FERIADOS Dias de la Semana

31/12/2015 1 Domingo

1/1/2016 2 Lunes

8/2/2016 3 Martes

9/2/2016 4 Miércoles

24/3/2016 5 Jueves

25/3/2016 6 Viernes

25/5/2016 7 Sabado

17/6/2016
20/6/2016
8/7/2016
15/8/2016
10/10/2016
28/11/2016
8/12/2016
9/12/2016
1/1/2017
27/2/2017
28/2/2017
24/3/2017
13/4/2017
14/4/2017
1/5/2017
25/5/2017
20/6/2017
21/8/2017
16/10/2017
6/11/2017
20/11/2017
8/12/2017
25/12/2017
31/12/2017
1/1/2018
12/2/2018
13/2/2018
29/3/2018
30/3/2018
2/4/2018
30/4/2018
1/5/2018
25/5/2018
20/6/2018
9/7/2018
20/8/2018
15/10/2018
19/11/2018
24/12/2018
25/12/2018
31/12/2018
1/1/2019
4/3/2019
5/3/2019
2/4/2019
19/4/2019
1/5/2019
4/6/2019
19/8/2019
14/10/2019
18/11/2019
24/12/2019
31/12/2019
 1/1/2020
24/2/2020
25/2/2020
23/3/2020
24/3/2020
31/3/2020
9/4/2020
10/4/2020
1/5/2020
25/5/2020
15/6/2020
9/7/2020
10/7/2020
17/8/2020
12/10/2020
23/11/2020
7/12/2020
8/12/2020
24/12/2020
25/12/2020
31/12/2020
1/1/2021
SE RECOMIENDA IR ARCHIVO-DESCARGAR-XLS (PARA EDITAR Y UNA MEJOR VISUALIZACIÓN)

Company Ticker USD Lx Price YTM (T+1) YTM (T+0)

CELULOSA ARGENTINA S.A. CRCED 34.69 -4.3% -4.2%
YPF S.A. YCA6P 104.95 3.4% 3.4%
YPF S.A. YMCHD 56.35 5.4% 5.4%
YPF S.A. YMCID 108.3 6.5% 6.5%
YPF S.A. YMCJD 92.99 8.7% 8.7%
COMPAÑIA GENERAL DE COMBUSTIBLES CP17D 48.2 11.1% 11.1%
TELECOM ARGENTINA TLC1D 104.9 5.5% 5.5%
MASTELLONE HERMANOS SA MTCGD 111 5.4% 5.4%
GENNEIA S.A. CLASE XXXIV GN34D 27.5 -132.8% -126.4%
GENNEIA S.A. Canje GNCXD 72.7 8.5% 8.5%
PAN AMERCIAN ENERGY C12 PNDCD 106 6.8% 6.8%
TELECOM ARGENTINA S. A. TLC5D 69.2 10.1% 10.1%
Canje RPC2O IRCFD 111.5 -3.5% -3.5%
VISTA new money VSCED 100.48 45.5% 40.5%
CRESUD Canje CS38D 104 5.7% 5.7%
PAMPA ENERGIA S.A Canje MGC9D 105.1 6.5% 6.5%
CRESUD S.A. CLASE XXXVII CS37D 97.24 11.4% 11.3%
MSU AGRO S.A. MSSAD 106.45 4.0% 4.0%
edenor Clase II new money DNC2D 103.7 3.6% 3.6%
PAN AMERICAN ENERGY PNMCD 105 2.2% 2.2%
ARCOR S.A.I.C Canje RCCJD 106.35 5.8% 5.8%
AEROPUERTOS ARGENTINA 2000 S.A. ARC1D 108.35 6.8% 6.8%
MSU ENERGY S.A. RUC6D 101.1 11.7% 11.6%
Vista Oil & Gas Argentina Canje VSCFD 108 1.0% 1.0%
GEMSA 2024 MRCID 103.5 4.4% 4.3%
new money VISTA VSCGD 102 0.0% 0.0%
MSU ENERGY Nw money RUC7D 105.7 -3.3% -3.3%
clase XV new money IRSA MEP IRCGD 103.7 8.5% 8.5%
clase XVI canje IRSA CCL IRCHD 106.9 3.5% 3.5%
(GEMSA) MRCAD 68 16.2% 16.1%
Generación Mediterránea + Central Roca MRCLD 105.75 3.6% 3.6%
Pampa Clase 16 MGCHD 102 4.3% 4.3%
Clisa CLSID 27.3 74.2% 46.0%
Arcor Clase 21 RCCMD 99 4.8% 4.8%
Vista Clase XX VSCLD 100 5.3% 5.2%
IRSA CLASE XVII IRCID 98 7.1% 7.1%
YPF Clase XXV YMCQD 98 6.8% 6.8%
CGC Clase 32 CP32D 98.5 7.9% 7.9%
LOMA Clase 2 LOC2D 104 4.0% 4.0%
AES Argentina Generación AEC1D 105.8 2.2% 2.2%
MSU Agro S.A. XIII MSSED 102 5.4% 5.6%
Genneia Clase XL GN40D 105.5 0.0% 0.0%
Nueva Gemsa XXIII MROCD 104 6.8% 6.7%
 Canje CAPEX Clase V 2028 CAC5D 108 7.3% 7.3%
BOLDT MEP BOL1D 108 7.3% 7.3%
Pampa Clase 18 MGCJD 101 5.9% 5.9%
LOMA Clase 3 LOC3D 102 8.1% 8.1%
Central Puerto CABLE Clase A NPCAD 101.45 7.8% 7.8%
Albanesi Energía S.A. Clase XI LECBD 101.5 10.8% 10.8%
Central Puerto CABLE Clase B NPCBD 105.1 8.0% 8.0%
CANJE GEMSA CLASE XXV MRCQD 102.5 9.6% 9.6%
Aluar Serie Nro 7 LMS7D 101.9 6.4% 6.4%
PAN AMERICAN ENERGY CLASE 28 PNUCD 104.51 4.2% 4.2%
Banco Macro Clase F BACFD 101.3 4.5% 4.4%
LOMA Clase 4 LOC4D 101 7.4% 7.4%
Pan American Energy Clase 29 PNVCD 102.05 4.3% 4.3%
VISTA Clase XXII CABLE VSCND 104.3 5.4% 5.4%
Cresud Clase XLIV CS44D 99.35 6.4% 6.4%
YPF Clase XXVIII CABLE (mae) YMCUD 100 9.8% 9.8%
Albanesi Clase XIII LECED 103.7 9.2% 9.2%
CGC Clase 34 CP34D 101.75 7.9% 7.9%
YPF LUZ Clase XV (mae) YFCGD 100 10.8% 10.8%
IRSA Clase XVIII IRCJD 101.45 7.6% 7.6%
EDENOR CLASE III DNC3D 106 7.7% 7.7%
Aconcagua Energía Clase X PECAD 102 9.2% 9.2%
Aconcagua Energía Clase XI PECBD 101.5 10.4% 10.4%
Pan American Energy Clase 30 PNWCD 106 3.3% 3.3%
Vista Cable Clase XXIII VSCOD 105 5.5% 5.5%
Genneia Clase XLIII GN43D 102 6.5% 6.5%
GEMSA Clase XXVIII MRCUD 105 8.6% 8.6%
MSU Clase X RUCAD 104.6 7.3% 7.3%
Richmond Serie V LRS5D 100 11.8% 23.0%
Aluar Serie 8 LMS8D 103 6.0% 6.0%
Pampa Clase 20 CABLE MGCLD 100 7.3% 7.3%
Raghsa Clase 6 RAC6D 103.5 4.5% 4.5%
Raghsa Clase 5 RAC5D 104.6 7.7% 7.7%
Tecpetrol Clase 7 TTC7D 101 6.4% 6.3%
Cresud CABLE Clase XLV CS45D 100.5 6.6% 6.6%
Otamerica Serie 2 OTS2D 101.25 7.3% 7.3%
Capex CLASE VIII CAC8D 99.6 6.2% 6.2%
Pan American Energy CLASE 31 PNXCD 108 7.4% 7.4%
Vista Energy CLASE XXIV VSCPD 104.5 7.2% 7.2%
Canje Celulosa Clase 18 CRCJD 104 8.1% 8.1%
GEMSA + CTR CABLE CLASE XXXI MRCXD 98.5 15.8% 9.1%
YPF CLASE XXIX MEP YMCVD 100 6.7% 6.6%
GEMSA CLASE XXXII MEP MRCYD 100.75 10.0% 10.0%
Comafi MEP CLASE I AFC1D 100 1.5% 1.5%
Comafi CABLE CLASE II AFC2D 100 1.5% 1.5%
John Deere CLASE XI HJCBD 100 6.6% 6.6%
 IRSA CLASE XX MEP IRCLD 100 6.5% 6.5%
Aluar Serie 9 CABLE LMS9D 100 6.5% 6.5%
YPF LUZ CLASE XVII YFCID 100 6.3% 6.2%
RIZOBACTER SERIE IX CLASE B RZ9BD 100 7.9% 7.9%
LIPSA CLASE VI LIC6D 100 9.5% 9.5%
TELECOM CLASE 21 TLCMD 100 9.6% 9.6%
MSU AGRO CLASE XIV MSSFD 100 7.6% 7.5%
SAMI SERIE X CLASE B SNABD 100 9.4% 9.4%
NUEVA EDENOR CLASE 5 100 9.4% 9.4%

0.18

-0.02 0 1 2

-0.22

-0.42
YTM (T+1)

-0.62

-0.82

-1.02

-1.22
-1.02

-1.22

-1.42
 DM Parity Next Cashflow Maturity LY USD Payment Coupon Min
0.478 103.4 4/9/2024 4/6/2025 ARG MEP TRI 10.00% 1
0.958 104.9 28/1/2025 28/7/2025 NY CABLE SEM 8.50% 1000
0.753 101.0 12/8/2024 12/2/2026 NY CABLE TRI 4% y 9% 1
3.001 107.5 30/12/2024 30/6/2029 NY CABLE SEM 2,5% y 9% 1
5.789 90.9 30/9/2024 30/9/2033 NY CABLE SEM 1,5% y 7% 1
0.424 95.4 8/9/2024 8/3/2025 NY CABLE SEM 9.50% 1000
1.808 104.6 18/1/2025 18/7/2026 NY CABLE SEM 8.00% 1000
1.705 110.0 30/9/2024 30/6/2026 NY CABLE TRI 10.95% 1
0.090 98.8 10/8/2024 10/8/2024 ARG MEP SEM 6.00% 100
1.375 101.3 2/9/2024 2/9/2027 NY CABLE SEM 8.75% 1000
1.564 103.6 30/10/2024 30/4/2027 NY CABLE SEM 9.13% 1000
0.469 97.3 6/8/2024 6/8/2025 NY CABLE SEM 8.50% 1000
2.552 134.4 22/12/2024 22/6/2028 NY CABLE SEM 8.75% 1
0.020 99.1 8/8/2024 8/8/2024 ARG MEP TRI 6.00% 1
1.476 102.3 3/1/2025 3/3/2026 ARG CABLE SEM 8.00% 1
1.251 104.4 8/12/2024 8/12/2026 NY CABLE SEM 9.50% 1
0.585 96.2 15/12/2024 15/3/2025 ARG MEP SEM 5.50% 1
0.118 106.5 12/9/2023 12/9/2024 ARG MEP ANUAL 7.50% 1
0.309 100.0 22/11/2024 22/11/2024 ARG MEP SEM 9.75% 1
0.948 104.9 21/1/2025 21/7/2025 NY CABLE SEM 7.25% 1000
1.522 100.0 9/10/2024 9/10/2027 NY CABLE SEM 8.25% 1
3.463 106.1 1/8/2024 1/8/2031 NY CABLE TRI 8.50% 1000
0.251 100.6 4/11/2024 4/11/2024 ARG MEP ANUAL 9.00% 1
1.233 107.3 10/11/2024 10/11/2025 ARG CABLE SEM 6.25% 1
0.268 102.4 7/11/2024 7/11/2024 ARG MEP SEM 9.50% 1
0.474 101.9 20/10/2024 20/1/2025 ARG MEP TRI 4.00% 1
0.457 104.6 10/1/2025 10/1/2025 ARG MEP ANUAL 7.50% 1
0.596 102.3 31/7/2024 25/3/2025 ARG MEP SEM 8.00% 1
0.923 106.8 31/7/2024 25/7/2025 ARG CABLE SEM 7.00% 1
1.542 90.9 1/12/2024 1/12/2027 NY CABLE SEM 9.88% 1
0.970 105.7 27/1/2025 27/7/2025 ARG MEP SEM 9.50% 1
1.204 100.8 4/11/2024 4/11/2025 ARG MEP SEM 4.99% 1
1.634 27.3 25/1/2025 25/7/2027 NY CABLE SEM 4,5% 7,5% y 10,5% 100
1.259 98.7 22/11/2024 22/11/2025 ARG MEP SEM 3.50% 1
0.928 99.9 5/9/2024 20/7/2025 ARG MEP TRI 4.50% 1
1.274 97.6 7/12/2024 7/12/2025 ARG MEP SEM 5.00% 1
1.444 96.9 13/12/2024 13/2/2026 ARG MEP SEM 5.00% 1
1.257 97.7 9/9/2024 9/12/2025 ARG MEP TRI 6.00% 1
1.322 103.6 21/12/2024 21/12/2025 ARG MEP SEM 6.50% 50
0.927 105.6 14/1/2025 14/7/2025 ARG MEP SEM 8.00% 1
1.853 101.9 17/7/2025 17/7/2026 ARG MEP ANUAL 6.50% 1
0.937 105.2 14/10/2024 14/7/2025 ARG MEP TRI 5.50% 1
1.367 103.9 21/1/2025 21/1/2026 ARG MEP SEM 9.50% 1
1.971 105.9 25/8/2024 25/8/2028 NY CABLE SEM 9.25% 1
1.417 105.9 7/9/2024 7/3/2026 ARG MEP SEM 10.00% 1
1.042 100.0 8/9/2024 8/9/2025 ARG MEP SEM 5.00% 1
1.449 100.5 11/9/2024 11/3/2026 ARG MEP SEM 7.49% 50
1.465 100.1 14/9/2024 14/3/2026 ARG CABLE SEM 7.00% 1
1.431 99.8 21/9/2024 21/3/2026 ARG MEP SEM 9.50% 1
1.103 103.6 17/10/2024 17/10/2025 NY CABLE SEM 10.00% 1000
1.513 101.1 18/10/2024 18/4/2026 ARG MEP SEM 9.50% 1
2.487 101.5 12/10/2024 12/10/2028 ARG CABLE TRI 7.00% 1
1.149 103.6 17/10/2024 18/10/2025 ARG CABLE SEM 6.50% 1
0.249 100.7 31/10/2024 31/10/2024 ARG MEP SEM 4.90% 3000
1.598 100.1 2/11/2024 2/5/2026 ARG CABLE SEM 7.00% 50
1.449 100.9 10/11/2024 10/2/2026 ARG CABLE SEM 5.00% 50
1.730 99.6 5/12/2024 5/6/2026 ARG CABLE SEM 5.00% 1
2.254 99.2 17/1/2025 17/1/2027 ARG MEP SEM 6.00% 1
3.314 99.8 17/1/2025 17/1/2031 NY CABLE SEM 9.75% 1000
1.754 101.6 14/8/2024 14/8/2026 ARG MEP SEM 9.00% 1
1.414 100.2 23/8/2024 23/2/2026 ARG MEP SEM 7.00% 1
2.139 98.4 27/11/2024 27/2/2027 ARG MEP TRI 9.00% 1
2.253 100.0 28/8/2024 28/2/2027 ARG MEP SEM 7.00% 1
2.020 105.0 22/11/2024 22/11/2026 ARG MEP SEM 9.75% 1
2.193 100.2 29/8/2024 1/3/2027 ARG MEP SEM 8.50% 1
2.499 99.5 29/8/2024 29/2/2028 ARG MEP SEM 9.50% 1
1.485 104.8 28/8/2024 2/3/2026 ARG CABLE SEM 5.70% 1
2.314 103.7 6/9/2024 6/3/2027 ARG CABLE SEM 6.50% 1
2.294 101.1 8/9/2024 8/3/2027 ARG MEP TRI 6.25% 1
1.414 103.1 8/9/2024 8/3/2026 ARG MEP SEM 9.50% 1
1.449 103.0 12/9/2024 12/3/2026 ARG MEP SEM 8.25% 1
2.136 98.1 21/9/2024 8/3/2027 ARG MEP SEM 10.00% 1
2.437 102.3 21/9/2024 21/9/2027 ARG CABLE TRI 6.25% 1
1.513 99.0 26/9/2024 26/3/2026 ARG CABLE SEM 6.00% 1
1.133 102.6 11/10/2024 11/4/2026 ARG MEP SEM 5.98% 1
4.433 102.3 24/10/2024 24/4/2030 ARG CABLE SEM 8.25% 1000
1.592 100.2 22/10/2024 22/4/2026 ARG MEP SEM 5.98% 1
1.877 99.2 22/10/2024 22/8/2026 ARG CABLE SEM 6.00% 1
2.393 101.1 24/1/2025 24/4/2027 ARG MEP TRI 7.00% 1
1.768 99.1 29/10/2024 29/6/2026 ARG MEP TRI 5.95% 1
5.011 106.8 25/10/2024 25/4/2032 ARG CABLE SEM 8.50% 1000
3.329 103.5 3/11/2024 3/5/2029 ARG CABLE SEM 8.00% 1
1.650 102.1 16/8/2024 16/5/2028 ARG MEP TRI 9.25% 1
1.568 98.5 28/8/2024 28/5/2027 NY CABLE TRI 12,5% 13,75% y 15% 1
1.672 99.0 27/11/2024 27/5/2026 ARG MEP TRI 6.00% 1
1.620 100.0 30/11/2024 30/5/2026 ARG MEP SEM 9.50% 1
0.329 99.9 28/11/2024 28/11/2024 ARG MEP SEM 1.00% 1200
0.329 99.9 28/11/2024 28/11/2024 ARG CABLE SEM 1.00% 1200
1.677 99.0 30/8/2024 30/5/2026 ARG MEP TRI 6.00% 1200
1.721 99.6 10/12/2024 10/6/2026 ARG MEP SEM 6.00% 1
1.719 99.2 13/12/2024 13/6/2026 ARG CABLE TRI 6.00% 1
2.458 99.2 13/9/2024 13/6/2027 ARG MEP TRI 5.90% 1
1.719 99.3 28/9/2024 28/6/2026 ARG MEP TRI 7.50% 1
1.498 99.3 2/1/2025 2/7/2026 ARG MEP TRI 9.00% 1
4.451 99.8 18/1/2025 18/7/2031 NY CABLE SEM 9.50% 1000
2.624 99.9 23/1/2025 23/7/2027 ARG MEP SEM 7.50% 1
1.771 100.0 29/1/2025 29/7/2026 ARG MEP TRI 9% y 10% 1
3.284 4,330.8 5/8/2024 5/8/2028 ARG MEP SEM 9.50% 1

3 4 5
DM
 Cambiar 1300.00

Nominal Values Lx Price MEP Amortization Ticker Pesos

61,523,965 45,097 1300.00 CRCEO
1,500,000,000.00 136,435 1300.00 Bullet YCA6O
775,782,279 73,255 1300.00 YMCHO
747,833,257 140,790 1300.00 YMCIO
575,649,021 120,887 1300.00 YMCJO
196,110,000 62,660 1300.00 CP17O
400,000,000 136,370 1300.00 Bullet TLC1O
110,866,214 144,300 1300.00 Bullet MTCGO
15,605,522 35,750 1300.00 GN34O
366,118,638 94,510 1300.00 GNCXO
300,000,000 137,800 1300.00 PNDCO
388,871,000 89,960 1300.00 TLC5O
171,202,815 144,950 1300.00 IRCFO
43,500,000 130,624 1300.00 Bullet VSCEO
70,567,356 135,200 1300.00 Bullet CS38O
292,796,835 136,630 1300.00 Bullet MGC9O
24,388,036 126,412 1300.00 Bullet CS37O
24,500,000 138,385 1300.00 Bullet MSSAO
30.000.000,000 134,810 1300.00 Bullet DNC2O
105,152,000 136,500 1300.00 Bullet PNMCO
265,427,742 138,255 1300.00 Bullet RCCJO
272,949,631 140,855 1300.00 ARC1O
45,544,190 131,430 1300.00 Bullet RUC6O
40,510,815 140,400 1300.00 Bullet VSCFO
11,485,823 134,550 1300.00 Bullet MRCIO
13,500,000 132,600 1300.00 Bullet VSCGO
15,100,000 137,410 1300.00 Bullet RUC7O
134,810 1300.00 Bullet IRCGO
61,748,700 138,970 1300.00 Bullet IRCHO
325,395,255 88,400 1300.00 MRCAO
19,361,471 137,475 1300.00 Bullet MRCLO
55,744,200 132,600 1300.00 Bullet MGCHO
335,543,297 35,490 1300.00 Bullet CLSIO
77,000,000 128,700 1300.00 Bullet RCCMO
13,500,000 130,000 1300.00 Bullet VSCLO
25,000,000 127,400 1300.00 Bullet IRCIO
125,000,000 127,400 1300.00 Bullet YMCQO
12,896,452 128,050 1300.00 Bullet CP32O
71,722,774 135,200 1300.00 Bullet LOC2O
30,513,915 137,540 1300.00 Bullet AEC1O
25,000,000 132,600 1300.00 Bullet MSSEO
100,000,000 137,150 1300.00 Bullet GN40O
9,164,613 135,200 1300.00 Bullet MRCOO
188,801,600 140,400 1300.00 CAC5O
5,000,000 140,400 1300.00 Bullet BOL1O
72,084,065 131,300 1300.00 Bullet MGCJO
55,000,000 132,600 1300.00 Bullet LOC3O
37,232,818 131,885 1300.00 Bullet NPCAO
6,734,405 131,950 1300.00 Bullet LECBO
50,000,000 136,630 1300.00 Bullet NPCBO
8,173,752 133,250 1300.00 Bullet MRCQO
137,898,136 132,470 1300.00 LMS7O
20,000,000 135,863 1300.00 Bullet PNUCO
53,000,000 131,690 1300.00 Bullet BACFO
10,000,000 131,300 1300.00 Bullet LOC4O
20,000,000 132,665 1300.00 Bullet PNVCO
14,668,984 135,590 1300.00 Bullet VSCNO
39,765,830 129,155 1300.00 Bullet CS44O
800,000,000 130,000 1300.00 YMCUO
11,627,494 134,810 1300.00 Bullet LECEO
38,537,380 132,275 1300.00 Bullet CP34O
11,287,656 130,000 1300.00 Bullet YFCGO
21,408,926 131,885 1300.00 Bullet IRCJO
95,762,688 137,800 1300.00 Bullet DNC3O
9,065,611 132,600 1300.00 Bullet PECAO
4,440,934 131,950 1300.00 PECBO
30,000,000 137,800 1300.00 Bullet PNWCO
92,202,616 136,500 1300.00 Bullet VSCOO
20,697,951 132,600 1300.00 Bullet GN43O
5,547,802 136,500 1300.00 Bullet MRCUO
13,987,965 135,980 1300.00 Bullet RUCAO
1,491,900 130,000 1300.00 Bullet LRS5O
100,000,000 133,900 1300.00 LMS8O
55,171,308 130,000 1300.00 Bullet MGCLO
10,000,000 134,550 1300.00 RAC6O
56,777,276 135,980 1300.00 Bullet RAC5O
120,000,000 131,300 1300.00 Bullet TTC7O
10,199,068 130,650 1300.00 Bullet CS45O
32,947,113 131,625 1300.00 Bullet OTS2O
47,354,472 129,480 1300.00 Bullet CAC8O
400,000,000 140,400 1300.00 PNXCO
46,561,789 135,850 1300.00 VSCPO
34,873,114 135,200 1300.00 CRCJO
38,689,072 128,050 1300.00 MRCXO
177,717,716 130,000 1300.00 Bullet YMCVO
11,075,280 130,975 1300.00 Bullet MRCYO
10,750,000 130,000 1300.00 Bullet AFC1O
23,140,000 130,000 1300.00 Bullet AFC2O
23,898,369 130,000 1300.00 Bullet HJCBO
 23,015,242 130,000 1300.00 Bullet IRCLO
50,000,000 130,000 1300.00 Bullet LMS9O
10,199,945 130,000 1300.00 YFCIO
7,015,603 130,000 1300.00 Bullet RZ9BO
12,000,000 130,000 1300.00 LIC6O
500,000,000 130,000 1300.00 TLCMO
33,500,000 130,000 1300.00 MSSFO
7,297,608 130,000 1300.00 Bullet SNABO
130,000 1300.00 Bullet

5 6 7
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 5/2/2025 9.500% T.Value 2.31

Fecha de emisión 5/8/2024 Curr Yield

Convención días 360 Parity 4,330.83

Primer cupón 5/2/2025 Next Cshf 5 Aug 24

Valor Nominal 100.0000 Maturity 5 Aug 28

Monto adjudicado Días a Vto. 1,467

Dirty Price 100.000 T+1 T+1 T+0

Days 44,850 YTM 9.45% 9.45% 9.44%

Acrued Int 2.31

Clean Price 97.691 Días Desde Cupón 175

Días del Período 180
Duration 3.44 Cupon corrido 4.62
Mod. Dur. 3.28
Av. Life 3.54
VR 0.00

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

T+1 T+0 T+1
30-Jul-24 29-Jul-24 30-Jul-24 100.00 -100.00 0 -100
5 Aug 24 5 Aug 24 5 Aug 24 0.00 100.00 0.00 6 0
5 Feb 25 5 Feb 25 5 Feb 25 0.00 100.00 9.500% 4.75 4.75 190 5
5 Aug 25 5 Aug 25 5 Aug 25 0.00 100.00 9.500% 4.75 4.75 371 4
5 Feb 26 5 Feb 26 5 Feb 26 0.00 100.00 9.500% 4.75 4.75 555 4
5 Aug 26 5 Aug 26 5 Aug 26 0.00 100.00 9.500% 4.75 4.75 736 4
5 Feb 27 5 Feb 27 5 Feb 27 0.00 100.00 9.500% 4.75 4.75 920 4
5 Aug 27 5 Aug 27 5 Aug 27 0.00 100.00 9.500% 4.75 4.75 1,101 4
5 Feb 28 5 Feb 28 5 Feb 28 0.00 100.00 9.500% 4.75 4.75 1,285 3
5 Aug 28 5 Aug 28 5 Aug 28 100.00 0.00 9.500% 4.75 104.75 1,467 72
138.00 0.09 0.00
Par V. Dur PPV Days Accr. Ant y Prox Vto

-100.00
- - 0 5 Aug 24 0.00
0.02 0.02 0 5 Feb 25 4.75
0.04 0.03 0 5 Aug 25 4.75
0.06 0.05 0 5 Feb 26 4.75
0.08 0.07 0 5 Aug 26 4.75
0.09 0.09 0 5 Feb 27 4.75
0.11 0.10 0 5 Aug 27 4.75
0.12 0.12 0 5 Feb 28 4.75
2.91 3.05 0 5 Aug 28 104.75
0.0000 3.44 3.54 0 5 Feb 25
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 4/3/2020 10.000% T.Value 33.56

