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Valorizacion Bono

This document contains information from a bond auction in Peru on April 25, 2019 including: - The auction date and bond term of 3 years - The amount placed was 100 million soles with a total demand of 140.55 million - The bond has a fixed annual interest rate of 5.125% paid every 6 months - The redemption date is April 26, 2022

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Alexandra Guzman Burga
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45 views14 pages

Valorizacion Bono

This document contains information from a bond auction in Peru on April 25, 2019 including: - The auction date and bond term of 3 years - The amount placed was 100 million soles with a total demand of 140.55 million - The bond has a fixed annual interest rate of 5.125% paid every 6 months - The redemption date is April 26, 2022

Uploaded by

Alexandra Guzman Burga
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as XLSX, PDF, TXT or read online on Scribd
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Rango de Fechas del 5/8/2019 al 5/8/2019

Fecha de Proceso Tipo de Curva Plazo (DIAS) Tasas (%) periodo 1


5/8/2019 CCPSS 0 2.4290319 a i
5/8/2019 CCPSS 90 2.6885727 90 2.689
5/8/2019 CCPSS 180 2.9283526 171 2.904
5/8/2019 CCPSS 270 3.1486325 180 2.928
5/8/2019 CCPSS 360 3.35014
5/8/2019 CCPSS 450 3.5338921
5/8/2019 CCPSS 540 3.7010694 periodo 2
5/8/2019 CCPSS 630 3.8529273 a i
5/8/2019 CCPSS 720 3.9907346 270 3.149
5/8/2019 CCPSS 810 4.1157317 354 3.337
5/8/2019 CCPSS 900 4.229104 360 3.350
5/8/2019 CCPSS 990 4.3319651
5/8/2019 CCPSS 1080 4.4253486 periodo 3
5/8/2019 CCPSS 1170 4.510204 a i
5/8/2019 CCPSS 1260 4.5873973 450 3.534
5/8/2019 CCPSS 1350 4.6577132 537 3.695
5/8/2019 CCPSS 1440 4.7218598 540 3.701
5/8/2019 CCPSS 1530 4.7804733
5/8/2019 CCPSS 1620 4.8341238
5/8/2019 CCPSS 1710 4.8833208 periodo 4
5/8/2019 CCPSS 1800 4.928519 a i
5/8/2019 CCPSS 1890 4.9701235 630 3.853
5/8/2019 CCPSS 1980 5.008495 719 3.989
5/8/2019 CCPSS 2070 5.0439547 720 3.991
5/8/2019 CCPSS 2160 5.0767882
5/8/2019 CCPSS 2250 5.1072496
5/8/2019 CCPSS 2340 5.1355652
5/8/2019 CCPSS 2430 5.1619364
5/8/2019 CCPSS 2520 5.1865429
5/8/2019 CCPSS 2610 5.2095448
5/8/2019 CCPSS 2700 5.2310851
5/8/2019 CCPSS 2790 5.2512918
5/8/2019 CCPSS 2880 5.2702793
5/8/2019 CCPSS 2970 5.2881501
5/8/2019 CCPSS 3060 5.3049965
5/8/2019 CCPSS 3150 5.3209013
5/8/2019 CCPSS 3240 5.3359389
5/8/2019 CCPSS 3330 5.3501767
5/8/2019 CCPSS 3420 5.3636755
5/8/2019 CCPSS 3510 5.3764903
5/8/2019 CCPSS 3600 5.3886708
5/8/2019 CCPSS 3690 5.4002624
5/8/2019 CCPSS 3780 5.4113062
5/8/2019 CCPSS 3870 5.4218398
5/8/2019 CCPSS 3960 5.4318974
5/8/2019 CCPSS 4050 5.4415103
5/8/2019 CCPSS 4140 5.4507071
5/8/2019 CCPSS 4230 5.4595142
5/8/2019 CCPSS 4320 5.4679556
5/8/2019 CCPSS 4410 5.4760537
5/8/2019 CCPSS 4500 5.4838287
5/8/2019 CCPSS 4590 5.4912997
5/8/2019 CCPSS 4680 5.4984841
5/8/2019 CCPSS 4770 5.505398
5/8/2019 CCPSS 4860 5.5120564
5/8/2019 CCPSS 4950 5.5184732
5/8/2019 CCPSS 5040 5.5246613
5/8/2019 CCPSS 5130 5.5306326
5/8/2019 CCPSS 5220 5.5363984
5/8/2019 CCPSS 5310 5.5419691
5/8/2019 CCPSS 5400 5.5473545
5/8/2019 CCPSS 5490 5.5525635
5/8/2019 CCPSS 5580 5.5576047
5/8/2019 CCPSS 5670 5.5624862
5/8/2019 CCPSS 5760 5.5672153
5/8/2019 CCPSS 5850 5.5717992
5/8/2019 CCPSS 5940 5.5762443
