| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2023-09-01 | 100.00 | 66362.00 | 1493.14 | 0.00 | 1493.14 |
| 2024-03-01 | 100.00 | 106434.00 | 2926.93 | 0.00 | 2926.93 |
| 2024-09-01 | 100.00 | 128201.00 | 3525.53 | 0.00 | 3525.53 |
| 2025-03-01 | 100.00 | 107582.00 | 3160.22 | 0.00 | 3160.22 |
| 2025-09-01 | 100.00 | 107582.00 | 3160.22 | 0.00 | 3160.22 |
| 2026-03-01 | 100.00 | 107582.00 | 3160.22 | 0.00 | 3160.22 |
| 2026-09-01 | 100.00 | 107582.00 | 3160.22 | 0.00 | 3160.22 |
| 2027-03-01 | 100.00 | 107582.00 | 3160.22 | 0.00 | 3160.22 |
| 2027-09-01 | 100.00 | 107582.00 | 3160.22 | 0.00 | 3160.22 |
| 2028-03-01 | 100.00 | 107582.00 | 3160.22 | 0.00 | 3160.22 |
| 2028-09-01 | 99.25 | 106775.13 | 3160.22 | 806.87 | 3967.09 |
| 2029-03-01 | 98.50 | 105968.27 | 3136.52 | 806.87 | 3943.38 |
| 2029-09-01 | 97.75 | 105161.40 | 3112.82 | 806.87 | 3919.68 |
| 2030-03-01 | 91.60 | 98545.11 | 3089.12 | 6616.29 | 9705.41 |
| 2030-09-01 | 85.45 | 91928.82 | 2894.76 | 6616.29 | 9511.06 |
| 2031-03-01 | 79.10 | 85097.36 | 2700.41 | 6831.46 | 9531.87 |
| 2031-09-01 | 72.75 | 78265.90 | 2499.74 | 6831.46 | 9331.19 |
| 2032-03-01 | 66.40 | 71434.45 | 2299.06 | 6831.46 | 9130.52 |
| 2032-09-01 | 60.05 | 64602.99 | 2098.39 | 6831.46 | 8929.84 |
| 2033-03-01 | 53.70 | 57771.53 | 1897.71 | 6831.46 | 8729.17 |
| 2033-09-01 | 47.35 | 50940.08 | 1697.04 | 6831.46 | 8528.50 |
| 2034-03-01 | 41.45 | 44592.74 | 1496.36 | 6347.34 | 7843.70 |
| 2034-09-01 | 35.55 | 38245.40 | 1309.91 | 6347.34 | 7657.25 |
| 2035-03-01 | 29.65 | 31898.06 | 1123.46 | 6347.34 | 7470.80 |
| 2035-09-01 | 23.75 | 25550.72 | 937.01 | 6347.34 | 7284.34 |
| 2036-03-01 | 17.85 | 19203.39 | 750.55 | 6347.34 | 7097.89 |
| 2036-09-01 | 11.95 | 12856.05 | 564.10 | 6347.34 | 6911.44 |
| 2037-03-01 | 5.97 | 6422.65 | 377.65 | 6433.40 | 6811.05 |
| 2037-09-01 | 0.00 | 0.00 | 188.67 | 6422.65 | 6611.31 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | BB37D | Valor Tecnico | 108986.54 | Semana TIR | 1.89% |
| Emisor | Pcia. Bs. As.Pcia. Bs. As. | Valor Residual | 100.00% | Mes TIR | -18.91% |
| Tipo | Provincial | Paridad | 59.00% | Semestre TIR | -29.32% |
| País | Argentina | TIR | 15.09% | 1ero Enero TIR | -46.69% |
| Mercado | BYMA | Macaulay Dur. | 5.92 | Año TIR | -46.81% |
| Moneda | ARS | Modified Dur. | 5.14 | Semana Precio | -3.71% |
| Fecha/Hora | 2024-11-20 17:00:19 | Effective Dur. | 0.78 | Mes Precio | 11.25% |
| Volumen | 0 | Convexidad | 39.43 | Semestre Precio | 32.88% |
| Precio | 64300.00 | Int. Corrido | 1404.54 | 1ero Enero Precio | 106.09% |
| Variación | 0.00% | Cupon | 3160.22 | Año Precio | 129.64% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 70730.00 | 10.00% | 13.28 | -12.02% |
| 70087.00 | 9.00% | 13.45 | -10.89% |
| 69444.00 | 8.00% | 13.62 | -9.75% |
| 68801.00 | 7.00% | 13.79 | -8.59% |
| 68158.00 | 6.00% | 13.97 | -7.42% |
| 67515.00 | 5.00% | 14.15 | -6.23% |
| 66872.00 | 4.00% | 14.33 | -5.02% |
| 66229.00 | 3.00% | 14.52 | -3.80% |
| 65586.00 | 2.00% | 14.70 | -2.56% |
| 64943.00 | 1.00% | 14.89 | -1.30% |
| 64300.00 | 0.00% | 15.09 | 0.00% |
| 63657.00 | -1.00% | 15.28 | 1.28% |
| 63014.00 | -2.00% | 15.48 | 2.60% |
| 62371.00 | -3.00% | 15.68 | 3.94% |
| 61728.00 | -4.00% | 15.89 | 5.29% |
| 61085.00 | -5.00% | 16.10 | 6.67% |
| 60442.00 | -6.00% | 16.31 | 8.08% |
| 59799.00 | -7.00% | 16.52 | 9.50% |
| 59156.00 | -8.00% | 16.74 | 10.95% |
| 58513.00 | -9.00% | 16.96 | 12.42% |
