturity 25 Feb 24
Days 28 YTM 2.86% 2.85% 2.84%

Acrued Int 0.25

Mod. Dur. 0.90
Av. Life 0.92
VR 1.00

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -100.60 0 -101
25 Feb 22 25 Feb 22 25 Feb 22 0.00 100.00 0.00 -391 0
25 May 22 25 May 22 25 May 22 0.00 100.00 3.250% 0.81 0.00 -302 0
25 Aug 22 25 Aug 22 25 Aug 22 0.00 100.00 3.250% 0.81 0.00 -210 0
25 Nov 22 25 Nov 22 25 Nov 22 0.00 100.00 3.250% 0.81 0.00 -118 0
25 Feb 23 25 Feb 23 25 Feb 23 0.00 100.00 3.250% 0.81 0.00 -26 0
25 May 23 25 May 23 25 May 23 0.00 100.00 3.250% 0.81 0.81 63 1
25 Aug 23 25 Aug 23 25 Aug 23 0.00 100.00 3.250% 0.81 0.81 155 1
25 Nov 23 25 Nov 23 25 Nov 23 0.00 100.00 3.250% 0.81 0.81 247 1
25 Feb 24 25 Feb 24 25 Feb 24 100.00 0.00 3.250% 0.81 100.81 339 98
103.25 0.03 0.00
-100.60
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
100 0.00 0.00 26 25 May 23 0.81
0.00 0.00 0 25 Aug 23 0.81
0.01 0.01 0 25 Nov 23 0.81
0.91 0.91 0 25 Feb 24 100.81
1.0000 0.92 0.92 26 25 May 23
Cupón 6/16/2022 3.000% T.Value 100.06
Days 7 YTM 4.90% 4.89% 4.88%

Acrued Int 0.06

Mod. Dur. 0.95
Av. Life 0.97
VR 1.00

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -98.26 0 -98
16 Mar 22 16 Mar 22 16 Mar 22 0.00 100.00 0.00 -372 0
16 Jun 22 16 Jun 22 16 Jun 22 0.00 100.00 3.000% 0.75 0.00 -280 0
16 Sep 22 16 Sep 22 16 Sep 22 0.00 100.00 3.000% 0.75 0.00 -188 0
16 Dec 22 16 Dec 22 16 Dec 22 0.00 100.00 3.000% 0.75 0.00 -97 0
16 Mar 23 16 Mar 23 16 Mar 23 0.00 100.00 3.000% 0.75 0.00 -7 0
16 Jun 23 16 Jun 23 16 Jun 23 0.00 100.00 3.000% 0.75 0.75 85 1
16 Sep 23 16 Sep 23 16 Sep 23 0.00 100.00 3.000% 0.75 0.75 177 1
16 Dec 23 16 Dec 23 16 Dec 23 0.00 100.00 3.000% 0.75 0.75 268 1
16 Mar 24 16 Mar 24 16 Mar 24 100.00 0.00 3.000% 0.75 100.75 359 96
103.00 0.05 0.00
-98.26
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
100 0.00 0.00 7 16 Jun 23 0.75
0.00 0.00 0 16 Sep 23 0.75
0.01 0.01 0 16 Dec 23 0.75
0.94 0.96 0 16 Mar 24 100.75
1.0000 0.96 0.97 7 16 Jun 23
Cupón 7/29/2022 5.000% T.Value 100.74
Days 53 YTM 9.66% 9.64% 9.61%

Acrued Int 0.74

Mod. Dur. 1.03
Av. Life 1.08
VR 1.00

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -96.00 0 -96
22 Mar 22 22 Mar 22 22 Mar 22 0.00 100.00 0.00 -366 0
29 Jul 22 29 Jul 22 29 Jul 22 0.00 100.00 5.000% 1.76 0.00 -237 0
31 Oct 22 31 Oct 22 31 Oct 22 0.00 100.00 5.000% 1.28 0.00 -143 0
31 Jan 23 31 Jan 23 31 Jan 23 0.00 100.00 5.000% 1.25 0.00 -51 0
28 Apr 23 28 Apr 23 28 Apr 23 0.00 100.00 5.000% 1.22 1.22 36 1
31 Jul 23 31 Jul 23 31 Jul 23 0.00 100.00 5.000% 1.29 1.29 130 1
31 Oct 23 31 Oct 23 31 Oct 23 0.00 100.00 5.000% 1.25 1.25 222 1
31 Jan 24 31 Jan 24 31 Jan 24 0.00 100.00 5.000% 1.25 1.25 314 1
30 Apr 24 30 Apr 24 30 Apr 24 100.00 0.00 5.000% 1.25 101.25 404 91
106.26 0.10 0.00
-96.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
100 0.00 0.00 51 28 Apr 23 1.22
0.00 0.00 0 31 Jul 23 1.29
0.01 0.01 0 31 Oct 23 1.25
0.01 0.01 0 31 Jan 24 1.25
1.01 1.05 0 30 Apr 24 101.25
1.0000 1.03 1.08 51 28 Apr 23
Cupón 11/15/2017 6.875% T.Value 102.44
Days 128 YTM 5.88% 5.86% 5.85%

Acrued Int 2.44
Clean Price 101.056
Duration 1.10
Mod. Dur. 1.07
Av. Life 1.10
VR 1.00

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -103.50 0 -104
15 May 17 15 May 17 15 May 17 0.00 100.00 0.00 -2,138 0
15 Nov 17 15 Nov 17 15 Nov 17 0.00 100.00 0.00 -1,954 0
15 May 18 15 May 18 15 May 18 0.00 100.00 6.875% 3.44 0.00 -1,773 0
15 Nov 18 15 Nov 18 15 Nov 18 0.00 100.00 6.875% 3.44 0.00 -1,589 0
15 May 19 15 May 19 15 May 19 0.00 100.00 6.875% 3.44 0.00 -1,408 0
15 Nov 19 15 Nov 19 15 Nov 19 0.00 100.00 6.875% 3.44 0.00 -1,224 0
15 May 20 15 May 20 15 May 20 0.00 100.00 6.875% 3.44 0.00 -1,042 0
15 Nov 20 15 Nov 20 15 Nov 20 0.00 100.00 6.875% 3.44 0.00 -858 0
15 May 21 15 May 21 15 May 21 0.00 100.00 6.875% 3.44 0.00 -677 0
15 Nov 21 15 Nov 21 15 Nov 21 0.00 100.00 6.875% 3.44 0.00 -493 0
15 May 22 15 May 22 15 May 22 0.00 100.00 6.875% 3.44 0.00 -312 0
15 Nov 22 15 Nov 22 15 Nov 22 0.00 100.00 6.875% 3.44 0.00 -128 0
15 May 23 15 May 23 15 May 23 0.00 100.00 6.875% 3.44 3.44 53 3
15 Nov 23 15 Nov 23 15 Nov 23 0.00 100.00 6.875% 3.44 3.44 237 3
15 May 24 15 May 24 15 May 24 100.00 0.00 6.875% 3.44 103.44 419 97
110.31 0.06 0.00
-103.50
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
100 0.00 0.00 128 15 May 23 3.44
0.02 0.02 0 15 Nov 23 3.44
1.11 1.08 0 15 May 24 103.44
1.0000 1.14 1.10 128 15 May 23
Cupón 7/9/2019 6.700% T.Value 43.07
Days 74 YTM -0.90% -0.89% -0.89%