5/8/2019 CCPSS 6030 5.5805569
5/8/2019 CCPSS 6120 5.5847429
5/8/2019 CCPSS 6210 5.5888077
5/8/2019 CCPSS 6300 5.5927565
5/8/2019 CCPSS 6390 5.5965942
5/8/2019 CCPSS 6480 5.6003254
5/8/2019 CCPSS 6570 5.6039546
5/8/2019 CCPSS 6660 5.6074857
5/8/2019 CCPSS 6750 5.6109229
5/8/2019 CCPSS 6840 5.6142696
5/8/2019 CCPSS 6930 5.6175296
5/8/2019 CCPSS 7020 5.6207061
5/8/2019 CCPSS 7110 5.6238022
5/8/2019 CCPSS 7200 5.626821
5/8/2019 CCPSS 7290 5.6297654
5/8/2019 CCPSS 7380 5.632638
5/8/2019 CCPSS 7470 5.6354415
5/8/2019 CCPSS 7560 5.6381783
5/8/2019 CCPSS 7650 5.6408508
5/8/2019 CCPSS 7740 5.6434612
5/8/2019 CCPSS 7830 5.6460117
5/8/2019 CCPSS 7920 5.6485042
5/8/2019 CCPSS 8010 5.6509408
5/8/2019 CCPSS 8100 5.6533233
5/8/2019 CCPSS 8190 5.6556535
5/8/2019 CCPSS 8280 5.6579331
5/8/2019 CCPSS 8370 5.6601637
5/8/2019 CCPSS 8460 5.6623469
5/8/2019 CCPSS 8550 5.6644841
5/8/2019 CCPSS 8640 5.6665769
5/8/2019 CCPSS 8730 5.6686266
5/8/2019 CCPSS 8820 5.6706345
5/8/2019 CCPSS 8910 5.6726019
5/8/2019 CCPSS 9000 5.6745299
5/8/2019 CCPSS 9090 5.6764198
5/8/2019 CCPSS 9180 5.6782727
5/8/2019 CCPSS 9270 5.6800896
5/8/2019 CCPSS 9360 5.6818717
5/8/2019 CCPSS 9450 5.6836198
5/8/2019 CCPSS 9540 5.6853349
5/8/2019 CCPSS 9630 5.687018
5/8/2019 CCPSS 9720 5.68867
5/8/2019 CCPSS 9810 5.6902917
5/8/2019 CCPSS 9900 5.6918839
5/8/2019 CCPSS 9990 5.6934475
5/8/2019 CCPSS 10080 5.6949832
5/8/2019 CCPSS 10170 5.6964917
5/8/2019 CCPSS 10260 5.6979737
5/8/2019 CCPSS 10350 5.6994301
5/8/2019 CCPSS 10440 5.7008613
5/8/2019 CCPSS 10530 5.7022681
5/8/2019 CCPSS 10620 5.703651
5/8/2019 CCPSS 10710 5.7050107
5/8/2019 CCPSS 10800 5.7063478
5/8/2019 CCPSS 10890 5.7076628
5/8/2019 CCPSS 10980 5.7089563
5/8/2019 CCPSS 11070 5.7102287
5/8/2019 CCPSS 11160 5.7114806
5/8/2019 CCPSS 11250 5.7127125
5/8/2019 CCPSS 11340 5.7139249
5/8/2019 CCPSS 11430 5.7151182
5/8/2019 CCPSS 11520 5.7162929
5/8/2019 CCPSS 11610 5.7174493
5/8/2019 CCPSS 11700 5.718588
5/8/2019 CCPSS 11790 5.7197093
5/8/2019 CCPSS 11880 5.7208137
5/8/2019 CCPSS 11970 5.7219014
5/8/2019 CCPSS 12060 5.7229729
5/8/2019 CCPSS 12150 5.7240286
5/8/2019 CCPSS 12240 5.7250687
5/8/2019 CCPSS 12330 5.7260936
5/8/2019 CCPSS 12420 5.7271038
5/8/2019 CCPSS 12510 5.7280994
5/8/2019 CCPSS 12600 5.7290807
5/8/2019 CCPSS 12690 5.7300482
5/8/2019 CCPSS 12780 5.7310021
5/8/2019 CCPSS 12870 5.7319426
5/8/2019 CCPSS 12960 5.73287
5/8/2019 CCPSS 13050 5.7337847
5/8/2019 CCPSS 13140 5.7346869
5/8/2019 CCPSS 13230 5.7355768
Chart Title
5/8/2019 CCPSS 133207 5.7364546
5/8/2019 CCPSS 13410 5.7373207
6
5/8/2019 CCPSS 13500 5.7381753
5/8/2019 CCPSS 135905 5.7390185
5/8/2019 CCPSS 13680 5.7398507
4
5/8/2019 CCPSS 13770 5.740672
5/8/2019 CCPSS 138603 5.7414826
5/8/2019 CCPSS 13950 5.7422827
2
5/8/2019 CCPSS 14040 5.7430727
5/8/2019 CCPSS 141301 5.7438525
5/8/2019 CCPSS 14220 5.7446225
0
5/8/2019 CCPSS 14310 05.7453828
990 1980 2970 3960 4950 5940 6930 7920 8910 9900 10890118801287
5/8/2019 CCPSS 14400 5.7461336
periodo 5
a i
900 4.229 2.90437461
902 4.231 3.33670617
990 4.332 3.69549682
3.98920341
4.2313898
periodo 6 4.42911995
a i
1080 4.425
1084 4.429
1170 4.510

periodo 7
a i
2.429
#DIV/0!
2.429

periodo 8
a i
2.429
#DIV/0!
2.429
Title

7920 8910 9900 10890118801287013860


1 Información Subasta

Datos de colocación
Fecha de termino de colocacion 4/25/2019
Plazo del valor 3 años y 0 meses 3