Fecha de emisión 4/12/2019 Curr Yield 9.66%

Convención días 360 Parity 103.38

Primer cupón 4/3/2020 Next Cshf 4 Sep 24

Valor Nominal 100.0000 Maturity 4 Jun 25

Monto adjudicado Días a Vto. 309

Dirty Price 34.690 T+1 T+1 T+0

Days 56 YTM -4.26% -4.26% -4.24%

Acrued Int 1.56
Clean Price 33.134

Duration 0.47
Mod. Dur. 0.48
Av. Life 0.46
VR 0.32

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -34.69 0 -35
4 Sep 20 4 Sep 20 2.50 97.50 10.000% 0.00 -1,425 0
4 Dec 20 4 Dec 20 2.50 95.00 10.000% 2.44 0.00 -1,334 0
4 Mar 21 4 Mar 21 2.50 92.50 10.000% 2.38 0.00 -1,244 0
4 Jun 21 4 Jun 21 2.50 90.00 10.000% 2.31 0.00 -1,152 0
4 Sep 21 4 Sep 21 4.00 86.00 10.000% 2.25 0.00 -1,060 0
4 Dec 21 4 Dec 21 4.00 82.00 10.000% 2.15 0.00 -969 0
4 Mar 22 4 Mar 22 4.00 78.00 10.000% 2.05 0.00 -879 0
4 Jun 22 4 Jun 22 4.00 74.00 10.000% 1.95 0.00 -787 0
4 Sep 22 4 Sep 22 5.00 69.00 10.000% 1.85 0.00 -695 0
4 Dec 22 4 Dec 22 5.00 64.00 10.000% 1.73 0.00 -604 0
4 Mar 23 4 Mar 23 5.00 59.00 10.000% 1.60 0.00 -514 0
4 Jun 23 4 Jun 23 5.00 54.00 10.000% 1.48 0.00 -422 0
4 Sep 23 4 Sep 23 5.50 48.50 10.000% 1.35 0.00 -330 0
4 Dec 23 4 Dec 23 5.50 43.00 10.000% 1.21 0.00 -239 0
4 Mar 24 4 Mar 24 5.50 37.50 10.000% 1.08 0.00 -148 0
4 Jun 24 4 Jun 24 5.50 32.00 10.000% 0.94 0.00 -56 0
4 Sep 24 4 Sep 24 8.00 24.00 10.000% 0.80 8.80 36 9 32
4 Dec 24 4 Dec 24 8.00 16.00 10.000% 0.60 8.60 127 9
4 Mar 25 4 Mar 25 8.00 8.00 10.000% 0.40 8.40 217 9
4 Jun 25 4 Jun 25 8.00 0.00 10.000% 0.20 8.20 309 9
34.00 -0.04 0.00 0.3200
Dur PPV Days Accr. Ant y Prox Vto

-34.69
- - 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
0.01 0.03 56 4 Sep 24 8.80
0.03 0.09 0 4 Dec 24 8.60
0.05 0.15 0 4 Mar 25 8.40
0.07 0.20 0 4 Jun 25 8.20
0.16 0.46 56 4 Sep 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 28/1/2016 8.500% T.Value 100.05

Fecha de emisión 28/4/2015 Curr Yield 8.10%

Convención días 360 Parity 104.90

Primer cupón 28/1/2016 Next Cshf 28 Jan 25

Valor Nominal 100.0000 Maturity 28 Jul 25

Monto adjudicado Días a Vto. 363

Dirty Price 104.950 T+1 T+1 T+0

Days 2 YTM 3.44% 3.44% 3.43%

Acrued Int 0.05
Clean Price 104.903

Duration 0.97
Mod. Dur. 0.96
Av. Life 0.98
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -104.95 0 -105
28 Jan 20 28 Jan 20 0.00 100.00 8.500% 0.00 -1,645 0
28 Jul 20 28 Jul 20 0.00 100.00 8.500% 4.25 0.00 -1,463 0
28 Jan 21 28 Jan 21 0.00 100.00 8.500% 4.25 0.00 -1,279 0
28 Jul 21 28 Jul 21 0.00 100.00 8.500% 4.25 0.00 -1,098 0
28 Jan 22 28 Jan 22 0.00 100.00 8.500% 4.25 0.00 -914 0
28 Jul 22 28 Jul 22 0.00 100.00 8.500% 4.25 0.00 -733 0
28 Jan 23 28 Jan 23 0.00 100.00 8.500% 4.25 0.00 -549 0
28 Jul 23 28 Jul 23 0.00 100.00 8.500% 4.25 0.00 -368 0
28 Jan 24 28 Jan 24 0.00 100.00 8.500% 4.25 0.00 -184 0
28 Jul 24 28 Jul 24 0.00 100.00 8.500% 4.25 0.00 -2 0
28 Jan 25 28 Jan 25 0.00 100.00 8.500% 4.25 4.25 182 4 100
28 Jul 25 28 Jul 25 100.00 0.00 8.500% 4.25 104.25 363 101
108.50 0.03 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-104.95
- - 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
0.02 0.02 2 28 Jan 25 4.25
1.00 0.96 0 28 Jul 25 104.25
1.02 0.98 2 28 Jan 25
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 12/2/2021 4.000% T.Value 55.81
(devengamiento) 8.91%
31/12/2022 9.000% Curr Yield
Fecha de emisión 12/2/2021 Parity 100.97

Convención días 360 Next Cshf 12 Aug 24

Primer cupón 12/5/2021 Maturity 12 Feb 26

Valor Nominal 100.0000 Días a Vto. 562

Monto adjudicado
T+1 T+1 T+0

Dirty Price 56.350 YTM 5.40% 5.40% 5.38%

Days 78
Acrued Int 1.95
Clean Price 54.400

Duration 0.75
Mod. Dur. 0.73
Av. Life 0.77
VR 0.54

Fecha Pricipal v/r B+Cup./Cap-Floor Int. Cshf Dias NAV Par V.

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -56.35 -56
12 Feb 21 12 Feb 21 100.00 0.00 -1,264 0
12 Aug 21 12 Aug 21 100.00 4.000% 2.00 0.00 -1,083 0
12 Nov 21 12 Nov 21 100.00 4.000% 1.00 0.00 -991 0
12 Feb 22 12 Feb 22 100.00 4.000% 1.00 0.00 -899 0
12 May 22 12 May 22 100.00 4.000% 1.00 0.00 -810 0
12 Aug 22 12 Aug 22 100.00 4.000% 1.00 0.00 -718 0
12 Nov 22 12 Nov 22 100.00 4.000% 1.00 0.00 -626 0
12 Feb 23 12 Feb 23 7.69 92.31 9.000% 2.25 0.00 -534 0
12 May 23 12 May 23 7.69 84.62 9.000% 2.08 0.00 -445 0
12 Aug 23 12 Aug 23 7.69 76.93 9.000% 1.90 0.00 -353 0
12 Nov 23 12 Nov 23 7.69 69.24 9.000% 1.73 0.00 -261 0
12 Feb 24 12 Feb 24 7.69 61.55 9.000% 1.56 0.00 -169 0
12 May 24 12 May 24 7.69 53.86 9.000% 1.38 0.00 -79 0
12 Aug 24 12 Aug 24 7.69 46.17 9.000% 1.21 8.90 13 9 54
12 Nov 24 12 Nov 24 7.69 38.48 9.000% 1.04 8.73 105 9
12 Feb 25 12 Feb 25 7.69 30.79 9.000% 0.87 8.56 197 8
12 May 25 12 May 25 7.69 23.10 9.000% 0.69 8.38 286 8
12 Aug 25 12 Aug 25 7.69 15.41 9.000% 0.52 8.21 378 8
12 Nov 25 12 Nov 25 7.69 7.72 9.000% 0.35 8.04 470 8
12 Feb 26 12 Feb 26 7.69 0.03 9.000% 0.17 7.86 562 7

58.68 0.05 0.00 0.54

Dur PPV Days Accr. Ant y Prox Vto

-56.35
- - 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
0.00 0.01 79 12 Aug 24 8.90
0.02 0.04 0 12 Nov 24 8.73
0.04 0.08 0 12 Feb 25 8.56
0.06 0.11 0 12 May 25 8.38
0.08 0.14 0 12 Aug 25 8.21
0.10 0.18 0 12 Nov 25 8.04
0.11 0.21 0 12 Feb 26 7.86

0.42 0.77 79 12 Aug 24

 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 12/2/2021 2.500% T.Value 100.75
(devengamiento) 8.37%
30/12/2022 9.000% Curr Yield
Fecha de emisión 12/2/2021 Parity 107.49

Convención días 360 Next Cshf 30 Dec 24

Primer cupón 30/6/2021 Maturity 30 Jun 29

Valor Nominal 100.0000 Días a Vto. 1,796

Monto adjudicado
T+1 T+1 T+0

Dirty Price 108.300 YTM 6.46% 6.46% 6.46%

Days 30
Acrued Int 0.75
Clean Price 107.550

Duration 3.00
Mod. Dur. 2.91
Av. Life 3.09
VR 1.00

Fecha Pricipal v/r B+Cup./Cap-Floor Int. Cshf Dias NAV Par V.

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -108.30 -108
12 Feb 21 12 Feb 21 100.00 0.00 -1,264 0
30 Jun 21 30 Jun 21 100.00 2.500% 0.96 0.00 -1,126 0
30 Dec 21 30 Dec 21 100.00 2.500% 1.25 0.00 -943 0
30 Jun 22 30 Jun 22 100.00 2.500% 1.25 0.00 -761 0
30 Dec 22 30 Dec 22 100.00 2.500% 1.25 0.00 -578 0
30 Jun 23 30 Jun 23 100.00 9.000% 4.50 0.00 -396 0
30 Dec 23 30 Dec 23 100.00 9.000% 4.50 0.00 -213 0
30 Jun 24 30 Jun 24 100.00 9.000% 4.50 0.00 -30 0
30 Dec 24 30 Dec 24 100.00 9.000% 4.50 4.50 153 4 100
30 Jun 25 30 Jun 25 100.00 9.000% 4.50 4.50 335 4
30 Dec 25 30 Dec 25 100.00 9.000% 4.50 4.50 518 4
30 Jun 26 30 Jun 26 14.28 85.72 9.000% 4.50 18.78 700 17
30 Dec 26 30 Dec 26 14.28 71.44 9.000% 3.86 18.14 883 16
30 Jun 27 30 Jun 27 14.28 57.16 9.000% 3.21 17.49 1,065 15
30 Dec 27 30 Dec 27 14.28 42.88 9.000% 2.57 16.85 1,248 14
30 Jun 28 30 Jun 28 14.28 28.60 9.000% 1.93 16.21 1,431 13
30 Dec 28 30 Dec 28 14.28 14.32 9.000% 1.29 15.57 1,614 12
30 Jun 29 30 Jun 29 14.28 0.04 9.000% 0.64 14.92 1,796 11
131.47 0.06 0.00 1.00
Dur PPV Days Accr. Ant y Prox Vto

-108.30
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
0.02 0.01 30 30 Dec 24 4.50
0.04 0.03 0 30 Jun 25 4.50
0.06 0.05 0 30 Dec 25 4.50
0.32 0.27 0 30 Jun 26 18.78
0.38 0.33 0 30 Dec 26 18.14
0.42 0.39 0 30 Jun 27 17.49
0.46 0.44 0 30 Dec 27 16.85
0.50 0.48 0 30 Jun 28 16.21
0.52 0.52 0 30 Dec 28 15.57
0.54 0.56 0 30 Jun 29 14.92
3.25 3.09 30 30 Dec 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 12/11/2022 9.750% T.Value 101.06

Fecha de emisión 21/10/2022 Curr Yield 9.66%

Convención días 360 Parity 100.93

Primer cupón 12/11/2022 Next Cshf 12 Nov 24

Valor Nominal 100.0000 Maturity 12 May 25

Monto adjudicado Días a Vto. 286

Dirty Price 102.000 T+1 T+1 T+0

Days 78 YTM 9.86% 9.86% 9.82%

Acrued Int 1.06

Clean Price 100.944 Días Desde Cupón 78

Días del Período 180
Duration 0.76 Cupon corrido 2.11
Mod. Dur. 0.72
Av. Life 0.76
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -102.00 0 -102
21 Oct 22 21 Oct 22 0.00 100.00 0.00 -648 0
12 Nov 22 12 Nov 22 0.00 100.00 9.750% 0.57 0.00 -626 0
12 May 23 12 May 23 0.00 100.00 9.750% 4.88 0.00 -445 0
12 Nov 23 12 Nov 23 0.00 100.00 9.750% 4.88 0.00 -261 0
12 May 24 12 May 24 0.00 100.00 9.750% 4.88 0.00 -79 0
12 Nov 24 12 Nov 24 0.00 100.00 9.750% 4.88 4.88 105 5 100
12 May 25 12 May 25 100.00 0.00 9.750% 4.88 104.88 286 97
109.75 0.10 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-102.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
0.01 0.01 79 12 Nov 24 4.88
0.76 0.75 0 12 May 25 104.88
0.78 0.76 79 12 Nov 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 12/2/2021 1.500% T.Value 102.33
(devengamiento) 7.72%
30/9/2022 7.000% Curr Yield
Fecha de emisión 12/2/2021 Parity 90.87

Convención días 360 Next Cshf 30 Sep 24

Primer cupón 30/9/2021 Maturity 30 Sep 33

Valor Nominal 100.0000 Días a Vto. 3,349

Monto adjudicado
T+1 T+1 T+0

Dirty Price 92.990 YTM 8.69% 8.69% 8.69%

Days 120
Acrued Int 2.33
Clean Price 90.657

Duration 5.79
Mod. Dur. 5.55
Av. Life 6.35
VR 1.00

Fecha Pricipal v/r B+Cup./Cap-Floor Int. Cshf Dias NAV Par V.

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -92.99 -93
12 Feb 21 12 Feb 21 100.00 0.00 -1,264 0
30 Sep 21 30 Sep 21 100.00 1.500% 0.95 0.00 -1,034 0
30 Mar 22 30 Mar 22 100.00 1.500% 0.75 0.00 -853 0
30 Sep 22 30 Sep 22 100.00 1.500% 0.75 0.00 -669 0
30 Mar 23 30 Mar 23 100.00 7.000% 3.50 0.00 -488 0
30 Sep 23 30 Sep 23 100.00 7.000% 3.50 0.00 -304 0
30 Mar 24 30 Mar 24 100.00 7.000% 3.50 0.00 -122 0
30 Sep 24 30 Sep 24 100.00 7.000% 3.50 3.50 62 3 100
30 Mar 25 30 Mar 25 100.00 7.000% 3.50 3.50 243 3
30 Sep 25 30 Sep 25 100.00 7.000% 3.50 3.50 427 3
30 Mar 26 30 Mar 26 100.00 7.000% 3.50 3.50 608 3
30 Sep 26 30 Sep 26 100.00 7.000% 3.50 3.50 792 3
30 Mar 27 30 Mar 27 100.00 7.000% 3.50 3.50 973 3
30 Sep 27 30 Sep 27 100.00 7.000% 3.50 3.50 1,157 3
30 Mar 28 30 Mar 28 100.00 7.000% 3.50 3.50 1,339 3
30 Sep 28 30 Sep 28 100.00 7.000% 3.50 3.50 1,523 2
30 Mar 29 30 Mar 29 100.00 7.000% 3.50 3.50 1,704 2
30 Sep 29 30 Sep 29 100.00 7.000% 3.50 3.50 1,888 2
30 Mar 30 30 Mar 30 100.00 7.000% 3.50 3.50 2,069 2
30 Sep 30 30 Sep 30 25.00 75.00 7.000% 3.50 28.50 2,253 17
30 Mar 31 30 Mar 31 75.00 7.000% 2.63 2.63 2,434 1
30 Sep 31 30 Sep 31 25.00 50.00 7.000% 2.63 27.63 2,618 15
30 Mar 32 30 Mar 32 50.00 7.000% 1.75 1.75 2,800 1
30 Sep 32 30 Sep 32 25.00 25.00 7.000% 1.75 26.75 2,984 13
30 Mar 33 30 Mar 33 25.00 7.000% 0.88 0.88 3,165 0
30 Sep 33 30 Sep 33 25.00 0.00 7.000% 0.88 25.88 3,349 12
156.00 0.09 0.00 1.00
Dur PPV Days Accr. Ant y Prox Vto

-92.99
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
0.01 0.00 122 30 Sep 24 3.50
0.02 0.01 0 30 Mar 25 3.50
0.04 0.03 0 30 Sep 25 3.50
0.05 0.04 0 30 Mar 26 3.50
0.06 0.05 0 30 Sep 26 3.50
0.07 0.06 0 30 Mar 27 3.50
0.08 0.07 0 30 Sep 27 3.50
0.09 0.08 0 30 Mar 28 3.50
0.10 0.09 0 30 Sep 28 3.50
0.11 0.10 0 30 Mar 29 3.50
0.12 0.12 0 30 Sep 29 3.50
0.12 0.13 0 30 Mar 30 3.50
1.04 1.13 0 30 Sep 30 28.50
0.10 0.11 0 30 Mar 31 2.63
1.08 1.27 0 30 Sep 31 27.63
0.07 0.09 0 30 Mar 32 1.75
1.09 1.40 0 30 Sep 32 26.75
0.04 0.05 0 30 Mar 33 0.88
1.09 1.52 0 30 Sep 33 25.88
5.38 6.35 122 30 Sep 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 8/3/2021 9.500% T.Value 50.55

Fecha de emisión 8/9/2020 Curr Yield 10.00%

Convención días 360 Parity 95.36

Primer cupón 8/3/2021 Next Cshf 8 Sep 24

Valor Nominal 100.0000 Maturity 8 Mar 25

Monto adjudicado Días a Vto. 221

Dirty Price 48.200 T+1 T+1 T+0

Days 142 YTM 11.15% 11.15% 11.08%

Acrued Int 3.75
Clean Price 44.453

Duration 0.45
Mod. Dur. 0.42
Av. Life 0.45
VR 0.47

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -48.20 0 -48
8 Mar 21 8 Mar 21 0.00 100.00 0.00 -1,240 0
8 Sep 21 8 Sep 21 0.00 100.00 9.500% 4.75 0.00 -1,056 0
8 Mar 22 8 Mar 22 0.00 100.00 9.500% 4.75 0.00 -875 0
8 Sep 22 8 Sep 22 13.30 86.70 9.500% 4.75 0.00 -691 0
8 Mar 23 8 Mar 23 13.30 73.40 9.500% 4.12 0.00 -510 0
8 Sep 23 8 Sep 23 13.30 60.10 9.500% 3.49 0.00 -326 0
8 Mar 24 8 Mar 24 13.30 46.80 9.500% 2.85 0.00 -144 0
8 Sep 24 8 Sep 24 13.30 33.50 9.500% 2.22 15.52 40 15 47
8 Mar 25 8 Mar 25 33.50 0.00 9.500% 1.59 35.09 221 33
50.61 0.11 0.00 0.4680
Fecha de pagoBono Ticker Renta Amortización R+A Moneda
4/10/2020 YPF 2024 Clase YPCUO 43.75 0 43.75 USD
4/4/2021 YPF 2024 Clase YPCUO 43.75 0 43.75 USD
4/10/2021 YPF 2024 Clase YPCUO 43.75 0 43.75 USD
4/4/2022 YPF 2024 Clase YPCUO 43.75 300 343.75 USD
4/10/2022 YPF 2024 Clase YPCUO 30.62 0 30.62 USD
4/4/2023 YPF 2024 Clase YPCUO 30.62 300 330.62 USD
4/10/2023 YPF 2024 Clase YPCUO 17.5 0 17.5 USD
4/4/2024 YPF 2024 Clase YPCUO 17.5 400 417.5 USD
Dur PPV Days Accr. Ant y Prox Vto

-48.20
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
0.02 0.03 144 8 Sep 24 15.52
0.20 0.42 0 8 Mar 25 35.09
0.22 0.45 144 8 Sep 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 18/1/2020 8.000% T.Value 100.27

Fecha de emisión 18/7/2019 Curr Yield 7.65%

Convención días 360 Parity 104.62

Primer cupón 18/1/2020 Next Cshf 18 Jan 25

Valor Nominal 100.0000 Maturity 18 Jul 26

Monto adjudicado Días a Vto. 718

Dirty Price 104.900 T+1 T+1 T+0

Days 12 YTM 5.48% 5.48% 5.47%

Acrued Int 0.27
Clean Price 104.633

Duration 1.86
Mod. Dur. 1.81
Av. Life 1.86
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -104.90 0 -105
18 Jan 21 18 Jan 21 0.00 100.00 8.000% 0.00 -1,289 0
18 Jul 21 18 Jul 21 0.00 100.00 8.000% 4.00 0.00 -1,108 0
18 Jan 22 18 Jan 22 0.00 100.00 8.000% 4.00 0.00 -924 0
18 Jul 22 18 Jul 22 0.00 100.00 8.000% 4.00 0.00 -743 0
18 Jan 23 18 Jan 23 0.00 100.00 8.000% 4.00 0.00 -559 0
18 Jul 23 18 Jul 23 0.00 100.00 8.000% 4.00 0.00 -378 0
18 Jan 24 18 Jan 24 0.00 100.00 8.000% 4.00 0.00 -194 0
18 Jul 24 18 Jul 24 0.00 100.00 8.000% 4.00 0.00 -12 0
18 Jan 25 18 Jan 25 0.00 100.00 8.000% 4.00 4.00 172 4 100
18 Jul 25 18 Jul 25 0.00 100.00 8.000% 4.00 4.00 353 4
18 Jan 26 18 Jan 26 0.00 100.00 8.000% 4.00 4.00 537 4
18 Jul 26 18 Jul 26 100.00 0.00 8.000% 4.00 104.00 718 94
116.00 0.05 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-104.90
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
0.02 0.02 12 18 Jan 25 4.00
0.04 0.03 0 18 Jul 25 4.00
0.05 0.05 0 18 Jan 26 4.00
1.84 1.76 0 18 Jul 26 104.00
1.95 1.86 12 18 Jan 25
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 30/9/2021 10.950% T.Value 100.91

Fecha de emisión 30/6/2021 Curr Yield 9.95%

Convención días 360 Parity 110.00

Primer cupón 30/9/2021 Next Cshf 30 Sep 24

Valor Nominal 100.0000 Maturity 30 Jun 26

Monto adjudicado Días a Vto. 700

Dirty Price 111.000 T+1 T+1 T+0

Days 30 YTM 5.41% 5.41% 5.40%

Acrued Int 0.91

Clean Price 110.088 Días Desde Cupón 30

Días del Período 90
Duration 1.75 Cupon corrido 0.91
Mod. Dur. 1.71
Av. Life 1.76
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -111.00 0 -111
30 Jun 21 30 Jun 21 0.00 100.00 0.00 -1,126 0
30 Sep 21 30 Sep 21 0.00 100.00 10.950% 2.74 0.00 -1,034 0
30 Dec 21 30 Dec 21 0.00 100.00 10.950% 2.74 0.00 -943 0
30 Mar 22 30 Mar 22 0.00 100.00 10.950% 2.74 0.00 -853 0
30 Jun 22 30 Jun 22 0.00 100.00 10.950% 2.74 0.00 -761 0
30 Sep 22 30 Sep 22 0.00 100.00 10.950% 2.74 0.00 -669 0
30 Dec 22 30 Dec 22 0.00 100.00 10.950% 2.74 0.00 -578 0
30 Mar 23 30 Mar 23 0.00 100.00 10.950% 2.74 0.00 -488 0
30 Jun 23 30 Jun 23 0.00 100.00 10.950% 2.74 0.00 -396 0
30 Sep 23 30 Sep 23 0.00 100.00 10.950% 2.74 0.00 -304 0
30 Dec 23 30 Dec 23 0.00 100.00 10.950% 2.74 0.00 -213 0
30 Mar 24 30 Mar 24 0.00 100.00 10.950% 2.74 0.00 -122 0
30 Jun 24 30 Jun 24 0.00 100.00 10.950% 2.74 0.00 -30 0
30 Sep 24 30 Sep 24 0.00 100.00 10.950% 2.74 2.74 62 3 100
30 Dec 24 30 Dec 24 0.00 100.00 10.950% 2.74 2.74 153 3
30 Mar 25 30 Mar 25 0.00 100.00 10.950% 2.74 2.74 243 3
30 Jun 25 30 Jun 25 0.00 100.00 10.950% 2.74 2.74 335 3
30 Sep 25 30 Sep 25 0.00 100.00 10.950% 2.74 2.74 427 3
30 Dec 25 30 Dec 25 0.00 100.00 10.950% 2.74 2.74 518 3
30 Mar 26 30 Mar 26 0.00 100.00 10.950% 2.74 2.74 608 3
30 Jun 26 30 Jun 26 100.00 0.00 10.950% 2.74 102.74 700 93
121.90 0.05 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-111.00
- - 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
0.00 0.00 30 30 Sep 24 2.74
0.01 0.01 0 30 Dec 24 2.74
0.02 0.01 0 30 Mar 25 2.74
0.02 0.02 0 30 Jun 25 2.74
0.03 0.03 0 30 Sep 25 2.74
0.04 0.03 0 30 Dec 25 2.74
0.04 0.04 0 30 Mar 26 2.74
1.78 1.62 0 30 Jun 26 102.74
1.94 1.76 30 30 Sep 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 2/3/2022 8.750% T.Value 71.80

Fecha de emisión 2/3/2022 Curr Yield 8.64%

Convención días 360 Parity 101.26

Primer cupón 2/3/2022 Next Cshf 2 Sep 24

Valor Nominal 100.0000 Maturity 2 Sep 27

Monto adjudicado Días a Vto. 1,129

Dirty Price 72.700 T+1 T+1 T+0

Days 148 YTM 8.54% 8.54% 8.53%

Acrued Int 1.80

Clean Price 70.901 Días Desde Cupón 148

Días del Período 180
Duration 1.43 Cupon corrido 3.60
Mod. Dur. 1.38
Av. Life 1.52
VR 0.70

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -72.70 0 -73
2 Sep 21 2 Sep 21 0.00 100.00 0.00 -1,062 0
2 Mar 22 2 Mar 22 0.00 100.00 8.750% 4.38 0.00 -881 0
2 Sep 22 2 Sep 22 0.00 100.00 8.750% 4.38 0.00 -697 0
2 Mar 23 2 Mar 23 10.00 90.00 8.750% 4.38 0.00 -516 0
2 Sep 23 2 Sep 23 10.00 80.00 8.750% 3.94 0.00 -332 0
2 Mar 24 2 Mar 24 10.00 70.00 8.750% 3.50 0.00 -150 0
2 Sep 24 2 Sep 24 10.00 60.00 8.750% 3.06 13.06 34 13 70
2 Mar 25 2 Mar 25 10.00 50.00 8.750% 2.63 12.63 215 12
2 Sep 25 2 Sep 25 10.00 40.00 8.750% 2.19 12.19 399 11
2 Mar 26 2 Mar 26 10.00 30.00 8.750% 1.75 11.75 580 10
2 Sep 26 2 Sep 26 10.00 20.00 8.750% 1.31 11.31 764 9
2 Mar 27 2 Mar 27 10.00 10.00 8.750% 0.88 10.88 945 9
2 Sep 27 2 Sep 27 10.00 0.00 8.750% 0.44 10.44 1,129 8
82.25 0.09 0.00 0.7000
Dur PPV Days Accr. Ant y Prox Vto

-72.70
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
0.01 0.01 150 2 Sep 24 13.06
0.07 0.09 0 2 Mar 25 12.63
0.12 0.16 0 2 Sep 25 12.19
0.16 0.23 0 2 Mar 26 11.75
0.20 0.29 0 2 Sep 26 11.31
0.23 0.34 0 2 Mar 27 10.88
0.25 0.39 0 2 Sep 27 10.44
1.04 1.52 150 2 Sep 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 10/9/2021 6.000% T.Value 27.83

Fecha de emisión 10/6/2021 Curr Yield 6.08%

Convención días 360 Parity 98.80

Primer cupón 10/9/2021 Next Cshf 10 Aug 24

Valor Nominal 100.0000 Maturity 10 Aug 24

Monto adjudicado Días a Vto. 11

Dirty Price 27.500 T+1 T+1 T+0

Days 170 YTM -132.82% -132.82% -126.42%

Acrued Int 2.83

Clean Price 24.667 Días Desde Cupón 170

Días del Período 180
Duration 0.03 Cupon corrido 2.83
Mod. Dur. 0.09
Av. Life 0.03
VR 0.25

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -27.50 0 -28
10 Aug 21 10 Aug 21 100.00 0.00 -1,085 0
10 Feb 22 10 Feb 22 100.00 6.000% 3.00 0.00 -901 0
10 Aug 22 10 Aug 22 100.00 6.000% 3.00 0.00 -720 0
10 Feb 23 10 Feb 23 25.00 75.00 6.000% 3.00 0.00 -536 0
10 Aug 23 10 Aug 23 25.00 50.00 6.000% 2.25 0.00 -355 0
10 Feb 24 10 Feb 24 25.00 25.00 6.000% 1.50 0.00 -171 0
10 Aug 24 10 Aug 24 25.00 0.00 6.000% 0.75 25.75 11 28 25
25.75 -1.33 0.00 0.2500
Dur PPV Days Accr. Ant y Prox Vto

-27.50
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
0.01 0.03 171 10 Aug 24 25.75
0.01 0.03 171 10 Aug 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 30/10/2021 9.125% T.Value 102.28