| 57870.00 | -10.00% | 17.19 | 13.92% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 16.45 | 9.00% | 60023.56 | -6.65% |
| 16.30 | 8.00% | 60476.29 | -5.95% |
| 16.15 | 7.00% | 60934.19 | -5.23% |
| 16.00 | 6.00% | 61397.31 | -4.51% |
| 15.84 | 5.00% | 61865.75 | -3.79% |
| 15.69 | 4.00% | 62339.56 | -3.05% |
| 15.54 | 3.00% | 62818.84 | -2.30% |
| 15.39 | 2.00% | 63303.65 | -1.55% |
| 15.24 | 1.00% | 63794.07 | -0.79% |
| 15.09 | 0.00% | 64300.00 | 0.00% |
| 14.94 | -1.00% | 64792.06 | 0.77% |
| 14.79 | -2.00% | 65299.80 | 1.55% |
| 14.64 | -3.00% | 65813.47 | 2.35% |
| 14.49 | -4.00% | 66333.17 | 3.16% |
| 14.34 | -5.00% | 66858.98 | 3.98% |
| 14.18 | -6.00% | 67390.98 | 4.81% |
| 14.03 | -7.00% | 67929.26 | 5.64% |
| 13.88 | -8.00% | 68473.92 | 6.49% |
| 13.73 | -9.00% | 69025.05 | 7.35% |
| Desarrollo TIR 15.09% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-03-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05875 x (180/360)) x 100.00% x 100.00 x 1075.82]/[(1+15.09)^(100/360)] | 3039.22 | i |
| 2025-09-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05875 x (180/360)) x 100.00% x 100.00 x 1075.82]/[(1+15.09)^(280/360)] | 2832.98 | i |
| 2026-03-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05875 x (180/360)) x 100.00% x 100.00 x 1075.82]/[(1+15.09)^(460/360)] | 2640.74 | i |
| 2026-09-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05875 x (180/360)) x 100.00% x 100.00 x 1075.82]/[(1+15.09)^(640/360)] | 2461.54 | i |
| 2027-03-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05875 x (180/360)) x 100.00% x 100.00 x 1075.82]/[(1+15.09)^(820/360)] | 2294.50 | i |
| 2027-09-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05875 x (180/360)) x 100.00% x 100.00 x 1075.82]/[(1+15.09)^(1000/360)] | 2138.79 | i |
| 2028-03-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05875 x (180/360)) x 100.00% x 100.00 x 1075.82]/[(1+15.09)^(1180/360)] | 1993.65 | i |
| 2028-09-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05875 x (180/360)) x 100.00% x 100.00 x 1075.82]/[(1+15.09)^(1360/360)] | 1858.37 | i |
| 2028-09-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0075 x 100.00 x 1075.82]/[(1+15.09)^(1360/360)] | 474.48 | k |
| 2029-03-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05875 x (180/360)) x 99.25% x 100.00 x 1075.82]/[(1+15.09)^(1540/360)] | 1719.26 | i |
| 2029-03-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0075 x 100.00 x 1075.82]/[(1+15.09)^(1540/360)] | 442.28 | k |
| 2029-09-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05875 x (180/360)) x 98.50% x 100.00 x 1075.82]/[(1+15.09)^(1720/360)] | 1590.49 | i |
| 2029-09-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0075 x 100.00 x 1075.82]/[(1+15.09)^(1720/360)] | 412.27 | k |
| 2030-03-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05875 x (180/360)) x 97.75% x 100.00 x 1075.82]/[(1+15.09)^(1900/360)] | 1471.27 | i |
| 2030-03-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0615 x 100.00 x 1075.82]/[(1+15.09)^(1900/360)] | 3151.17 | k |
| 2030-09-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05875 x (180/360)) x 91.60% x 100.00 x 1075.82]/[(1+15.09)^(2080/360)] | 1285.14 | i |
| 2030-09-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0615 x 100.00 x 1075.82]/[(1+15.09)^(2080/360)] | 2937.33 | k |
| 2031-03-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05875 x (180/360)) x 85.45% x 100.00 x 1075.82]/[(1+15.09)^(2260/360)] | 1117.50 | i |