Monto colocado
Moneda: S/
Monto 100,000,000.00
Demanda total del valor 140,550,000.00

Tasa
Tasa de interes nominal anual (TINA) 5.125%
Tipo Tasa Fija

Precio de colocacion 100%


Periodo de pago de intereses 6 meses
Fecha de redencion o venc. 4/26/2022
Agente liquidador CAVALI SA ICLV

2. Valorización Bono

Valor nominal 5,000.00


Tasa cupon (TINA) 5.125%
Plazo 3 años
Periodicidad semestral 180 dias
Colocado a la par
Cupón 128.125

Flujos
0 4/26/2019 5,000.00
1 10/26/2019 128.125
2 4/26/2020 128.125
3 10/26/2020 128.125
4 4/26/2021 128.125
5 10/26/2021 128.125
6 4/26/2022 5,128.13

Valorización 5/8/2019
Dias conversion tasas monto
4/26/2019
0 5/8/2019
1 10/26/2019 171.00 0.48 2.904% 128.125
2 4/26/2020 354.00 0.98 3.337% 128.125
3 10/26/2020 537.00 1.49 3.695% 128.125
4 4/26/2021 719.00 2.00 3.989% 128.125
5 10/26/2021 902.00 2.51 4.231% 128.125
6 4/26/2022 1,084.00 3.01 4.429% 5128.125

3 Intereses corridos, precio sucio y precio limpio

t 12.00
T 180.0
Interes corr. 8.54
P. Sucio 5,001.70
P. Limpio 4,993.16
Duracion 2.827
Duracion(M) 2.689
Precio sucio Duracion
VA1 Z-pread VA2

5,106.56 5,001.70 2.827


126.39 0.769% 125.95 5.16% 59.42
124.06 0.769% 123.15 5.16% 119.91
121.37 0.769% 120.04 5.16% 177.30
118.50 0.769% 116.77 5.16% 231.43
115.49 0.769% 113.38 5.16% 283.00
4,500.75 0.769% 4,402.41 5.16% 13,270.61
1 Información Subasta

Datos de colocación
ok Fecha de termino de colocacion 10/24/2018
ok Plazo del valor 6años y 0 meses 6

Monto colocado
ok Moneda: S/
ok Monto 600,000,000.00
Demanda total del valor 140,550,000.00

Tasa
ok Tasa de interes nominal anual (TINA) 6.5%
ok Tipo Tasa Fija

ok Precio de colocacion 100%


ok Periodo de pago de intereses 6 meses
ok Fecha de redencion o venc. 10/25/2020
ok Agente liquidador CAVALI SA ICLV

2. Valorización Bono

ok Valor nominal 1,000.00


ok Tasa cupon (TINA) 6.5% F. Emision 10/25/2018
ok Plazo 6 años Evaluacion 5/20/2019
Periodicidad semestral 180 dias
Colocado a la par
Cupón 32.5

Flujos
0 10/25/2018 1,000.00
1 4/25/2019 32.5
2 10/25/2019 32.5
3 4/25/2020 32.5
4 10/25/2020 32.5
5 4/25/2021 32.5
6 10/25/2021 32.5
7 4/25/2022 32.5
8 10/25/2022 1,032.50

Valorización 5/8/2019
Dias conversion tasas monto
10/25/2018
4/25/2019
0 5/20/2019
1 10/25/2019 158.00 0.44 2.90% 32.5
2 4/25/2020 341.00 0.95 3.34% 32.5
3 10/25/2020 524.00 1.46 3.70% 32.5
4 4/25/2021 706.00 1.96 3.70% 32.5
5 10/25/2021 889.00 2.47 3.99% 32.5
6 4/25/2022 1,071.00 2.98 4.23% 32.5
7 10/25/2022 1,254.00 3.48 4.43% 1,032.50

3 Intereses corridos, precio sucio y precio limpio

t 25.00
T 180.0
Interes corr. 4.51
P. Sucio 1,041.99
P. Limpio 1,037.48
Duracion 3.153
Duracion(M) 2.990
Precio sucio Duracion
VA1 Z-pread VA2

1,070.76 1,041.99 3.153


32.09 0.9% 31.97 5.46% 13.93
31.51 0.9% 31.25 5.46% 29.27
30.83 0.9% 30.44 5.46% 43.78
30.27 0.9% 29.76 5.46% 57.42
29.51 0.9% 28.89 5.46% 70.38
28.73 0.9% 28.00 5.46% 82.53
887.83 0.9% 861.68 5.46% 2,988.17

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