Fecha de emisión 18/7/2019 Curr Yield 8.80%

Convención días 360 Parity 103.64

Primer cupón 30/10/2021 Next Cshf 30 Oct 24

Valor Nominal 100.0000 Maturity 30 Apr 27

Monto adjudicado Días a Vto. 1,004

Dirty Price 106.000 T+1 T+1 T+0

Days 90 YTM 6.80% 6.80% 6.79%

Acrued Int 2.28
Clean Price 103.719

Duration 1.62
Mod. Dur. 1.56
Av. Life 1.65
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -106.00 0 -106
30 Apr 21 30 Apr 21 0.00 100.00 0.00 -1,187 0
30 Apr 22 30 Apr 22 0.00 100.00 9.125% 9.13 0.00 -822 0
30 Oct 22 30 Oct 22 0.00 100.00 9.125% 4.56 0.00 -639 0
30 Apr 23 30 Apr 23 0.00 100.00 9.125% 4.56 0.00 -457 0
30 Oct 23 30 Oct 23 0.00 100.00 9.125% 4.56 0.00 -274 0
30 Apr 24 30 Apr 24 0.00 100.00 9.125% 4.56 0.00 -91 0
30 Oct 24 30 Oct 24 0.00 100.00 9.125% 4.56 4.56 92 4 100
30 Apr 25 30 Apr 25 20.00 80.00 9.125% 4.56 24.56 274 23
30 Oct 25 30 Oct 25 20.00 60.00 9.125% 3.65 23.65 457 22
30 Apr 26 30 Apr 26 20.00 40.00 9.125% 2.74 22.74 639 20
30 Oct 26 30 Oct 26 20.00 20.00 9.125% 1.83 21.83 822 19
30 Apr 27 30 Apr 27 20.00 0.00 9.125% 0.91 20.91 1,004 17
118.25 0.07 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-106.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
0.01 0.01 91 30 Oct 24 4.56
0.18 0.16 0 30 Apr 25 24.56
0.27 0.25 0 30 Oct 25 23.65
0.35 0.34 0 30 Apr 26 22.74
0.42 0.42 0 30 Oct 26 21.83
0.48 0.49 0 30 Apr 27 20.91
1.71 1.65 91 30 Oct 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 6/2/2021 8.500% T.Value 71.11

Fecha de emisión 6/8/2020 Curr Yield 8.75%

Convención días 360 Parity 97.32

Primer cupón 6/2/2021 Next Cshf 6 Aug 24

Valor Nominal 100.0000 Maturity 6 Aug 25

Monto adjudicado Días a Vto. 372

Dirty Price 69.200 T+1 T+1 T+0

Days 174 YTM 10.13% 10.13% 10.08%

Acrued Int 4.11
Clean Price 65.092

Duration 0.49
Mod. Dur. 0.47
Av. Life 0.52
VR 0.67

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -69.20 0 -69
6 Aug 20 6 Aug 20 0.00 100.00 0.00 -1,454 0
6 Feb 21 6 Feb 21 0.00 100.00 8.500% 4.25 0.00 -1,270 0
6 Aug 21 6 Aug 21 0.00 100.00 8.500% 4.25 0.00 -1,089 0
6 Feb 22 6 Feb 22 0.00 100.00 8.500% 4.25 0.00 -905 0
6 Aug 22 6 Aug 22 0.00 100.00 8.500% 4.25 0.00 -724 0
6 Feb 23 6 Feb 23 3.00 97.00 8.500% 4.25 0.00 -540 0
6 Aug 23 6 Aug 23 30.00 67.00 8.500% 4.12 0.00 -359 0
6 Feb 24 6 Feb 24 0.00 67.00 8.500% 2.85 0.00 -175 0
6 Aug 24 6 Aug 24 33.00 34.00 8.500% 2.85 35.85 7 36 67
6 Feb 25 6 Feb 25 0.00 34.00 8.500% 1.45 1.45 191 1
6 Aug 25 6 Aug 25 34.00 0.00 8.500% 1.45 35.45 372 32
72.74 0.10 0.00 0.6700
Dur PPV Days Accr. Ant y Prox Vto

-69.20
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
0.01 0.01 175 6 Aug 24 35.85
0.01 0.01 0 6 Feb 25 1.45
0.33 0.50 0 6 Aug 25 35.45
0.34 0.52 175 6 Aug 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 8/8/2022 6.000% T.Value 101.37

Fecha de emisión 16/6/2022 Curr Yield 6.05%

Convención días 360 Parity 99.13

Primer cupón 8/8/2022 Next Cshf 8 Aug 24

Valor Nominal 100.0000 Maturity 8 Aug 24

Monto adjudicado Días a Vto. 9

Dirty Price 100.480 T+1 T+1 T+0

Days 82 YTM 45.46% 45.46% 40.48%

Acrued Int 1.37

Clean Price 99.113 Días Desde Cupón 82

Días del Período 90
Duration 0.02 Cupon corrido 1.37
Mod. Dur. 0.02
Av. Life 0.02
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -100.48 0 -100
16 Jun 22 16 Jun 22 0.00 100.00 0.00 -775 0
8 Aug 22 8 Aug 22 0.00 100.00 6.000% 0.87 0.00 -722 0
8 Nov 22 8 Nov 22 0.00 100.00 6.000% 1.50 0.00 -630 0
8 Feb 23 8 Feb 23 0.00 100.00 6.000% 1.50 0.00 -538 0
8 May 23 8 May 23 0.00 100.00 6.000% 1.50 0.00 -449 0
8 Aug 23 8 Aug 23 0.00 100.00 6.000% 1.50 0.00 -357 0
8 Nov 23 8 Nov 23 0.00 100.00 6.000% 1.50 0.00 -265 0
8 Feb 24 8 Feb 24 0.00 100.00 6.000% 1.50 0.00 -173 0
8 May 24 8 May 24 0.00 100.00 6.000% 1.50 0.00 -83 0
8 Aug 24 8 Aug 24 100.00 0.00 6.000% 1.50 101.50 9 100 100
101.50 0.45 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-100.48
- - 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
0.02 0.02 83 8 Aug 24 101.50
0.02 0.02 83 8 Aug 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 3/1/2023 8.000% T.Value 101.63

Fecha de emisión 30/6/2022 Curr Yield 7.82%

Convención días 360 Parity 102.33

Primer cupón 3/1/2023 Next Cshf 3 Jan 25

Valor Nominal 100.0000 Maturity 3 Mar 26

Monto adjudicado Días a Vto. 581

Dirty Price 104.000 T+1 T+1 T+0

Days 27 YTM 5.74% 5.74% 5.72%

Acrued Int 1.63

Clean Price 102.367 Días Desde Cupón 147

Días del Período 180
Duration 1.52 Cupon corrido 3.27
Mod. Dur. 1.48
Av. Life 1.52
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -104.00 0 -104
30 Jun 22 30 Jun 22 0.00 100.00 0.00 -761 0
3 Jan 23 3 Jan 23 0.00 100.00 8.000% 4.07 0.00 -574 0
3 Jul 23 3 Jul 23 0.00 100.00 8.000% 4.00 0.00 -393 0
3 Jan 24 3 Jan 24 0.00 100.00 8.000% 4.00 0.00 -209 0
3 Jul 24 3 Jul 24 0.00 100.00 8.000% 4.00 0.00 -27 0
3 Jan 25 3 Jan 25 0.00 100.00 8.000% 4.00 4.00 157 4 100
3 Jul 25 3 Jul 25 0.00 100.00 8.000% 4.00 4.00 338 4
3 Jan 26 3 Jan 26 0.00 100.00 8.000% 4.00 4.00 522 4
3 Mar 26 3 Mar 26 100.00 0.00 8.000% 1.33 101.33 581 93
113.33 0.06 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-104.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
0.02 0.02 27 3 Jan 25 4.00
0.04 0.03 0 3 Jul 25 4.00
0.05 0.05 0 3 Jan 26 4.00
1.47 1.42 0 3 Mar 26 101.33
1.58 1.52 27 3 Jan 25
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 22/10/2022 8.750% T.Value 82.96

Fecha de emisión 22/6/2022 Curr Yield 6.50%

Convención días 360 Parity 134.40

Primer cupón 22/10/2022 Next Cshf 22 Dec 24

Valor Nominal 100.0000 Maturity 22 Jun 28

Monto adjudicado Días a Vto. 1,423

Dirty Price 111.500 T+1 T+1 T+0

Days 38 YTM -3.48% -3.48% -3.48%

Acrued Int 0.46

Clean Price 111.038 Días Desde Cupón 38

Días del Período 180
Duration 2.51 Cupon corrido 0.92
Mod. Dur. 2.55
Av. Life 2.46
VR 0.83

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -111.50 0 -112
22 Jun 22 22 Jun 22 0.00 100.00 0.00 -769 0
22 Dec 22 22 Dec 22 0.00 100.00 8.750% 4.38 0.00 -586 0
22 Jun 23 22 Jun 23 0.00 100.00 8.750% 4.38 0.00 -404 0
22 Dec 23 22 Dec 23 0.00 100.00 8.750% 4.38 0.00 -221 0
22 Jun 24 22 Jun 24 17.50 82.50 8.750% 4.38 0.00 -38 0
22 Dec 24 22 Dec 24 0.00 82.50 8.750% 3.61 3.61 145 4 83
22 Jun 25 22 Jun 25 17.50 65.00 8.750% 3.61 21.11 327 22
22 Dec 25 22 Dec 25 0.00 65.00 8.750% 2.84 2.84 510 3
22 Jun 26 22 Jun 26 17.50 47.50 8.750% 2.84 20.34 692 22
22 Dec 26 22 Dec 26 0.00 47.50 8.750% 2.08 2.08 875 2
22 Jun 27 22 Jun 27 17.50 30.00 8.750% 2.08 19.58 1,057 22
22 Dec 27 22 Dec 27 0.00 30.00 8.750% 1.31 1.31 1,240 1
22 Jun 28 22 Jun 28 30.00 0.00 8.750% 1.31 31.31 1,423 36
102.19 -0.03 0.00 0.8250
Dur PPV Days Accr. Ant y Prox Vto

-111.50
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
0.01 0.01 38 22 Dec 24 3.61
0.20 0.19 0 22 Jun 25 21.11
0.04 0.04 0 22 Dec 25 2.84
0.41 0.38 0 22 Jun 26 20.34
0.05 0.05 0 22 Dec 26 2.08
0.63 0.55 0 22 Jun 27 19.58
0.05 0.04 0 22 Dec 27 1.31
1.40 1.19 0 22 Jun 28 31.31
2.80 2.46 38 22 Dec 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 8/12/2022 9.500% T.Value 100.69

Fecha de emisión 8/8/2022 Curr Yield 9.10%

Convención días 360 Parity 104.38

Primer cupón 8/12/2022 Next Cshf 8 Dec 24

Valor Nominal 100.0000 Maturity 8 Dec 26

Monto adjudicado Días a Vto. 861

Dirty Price 105.100 T+1 T+1 T+0

Days 52 YTM 6.53% 6.53% 6.51%

Acrued Int 0.69

Clean Price 104.414 Días Desde Cupón 52

Días del Período 180
Duration 1.29 Cupon corrido 1.37
Mod. Dur. 1.25
Av. Life 1.33
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -105.10 0 -105
8 Aug 22 8 Aug 22 0.00 100.00 0.00 -722 0
8 Dec 22 8 Dec 22 0.00 100.00 9.500% 3.17 0.00 -600 0
8 Jun 23 8 Jun 23 0.00 100.00 9.500% 4.75 0.00 -418 0
8 Dec 23 8 Dec 23 0.00 100.00 9.500% 4.75 0.00 -235 0
8 Jun 24 8 Jun 24 0.00 100.00 9.500% 4.75 0.00 -52 0
8 Dec 24 8 Dec 24 33.00 67.00 9.500% 4.75 37.75 131 37 100
8 Jun 25 8 Jun 25 0.00 67.00 9.500% 3.18 3.18 313 3
8 Dec 25 8 Dec 25 33.00 34.00 9.500% 3.18 36.18 496 33
8 Jun 26 8 Jun 26 0.00 34.00 9.500% 1.62 1.62 678 1
8 Dec 26 8 Dec 26 34.00 0.00 9.500% 1.62 35.62 861 31
114.35 0.07 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-105.10
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
0.13 0.12 52 8 Dec 24 37.75
0.03 0.02 0 8 Jun 25 3.18
0.45 0.43 0 8 Dec 25 36.18
0.03 0.03 0 8 Jun 26 1.62
0.72 0.73 0 8 Dec 26 35.62
1.36 1.33 52 8 Dec 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 15/12/2022 5.500% T.Value 101.03

Fecha de emisión 15/6/2022 Curr Yield 5.72%

Convención días 360 Parity 96.25

Primer cupón 15/12/2022 Next Cshf 15 Dec 24

Valor Nominal 100.0000 Maturity 15 Mar 25

Monto adjudicado Días a Vto. 228

Dirty Price 97.240 T+1 T+1 T+0

Days 45 YTM 11.38% 11.38% 11.33%

Acrued Int 1.03

Clean Price 96.209 Días Desde Cupón 135

Días del Período 180
Duration 0.62 Cupon corrido 2.06
Mod. Dur. 0.58
Av. Life 0.62
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -97.24 0 -97
15 Jun 22 15 Jun 22 0.00 100.00 0.00 -776 0
15 Dec 22 15 Dec 22 0.00 100.00 5.500% 2.75 0.00 -593 0
15 Jun 23 15 Jun 23 0.00 100.00 5.500% 2.75 0.00 -411 0
15 Dec 23 15 Dec 23 0.00 100.00 5.500% 2.75 0.00 -228 0
15 Jun 24 15 Jun 24 0.00 100.00 5.500% 2.75 0.00 -45 0
15 Dec 24 15 Dec 24 0.00 100.00 5.500% 2.75 2.75 138 3 100
15 Mar 25 15 Mar 25 100.00 0.00 5.500% 1.38 101.38 228 95
104.13 0.11 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-97.24
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
0.01 0.01 45 15 Dec 24 2.75
0.59 0.61 0 15 Mar 25 101.38
0.60 0.62 45 15 Dec 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 12/9/2022 7.500% T.Value 100.00

Fecha de emisión 12/9/2022 Curr Yield 7.05%

Convención días 360 Parity 106.45

Primer cupón 12/9/2023 Next Cshf 12 Sep 23

Valor Nominal 100.0000 Maturity 12 Sep 24

Monto adjudicado Días a Vto. 44

Dirty Price 106.450 T+1 T+1 T+0

Days 318 YTM 4.03% 4.03% 4.03%

Acrued Int 0.00

Clean Price 106.450 Días Desde Cupón 0

Días del Período 360
Duration 0.12 Cupon corrido 0.00
Mod. Dur. 0.12
Av. Life 0.12
VR 1.00

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

T+0 T+1
12 Sep 22 12 Sep 22 100.00 -106.45 -687 -106
12 Sep 22 12 Sep 22 0.00 100.00 0.00 -687 0
12 Sep 23 12 Sep 23 0.00 100.00 7.500% 7.50 7.50 -322 0
12 Sep 24 12 Sep 24 100.00 0.00 7.500% 7.50 107.50 44 107 100
107.50 0.04 0.53 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-106.45
- - FALSO 0.00
- - FALSO 12 Sep 23 7.50
0.13 0.12 322 12 Sep 24 107.50
0.13 0.12 322 12 Sep 23
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 22/11/2022 9.750% T.Value 100.92

Fecha de emisión 22/9/2022 Curr Yield 9.49%

Convención días 360 Parity 102.75

Primer cupón 22/5/2023 Next Cshf 22 Nov 24

Valor Nominal 100.0000 Maturity 22 Nov 24

Monto adjudicado Días a Vto. 115

Dirty Price 103.700 T+1 T+1 T+0

Days 68 YTM 3.62% 3.62% 3.59%

Acrued Int 0.92

Clean Price 102.779 Días Desde Cupón 68

Días del Período 180
Duration 0.32 Cupon corrido 1.84
Mod. Dur. 0.31
Av. Life 0.32
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -103.70 0 -104
22 Sep 22 22 Sep 22 0.00 100.00 0.00 -677 0
22 Nov 22 22 Nov 22 0.00 100.00 9.750% 1.63 0.00 -616 0
22 May 23 22 May 23 0.00 100.00 9.750% 4.88 0.00 -435 0
22 Nov 23 22 Nov 23 0.00 100.00 9.750% 4.88 0.00 -251 0
22 May 24 22 May 24 0.00 100.00 9.750% 4.88 0.00 -69 0
22 Nov 24 22 Nov 24 100.00 0.00 9.750% 4.88 104.88 115 104 100
104.88 0.04 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-103.70
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
0.33 0.32 251 22 Nov 24 104.88
0.33 0.32 251 22 Nov 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 21/1/2023 7.250% T.Value 100.09

Fecha de emisión 21/7/2022 Curr Yield 6.91%

Convención días 360 Parity 104.90

Primer cupón 2/3/2022 Next Cshf 21 Jan 25

Valor Nominal 100.0000 Maturity 21 Jul 25

Monto adjudicado Días a Vto. 356

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

Days 9 YTM 2.22% 2.22% 2.22%

Acrued Int 0.09

Clean Price 104.909 Días Desde Cupón 9

Días del Período 180
Duration 0.96 Cupon corrido 0.18
Mod. Dur. 0.95
Av. Life 0.96
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -105.00 0 -105
21 Jul 22 21 Jul 22 0.00 100.00 0.00 -740 0
21 Jan 23 21 Jan 23 0.00 100.00 7.250% 3.62 0.00 -556 0
21 Jul 23 21 Jul 23 0.00 100.00 7.250% 3.62 0.00 -375 0
21 Jan 24 21 Jan 24 0.00 100.00 7.250% 3.62 0.00 -191 0
21 Jul 24 21 Jul 24 0.00 100.00 7.250% 3.62 0.00 -9 0
21 Jan 25 21 Jan 25 0.00 100.00 7.250% 3.62 3.62 175 4 100
21 Jul 25 21 Jul 25 100.00 0.00 7.250% 3.62 103.63 356 101
107.25 0.02 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-105.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
0.02 0.02 9 21 Jan 25 3.62
0.99 0.94 0 21 Jul 25 103.63
1.01 0.96 9 21 Jan 25
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 4/11/2021 8.500% T.Value 102.10
(devengamiento) 8.00%
4/11/2021 8.500% Curr Yield
Fecha de emisión 4/11/2021 Parity 106.12

Convención días 360 Next Cshf 1 Aug 24

Primer cupón 1/2/2022 Maturity 1 Aug 31

Valor Nominal 100.0000 Días a Vto. 2,558

Monto adjudicado
T+1 T+1 T+0

Dirty Price 108.350 YTM 6.81% 6.81% 6.81%

Days 89
Acrued Int 2.10
Clean Price 106.249

Duration 3.52
Mod. Dur. 3.46
Av. Life 3.75
VR 1.00

Fecha Pricipal v/r B+Cup./Cap-Floor Int. Cshf Dias NAV Par V.

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -108.35 -108
4 Nov 21 4 Nov 21 100.00 0.00 -999 0
1 Feb 22 1 Feb 22 100.00 8.500% 2.05 0.00 -910 0
1 May 22 1 May 22 100.00 8.500% 2.13 0.00 -821 0
1 Aug 22 1 Aug 22 100.00 8.500% 2.13 0.00 -729 0
1 Nov 22 1 Nov 22 100.00 8.500% 2.13 0.00 -637 0
1 Feb 23 1 Feb 23 100.00 8.500% 2.13 0.00 -545 0
1 May 23 1 May 23 100.00 8.500% 2.13 0.00 -456 0
1 Aug 23 1 Aug 23 100.00 8.500% 2.13 0.00 -364 0
1 Nov 23 1 Nov 23 100.00 8.500% 2.13 0.00 -272 0
1 Feb 24 1 Feb 24 100.00 8.500% 2.13 0.00 -180 0
1 May 24 1 May 24 100.00 8.500% 2.13 0.00 -90 0
1 Aug 24 1 Aug 24 100.00 8.500% 2.13 2.13 2 2 100
1 Nov 24 1 Nov 24 100.00 8.500% 2.13 2.13 94 2
1 Feb 25 1 Feb 25 100.00 8.500% 2.13 2.13 186 2
1 May 25 1 May 25 100.00 8.500% 2.13 2.13 275 2
1 Aug 25 1 Aug 25 100.00 8.500% 2.13 2.13 367 2
1 Nov 25 1 Nov 25 100.00 8.500% 2.13 2.13 459 2
1 Feb 26 1 Feb 26 4.35 95.65 8.500% 2.13 6.47 551 6
1 May 26 1 May 26 4.35 91.30 8.500% 2.03 6.38 640 6
1 Aug 26 1 Aug 26 4.35 86.96 8.500% 1.94 6.29 732 5
1 Nov 26 1 Nov 26 4.35 82.61 8.500% 1.85 6.20 824 5
1 Feb 27 1 Feb 27 4.35 78.26 8.500% 1.76 6.10 916 5
1 May 27 1 May 27 4.35 73.91 8.500% 1.66 6.01 1,005 5
1 Aug 27 1 Aug 27 4.35 69.57 8.500% 1.57 5.92 1,097 5
1 Nov 27 1 Nov 27 4.35 65.22 8.500% 1.48 5.83 1,189 5
1 Feb 28 1 Feb 28 4.35 60.87 8.500% 1.39 5.73 1,281 5
1 May 28 1 May 28 4.35 56.52 8.500% 1.29 5.64 1,371 4
1 Aug 28 1 Aug 28 4.35 52.17 8.500% 1.20 5.55 1,463 4
1 Nov 28 1 Nov 28 4.35 47.83 8.500% 1.11 5.46 1,555 4
1 Feb 29 1 Feb 29 4.35 43.48 8.500% 1.02 5.36 1,647 4
1 May 29 1 May 29 4.35 39.13 8.500% 0.92 5.27 1,736 4
1 Aug 29 1 Aug 29 4.35 34.78 8.500% 0.83 5.18 1,828 4
1 Nov 29 1 Nov 29 4.35 30.43 8.500% 0.74 5.09 1,920 4
1 Feb 30 1 Feb 30 4.35 26.09 8.500% 0.65 4.99 2,012 3
1 May 30 1 May 30 4.35 21.74 8.500% 0.55 4.90 2,101 3
1 Aug 30 1 Aug 30 4.35 17.39 8.500% 0.46 4.81 2,193 3
1 Nov 30 1 Nov 30 4.35 13.04 8.500% 0.37 4.72 2,285 3
1 Feb 31 1 Feb 31 4.35 8.70 8.500% 0.28 4.63 2,377 3
1 May 31 1 May 31 4.35 4.35 8.500% 0.18 4.53 2,466 3
1 Aug 31 1 Aug 31 4.35 0.00 8.500% 0.09 4.44 2,558 3
138.25 0.07 0.00 1.00
Dur PPV Days Accr. Ant y Prox Vto

-108.35
- - 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
0.00 0.00 90 1 Aug 24 2.13
0.01 0.00 0 1 Nov 24 2.13
0.01 0.01 0 1 Feb 25 2.13
0.02 0.01 0 1 May 25 2.13
0.02 0.02 0 1 Aug 25 2.13
0.02 0.02 0 1 Nov 25 2.13
0.09 0.07 0 1 Feb 26 6.47
0.10 0.08 0 1 May 26 6.38
0.11 0.09 0 1 Aug 26 6.29
0.12 0.10 0 1 Nov 26 6.20
0.13 0.11 0 1 Feb 27 6.10
0.14 0.12 0 1 May 27 6.01
0.15 0.13 0 1 Aug 27 5.92
0.15 0.14 0 1 Nov 27 5.83
0.16 0.15 0 1 Feb 28 5.73
0.16 0.15 0 1 May 28 5.64
0.17 0.16 0 1 Aug 28 5.55
0.17 0.17 0 1 Nov 28 5.46
0.18 0.18 0 1 Feb 29 5.36
0.18 0.18 0 1 May 29 5.27
0.19 0.19 0 1 Aug 29 5.18
0.19 0.19 0 1 Nov 29 5.09
0.19 0.20 0 1 Feb 30 4.99
0.19 0.20 0 1 May 30 4.90
0.19 0.21 0 1 Aug 30 4.81
0.19 0.21 0 1 Nov 30 4.72
0.19 0.22 0 1 Feb 31 4.63
0.19 0.22 0 1 May 31 4.53
0.19 0.23 0 1 Aug 31 4.44
3.82 3.75 90 1 Aug 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 30/11/2023 9.000% T.Value 100.54

Fecha de emisión 29/10/2022 Curr Yield 8.95%

Convención días 360 Parity 100.56

Primer cupón 12/2/2021 Next Cshf 4 Nov 24

Valor Nominal 100.0000 Maturity 4 Nov 24

Monto adjudicado Días a Vto. 97

Dirty Price 101.100 T+1 T+1 T+0

Days 74 YTM 11.69% 11.69% 11.57%

Acrued Int 0.54

Clean Price 100.563 Días Desde Cupón 86

Días del Período 360
Duration 0.27 Cupon corrido 0.54
Mod. Dur. 0.25
Av. Life 0.27
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -101.10 0 -101
29 Oct 22 29 Oct 22 0.00 100.00 0.00 -640 0
30 Nov 23 30 Nov 23 0.00 100.00 9.000% 9.78 0.00 -243 0
16 May 24 16 May 24 0.00 100.00 9.000% 4.15 0.00 -75 0
4 Nov 24 4 Nov 24 100.00 0.00 9.000% 4.20 104.20 97 101 100
104.20 0.12 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-101.10
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
0.27 0.27 75 4 Nov 24 104.20
0.27 0.27 75 4 Nov 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 7/5/2023 9.500% T.Value 101.10

Fecha de emisión 1/11/2022 Curr Yield 9.28%

Convención días 360 Parity 102.38

Primer cupón 10/5/2023 Next Cshf 7 Nov 24

Valor Nominal 100.0000 Maturity 7 Nov 24

Monto adjudicado Días a Vto. 100

Dirty Price 103.500 T+1 T+1 T+0

Days 83 YTM 4.43% 4.30% 4.26%

Acrued Int 1.10

Clean Price 102.405 Días Desde Cupón 83

Días del Período 180
Duration 0.27 Cupon corrido 2.19
Mod. Dur. 0.27
Av. Life 0.27
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -103.50 0 -104
10 Nov 22 7 Nov 22 0.00 100.00 0.00 -631 0
10 May 23 7 May 23 0.00 100.00 9.500% 4.75 0.00 -450 0
10 Nov 23 7 Nov 23 0.00 100.00 9.500% 4.75 0.00 -266 0
10 May 24 7 May 24 0.00 100.00 9.500% 4.75 0.00 -84 0
10 Nov 24 7 Nov 24 100.00 0.00 9.500% 4.75 104.75 100 104 100
104.75 0.04 0.00 1.0000
Bono Renta AmortizaciónR+A Moneda
0
Pampa EnergíaPTSTO 36.88 0 36.88 USD
Pampa EnergíaPTSTO 36.88 0 36.88 USD
Pampa EnergíaPTSTO 36.88 0 36.88 USD
Pampa EnergíaPTSTO 36.88 0 36.88 USD
Pampa EnergíaPTSTO 36.88 0 36.88 USD
Pampa EnergíaPTSTO 36.88 1000 1036.88 USD
Dur PPV Days Accr. Ant y Prox Vto

-103.50
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
0.28 0.27 84 7 Nov 24 104.75
0.28 0.27 84 7 Nov 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 9/4/2023 8.250% T.Value 102.54

Fecha de emisión 9/11/2022 Curr Yield 7.95%

Convención días 360 Parity 103.71

Primer cupón 9/4/2023 Next Cshf 9 Oct 24

Valor Nominal 100.0000 Maturity 9 Oct 27

Monto adjudicado Días a Vto. 1,166

Dirty Price 106.350 T+1 T+1 T+0

Days 111 YTM 5.80% 5.80% 5.79%

Acrued Int 2.54

Clean Price 103.806 Días Desde Cupón 111

Días del Período 180
Duration 1.57 Cupon corrido 2.54
Mod. Dur. 1.52
Av. Life 1.62
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -106.35 0 -106
6 Jul 16 9 Nov 22 0.00 100.00 0.00 -629 0
9 Apr 23 9 Apr 23 0.00 100.00 8.250% 3.44 0.00 -478 0
9 Oct 23 9 Oct 23 0.00 100.00 8.250% 4.13 0.00 -295 0
9 Apr 24 9 Apr 24 0.00 100.00 8.250% 4.13 0.00 -112 0
9 Oct 24 9 Oct 24 14.29 85.72 8.250% 4.13 18.41 71 18 100
9 Apr 25 9 Apr 25 14.29 71.43 8.250% 3.54 17.82 253 17
9 Oct 25 9 Oct 25 14.29 57.15 8.250% 2.95 17.23 436 16
9 Apr 26 9 Apr 26 14.29 42.86 8.250% 2.36 16.64 618 15
9 Oct 26 9 Oct 26 14.29 28.58 8.250% 1.77 16.05 801 14
9 Apr 27 9 Apr 27 14.29 14.29 8.250% 1.18 15.46 983 13
9 Oct 27 9 Oct 27 14.29 0.00 8.250% 0.59 14.88 1,166 12
116.50 0.06 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-106.35
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
0.04 0.03 112 9 Oct 24 18.41
0.12 0.11 0 9 Apr 25 17.82
0.19 0.18 0 9 Oct 25 17.23
0.26 0.24 0 9 Apr 26 16.64
0.31 0.30 0 9 Oct 26 16.05
0.36 0.36 0 9 Apr 27 15.46
0.40 0.41 0 9 Oct 27 14.88
1.67 1.62 112 9 Oct 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 10/5/2023 6.250% T.Value 100.69