Acrued Int 1.38

Mod. Dur. 0.54
Av. Life 0.54
VR 0.42

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -44.00 0 -44
9 Apr 19 9 Apr 19 9 Apr 19 0.00 100.00 0.00 -1,444 0
9 Jul 19 9 Jul 19 9 Jul 19 0.00 100.00 6.700% 1.68 0.00 -1,353 0
9 Oct 19 9 Oct 19 9 Oct 19 0.00 100.00 6.700% 1.68 0.00 -1,261 0
9 Jan 20 9 Jan 20 9 Jan 20 0.00 100.00 6.700% 1.68 0.00 -1,169 0
9 Apr 20 9 Apr 20 9 Apr 20 0.00 100.00 6.700% 1.68 0.00 -1,078 0
9 Jul 20 9 Jul 20 9 Jul 20 0.00 100.00 6.700% 1.68 0.00 -987 0
9 Oct 20 9 Oct 20 9 Oct 20 0.00 100.00 6.700% 1.68 0.00 -895 0
9 Jan 21 9 Jan 21 9 Jan 21 0.00 100.00 6.700% 1.68 0.00 -803 0
9 Apr 21 9 Apr 21 9 Apr 21 0.00 100.00 6.700% 1.68 0.00 -713 0
9 Jul 21 9 Jul 21 9 Jul 21 8.33 91.67 6.700% 1.68 0.00 -622 0
9 Oct 21 9 Oct 21 9 Oct 21 8.33 83.34 6.700% 1.54 0.00 -530 0
9 Jan 22 9 Jan 22 9 Jan 22 8.33 75.01 6.700% 1.40 0.00 -438 0
9 Apr 22 9 Apr 22 9 Apr 22 8.33 66.68 6.700% 1.26 0.00 -348 0
9 Jul 22 9 Jul 22 9 Jul 22 8.33 58.35 6.700% 1.12 0.00 -257 0
9 Oct 22 9 Oct 22 9 Oct 22 8.33 50.02 6.700% 0.98 0.00 -165 0
9 Jan 23 9 Jan 23 9 Jan 23 8.33 41.69 6.700% 0.84 0.00 -73 0
9 Apr 23 9 Apr 23 9 Apr 23 8.33 33.36 6.700% 0.70 9.03 17 9
9 Jul 23 9 Jul 23 9 Jul 23 8.33 25.03 6.700% 0.56 8.89 108 9
9 Oct 23 9 Oct 23 9 Oct 23 8.33 16.70 6.700% 0.42 8.75 200 9
9 Jan 24 9 Jan 24 9 Jan 24 8.33 8.37 6.700% 0.28 8.61 292 9
9 Apr 24 9 Apr 24 9 Apr 24 8.37 0.00 6.700% 0.14 8.51 383 9
43.79 -0.01 0.00
-44.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
42 0.00 0.01 73 9 Apr 23 9.03
0.03 0.06 0 9 Jul 23 8.89
0.05 0.11 0 9 Oct 23 8.75
0.07 0.16 0 9 Jan 24 8.61
0.09 0.20 0 9 Apr 24 8.51
0.4169 0.24 0.54 73 9 Apr 23
Cupón 8/21/2020 3.500% T.Value 100.31
Valor Nominal 100.0000 Maturity 21 Feb 24
Days 32 YTM 0.53% 0.53% 0.53%

Acrued Int 0.31
Clean Price 102.689
Duration 0.91
Mod. Dur. 0.91
Av. Life 0.91
VR 1.00

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -103.00 0 -103
21 Feb 20 21 Feb 20 21 Feb 20 0.00 100.00 0.00 -1,126 0
21 Aug 20 21 Aug 20 21 Aug 20 0.00 100.00 3.500% 1.75 0.00 -944 0
21 Feb 21 21 Feb 21 21 Feb 21 0.00 100.00 3.500% 1.75 0.00 -760 0
21 Aug 21 21 Aug 21 21 Aug 21 0.00 100.00 3.500% 1.75 0.00 -579 0
21 Feb 22 21 Feb 22 21 Feb 22 0.00 100.00 3.500% 1.75 0.00 -395 0
21 Aug 22 21 Aug 22 21 Aug 22 0.00 100.00 3.500% 1.75 0.00 -214 0
21 Feb 23 21 Feb 23 21 Feb 23 0.00 100.00 3.500% 1.75 0.00 -30 0
21 Aug 23 21 Aug 23 21 Aug 23 0.00 100.00 3.500% 1.75 1.75 151 2
21 Feb 24 21 Feb 24 21 Feb 24 100.00 0.00 3.500% 1.75 101.75 335 101
103.50 0.01 0.00
-103.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
100 0.01 0.01 30 21 Aug 23 1.75
0.93 0.90 0 21 Feb 24 101.75
1.0000 0.94 0.91 30 21 Aug 23
Cupón 8/2/2022 1.450% T.Value 100.21
Days 51 YTM 23.13% 23.07% 23.01%

Acrued Int 0.21

Mod. Dur. 0.99
Av. Life 1.10
VR 1.00

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -79.98 0 -80
2 May 22 2 May 22 2 May 22 0.00 100.00 0.00 -325 0
2 Aug 22 2 Aug 22 2 Aug 22 0.00 100.00 1.450% 0.36 0.00 -233 0
2 Nov 22 2 Nov 22 2 Nov 22 0.00 100.00 1.450% 0.36 0.00 -141 0
2 Feb 23 2 Feb 23 2 Feb 23 0.00 100.00 1.450% 0.36 0.00 -49 0
2 May 23 2 May 23 2 May 23 0.00 100.00 1.450% 0.36 0.36 40 0
2 Aug 23 2 Aug 23 2 Aug 23 0.00 100.00 1.450% 0.36 0.36 132 0
2 Nov 23 2 Nov 23 2 Nov 23 0.00 100.00 1.450% 0.36 0.36 224 0
2 Feb 24 2 Feb 24 2 Feb 24 0.00 100.00 1.450% 0.36 0.36 316 0
2 May 24 2 May 24 2 May 24 100.00 0.00 1.450% 0.36 100.36 406 79
101.81 0.23 0.00
-79.98
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
100 0.00 0.00 49 2 May 23 0.36
0.00 0.00 0 2 Aug 23 0.36
0.00 0.00 0 2 Nov 23 0.36
0.00 0.00 0 2 Feb 24 0.36
0.88 1.10 0 2 May 24 100.36
1.0000 0.88 1.10 49 2 May 23
Cupón 12/20/2022 7.500% T.Value 102.56
Days 93 YTM 7.14% 7.12% 7.10%

Acrued Int 2.56

Mod. Dur. 1.08
Av. Life 1.12
VR 1.00

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -102.30 0 -102
20 May 22 20 May 22 20 May 22 0.00 100.00 0.00 -307 0
20 Dec 22 20 Dec 22 20 Dec 22 0.00 100.00 7.500% 4.38 0.00 -93 0
20 May 23 20 May 23 20 May 23 0.00 100.00 7.500% 3.13 3.13 58 3
12 Dec 23 12 Dec 23 12 Dec 23 0.00 100.00 7.500% 4.21 4.21 264 4
20 May 24 20 May 24 20 May 24 100.00 0.00 7.500% 3.29 103.29 424 95
110.63 0.07 0.00
-102.30
- - FALSO 0.00
- - FALSO 0.00
100.00 0.00 0.00 93 20 May 23 3.13
0.03 0.03 0 12 Dec 23 4.21
1.11 1.08 0 20 May 24 103.29
1.0000 1.14 1.12 93 20 May 23
Cupón 8/8/2022 6.000% T.Value 100.75
Days 45 YTM 2.83% 2.83% 2.82%

