| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2021-07-09 | 100.00 | 16700.00 | 18.39 | 0.00 | 18.39 |
| 2022-01-09 | 100.00 | 20145.00 | 201.45 | 0.00 | 201.45 |
| 2022-07-09 | 100.00 | 28125.00 | 281.25 | 0.00 | 281.25 |
| 2023-01-09 | 100.00 | 32605.00 | 632.54 | 0.00 | 632.54 |
| 2023-07-09 | 100.00 | 48690.00 | 944.59 | 0.00 | 944.59 |
| 2024-01-09 | 100.00 | 115299.00 | 2450.10 | 0.00 | 2450.10 |
| 2024-07-09 | 100.00 | 107229.00 | 2278.62 | 0.00 | 2278.62 |
| 2025-01-09 | 100.00 | 107229.00 | 2680.72 | 0.00 | 2680.72 |
| 2025-07-09 | 100.00 | 107229.00 | 2680.72 | 0.00 | 2680.72 |
| 2026-01-09 | 100.00 | 107229.00 | 2680.72 | 0.00 | 2680.72 |
| 2026-07-09 | 100.00 | 107229.00 | 2680.72 | 0.00 | 2680.72 |
| 2027-01-09 | 100.00 | 107229.00 | 2680.72 | 0.00 | 2680.72 |
| 2027-07-09 | 95.45 | 102350.08 | 2680.72 | 4878.92 | 7559.64 |
| 2028-01-09 | 90.91 | 97481.88 | 2558.75 | 4878.92 | 7437.67 |
| 2028-07-09 | 86.36 | 92602.96 | 2437.05 | 4878.92 | 7315.97 |
| 2029-01-09 | 81.82 | 87734.77 | 2315.07 | 4878.92 | 7193.99 |
| 2029-07-09 | 77.27 | 82855.85 | 2193.37 | 4878.92 | 7072.29 |
| 2030-01-09 | 72.73 | 77987.65 | 2071.40 | 4878.92 | 6950.32 |
| 2030-07-09 | 68.18 | 73108.73 | 1949.69 | 4878.92 | 6828.61 |
| 2031-01-09 | 63.64 | 68240.54 | 1827.72 | 4878.92 | 6706.64 |
| 2031-07-09 | 59.09 | 63361.62 | 1706.01 | 4878.92 | 6584.93 |
| 2032-01-09 | 54.55 | 58493.42 | 1584.04 | 4878.92 | 6462.96 |
| 2032-07-09 | 50.00 | 53614.50 | 1462.34 | 4878.92 | 6341.25 |
| 2033-01-09 | 45.46 | 48746.30 | 1340.36 | 4878.92 | 6219.28 |
| 2033-07-09 | 40.91 | 43867.38 | 1218.66 | 4878.92 | 6097.58 |
| 2034-01-09 | 36.36 | 38988.46 | 1096.68 | 4878.92 | 5975.60 |
| 2034-07-09 | 31.82 | 34120.27 | 974.71 | 4878.92 | 5853.63 |
| 2035-01-09 | 27.27 | 29241.35 | 853.01 | 4878.92 | 5731.93 |
| 2035-07-09 | 22.73 | 24373.15 | 731.03 | 4878.92 | 5609.95 |
| 2036-01-09 | 18.18 | 19494.23 | 609.33 | 4878.92 | 5488.25 |
| 2036-07-09 | 13.64 | 14626.04 | 487.36 | 4878.92 | 5366.28 |
| 2037-01-09 | 9.09 | 9747.12 | 365.65 | 4878.92 | 5244.57 |
| 2037-07-09 | 4.55 | 4878.92 | 243.68 | 4878.92 | 5122.60 |
| 2038-01-09 | 0.00 | 0.00 | 121.97 | 4878.92 | 5000.89 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | AE38 | Valor Tecnico | 108862.01 | Semana TIR | -0.73% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | 2.68% |
| Tipo | Soberano | Paridad | 50.75% | Semestre TIR | -46.03% |
| País | Argentina | TIR | 17.63% | 1ero Enero TIR | -25.62% |
| Mercado | BYMA | Macaulay Dur. | 5.34 | Año TIR | -42.27% |
| Moneda | ARS | Modified Dur. | 4.54 | Semana Precio | 4.58% |
| Fecha/Hora | 2024-05-17 17:00:23 | Effective Dur. | 0.80 | Mes Precio | 4.64% |
| Volumen | 1649501 | Convexidad | 32.46 | Semestre Precio | 131.66% |
| Precio | 55250.00 | Int. Corrido | 1633.01 | 1ero Enero Precio | 44.73% |
| Variación | 0.45% | Cupon | 2278.62 | Año Precio | 329.93% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 60775.00 | 10.00% | 15.58 | -11.62% |
| 60222.50 | 9.00% | 15.77 | -10.54% |
| 59670.00 | 8.00% | 15.97 | -9.43% |
| 59117.50 | 7.00% | 16.16 | -8.32% |
| 58565.00 | 6.00% | 16.36 | -7.19% |
| 58012.50 | 5.00% | 16.57 | -6.04% |
| 57460.00 | 4.00% | 16.77 | -4.87% |
| 56907.50 | 3.00% | 16.98 | -3.69% |
| 56355.00 | 2.00% | 17.19 | -2.48% |
| 55802.50 | 1.00% | 17.41 | -1.26% |
| 55250.00 | 0.00% | 17.63 | 0.00% |
| 54697.50 | -1.00% | 17.85 | 1.24% |
| 54145.00 | -2.00% | 18.07 | 2.52% |
| 53592.50 | -3.00% | 18.30 | 3.82% |
| 53040.00 | -4.00% | 18.54 | 5.14% |
| 52487.50 | -5.00% | 18.77 | 6.49% |
| 51935.00 | -6.00% | 19.01 | 7.86% |
| 51382.50 | -7.00% | 19.26 | 9.24% |
| 50830.00 | -8.00% | 19.51 | 10.66% |
| 50277.50 | -9.00% | 19.76 | 12.10% |
| 49725.00 | -10.00% | 20.02 | 13.56% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 19.22 | 9.00% | 51477.50 | -6.83% |
| 19.04 | 8.00% | 51875.04 | -6.11% |
| 18.86 | 7.00% | 52277.49 | -5.38% |
| 18.69 | 6.00% | 52684.93 | -4.64% |
| 18.51 | 5.00% | 53097.43 | -3.90% |