Fecha de emisión 10/11/2022 Curr Yield 5.82%

Convención días 360 Parity 107.26

Primer cupón 10/5/2023 Next Cshf 10 Nov 24

Valor Nominal 100.0000 Maturity 10 Nov 25

Monto adjudicado Días a Vto. 468

Dirty Price 108.000 T+1 T+1 T+0

Days 80 YTM 1.02% 1.02% 1.02%

Acrued Int 0.69

Clean Price 107.306 Días Desde Cupón 80

Días del Período 180
Duration 1.24 Cupon corrido 1.39
Mod. Dur. 1.23
Av. Life 1.24
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -108.00 0 -108
10 Nov 22 10 Nov 22 0.00 100.00 0.00 -628 0
10 May 23 10 May 23 0.00 100.00 6.250% 3.13 0.00 -447 0
10 Nov 23 10 Nov 23 0.00 100.00 6.250% 3.13 0.00 -263 0
10 May 24 10 May 24 0.00 100.00 6.250% 3.13 0.00 -81 0
10 Nov 24 10 Nov 24 0.00 100.00 6.250% 3.13 3.13 103 3 100
10 May 25 10 May 25 0.00 100.00 6.250% 3.13 3.13 284 3
10 Nov 25 10 Nov 25 100.00 0.00 6.250% 3.13 103.13 468 102
109.38 0.01 0.00 1.0000
Bono Renta AmortizaciónR+A Moneda
0
Pampa EnergíaPTSTO 36.88 0 36.88 USD
Pampa EnergíaPTSTO 36.88 0 36.88 USD
Pampa EnergíaPTSTO 36.88 0 36.88 USD
Pampa EnergíaPTSTO 36.88 0 36.88 USD
Pampa EnergíaPTSTO 36.88 0 36.88 USD
Pampa EnergíaPTSTO 36.88 1000 1036.88 USD
Dur PPV Days Accr. Ant y Prox Vto

-108.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
0.01 0.01 81 10 Nov 24 3.13
0.02 0.02 0 10 May 25 3.13
1.31 1.21 0 10 Nov 25 103.13
1.34 1.24 81 10 Nov 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 20/1/2023 4.000% T.Value 100.11

Fecha de emisión 6/12/2022 Curr Yield 3.93%

Convención días 360 Parity 101.89

Primer cupón 20/1/2023 Next Cshf 20 Oct 24

Valor Nominal 100.0000 Maturity 20 Jan 25

Monto adjudicado Días a Vto. 174

Dirty Price 102.000 T+1 T+1 T+0

Days 10 YTM 0.00% 0.00% 0.00%

Acrued Int 0.11

Clean Price 101.889 Días Desde Cupón 10

Días del Período 90
Duration 0.47 Cupon corrido 0.11
Mod. Dur. 0.47
Av. Life 0.47
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -102.00 0 -102
6 Dec 22 6 Dec 22 0.00 100.00 0.00 -602 0
20 Jan 23 20 Jan 23 0.00 100.00 4.000% 0.49 0.00 -557 0
20 Apr 23 20 Apr 23 0.00 100.00 4.000% 1.00 0.00 -467 0
20 Jul 23 20 Jul 23 0.00 100.00 4.000% 1.00 0.00 -376 0
20 Oct 23 20 Oct 23 0.00 100.00 4.000% 1.00 0.00 -284 0
20 Jan 24 20 Jan 24 0.00 100.00 4.000% 1.00 0.00 -192 0
20 Apr 24 20 Apr 24 0.00 100.00 4.000% 1.00 0.00 -101 0
20 Jul 24 20 Jul 24 0.00 100.00 4.000% 1.00 0.00 -10 0
20 Oct 24 20 Oct 24 0.00 100.00 4.000% 1.00 1.00 82 1 100
20 Jan 25 20 Jan 25 100.00 0.00 4.000% 1.00 101.00 174 101
102.00 0.00 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-102.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
0.00 0.00 10 20 Oct 24 1.00
0.48 0.47 0 20 Jan 25 101.00
0.48 0.47 10 20 Oct 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 30/11/2023 7.500% T.Value 101.04

Fecha de emisión 12/1/2022 Curr Yield 7.17%

Convención días 360 Parity 104.61

Primer cupón 30/12/2023 Next Cshf 10 Jan 25

Valor Nominal 100.0000 Maturity 10 Jan 25

Monto adjudicado Días a Vto. 164

Dirty Price 105.700 T+1 T+1 T+0

Days 39 YTM -3.27% -3.27% -3.25%

Acrued Int 1.04

Clean Price 104.658 Días Desde Cupón 200

Días del Período 360
Duration 0.45 Cupon corrido 4.17
Mod. Dur. 0.46
Av. Life 0.45
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -105.70 0 -106
12 Jan 23 12 Jan 23 0.00 100.00 0.00 -565 0
30 Nov 23 30 Nov 23 0.00 100.00 7.500% 6.63 0.00 -243 0
21 Jun 24 21 Jun 24 0.00 100.00 7.500% 4.19 0.00 -39 0
10 Jan 25 10 Jan 25 100.00 0.00 7.500% 4.15 104.15 164 106 100
104.15 -0.03 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-105.70
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
0.47 0.45 39 10 Jan 25 104.15
0.47 0.45 39 10 Jan 25
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 25/3/2023 8.000% T.Value 101.39

Fecha de emisión 31/1/2023 Curr Yield 7.82%

Convención días 360 Parity 102.28

Primer cupón 18/3/2021 Next Cshf 31 Jul 24

Valor Nominal 100.0000 Maturity 25 Mar 25

Monto adjudicado Días a Vto. 238

Dirty Price 103.700 T+1 T+1 T+0

Days 180 YTM 8.51% 8.53% 8.49%

Acrued Int 1.39

Clean Price 102.311 Días Desde Cupón 125

Días del Período 180
Duration 0.62 Cupon corrido 2.78
Mod. Dur. 0.60
Av. Life 0.62
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -103.70 0 -104
31 Jan 23 31 Jan 23 0.00 100.00 0.00 -546 0
27 Jul 23 31 Jul 23 0.00 100.00 8.000% 4.00 0.00 -365 0
25 Jan 24 31 Jan 24 0.00 100.00 8.000% 4.00 0.00 -181 0
25 Jul 24 31 Jul 24 0.00 100.00 8.000% 4.00 4.00 1 4 100
27 Jan 25 31 Jan 25 0.00 100.00 8.000% 4.00 4.00 185 4
25 Mar 25 25 Mar 25 100.00 0.00 8.000% 1.22 101.22 238 96
109.22 0.09 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-103.70
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
0.00 0.00 181 31 Jul 24 4.00
0.02 0.02 0 31 Jan 25 4.00
0.63 0.60 0 25 Mar 25 101.22
0.64 0.62 181 31 Jul 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 25/3/2023 7.000% T.Value 100.05

Fecha de emisión 31/1/2023 Curr Yield 6.55%

Convención días 360 Parity 106.85

Primer cupón 18/3/2021 Next Cshf 31 Jul 24

Valor Nominal 100.0000 Maturity 25 Jul 25

Monto adjudicado Días a Vto. 360

Dirty Price 106.900 T+1 T+1 T+0

Days 180 YTM 3.46% 3.47% 3.46%

Acrued Int 0.05

Clean Price 106.851 Días Desde Cupón 5

Días del Período 180
Duration 0.94 Cupon corrido 0.10
Mod. Dur. 0.92
Av. Life 0.94
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -106.90 0 -107
31 Jan 23 31 Jan 23 0.00 100.00 0.00 -546 0
27 Jul 23 31 Jul 23 0.00 100.00 7.000% 3.50 0.00 -365 0
25 Jan 24 31 Jan 24 0.00 100.00 7.000% 3.50 0.00 -181 0
25 Jul 24 31 Jul 24 0.00 100.00 7.000% 3.50 3.50 1 3 100
27 Jan 25 31 Jan 25 0.00 100.00 7.000% 3.50 3.50 185 3
25 Jul 25 25 Jul 25 100.00 0.00 7.000% 3.40 103.40 360 100
110.40 0.03 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-106.90
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
0.00 0.00 181 31 Jul 24 3.50
0.02 0.02 0 31 Jan 25 3.50
0.99 0.92 0 25 Jul 25 103.40
1.00 0.94 181 31 Jul 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 1/6/2022 9.875% T.Value 74.81

Fecha de emisión 1/12/2021 Curr Yield 10.88%

Convención días 360 Parity 90.90

Primer cupón 1/6/2022 Next Cshf 1 Dec 24

Valor Nominal 100.0000 Maturity 1 Dec 27

Monto adjudicado Días a Vto. 1,219

Dirty Price 68.000 T+1 T+1 T+0

Days 59 YTM 16.15% 16.15% 16.13%

Acrued Int 0.81

Clean Price 67.191 Días Desde Cupón 59

Días del Período 180
Duration 1.67 Cupon corrido 1.62
Mod. Dur. 1.54
Av. Life 1.83
VR 0.74

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -68.00 0 -68
1 Dec 21 1 Dec 21 0.00 100.00 0.00 -972 0
1 Jun 22 1 Jun 22 2.00 98.00 9.875% 4.94 0.00 -790 0
1 Dec 22 1 Dec 22 3.50 94.50 9.875% 4.84 0.00 -607 0
1 Jun 23 1 Jun 23 3.50 91.00 9.875% 4.67 0.00 -425 0
1 Dec 23 1 Dec 23 7.00 84.00 9.875% 4.49 0.00 -242 0
1 Jun 24 1 Jun 24 10.00 74.00 9.875% 4.15 0.00 -59 0
1 Dec 24 1 Dec 24 10.00 64.00 9.875% 3.65 13.65 124 13 74
1 Jun 25 1 Jun 25 10.00 54.00 9.875% 3.16 13.16 306 12
1 Dec 25 1 Dec 25 10.00 44.00 9.875% 2.67 12.67 489 10
1 Jun 26 1 Jun 26 10.00 34.00 9.875% 2.17 12.17 671 9
1 Dec 26 1 Dec 26 10.00 24.00 9.875% 1.68 11.68 854 8
1 Jun 27 1 Jun 27 10.00 14.00 9.875% 1.19 11.19 1,036 7
1 Dec 27 1 Dec 27 14.00 0.00 9.875% 0.69 14.69 1,219 9
89.21 0.16 0.00 0.7400
Dur PPV Days Accr. Ant y Prox Vto

-68.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
0.04 0.05 59 1 Dec 24 13.65
0.10 0.12 0 1 Jun 25 13.16
0.14 0.19 0 1 Dec 25 12.67
0.17 0.25 0 1 Jun 26 12.17
0.19 0.31 0 1 Dec 26 11.68
0.20 0.36 0 1 Jun 27 11.19
0.29 0.55 0 1 Dec 27 14.69
1.13 1.83 59 1 Dec 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 27/7/2023 9.500% T.Value 100.04
Fecha de emisión 17/04/2023 Curr Yield 8.99%
Convención días 360 Parity 105.71
Primer cupón 27/7/2023 Next Cshf 27 Jan 25
Valor Nominal 100.0000 Maturity 27 Jul 25
Monto adjudicado Días a Vto. 362

Dirty Price 105.750 T+1 T+1 T+0

Days 3 YTM 3.62% 3.62% 3.61%
Acrued Int 0.04
Clean Price 105.710 Días Desde Cupón 3
Días del Período 180
Duration 0.97 Cupon corrido 0.08
Mod. Dur. 0.95
Av. Life 0.97
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -105.75 0 -106
17 Apr 23 17 Apr 23 0.00 100.00 0.00 -470 0
27 Jul 23 27 Jul 23 0.00 100.00 9.500% 2.64 0.00 -369 0
27 Jan 24 27 Jan 24 0.00 100.00 9.500% 4.75 0.00 -185 0
27 Jul 24 27 Jul 24 0.00 100.00 9.500% 4.75 0.00 -3 0
27 Jan 25 27 Jan 25 0.00 100.00 9.500% 4.75 4.75 181 5 100
27 Jul 25 27 Jul 25 100.00 0.00 9.500% 4.75 104.75 362 101
109.50 0.04 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-105.75
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
0.02 0.02 3 27 Jan 25 4.75
1.00 0.95 0 27 Jul 25 104.75
1.03 0.97 3 27 Jan 25
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 11/4/2023 4.990% T.Value 101.19

Fecha de emisión 5/4/2023 Curr Yield 4.95%

Convención días 360 Parity 100.80

Primer cupón 11/4/2023 Next Cshf 4 Nov 24

Valor Nominal 100.0000 Maturity 4 Nov 25

Monto adjudicado Días a Vto. 462

Dirty Price 102.000 T+1 T+1 T+0

Days 86 YTM 4.30% 4.30% 4.29%

Acrued Int 1.19

Clean Price 100.808 Días Desde Cupón 86

Días del Período 180
Duration 1.23 Cupon corrido 1.19
Mod. Dur. 1.20
Av. Life 1.23
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -102.00 0 -102
4 May 23 4 May 23 0.00 100.00 4.990% 0.00 -453 0
4 Nov 23 4 Nov 23 0.00 100.00 4.990% 2.50 0.00 -269 0
4 May 24 4 May 24 0.00 100.00 4.990% 2.50 0.00 -87 0
4 Nov 24 4 Nov 24 0.00 100.00 4.990% 2.50 2.50 97 2 100
4 May 25 4 May 25 0.00 100.00 4.990% 2.50 2.50 278 2
4 Nov 25 4 Nov 25 100.00 0.00 4.990% 2.50 102.50 462 97
107.49 0.04 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-102.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
0.01 0.01 87 4 Nov 24 2.50
0.02 0.02 0 4 May 25 2.50
1.23 1.21 0 4 Nov 25 102.50
1.25 1.23 87 4 Nov 24
 Settlement (t+1 o cambiar) 30-Jul-24
17/8/2021 4.50% T.Value 100.00
Cupón 25/1/2023 7.50% Curr Yield 0.00%
(devengamient
o) 25/7/2024 10.50% Parity 27.30

Next Cshf 25 Jan 25

Fecha de emisión 17/8/2021 Maturity 25 Jul 27

Convención días 360 Días a Vto. 1,090

Primer cupón 25/1/2022

Valor Nominal 100.0000 T+1 T+1 T+0

Monto adjudicado YTM 74.19% 46.06% 46.02%

Dirty Price 27.300

Days 5
Acrued Int 0.00
Clean Price 27.300

Duration 2.240610541374
Mod. Dur. 1.63
Av. Life 2.69
VR 1.00

Fecha Pricipal v/r B+Cup./Cap-Floor Int. Cshf Dias NAV Par V. Dur
T+0 T+1
10-May-23 30-Jul-24 100.00 -27.30 -27
17 Aug 21 17 Aug 21 0.00 100.00 0.00 -1,078 0 -
25 Jan 22 25 Jan 22 0.00 100.00 4.500% 1.98 0.00 -917 0 -
25 Jul 22 25 Jul 22 0.00 100.00 4.500% 2.25 0.00 -736 0 -
25 Jan 23 25 Jan 23 0.00 100.00 7.500% 3.75 0.00 -552 0 -
25 Jul 23 25 Jul 23 0.00 100.00 7.500% 3.75 0.00 -371 0 -
25 Jan 24 25 Jan 24 0.00 100.00 7.500% 3.75 0.00 -187 0 -
25 Jul 24 25 Jul 24 0.00 100.00 10.500% 5.25 0.00 -5 0 -
25 Jan 25 25 Jan 25 0.00 100.00 10.500% 5.25 5.25 179 4 100 0.02
25 Jul 25 25 Jul 25 0.00 100.00 10.500% 5.25 5.25 360 3 0.03
25 Jan 26 25 Jan 26 0.00 100.00 10.500% 5.25 5.25 544 2 0.03
25 Jul 26 25 Jul 26 0.00 100.00 10.500% 5.25 5.25 725 1 0.03
25 Jan 27 25 Jan 27 0.00 100.00 10.500% 5.25 5.25 909 1 0.03
25 Jul 27 25 Jul 27 100.00 0.00 10.500% 5.25 105.25 1,090 16 0.48

131.50 0.74 0.00 1.00 0.61

PPV Days Accr. Ant y Prox Vto

-27.30
- FALSO 0.00
- FALSO 0.00
- FALSO 0.00
- FALSO 0.00
- FALSO 0.00
- FALSO 0.00
- FALSO 0.00
 0.02 5 25 Jan 25 5.25
0.04 0 25 Jul 25 5.25
0.06 0 25 Jan 26 5.25
0.08 0 25 Jul 26 5.25
0.10 0 25 Jan 27 5.25
2.39 0 25 Jul 27 105.25

2.69 5 25 Jan 25
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 22/11/2023 3.500% T.Value 100.33

Fecha de emisión 22/5/2023 Curr Yield 3.55%

Convención días 360 Parity 98.67

Primer cupón 22/11/2023 Next Cshf 22 Nov 24

Valor Nominal 100.0000 Maturity 22 Nov 25

Monto adjudicado Días a Vto. 480

Dirty Price 99.000 T+1 T+1 T+0

Days 68 YTM 4.80% 4.80% 4.79%

Acrued Int 0.33

Clean Price 98.669 Días Desde Cupón 68

Días del Período 180
Duration 1.29 Cupon corrido 0.66
Mod. Dur. 1.26
Av. Life 1.29
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -99.00 0 -99
22 May 23 22 May 23 0.00 100.00 0.00 -435 0
22 Nov 23 22 Nov 23 0.00 100.00 3.500% 1.75 0.00 -251 0
22 May 24 22 May 24 0.00 100.00 3.500% 1.75 0.00 -69 0
22 Nov 24 22 Nov 24 0.00 100.00 3.500% 1.75 1.75 115 2 100
22 May 25 22 May 25 0.00 100.00 3.500% 1.75 1.75 296 2
22 Nov 25 22 Nov 25 100.00 0.00 3.500% 1.75 101.75 480 96
105.25 0.05 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-99.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
0.01 0.01 69 22 Nov 24 1.75
0.01 0.01 0 22 May 25 1.75
1.26 1.27 0 22 Nov 25 101.75
1.28 1.29 69 22 Nov 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 5/9/2023 4.500% T.Value 100.13
Fecha de emisión 5/6/2023 Curr Yield 4.51%
Convención días 360 Parity 99.88
Primer cupón 5/9/2023 Next Cshf 5 Sep 24
Valor Nominal 100.0000 Maturity 20 Jul 25
Monto adjudicado Días a Vto. 355

Dirty Price 100.000 T+1 T+1 T+0

Days 55 YTM 5.25% 5.25% 5.24%
Acrued Int 0.13
Clean Price 99.875 Días Desde Cupón 10
Días del Período 90
Duration 0.95 Cupon corrido 0.13
Mod. Dur. 0.93
Av. Life 0.95
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -100.00 0 -100
5 Jun 23 5 Jun 23 0.00 100.00 0.00 -421 0
5 Sep 23 5 Sep 23 0.00 100.00 4.500% 1.13 0.00 -329 0
5 Dec 23 5 Dec 23 0.00 100.00 4.500% 1.13 0.00 -238 0
5 Mar 24 5 Mar 24 0.00 100.00 4.500% 1.13 0.00 -147 0
5 Jun 24 5 Jun 24 0.00 100.00 4.500% 1.13 0.00 -55 0
5 Sep 24 5 Sep 24 0.00 100.00 4.500% 1.13 1.13 37 1 100
5 Dec 24 5 Dec 24 0.00 100.00 4.500% 1.13 1.13 128 1
5 Mar 25 5 Mar 25 0.00 100.00 4.500% 1.13 1.13 218 1
20 Jul 25 20 Jul 25 100.00 0.00 4.500% 1.69 101.69 355 97
105.06 0.05 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-100.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
0.00 0.00 55 5 Sep 24 1.13
0.00 0.00 0 5 Dec 24 1.13
0.01 0.01 0 5 Mar 25 1.13
0.94 0.94 0 20 Jul 25 101.69
0.95 0.95 55 5 Sep 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 7/3/2024 5.000% T.Value 100.37
Fecha de emisión 7/6/2023 Curr Yield 5.12%
Convención días 360 Parity 97.64
Primer cupón 7/3/2024 Next Cshf 7 Dec 24
Valor Nominal 100.0000 Maturity 7 Dec 25
Monto adjudicado Días a Vto. 495

Dirty Price 98.000 T+1 T+1 T+0

Days 53 YTM 7.13% 7.13% 7.12%
Acrued Int 0.37
Clean Price 97.632 Días Desde Cupón 53
Días del Período 180
Duration 1.32 Cupon corrido 0.74
Mod. Dur. 1.27
Av. Life 1.32
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -98.00 0 -98
7 Jun 23 7 Jun 23 0.00 100.00 0.00 -419 0
7 Mar 24 7 Mar 24 0.00 100.00 5.000% 3.75 0.00 -145 0
7 Jun 24 7 Jun 24 0.00 100.00 5.000% 1.25 0.00 -53 0
7 Dec 24 7 Dec 24 0.00 100.00 5.000% 2.50 2.50 130 2 100
7 Jun 25 7 Jun 25 0.00 100.00 5.000% 2.50 2.50 312 2
7 Dec 25 7 Dec 25 100.00 0.00 5.000% 2.50 102.50 495 93
107.50 0.07 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-98.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
0.01 0.01 53 7 Dec 24 2.50
0.02 0.02 0 7 Jun 25 2.50
1.26 1.29 0 7 Dec 25 102.50
1.29 1.32 53 7 Dec 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 13/12/2023 5.000% T.Value 101.16

Fecha de emisión 13/6/2023 Curr Yield 5.16%

Convención días 360 Parity 96.88

Primer cupón 13/12/2023 Next Cshf 13 Dec 24

Valor Nominal 100.0000 Maturity 13 Feb 26

Monto adjudicado Días a Vto. 563

Dirty Price 98.000 T+1 T+1 T+0

Days 47 YTM 6.82% 6.83% 6.82%

Acrued Int 1.16

Clean Price 96.840 Días Desde Cupón 167

Días del Período 180
Duration 1.49 Cupon corrido 2.32
Mod. Dur. 1.44
Av. Life 1.50
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -98.00 0 -98
12 Jun 23 13 Jun 23 0.00 100.00 0.00 -413 0
12 Dec 23 13 Dec 23 0.00 100.00 5.000% 2.50 0.00 -230 0
12 Jun 24 13 Jun 24 0.00 100.00 5.000% 2.50 0.00 -47 0
12 Dec 24 13 Dec 24 0.00 100.00 5.000% 2.50 2.50 136 2 100
12 Jun 25 13 Jun 25 0.00 100.00 5.000% 2.50 2.50 318 2
12 Dec 25 13 Dec 25 0.00 100.00 5.000% 2.50 2.50 501 2
12 Feb 26 13 Feb 26 100.00 0.00 5.000% 0.83 100.83 563 91
108.33 0.07 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-98.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
0.01 0.01 47 13 Dec 24 2.50
0.02 0.02 0 13 Jun 25 2.50
0.03 0.03 0 13 Dec 25 2.50
1.40 1.44 0 13 Feb 26 100.83
1.46 1.50 47 13 Dec 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 9/9/2023 6.000% T.Value 100.85

Fecha de emisión 6/9/2023 Curr Yield 6.14%

Convención días 360 Parity 97.67

Primer cupón 9/9/2023 Next Cshf 9 Sep 24

Valor Nominal 100.0000 Maturity 9 Dec 25

Monto adjudicado Días a Vto. 497

Dirty Price 98.500 T+1 T+1 T+0

Days 51 YTM 7.89% 7.89% 7.88%

Acrued Int 0.85

Clean Price 97.650 Días Desde Cupón 51

Días del Período 90
Duration 1.31 Cupon corrido 0.85
Mod. Dur. 1.26
Av. Life 1.31
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -98.50 0 -99
9 Jun 23 9 Jun 23 0.00 100.00 0.00 -417 0
9 Sep 23 9 Sep 23 0.00 100.00 6.000% 1.50 0.00 -325 0
9 Dec 23 9 Dec 23 0.00 100.00 6.000% 1.50 0.00 -234 0
9 Mar 24 9 Mar 24 0.00 100.00 6.000% 1.50 0.00 -143 0
9 Jun 24 9 Jun 24 0.00 100.00 6.000% 1.50 0.00 -51 0
9 Sep 24 9 Sep 24 0.00 100.00 6.000% 1.50 1.50 41 1 100
9 Dec 24 9 Dec 24 0.00 100.00 6.000% 1.50 1.50 132 1
9 Mar 25 9 Mar 25 0.00 100.00 6.000% 1.50 1.50 222 1
9 Jun 25 9 Jun 25 0.00 100.00 6.000% 1.50 1.50 314 1
9 Sep 25 9 Sep 25 0.00 100.00 6.000% 1.50 1.50 406 1
9 Dec 25 9 Dec 25 100.00 0.00 6.000% 1.50 101.50 497 91
109.00 0.08 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-98.50
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
0.00 0.00 51 9 Sep 24 1.50
0.01 0.00 0 9 Dec 24 1.50
0.01 0.01 0 9 Mar 25 1.50
0.01 0.01 0 9 Jun 25 1.50
0.02 0.02 0 9 Sep 25 1.50
1.24 1.27 0 9 Dec 25 101.50
1.29 1.31 51 9 Sep 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 21/12/2023 6.500% T.Value 100.35

Fecha de emisión 21/06/2023 Curr Yield 6.27%

Convención días 360 Parity 103.64

Primer cupón 21/12/2023 Next Cshf 21 Dec 24

Valor Nominal 100.0000 Maturity 21 Dec 25

Monto adjudicado Días a Vto. 509

Dirty Price 104.000 T+1 T+1 T+0

Days 39 YTM 4.03% 4.03% 4.02%

Acrued Int 0.35

Clean Price 103.648 Días Desde Cupón 39

Días del Período 180
Duration 1.35 Cupon corrido 0.70
Mod. Dur. 1.32
Av. Life 1.35
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -104.00 0 -104
21 Jun 23 21 Jun 23 0.00 100.00 0.00 -405 0
21 Dec 23 21 Dec 23 0.00 100.00 6.500% 3.25 0.00 -222 0
21 Jun 24 21 Jun 24 0.00 100.00 6.500% 3.25 0.00 -39 0
21 Dec 24 21 Dec 24 0.00 100.00 6.500% 3.25 3.25 144 3 100
21 Jun 25 21 Jun 25 0.00 100.00 6.500% 3.25 3.25 326 3
21 Dec 25 21 Dec 25 100.00 0.00 6.500% 3.25 103.25 509 98
109.75 0.04 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-104.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
0.01 0.01 39 21 Dec 24 3.25
0.03 0.03 0 21 Jun 25 3.25
1.36 1.31 0 21 Dec 25 103.25
1.40 1.35 39 21 Dec 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 14/1/2024 8.000% T.Value 100.18

Fecha de emisión 14/07/2023 Curr Yield 7.57%

Convención días 360 Parity 105.61

Primer cupón 14/1/2024 Next Cshf 14 Jan 25

Valor Nominal 100.0000 Maturity 14 Jul 25

Monto adjudicado Días a Vto. 349

Dirty Price 105.800 T+1 T+1 T+0

Days 16 YTM 2.21% 2.21% 2.20%

Acrued Int 0.18

Clean Price 105.622 Días Desde Cupón 16

Días del Período 180
Duration 0.94 Cupon corrido 0.36
Mod. Dur. 0.93
Av. Life 0.94
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -105.80 0 -106
14 Jul 23 14 Jul 23 0.00 100.00 0.00 -382 0
14 Jan 24 14 Jan 24 0.00 100.00 8.000% 4.00 0.00 -198 0
14 Jul 24 14 Jul 24 0.00 100.00 8.000% 4.00 0.00 -16 0
14 Jan 25 14 Jan 25 0.00 100.00 8.000% 4.00 4.00 168 4 100
14 Jul 25 14 Jul 25 100.00 0.00 8.000% 4.00 104.00 349 102
108.00 0.02 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-105.80
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
0.02 0.02 16 14 Jan 25 4.00
0.97 0.92 0 14 Jul 25 104.00
0.99 0.94 16 14 Jan 25
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 17/7/2024 6.500% T.Value 100.06

