| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2021-07-09 | 100.00 | 96.63 | 0.82 | 0.00 | 0.82 |
| 2022-01-09 | 100.00 | 94.72 | 0.47 | 0.00 | 0.47 |
| 2022-07-09 | 100.00 | 94.70 | 0.47 | 0.00 | 0.47 |
| 2023-01-09 | 100.00 | 96.42 | 0.48 | 0.00 | 0.48 |
| 2023-07-09 | 100.00 | 97.65 | 0.49 | 0.00 | 0.49 |
| 2024-01-09 | 100.00 | 97.41 | 0.49 | 0.00 | 0.49 |
| 2024-07-09 | 100.00 | 97.02 | 0.49 | 0.00 | 0.49 |
| 2025-01-09 | 90.00 | 87.32 | 0.49 | 9.70 | 10.19 |
| 2025-07-09 | 80.00 | 77.62 | 0.44 | 9.70 | 10.14 |
| 2026-01-09 | 70.00 | 67.92 | 0.39 | 9.70 | 10.09 |
| 2026-07-09 | 60.00 | 58.21 | 0.34 | 9.70 | 10.04 |
| 2027-01-09 | 50.00 | 48.51 | 0.29 | 9.70 | 9.99 |
| 2027-07-09 | 40.00 | 38.81 | 0.24 | 9.70 | 9.95 |
| 2028-01-09 | 30.00 | 29.11 | 0.19 | 9.70 | 9.90 |
| 2028-07-09 | 20.00 | 19.40 | 0.15 | 9.70 | 9.85 |
| 2029-01-09 | 10.00 | 9.70 | 0.10 | 9.70 | 9.80 |
| 2029-07-09 | 0.00 | 0.00 | 0.05 | 9.70 | 9.75 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | AL29C | Valor Tecnico | 97.37 | Semana TIR | 2.52% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | 22.77% |
| Tipo | Soberano | Paridad | 47.55% | Semestre TIR | -39.77% |
| País | Argentina | TIR | 35.37% | 1ero Enero TIR | -17.78% |
| Mercado | BYMA | Macaulay Dur. | 2.25 | Año TIR | -36.85% |
| Moneda | USD | Modified Dur. | 1.66 | Semana Precio | 0.00% |
| Fecha/Hora | 2024-03-05 13:22:20 | Effective Dur. | 0.59 | Mes Precio | 0.00% |
| Volumen | 0 | Convexidad | 5.01 | Semestre Precio | 69.91% |
| Precio | 46.30 | Int. Corrido | 0.35 | 1ero Enero Precio | 20.26% |
| Variación | 0.00% | Cupon | 0.49 | Año Precio | 102.18% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 50.93 | 10.00% | 29.85 | -15.60% |
| 50.47 | 9.00% | 30.36 | -14.16% |
| 50.00 | 8.00% | 30.88 | -12.69% |
| 49.54 | 7.00% | 31.41 | -11.20% |
| 49.08 | 6.00% | 31.95 | -9.68% |
| 48.61 | 5.00% | 32.49 | -8.14% |
| 48.15 | 4.00% | 33.05 | -6.57% |
| 47.69 | 3.00% | 33.61 | -4.97% |
| 47.23 | 2.00% | 34.19 | -3.34% |
| 46.76 | 1.00% | 34.77 | -1.69% |
| 46.30 | 0.00% | 35.37 | 0.00% |
| 45.84 | -1.00% | 35.98 | 1.71% |
| 45.37 | -2.00% | 36.59 | 3.46% |
| 44.91 | -3.00% | 37.22 | 5.24% |
| 44.45 | -4.00% | 37.87 | 7.06% |
| 43.98 | -5.00% | 38.52 | 8.90% |
| 43.52 | -6.00% | 39.19 | 10.79% |
| 43.06 | -7.00% | 39.87 | 12.71% |
| 42.60 | -8.00% | 40.56 | 14.67% |
| 42.13 | -9.00% | 41.27 | 16.67% |
| 41.67 | -10.00% | 41.99 | 18.71% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 38.55 | 9.00% | 43.96 | -5.05% |
| 38.20 | 8.00% | 44.21 | -4.51% |
| 37.85 | 7.00% | 44.46 | -3.97% |
| 37.49 | 6.00% | 44.72 | -3.42% |
| 37.14 | 5.00% | 44.97 | -2.87% |
| 36.78 | 4.00% | 45.23 | -2.30% |
| 36.43 | 3.00% | 45.50 | -1.74% |
| 36.08 | 2.00% | 45.76 | -1.17% |
| 35.72 | 1.00% | 46.03 | -0.59% |
| 35.37 | 0.00% | 46.30 | 0.00% |
| 35.02 | -1.00% | 46.57 | 0.59% |
| 34.66 | -2.00% | 46.85 | 1.19% |
| 34.31 | -3.00% | 47.13 | 1.79% |
| 33.96 | -4.00% | 47.41 | 2.40% |
| 33.60 | -5.00% | 47.70 | 3.02% |
| 33.25 | -6.00% | 47.99 | 3.64% |
| 32.89 | -7.00% | 48.28 | 4.27% |
| 32.54 | -8.00% | 48.57 | 4.91% |
| 32.19 | -9.00% | 48.87 | 5.56% |
| Desarrollo TIR 35.37% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2024-07-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.01 x (180/360) x 100.00% x 100.00 x 0.97]/[(1+35.37)^(51/360)] | 0.46 | i |