| 18.34 | 4.00% | 53515.08 | -3.14% |
| 18.16 | 3.00% | 53937.97 | -2.37% |
| 17.98 | 2.00% | 54366.17 | -1.60% |
| 17.81 | 1.00% | 54799.76 | -0.81% |
| 17.63 | 0.00% | 55250.00 | 0.00% |
| 17.45 | -1.00% | 55683.50 | 0.78% |
| 17.28 | -2.00% | 56133.81 | 1.60% |
| 17.10 | -3.00% | 56589.89 | 2.43% |
| 16.92 | -4.00% | 57051.80 | 3.26% |
| 16.75 | -5.00% | 57519.66 | 4.11% |
| 16.57 | -6.00% | 57993.57 | 4.97% |
| 16.40 | -7.00% | 58473.60 | 5.83% |
| 16.22 | -8.00% | 58959.88 | 6.71% |
| 16.04 | -9.00% | 59452.50 | 7.61% |
| Desarrollo TIR 17.63% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2024-07-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0425 x (180/360) x 100.00% x 100.00 x 1072.29]/[(1+17.63)^(51/360)] | 2226.80 | i |
| 2025-01-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360) x 100.00% x 100.00 x 1072.29]/[(1+17.63)^(231/360)] | 2415.48 | i |
| 2025-07-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360) x 100.00% x 100.00 x 1072.29]/[(1+17.63)^(411/360)] | 2227.12 | i |
| 2026-01-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360) x 100.00% x 100.00 x 1072.29]/[(1+17.63)^(591/360)] | 2053.45 | i |
| 2026-07-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360) x 100.00% x 100.00 x 1072.29]/[(1+17.63)^(771/360)] | 1893.33 | i |
| 2027-01-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360) x 100.00% x 100.00 x 1072.29]/[(1+17.63)^(951/360)] | 1745.69 | i |
| 2027-07-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360) x 100.00% x 100.00 x 1072.29]/[(1+17.63)^(1131/360)] | 1609.56 | i |
| 2027-07-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(1131/360)] | 2929.40 | k |
| 2028-01-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360) x 95.45% x 100.00 x 1072.29]/[(1+17.63)^(1311/360)] | 1416.53 | i |
| 2028-01-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(1311/360)] | 2700.97 | k |
| 2028-07-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360) x 90.91% x 100.00 x 1072.29]/[(1+17.63)^(1491/360)] | 1243.95 | i |
| 2028-07-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(1491/360)] | 2490.35 | k |
| 2029-01-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360) x 86.36% x 100.00 x 1072.29]/[(1+17.63)^(1671/360)] | 1089.54 | i |
| 2029-01-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(1671/360)] | 2296.16 | k |
| 2029-07-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360) x 81.82% x 100.00 x 1072.29]/[(1+17.63)^(1851/360)] | 951.77 | i |
| 2029-07-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(1851/360)] | 2117.11 | k |
| 2030-01-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360) x 77.27% x 100.00 x 1072.29]/[(1+17.63)^(2031/360)] | 828.75 | i |
| 2030-01-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(2031/360)] | 1952.02 | k |
| 2030-07-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360) x 72.73% x 100.00 x 1072.29]/[(1+17.63)^(2211/360)] | 719.23 | i |
| 2030-07-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(2211/360)] | 1799.80 | k |
| 2031-01-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360) x 68.18% x 100.00 x 1072.29]/[(1+17.63)^(2391/360)] | 621.66 | i |
| 2031-01-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(2391/360)] | 1659.46 | k |
| 2031-07-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360) x 63.64% x 100.00 x 1072.29]/[(1+17.63)^(2571/360)] | 535.01 | i |
| 2031-07-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(2571/360)] | 1530.05 | k |
| 2032-01-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360) x 59.09% x 100.00 x 1072.29]/[(1+17.63)^(2751/360)] | 458.03 | i |
| 2032-01-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(2751/360)] | 1410.74 | k |
| 2032-07-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360) x 54.55% x 100.00 x 1072.29]/[(1+17.63)^(2931/360)] | 389.86 | i |
| 2032-07-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(2931/360)] | 1300.73 | k |