Fecha de emisión 17/7/2023 Curr Yield 6.38%

Convención días 360 Parity 101.94

Primer cupón 17/7/2024 Next Cshf 17 Jul 25

Valor Nominal 100.0000 Maturity 17 Jul 26

Monto adjudicado Días a Vto. 717

Dirty Price 102.000 T+1 T+1 T+0

Days 13 YTM 5.45% 5.65% 5.63%

Acrued Int 0.06

Clean Price 101.941 Días Desde Cupón 13

Días del Período 360
Duration 1.90 Cupon corrido 0.23
Mod. Dur. 1.85
Av. Life 1.91
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -102.00 0 -102
17 Jul 23 17 Jul 23 0.00 100.00 0.00 -379 0
17 Jul 24 17 Jul 24 0.00 100.00 6.500% 6.50 0.00 -13 0
17 Jul 24 17 Jul 25 0.00 100.00 6.500% 6.50 6.50 352 6 100
16 Jul 26 17 Jul 26 100.00 0.00 6.500% 6.50 106.50 717 96
113.00 0.05 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-102.00
- - FALSO 0.00
- - FALSO 0.00
0.06 0.06 13 17 Jul 25 6.50
1.88 1.85 0 17 Jul 26 106.50
1.94 1.91 13 17 Jul 25
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 14/7/2024 5.500% T.Value 100.24

Fecha de emisión 14/7/2023 Curr Yield 5.23%

Convención días 360 Parity 105.24

Primer cupón 14/7/2024 Next Cshf 14 Oct 24

Valor Nominal 100.0000 Maturity 14 Jul 25

Monto adjudicado Días a Vto. 349

Dirty Price 105.500 T+1 T+1 T+0

Days 16 YTM 0.00% 0.00% 0.00%

Acrued Int 0.24

Clean Price 105.256 Días Desde Cupón 16

Días del Período 90
Duration 0.94 Cupon corrido 0.24
Mod. Dur. 0.94
Av. Life 0.94
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -105.50 0 -106
14 Jul 23 14 Jul 23 0.00 100.00 0.00 -382 0
14 Jul 24 14 Jul 24 0.00 100.00 5.500% 5.50 0.00 -16 0
14 Oct 24 14 Oct 24 0.00 100.00 5.500% 1.38 1.38 76 1 100
14 Jan 25 14 Jan 25 0.00 100.00 5.500% 1.38 1.38 168 1
14 Apr 25 14 Apr 25 0.00 100.00 5.500% 1.38 1.38 258 1
14 Jul 25 14 Jul 25 100.00 0.00 5.500% 1.38 101.38 349 101
105.50 0.00 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-105.50
- - FALSO 0.00
- - FALSO 0.00
0.00 0.00 16 14 Oct 24 1.38
0.01 0.01 0 14 Jan 25 1.38
0.01 0.01 0 14 Apr 25 1.38
0.97 0.92 0 14 Jul 25 101.38
0.99 0.94 16 14 Oct 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 21/1/2024 9.500% T.Value 100.12

Fecha de emisión 21/7/2023 Curr Yield 9.15%

Convención días 360 Parity 103.88

Primer cupón 21/1/2024 Next Cshf 21 Jan 25

Valor Nominal 100.0000 Maturity 21 Jan 26

Monto adjudicado Días a Vto. 540

Dirty Price 104.000 T+1 T+1 T+0

Days 9 YTM 6.75% 6.75% 6.74%

Acrued Int 0.12

Clean Price 103.881 Días Desde Cupón 9

Días del Período 180
Duration 1.41 Cupon corrido 0.24
Mod. Dur. 1.37
Av. Life 1.42
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -104.00 0 -104
21 Jul 23 21 Jul 23 0.00 100.00 0.00 -375 0
21 Jan 24 21 Jan 24 0.00 100.00 9.500% 4.75 0.00 -191 0
21 Jul 24 21 Jul 24 0.00 100.00 9.500% 4.75 0.00 -9 0
21 Jan 25 21 Jan 25 0.00 100.00 9.500% 4.75 4.75 175 5 100
21 Jul 25 21 Jul 25 0.00 100.00 9.500% 4.75 4.75 356 4
21 Jan 26 21 Jan 26 100.00 0.00 9.500% 4.75 104.75 540 95
114.25 0.07 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-104.00
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
0.02 0.02 9 21 Jan 25 4.75
0.04 0.04 0 21 Jul 25 4.75
1.40 1.36 0 21 Jan 26 104.75
1.47 1.42 9 21 Jan 25
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 25/2/2024 9.250% T.Value 101.99

Fecha de emisión 25/8/2023 Curr Yield 8.73%

Convención días 360 Parity 105.89

Primer cupón 25/2/2024 Next Cshf 25 Aug 24

Valor Nominal 100.0000 Maturity 25 Aug 28

Monto adjudicado Días a Vto. 1,487

Dirty Price 108.000 T+1 T+1 T+0

Days 155 YTM 7.28% 7.28% 7.27%

Acrued Int 1.99

Clean Price 106.009 Días Desde Cupón 155

Días del Período 180
Duration 2.04 Cupon corrido 3.98
Mod. Dur. 1.97
Av. Life 2.14
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -108.00 0 -108
25 Aug 23 25 Aug 23 0.00 100.00 0.00 -340 0
25 Feb 24 25 Feb 24 0.00 100.00 9.250% 4.63 0.00 -156 0
25 Aug 24 25 Aug 24 0.00 100.00 9.250% 4.63 4.63 26 5 100
25 Feb 25 25 Feb 25 12.50 87.50 9.250% 4.63 17.13 210 16
25 Aug 25 25 Aug 25 12.50 75.00 9.250% 4.05 16.55 391 15
25 Feb 26 25 Feb 26 12.50 62.50 9.250% 3.47 15.97 575 14
25 Aug 26 25 Aug 26 12.50 50.00 9.250% 2.89 15.39 756 13
25 Feb 27 25 Feb 27 12.50 37.50 9.250% 2.31 14.81 940 12
25 Aug 27 25 Aug 27 12.50 25.00 9.250% 1.73 14.23 1,121 11
25 Feb 28 25 Feb 28 12.50 12.50 9.250% 1.16 13.66 1,305 11
25 Aug 28 25 Aug 28 12.50 0.00 9.250% 0.58 13.08 1,487 10
125.44 0.07 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-108.00
- - FALSO 0.00
- - FALSO 0.00
0.00 0.00 156 25 Aug 24 4.63
0.09 0.08 0 25 Feb 25 17.13
0.16 0.14 0 25 Aug 25 16.55
0.22 0.20 0 25 Feb 26 15.97
0.27 0.25 0 25 Aug 26 15.39
0.32 0.30 0 25 Feb 27 14.81
0.35 0.35 0 25 Aug 27 14.23
0.38 0.39 0 25 Feb 28 13.66
0.40 0.42 0 25 Aug 28 13.08
2.21 2.14 156 25 Aug 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 7/3/2024 10.000% T.Value 101.99

Fecha de emisión 7/9/2023 Curr Yield 9.43%

Convención días 360 Parity 105.90

Primer cupón 1/3/2024 Next Cshf 7 Sep 24

Valor Nominal 100.0000 Maturity 7 Mar 26

Monto adjudicado Días a Vto. 585

Dirty Price 108.000 T+1 T+1 T+0

Days 143 YTM 7.28% 7.28% 7.27%

Acrued Int 1.99

Clean Price 106.014 Días Desde Cupón 143

Días del Período 180
Duration 1.47 Cupon corrido 3.97
Mod. Dur. 1.42
Av. Life 1.48
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -108.00 0 -108
7 Sep 23 7 Sep 23 0.00 100.00 0.00 -327 0
7 Mar 24 7 Mar 24 0.00 100.00 10.000% 5.00 0.00 -145 0
7 Sep 24 7 Sep 24 0.00 100.00 10.000% 5.00 5.00 39 5 100
7 Mar 25 7 Mar 25 0.00 100.00 10.000% 5.00 5.00 220 5
7 Sep 25 7 Sep 25 0.00 100.00 10.000% 5.00 5.00 404 5
7 Mar 26 7 Mar 26 100.00 0.00 10.000% 5.00 105.00 585 94
120.00 0.07 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-108.00
- - FALSO 0.00
- - FALSO 0.00
0.01 0.00 145 7 Sep 24 5.00
0.03 0.03 0 7 Mar 25 5.00
0.05 0.05 0 7 Sep 25 5.00
1.50 1.40 0 7 Mar 26 105.00
1.59 1.48 145 7 Sep 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 8/3/2024 5.000% T.Value 100.99

Fecha de emisión 8/9/2023 Curr Yield 5.00%

Convención días 360 Parity 100.01

Primer cupón 8/3/2024 Next Cshf 8 Sep 24

Valor Nominal 100.0000 Maturity 8 Sep 25

Monto adjudicado Días a Vto. 405

Dirty Price 101.000 T+1 T+1 T+0

Days 142 YTM 5.89% 5.89% 5.88%

Acrued Int 0.99

Clean Price 100.014 Días Desde Cupón 142

Días del Período 180
Duration 1.07 Cupon corrido 1.97
Mod. Dur. 1.04
Av. Life 1.07
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -101.00 0 -101
8 Sep 23 8 Sep 23 0.00 100.00 0.00 -326 0
8 Mar 24 8 Mar 24 0.00 100.00 5.000% 2.50 0.00 -144 0
8 Sep 24 8 Sep 24 0.00 100.00 5.000% 2.50 2.50 40 2 100
8 Mar 25 8 Mar 25 0.00 100.00 5.000% 2.50 2.50 221 2
8 Sep 25 8 Sep 25 100.00 0.00 5.000% 2.50 102.50 405 96
107.50 0.06 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-101.00
- - FALSO 0.00
- - FALSO 0.00
0.00 0.00 144 8 Sep 24 2.50
0.01 0.01 0 8 Mar 25 2.50
1.07 1.06 0 8 Sep 25 102.50
1.08 1.07 144 8 Sep 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 11/3/2024 7.490% T.Value 101.45

Fecha de emisión 11/9/2023 Curr Yield 7.45%

Convención días 360 Parity 100.55

Primer cupón 11/3/2024 Next Cshf 11 Sep 24

Valor Nominal 100.0000 Maturity 11 Mar 26

Monto adjudicado Días a Vto. 589

Dirty Price 102.000 T+1 T+1 T+0

Days 139 YTM 8.08% 8.08% 8.07%

Acrued Int 1.45

Clean Price 100.554 Días Desde Cupón 139

Días del Período 180
Duration 1.51 Cupon corrido 2.89
Mod. Dur. 1.45
Av. Life 1.52
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -102.00 0 -102
11 Sep 23 11 Sep 23 0.00 100.00 0.00 -323 0
11 Mar 24 11 Mar 24 0.00 100.00 7.490% 3.74 0.00 -141 0
11 Sep 24 11 Sep 24 0.00 100.00 7.490% 3.74 3.74 43 4 100
11 Mar 25 11 Mar 25 0.00 100.00 7.490% 3.74 3.74 224 4
11 Sep 25 11 Sep 25 0.00 100.00 7.490% 3.74 3.74 408 3
11 Mar 26 11 Mar 26 100.00 0.00 7.490% 3.74 103.75 589 91
114.98 0.08 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-102.00
- - FALSO 0.00
- - FALSO 0.00
0.00 0.00 141 11 Sep 24 3.74
0.02 0.02 0 11 Mar 25 3.74
0.04 0.04 0 11 Sep 25 3.74
1.47 1.46 0 11 Mar 26 103.75
1.54 1.52 141 11 Sep 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 14/3/2024 7.000% T.Value 101.32

Fecha de emisión 14/9/2023 Curr Yield 6.99%

Convención días 360 Parity 100.13

Primer cupón 14/3/2024 Next Cshf 14 Sep 24

Valor Nominal 100.0000 Maturity 14 Mar 26

Monto adjudicado Días a Vto. 592

Dirty Price 101.450 T+1 T+1 T+0

Days 136 YTM 7.79% 7.79% 7.78%

Acrued Int 1.32

Clean Price 100.128 Días Desde Cupón 136

Días del Período 180
Duration 1.52 Cupon corrido 2.64
Mod. Dur. 1.47
Av. Life 1.53
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -101.45 0 -101
14 Sep 23 14 Sep 23 0.00 100.00 0.00 -320 0
14 Mar 24 14 Mar 24 0.00 100.00 7.000% 3.50 0.00 -138 0
14 Sep 24 14 Sep 24 0.00 100.00 7.000% 3.50 3.50 46 3 100
14 Mar 25 14 Mar 25 0.00 100.00 7.000% 3.50 3.50 227 3
14 Sep 25 14 Sep 25 0.00 100.00 7.000% 3.50 3.50 411 3
14 Mar 26 14 Mar 26 100.00 0.00 7.000% 3.50 103.50 592 91
114.00 0.08 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-101.45
- - FALSO 0.00
- - FALSO 0.00
0.00 0.00 138 14 Sep 24 3.50
0.02 0.02 0 14 Mar 25 3.50
0.04 0.03 0 14 Sep 25 3.50
1.48 1.47 0 14 Mar 26 103.50
1.54 1.53 138 14 Sep 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 21/3/2024 9.500% T.Value 101.70

Fecha de emisión 21/9/2023 Curr Yield 9.52%

Convención días 360 Parity 99.80

Primer cupón 21/3/2024 Next Cshf 21 Sep 24

Valor Nominal 100.0000 Maturity 21 Mar 26

Monto adjudicado Días a Vto. 599

Dirty Price 101.500 T+1 T+1 T+0

Days 129 YTM 10.78% 10.78% 10.76%

Acrued Int 1.70

Clean Price 99.798 Días Desde Cupón 129

Días del Período 180
Duration 1.51 Cupon corrido 3.40
Mod. Dur. 1.43
Av. Life 1.52
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -101.50 0 -102
21 Sep 23 21 Sep 23 0.00 100.00 0.00 -313 0
21 Mar 24 21 Mar 24 0.00 100.00 9.500% 4.75 0.00 -131 0
21 Sep 24 21 Sep 24 0.00 100.00 9.500% 4.75 4.75 53 5 100
21 Mar 25 21 Mar 25 0.00 100.00 9.500% 4.75 4.75 234 4
21 Sep 25 21 Sep 25 0.00 100.00 9.500% 4.75 4.75 418 4
21 Mar 26 21 Mar 26 100.00 0.00 9.500% 4.75 104.75 599 88
119.00 0.11 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-101.50
- - FALSO 0.00
- - FALSO 0.00
0.01 0.01 131 21 Sep 24 4.75
0.03 0.03 0 21 Mar 25 4.75
0.05 0.05 0 21 Sep 25 4.75
1.45 1.44 0 21 Mar 26 104.75
1.53 1.52 131 21 Sep 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 17/4/2024 10.000% T.Value 101.43
Fecha de emisión 17/10/2023 Curr Yield 9.65%
Convención días 360 Parity 103.62
Primer cupón 17/4/2024 Next Cshf 17 Oct 24
Valor Nominal 100.0000 Maturity 17 Oct 25
Monto adjudicado Días a Vto. 444

Dirty Price 105.100 T+1 T+1 T+0

Days 103 YTM 7.99% 7.99% 7.97%
Acrued Int 1.43
Clean Price 103.67 Días Desde Cupón 103.00
Días del Período 180.00
Duration 1.15 Cupon corrido 2.86
Mod. Dur. 1.10
Av. Life 1.15
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -105.10 0 -105
17 Oct 23 17 Oct 23 0.00 100.00 0.00 -287 0
17 Apr 24 17 Apr 24 0.00 100.00 10.000% 5.00 0.00 -104 0
17 Oct 24 17 Oct 24 0.00 100.00 10.000% 5.00 5.00 79 5 100.00
17 Apr 25 17 Apr 25 0.00 100.00 10.000% 5.00 5.00 261 5
17 Oct 25 17 Oct 25 100.00 0.00 10.000% 5.00 105.00 444 95
115.00 0.08 0.00 1.0000

Fecha de pagoBono Ticker Renta Amortización R+A Moneda

4/10/2020 YPF 2024 Clase YPCUO 43.75 0 43.75 USD
4/4/2021 YPF 2024 Clase YPCUO 43.75 0 43.75 USD
4/10/2021 YPF 2024 Clase YPCUO 43.75 0 43.75 USD
4/4/2022 YPF 2024 Clase YPCUO 43.75 300 343.75 USD
4/10/2022 YPF 2024 Clase YPCUO 30.62 0 30.62 USD
4/4/2023 YPF 2024 Clase YPCUO 30.62 300 330.62 USD
4/10/2023 YPF 2024 Clase YPCUO 17.5 0 17.5 USD
4/4/2024 YPF 2024 Clase YPCUO 17.5 400 417.5 USD
Dur PPV Days Accr. Ant y Prox Vto

-105.10
- - FALSO 0.00
- - FALSO 0.00
0.01 0.01 104 17 Oct 24 5.00
0.03 0.03 0 17 Apr 25 5.00
1.16 1.11 0 17 Oct 25 105.00
1.21 1.15 104 17 Oct 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 18/4/2024 9.500% T.Value 101.35
Fecha de emisión 18/10/2023 Curr Yield 9.39%
Convención días 360 Parity 101.14
Primer cupón 18/4/2024 Next Cshf 18 Oct 24
Valor Nominal 100.0000 Maturity 18 Apr 26
Monto adjudicado Días a Vto. 627

Dirty Price 102.500 T+1 T+1 T+0

Days 102 YTM 9.60% 9.60% 9.58%
Acrued Int 1.35
Clean Price 101.154 Días Desde Cupón 102
Días del Período 180
Duration 1.59 Cupon corrido 2.69
Mod. Dur. 1.51
Av. Life 1.60
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -102.50 0 -103
18 Oct 23 18 Oct 23 0.00 100.00 0.00 -286 0
18 Apr 24 18 Apr 24 0.00 100.00 9.500% 4.75 0.00 -103 0
18 Oct 24 18 Oct 24 0.00 100.00 9.500% 4.75 4.75 80 5 100
18 Apr 25 18 Apr 25 0.00 100.00 9.500% 4.75 4.75 262 4
18 Oct 25 18 Oct 25 0.00 100.00 9.500% 4.75 4.75 445 4
18 Apr 26 18 Apr 26 100.00 0.00 9.500% 4.75 104.75 627 89
119.00 0.10 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-102.50
- - FALSO 0.00
- - FALSO 0.00
0.01 0.01 103 18 Oct 24 4.75
0.03 0.03 0 18 Apr 25 4.75
0.05 0.05 0 18 Oct 25 4.75
1.53 1.51 0 18 Apr 26 104.75
1.63 1.60 103 18 Oct 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 12/4/2024 7.000% T.Value 100.35
Fecha de emisión 12/10/2023 Curr Yield 6.89%
Convención días 360 Parity 101.54
Primer cupón 12/4/2024 Next Cshf 12 Oct 24
Valor Nominal 100.0000 Maturity 12 Oct 28
Monto adjudicado Días a Vto. 1,535

Dirty Price 101.900 T+1 T+1 T+0

Days 18 YTM 6.43% 6.43% 6.43%
Acrued Int 0.35
Clean Price 101.550 Días Desde Cupón 18
Días del Período 90
Duration 2.57 Cupon corrido 0.35
Mod. Dur. 2.49
Av. Life 2.63
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -101.90 0 -102
12 Oct 23 12 Oct 23 0.00 100.00 0.00 -292 0
12 Apr 24 12 Apr 24 0.00 100.00 7.000% 3.50 0.00 -109 0
12 Jul 24 12 Jul 24 0.00 100.00 7.000% 1.75 0.00 -18 0
12 Oct 24 12 Oct 24 0.00 100.00 7.000% 1.75 1.75 74 2 100
12 Jan 25 12 Jan 25 0.00 100.00 7.000% 1.75 1.75 166 2
12 Apr 25 12 Apr 25 0.00 100.00 7.000% 1.75 1.75 256 2
12 Jul 25 12 Jul 25 0.00 100.00 7.000% 1.75 1.75 347 2
12 Oct 25 12 Oct 25 0.00 100.00 7.000% 1.75 1.75 439 2
12 Jan 26 12 Jan 26 8.33 91.67 7.000% 1.75 10.08 531 9
12 Apr 26 12 Apr 26 8.33 83.34 7.000% 1.60 9.93 621 9
12 Jul 26 12 Jul 26 8.33 75.01 7.000% 1.46 9.79 712 9
12 Oct 26 12 Oct 26 8.33 66.68 7.000% 1.31 9.64 804 8
12 Jan 27 12 Jan 27 8.33 58.35 7.000% 1.17 9.50 896 8
12 Apr 27 12 Apr 27 8.33 50.02 7.000% 1.02 9.35 986 8
12 Jul 27 12 Jul 27 8.33 41.69 7.000% 0.88 9.21 1,077 8
12 Oct 27 12 Oct 27 8.33 33.36 7.000% 0.73 9.06 1,169 7
12 Jan 28 12 Jan 28 8.33 25.03 7.000% 0.58 8.91 1,261 7
12 Apr 28 12 Apr 28 8.33 16.70 7.000% 0.44 8.77 1,352 7
12 Jul 28 12 Jul 28 8.33 8.37 7.000% 0.29 8.62 1,443 7
12 Oct 28 12 Oct 28 8.37 0.00 7.000% 0.15 8.52 1,535 7
120.13 0.06 0.00 1.0000
 12 Oct 23
12 Apr 24
12 Jul 24
12 Oct 24
12 Jan 25
12 Apr 25
12 Jul 25
12 Oct 25
12 Jan 26
12 Apr 26
12 Jul 26
12 Oct 26
12 Jan 27
12 Apr 27
12 Jul 27
12 Oct 27
12 Jan 28
12 Apr 28
12 Jul 28
Dur PPV Days Accr. Ant y Prox Vto 12 Oct 28

-101.90
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
0.00 0.00 18 12 Oct 24 1.75
0.01 0.01 0 12 Jan 25 1.75
0.01 0.01 0 12 Apr 25 1.75
0.02 0.01 0 12 Jul 25 1.75
0.02 0.02 0 12 Oct 25 1.75
0.13 0.12 0 12 Jan 26 10.08
0.15 0.14 0 12 Apr 26 9.93
0.17 0.16 0 12 Jul 26 9.79
0.18 0.18 0 12 Oct 26 9.64
0.20 0.19 0 12 Jan 27 9.50
0.21 0.21 0 12 Apr 27 9.35
0.23 0.23 0 12 Jul 27 9.21
0.24 0.24 0 12 Oct 27 9.06
0.25 0.26 0 12 Jan 28 8.91
0.26 0.27 0 12 Apr 28 8.77
0.27 0.28 0 12 Jul 28 8.62
0.27 0.30 0 12 Oct 28 8.52
2.62 2.63 18 12 Oct 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 17/4/2024 6.500% T.Value 100.92
Fecha de emisión 17/10/2023 Curr Yield 6.27%
Convención días 360 Parity 103.56
Primer cupón 17/4/2024 Next Cshf 17 Oct 24
Valor Nominal 100.0000 Maturity 18 Oct 25
Monto adjudicado Días a Vto. 445

Dirty Price 104.510 T+1 T+1 T+0

Days 103 YTM 4.23% 4.23% 4.22%
Acrued Int 0.92
Clean Price 103.589 Días Desde Cupón 102
Días del Período 180
Duration 1.17 Cupon corrido 1.84
Mod. Dur. 1.15
Av. Life 1.17
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -104.51 0 -105
17 Oct 23 17 Oct 23 0.00 100.00 0.00 -287 0
17 Apr 24 17 Apr 24 0.00 100.00 6.500% 3.25 0.00 -104 0
17 Oct 24 17 Oct 24 0.00 100.00 6.500% 3.25 3.25 79 3 100
17 Apr 25 17 Apr 25 0.00 100.00 6.500% 3.25 3.25 261 3
18 Oct 25 18 Oct 25 100.00 0.00 6.500% 3.27 103.27 445 98
109.77 0.04 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-104.51
- - FALSO 0.00
- - FALSO 0.00
0.01 0.01 104 17 Oct 24 3.25
0.02 0.02 0 17 Apr 25 3.25
1.20 1.15 0 18 Oct 25 103.27
1.23 1.17 104 17 Oct 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 30/4/2024 4.900% T.Value 100.61

Fecha de emisión 31/10/2023 Curr Yield 4.87%

Convención días 360 Parity 100.68

Primer cupón 30/4/2024 Next Cshf 31 Oct 24

Valor Nominal 100.0000 Maturity 31 Oct 24

Monto adjudicado Días a Vto. 93

Dirty Price 101.300 T+1 T+1 T+0

Days 90 YTM 4.48% 4.48% 4.43%

Acrued Int 0.61

Clean Price 100.688 Días Desde Cupón 90

Días del Período 180
Duration 0.25 Cupon corrido 1.23
Mod. Dur. 0.25
Av. Life 0.25
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -101.30 0 -101
31 Oct 23 31 Oct 23 0.00 100.00 0.00 -273 0
29 Apr 24 30 Apr 24 0.00 100.00 4.900% 2.45 0.00 -91 0
31 Oct 24 31 Oct 24 100.00 0.00 4.900% 2.45 102.45 93 101 100
102.45 0.04 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-101.30
- - FALSO 0.00
- - FALSO 0.00
0.26 0.25 91 31 Oct 24 102.45
0.26 0.25 91 31 Oct 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 2/5/2024 7.000% T.Value 100.86

Fecha de emisión 2/11/2023 Curr Yield 6.99%

Convención días 360 Parity 100.14

Primer cupón 2/5/2024 Next Cshf 2 Nov 24

Valor Nominal 100.0000 Maturity 2 May 26

Monto adjudicado Días a Vto. 641

Dirty Price 101.000 T+1 T+1 T+0

Days 88 YTM 7.43% 7.43% 7.41%

Acrued Int 0.86

Clean Price 100.144 Días Desde Cupón 88

Días del Período 180
Duration 1.66 Cupon corrido 1.71
Mod. Dur. 1.60
Av. Life 1.66
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -101.00 0 -101
2 Nov 23 2 Nov 23 0.00 100.00 0.00 -271 0
2 May 24 2 May 24 0.00 100.00 7.000% 3.50 0.00 -89 0
2 Nov 24 2 Nov 24 0.00 100.00 7.000% 3.50 3.50 95 3 100
2 May 25 2 May 25 0.00 100.00 7.000% 3.50 3.50 276 3
2 Nov 25 2 Nov 25 0.00 100.00 7.000% 3.50 3.50 460 3
2 May 26 2 May 26 100.00 0.00 7.000% 3.50 103.50 641 91
114.00 0.07 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-101.00
- - FALSO 0.00
- - FALSO 0.00
0.01 0.01 89 2 Nov 24 3.50
0.03 0.02 0 2 May 25 3.50
0.04 0.04 0 2 Nov 25 3.50
1.60 1.59 0 2 May 26 103.50
1.67 1.66 89 2 Nov 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 10/5/2024 5.000% T.Value 101.18

Fecha de emisión 10/11/2023 Curr Yield 4.96%

Convención días 360 Parity 100.86

Primer cupón 10/5/2024 Next Cshf 10 Nov 24

Valor Nominal 100.0000 Maturity 10 Feb 26

Monto adjudicado Días a Vto. 560

Dirty Price 102.050 T+1 T+1 T+0

Days 80 YTM 4.34% 4.34% 4.33%

Acrued Int 1.18

Clean Price 100.869 Días Desde Cupón 170

Días del Período 180
Duration 1.48 Cupon corrido 2.36
Mod. Dur. 1.45
Av. Life 1.48
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -102.05 0 -102
10 Nov 23 10 Nov 23 0.00 100.00 0.00 -263 0
10 May 24 10 May 24 0.00 100.00 5.000% 2.50 0.00 -81 0
10 Nov 24 10 Nov 24 0.00 100.00 5.000% 2.50 2.50 103 2 100
10 May 25 10 May 25 0.00 100.00 5.000% 2.50 2.50 284 2
10 Nov 25 10 Nov 25 0.00 100.00 5.000% 2.50 2.50 468 2
10 Feb 26 10 Feb 26 100.00 0.00 5.000% 1.25 101.25 560 95
108.75 0.04 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-102.05
- - FALSO 0.00
- - FALSO 0.00
0.01 0.01 81 10 Nov 24 2.50
0.02 0.02 0 10 May 25 2.50
0.03 0.03 0 10 Nov 25 2.50
1.45 1.43 0 10 Feb 26 101.25
1.51 1.48 81 10 Nov 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 5/6/2024 5.000% T.Value 100.38