Acrued Int 0.75

Mod. Dur. 1.31
Av. Life 1.33
VR 1.00

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -105.00 0 -105
16 Jun 22 16 Jun 22 16 Jun 22 0.00 100.00 0.00 -280 0
8 Aug 22 8 Aug 22 8 Aug 22 0.00 100.00 6.000% 0.87 0.00 -227 0
8 Nov 22 8 Nov 22 8 Nov 22 0.00 100.00 6.000% 1.50 0.00 -135 0
8 Feb 23 8 Feb 23 8 Feb 23 0.00 100.00 6.000% 1.50 0.00 -43 0
8 May 23 8 May 23 8 May 23 0.00 100.00 6.000% 1.50 1.50 46 1
8 Aug 23 8 Aug 23 8 Aug 23 0.00 100.00 6.000% 1.50 1.50 138 1
8 Nov 23 8 Nov 23 8 Nov 23 0.00 100.00 6.000% 1.50 1.50 230 1
8 Feb 24 8 Feb 24 8 Feb 24 0.00 100.00 6.000% 1.50 1.50 322 1
8 May 24 8 May 24 8 May 24 0.00 100.00 6.000% 1.50 1.50 412 1
8 Aug 24 8 Aug 24 8 Aug 24 100.00 0.00 6.000% 1.50 101.50 504 98
109.00 0.03 0.00
-105.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
100 0.00 0.00 43 8 May 23 1.50
0.01 0.01 0 8 Aug 23 1.50
0.01 0.01 0 8 Nov 23 1.50
0.01 0.01 0 8 Feb 24 1.50
0.02 0.02 0 8 May 24 1.50
1.35 1.29 0 8 Aug 24 101.50
1.0000 1.39 1.33 43 8 May 23
Cupón 1/3/2023 8.000% T.Value 100.22
Days 80 YTM 6.14% 6.13% 6.12%

Acrued Int 0.22

Mod. Dur. 2.57
Av. Life 2.68
VR 1.00

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -106.70 0 -107
30 Jun 22 30 Jun 22 30 Jun 22 0.00 100.00 0.00 -266 0
3 Jan 23 3 Jan 23 3 Jan 23 0.00 100.00 8.000% 4.07 0.00 -79 0
3 Jul 23 3 Jul 23 3 Jul 23 0.00 100.00 8.000% 4.00 4.00 102 4
3 Jan 24 3 Jan 24 3 Jan 24 0.00 100.00 8.000% 4.00 4.00 286 4
3 Jul 24 3 Jul 24 3 Jul 24 0.00 100.00 8.000% 4.00 4.00 468 4
3 Jan 25 3 Jan 25 3 Jan 25 0.00 100.00 8.000% 4.00 4.00 652 4
3 Jul 25 3 Jul 25 3 Jul 25 0.00 100.00 8.000% 4.00 4.00 833 3
3 Jan 26 3 Jan 26 3 Jan 26 0.00 100.00 8.000% 4.00 4.00 1,017 3
3 Mar 26 3 Mar 26 3 Mar 26 100.00 0.00 8.000% 1.33 101.33 1,076 85
125.33 0.06 0.00
-106.70
- - FALSO 0.00
- - FALSO 0.00
100 0.01 0.01 79 3 Jul 23 4.00
0.03 0.03 0 3 Jan 24 4.00
0.05 0.04 0 3 Jul 24 4.00
0.06 0.06 0 3 Jan 25 4.00
0.08 0.07 0 3 Jul 25 4.00
0.09 0.09 0 3 Jan 26 4.00
2.50 2.38 0 3 Mar 26 101.33
1.0000 2.83 2.68 79 3 Jul 23
Cupón 10/22/2022 8.750% T.Value 101.11
Days 91 YTM 7.62% 7.61% 7.60%

Acrued Int 1.11

Mod. Dur. 2.88
Av. Life 3.17
VR 1.00

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -105.50 0 -106
22 Jun 22 22 Jun 22 22 Jun 22 0.00 100.00 0.00 -274 0
22 Dec 22 22 Dec 22 22 Dec 22 0.00 100.00 8.750% 4.38 0.00 -91 0
22 Jun 23 22 Jun 23 22 Jun 23 0.00 100.00 8.750% 4.38 4.38 91 4
22 Dec 23 22 Dec 23 22 Dec 23 0.00 100.00 8.750% 4.38 4.38 274 4
22 Jun 24 22 Jun 24 22 Jun 24 17.50 82.50 8.750% 4.38 21.88 457 20
22 Dec 24 22 Dec 24 22 Dec 24 0.00 82.50 8.750% 3.61 3.61 640 3
22 Jun 25 22 Jun 25 22 Jun 25 17.50 65.00 8.750% 3.61 21.11 822 18
22 Dec 25 22 Dec 25 22 Dec 25 0.00 65.00 8.750% 2.84 2.84 1,005 2
22 Jun 26 22 Jun 26 22 Jun 26 17.50 47.50 8.750% 2.84 20.34 1,187 16
22 Dec 26 22 Dec 26 22 Dec 26 0.00 47.50 8.750% 2.08 2.08 1,370 2
22 Jun 27 22 Jun 27 22 Jun 27 17.50 30.00 8.750% 2.08 19.58 1,552 14
22 Dec 27 22 Dec 27 22 Dec 27 0.00 30.00 8.750% 1.31 1.31 1,735 1
22 Jun 28 22 Jun 28 22 Jun 28 30.00 0.00 8.750% 1.31 31.31 1,918 21
132.81 0.08 0.00
-105.50
- - FALSO 0.00
- - FALSO 0.00
100 0.01 0.01 91 22 Jun 23 4.38
0.03 0.02 0 22 Dec 23 4.38
0.25 0.21 0 22 Jun 24 21.88
0.06 0.05 0 22 Dec 24 3.61
0.40 0.36 0 22 Jun 25 21.11
0.06 0.06 0 22 Dec 25 2.84
0.52 0.50 0 22 Jun 26 20.34
0.06 0.06 0 22 Dec 26 2.08
0.61 0.63 0 22 Jun 27 19.58
0.04 0.05 0 22 Dec 27 1.31
1.11 1.24 0 22 Jun 28 31.31
1.0000 3.15 3.17 91 22 Jun 23
Cupón 12/8/2022 9.500% T.Value 101.39
Days 105 YTM 5.25% 5.24% 5.24%