| 2033-01-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360) x 50.00% x 100.00 x 1072.29]/[(1+17.63)^(3111/360)] | 329.48 | i |
| 2033-01-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(3111/360)] | 1199.31 | k |
| 2033-07-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360) x 45.46% x 100.00 x 1072.29]/[(1+17.63)^(3291/360)] | 276.20 | i |
| 2033-07-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(3291/360)] | 1105.79 | k |
| 2034-01-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360) x 40.91% x 100.00 x 1072.29]/[(1+17.63)^(3471/360)] | 229.18 | i |
| 2034-01-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(3471/360)] | 1019.56 | k |
| 2034-07-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360) x 36.36% x 100.00 x 1072.29]/[(1+17.63)^(3651/360)] | 187.80 | i |
| 2034-07-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(3651/360)] | 940.05 | k |
| 2035-01-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360) x 31.82% x 100.00 x 1072.29]/[(1+17.63)^(3831/360)] | 151.54 | i |
| 2035-01-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(3831/360)] | 866.75 | k |
| 2035-07-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360) x 27.27% x 100.00 x 1072.29]/[(1+17.63)^(4011/360)] | 119.74 | i |
| 2035-07-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(4011/360)] | 799.16 | k |
| 2036-01-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360) x 22.73% x 100.00 x 1072.29]/[(1+17.63)^(4191/360)] | 92.02 | i |
| 2036-01-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(4191/360)] | 736.84 | k |
| 2036-07-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360) x 18.18% x 100.00 x 1072.29]/[(1+17.63)^(4371/360)] | 67.86 | i |
| 2036-07-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(4371/360)] | 679.39 | k |
| 2037-01-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360) x 13.64% x 100.00 x 1072.29]/[(1+17.63)^(4551/360)] | 46.95 | i |
| 2037-01-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(4551/360)] | 626.41 | k |
| 2037-07-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360) x 9.09% x 100.00 x 1072.29]/[(1+17.63)^(4731/360)] | 28.85 | i |
| 2037-07-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(4731/360)] | 577.56 | k |
| 2038-01-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360) x 4.55% x 100.00 x 1072.29]/[(1+17.63)^(4911/360)] | 13.31 | i |
| 2038-01-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(4911/360)] | 532.52 | 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 ARS/MEP x (Dias Corridos / Dias entre Cupones) | (0.0425 x (180/360)) x 1.00 x 1 x 100.00 x 1072.29 x (129/180) | 1633.01 |
| 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 ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0425 x (180/360) x 100.00% x 100.00 x 1072.29]/[(1+17.63)^(51/360)] | 2226.81 | 0.04 | 0.01 | i | |
| 2025-01-09 | (Dias para cupon / Dias Año) | (231 / 360) | 0.64 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360) x 100.00% x 100.00 x 1072.29]/[(1+17.63)^(231/360)] | 2415.54 | 0.04 | 0.03 | i | |
| 2025-07-09 | (Dias para cupon / Dias Año) | (411 / 360) | 1.14 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360) x 100.00% x 100.00 x 1072.29]/[(1+17.63)^(411/360)] | 2227.22 | 0.04 | 0.05 | i | |
| 2026-01-09 | (Dias para cupon / Dias Año) | (591 / 360) | 1.64 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360) x 100.00% x 100.00 x 1072.29]/[(1+17.63)^(591/360)] | 2053.58 | 0.04 | 0.06 | i | |
| 2026-07-09 | (Dias para cupon / Dias Año) | (771 / 360) | 2.14 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360) x 100.00% x 100.00 x 1072.29]/[(1+17.63)^(771/360)] | 1893.48 | 0.03 | 0.07 | i | |
| 2027-01-09 | (Dias para cupon / Dias Año) | (951 / 360) | 2.64 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360) x 100.00% x 100.00 x 1072.29]/[(1+17.63)^(951/360)] | 1745.86 | 0.03 | 0.08 | i | |