| 2025-01-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.01 x (180/360) x 100.00% x 100.00 x 0.97]/[(1+35.37)^(231/360)] | 0.40 | i |
| 2025-01-09 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x 100.00 x 0.97]/[(1+35.37)^(231/360)] | 7.99 | k |
| 2025-07-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.01 x (180/360) x 90.00% x 100.00 x 0.97]/[(1+35.37)^(411/360)] | 0.31 | i |
| 2025-07-09 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x 100.00 x 0.97]/[(1+35.37)^(411/360)] | 6.87 | k |
| 2026-01-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.01 x (180/360) x 80.00% x 100.00 x 0.97]/[(1+35.37)^(591/360)] | 0.24 | i |
| 2026-01-09 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x 100.00 x 0.97]/[(1+35.37)^(591/360)] | 5.90 | k |
| 2026-07-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.01 x (180/360) x 70.00% x 100.00 x 0.97]/[(1+35.37)^(771/360)] | 0.18 | i |
| 2026-07-09 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x 100.00 x 0.97]/[(1+35.37)^(771/360)] | 5.07 | k |
| 2027-01-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.01 x (180/360) x 60.00% x 100.00 x 0.97]/[(1+35.37)^(951/360)] | 0.13 | i |
| 2027-01-09 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x 100.00 x 0.97]/[(1+35.37)^(951/360)] | 4.36 | k |
| 2027-07-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.01 x (180/360) x 50.00% x 100.00 x 0.97]/[(1+35.37)^(1131/360)] | 0.09 | i |
| 2027-07-09 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x 100.00 x 0.97]/[(1+35.37)^(1131/360)] | 3.75 | k |
| 2028-01-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.01 x (180/360) x 40.00% x 100.00 x 0.97]/[(1+35.37)^(1311/360)] | 0.06 | i |
| 2028-01-09 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x 100.00 x 0.97]/[(1+35.37)^(1311/360)] | 3.22 | k |
| 2028-07-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.01 x (180/360) x 30.00% x 100.00 x 0.97]/[(1+35.37)^(1491/360)] | 0.04 | i |
| 2028-07-09 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x 100.00 x 0.97]/[(1+35.37)^(1491/360)] | 2.77 | k |
| 2029-01-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.01 x (180/360) x 20.00% x 100.00 x 0.97]/[(1+35.37)^(1671/360)] | 0.02 | i |
| 2029-01-09 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x 100.00 x 0.97]/[(1+35.37)^(1671/360)] | 2.38 | k |
| 2029-07-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.01 x (180/360) x 10.00% x 100.00 x 0.97]/[(1+35.37)^(1851/360)] | 0.01 | i |
| 2029-07-09 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x 100.00 x 0.97]/[(1+35.37)^(1851/360)] | 2.04 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-05-18 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion CCL/MEP x (Dias Corridos / Dias entre Cupones) | (0.01 x (180/360)) x 1.00 x 1 x 100.00 x 0.97 x (129/180) | 0.35 |
| 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. | |
| 2024-07-09 | (Dias para cupon / Dias Año) | (51 / 360) | 0.14 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.01 x (180/360) x 100.00% x 100.00 x 0.97]/[(1+35.37)^(51/360)] | 0.46 | 0.01 | 0.00 | i | |