Acrued Int 1.39

Mod. Dur. 2.36
Av. Life 2.47
VR 1.00

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -113.30 0 -113
8 Aug 22 8 Aug 22 8 Aug 22 0.00 100.00 0.00 -227 0
8 Dec 22 8 Dec 22 8 Dec 22 0.00 100.00 9.500% 3.17 0.00 -105 0
8 Jun 23 8 Jun 23 8 Jun 23 0.00 100.00 9.500% 4.75 4.75 77 5
8 Dec 23 8 Dec 23 8 Dec 23 0.00 100.00 9.500% 4.75 4.75 260 5
8 Jun 24 8 Jun 24 8 Jun 24 0.00 100.00 9.500% 4.75 4.75 443 4
8 Dec 24 8 Dec 24 8 Dec 24 33.00 67.00 9.500% 4.75 37.75 626 35
8 Jun 25 8 Jun 25 8 Jun 25 0.00 67.00 9.500% 3.18 3.18 808 3
8 Dec 25 8 Dec 25 8 Dec 25 33.00 34.00 9.500% 3.18 36.18 991 31
8 Jun 26 8 Jun 26 8 Jun 26 0.00 34.00 9.500% 1.62 1.62 1,173 1
8 Dec 26 8 Dec 26 8 Dec 26 34.00 0.00 9.500% 1.62 35.62 1,356 29
128.60 0.05 0.00
-113.30
- - FALSO 0.00
- - FALSO 0.00
100 0.01 0.01 105 8 Jun 23 4.75
0.03 0.03 0 8 Dec 23 4.75
0.05 0.04 0 8 Jun 24 4.75
0.59 0.50 0 8 Dec 24 37.75
0.06 0.05 0 8 Jun 25 3.18
0.85 0.76 0 8 Dec 25 36.18
0.04 0.04 0 8 Jun 26 1.62
1.09 1.03 0 8 Dec 26 35.62
1.0000 2.74 2.47 105 8 Jun 23
Cupón 12/15/2022 5.500% T.Value 100.06
Days 98 YTM 8.22% 8.21% 8.19%

Acrued Int 0.06

Mod. Dur. 1.80
Av. Life 1.88
VR 1.00

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -96.60 0 -97
15 Jun 22 15 Jun 22 15 Jun 22 0.00 100.00 0.00 -281 0
15 Dec 22 15 Dec 22 15 Dec 22 0.00 100.00 5.500% 2.75 0.00 -98 0
15 Jun 23 15 Jun 23 15 Jun 23 0.00 100.00 5.500% 2.75 2.75 84 3
15 Dec 23 15 Dec 23 15 Dec 23 0.00 100.00 5.500% 2.75 2.75 267 3
15 Jun 24 15 Jun 24 15 Jun 24 0.00 100.00 5.500% 2.75 2.75 450 2
15 Dec 24 15 Dec 24 15 Dec 24 0.00 100.00 5.500% 2.75 2.75 633 2
15 Mar 25 15 Mar 25 15 Mar 25 100.00 0.00 5.500% 1.38 101.38 723 86
112.38 0.08 0.00
-96.60
- - FALSO 0.00
- - FALSO 0.00
100 0.01 0.01 98 15 Jun 23 2.75
0.02 0.02 0 15 Dec 23 2.75
0.03 0.03 0 15 Jun 24 2.75
0.04 0.04 0 15 Dec 24 2.75
1.71 1.79 0 15 Mar 25 101.38
1.0000 1.81 1.88 98 15 Jun 23
Cupón 1/21/2023 8.000% T.Value 100.69
Days 62 YTM 6.20% 6.19% 6.17%

Acrued Int 0.69

Mod. Dur. 1.24
Av. Life 1.28
VR 1.00

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -103.60 0 -104
21 Jul 22 21 Jul 22 21 Jul 22 0.00 100.00 0.00 -245 0
21 Jan 23 21 Jan 23 21 Jan 23 0.00 100.00 8.000% 4.00 0.00 -61 0
21 Jul 23 21 Jul 23 21 Jul 23 0.00 100.00 8.000% 4.00 4.00 120 4
21 Jan 24 21 Jan 24 21 Jan 24 0.00 100.00 8.000% 4.00 4.00 304 4
21 Jul 24 21 Jul 24 21 Jul 24 100.00 0.00 8.000% 4.00 104.00 486 96
112.00 0.06 0.00
-103.60
- - FALSO 0.00
- - FALSO 0.00
100 0.01 0.01 61 21 Jul 23 4.00
0.03 0.03 0 21 Jan 24 4.00
1.28 1.24 0 21 Jul 24 104.00
1.0000 1.32 1.28 61 21 Jul 23
Cupón 1/18/2023 9.500% T.Value 100.86
Days 65 YTM 12.58% 12.55% 12.52%

Acrued Int 0.86

Mod. Dur. 1.18
Av. Life 1.26
VR 1.00

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -98.00 0 -98
18 Jul 22 18 Jul 22 18 Jul 22 0.00 100.00 0.00 -248 0
18 Jan 23 18 Jan 23 18 Jan 23 0.00 100.00 9.500% 4.75 0.00 -64 0
18 Jul 23 18 Jul 23 18 Jul 23 0.00 100.00 9.500% 4.75 4.75 117 5
18 Jan 24 18 Jan 24 18 Jan 24 0.00 100.00 9.500% 4.75 4.75 301 4
18 Jul 24 18 Jul 24 18 Jul 24 100.00 0.00 9.500% 4.75 104.75 483 89
114.25 0.13 0.00
-98.00
- - FALSO 0.00
- - FALSO 0.00
100 0.01 0.01 64 18 Jul 23 4.75
0.04 0.03 0 18 Jan 24 4.75
1.18 1.21 0 18 Jul 24 104.75
1.0000 1.23 1.26 64 18 Jul 23
Cupón 9/12/2022 7.750% T.Value 104.11
Valor Nominal 100.0000 Maturity 12 Sep 24
Days 191 YTM 7.59% 7.58% 7.56%

Acrued Int 4.11

Mod. Dur. 1.35
Av. Life 1.41
VR 1.00

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -104.00 0 -104
12 Sep 22 12 Sep 22 12 Sep 22 0.00 100.00 0.00 -192 0
12 Sep 23 12 Sep 23 12 Sep 23 0.00 100.00 7.750% 7.75 7.75 173 7
12 Sep 24 12 Sep 24 12 Sep 24 100.00 0.00 7.750% 7.75 107.75 539 97
115.50 0.08 0.00
-104.00
- - FALSO 0.00
100.00 0.04 0.03 192 12 Sep 23 7.75
1.43 1.38 0 12 Sep 24 107.75
1.0000 1.46 1.41 192 12 Sep 23
Cupón 1/6/2017 6.000% T.Value 101.28
Days 77 YTM -18.02% -17.86% -17.70%

Acrued Int 1.28
Clean Price 107.467
Duration 0.29
Mod. Dur. 0.32
Av. Life 0.29
VR 1.00