| 2027-07-09 | (Dias para cupon / Dias Año) | (1131 / 360) | 3.14 | [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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(1131/360)]+[(0.05 x (180/360) x 100.00% x 100.00 x 1072.29]/[(1+17.63)^(1131/360)] | 4539.49 | 0.08 | 0.26 | ki | |
| 2028-01-09 | (Dias para cupon / Dias Año) | (1311 / 360) | 3.64 | [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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(1311/360)]+[(0.05 x (180/360) x 95.45% x 100.00 x 1072.29]/[(1+17.63)^(1311/360)] | 4118.05 | 0.07 | 0.27 | ki | |
| 2028-07-09 | (Dias para cupon / Dias Año) | (1491 / 360) | 4.14 | [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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(1491/360)]+[(0.05 x (180/360) x 90.91% x 100.00 x 1072.29]/[(1+17.63)^(1491/360)] | 3734.87 | 0.07 | 0.28 | ki | |
| 2029-01-09 | (Dias para cupon / Dias Año) | (1671 / 360) | 4.64 | [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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(1671/360)]+[(0.05 x (180/360) x 86.36% x 100.00 x 1072.29]/[(1+17.63)^(1671/360)] | 3386.28 | 0.06 | 0.28 | ki | |
| 2029-07-09 | (Dias para cupon / Dias Año) | (1851 / 360) | 5.14 | [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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(1851/360)]+[(0.05 x (180/360) x 81.82% x 100.00 x 1072.29]/[(1+17.63)^(1851/360)] | 3069.46 | 0.06 | 0.29 | ki | |
| 2030-01-09 | (Dias para cupon / Dias Año) | (2031 / 360) | 5.64 | [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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(2031/360)]+[(0.05 x (180/360) x 77.27% x 100.00 x 1072.29]/[(1+17.63)^(2031/360)] | 2781.34 | 0.05 | 0.28 | ki | |
| 2030-07-09 | (Dias para cupon / Dias Año) | (2211 / 360) | 6.14 | [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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(2211/360)]+[(0.05 x (180/360) x 72.73% x 100.00 x 1072.29]/[(1+17.63)^(2211/360)] | 2519.60 | 0.05 | 0.28 | ki | |
| 2031-01-09 | (Dias para cupon / Dias Año) | (2391 / 360) | 6.64 | [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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(2391/360)]+[(0.05 x (180/360) x 68.18% x 100.00 x 1072.29]/[(1+17.63)^(2391/360)] | 2281.67 | 0.04 | 0.27 | ki | |
| 2031-07-09 | (Dias para cupon / Dias Año) | (2571 / 360) | 7.14 | [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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(2571/360)]+[(0.05 x (180/360) x 63.64% x 100.00 x 1072.29]/[(1+17.63)^(2571/360)] | 2065.61 | 0.04 | 0.27 | ki | |
| 2032-01-09 | (Dias para cupon / Dias Año) | (2751 / 360) | 7.64 | [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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(2751/360)]+[(0.05 x (180/360) x 59.09% x 100.00 x 1072.29]/[(1+17.63)^(2751/360)] | 1869.29 | 0.03 | 0.26 | ki | |
| 2032-07-09 | (Dias para cupon / Dias Año) | (2931 / 360) | 8.14 | [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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(2931/360)]+[(0.05 x (180/360) x 54.55% x 100.00 x 1072.29]/[(1+17.63)^(2931/360)] | 1691.10 | 0.03 | 0.25 | ki | |
| 2033-01-09 | (Dias para cupon / Dias Año) | (3111 / 360) | 8.64 | [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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(3111/360)]+[(0.05 x (180/360) x 50.00% x 100.00 x 1072.29]/[(1+17.63)^(3111/360)] | 1529.27 | 0.03 | 0.24 | ki | |
| 2033-07-09 | (Dias para cupon / Dias Año) | (3291 / 360) | 9.14 | [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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(3291/360)]+[(0.05 x (180/360) x 45.46% x 100.00 x 1072.29]/[(1+17.63)^(3291/360)] | 1382.45 | 0.03 | 0.23 | ki | |
| 2034-01-09 | (Dias para cupon / Dias Año) | (3471 / 360) | 9.64 | [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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(3471/360)]+[(0.05 x (180/360) x 40.91% x 100.00 x 1072.29]/[(1+17.63)^(3471/360)] | 1249.18 | 0.02 | 0.22 | ki | |