| 2025-01-09 | (Dias para cupon / Dias Año) | (231 / 360) | 0.64 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x 100.00 x 0.97]/[(1+35.37)^(231/360)]+[(0.01 x (180/360) x 100.00% x 100.00 x 0.97]/[(1+35.37)^(231/360)] | 8.39 | 0.18 | 0.12 | ki | |
| 2025-07-09 | (Dias para cupon / Dias Año) | (411 / 360) | 1.14 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x 100.00 x 0.97]/[(1+35.37)^(411/360)]+[(0.01 x (180/360) x 90.00% x 100.00 x 0.97]/[(1+35.37)^(411/360)] | 7.18 | 0.15 | 0.18 | ki | |
| 2026-01-09 | (Dias para cupon / Dias Año) | (591 / 360) | 1.64 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x 100.00 x 0.97]/[(1+35.37)^(591/360)]+[(0.01 x (180/360) x 80.00% x 100.00 x 0.97]/[(1+35.37)^(591/360)] | 6.14 | 0.13 | 0.22 | ki | |
| 2026-07-09 | (Dias para cupon / Dias Año) | (771 / 360) | 2.14 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x 100.00 x 0.97]/[(1+35.37)^(771/360)]+[(0.01 x (180/360) x 70.00% x 100.00 x 0.97]/[(1+35.37)^(771/360)] | 5.25 | 0.11 | 0.24 | ki | |
| 2027-01-09 | (Dias para cupon / Dias Año) | (951 / 360) | 2.64 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x 100.00 x 0.97]/[(1+35.37)^(951/360)]+[(0.01 x (180/360) x 60.00% x 100.00 x 0.97]/[(1+35.37)^(951/360)] | 4.49 | 0.10 | 0.26 | ki | |
| 2027-07-09 | (Dias para cupon / Dias Año) | (1131 / 360) | 3.14 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x 100.00 x 0.97]/[(1+35.37)^(1131/360)]+[(0.01 x (180/360) x 50.00% x 100.00 x 0.97]/[(1+35.37)^(1131/360)] | 3.84 | 0.08 | 0.26 | ki | |
| 2028-01-09 | (Dias para cupon / Dias Año) | (1311 / 360) | 3.64 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x 100.00 x 0.97]/[(1+35.37)^(1311/360)]+[(0.01 x (180/360) x 40.00% x 100.00 x 0.97]/[(1+35.37)^(1311/360)] | 3.28 | 0.07 | 0.26 | ki | |
| 2028-07-09 | (Dias para cupon / Dias Año) | (1491 / 360) | 4.14 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x 100.00 x 0.97]/[(1+35.37)^(1491/360)]+[(0.01 x (180/360) x 30.00% x 100.00 x 0.97]/[(1+35.37)^(1491/360)] | 2.81 | 0.06 | 0.25 | ki | |
| 2029-01-09 | (Dias para cupon / Dias Año) | (1671 / 360) | 4.64 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x 100.00 x 0.97]/[(1+35.37)^(1671/360)]+[(0.01 x (180/360) x 20.00% x 100.00 x 0.97]/[(1+35.37)^(1671/360)] | 2.40 | 0.05 | 0.24 | ki | |
| 2029-07-09 | (Dias para cupon / Dias Año) | (1851 / 360) | 5.14 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x 100.00 x 0.97]/[(1+35.37)^(1851/360)]+[(0.01 x (180/360) x 10.00% x 100.00 x 0.97]/[(1+35.37)^(1851/360)] | 2.05 | 0.04 | 0.23 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 2.25 | 2.25 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (2.25)/(1 + 35.37/100) | 1.66 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (46.03 - 46.57 )/( 2 x 46.30 x 0.01) | 0.59 |
| 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. |
| 2024-07-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (51 / 360) ^ 2 + (51 / 360) | 0.16 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.01 x (180/360) x 100.00% x 100.00 x 0.97]/[(1+35.37)^(51/360)] | 0.46 | 0.08 | i |
| 2025-01-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (231 / 360) ^ 2 + (231 / 360) | 1.05 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x 100.00 x 0.97]/[(1+35.37)^(231/360)]+[(0.01 x (180/360) x 100.00% x 100.00 x 0.97]/[(1+35.37)^(231/360)] | 8.39 | 8.84 | ki |