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -108.75 0 -109
6 Jul 16 6 Jul 16 6 Jul 16 0.00 100.00 0.00 -2,451 0
6 Jan 17 6 Jan 17 6 Jan 17 0.00 100.00 6.000% 3.00 0.00 -2,267 0
6 Jul 17 6 Jul 17 6 Jul 17 0.00 100.00 6.000% 3.00 0.00 -2,086 0
6 Jan 18 6 Jan 18 6 Jan 18 0.00 100.00 6.000% 3.00 0.00 -1,902 0
6 Jul 18 6 Jul 18 6 Jul 18 0.00 100.00 6.000% 3.00 0.00 -1,721 0
6 Jan 19 6 Jan 19 6 Jan 19 0.00 100.00 6.000% 3.00 0.00 -1,537 0
6 Jul 19 6 Jul 19 6 Jul 19 0.00 100.00 6.000% 3.00 0.00 -1,356 0
6 Jan 20 6 Jan 20 6 Jan 20 0.00 100.00 6.000% 3.00 0.00 -1,172 0
6 Jul 20 6 Jul 20 6 Jul 20 0.00 100.00 6.000% 3.00 0.00 -990 0
6 Jan 21 6 Jan 21 6 Jan 21 0.00 100.00 6.000% 3.00 0.00 -806 0
6 Jul 21 6 Jul 21 6 Jul 21 0.00 100.00 6.000% 3.00 0.00 -625 0
6 Jan 22 6 Jan 22 6 Jan 22 0.00 100.00 6.000% 3.00 0.00 -441 0
6 Jul 22 6 Jul 22 6 Jul 22 0.00 100.00 6.000% 3.00 0.00 -260 0
6 Jan 23 6 Jan 23 6 Jan 23 0.00 100.00 6.000% 3.00 0.00 -76 0
6 Jul 23 6 Jul 23 6 Jul 23 100.00 0.00 6.000% 3.00 103.00 105 109
103.00 -0.18 0.00
-108.75
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
100 0.31 0.29 76 6 Jul 23 103.00
1.0000 0.31 0.29 76 6 Jul 23
Cupón 11/22/2022 9.750% T.Value 101.64
Days 121 YTM 9.54% 9.53% 9.51%

Acrued Int 1.64

Mod. Dur. 1.47
Av. Life 1.55
VR 1.00

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -103.50 0 -104
22 Sep 22 22 Sep 22 22 Sep 22 0.00 100.00 0.00 -182 0
22 Nov 22 22 Nov 22 22 Nov 22 0.00 100.00 9.750% 1.63 0.00 -121 0
22 May 23 22 May 23 22 May 23 0.00 100.00 9.750% 4.88 4.88 60 5
22 Nov 23 22 Nov 23 22 Nov 23 0.00 100.00 9.750% 4.88 4.88 244 5
22 May 24 22 May 24 22 May 24 0.00 100.00 9.750% 4.88 4.88 426 4
22 Nov 24 22 Nov 24 22 Nov 24 100.00 0.00 9.750% 4.88 104.88 610 90
119.51 0.10 0.00
-103.50
- - FALSO 0.00
- - FALSO 0.00
100 0.01 0.01 121 22 May 23 4.88
0.03 0.03 0 22 Nov 23 4.88
0.05 0.05 0 22 May 24 4.88
1.50 1.47 0 22 Nov 24 104.88
1.0000 1.59 1.55 121 22 May 23
Cupón 1/21/2023 7.250% T.Value 100.62
Days 62 YTM 6.27% 6.26% 6.26%

Acrued Int 0.62

Mod. Dur. 2.10
Av. Life 2.18
VR 1.00

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -103.30 0 -103
21 Jul 22 21 Jul 22 21 Jul 22 0.00 100.00 0.00 -245 0
21 Jan 23 21 Jan 23 21 Jan 23 0.00 100.00 7.250% 3.63 0.00 -61 0
21 Jul 23 21 Jul 23 21 Jul 23 0.00 100.00 7.250% 3.63 3.63 120 4
21 Jan 24 21 Jan 24 21 Jan 24 0.00 100.00 7.250% 3.63 3.63 304 3
21 Jul 24 21 Jul 24 21 Jul 24 0.00 100.00 7.250% 3.63 3.63 486 3
21 Jan 25 21 Jan 25 21 Jan 25 0.00 100.00 7.250% 3.63 3.63 670 3
21 Jul 25 21 Jul 25 21 Jul 25 100.00 0.00 7.250% 3.63 103.63 851 90
118.13 0.06 0.00
-103.30
- - FALSO 0.00
- - FALSO 0.00
100 0.01 0.01 61 21 Jul 23 3.63
0.03 0.03 0 21 Jan 24 3.63
0.04 0.04 0 21 Jul 24 3.63
0.06 0.06 0 21 Jan 25 3.63
2.09 2.05 0 21 Jul 25 103.63
1.0000 2.24 2.18 61 21 Jul 23
Cupón 11/4/2021 8.500% T.Value 101.23

11/4/2021 8.500% Curr Yield
Convención días 360 Next Cshf 1 May 23
Primer cupón 2/1/2022 Maturity 1 Aug 31
Monto adjudicado
T+2 T+1 T+0
Dirty Price 95.400 YTM 9.99% 9.99% 9.98%

Days 52
Acrued Int 1.23
Clean Price 94.172
Duration 4.33
Mod. Dur. 4.23
Av. Life 4.79
VR 1.00