| 2034-07-09 | (Dias para cupon / Dias Año) | (3651 / 360) | 10.14 | [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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(3651/360)]+[(0.05 x (180/360) x 36.36% x 100.00 x 1072.29]/[(1+17.63)^(3651/360)] | 1128.28 | 0.02 | 0.21 | ki | |
| 2035-01-09 | (Dias para cupon / Dias Año) | (3831 / 360) | 10.64 | [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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(3831/360)]+[(0.05 x (180/360) x 31.82% x 100.00 x 1072.29]/[(1+17.63)^(3831/360)] | 1018.69 | 0.02 | 0.20 | ki | |
| 2035-07-09 | (Dias para cupon / Dias Año) | (4011 / 360) | 11.14 | [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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(4011/360)]+[(0.05 x (180/360) x 27.27% x 100.00 x 1072.29]/[(1+17.63)^(4011/360)] | 919.28 | 0.02 | 0.19 | ki | |
| 2036-01-09 | (Dias para cupon / Dias Año) | (4191 / 360) | 11.64 | [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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(4191/360)]+[(0.05 x (180/360) x 22.73% x 100.00 x 1072.29]/[(1+17.63)^(4191/360)] | 829.22 | 0.02 | 0.17 | ki | |
| 2036-07-09 | (Dias para cupon / Dias Año) | (4371 / 360) | 12.14 | [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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(4371/360)]+[(0.05 x (180/360) x 18.18% x 100.00 x 1072.29]/[(1+17.63)^(4371/360)] | 747.58 | 0.01 | 0.16 | ki | |
| 2037-01-09 | (Dias para cupon / Dias Año) | (4551 / 360) | 12.64 | [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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(4551/360)]+[(0.05 x (180/360) x 13.64% x 100.00 x 1072.29]/[(1+17.63)^(4551/360)] | 673.67 | 0.01 | 0.15 | ki | |
| 2037-07-09 | (Dias para cupon / Dias Año) | (4731 / 360) | 13.14 | [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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(4731/360)]+[(0.05 x (180/360) x 9.09% x 100.00 x 1072.29]/[(1+17.63)^(4731/360)] | 606.70 | 0.01 | 0.14 | ki | |
| 2038-01-09 | (Dias para cupon / Dias Año) | (4911 / 360) | 13.64 | [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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(4911/360)]+[(0.05 x (180/360) x 4.55% x 100.00 x 1072.29]/[(1+17.63)^(4911/360)] | 546.11 | 0.01 | 0.13 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 5.34 | 5.34 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (5.34)/(1 + 17.63/100) | 4.54 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (54810.54 - 55694.34 )/( 2 x 55250.00 x 0.01) | 0.80 |
| 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 ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0425 x (180/360) x 100.00% x 100.00 x 1072.29]/[(1+17.63)^(51/360)] | 2226.81 | 360.16 | i |
| 2025-01-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (231 / 360) ^ 2 + (231 / 360) | 1.05 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360) x 100.00% x 100.00 x 1072.29]/[(1+17.63)^(231/360)] | 2415.54 | 2544.53 | i |
| 2025-07-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (411 / 360) ^ 2 + (411 / 360) | 2.45 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360) x 100.00% x 100.00 x 1072.29]/[(1+17.63)^(411/360)] | 2227.22 | 5445.70 | i |
| 2026-01-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (591 / 360) ^ 2 + (591 / 360) | 4.34 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360) x 100.00% x 100.00 x 1072.29]/[(1+17.63)^(591/360)] | 2053.58 | 8905.83 | i |
| 2026-07-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (771 / 360) ^ 2 + (771 / 360) | 6.73 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360) x 100.00% x 100.00 x 1072.29]/[(1+17.63)^(771/360)] | 1893.48 | 12740.08 | i |
| 2027-01-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (951 / 360) ^ 2 + (951 / 360) | 9.62 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360) x 100.00% x 100.00 x 1072.29]/[(1+17.63)^(951/360)] | 1745.86 | 16795.28 | i |