| 2031-03-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0635 x 100.00 x 1075.82]/[(1+15.09)^(2260/360)] | 2827.05 | k |
| 2031-09-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05875 x (180/360)) x 79.10% x 100.00 x 1075.82]/[(1+15.09)^(2440/360)] | 964.26 | i |
| 2031-09-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0635 x 100.00 x 1075.82]/[(1+15.09)^(2440/360)] | 2635.20 | k |
| 2032-03-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05875 x (180/360)) x 72.75% x 100.00 x 1075.82]/[(1+15.09)^(2620/360)] | 826.67 | i |
| 2032-03-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0635 x 100.00 x 1075.82]/[(1+15.09)^(2620/360)] | 2456.38 | k |
| 2032-09-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05875 x (180/360)) x 66.40% x 100.00 x 1075.82]/[(1+15.09)^(2800/360)] | 703.31 | i |
| 2032-09-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0635 x 100.00 x 1075.82]/[(1+15.09)^(2800/360)] | 2289.69 | k |
| 2033-03-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05875 x (180/360)) x 60.05% x 100.00 x 1075.82]/[(1+15.09)^(2980/360)] | 592.89 | i |
| 2033-03-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0635 x 100.00 x 1075.82]/[(1+15.09)^(2980/360)] | 2134.31 | k |
| 2033-09-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05875 x (180/360)) x 53.70% x 100.00 x 1075.82]/[(1+15.09)^(3160/360)] | 494.22 | i |
| 2033-09-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0635 x 100.00 x 1075.82]/[(1+15.09)^(3160/360)] | 1989.48 | k |
| 2034-03-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05875 x (180/360)) x 47.35% x 100.00 x 1075.82]/[(1+15.09)^(3340/360)] | 406.20 | i |
| 2034-03-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.059 x 100.00 x 1075.82]/[(1+15.09)^(3340/360)] | 1723.05 | k |
| 2034-09-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05875 x (180/360)) x 41.45% x 100.00 x 1075.82]/[(1+15.09)^(3520/360)] | 331.46 | i |
| 2034-09-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.059 x 100.00 x 1075.82]/[(1+15.09)^(3520/360)] | 1606.13 | k |
| 2035-03-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05875 x (180/360)) x 35.55% x 100.00 x 1075.82]/[(1+15.09)^(3700/360)] | 264.99 | i |
| 2035-03-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.059 x 100.00 x 1075.82]/[(1+15.09)^(3700/360)] | 1497.13 | k |
| 2035-09-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05875 x (180/360)) x 29.65% x 100.00 x 1075.82]/[(1+15.09)^(3880/360)] | 206.01 | i |
| 2035-09-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.059 x 100.00 x 1075.82]/[(1+15.09)^(3880/360)] | 1395.54 | k |
| 2036-03-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05875 x (180/360)) x 23.75% x 100.00 x 1075.82]/[(1+15.09)^(4060/360)] | 153.82 | i |
| 2036-03-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.059 x 100.00 x 1075.82]/[(1+15.09)^(4060/360)] | 1300.84 | k |
| 2036-09-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05875 x (180/360)) x 17.85% x 100.00 x 1075.82]/[(1+15.09)^(4240/360)] | 107.76 | i |
| 2036-09-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.059 x 100.00 x 1075.82]/[(1+15.09)^(4240/360)] | 1212.56 | k |
| 2037-03-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05875 x (180/360)) x 11.95% x 100.00 x 1075.82]/[(1+15.09)^(4420/360)] | 67.25 | i |
| 2037-03-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0598 x 100.00 x 1075.82]/[(1+15.09)^(4420/360)] | 1145.60 | k |