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -95.40 -95
4 Nov 21 4 Nov 21 4 Nov 21 100.00 0.00 -504 0
1 Feb 22 1 Feb 22 1 Feb 22 100.00 8.500% 2.05 0.00 -415 0
1 May 22 1 May 22 1 May 22 100.00 8.500% 2.13 0.00 -326 0
1 Aug 22 1 Aug 22 1 Aug 22 100.00 8.500% 2.13 0.00 -234 0
1 Nov 22 1 Nov 22 1 Nov 22 100.00 8.500% 2.13 0.00 -142 0
1 Feb 23 1 Feb 23 1 Feb 23 100.00 8.500% 2.13 0.00 -50 0
1 May 23 1 May 23 1 May 23 100.00 8.500% 2.13 2.13 39 2
1 Aug 23 1 Aug 23 1 Aug 23 100.00 8.500% 2.13 2.13 131 2
1 Nov 23 1 Nov 23 1 Nov 23 100.00 8.500% 2.13 2.13 223 2
1 Feb 24 1 Feb 24 1 Feb 24 100.00 8.500% 2.13 2.13 315 2
1 May 24 1 May 24 1 May 24 100.00 8.500% 2.13 2.13 405 2
1 Aug 24 1 Aug 24 1 Aug 24 100.00 8.500% 2.13 2.13 497 2
1 Nov 24 1 Nov 24 1 Nov 24 100.00 8.500% 2.13 2.13 589 2
1 Feb 25 1 Feb 25 1 Feb 25 100.00 8.500% 2.13 2.13 681 2
1 May 25 1 May 25 1 May 25 100.00 8.500% 2.13 2.13 770 2
1 Aug 25 1 Aug 25 1 Aug 25 100.00 8.500% 2.13 2.13 862 2
1 Nov 25 1 Nov 25 1 Nov 25 100.00 8.500% 2.13 2.13 954 2
1 Feb 26 1 Feb 26 1 Feb 26 4.35 95.65 8.500% 2.13 6.47 1,046 5
1 May 26 1 May 26 1 May 26 4.35 91.30 8.500% 2.03 6.38 1,135 5
1 Aug 26 1 Aug 26 1 Aug 26 4.35 86.96 8.500% 1.94 6.29 1,227 5
1 Nov 26 1 Nov 26 1 Nov 26 4.35 82.61 8.500% 1.85 6.20 1,319 4
1 Feb 27 1 Feb 27 1 Feb 27 4.35 78.26 8.500% 1.76 6.10 1,411 4
1 May 27 1 May 27 1 May 27 4.35 73.91 8.500% 1.66 6.01 1,500 4
1 Aug 27 1 Aug 27 1 Aug 27 4.35 69.57 8.500% 1.57 5.92 1,592 4
1 Nov 27 1 Nov 27 1 Nov 27 4.35 65.22 8.500% 1.48 5.83 1,684 4
1 Feb 28 1 Feb 28 1 Feb 28 4.35 60.87 8.500% 1.39 5.73 1,776 4
1 May 28 1 May 28 1 May 28 4.35 56.52 8.500% 1.29 5.64 1,866 3
1 Aug 28 1 Aug 28 1 Aug 28 4.35 52.17 8.500% 1.20 5.55 1,958 3
1 Nov 28 1 Nov 28 1 Nov 28 4.35 47.83 8.500% 1.11 5.46 2,050 3
1 Feb 29 1 Feb 29 1 Feb 29 4.35 43.48 8.500% 1.02 5.36 2,142 3
1 May 29 1 May 29 1 May 29 4.35 39.13 8.500% 0.92 5.27 2,231 3
1 Aug 29 1 Aug 29 1 Aug 29 4.35 34.78 8.500% 0.83 5.18 2,323 3
1 Nov 29 1 Nov 29 1 Nov 29 4.35 30.43 8.500% 0.74 5.09 2,415 3
1 Feb 30 1 Feb 30 1 Feb 30 4.35 26.09 8.500% 0.65 4.99 2,507 3
1 May 30 1 May 30 1 May 30 4.35 21.74 8.500% 0.55 4.90 2,596 2
1 Aug 30 1 Aug 30 1 Aug 30 4.35 17.39 8.500% 0.46 4.81 2,688 2
1 Nov 30 1 Nov 30 1 Nov 30 4.35 13.04 8.500% 0.37 4.72 2,780 2
1 Feb 31 1 Feb 31 1 Feb 31 4.35 8.70 8.500% 0.28 4.63 2,872 2
1 May 31 1 May 31 1 May 31 4.35 4.35 8.500% 0.18 4.53 2,961 2
1 Aug 31 1 Aug 31 1 Aug 31 4.35 0.00 8.500% 0.09 4.44 3,053 2
148.88 0.10 0.00
-95.40
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
100 0.00 0.00 50 1 May 23 2.13
0.01 0.01 0 1 Aug 23 2.13
0.01 0.01 0 1 Nov 23 2.13
0.02 0.01 0 1 Feb 24 2.13
0.02 0.02 0 1 May 24 2.13
0.03 0.02 0 1 Aug 24 2.13
0.03 0.02 0 1 Nov 24 2.13
0.03 0.03 0 1 Feb 25 2.13
0.04 0.03 0 1 May 25 2.13
0.04 0.03 0 1 Aug 25 2.13
0.04 0.04 0 1 Nov 25 2.13
0.14 0.12 0 1 Feb 26 6.47
0.15 0.13 0 1 May 26 6.38
0.15 0.14 0 1 Aug 26 6.29
0.16 0.15 0 1 Nov 26 6.20
0.16 0.16 0 1 Feb 27 6.10
0.17 0.17 0 1 May 27 6.01
0.17 0.17 0 1 Aug 27 5.92
0.17 0.18 0 1 Nov 27 5.83
0.17 0.19 0 1 Feb 28 5.73
0.18 0.19 0 1 May 28 5.64
0.18 0.20 0 1 Aug 28 5.55
0.18 0.21 0 1 Nov 28 5.46
0.18 0.21 0 1 Feb 29 5.36
0.18 0.22 0 1 May 29 5.27
0.18 0.22 0 1 Aug 29 5.18
0.18 0.23 0 1 Nov 29 5.09
0.18 0.23 0 1 Feb 30 4.99
0.17 0.23 0 1 May 30 4.90
0.17 0.24 0 1 Aug 30 4.81
0.17 0.24 0 1 Nov 30 4.72
0.17 0.24 0 1 Feb 31 4.63
0.17 0.25 0 1 May 31 4.53
0.16 0.25 0 1 Aug 31 4.44
1.00 4.14 4.79 50 1 May 23
Cupón 11/30/2023 9.000% T.Value 100.31

Primer cupón 2/12/2021 Next Cshf 30 Nov 23
Days 144 YTM 8.86% 8.84% 8.82%

Acrued Int 0.31

Mod. Dur. 1.46
Av. Life 1.53
VR 1.00

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -103.50 0 -104
29 Oct 22 29 Oct 22 29 Oct 22 0.00 100.00 0.00 -145 0
30 Nov 23 30 Nov 23 30 Nov 23 0.00 100.00 9.000% 9.78 9.78 252 9
16 May 24 16 May 24 16 May 24 0.00 100.00 9.000% 4.15 4.15 420 4
4 Nov 24 4 Nov 24 4 Nov 24 100.00 0.00 9.000% 4.20 104.20 592 91
118.13 0.09 0.00
-103.50
- - FALSO 0.00
100.00 0.06 0.06 145 30 Nov 23 9.78
0.04 0.04 0 16 May 24 4.15
1.47 1.43 0 4 Nov 24 104.20
1.0000 1.58 1.53 145 30 Nov 23
Cupón 5/7/2023 9.500% T.Value 100.61

Days 136 YTM 11.71% 11.62% 11.60%

Acrued Int 0.61

Mod. Dur. 1.41
Av. Life 1.51
VR 1.00

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -100.30 0 -100
10 Nov 22 10 Nov 22 7 Nov 22 0.00 100.00 0.00 -136 0
10 May 23 10 May 23 7 May 23 0.00 100.00 9.500% 4.75 4.75 45 5
10 Nov 23 10 Nov 23 7 Nov 23 0.00 100.00 9.500% 4.75 4.75 229 4
10 May 24 10 May 24 7 May 24 0.00 100.00 9.500% 4.75 4.75 411 4
10 Nov 24 10 Nov 24 7 Nov 24 100.00 0.00 9.500% 4.75 104.75 595 87
119.00 0.12 0.00
7/21/2020 0
-100.30
- - FALSO 0.00
100.00 0.01 0.00 136 7 May 23 4.75
0.03 0.03 0 7 Nov 23 4.75
0.05 0.04 0 7 May 24 4.75
1.42 1.43 0 7 Nov 24 104.75
1.0000 1.50 1.51 136 7 May 23
Cupón 4/9/2023 8.250% T.Value 103.76

Valor Nominal 100.0000 Maturity 9 Oct 27
Days 134 YTM 6.09% 6.08% 6.08%

Acrued Int 3.76

Mod. Dur. 2.60
Av. Life 2.76
VR 1.00

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -108.90 0 -109
6 Jul 16 6 Jul 16 9 Nov 22 0.00 100.00 0.00 -134 0
9 Apr 23 9 Apr 23 9 Apr 23 0.00 100.00 8.250% 3.44 3.44 17 3
9 Oct 23 9 Oct 23 9 Oct 23 0.00 100.00 8.250% 4.13 4.13 200 4
9 Apr 24 9 Apr 24 9 Apr 24 0.00 100.00 8.250% 4.13 4.13 383 4
9 Oct 24 9 Oct 24 9 Oct 24 14.29 85.72 8.250% 4.13 18.41 566 17
9 Apr 25 9 Apr 25 9 Apr 25 14.29 71.43 8.250% 3.54 17.82 748 16
9 Oct 25 9 Oct 25 9 Oct 25 14.29 57.15 8.250% 2.95 17.23 931 15
9 Apr 26 9 Apr 26 9 Apr 26 14.29 42.86 8.250% 2.36 16.64 1,113 14
9 Oct 26 9 Oct 26 9 Oct 26 14.29 28.58 8.250% 1.77 16.05 1,296 13
9 Apr 27 9 Apr 27 9 Apr 27 14.29 14.29 8.250% 1.18 15.46 1,478 12
9 Oct 27 9 Oct 27 9 Oct 27 14.29 0.00 8.250% 0.59 14.88 1,661 11
128.19 0.06 0.00
-108.90
- - FALSO 0.00
100.00 0.00 0.00 134 9 Apr 23 3.44
0.02 0.02 0 9 Oct 23 4.13
0.04 0.03 0 9 Apr 24 4.13
0.26 0.22 0 9 Oct 24 18.41
0.32 0.28 0 9 Apr 25 17.82
0.38 0.34 0 9 Oct 25 17.23
0.42 0.40 0 9 Apr 26 16.64
0.46 0.44 0 9 Oct 26 16.05
0.49 0.49 0 9 Apr 27 15.46
0.52 0.53 0 9 Oct 27 14.88
1.0000 2.91 2.76 134 9 Apr 23
Cupón 5/10/2023 6.250% T.Value 100.37