| 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 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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(1131/360)]+[(0.05 x (180/360) x 100.00% x 100.00 x 1072.29]/[(1+17.63)^(1131/360)] | 4539.49 | 59066.64 | 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 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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(1311/360)]+[(0.05 x (180/360) x 95.45% x 100.00 x 1072.29]/[(1+17.63)^(1311/360)] | 4118.05 | 69609.05 | 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 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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(1491/360)]+[(0.05 x (180/360) x 90.91% x 100.00 x 1072.29]/[(1+17.63)^(1491/360)] | 3734.87 | 79534.26 | 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 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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(1671/360)]+[(0.05 x (180/360) x 86.36% x 100.00 x 1072.29]/[(1+17.63)^(1671/360)] | 3386.28 | 88675.54 | 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 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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(1851/360)]+[(0.05 x (180/360) x 81.82% x 100.00 x 1072.29]/[(1+17.63)^(1851/360)] | 3069.46 | 96928.49 | ki |
| 2030-01-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (2031 / 360) ^ 2 + (2031 / 360) | 37.47 | [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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(2031/360)]+[(0.05 x (180/360) x 77.27% x 100.00 x 1072.29]/[(1+17.63)^(2031/360)] | 2781.34 | 104217.17 | ki |
| 2030-07-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (2211 / 360) ^ 2 + (2211 / 360) | 43.86 | [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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(2211/360)]+[(0.05 x (180/360) x 72.73% x 100.00 x 1072.29]/[(1+17.63)^(2211/360)] | 2519.60 | 110514.01 | ki |
| 2031-01-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (2391 / 360) ^ 2 + (2391 / 360) | 50.75 | [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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(2391/360)]+[(0.05 x (180/360) x 68.18% x 100.00 x 1072.29]/[(1+17.63)^(2391/360)] | 2281.67 | 115802.54 | ki |
| 2031-07-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (2571 / 360) ^ 2 + (2571 / 360) | 58.15 | [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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(2571/360)]+[(0.05 x (180/360) x 63.64% x 100.00 x 1072.29]/[(1+17.63)^(2571/360)] | 2065.61 | 120105.04 | ki |
| 2032-01-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (2751 / 360) ^ 2 + (2751 / 360) | 66.04 | [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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(2751/360)]+[(0.05 x (180/360) x 59.09% x 100.00 x 1072.29]/[(1+17.63)^(2751/360)] | 1869.29 | 123442.00 | ki |
| 2032-07-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (2931 / 360) ^ 2 + (2931 / 360) | 74.43 | [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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(2931/360)]+[(0.05 x (180/360) x 54.55% x 100.00 x 1072.29]/[(1+17.63)^(2931/360)] | 1691.10 | 125866.08 | ki |
| 2033-01-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (3111 / 360) ^ 2 + (3111 / 360) | 83.32 | [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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(3111/360)]+[(0.05 x (180/360) x 50.00% x 100.00 x 1072.29]/[(1+17.63)^(3111/360)] | 1529.27 | 127418.82 | ki |
| 2033-07-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (3291 / 360) ^ 2 + (3291 / 360) | 92.71 | [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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(3291/360)]+[(0.05 x (180/360) x 45.46% x 100.00 x 1072.29]/[(1+17.63)^(3291/360)] | 1382.45 | 128169.48 | ki |