| 2037-09-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05875 x (180/360)) x 5.97% x 100.00 x 1075.82]/[(1+15.09)^(4600/360)] | 31.32 | i |
| 2037-09-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0597 x 100.00 x 1075.82]/[(1+15.09)^(4600/360)] | 1066.08 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-21 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP x (Dias Corridos / Dias entre Cupones) | (0.05875 x (180/360)) x 1.00 x 1 x 100.00 x 1075.82 x (80/180) | 1404.54 |
| Desarrollo Duracion Macaulay | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Fecha | Per. Ponderados Formula | Per. Pond. Operacion | Periodos Ponderados | Factor Formula | Factor Operacion | Factor | Factor/Precio | Factor/Precio x Num. Periodos | Cap. o Int. | |
| 2025-03-01 | (Dias para cupon / Dias Año) | (100 / 360) | 0.28 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05875 x (180/360)) x 100.00% x 100.00 x 1075.82]/[(1+15.09)^(100/360)] | 3039.24 | 0.05 | 0.01 | i | |
| 2025-09-01 | (Dias para cupon / Dias Año) | (280 / 360) | 0.78 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05875 x (180/360)) x 100.00% x 100.00 x 1075.82]/[(1+15.09)^(280/360)] | 2833.03 | 0.04 | 0.03 | i | |
| 2026-03-01 | (Dias para cupon / Dias Año) | (460 / 360) | 1.28 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05875 x (180/360)) x 100.00% x 100.00 x 1075.82]/[(1+15.09)^(460/360)] | 2640.80 | 0.04 | 0.05 | i | |
| 2026-09-01 | (Dias para cupon / Dias Año) | (640 / 360) | 1.78 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05875 x (180/360)) x 100.00% x 100.00 x 1075.82]/[(1+15.09)^(640/360)] | 2461.62 | 0.04 | 0.07 | i | |
| 2027-03-01 | (Dias para cupon / Dias Año) | (820 / 360) | 2.28 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05875 x (180/360)) x 100.00% x 100.00 x 1075.82]/[(1+15.09)^(820/360)] | 2294.60 | 0.04 | 0.08 | i | |
| 2027-09-01 | (Dias para cupon / Dias Año) | (1000 / 360) | 2.78 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05875 x (180/360)) x 100.00% x 100.00 x 1075.82]/[(1+15.09)^(1000/360)] | 2138.91 | 0.03 | 0.09 | i | |
| 2028-03-01 | (Dias para cupon / Dias Año) | (1180 / 360) | 3.28 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05875 x (180/360)) x 100.00% x 100.00 x 1075.82]/[(1+15.09)^(1180/360)] | 1993.79 | 0.03 | 0.10 | i | |
| 2028-09-01 | (Dias para cupon / Dias Año) | (1360 / 360) | 3.78 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0075 x 100.00 x 1075.82]/[(1+15.09)^(1360/360)]+[(0.05875 x (180/360)) x 100.00% x 100.00 x 1075.82]/[(1+15.09)^(1360/360)] | 2333.02 | 0.04 | 0.14 | ki | |
| 2029-03-01 | (Dias para cupon / Dias Año) | (1540 / 360) | 4.28 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0075 x 100.00 x 1075.82]/[(1+15.09)^(1540/360)]+[(0.05875 x (180/360)) x 99.25% x 100.00 x 1075.82]/[(1+15.09)^(1540/360)] | 2161.73 | 0.03 | 0.14 | ki | |
| 2029-09-01 | (Dias para cupon / Dias Año) | (1720 / 360) | 4.78 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0075 x 100.00 x 1075.82]/[(1+15.09)^(1720/360)]+[(0.05875 x (180/360)) x 98.50% x 100.00 x 1075.82]/[(1+15.09)^(1720/360)] | 2002.94 | 0.03 | 0.15 | ki | |
| 2030-03-01 | (Dias para cupon / Dias Año) | (1900 / 360) | 5.28 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0615 x 100.00 x 1075.82]/[(1+15.09)^(1900/360)]+[(0.05875 x (180/360)) x 97.75% x 100.00 x 1075.82]/[(1+15.09)^(1900/360)] | 4622.93 | 0.07 | 0.38 | ki | |