Days 133 YTM 3.17% 3.16% 3.16%

Acrued Int 0.37

Mod. Dur. 2.39
Av. Life 2.44
VR 1.00

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -110.00 0 -110
10 Nov 22 10 Nov 22 10 Nov 22 0.00 100.00 0.00 -133 0
10 May 23 10 May 23 10 May 23 0.00 100.00 6.250% 3.13 3.13 48 3
10 Nov 23 10 Nov 23 10 Nov 23 0.00 100.00 6.250% 3.13 3.13 232 3
10 May 24 10 May 24 10 May 24 0.00 100.00 6.250% 3.13 3.13 414 3
10 Nov 24 10 Nov 24 10 Nov 24 0.00 100.00 6.250% 3.13 3.13 598 3
10 May 25 10 May 25 10 May 25 0.00 100.00 6.250% 3.13 3.13 779 3
10 Nov 25 10 Nov 25 10 Nov 25 100.00 0.00 6.250% 3.13 103.13 963 95
118.75 0.03 0.00
7/21/2020 0
-110.00
- - FALSO 0.00
100.00 0.00 0.00 133 10 May 23 3.13
0.02 0.02 0 10 Nov 23 3.13
0.03 0.03 0 10 May 24 3.13
0.05 0.04 0 10 Nov 24 3.13
0.06 0.06 0 10 May 25 3.13
2.50 2.29 0 10 Nov 25 103.13
1.0000 2.67 2.44 133 10 May 23
Cupón 1/20/2023 4.000% T.Value 100.70
Days 63 YTM 2.15% 2.14% 2.14%

Acrued Int 0.70

Mod. Dur. 1.75
Av. Life 1.77
VR 1.00

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -104.00 0 -104
6 Dec 22 6 Dec 22 6 Dec 22 0.00 100.00 0.00 -107 0
20 Jan 23 20 Jan 23 20 Jan 23 0.00 100.00 4.000% 0.49 0.00 -62 0
20 Apr 23 20 Apr 23 20 Apr 23 0.00 100.00 4.000% 1.00 1.00 28 1
20 Jul 23 20 Jul 23 20 Jul 23 0.00 100.00 4.000% 1.00 1.00 119 1
20 Oct 23 20 Oct 23 20 Oct 23 0.00 100.00 4.000% 1.00 1.00 211 1
20 Jan 24 20 Jan 24 20 Jan 24 0.00 100.00 4.000% 1.00 1.00 303 1
20 Apr 24 20 Apr 24 20 Apr 24 0.00 100.00 4.000% 1.00 1.00 394 1
20 Jul 24 20 Jul 24 20 Jul 24 0.00 100.00 4.000% 1.00 1.00 485 1
20 Oct 24 20 Oct 24 20 Oct 24 0.00 100.00 4.000% 1.00 1.00 577 1
20 Jan 25 20 Jan 25 20 Jan 25 100.00 0.00 4.000% 1.00 101.00 669 97
108.00 0.02 0.00
-104.00
- - FALSO 0.00
- - FALSO 0.00
100 0.00 0.00 62 20 Apr 23 1.00
0.00 0.00 0 20 Jul 23 1.00
0.01 0.01 0 20 Oct 23 1.00
0.01 0.01 0 20 Jan 24 1.00
0.01 0.01 0 20 Apr 24 1.00
0.01 0.01 0 20 Jul 24 1.00
0.02 0.01 0 20 Oct 24 1.00
1.78 1.71 0 20 Jan 25 101.00
1.0000 1.84 1.77 62 20 Apr 23
Cupón 11/30/2023 7.500% T.Value 100.38

Primer cupón 12/30/2023 Next Cshf 30 Nov 23
Days 71 YTM 7.68% 7.67% 7.65%

Acrued Int 0.38

Mod. Dur. 1.65
Av. Life 1.72
VR 1.00

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -101.00 0 -101
12 Jan 23 12 Jan 23 12 Jan 23 0.00 100.00 0.00 -70 0
30 Nov 23 30 Nov 23 30 Nov 23 0.00 100.00 7.500% 6.63 6.63 252 6
21 Jun 24 21 Jun 24 21 Jun 24 0.00 100.00 7.500% 4.19 4.19 456 4
10 Jan 25 10 Jan 25 10 Jan 25 100.00 0.00 7.500% 4.15 104.15 659 91
114.96 0.08 0.00
-101.00
- - FALSO 0.00
100.00 0.04 0.04 70 30 Nov 23 6.63
0.05 0.05 0 21 Jun 24 4.19
1.64 1.64 0 10 Jan 25 104.15
1.0000 1.73 1.72 70 30 Nov 23
Cupón 3/25/2023 8.000% T.Value 101.98

Days 53 YTM 7.00% 6.99% 6.98%

Acrued Int 1.98

Mod. Dur. 1.81
Av. Life 1.88
VR 1.00

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -103.00 0 -103
31 Jan 23 31 Jan 23 31 Jan 23 0.00 100.00 0.00 -51 0
27 Jul 23 27 Jul 23 25 Jul 23 0.00 100.00 8.000% 3.89 3.89 124 4
25 Jan 24 25 Jan 24 25 Jan 24 0.00 100.00 8.000% 4.00 4.00 308 4
25 Jul 24 25 Jul 24 25 Jul 24 0.00 100.00 8.000% 4.00 4.00 490 4
27 Jan 25 27 Jan 25 25 Jan 25 0.00 100.00 8.000% 4.00 4.00 674 4
25 Mar 25 25 Mar 25 25 Mar 25 100.00 0.00 8.000% 1.33 101.33 733 88
117.22 0.07 0.00
-103.00
- - FALSO 0.00
100.00 0.01 0.01 51 25 Jul 23 3.89
0.03 0.03 0 25 Jan 24 4.00
0.05 0.05 0 25 Jul 24 4.00
0.07 0.06 0 25 Jan 25 4.00
1.77 1.74 0 25 Mar 25 101.33
1.0000 1.93 1.88 51 25 Jul 23
Cupón 3/25/2023 7.000% T.Value 100.56