| 2025-07-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (411 / 360) ^ 2 + (411 / 360) | 2.45 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x 100.00 x 0.97]/[(1+35.37)^(411/360)]+[(0.01 x (180/360) x 90.00% x 100.00 x 0.97]/[(1+35.37)^(411/360)] | 7.18 | 17.54 | ki |
| 2026-01-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (591 / 360) ^ 2 + (591 / 360) | 4.34 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x 100.00 x 0.97]/[(1+35.37)^(591/360)]+[(0.01 x (180/360) x 80.00% x 100.00 x 0.97]/[(1+35.37)^(591/360)] | 6.14 | 26.62 | ki |
| 2026-07-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (771 / 360) ^ 2 + (771 / 360) | 6.73 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x 100.00 x 0.97]/[(1+35.37)^(771/360)]+[(0.01 x (180/360) x 70.00% x 100.00 x 0.97]/[(1+35.37)^(771/360)] | 5.25 | 35.32 | ki |
| 2027-01-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (951 / 360) ^ 2 + (951 / 360) | 9.62 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x 100.00 x 0.97]/[(1+35.37)^(951/360)]+[(0.01 x (180/360) x 60.00% x 100.00 x 0.97]/[(1+35.37)^(951/360)] | 4.49 | 43.20 | ki |
| 2027-07-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1131 / 360) ^ 2 + (1131 / 360) | 13.01 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x 100.00 x 0.97]/[(1+35.37)^(1131/360)]+[(0.01 x (180/360) x 50.00% x 100.00 x 0.97]/[(1+35.37)^(1131/360)] | 3.84 | 49.97 | ki |
| 2028-01-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1311 / 360) ^ 2 + (1311 / 360) | 16.90 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x 100.00 x 0.97]/[(1+35.37)^(1311/360)]+[(0.01 x (180/360) x 40.00% x 100.00 x 0.97]/[(1+35.37)^(1311/360)] | 3.28 | 55.53 | ki |
| 2028-07-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1491 / 360) ^ 2 + (1491 / 360) | 21.30 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x 100.00 x 0.97]/[(1+35.37)^(1491/360)]+[(0.01 x (180/360) x 30.00% x 100.00 x 0.97]/[(1+35.37)^(1491/360)] | 2.81 | 59.83 | ki |
| 2029-01-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1671 / 360) ^ 2 + (1671 / 360) | 26.19 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x 100.00 x 0.97]/[(1+35.37)^(1671/360)]+[(0.01 x (180/360) x 20.00% x 100.00 x 0.97]/[(1+35.37)^(1671/360)] | 2.40 | 62.92 | ki |
| 2029-07-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1851 / 360) ^ 2 + (1851 / 360) | 31.58 | [Amortizacion % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion CCL/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.1 x 100.00 x 0.97]/[(1+35.37)^(1851/360)]+[(0.01 x (180/360) x 10.00% x 100.00 x 0.97]/[(1+35.37)^(1851/360)] | 2.05 | 64.89 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [46.30 x ((1 + 35.3696875) ^ 2)]] x 424.74] | 5.01 |
| F. de Emision | 2020-09-04 | ||
| F. de Vencimiento | 2029-07-09 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | La amortizacion se efectuara en DIEZ (10) cuotas semestrales iguales el 9 de enero y el 9 de julio de cada año, con la primera cuota el 9 de enero de 2025 y la ultima cuota el 9 de julio de 2029. | ||
| Interes | Del 4 de septiembre de 2020 (inclusive) al vencimiento: UNO POR CIENTO (1.00%) | ||
| Frecuencia | Las fechas de pago de intereses para los Titulos en USD 2029 son el 9 de enero y el 9 de julio de cada año, comenzando el 9 de julio de 2021. | ||
| ISIN | ARARGE3209Y4 |