| 2030-09-01 | (Dias para cupon / Dias Año) | (2080 / 360) | 5.78 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0615 x 100.00 x 1075.82]/[(1+15.09)^(2080/360)]+[(0.05875 x (180/360)) x 91.60% x 100.00 x 1075.82]/[(1+15.09)^(2080/360)] | 4222.97 | 0.07 | 0.38 | ki | |
| 2031-03-01 | (Dias para cupon / Dias Año) | (2260 / 360) | 6.28 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0635 x 100.00 x 1075.82]/[(1+15.09)^(2260/360)]+[(0.05875 x (180/360)) x 85.45% x 100.00 x 1075.82]/[(1+15.09)^(2260/360)] | 3945.05 | 0.06 | 0.39 | ki | |
| 2031-09-01 | (Dias para cupon / Dias Año) | (2440 / 360) | 6.78 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0635 x 100.00 x 1075.82]/[(1+15.09)^(2440/360)]+[(0.05875 x (180/360)) x 79.10% x 100.00 x 1075.82]/[(1+15.09)^(2440/360)] | 3599.95 | 0.06 | 0.38 | ki | |
| 2032-03-01 | (Dias para cupon / Dias Año) | (2620 / 360) | 7.28 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0635 x 100.00 x 1075.82]/[(1+15.09)^(2620/360)]+[(0.05875 x (180/360)) x 72.75% x 100.00 x 1075.82]/[(1+15.09)^(2620/360)] | 3283.53 | 0.05 | 0.37 | ki | |
| 2032-09-01 | (Dias para cupon / Dias Año) | (2800 / 360) | 7.78 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0635 x 100.00 x 1075.82]/[(1+15.09)^(2800/360)]+[(0.05875 x (180/360)) x 66.40% x 100.00 x 1075.82]/[(1+15.09)^(2800/360)] | 2993.47 | 0.05 | 0.36 | ki | |
| 2033-03-01 | (Dias para cupon / Dias Año) | (2980 / 360) | 8.28 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0635 x 100.00 x 1075.82]/[(1+15.09)^(2980/360)]+[(0.05875 x (180/360)) x 60.05% x 100.00 x 1075.82]/[(1+15.09)^(2980/360)] | 2727.66 | 0.04 | 0.35 | ki | |
| 2033-09-01 | (Dias para cupon / Dias Año) | (3160 / 360) | 8.78 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0635 x 100.00 x 1075.82]/[(1+15.09)^(3160/360)]+[(0.05875 x (180/360)) x 53.70% x 100.00 x 1075.82]/[(1+15.09)^(3160/360)] | 2484.13 | 0.04 | 0.34 | ki | |
| 2034-03-01 | (Dias para cupon / Dias Año) | (3340 / 360) | 9.28 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.059 x 100.00 x 1075.82]/[(1+15.09)^(3340/360)]+[(0.05875 x (180/360)) x 47.35% x 100.00 x 1075.82]/[(1+15.09)^(3340/360)] | 2129.65 | 0.03 | 0.31 | ki | |
| 2034-09-01 | (Dias para cupon / Dias Año) | (3520 / 360) | 9.78 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.059 x 100.00 x 1075.82]/[(1+15.09)^(3520/360)]+[(0.05875 x (180/360)) x 41.45% x 100.00 x 1075.82]/[(1+15.09)^(3520/360)] | 1937.97 | 0.03 | 0.29 | ki | |
| 2035-03-01 | (Dias para cupon / Dias Año) | (3700 / 360) | 10.28 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.059 x 100.00 x 1075.82]/[(1+15.09)^(3700/360)]+[(0.05875 x (180/360)) x 35.55% x 100.00 x 1075.82]/[(1+15.09)^(3700/360)] | 1762.49 | 0.03 | 0.28 | ki | |
| 2035-09-01 | (Dias para cupon / Dias Año) | (3880 / 360) | 10.78 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.059 x 100.00 x 1075.82]/[(1+15.09)^(3880/360)]+[(0.05875 x (180/360)) x 29.65% x 100.00 x 1075.82]/[(1+15.09)^(3880/360)] | 1601.90 | 0.02 | 0.27 | ki | |
| 2036-03-01 | (Dias para cupon / Dias Año) | (4060 / 360) | 11.28 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.059 x 100.00 x 1075.82]/[(1+15.09)^(4060/360)]+[(0.05875 x (180/360)) x 23.75% x 100.00 x 1075.82]/[(1+15.09)^(4060/360)] | 1454.99 | 0.02 | 0.26 | ki | |