Primer cupón 3/18/2021 Next Cshf 25 Mar 23
Days 53 YTM 6.74% 6.62% 6.62%

Acrued Int 0.56

Mod. Dur. 2.12
Av. Life 2.20
VR 1.00

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -101.50 0 -102
31 Jan 23 31 Jan 23 31 Jan 23 0.00 100.00 0.00 -51 0
27 Jul 23 27 Jul 23 25 Mar 23 0.00 100.00 7.000% 1.07 1.07 2 1
25 Jan 24 25 Jan 24 25 Sep 23 0.00 100.00 7.000% 3.50 3.50 186 3
25 Jul 24 25 Jul 24 25 Mar 24 0.00 100.00 7.000% 3.50 3.50 368 3
27 Jan 25 27 Jan 25 25 Sep 24 0.00 100.00 7.000% 3.50 3.50 552 3
25 Jul 25 25 Jul 25 25 Jul 25 100.00 0.00 7.000% 5.83 105.83 855 91
117.40 0.07 0.00
-101.50
- - FALSO 0.00
100.00 0.00 0.00 51 25 Mar 23 1.07
0.02 0.02 0 25 Sep 23 3.50
0.03 0.03 0 25 Mar 24 3.50
0.05 0.05 0 25 Sep 24 3.50
2.12 2.11 0 25 Jul 25 105.83
1.0000 2.22 2.20 51 25 Mar 23
Cupón 6/1/2022 9.625% T.Value 96.00
Days 112 YTM 19.82% 19.80% 19.77%

Acrued Int 1.50

Mod. Dur. 1.97
Av. Life 2.53
VR 0.95

T+1 T+0 T+2
22-Mar-23 21-Mar-23 23-Mar-23 100.00 -78.50 0 -79
1 Dec 21 1 Dec 21 1 Dec 21 0.00 100.00 0.00 -477 0
1 Jun 22 1 Jun 22 1 Jun 22 2.00 98.00 9.625% 4.81 0.00 -295 0
1 Dec 22 1 Dec 22 1 Dec 22 3.50 94.50 9.625% 4.72 0.00 -112 0
1 Jun 23 1 Jun 23 1 Jun 23 3.50 91.00 9.625% 4.55 8.05 70 8
1 Dec 23 1 Dec 23 1 Dec 23 7.00 84.00 9.625% 4.38 11.38 253 10
1 Jun 24 1 Jun 24 1 Jun 24 10.00 74.00 9.625% 4.04 14.04 436 11
1 Dec 24 1 Dec 24 1 Dec 24 10.00 64.00 9.625% 3.56 13.56 619 10
1 Jun 25 1 Jun 25 1 Jun 25 10.00 54.00 9.625% 3.08 13.08 801 9
1 Dec 25 1 Dec 25 1 Dec 25 10.00 44.00 9.625% 2.60 12.60 984 8
1 Jun 26 1 Jun 26 1 Jun 26 10.00 34.00 9.625% 2.12 12.12 1,166 7
1 Dec 26 1 Dec 26 1 Dec 26 10.00 24.00 9.625% 1.64 11.64 1,349 6
1 Jun 27 1 Jun 27 1 Jun 27 10.00 14.00 9.625% 1.16 11.16 1,531 5
1 Dec 27 1 Dec 27 1 Dec 27 14.00 0.00 9.625% 0.67 14.67 1,714 6
122.29 0.20 0.00
-78.50
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
95 0.01 0.01 112 1 Jun 23 8.05
0.07 0.06 0 1 Dec 23 11.38
0.13 0.14 0 1 Jun 24 14.04
0.17 0.19 0 1 Dec 24 13.56
0.19 0.23 0 1 Jun 25 13.08
0.20 0.28 0 1 Dec 25 12.60
0.21 0.32 0 1 Jun 26 12.12
0.21 0.35 0 1 Dec 26 11.64
0.21 0.38 0 1 Jun 27 11.16
0.28 0.56 0 1 Dec 27 14.67
0.9450 1.70 2.53 112 1 Jun 23

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FERIADOS Dias de la Semana

Curva de ON en USD por

Curva de ON en USD por paridad

3.000 4.000 5.000 6.000 7.000

2.000 3.000 4.000 5.000 6.000 7.000

Dirty Price 73.000

Fecha Amorti v/r B+Cup./Cap-Floor Int.

Fecha de pagoBono Ticker Renta Amortización R+A

T+2 T+1 T+0

8.37% 8.33% 8.29%

Cshf Dias NAV Par V. Dur PPV Days Accr.

Fecha de emisión 12/4/2019 Curr Yield 9.85%

Convención días 360 Parity 101.47

Primer cupón 3/4/2020 Next Cshf 4 Jun 23

Valor Nominal 100.0000 Maturity 4 Jun 25

Monto adjudicado Días a Vto. 804

Dirty Price 60.400 T+2 T+1 T+0

Days 19 YTM 8.53% 8.51% 8.49%

Fecha Amorti v/r B+Cup./Cap-Floor Int. Cshf Dias NAV

Fecha de emisión 7/21/2016 Curr Yield 7.11%

Convención días 360 Parity 103.68

Primer cupón 3/4/2020 Next Cshf 21 Jul 23

Valor Nominal 100.0000 Maturity 21 Jul 23

Monto adjudicado Días a Vto. 120

Dirty Price 105.000 T+2 T+1 T+0

Days 62 YTM -3.79% -3.76% -3.73%

Fecha Amorti v/r B+Cup./Cap-Floor Int. Cshf Dias NAV

Fecha de emisión 4/28/2015 Curr Yield 9.17%

Convención días 360 Parity 92.79

Primer cupón 1/28/2016 Next Cshf 28 Jul 23

Valor Nominal 100.0000 Maturity 28 Jul 25

Monto adjudicado Días a Vto. 858

Dirty Price 94.000 T+2 T+1 T+0

Days 55 YTM 12.13% 12.12% 12.10%

Fecha Amorti v/r B+Cup./Cap-Floor Int. Cshf Dias NAV

Fecha de emisión 11/12/2020 Curr Yield 8.87%

Convención días 360 Parity 112.27

Primer cupón 2/12/2021 Next Cshf 12 May 23

Valor Nominal 100.0000 Maturity 12 Nov 23

Monto adjudicado Días a Vto. 234

Dirty Price 39.450 T+2 T+1 T+0

Days 41 YTM -11.87% -11.82% -11.77%

Clean Price 38.311 Días Desde Cupón 41

Fecha Amorti v/r B+Cup./Cap-Floor Int. Cshf Dias NAV

Fecha de emisión 11/12/2020 Curr Yield 7.47%

Convención días 360 Parity 119.91

Primer cupón 2/12/2021 Next Cshf 12 May 23

Valor Nominal 100.0000 Maturity 12 Nov 23

Monto adjudicado Días a Vto. 234

Dirty Price 39.000 T+2 T+1 T+0

Days 41 YTM -11.85% -11.80% -11.75%

Clean Price 37.975 Días Desde Cupón 41

Fecha Amorti v/r B+Cup./Cap-Floor Int. Cshf Dias NAV

Fecha de emisión 12/18/2020 Curr Yield 9.46%

Convención días 360 Parity 100.39

Primer cupón 3/18/2021 Next Cshf 18 Jun 23

Valor Nominal 100.0000 Maturity 18 Dec 23

Monto adjudicado Días a Vto. 270

Dirty Price 40.290 T+2 T+1 T+0

Days 5 YTM 8.27% 8.22% 8.17%

Clean Price 40.158 Días Desde Cupón 5

Fecha Amorti v/r B+Cup./Cap-Floor Int. Cshf Dias NAV

Cupón 2/12/2021 4.000% T.Value 93.34

Convención días 360 Next Cshf 12 May 23