Fecha de emisión 5/12/2023 Curr Yield 5.02%

Convención días 360 Parity 99.62

Primer cupón 5/6/2024 Next Cshf 5 Dec 24

Valor Nominal 100.0000 Maturity 5 Jun 26

Monto adjudicado Días a Vto. 675

Dirty Price 100.000 T+1 T+1 T+0

Days 55 YTM 5.43% 5.43% 5.42%

Acrued Int 0.38

Clean Price 99.618 Días Desde Cupón 55

Días del Período 180
Duration 1.78 Cupon corrido 0.76
Mod. Dur. 1.73
Av. Life 1.78
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -100.00 0 -100
5 Dec 23 5 Dec 23 0.00 100.00 0.00 -238 0
5 Jun 24 5 Jun 24 0.00 100.00 5.000% 2.50 0.00 -55 0
5 Dec 24 5 Dec 24 0.00 100.00 5.000% 2.50 2.50 128 2 100
5 Jun 25 5 Jun 25 0.00 100.00 5.000% 2.50 2.50 310 2
5 Dec 25 5 Dec 25 0.00 100.00 5.000% 2.50 2.50 493 2
5 Jun 26 5 Jun 26 100.00 0.00 5.000% 2.50 102.50 675 93
110.00 0.05 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-100.00
- - FALSO 0.00
- - FALSO 0.00
0.01 0.01 55 5 Dec 24 2.50
0.02 0.02 0 5 Jun 25 2.50
0.03 0.03 0 5 Dec 25 2.50
1.72 1.72 0 5 Jun 26 102.50
1.78 1.78 55 5 Dec 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 17/7/2024 6.000% T.Value 100.11
Fecha de emisión 17/1/2024 Curr Yield 6.05%
Convención días 360 Parity 99.24
Primer cupón 17/7/2024 Next Cshf 17 Jan 25
Valor Nominal 100.0000 Maturity 17 Jan 27
Monto adjudicado Días a Vto. 901

Dirty Price 99.350 T+1 T+1 T+0

Days 13 YTM 6.37% 6.37% 6.36%
Acrued Int 0.11
Clean Price 99.242 Días Desde Cupón 13
Días del Período 180
Duration 2.33 Cupon corrido 0.22
Mod. Dur. 2.25
Av. Life 2.34
VR 1.00

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

T+1 T+0 T+1
30-Jul-24 29-Jul-24 30-Jul-24 100.00 -99.35 0 -99
17 Jan 24 17 Jan 24 17 Jan 24 0.00 100.00 0.00 -195 0
17 Jul 24 17 Jul 24 17 Jul 24 0.00 100.00 6.000% 3.00 0.00 -13 0
17 Jan 25 17 Jan 25 17 Jan 25 0.00 100.00 6.000% 3.00 3.00 171 3
17 Jul 25 17 Jul 25 17 Jul 25 0.00 100.00 6.000% 3.00 3.00 352 3
17 Jan 26 17 Jan 26 17 Jan 26 0.00 100.00 6.000% 3.00 3.00 536 3
17 Jul 26 17 Jul 26 17 Jul 26 0.00 100.00 6.000% 3.00 3.00 717 3
17 Jan 27 17 Jan 27 17 Jan 27 100.00 0.00 6.000% 3.00 103.00 901 88
115.00 0.06 0.00
 12 Oct 23
12 Apr 24
12 Jul 24
12 Oct 24
12 Jan 25
12 Apr 25
12 Jul 25
12 Oct 25
12 Jan 26
12 Apr 26
12 Jul 26
12 Oct 26
12 Jan 27
12 Apr 27
12 Jul 27
12 Oct 27
12 Jan 28
12 Apr 28
12 Jul 28
Par V. Dur PPV Days Accr. Ant y Prox Vto 12 Oct 28

-99.35
- - FALSO 0.00
- - FALSO 0.00
100 0.01 0.01 13 17 Jan 25 3.00
0.03 0.03 0 17 Jul 25 3.00
0.04 0.04 0 17 Jan 26 3.00
0.05 0.05 0 17 Jul 26 3.00
2.18 2.21 0 17 Jan 27 103.00
1.0000 2.31 2.34 13 17 Jan 25
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 17/7/2024 9.750% T.Value 100.18

Fecha de emisión 17/1/2024 Curr Yield 9.77%

Convención días 360 Parity 99.82

Primer cupón 17/7/2024 Next Cshf 17 Jan 25

Valor Nominal 100.0000 Maturity 17 Jan 31

Monto adjudicado Días a Vto. 2,362

Dirty Price 100.000 T+1 T+1 T+0

Days 13 YTM 9.84% 9.84% 9.83%

Acrued Int 0.18

Clean Price 99.824 Días Desde Cupón 13

Días del Período 180
Duration 3.48 Cupon corrido 0.35
Mod. Dur. 3.31
Av. Life 3.74
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -100.00 0 -100
17 Jan 24 17 Jan 24 0.00 100.00 0.00 -195 0
17 Jul 24 17 Jul 24 0.00 100.00 9.750% 4.88 0.00 -13 0
17 Jan 25 17 Jan 25 0.00 100.00 9.750% 4.88 4.88 171 5 100
17 Jul 25 17 Jul 25 0.00 100.00 9.750% 4.88 4.88 352 4
17 Jan 26 17 Jan 26 0.00 100.00 9.750% 4.88 4.88 536 4
17 Jul 26 17 Jul 26 10.00 90.00 9.750% 4.88 14.88 717 12
17 Jan 27 17 Jan 27 10.00 80.00 9.750% 4.39 14.39 901 11
17 Jul 27 17 Jul 27 10.00 70.00 9.750% 3.90 13.90 1,082 10
17 Jan 28 17 Jan 28 10.00 60.00 9.750% 3.41 13.41 1,266 10
17 Jul 28 17 Jul 28 10.00 50.00 9.750% 2.93 12.93 1,448 9
17 Jan 29 17 Jan 29 10.00 40.00 9.750% 2.44 12.44 1,632 8
17 Jul 29 17 Jul 29 10.00 30.00 9.750% 1.95 11.95 1,813 7
17 Jan 30 17 Jan 30 10.00 20.00 9.750% 1.46 11.46 1,997 7
17 Jul 30 17 Jul 30 10.00 10.00 9.750% 0.98 10.98 2,178 6
17 Jan 31 17 Jan 31 10.00 0.00 9.750% 0.49 10.49 2,362 6
141.44 0.10 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-100.00
- - FALSO 0.00
- - FALSO 0.00
0.02 0.02 13 17 Jan 25 4.88
0.04 0.03 0 17 Jul 25 4.88
0.06 0.05 0 17 Jan 26 4.88
0.24 0.21 0 17 Jul 26 14.88
0.28 0.25 0 17 Jan 27 14.39
0.31 0.29 0 17 Jul 27 13.90
0.33 0.33 0 17 Jan 28 13.41
0.35 0.36 0 17 Jul 28 12.93
0.36 0.39 0 17 Jan 29 12.44
0.37 0.42 0 17 Jul 29 11.95
0.37 0.44 0 17 Jan 30 11.46
0.37 0.46 0 17 Jul 30 10.98
0.36 0.48 0 17 Jan 31 10.49
3.48 3.74 13 17 Jan 25
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 31/7/2024 9.000% T.Value 102.08

Fecha de emisión 31/1/2024 Curr Yield

Convención días 360 Parity 101.59

Primer cupón 31/7/2024 Next Cshf 14 Aug 24

Valor Nominal 100.0000 Maturity 14 Aug 26

Monto adjudicado Días a Vto. 745

Dirty Price 103.700 T+1 T+1 T+0

Days 166 YTM 9.23% 9.23% 9.22%

Acrued Int 2.08

Clean Price 101.625 Días Desde Cupón 166

Días del Período 180
Duration 1.83 Cupon corrido 4.15
Mod. Dur. 1.75
Av. Life 1.86
VR 1.00

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

T+1 T+0 T+1
30-Jul-24 29-Jul-24 30-Jul-24 100.00 -103.70 0 -104
14 Feb 24 14 Feb 24 14 Feb 24 0.00 100.00 0.00 -167 0
14 Aug 24 14 Aug 24 14 Aug 24 0.00 100.00 9.000% 4.50 4.50 15 4
14 Feb 25 14 Feb 25 14 Feb 25 0.00 100.00 9.000% 4.50 4.50 199 4
14 Aug 25 14 Aug 25 14 Aug 25 0.00 100.00 9.000% 4.50 4.50 380 4
14 Feb 26 14 Feb 26 14 Feb 26 0.00 100.00 9.000% 4.50 4.50 564 4
14 Aug 26 14 Aug 26 14 Aug 26 100.00 0.00 9.000% 4.50 104.50 745 87
122.50 0.09 0.00
Par V. Dur PPV Days Accr. Ant y Prox Vto

-103.70
- - FALSO 0.00
100.00 0.00 0.00 167 14 Aug 24 4.50
0.02 0.02 0 14 Feb 25 4.50
0.04 0.04 0 14 Aug 25 4.50
0.06 0.06 0 14 Feb 26 4.50
1.77 1.74 0 14 Aug 26 104.50
1.0000 1.90 1.86 167 14 Aug 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 23/7/2024 7.000% T.Value 101.53

Fecha de emisión 23/1/2024 Curr Yield 6.98%

Convención días 360 Parity 100.22

Primer cupón 23/7/2024 Next Cshf 23 Aug 24

Valor Nominal 100.0000 Maturity 23 Feb 26

Monto adjudicado Días a Vto. 573

Dirty Price 101.750 T+1 T+1 T+0

Days 157 YTM 7.87% 7.87% 7.85%

Acrued Int 1.53

Clean Price 100.224 Días Desde Cupón 157

Días del Período 180
Duration 1.47 Cupon corrido 3.05
Mod. Dur. 1.41
Av. Life 1.48
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -101.75 0 -102
23 Feb 24 23 Feb 24 0.00 100.00 0.00 -158 0
23 Aug 24 23 Aug 24 0.00 100.00 7.000% 3.50 3.50 24 3 100.00
23 Feb 25 23 Feb 25 0.00 100.00 7.000% 3.50 3.50 208 3
23 Aug 25 23 Aug 25 0.00 100.00 7.000% 3.50 3.50 389 3
23 Feb 26 23 Feb 26 100.00 0.00 7.000% 3.50 103.50 573 92
114.00 0.08 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-101.75
- - FALSO 0.00
0.00 0.00 158 23 Aug 24 3.50
0.02 0.02 0 23 Feb 25 3.50
0.03 0.03 0 23 Aug 25 3.50
1.44 1.43 0 23 Feb 26 103.50
1.50 1.48 158 23 Aug 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 27/11/2024 9.000% T.Value 101.58

Fecha de emisión 27/2/2024 Curr Yield

Convención días 360 Parity 98.45

Primer cupón 27/11/2024 Next Cshf 27 Nov 24

Valor Nominal 100.0000 Maturity 27 Feb 27

Monto adjudicado Días a Vto. 942

Dirty Price 100.000 T+1 T+1 T+0

Days 153 YTM 10.77% 10.77% 10.76%

Acrued Int 1.58

Clean Price 98.425 Días Desde Cupón 63

Días del Período 90
Duration 2.25 Cupon corrido 1.58
Mod. Dur. 2.14
Av. Life 2.30
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -100.00 0 -100
27 Feb 24 27 Feb 24 0.00 100.00 0.00 -154 0
27 Nov 24 27 Nov 24 0.00 100.00 9.000% 6.75 6.75 120 7 100.00
27 Feb 25 27 Feb 25 0.00 100.00 9.000% 2.25 2.25 212 2
27 May 25 27 May 25 0.00 100.00 9.000% 2.25 2.25 301 2
27 Aug 25 27 Aug 25 0.00 100.00 9.000% 2.25 2.25 393 2
27 Nov 25 27 Nov 25 0.00 100.00 9.000% 2.25 2.25 485 2
27 Feb 26 27 Feb 26 0.00 100.00 9.000% 2.25 2.25 577 2
27 May 26 27 May 26 0.00 100.00 9.000% 2.25 2.25 666 2
27 Aug 26 27 Aug 26 0.00 100.00 9.000% 2.25 2.25 758 2
27 Nov 26 27 Nov 26 0.00 100.00 9.000% 2.25 2.25 850 2
27 Feb 27 27 Feb 27 100.00 0.00 9.000% 2.25 102.25 942 78
127.00 0.11 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-100.00
- - FALSO 0.00
0.02 0.02 154 27 Nov 24 6.75
0.01 0.01 0 27 Feb 25 2.25
0.02 0.01 0 27 May 25 2.25
0.02 0.02 0 27 Aug 25 2.25
0.03 0.02 0 27 Nov 25 2.25
0.03 0.03 0 27 Feb 26 2.25
0.03 0.03 0 27 May 26 2.25
0.04 0.04 0 27 Aug 26 2.25
0.04 0.04 0 27 Nov 26 2.25
2.01 2.08 0 27 Feb 27 102.25
2.25 2.30 154 27 Nov 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 28/8/2024 7.000% T.Value 101.46

Fecha de emisión 28/2/2024 Curr Yield

Convención días 360 Parity 99.99

Primer cupón 28/8/2024 Next Cshf 28 Aug 24

Valor Nominal 100.0000 Maturity 28 Feb 27

Monto adjudicado Días a Vto. 943

Dirty Price 101.450 T+1 T+1 T+0

Days 152 YTM 7.60% 7.60% 7.59%

Acrued Int 1.46

Clean Price 99.992 Días Desde Cupón 150

Días del Período 180
Duration 2.34 Cupon corrido 2.92
Mod. Dur. 2.25
Av. Life 2.37
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -101.45 0 -101
28 Feb 24 28 Feb 24 0.00 100.00 0.00 -153 0
28 Aug 24 28 Aug 24 0.00 100.00 7.000% 3.50 3.50 29 3 100.00
28 Feb 25 28 Feb 25 0.00 100.00 7.000% 3.50 3.50 213 3
28 Aug 25 28 Aug 25 0.00 100.00 7.000% 3.46 3.46 394 3
28 Feb 26 28 Feb 26 0.00 100.00 7.000% 3.50 3.50 578 3
28 Aug 26 28 Aug 26 0.00 100.00 7.000% 3.46 3.46 759 3
28 Feb 27 28 Feb 27 100.00 0.00 7.000% 3.50 103.50 943 85
120.92 0.08 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-101.45
- - FALSO 0.00
0.00 0.00 153 28 Aug 24 3.50
0.02 0.02 0 28 Feb 25 3.50
0.03 0.03 0 28 Aug 25 3.46
0.05 0.05 0 28 Feb 26 3.50
0.06 0.06 0 28 Aug 26 3.46
2.21 2.21 0 28 Feb 27 103.50
2.37 2.37 153 28 Aug 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 29/8/2024 8.500% T.Value 101.76

Fecha de emisión 29/2/2024 Curr Yield

Convención días 360 Parity 100.24

Primer cupón 29/8/2024 Next Cshf 29 Aug 24

Valor Nominal 100.0000 Maturity 1 Mar 27

Monto adjudicado Días a Vto. 944

Dirty Price 102.000 T+1 T+1 T+0

Days 151 YTM 9.18% 9.18% 9.16%

Acrued Int 1.76

Clean Price 100.241 Días Desde Cupón 149

Días del Período 180
Duration 2.29 Cupon corrido 3.52
Mod. Dur. 2.19
Av. Life 2.33
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -102.00 0 -102
29 Feb 24 29 Feb 24 0.00 100.00 0.00 -152 0
29 Aug 24 29 Aug 24 0.00 100.00 8.500% 4.23 4.23 30 4 100.00
1 Mar 25 1 Mar 25 0.00 100.00 8.500% 4.30 4.30 214 4
29 Aug 25 29 Aug 25 0.00 100.00 8.500% 4.20 4.20 395 4
1 Mar 26 1 Mar 26 0.00 100.00 8.500% 4.30 4.30 579 4
29 Aug 26 29 Aug 26 0.00 100.00 8.500% 4.20 4.20 760 3
1 Mar 27 1 Mar 27 100.00 0.00 8.500% 4.30 104.30 944 83
125.52 0.09 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-102.00
- - FALSO 0.00
0.00 0.00 152 29 Aug 24 4.23
0.02 0.02 0 1 Mar 25 4.30
0.04 0.04 0 29 Aug 25 4.20
0.06 0.05 0 1 Mar 26 4.30
0.07 0.07 0 29 Aug 26 4.20
2.14 2.15 0 1 Mar 27 104.30
2.34 2.33 152 29 Aug 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 29/8/2024 9.500% T.Value 101.98

Fecha de emisión 29/2/2024 Curr Yield

Convención días 360 Parity 99.53

Primer cupón 29/8/2024 Next Cshf 29 Aug 24

Valor Nominal 100.0000 Maturity 29 Feb 28

Monto adjudicado Días a Vto. 1,309

Dirty Price 101.500 T+1 T+1 T+0

Days 151 YTM 10.44% 10.44% 10.43%

Acrued Int 1.98

Clean Price 99.521 Días Desde Cupón 150

Días del Período 180
Duration 2.63 Cupon corrido 3.96
Mod. Dur. 2.50
Av. Life 2.72
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -101.50 0 -102
29 Feb 24 29 Feb 24 0.00 100.00 0.00 -152 0
29 Aug 24 29 Aug 24 0.00 100.00 9.500% 4.72 4.72 30 5 100.00
1 Mar 25 1 Mar 25 0.00 100.00 9.500% 4.80 4.80 214 5
29 Aug 25 29 Aug 25 0.00 100.00 9.500% 4.70 4.70 395 4
1 Mar 26 1 Mar 26 0.00 100.00 9.500% 4.80 4.80 579 4
29 Aug 26 29 Aug 26 0.00 100.00 9.500% 4.70 4.70 760 4
1 Mar 27 1 Mar 27 33.33 66.67 9.500% 4.80 38.13 944 29
29 Aug 27 29 Aug 27 33.33 33.34 9.500% 3.13 36.46 1,125 27
29 Feb 28 29 Feb 28 33.34 0.00 9.500% 1.58 34.92 1,309 24
133.24 0.10 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-101.50
- - FALSO 0.00
0.00 0.00 152 29 Aug 24 4.72
0.03 0.02 0 1 Mar 25 4.80
0.05 0.04 0 29 Aug 25 4.70
0.06 0.06 0 1 Mar 26 4.80
0.08 0.07 0 29 Aug 26 4.70
0.76 0.74 0 1 Mar 27 38.13
0.82 0.84 0 29 Aug 27 36.46
0.87 0.94 0 29 Feb 28 34.92
2.67 2.72 152 29 Aug 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 28/8/2024 5.700% T.Value 101.17

Fecha de emisión 29/2/2024 Curr Yield

Convención días 360 Parity 104.77

Primer cupón 28/8/2024 Next Cshf 28 Aug 24

Valor Nominal 100.0000 Maturity 2 Mar 26

Monto adjudicado Días a Vto. 580

Dirty Price 106.000 T+1 T+1 T+0

Days 151 YTM 3.32% 3.32% 3.31%

Acrued Int 1.17

Clean Price 104.828 Días Desde Cupón 148

Días del Período 180
Duration 1.51 Cupon corrido 2.34
Mod. Dur. 1.48
Av. Life 1.51
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -106.00 0 -106
29 Feb 24 29 Feb 24 0.00 100.00 0.00 -152 0
28 Aug 24 28 Aug 24 0.00 100.00 5.700% 2.82 2.82 29 3 100.00
28 Feb 25 28 Feb 25 0.00 100.00 5.700% 2.85 2.85 213 3
28 Aug 25 28 Aug 25 0.00 100.00 5.700% 2.82 2.82 394 3
2 Mar 26 2 Mar 26 100.00 0.00 5.700% 2.91 102.91 580 98
111.40 0.03 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-106.00
- - FALSO 0.00
0.00 0.00 152 28 Aug 24 2.82
0.02 0.01 0 28 Feb 25 2.85
0.03 0.03 0 28 Aug 25 2.82
1.55 1.47 0 2 Mar 26 102.91
1.60 1.51 152 28 Aug 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 6/9/2024 6.500% T.Value 101.30

Fecha de emisión 6/3/2024 Curr Yield

Convención días 360 Parity 103.65

Primer cupón 6/9/2024 Next Cshf 6 Sep 24

Valor Nominal 100.0000 Maturity 6 Mar 27

Monto adjudicado Días a Vto. 949

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

Days 144 YTM 5.49% 5.49% 5.49%

Acrued Int 1.30

Clean Price 103.700 Días Desde Cupón 144

Días del Período 180
Duration 2.38 Cupon corrido 2.60
Mod. Dur. 2.31
Av. Life 2.40
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -105.00 0 -105
6 Mar 24 6 Mar 24 0.00 100.00 0.00 -146 0
6 Sep 24 6 Sep 24 0.00 100.00 6.500% 3.25 3.25 38 3 100.00
6 Mar 25 6 Mar 25 0.00 100.00 6.500% 3.25 3.25 219 3
6 Sep 25 6 Sep 25 0.00 100.00 6.500% 3.25 3.25 403 3
6 Mar 26 6 Mar 26 0.00 100.00 6.500% 3.25 3.25 584 3
6 Sep 26 6 Sep 26 0.00 100.00 6.500% 3.25 3.25 768 3
6 Mar 27 6 Mar 27 100.00 0.00 6.500% 3.25 103.25 949 90
119.50 0.05 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-105.00
- - FALSO 0.00
0.00 0.00 146 6 Sep 24 3.25
0.02 0.02 0 6 Mar 25 3.25
0.03 0.03 0 6 Sep 25 3.25
0.05 0.04 0 6 Mar 26 3.25
0.06 0.06 0 6 Sep 26 3.25
2.33 2.25 0 6 Mar 27 103.25
2.50 2.40 146 6 Sep 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 22/5/2024 9.750% T.Value 100.92

Fecha de emisión 7/3/2024 Curr Yield 9.28%

Convención días 360 Parity 105.03

Primer cupón 22/5/2024 Next Cshf 22 Nov 24

Valor Nominal 100.0000 Maturity 22 Nov 26

Monto adjudicado Días a Vto. 845

Dirty Price 106.000 T+1 T+1 T+0

Days 68 YTM 7.73% 7.73% 7.72%

Acrued Int 0.92

Clean Price 105.079 Días Desde Cupón 68

Días del Período 180
Duration 2.10 Cupon corrido 1.84
Mod. Dur. 2.02
Av. Life 2.12
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -106.00 0 -106
7 Mar 24 7 Mar 24 0.00 100.00 0.00 -145 0
22 May 24 22 May 24 0.00 100.00 9.750% 2.03 0.00 -69 0
22 Nov 24 22 Nov 24 0.00 100.00 9.750% 4.88 4.88 115 5 100
22 May 25 22 May 25 0.00 100.00 9.750% 4.88 4.88 296 5
22 Nov 25 22 Nov 25 0.00 100.00 9.750% 4.88 4.88 480 4
22 May 26 22 May 26 0.00 100.00 9.750% 4.88 4.88 661 4
22 Nov 26 22 Nov 26 100.00 0.00 9.750% 4.88 104.88 845 88
124.38 0.08 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-106.00
- - FALSO 0.00
- - FALSO 0.00
0.01 0.01 69 22 Nov 24 4.88
0.04 0.03 0 22 May 25 4.88
0.06 0.05 0 22 Nov 25 4.88
0.08 0.07 0 22 May 26 4.88
2.04 1.95 0 22 Nov 26 104.88
2.22 2.12 69 22 Nov 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 8/9/2024 6.250% T.Value 100.90

Fecha de emisión 8/3/2024 Curr Yield

Convención días 360 Parity 101.09

Primer cupón 8/9/2024 Next Cshf 8 Sep 24

Valor Nominal 100.0000 Maturity 8 Mar 27

Monto adjudicado Días a Vto. 951

Dirty Price 102.000 T+1 T+1 T+0

Days 142 YTM 6.49% 6.49% 6.48%

Acrued Int 0.90

Clean Price 101.097 Días Desde Cupón 52

Días del Período 90
Duration 2.37 Cupon corrido 0.90
Mod. Dur. 2.29
Av. Life 2.39
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -102.00 0 -102
8 Mar 24 8 Mar 24 0.00 100.00 0.00 -144 0
8 Sep 24 8 Sep 24 0.00 100.00 6.250% 3.13 3.13 40 3 100.00
8 Dec 24 8 Dec 24 0.00 100.00 6.250% 1.56 1.56 131 2
8 Mar 25 8 Mar 25 0.00 100.00 6.250% 1.56 1.56 221 2
8 Jun 25 8 Jun 25 0.00 100.00 6.250% 1.56 1.56 313 1
8 Sep 25 8 Sep 25 0.00 100.00 6.250% 1.56 1.56 405 1
8 Dec 25 8 Dec 25 0.00 100.00 6.250% 1.56 1.56 496 1
8 Mar 26 8 Mar 26 0.00 100.00 6.250% 1.56 1.56 586 1
8 Jun 26 8 Jun 26 0.00 100.00 6.250% 1.56 1.56 678 1
8 Sep 26 8 Sep 26 0.00 100.00 6.250% 1.56 1.56 770 1
8 Dec 26 8 Dec 26 0.00 100.00 6.250% 1.56 1.56 861 1
8 Mar 27 8 Mar 27 100.00 0.00 6.250% 1.56 101.56 951 86
118.75 0.06 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-102.00
- - FALSO 0.00
0.00 0.00 144 8 Sep 24 3.13
0.01 0.00 0 8 Dec 24 1.56
0.01 0.01 0 8 Mar 25 1.56
0.01 0.01 0 8 Jun 25 1.56
0.02 0.01 0 8 Sep 25 1.56
0.02 0.02 0 8 Dec 25 1.56
0.02 0.02 0 8 Mar 26 1.56
0.03 0.02 0 8 Jun 26 1.56
0.03 0.03 0 8 Sep 26 1.56
0.03 0.03 0 8 Dec 26 1.56
2.24 2.23 0 8 Mar 27 101.56
2.42 2.39 144 8 Sep 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 8/9/2024 9.500% T.Value 101.87

Fecha de emisión 8/3/2024 Curr Yield

Convención días 360 Parity 103.07

Primer cupón 8/9/2024 Next Cshf 8 Sep 24

Valor Nominal 100.0000 Maturity 8 Mar 26

Monto adjudicado Días a Vto. 586

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

Days 142 YTM 8.63% 8.63% 8.62%

Acrued Int 1.87

Clean Price 103.126 Días Desde Cupón 142

Días del Período 180
Duration 1.48 Cupon corrido 3.75
Mod. Dur. 1.41
Av. Life 1.49
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -105.00 0 -105
8 Mar 24 8 Mar 24 0.00 100.00 0.00 -144 0
8 Sep 24 8 Sep 24 0.00 100.00 9.500% 4.75 4.75 40 5 100.00
8 Mar 25 8 Mar 25 0.00 100.00 9.500% 4.75 4.75 221 5
8 Sep 25 8 Sep 25 0.00 100.00 9.500% 4.75 4.75 405 4
8 Mar 26 8 Mar 26 100.00 0.00 9.500% 4.75 104.75 586 91
119.00 0.09 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-105.00
- - FALSO 0.00
0.01 0.00 144 8 Sep 24 4.75
0.03 0.02 0 8 Mar 25 4.75
0.05 0.04 0 8 Sep 25 4.75
1.47 1.41 0 8 Mar 26 104.75
1.55 1.49 144 8 Sep 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 12/9/2024 8.250% T.Value 101.58