| 2036-09-01 | (Dias para cupon / Dias Año) | (4240 / 360) | 11.78 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.059 x 100.00 x 1075.82]/[(1+15.09)^(4240/360)]+[(0.05875 x (180/360)) x 17.85% x 100.00 x 1075.82]/[(1+15.09)^(4240/360)] | 1320.64 | 0.02 | 0.24 | ki | |
| 2037-03-01 | (Dias para cupon / Dias Año) | (4420 / 360) | 12.28 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0598 x 100.00 x 1075.82]/[(1+15.09)^(4420/360)]+[(0.05875 x (180/360)) x 11.95% x 100.00 x 1075.82]/[(1+15.09)^(4420/360)] | 1213.15 | 0.02 | 0.23 | ki | |
| 2037-09-01 | (Dias para cupon / Dias Año) | (4600 / 360) | 12.78 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0597 x 100.00 x 1075.82]/[(1+15.09)^(4600/360)]+[(0.05875 x (180/360)) x 5.97% x 100.00 x 1075.82]/[(1+15.09)^(4600/360)] | 1097.68 | 0.02 | 0.22 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 5.92 | 5.92 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (5.92)/(1 + 15.09/100) | 5.14 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (63801.70 - 64799.72 )/( 2 x 64300 x 0.01) | 0.78 |
| Desarrollo Convexidad Suma Factores | ||||||||
|---|---|---|---|---|---|---|---|---|
| Fecha | Formula n2+n | Operacion n2+n | Factor n2+n | Formula VAN | Operacion VAN | Factor VAN | Formula n2+n X Factor VAN | Cap. o Int. |
| 2025-03-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (100 / 360) ^ 2 + (100 / 360) | 0.35 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05875 x (180/360)) x 100.00% x 100.00 x 1075.82]/[(1+15.09)^(100/360)] | 3039.24 | 1078.74 | i |
| 2025-09-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (280 / 360) ^ 2 + (280 / 360) | 1.38 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05875 x (180/360)) x 100.00% x 100.00 x 1075.82]/[(1+15.09)^(280/360)] | 2833.03 | 3917.27 | i |
| 2026-03-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (460 / 360) ^ 2 + (460 / 360) | 2.91 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05875 x (180/360)) x 100.00% x 100.00 x 1075.82]/[(1+15.09)^(460/360)] | 2640.80 | 7686.04 | i |
| 2026-09-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (640 / 360) ^ 2 + (640 / 360) | 4.94 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05875 x (180/360)) x 100.00% x 100.00 x 1075.82]/[(1+15.09)^(640/360)] | 2461.62 | 12156.17 | i |
| 2027-03-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (820 / 360) ^ 2 + (820 / 360) | 7.47 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05875 x (180/360)) x 100.00% x 100.00 x 1075.82]/[(1+15.09)^(820/360)] | 2294.60 | 17131.61 | i |
| 2027-09-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1000 / 360) ^ 2 + (1000 / 360) | 10.49 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05875 x (180/360)) x 100.00% x 100.00 x 1075.82]/[(1+15.09)^(1000/360)] | 2138.91 | 22445.37 | i |
| 2028-03-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1180 / 360) ^ 2 + (1180 / 360) | 14.02 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05875 x (180/360)) x 100.00% x 100.00 x 1075.82]/[(1+15.09)^(1180/360)] | 1993.79 | 27956.07 | i |
| 2028-09-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1360 / 360) ^ 2 + (1360 / 360) | 18.05 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0075 x 100.00 x 1075.82]/[(1+15.09)^(1360/360)]+[(0.05875 x (180/360)) x 100.00% x 100.00 x 1075.82]/[(1+15.09)^(1360/360)] | 2333.02 | 42109.54 | ki |