| 2034-01-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (3471 / 360) ^ 2 + (3471 / 360) | 102.60 | [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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(3471/360)]+[(0.05 x (180/360) x 40.91% x 100.00 x 1072.29]/[(1+17.63)^(3471/360)] | 1249.18 | 128169.62 | ki |
| 2034-07-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (3651 / 360) ^ 2 + (3651 / 360) | 113.00 | [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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(3651/360)]+[(0.05 x (180/360) x 36.36% x 100.00 x 1072.29]/[(1+17.63)^(3651/360)] | 1128.28 | 127489.76 | ki |
| 2035-01-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (3831 / 360) ^ 2 + (3831 / 360) | 123.89 | [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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(3831/360)]+[(0.05 x (180/360) x 31.82% x 100.00 x 1072.29]/[(1+17.63)^(3831/360)] | 1018.69 | 126201.57 | ki |
| 2035-07-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (4011 / 360) ^ 2 + (4011 / 360) | 135.28 | [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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(4011/360)]+[(0.05 x (180/360) x 27.27% x 100.00 x 1072.29]/[(1+17.63)^(4011/360)] | 919.28 | 124358.64 | ki |
| 2036-01-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (4191 / 360) ^ 2 + (4191 / 360) | 147.17 | [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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(4191/360)]+[(0.05 x (180/360) x 22.73% x 100.00 x 1072.29]/[(1+17.63)^(4191/360)] | 829.22 | 122036.69 | ki |
| 2036-07-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (4371 / 360) ^ 2 + (4371 / 360) | 159.56 | [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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(4371/360)]+[(0.05 x (180/360) x 18.18% x 100.00 x 1072.29]/[(1+17.63)^(4371/360)] | 747.58 | 119285.54 | ki |
| 2037-01-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (4551 / 360) ^ 2 + (4551 / 360) | 172.45 | [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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(4551/360)]+[(0.05 x (180/360) x 13.64% x 100.00 x 1072.29]/[(1+17.63)^(4551/360)] | 673.67 | 116176.07 | ki |
| 2037-07-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (4731 / 360) ^ 2 + (4731 / 360) | 185.85 | [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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(4731/360)]+[(0.05 x (180/360) x 9.09% x 100.00 x 1072.29]/[(1+17.63)^(4731/360)] | 606.70 | 112752.24 | ki |
| 2038-01-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (4911 / 360) ^ 2 + (4911 / 360) | 199.74 | [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)] | [(0.0455 x 100.00 x 1072.29]/[(1+17.63)^(4911/360)]+[(0.05 x (180/360) x 4.55% x 100.00 x 1072.29]/[(1+17.63)^(4911/360)] | 546.11 | 109078.28 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [55250.00 x ((1 + 17.6256875) ^ 2)]] x 2481689.10] | 32.46 |
| F. de Emision | 2020-09-04 | ||
| F. de Vencimiento | 2038-01-09 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | La amortizacion se efectuara en VEINTIDOS (22) cuotas semestrales iguales el 9 de enero y el 9 de julio de cada año, con la primera cuota el 9 de julio de 2027 y la ultima cuota el 9 de enero de 2038. | ||
| Interes | Del 4 de septiembre de 2020 (inclusive) al 9 de julio de 2021 (exclusive): CERO COMA CIENTO VEINTICINCO POR CIENTO (0,125%). ii. Del 9 de julio de 2021 (inclusive) al 9 de julio de 2022 (exclusive): DOS POR CIENTO (2,00%). iii. Del 9 de julio de 2022 (inclusive) al 9 de julio de 2023 (exclusive): TRES COMA OCHOCIENTOS SETENTA Y CINCO POR CIENTO (3,875%). iv. Del 9 de julio de 2023 (inclusive) al 9 de julio de 2024 (exclusive): CUATRO COMA VEINTICINCO POR CIENTO (4,25%). v. Del 9 de julio de 2024 (inclusive) al vencimiento: CINCO POR CIENTO (5,00%). | ||
| Frecuencia | Las fechas de pago de intereses para los Titulos Step Up en USD 2038 son el 9 de enero y el 9 de julio de cada año, comenzando el 9 de julio de 2021. | ||
| ISIN | ARARGE3209U2 |