Fecha de emisión 12/3/2024 Curr Yield

Convención días 360 Parity 102.97

Primer cupón 12/9/2024 Next Cshf 12 Sep 24

Valor Nominal 100.0000 Maturity 12 Mar 26

Monto adjudicado Días a Vto. 590

Dirty Price 104.600 T+1 T+1 T+0

Days 138 YTM 7.28% 7.28% 7.27%

Acrued Int 1.58

Clean Price 103.019 Días Desde Cupón 138

Días del Período 180
Duration 1.50 Cupon corrido 3.16
Mod. Dur. 1.45
Av. Life 1.51
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -104.60 0 -105
12 Mar 24 12 Mar 24 0.00 100.00 0.00 -140 0
12 Sep 24 12 Sep 24 0.00 100.00 8.250% 4.13 4.13 44 4 100.00
12 Mar 25 12 Mar 25 0.00 100.00 8.250% 4.13 4.13 225 4
12 Sep 25 12 Sep 25 0.00 100.00 8.250% 4.13 4.13 409 4
12 Mar 26 12 Mar 26 100.00 0.00 8.250% 4.13 104.13 590 93
116.50 0.07 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-104.60
- - FALSO 0.00
0.00 0.00 140 12 Sep 24 4.13
0.02 0.02 0 12 Mar 25 4.13
0.04 0.04 0 12 Sep 25 4.13
1.50 1.44 0 12 Mar 26 104.13
1.57 1.51 140 12 Sep 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 8/9/2024 10.000% T.Value 101.97

Fecha de emisión 8/3/2024 Curr Yield

Convención días 360 Parity 98.07

Primer cupón 8/9/2024 Next Cshf 8 Sep 24

Valor Nominal 100.0000 Maturity 8 Mar 27

Monto adjudicado Días a Vto. 951

Dirty Price 100.000 T+1 T+1 T+0

Days 142 YTM 11.79% 23.07% 23.01%

Acrued Int 1.97

Clean Price 98.028 Días Desde Cupón 142

Días del Período 180
Duration 2.26 Cupon corrido 3.94
Mod. Dur. 2.14
Av. Life 2.32
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -100.00 0 -100
8 Mar 24 8 Mar 24 0.00 100.00 0.00 -144 0
8 Sep 24 8 Sep 24 0.00 100.00 10.000% 5.00 5.00 40 5 100.00
8 Dec 24 8 Mar 25 0.00 100.00 10.000% 5.00 5.00 221 5
8 Mar 25 8 Sep 25 0.00 100.00 10.000% 5.00 5.00 405 4
8 Jun 25 8 Mar 26 0.00 100.00 10.000% 5.00 5.00 586 4
8 Sep 25 8 Sep 26 0.00 100.00 10.000% 5.00 5.00 770 4
8 Dec 25 8 Mar 27 100.00 0.00 10.000% 5.00 105.00 951 78
130.00 0.12 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-100.00
- - FALSO 0.00
0.01 0.00 144 8 Sep 24 5.00
0.03 0.02 0 8 Mar 25 5.00
0.05 0.04 0 8 Sep 25 5.00
0.07 0.06 0 8 Mar 26 5.00
0.08 0.08 0 8 Sep 26 5.00
2.03 2.10 0 8 Mar 27 105.00
2.26 2.32 144 8 Sep 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 21/9/2024 6.250% T.Value 100.68

Fecha de emisión 21/3/2024 Curr Yield

Convención días 360 Parity 102.31

Primer cupón 21/9/2024 Next Cshf 21 Sep 24

Valor Nominal 100.0000 Maturity 21 Sep 27

Monto adjudicado Días a Vto. 1,148

Dirty Price 103.000 T+1 T+1 T+0

Days 129 YTM 5.98% 5.98% 5.98%

Acrued Int 0.68

Clean Price 102.323 Días Desde Cupón 39

Días del Período 90
Duration 2.51 Cupon corrido 0.68
Mod. Dur. 2.44
Av. Life 2.54
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -103.00 0 -103
21 Mar 24 21 Mar 24 0.00 100.00 0.00 -131 0
21 Sep 24 21 Sep 24 0.00 100.00 6.250% 3.13 3.13 53 3 100.00
21 Dec 24 21 Dec 24 0.00 100.00 6.250% 1.56 1.56 144 2
21 Mar 25 21 Mar 25 0.00 100.00 6.250% 1.56 1.56 234 2
21 Jun 25 21 Jun 25 0.00 100.00 6.250% 1.56 1.56 326 1
21 Sep 25 21 Sep 25 0.00 100.00 6.250% 1.56 1.56 418 1
21 Dec 25 21 Dec 25 0.00 100.00 6.250% 1.56 1.56 509 1
21 Mar 26 21 Mar 26 0.00 100.00 6.250% 1.56 1.56 599 1
21 Jun 26 21 Jun 26 0.00 100.00 6.250% 1.56 1.56 691 1
21 Sep 26 21 Sep 26 0.00 100.00 6.250% 1.56 1.56 783 1
21 Dec 26 21 Dec 26 25.00 75.00 6.250% 1.56 26.56 874 23
21 Mar 27 21 Mar 27 25.00 50.00 6.250% 1.17 26.17 964 22
21 Jun 27 21 Jun 27 25.00 25.00 6.250% 0.78 25.78 1,056 22
21 Sep 27 21 Sep 27 25.00 0.00 6.250% 0.39 25.39 1,148 21
119.53 0.06 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-103.00
- - FALSO 0.00
0.00 0.00 131 21 Sep 24 3.13
0.01 0.01 0 21 Dec 24 1.56
0.01 0.01 0 21 Mar 25 1.56
0.01 0.01 0 21 Jun 25 1.56
0.02 0.01 0 21 Sep 25 1.56
0.02 0.02 0 21 Dec 25 1.56
0.02 0.02 0 21 Mar 26 1.56
0.03 0.02 0 21 Jun 26 1.56
0.03 0.03 0 21 Sep 26 1.56
0.55 0.53 0 21 Dec 26 26.56
0.59 0.58 0 21 Mar 27 26.17
0.63 0.62 0 21 Jun 27 25.78
0.66 0.67 0 21 Sep 27 25.39
2.59 2.54 131 21 Sep 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 26/9/2024 6.000% T.Value 101.03

Fecha de emisión 26/3/2024 Curr Yield

Convención días 360 Parity 98.98

Primer cupón 26/9/2024 Next Cshf 26 Sep 24

Valor Nominal 100.0000 Maturity 26 Mar 26

Monto adjudicado Días a Vto. 604

Dirty Price 100.000 T+1 T+1 T+0

Days 124 YTM 7.34% 7.34% 7.33%

Acrued Int 1.03

Clean Price 98.967 Días Desde Cupón 124

Días del Período 180
Duration 1.57 Cupon corrido 2.07
Mod. Dur. 1.51
Av. Life 1.57
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -100.00 0 -100
26 Mar 24 26 Mar 24 0.00 100.00 0.00 -126 0
26 Sep 24 26 Sep 24 0.00 100.00 6.000% 3.00 3.00 58 3 100.00
26 Mar 25 26 Mar 25 0.00 100.00 6.000% 3.00 3.00 239 3
26 Sep 25 26 Sep 25 0.00 100.00 6.000% 3.00 3.00 423 3
26 Mar 26 26 Mar 26 100.00 0.00 6.000% 3.00 103.00 604 91
112.00 0.07 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-100.00
- - FALSO 0.00
0.00 0.00 126 26 Sep 24 3.00
0.02 0.02 0 26 Mar 25 3.00
0.03 0.03 0 26 Sep 25 3.00
1.51 1.52 0 26 Mar 26 103.00
1.57 1.57 126 26 Sep 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 24/10/2023 8.250% T.Value 102.20

Fecha de emisión 24/4/2023 Curr Yield 8.06%

Convención días 360 Parity 102.35

Primer cupón 24/10/2023 Next Cshf 24 Oct 24

Valor Nominal 100.0000 Maturity 24 Apr 30

Monto adjudicado Días a Vto. 2,094

Dirty Price 104.600 T+1 T+1 T+0

Days 96 YTM 7.71% 7.71% 7.71%

Acrued Int 2.20
Clean Price 102.400

Duration 4.60
Mod. Dur. 4.43
Av. Life 4.83
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -104.60 0 -105
24 Apr 23 24 Apr 23 0.00 100.00 0.00 -463 0
24 Oct 23 24 Oct 23 0.00 100.00 0.00 -280 0
24 Apr 24 24 Apr 24 0.00 100.00 8.250% 4.13 0.00 -97 0
24 Oct 24 24 Oct 24 0.00 100.00 8.250% 4.13 4.13 86 4 100
24 Apr 25 24 Apr 25 0.00 100.00 8.250% 4.13 4.13 268 4
24 Oct 25 24 Oct 25 0.00 100.00 8.250% 4.13 4.13 451 4
24 Apr 26 24 Apr 26 0.00 100.00 8.250% 4.13 4.13 633 4
24 Oct 26 24 Oct 26 0.00 100.00 8.250% 4.13 4.13 816 3
24 Apr 27 24 Apr 27 0.00 100.00 8.250% 4.13 4.13 998 3
24 Oct 27 24 Oct 27 0.00 100.00 8.250% 4.13 4.13 1,181 3
24 Apr 28 24 Apr 28 0.00 100.00 8.250% 4.13 4.13 1,364 3
24 Oct 28 24 Oct 28 0.00 100.00 8.250% 4.13 4.13 1,547 3
24 Apr 29 24 Apr 29 0.00 100.00 8.250% 4.13 4.13 1,729 3
24 Oct 29 24 Oct 29 0.00 100.00 8.250% 4.13 4.13 1,912 3
24 Apr 30 24 Apr 30 100.00 0.00 8.250% 4.13 104.13 2,094 67
149.50 0.08 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-104.60
- - FALSO 0.00
- - FALSO 0.00
- - FALSO 0.00
0.01 0.01 97 24 Oct 24 4.13
0.03 0.02 0 24 Apr 25 4.13
0.05 0.03 0 24 Oct 25 4.13
0.06 0.05 0 24 Apr 26 4.13
0.08 0.06 0 24 Oct 26 4.13
0.09 0.08 0 24 Apr 27 4.13
0.10 0.09 0 24 Oct 27 4.13
0.12 0.10 0 24 Apr 28 4.13
0.13 0.12 0 24 Oct 28 4.13
0.14 0.13 0 24 Apr 29 4.13
0.15 0.14 0 24 Oct 29 4.13
3.87 4.00 0 24 Apr 30 104.13
4.82 4.83 97 24 Oct 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 11/10/2024 5.980% T.Value 100.91

Fecha de emisión 11/4/2024 Curr Yield

Convención días 360 Parity 102.57

Primer cupón 11/10/2024 Next Cshf 11 Oct 24

Valor Nominal 100.0000 Maturity 11 Apr 26

Monto adjudicado Días a Vto. 620

Dirty Price 103.500 T+1 T+1 T+0

Days 109 YTM 4.50% 4.50% 4.49%

Acrued Int 0.91

Clean Price 102.595 Días Desde Cupón 109

Días del Período 180
Duration 1.16 Cupon corrido 1.81
Mod. Dur. 1.13
Av. Life 1.17
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -103.50 0 -104
11 Apr 24 11 Apr 24 0.00 100.00 0.00 -110 0
11 Oct 24 11 Oct 24 0.00 100.00 5.980% 2.99 2.99 73 3 100.00
11 Apr 25 11 Apr 25 33.00 67.00 5.980% 2.99 35.99 255 35
11 Oct 25 11 Oct 25 33.00 34.00 5.980% 2.00 35.00 438 33
11 Apr 26 11 Apr 26 34.00 0.00 5.980% 1.02 35.02 620 32
109.00 0.05 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-103.50
- - FALSO 0.00
0.01 0.01 110 11 Oct 24 2.99
0.24 0.23 0 11 Apr 25 35.99
0.40 0.39 0 11 Oct 25 35.00
0.55 0.55 0 11 Apr 26 35.02
1.20 1.17 110 11 Oct 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 22/10/2024 5.980% T.Value 100.81

Fecha de emisión 22/4/2024 Curr Yield

Convención días 360 Parity 100.18

Primer cupón 22/10/2024 Next Cshf 22 Oct 24

Valor Nominal 100.0000 Maturity 22 Apr 26

Monto adjudicado Días a Vto. 631

Dirty Price 101.000 T+1 T+1 T+0

Days 98 YTM 6.36% 6.36% 6.35%

Acrued Int 0.81

Clean Price 100.186 Días Desde Cupón 98

Días del Período 180
Duration 1.64 Cupon corrido 1.63
Mod. Dur. 1.59
Av. Life 1.65
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -101.00 0 -101
22 Apr 24 22 Apr 24 0.00 100.00 0.00 -99 0
22 Oct 24 22 Oct 24 0.00 100.00 5.980% 2.99 2.99 84 3 100.00
22 Apr 25 22 Apr 25 0.00 100.00 5.980% 2.99 2.99 266 3
22 Oct 25 22 Oct 25 0.00 100.00 5.980% 2.99 2.99 449 3
22 Apr 26 22 Apr 26 100.00 0.00 5.980% 2.99 102.99 631 92
111.96 0.06 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-101.00
- - FALSO 0.00
0.01 0.01 99 22 Oct 24 2.99
0.02 0.02 0 22 Apr 25 2.99
0.03 0.03 0 22 Oct 25 2.99
1.60 1.59 0 22 Apr 26 102.99
1.66 1.65 99 22 Oct 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 22/10/2024 6.000% T.Value 101.32

Fecha de emisión 22/4/2024 Curr Yield

Convención días 360 Parity 99.19

Primer cupón 22/10/2024 Next Cshf 22 Oct 24

Valor Nominal 100.0000 Maturity 22 Aug 26

Monto adjudicado Días a Vto. 753

Dirty Price 100.500 T+1 T+1 T+0

Days 98 YTM 6.59% 6.59% 6.58%

Acrued Int 1.32

Clean Price 99.183 Días Desde Cupón 158

Días del Período 180
Duration 1.94 Cupon corrido 2.63
Mod. Dur. 1.88
Av. Life 1.95
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -100.50 0 -101
22 Apr 24 22 Apr 24 0.00 100.00 0.00 -99 0
22 Oct 24 22 Oct 24 0.00 100.00 6.000% 3.00 3.00 84 3 100.00
22 Apr 25 22 Apr 25 0.00 100.00 6.000% 3.00 3.00 266 3
22 Oct 25 22 Oct 25 0.00 100.00 6.000% 3.00 3.00 449 3
22 Apr 26 22 Apr 26 0.00 100.00 6.000% 3.00 3.00 631 3
22 Aug 26 22 Aug 26 100.00 0.00 6.000% 2.00 102.00 753 89
114.00 0.07 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-100.50
- - FALSO 0.00
0.01 0.01 99 22 Oct 24 3.00
0.02 0.02 0 22 Apr 25 3.00
0.03 0.03 0 22 Oct 25 3.00
0.05 0.05 0 22 Apr 26 3.00
1.84 1.85 0 22 Aug 26 102.00
1.95 1.95 99 22 Oct 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 24/1/2025 7.000% T.Value 100.12

Fecha de emisión 24/4/2024 Curr Yield

Convención días 360 Parity 101.13

Primer cupón 24/1/2025 Next Cshf 24 Jan 25

Valor Nominal 100.0000 Maturity 24 Apr 27

Monto adjudicado Días a Vto. 998

Dirty Price 101.250 T+1 T+1 T+0

Days 96 YTM 7.28% 7.28% 7.27%

Acrued Int 0.12

Clean Price 101.133 Días Desde Cupón 6

Días del Período 90
Duration 2.48 Cupon corrido 0.12
Mod. Dur. 2.39
Av. Life 2.51
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -101.25 0 -101
24 Apr 24 24 Apr 24 0.00 100.00 0.00 -97 0
24 Jan 25 24 Jan 25 0.00 100.00 7.000% 5.25 5.25 178 5 100.00
24 Apr 25 24 Apr 25 0.00 100.00 7.000% 1.75 1.75 268 2
24 Jul 25 24 Jul 25 0.00 100.00 7.000% 1.75 1.75 359 2
24 Oct 25 24 Oct 25 0.00 100.00 7.000% 1.75 1.75 451 2
24 Jan 26 24 Jan 26 0.00 100.00 7.000% 1.75 1.75 543 2
24 Apr 26 24 Apr 26 0.00 100.00 7.000% 1.75 1.75 633 2
24 Jul 26 24 Jul 26 0.00 100.00 7.000% 1.75 1.75 724 2
24 Oct 26 24 Oct 26 0.00 100.00 7.000% 1.75 1.75 816 1
24 Jan 27 24 Jan 27 0.00 100.00 7.000% 1.75 1.75 908 1
24 Apr 27 24 Apr 27 100.00 0.00 7.000% 1.75 101.75 998 84
121.00 0.07 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-101.25
- - FALSO 0.00
0.02 0.02 97 24 Jan 25 5.25
0.01 0.01 0 24 Apr 25 1.75
0.02 0.01 0 24 Jul 25 1.75
0.02 0.02 0 24 Oct 25 1.75
0.02 0.02 0 24 Jan 26 1.75
0.03 0.03 0 24 Apr 26 1.75
0.03 0.03 0 24 Jul 26 1.75
0.03 0.03 0 24 Oct 26 1.75
0.04 0.04 0 24 Jan 27 1.75
2.29 2.30 0 24 Apr 27 101.75
2.51 2.51 97 24 Jan 25
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 29/7/2024 5.950% T.Value 100.51

Fecha de emisión 29/4/2024 Curr Yield 6.00%

Convención días 360 Parity 99.09

Primer cupón 29/7/2024 Next Cshf 29 Oct 24

Valor Nominal 100.0000 Maturity 29 Jun 26

Monto adjudicado Días a Vto. 699

Dirty Price 99.600 T+1 T+1 T+0

Days 1 YTM 6.23% 6.23% 6.22%

Acrued Int 0.51

Clean Price 99.088 Días Desde Cupón 31

Días del Período 90
Duration 1.82 Cupon corrido 0.51
Mod. Dur. 1.77
Av. Life 1.83
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -99.60 0 -100
29 Apr 24 29 Apr 24 0.00 100.00 0.00 -92 0
29 Jul 24 29 Jul 24 0.00 100.00 5.950% 1.49 0.00 -1 0
29 Oct 24 29 Oct 24 0.00 100.00 5.950% 1.49 1.49 91 1 100
29 Jan 25 29 Jan 25 0.00 100.00 5.950% 1.49 1.49 183 1
29 Apr 25 29 Apr 25 0.00 100.00 5.950% 1.49 1.49 273 1
29 Jul 25 29 Jul 25 0.00 100.00 5.950% 1.49 1.49 364 1
29 Oct 25 29 Oct 25 0.00 100.00 5.950% 1.49 1.49 456 1
29 Jan 26 29 Jan 26 0.00 100.00 5.950% 1.49 1.49 548 1
29 Apr 26 29 Apr 26 0.00 100.00 5.950% 1.49 1.49 638 1
29 Jun 26 29 Jun 26 100.00 0.00 5.950% 0.99 100.99 699 90
111.40 0.06 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-99.60
- - FALSO 0.00
- - FALSO 0.00
0.00 0.00 1 29 Oct 24 1.49
0.01 0.01 0 29 Jan 25 1.49
0.01 0.01 0 29 Apr 25 1.49
0.01 0.01 0 29 Jul 25 1.49
0.02 0.02 0 29 Oct 25 1.49
0.02 0.02 0 29 Jan 26 1.49
0.02 0.02 0 29 Apr 26 1.49
1.72 1.74 0 29 Jun 26 100.99
1.82 1.83 1 29 Oct 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 25/10/2024 8.500% T.Value 101.12

Fecha de emisión 25/4/2024 Curr Yield

Convención días 360 Parity 106.80

Primer cupón 25/10/2024 Next Cshf 25 Oct 24

Valor Nominal 100.0000 Maturity 25 Apr 32

Monto adjudicado Días a Vto. 2,826

Dirty Price 108.000 T+1 T+1 T+0

Days 95 YTM 7.39% 7.39% 7.38%

Acrued Int 1.12

Clean Price 106.878 Días Desde Cupón 95

Días del Período 180
Duration 5.20 Cupon corrido 2.24
Mod. Dur. 5.01
Av. Life 5.55
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -108.00 0 -108
25 Apr 24 25 Apr 24 0.00 100.00 0.00 -96 0
25 Oct 24 25 Oct 24 0.00 100.00 8.500% 4.25 4.25 87 4 100.00
25 Apr 25 25 Apr 25 0.00 100.00 8.500% 4.25 4.25 269 4
25 Oct 25 25 Oct 25 0.00 100.00 8.500% 4.25 4.25 452 4
25 Apr 26 25 Apr 26 0.00 100.00 8.500% 4.25 4.25 634 4
25 Oct 26 25 Oct 26 0.00 100.00 8.500% 4.25 4.25 817 4
25 Apr 27 25 Apr 27 0.00 100.00 8.500% 4.25 4.25 999 3
25 Oct 27 25 Oct 27 0.00 100.00 8.500% 4.25 4.25 1,182 3
25 Apr 28 25 Apr 28 0.00 100.00 8.500% 4.25 4.25 1,365 3
25 Oct 28 25 Oct 28 0.00 100.00 8.500% 4.25 4.25 1,548 3
25 Apr 29 25 Apr 29 0.00 100.00 8.500% 4.25 4.25 1,730 3
25 Oct 29 25 Oct 29 0.00 100.00 8.500% 4.25 4.25 1,913 3
25 Apr 30 25 Apr 30 33.33 66.67 8.500% 4.25 37.58 2,095 25
25 Oct 30 25 Oct 30 0.00 66.67 8.500% 2.83 2.83 2,278 2
25 Apr 31 25 Apr 31 33.33 33.34 8.500% 2.83 36.16 2,460 22
25 Oct 31 25 Oct 31 0.00 33.34 8.500% 1.42 1.42 2,643 1
25 Apr 32 25 Apr 32 33.34 0.00 8.500% 1.42 34.76 2,826 20
159.50 0.07 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-108.00
- - FALSO 0.00
0.01 0.01 96 25 Oct 24 4.25
0.03 0.02 0 25 Apr 25 4.25
0.05 0.03 0 25 Oct 25 4.25
0.07 0.05 0 25 Apr 26 4.25
0.08 0.06 0 25 Oct 26 4.25
0.10 0.07 0 25 Apr 27 4.25
0.11 0.09 0 25 Oct 27 4.25
0.12 0.10 0 25 Apr 28 4.25
0.13 0.11 0 25 Oct 28 4.25
0.14 0.13 0 25 Apr 29 4.25
0.15 0.14 0 25 Oct 29 4.25
1.42 1.35 0 25 Apr 30 37.58
0.11 0.11 0 25 Oct 30 2.83
1.49 1.53 0 25 Apr 31 36.16
0.06 0.06 0 25 Oct 31 1.42
1.53 1.69 0 25 Apr 32 34.76
5.61 5.55 96 25 Oct 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 3/11/2024 8.000% T.Value 100.97

Fecha de emisión 3/5/2024 Curr Yield

Convención días 360 Parity 103.50

Primer cupón 3/11/2024 Next Cshf 3 Nov 24

Valor Nominal 100.0000 Maturity 3 May 29

Monto adjudicado Días a Vto. 1,738

Dirty Price 104.500 T+1 T+1 T+0

Days 87 YTM 7.23% 7.23% 7.23%

Acrued Int 0.97

Clean Price 103.533 Días Desde Cupón 87

Días del Período 180
Duration 3.45 Cupon corrido 1.93
Mod. Dur. 3.33
Av. Life 3.55
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -104.50 0 -105
3 May 24 3 May 24 0.00 100.00 0.00 -88 0
3 Nov 24 3 Nov 24 0.00 100.00 8.000% 4.00 4.00 96 4 100.00
3 May 25 3 May 25 0.00 100.00 8.000% 4.00 4.00 277 4
3 Nov 25 3 Nov 25 0.00 100.00 8.000% 4.00 4.00 461 4
3 May 26 3 May 26 0.00 100.00 8.000% 4.00 4.00 642 4
3 Nov 26 3 Nov 26 0.00 100.00 8.000% 4.00 4.00 826 3
3 May 27 3 May 27 0.00 100.00 8.000% 4.00 4.00 1,007 3
3 Nov 27 3 Nov 27 25.00 75.00 8.000% 4.00 29.00 1,191 23
3 May 28 3 May 28 25.00 50.00 8.000% 3.00 28.00 1,373 21
3 Nov 28 3 Nov 28 25.00 25.00 8.000% 2.00 27.00 1,557 20
3 May 29 3 May 29 25.00 0.00 8.000% 1.00 26.00 1,738 19
134.00 0.07 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-104.50
- - FALSO 0.00
0.01 0.01 88 3 Nov 24 4.00
0.03 0.02 0 3 May 25 4.00
0.05 0.04 0 3 Nov 25 4.00
0.06 0.05 0 3 May 26 4.00
0.08 0.07 0 3 Nov 26 4.00
0.09 0.08 0 3 May 27 4.00
0.75 0.71 0 3 Nov 27 29.00
0.81 0.79 0 3 May 28 28.00
0.85 0.86 0 3 Nov 28 27.00
0.88 0.92 0 3 May 29 26.00
3.60 3.55 88 3 Nov 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 16/8/2024 9.250% T.Value 101.90

Fecha de emisión 16/5/2024 Curr Yield

Convención días 360 Parity 102.06

Primer cupón 16/8/2024 Next Cshf 16 Aug 24

Valor Nominal 100.0000 Maturity 16 May 28

Monto adjudicado Días a Vto. 1,386

Dirty Price 104.000 T+1 T+1 T+0

Days 74 YTM 8.09% 8.09% 8.08%

Acrued Int 1.90

Clean Price 102.099 Días Desde Cupón 74

Días del Período 90
Duration 1.72 Cupon corrido 1.90
Mod. Dur. 1.65
Av. Life 1.82
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -104.00 0 -104
16 May 24 16 May 24 0.00 100.00 0.00 -75 0
16 Aug 24 16 Aug 24 6.25 93.75 9.250% 2.31 8.56 17 9 100.00
16 Nov 24 16 Nov 24 6.25 87.50 9.250% 2.17 8.42 109 8
16 Feb 25 16 Feb 25 6.25 81.25 9.250% 2.02 8.27 201 8
16 May 25 16 May 25 6.25 75.00 9.250% 1.88 8.13 290 8
16 Aug 25 16 Aug 25 6.25 68.75 9.250% 1.73 7.98 382 7
16 Nov 25 16 Nov 25 6.25 62.50 9.250% 1.59 7.84 474 7
16 Feb 26 16 Feb 26 6.25 56.25 9.250% 1.45 7.70 566 7
16 May 26 16 May 26 6.25 50.00 9.250% 1.30 7.55 655 7
16 Aug 26 16 Aug 26 6.25 43.75 9.250% 1.16 7.41 747 6
16 Nov 26 16 Nov 26 6.25 37.50 9.250% 1.01 7.26 839 6
16 Feb 27 16 Feb 27 6.25 31.25 9.250% 0.87 7.12 931 6
16 May 27 16 May 27 6.25 25.00 9.250% 0.72 6.97 1,020 6
16 Aug 27 16 Aug 27 6.25 18.75 9.250% 0.58 6.83 1,112 5
16 Nov 27 16 Nov 27 6.25 12.50 9.250% 0.43 6.68 1,204 5
16 Feb 28 16 Feb 28 6.25 6.25 9.250% 0.29 6.54 1,296 5
16 May 28 16 May 28 6.25 0.00 9.250% 0.14 6.39 1,386 5
119.66 0.08 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-104.00
- - FALSO 0.00
0.00 0.00 75 16 Aug 24 8.56
0.02 0.02 0 16 Nov 24 8.42
0.04 0.04 0 16 Feb 25 8.27
0.06 0.05 0 16 May 25 8.13
0.08 0.07 0 16 Aug 25 7.98
0.09 0.09 0 16 Nov 25 7.84
0.11 0.10 0 16 Feb 26 7.70
0.12 0.11 0 16 May 26 7.55
0.13 0.13 0 16 Aug 26 7.41
0.14 0.14 0 16 Nov 26 7.26
0.15 0.15 0 16 Feb 27 7.12
0.16 0.16 0 16 May 27 6.97
0.16 0.17 0 16 Aug 27 6.83
0.17 0.18 0 16 Nov 27 6.68
0.18 0.19 0 16 Feb 28 6.54
0.18 0.20 0 16 May 28 6.39
1.78 1.82 75 16 Aug 24
 Settlement (t+1 o cambiar) 30-Jul-24
28/5/2024 12.50% T.Value 100.00
Cupón 28/8/2025 13.75% Curr Yield 0.00%
(devengamient
o) 28/8/2026 15.00% Parity 98.50

Next Cshf 28 Aug 24

Fecha de emisión 28/5/2024 Maturity 28 May 27

Convención días 360 Días a Vto. 1,032

Primer cupón 23/8/2024

Valor Nominal 100.0000 T+1 T+1 T+0

Monto adjudicado YTM 15.80% 9.07% 9.06%

Dirty Price 98.500 Días Desde Cupón 62

Days 62 Días del Período 90
Acrued Int 0.00
Clean Price 98.500

Duration 1.69
Mod. Dur. 1.57
Av. Life 1.78
VR 1.00

Fecha Pricipal v/r B+Cup./Cap-Floor Int. Cshf Dias NAV Par V.