| 2029-03-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1540 / 360) ^ 2 + (1540 / 360) | 22.58 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0075 x 100.00 x 1075.82]/[(1+15.09)^(1540/360)]+[(0.05875 x (180/360)) x 99.25% x 100.00 x 1075.82]/[(1+15.09)^(1540/360)] | 2161.73 | 48805.70 | ki |
| 2029-09-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1720 / 360) ^ 2 + (1720 / 360) | 27.60 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0075 x 100.00 x 1075.82]/[(1+15.09)^(1720/360)]+[(0.05875 x (180/360)) x 98.50% x 100.00 x 1075.82]/[(1+15.09)^(1720/360)] | 2002.94 | 55291.12 | ki |
| 2030-03-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1900 / 360) ^ 2 + (1900 / 360) | 33.13 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0615 x 100.00 x 1075.82]/[(1+15.09)^(1900/360)]+[(0.05875 x (180/360)) x 97.75% x 100.00 x 1075.82]/[(1+15.09)^(1900/360)] | 4622.93 | 153170.14 | ki |
| 2030-09-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (2080 / 360) ^ 2 + (2080 / 360) | 39.16 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0615 x 100.00 x 1075.82]/[(1+15.09)^(2080/360)]+[(0.05875 x (180/360)) x 91.60% x 100.00 x 1075.82]/[(1+15.09)^(2080/360)] | 4222.97 | 165373.41 | ki |
| 2031-03-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (2260 / 360) ^ 2 + (2260 / 360) | 45.69 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0635 x 100.00 x 1075.82]/[(1+15.09)^(2260/360)]+[(0.05875 x (180/360)) x 85.45% x 100.00 x 1075.82]/[(1+15.09)^(2260/360)] | 3945.05 | 180242.42 | ki |
| 2031-09-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (2440 / 360) ^ 2 + (2440 / 360) | 52.72 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0635 x 100.00 x 1075.82]/[(1+15.09)^(2440/360)]+[(0.05875 x (180/360)) x 79.10% x 100.00 x 1075.82]/[(1+15.09)^(2440/360)] | 3599.95 | 189775.40 | ki |
| 2032-03-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (2620 / 360) ^ 2 + (2620 / 360) | 60.24 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0635 x 100.00 x 1075.82]/[(1+15.09)^(2620/360)]+[(0.05875 x (180/360)) x 72.75% x 100.00 x 1075.82]/[(1+15.09)^(2620/360)] | 3283.53 | 197812.38 | ki |
| 2032-09-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (2800 / 360) ^ 2 + (2800 / 360) | 68.27 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0635 x 100.00 x 1075.82]/[(1+15.09)^(2800/360)]+[(0.05875 x (180/360)) x 66.40% x 100.00 x 1075.82]/[(1+15.09)^(2800/360)] | 2993.47 | 204369.01 | ki |
| 2033-03-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (2980 / 360) ^ 2 + (2980 / 360) | 76.80 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0635 x 100.00 x 1075.82]/[(1+15.09)^(2980/360)]+[(0.05875 x (180/360)) x 60.05% x 100.00 x 1075.82]/[(1+15.09)^(2980/360)] | 2727.66 | 209482.28 | ki |
| 2033-09-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (3160 / 360) ^ 2 + (3160 / 360) | 85.83 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0635 x 100.00 x 1075.82]/[(1+15.09)^(3160/360)]+[(0.05875 x (180/360)) x 53.70% x 100.00 x 1075.82]/[(1+15.09)^(3160/360)] | 2484.13 | 213205.98 | ki |
| 2034-03-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (3340 / 360) ^ 2 + (3340 / 360) | 95.35 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.059 x 100.00 x 1075.82]/[(1+15.09)^(3340/360)]+[(0.05875 x (180/360)) x 47.35% x 100.00 x 1075.82]/[(1+15.09)^(3340/360)] | 2129.65 | 203072.95 | ki |
| 2034-09-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (3520 / 360) ^ 2 + (3520 / 360) | 105.38 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.059 x 100.00 x 1075.82]/[(1+15.09)^(3520/360)]+[(0.05875 x (180/360)) x 41.45% x 100.00 x 1075.82]/[(1+15.09)^(3520/360)] | 1937.97 | 204228.12 | ki |