T+0 T+1
10-May-23 30-Jul-24 100.00 -98.50 -99
28 May 24 28 May 24 0.00 100.00 0.00 -63 0
28 Aug 24 28 Aug 24 0.00 100.00 12.500% 3.13 3.13 29 3 100
28 Nov 24 28 Nov 24 0.00 100.00 12.500% 3.13 3.13 121 3
28 Feb 25 28 Feb 25 0.00 100.00 12.500% 3.13 3.13 213 3
28 May 25 28 May 25 9.00 91.00 12.500% 3.06 12.06 302 11
28 Aug 25 28 Aug 25 9.00 82.00 13.750% 3.13 12.13 394 10
28 Nov 25 28 Nov 25 9.00 73.00 13.750% 2.82 11.82 486 10
28 Feb 26 28 Feb 26 10.00 63.00 13.750% 2.51 12.51 578 10
28 May 26 28 May 26 10.00 53.00 13.750% 2.12 12.12 667 9
28 Aug 26 28 Aug 26 10.00 43.00 15.000% 1.99 11.99 759 9
28 Nov 26 28 Nov 26 14.00 29.00 15.000% 1.61 15.61 851 11
28 Feb 27 28 Feb 27 14.00 15.00 15.000% 1.09 15.09 943 10
28 May 27 28 May 27 15.00 0.00 15.000% 0.55 15.55 1,032 10

128.24 0.16 0.00 1.00

Dur PPV Days Accr. Ant y Prox Vto

-98.50
- - FALSO 0.00
0.00 0.00 63 28 Aug 24 3.13
0.01 0.01 0 28 Nov 24 3.13
0.02 0.01 0 28 Feb 25 3.13
0.09 0.08 0 28 May 25 12.06
0.11 0.10 0 28 Aug 25 12.13
0.13 0.12 0 28 Nov 25 11.82
0.16 0.15 0 28 Feb 26 12.51
0.17 0.17 0 28 May 26 12.12
0.18 0.19 0 28 Aug 26 11.99
0.26 0.28 0 28 Nov 26 15.61
0.26 0.30 0 28 Feb 27 15.09
0.29 0.34 0 28 May 27 15.55

1.67 1.78 63 28 Aug 24

 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 27/11/2024 6.000% T.Value 101.05

Fecha de emisión 27/5/2024 Curr Yield

Convención días 360 Parity 98.96

Primer cupón 27/11/2024 Next Cshf 27 Nov 24

Valor Nominal 100.0000 Maturity 27 May 26

Monto adjudicado Días a Vto. 666

Dirty Price 100.000 T+1 T+1 T+0

Days 63 YTM 6.65% 6.65% 6.64%

Acrued Int 1.05

Clean Price 98.950 Días Desde Cupón 63

Días del Período 90
Duration 1.73 Cupon corrido 1.05
Mod. Dur. 1.67
Av. Life 1.73
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -100.00 0 -100
27 May 24 27 May 24 0.00 100.00 0.00 -64 0
27 Nov 24 27 Nov 24 0.00 100.00 6.000% 3.00 3.00 120 3 100.00
27 Feb 25 27 Feb 25 0.00 100.00 6.000% 1.50 1.50 212 1
27 May 25 27 May 25 0.00 100.00 6.000% 1.50 1.50 301 1
27 Aug 25 27 Aug 25 0.00 100.00 6.000% 1.50 1.50 393 1
27 Nov 25 27 Nov 25 0.00 100.00 6.000% 1.50 1.50 485 1
27 Feb 26 27 Feb 26 0.00 100.00 6.000% 1.50 1.50 577 1
27 May 26 27 May 26 100.00 0.00 6.000% 1.50 101.50 666 90
112.00 0.07 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-100.00
- - FALSO 0.00
0.01 0.01 64 27 Nov 24 3.00
0.01 0.01 0 27 Feb 25 1.50
0.01 0.01 0 27 May 25 1.50
0.02 0.01 0 27 Aug 25 1.50
0.02 0.02 0 27 Nov 25 1.50
0.02 0.02 0 27 Feb 26 1.50
1.64 1.65 0 27 May 26 101.50
1.73 1.73 64 27 Nov 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 30/11/2024 9.500% T.Value 100.79

Fecha de emisión 30/5/2024 Curr Yield

Convención días 360 Parity 99.96

Primer cupón 30/11/2024 Next Cshf 30 Nov 24

Valor Nominal 100.0000 Maturity 30 May 26

Monto adjudicado Días a Vto. 669

Dirty Price 100.750 T+1 T+1 T+0

Days 60 YTM 9.99% 9.99% 9.98%

Acrued Int 0.79

Clean Price 99.958 Días Desde Cupón 60

Días del Período 180
Duration 1.70 Cupon corrido 1.58
Mod. Dur. 1.62
Av. Life 1.71
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -100.75 0 -101
30 May 24 30 May 24 0.00 100.00 0.00 -61 0
30 Nov 24 30 Nov 24 0.00 100.00 9.500% 4.75 4.75 123 5 100.00
30 May 25 30 May 25 0.00 100.00 9.500% 4.75 4.75 304 4
30 Nov 25 30 Nov 25 0.00 100.00 9.500% 4.75 4.75 488 4
30 May 26 30 May 26 100.00 0.00 9.500% 4.75 104.75 669 88
119.00 0.10 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-100.75
- - FALSO 0.00
0.02 0.01 61 30 Nov 24 4.75
0.04 0.03 0 30 May 25 4.75
0.06 0.05 0 30 Nov 25 4.75
1.61 1.61 0 30 May 26 104.75
1.71 1.71 61 30 Nov 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 28/11/2024 1.000% T.Value 100.09

Fecha de emisión 28/5/2024 Curr Yield

Convención días 360 Parity 99.91

Primer cupón 28/11/2024 Next Cshf 28 Nov 24

Valor Nominal 100.0000 Maturity 28 Nov 24

Monto adjudicado Días a Vto. 121

Dirty Price 100.000 T+1 T+1 T+0

Days 62 YTM 1.51% 1.51% 1.50%

Acrued Int 0.09

Clean Price 99.914 Días Desde Cupón 62

Días del Período 180
Duration 0.33 Cupon corrido 0.17
Mod. Dur. 0.33
Av. Life 0.33
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -100.00 0 -100
28 May 24 28 May 24 0.00 100.00 0.00 -63 0
28 Nov 24 28 Nov 24 100.00 0.00 1.000% 0.50 100.50 121 100 100.00
100.50 0.02 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-100.00
- - FALSO 0.00
0.33 0.33 63 28 Nov 24 100.50
0.33 0.33 63 28 Nov 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 28/11/2024 1.000% T.Value 100.09

Fecha de emisión 28/5/2024 Curr Yield

Convención días 360 Parity 99.91

Primer cupón 28/11/2024 Next Cshf 28 Nov 24

Valor Nominal 100.0000 Maturity 28 Nov 24

Monto adjudicado Días a Vto. 121

Dirty Price 100.000 T+1 T+1 T+0

Days 62 YTM 1.51% 1.51% 1.50%

Acrued Int 0.09

Clean Price 99.914 Días Desde Cupón 62

Días del Período 180
Duration 0.33 Cupon corrido 0.17
Mod. Dur. 0.33
Av. Life 0.33
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -100.00 0 -100
28 May 24 28 May 24 0.00 100.00 0.00 -63 0
28 Nov 24 28 Nov 24 100.00 0.00 1.000% 0.50 100.50 121 100 100.00
100.50 0.02 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-100.00
- - FALSO 0.00
0.33 0.33 63 28 Nov 24 100.50
0.33 0.33 63 28 Nov 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 30/8/2024 6.000% T.Value 101.00

Fecha de emisión 30/5/2024 Curr Yield

Convención días 360 Parity 99.01

Primer cupón 30/8/2024 Next Cshf 30 Aug 24

Valor Nominal 100.0000 Maturity 30 May 26

Monto adjudicado Días a Vto. 669

Dirty Price 100.000 T+1 T+1 T+0

Days 60 YTM 6.60% 6.60% 6.59%

Acrued Int 1.00

Clean Price 99.000 Días Desde Cupón 60

Días del Período 90
Duration 1.73 Cupon corrido 1.00
Mod. Dur. 1.68
Av. Life 1.74
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -100.00 0 -100
30 May 24 30 May 24 0.00 100.00 0.00 -61 0
30 Aug 24 30 Aug 24 0.00 100.00 6.000% 1.50 1.50 31 1 100.00
30 Nov 24 30 Nov 24 0.00 100.00 6.000% 1.50 1.50 123 1
28 Feb 25 28 Feb 25 0.00 100.00 6.000% 1.47 1.47 213 1
30 May 25 30 May 25 0.00 100.00 6.000% 1.50 1.50 304 1
30 Aug 25 30 Aug 25 0.00 100.00 6.000% 1.50 1.50 396 1
30 Nov 25 30 Nov 25 0.00 100.00 6.000% 1.50 1.50 488 1
28 Feb 26 28 Feb 26 0.00 100.00 6.000% 1.47 1.47 578 1
30 May 26 30 May 26 100.00 0.00 6.000% 1.50 101.50 669 90
111.93 0.07 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-100.00
- - FALSO 0.00
0.00 0.00 61 30 Aug 24 1.50
0.00 0.00 0 30 Nov 24 1.50
0.01 0.01 0 28 Feb 25 1.47
0.01 0.01 0 30 May 25 1.50
0.02 0.01 0 30 Aug 25 1.50
0.02 0.02 0 30 Nov 25 1.50
0.02 0.02 0 28 Feb 26 1.47
1.65 1.66 0 30 May 26 101.50
1.73 1.74 61 30 Aug 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 10/12/2024 6.000% T.Value 100.42

Fecha de emisión 10/6/2024 Curr Yield

Convención días 360 Parity 99.59

Primer cupón 10/12/2024 Next Cshf 10 Dec 24

Valor Nominal 100.0000 Maturity 10 Jun 26

Monto adjudicado Días a Vto. 680

Dirty Price 100.000 T+1 T+1 T+0

Days 50 YTM 6.47% 6.47% 6.46%

Acrued Int 0.42

Clean Price 99.583 Días Desde Cupón 50

Días del Período 180
Duration 1.78 Cupon corrido 0.83
Mod. Dur. 1.72
Av. Life 1.78
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -100.00 0 -100
10 Jun 24 10 Jun 24 0.00 100.00 0.00 -50 0
10 Dec 24 10 Dec 24 0.00 100.00 6.000% 3.00 3.00 133 3 100.00
10 Jun 25 10 Jun 25 0.00 100.00 6.000% 3.00 3.00 315 3
10 Dec 25 10 Dec 25 0.00 100.00 6.000% 3.00 3.00 498 3
10 Jun 26 10 Jun 26 100.00 0.00 6.000% 3.00 103.00 680 91
112.00 0.06 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-100.00
- - FALSO 0.00
0.01 0.01 50 10 Dec 24 3.00
0.02 0.02 0 10 Jun 25 3.00
0.04 0.04 0 10 Dec 25 3.00
1.70 1.71 0 10 Jun 26 103.00
1.78 1.78 50 10 Dec 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 13/12/2024 6.000% T.Value 100.78

Fecha de emisión 13/6/2024 Curr Yield

Convención días 360 Parity 99.22

Primer cupón 13/12/2024 Next Cshf 13 Dec 24

Valor Nominal 100.0000 Maturity 13 Jun 26

Monto adjudicado Días a Vto. 683

Dirty Price 100.000 T+1 T+1 T+0

Days 47 YTM 6.48% 6.48% 6.47%

Acrued Int 0.78

Clean Price 99.217 Días Desde Cupón 47

Días del Período 90
Duration 1.77 Cupon corrido 0.78
Mod. Dur. 1.72
Av. Life 1.78
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -100.00 0 -100
13 Jun 24 13 Jun 24 0.00 100.00 0.00 -47 0
13 Dec 24 13 Dec 24 0.00 100.00 6.000% 3.00 3.00 136 3 100.00
13 Mar 25 13 Mar 25 0.00 100.00 6.000% 1.50 1.50 226 1
13 Jun 25 13 Jun 25 0.00 100.00 6.000% 1.50 1.50 318 1
12 Sep 25 12 Sep 25 0.00 100.00 6.000% 1.48 1.48 409 1
13 Dec 25 13 Dec 25 0.00 100.00 6.000% 1.52 1.52 501 1
13 Mar 26 13 Mar 26 0.00 100.00 6.000% 1.50 1.50 591 1
13 Jun 26 13 Jun 26 100.00 0.00 6.000% 1.50 101.50 683 90
112.00 0.06 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-100.00
- - FALSO 0.00
0.01 0.01 47 13 Dec 24 3.00
0.01 0.01 0 13 Mar 25 1.50
0.01 0.01 0 13 Jun 25 1.50
0.02 0.01 0 12 Sep 25 1.48
0.02 0.02 0 13 Dec 25 1.52
0.02 0.02 0 13 Mar 26 1.50
1.69 1.70 0 13 Jun 26 101.50
1.77 1.78 47 13 Dec 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 13/9/2024 5.900% T.Value 100.77

Fecha de emisión 13/6/2024 Curr Yield

Convención días 360 Parity 99.24

Primer cupón 13/9/2024 Next Cshf 13 Sep 24

Valor Nominal 100.0000 Maturity 13 Jun 27

Monto adjudicado Días a Vto. 1,048

Dirty Price 100.000 T+1 T+1 T+0

Days 47 YTM 6.25% 6.25% 6.25%

Acrued Int 0.77

Clean Price 99.230 Días Desde Cupón 47

Días del Período 90
Duration 2.53 Cupon corrido 0.77
Mod. Dur. 2.46
Av. Life 2.56
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -100.00 0 -100
13 Jun 24 13 Jun 24 0.00 100.00 0.00 -47 0
13 Sep 24 13 Sep 24 0.00 100.00 5.900% 1.47 1.47 45 1
13 Dec 24 13 Dec 24 0.00 100.00 5.900% 1.47 1.47 136 1
13 Mar 25 13 Mar 25 0.00 100.00 5.900% 1.47 1.47 226 1
13 Jun 25 13 Jun 25 0.00 100.00 5.900% 1.47 1.47 318 1
13 Sep 25 13 Sep 25 0.00 100.00 5.900% 1.47 1.47 410 1
13 Dec 25 13 Dec 25 0.00 100.00 5.900% 1.47 1.47 501 1
13 Mar 26 13 Mar 26 0.00 100.00 5.900% 1.47 1.47 591 1
13 Jun 26 13 Jun 26 0.00 100.00 5.900% 1.47 1.47 683 1
13 Sep 26 13 Sep 26 0.00 100.00 5.900% 1.47 1.47 775 1
13 Dec 26 13 Dec 26 0.00 100.00 5.900% 1.47 1.47 866 1
13 Mar 27 13 Mar 27 50.00 50.00 5.900% 1.47 51.48 956 44
13 Jun 27 13 Jun 27 50.00 0.00 5.900% 0.74 50.74 1,048 43
116.96 0.06 0.00
Par V. Dur PPV Days Accr. Ant y Prox Vto

-100.00
- - FALSO 0.00
100.00 0.00 0.00 47 13 Sep 24 1.47
0.01 0.00 0 13 Dec 24 1.47
0.01 0.01 0 13 Mar 25 1.47
0.01 0.01 0 13 Jun 25 1.47
0.02 0.01 0 13 Sep 25 1.47
0.02 0.02 0 13 Dec 25 1.47
0.02 0.02 0 13 Mar 26 1.47
0.02 0.02 0 13 Jun 26 1.47
0.03 0.03 0 13 Sep 26 1.47
0.03 0.03 0 13 Dec 26 1.47
 1.15 1.15 0 13 Mar 27 51.48
1.22 1.25 0 13 Jun 27 50.74
1.0000 2.53 2.56 47 13 Sep 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 28/9/2024 7.500% T.Value 100.67

Fecha de emisión 28/6/2024 Curr Yield

Convención días 360 Parity 99.34

Primer cupón 28/9/2024 Next Cshf 28 Sep 24

Valor Nominal 100.0000 Maturity 28 Jun 26

Monto adjudicado Días a Vto. 698

Dirty Price 100.000 T+1 T+1 T+0

Days 32 YTM 7.95% 7.95% 7.94%

Acrued Int 0.67

Clean Price 99.333 Días Desde Cupón 32

Días del Período 90
Duration 1.79 Cupon corrido 0.67
Mod. Dur. 1.72
Av. Life 1.80
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -100.00 0 -100
28 Jun 24 28 Jun 24 0.00 100.00 0.00 -32 0
28 Sep 24 28 Sep 24 0.00 100.00 7.500% 1.88 1.88 60 2 100.00
28 Dec 24 28 Dec 24 0.00 100.00 7.500% 1.88 1.88 151 2
28 Mar 25 28 Mar 25 0.00 100.00 7.500% 1.88 1.88 241 2
28 Jun 25 28 Jun 25 0.00 100.00 7.500% 1.88 1.88 333 2
28 Sep 25 28 Sep 25 0.00 100.00 7.500% 1.88 1.88 425 2
28 Dec 25 28 Dec 25 0.00 100.00 7.500% 1.88 1.88 516 2
28 Mar 26 28 Mar 26 0.00 100.00 7.500% 1.88 1.88 606 2
28 Jun 26 28 Jun 26 100.00 0.00 7.500% 1.88 101.88 698 88
115.00 0.08 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-100.00
- - FALSO 0.00
0.00 0.00 32 28 Sep 24 1.88
0.01 0.01 0 28 Dec 24 1.88
0.01 0.01 0 28 Mar 25 1.88
0.02 0.01 0 28 Jun 25 1.88
0.02 0.02 0 28 Sep 25 1.88
0.02 0.02 0 28 Dec 25 1.88
0.03 0.03 0 28 Mar 26 1.88
1.68 1.69 0 28 Jun 26 101.88
1.79 1.80 32 28 Sep 24
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 2/1/2025 9.000% T.Value 100.70

Fecha de emisión 2/7/2024 Curr Yield

Convención días 360 Parity 99.30

Primer cupón 2/1/2025 Next Cshf 2 Jan 25

Valor Nominal 100.0000 Maturity 2 Jul 26

Monto adjudicado Días a Vto. 702

Dirty Price 100.000 T+1 T+1 T+0

Days 28 YTM 9.51% 9.51% 9.50%

Acrued Int 0.70

Clean Price 99.300 Días Desde Cupón 28

Días del Período 90
Duration 1.57 Cupon corrido 0.70
Mod. Dur. 1.50
Av. Life 1.58
VR 1.00

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

T+0 T+1
29-Jul-24 30-Jul-24 100.00 -100.00 0 -100
2 Jul 24 2 Jul 24 0.00 100.00 0.00 -28 0
2 Jan 25 2 Jan 25 0.00 100.00 9.000% 4.50 4.50 156 4 100.00
2 Apr 25 2 Apr 25 0.00 100.00 9.000% 2.25 2.25 246 2
2 Jul 25 2 Jul 25 0.00 100.00 9.000% 2.25 2.25 337 2
2 Oct 25 2 Oct 25 0.00 100.00 9.000% 2.25 2.25 429 2
2 Jan 26 2 Jan 26 33.00 67.00 9.000% 2.25 35.25 521 31
2 Apr 26 2 Apr 26 33.00 34.00 9.000% 1.51 34.51 611 30
2 Jul 26 2 Jul 26 34.00 0.00 9.000% 0.77 34.77 702 29
115.77 0.10 0.00 1.0000
Dur PPV Days Accr. Ant y Prox Vto

-100.00
- - FALSO 0.00
0.02 0.02 28 2 Jan 25 4.50
0.01 0.01 0 2 Apr 25 2.25
0.02 0.02 0 2 Jul 25 2.25
0.02 0.02 0 2 Oct 25 2.25
0.44 0.43 0 2 Jan 26 35.25
0.49 0.50 0 2 Apr 26 34.51
0.56 0.58 0 2 Jul 26 34.77
1.57 1.58 28 2 Jan 25
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 18/1/2025 9.500% T.Value 100.16

Fecha de emisión 18/7/2024 Curr Yield

Convención días 360 Parity 99.84

Primer cupón 18/1/2025 Next Cshf 18 Jan 25

Valor Nominal 100.0000 Maturity 18 Jul 31

Monto adjudicado Días a Vto. 2,544

Dirty Price 100.000 T+1 T+1 T+0

Days 12 YTM 9.56% 9.56% 9.56%

Acrued Int 0.16

Clean Price 99.842 Días Desde Cupón 12

Días del Período 180
Duration 4.66 Cupon corrido 0.32
Mod. Dur. 4.45
Av. Life 5.00
VR 1.00

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

T+1 T+0 T+1
30-Jul-24 29-Jul-24 30-Jul-24 100.00 -100.00 0 -100
18 Jul 24 18 Jul 24 18 Jul 24 0.00 100.00 0.00 -12 0
18 Jan 25 18 Jan 25 18 Jan 25 0.00 100.00 9.500% 4.75 4.75 172 5
18 Jul 25 18 Jul 25 18 Jul 25 0.00 100.00 9.500% 4.75 4.75 353 4
18 Jan 26 18 Jan 26 18 Jan 26 0.00 100.00 9.500% 4.75 4.75 537 4
18 Jul 26 18 Jul 26 18 Jul 26 0.00 100.00 9.500% 4.75 4.75 718 4
18 Jan 27 18 Jan 27 18 Jan 27 0.00 100.00 9.500% 4.75 4.75 902 4
18 Jul 27 18 Jul 27 18 Jul 27 0.00 100.00 9.500% 4.75 4.75 1,083 4
18 Jan 28 18 Jan 28 18 Jan 28 0.00 100.00 9.500% 4.75 4.75 1,267 3
18 Jul 28 18 Jul 28 18 Jul 28 0.00 100.00 9.500% 4.75 4.75 1,449 3
18 Jan 29 18 Jan 29 18 Jan 29 0.00 100.00 9.500% 4.75 4.75 1,633 3
18 Jul 29 18 Jul 29 18 Jul 29 33.00 67.00 9.500% 4.75 37.75 1,814 24
18 Jan 30 18 Jan 30 18 Jan 30 0.00 67.00 9.500% 3.18 3.18 1,998 2
18 Jul 30 18 Jul 30 18 Jul 30 33.00 34.00 9.500% 3.18 36.18 2,179 21
18 Jan 31 18 Jan 31 18 Jan 31 0.00 34.00 9.500% 1.62 1.62 2,363 1
18 Jul 31 18 Jul 31 18 Jul 31 34.00 0.00 9.500% 1.62 35.62 2,544 19
157.10 0.10 0.00
Par V. Dur PPV Days Accr. Ant y Prox Vto

-100.00
- - FALSO 0.00
100.00 0.02 0.01 12 18 Jan 25 4.75
0.04 0.03 0 18 Jul 25 4.75
0.06 0.04 0 18 Jan 26 4.75
0.08 0.06 0 18 Jul 26 4.75
0.09 0.07 0 18 Jan 27 4.75
0.11 0.09 0 18 Jul 27 4.75
0.12 0.10 0 18 Jan 28 4.75
0.13 0.12 0 18 Jul 28 4.75
0.14 0.14 0 18 Jan 29 4.75
1.18 1.19 0 18 Jul 29 37.75
 0.10 0.11 0 18 Jan 30 3.18
1.24 1.37 0 18 Jul 30 36.18
0.06 0.07 0 18 Jan 31 1.62
1.29 1.58 0 18 Jul 31 35.62
1.0000 4.66 5.00 12 18 Jan 25
 Settlement (t+1 o cambiar) 30-Jul-24
Cupón 23/1/2025 7.500% T.Value 100.07

Fecha de emisión 23/7/2024 Curr Yield

Convención días 360 Parity 99.93

Primer cupón 23/1/2025 Next Cshf 23 Jan 25

Valor Nominal 100.0000 Maturity 23 Jul 27

Monto adjudicado Días a Vto. 1,088

Dirty Price 100.000 T+1 T+1 T+0

Days 7 YTM 7.55% 7.55% 7.54%

Acrued Int 0.07

Clean Price 99.927 Días Desde Cupón 7

Días del Período 180
Duration 2.72 Cupon corrido 0.15
Mod. Dur. 2.62
Av. Life 2.75
VR 1.00

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

T+1 T+0 T+1
30-Jul-24 29-Jul-24 30-Jul-24 100.00 -100.00 0 -100
23 Jul 24 23 Jul 24 23 Jul 24 0.00 100.00 0.00 -7 0
23 Jan 25 23 Jan 25 23 Jan 25 0.00 100.00 7.500% 3.75 3.75 177 4
23 Jul 25 23 Jul 25 23 Jul 25 0.00 100.00 7.500% 3.75 3.75 358 3
23 Jan 26 23 Jan 26 23 Jan 26 0.00 100.00 7.500% 3.75 3.75 542 3
23 Jul 26 23 Jul 26 23 Jul 26 0.00 100.00 7.500% 3.75 3.75 723 3
23 Jan 27 23 Jan 27 23 Jan 27 0.00 100.00 7.500% 3.75 3.75 907 3
23 Jul 27 23 Jul 27 23 Jul 27 100.00 0.00 7.500% 3.75 103.75 1,088 83
122.50 0.08 0.00
Par V. Dur PPV Days Accr. Ant y Prox Vto

-100.00
- - FALSO 0.00
100.00 0.02 0.01 7 23 Jan 25 3.75
0.03 0.03 0 23 Jul 25 3.75
0.05 0.05 0 23 Jan 26 3.75
0.06 0.06 0 23 Jul 26 3.75
0.08 0.08 0 23 Jan 27 3.75
2.48 2.52 0 23 Jul 27 103.75
1.0000 2.72 2.75 7 23 Jan 25
 Settlement (t+2 o cambiar) 30-Jul-24
29/7/2024 9.000% T.Value 100.03

Cupón 29/10/2025 10.000% Curr Yield 9.00%

(devengamiento) 99.98
Parity
Next Cshf 29 Jan 25

Fecha de emisión 29/7/2024 Maturity 29 Jul 26

Convención días 360 Días a Vto. 729

Primer cupón 29/1/2025

Valor Nominal 100.0000 T+1 T+1 T+0

Monto adjudicado YTM 9.45% 9.45% 9.43%

Dirty Price 100.000

Days 1
Acrued Int 0.03
Clean Price 99.975

Duration 1.86
Mod. Dur. 1.77
Av. Life 1.87
VR 1.00

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

T+1 T+0 T+1
30-Jul-24 29-Jul-24 30-Jul-24 100.00 -100.00 -100
29 Jul 24 29 Jul 24 29 Jul 24 0.00 100.00 0.00 -1 0
29 Jan 25 29 Jan 25 29 Jan 25 0.00 100.00 9.000% 4.50 4.50 183 4
29 Apr 25 29 Apr 25 29 Apr 25 0.00 100.00 9.000% 2.25 2.25 273 2
29 Jul 25 29 Jul 25 29 Jul 25 0.00 100.00 9.000% 2.25 2.25 364 2
29 Oct 25 29 Oct 25 29 Oct 25 0.00 100.00 9.000% 2.25 2.25 456 2
29 Jan 26 29 Jan 26 29 Jan 26 0.00 100.00 10.000% 2.50 2.50 548 2
29 Apr 26 29 Apr 26 29 Apr 26 0.00 100.00 10.000% 2.50 2.50 638 2
29 Jul 26 29 Jul 26 29 Jul 26 100.00 0.00 10.000% 2.50 102.50 729 85

118.75 0.09 0.00

Par V. Dur PPV Days Accr. Ant y Prox Vto

-100.00
- - FALSO 0.00
100 0.02 0.02 1 29 Jan 25 4.50
0.02 0.01 0 29 Apr 25 2.25
0.02 0.02 0 29 Jul 25 2.25
0.03 0.02 0 29 Oct 25 2.25
0.03 0.03 0 29 Jan 26 2.50
0.04 0.04 0 29 Apr 26 2.50
 1.70 1.72 0 29 Jul 26 102.50

1.00 1.86 1.87 1 29 Jan 25