| 2035-03-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (3700 / 360) ^ 2 + (3700 / 360) | 115.91 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.059 x 100.00 x 1075.82]/[(1+15.09)^(3700/360)]+[(0.05875 x (180/360)) x 35.55% x 100.00 x 1075.82]/[(1+15.09)^(3700/360)] | 1762.49 | 204290.69 | ki |
| 2035-09-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (3880 / 360) ^ 2 + (3880 / 360) | 126.94 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.059 x 100.00 x 1075.82]/[(1+15.09)^(3880/360)]+[(0.05875 x (180/360)) x 29.65% x 100.00 x 1075.82]/[(1+15.09)^(3880/360)] | 1601.90 | 203342.18 | ki |
| 2036-03-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (4060 / 360) ^ 2 + (4060 / 360) | 138.47 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.059 x 100.00 x 1075.82]/[(1+15.09)^(4060/360)]+[(0.05875 x (180/360)) x 23.75% x 100.00 x 1075.82]/[(1+15.09)^(4060/360)] | 1454.99 | 201466.40 | ki |
| 2036-09-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (4240 / 360) ^ 2 + (4240 / 360) | 150.49 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.059 x 100.00 x 1075.82]/[(1+15.09)^(4240/360)]+[(0.05875 x (180/360)) x 17.85% x 100.00 x 1075.82]/[(1+15.09)^(4240/360)] | 1320.64 | 198747.96 | ki |
| 2037-03-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (4420 / 360) ^ 2 + (4420 / 360) | 163.02 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0598 x 100.00 x 1075.82]/[(1+15.09)^(4420/360)]+[(0.05875 x (180/360)) x 11.95% x 100.00 x 1075.82]/[(1+15.09)^(4420/360)] | 1213.15 | 197770.00 | ki |
| 2037-09-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (4600 / 360) ^ 2 + (4600 / 360) | 176.05 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0597 x 100.00 x 1075.82]/[(1+15.09)^(4600/360)]+[(0.05875 x (180/360)) x 5.97% x 100.00 x 1075.82]/[(1+15.09)^(4600/360)] | 1097.68 | 193245.24 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [64300 x ((1 + 15.0876875) ^ 2)]] x 3358172.19] | 39.43 |
| F. de Emision | 2021-06-30 | ||
| F. de Vencimiento | 2037-09-01 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | 19 cuotas semestrales: el 01.09.2028, el 01.03.2029 y el 01.09.2029 seran iguales al 0,75%; el 01.03.2030 y el 01.09.2030 seran iguales al 6,15%; el 01.03.2031, el 01.09.2031, el 01.03.2032, el 01.09.2032, 01.03.2033 y el 01.09.2033 seran iguales al 6,35%; el 01.03.2034, el 01.09.2034, el 01.03.2035, el 01.09.2035, 01.03.2036 y el 01.09.2036 seran iguales al 5,90%; el 01.03.2037 sera igual al 5,98%; el 01.09.2037 sera igual al 5,97% | ||
| Interes | Devengaran intereses sobre la base de un año de 360 dias integrado por 12 meses de 30 dias cada uno, de la siguiente manera: Desde el 30.06.21 (inclusive) hasta el 01.09.21 (exclusive) 2,500%; Desde el 01.09.21 (inclusive) hasta el 01.09.22 (exclusive) 3,500%; Desde el 01.09.22 (inclusive) hasta el 01.09.23 (exclusive) 4,500%; Desde el 01.09.23 (inclusive) hasta el 01.09.24 (exclusive) 5,500%; Desde el 01.09.24 (inclusive) hasta el 01.09.37 (exclusive) 5,875%. Seran pagaderos semestralmente el 1ero de marzo y el 1ero de septiembre de cada año. El primer pago correspondiente al 01.09.21 sera pagado el 13.09.21 | ||
| Frecuencia | Seran pagaderos semestralmente el 1ero de marzo y el 1ero de septiembre de cada año. | ||
| ISIN | XS2385151738 |