| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2023-08-14 | 100.00 | 142.64 | 2.53 | 0.00 | 2.53 |
| 2024-02-14 | 100.00 | 271.37 | 5.77 | 0.00 | 5.77 |
| 2024-08-14 | 100.00 | 532.58 | 11.32 | 0.00 | 11.32 |
| 2025-02-14 | 0.00 | 0.00 | 12.86 | 605.09 | 617.95 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | T2X5 | Valor Tecnico | 612.02 | Semana TIR | -3.24% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -77.23% |
| Tipo | Soberano | Paridad | 100.49% | Semestre TIR | 111.74% |
| País | Argentina | TIR | 2.09% | 1ero Enero TIR | 107.19% |
| Mercado | BYMA | Macaulay Dur. | 0.23 | Año TIR | -78.30% |
| Moneda | ARS | Modified Dur. | 0.23 | Semana Precio | 0.84% |
| Fecha/Hora | 2024-11-21 11:09:51 | Effective Dur. | 0.00 | Mes Precio | 6.11% |
| Volumen | 5093676 | Convexidad | 0.27 | Semestre Precio | 14.74% |
| Precio | 615.00 | Int. Corrido | 6.93 | 1ero Enero Precio | 85.24% |
| Variación | 0.16% | Cupon | 617.95 | Año Precio | 236.99% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 676.50 | 10.00% | -32.47 | -2453.16% |
| 670.35 | 9.00% | -29.75 | -2255.45% |
| 664.20 | 8.00% | -26.88 | -2047.79% |
| 658.05 | 7.00% | -23.87 | -1829.68% |
| 651.90 | 6.00% | -20.71 | -1600.38% |
| 645.75 | 5.00% | -17.38 | -1359.18% |
| 639.60 | 4.00% | -13.88 | -1105.43% |
| 633.45 | 3.00% | -10.19 | -838.41% |
| 627.30 | 2.00% | -6.31 | -557.09% |
| 621.15 | 1.00% | -2.22 | -260.67% |
| 615.00 | 0.00% | 2.09 | 0.00% |
| 608.85 | -1.00% | 6.64 | 381.46% |
| 602.70 | -2.00% | 11.45 | 729.39% |
| 596.55 | -3.00% | 16.51 | 1096.70% |
| 590.40 | -4.00% | 21.87 | 1484.85% |
| 584.25 | -5.00% | 27.53 | 1895.19% |
| 578.10 | -6.00% | 33.52 | 2329.28% |
| 571.95 | -7.00% | 39.86 | 2788.70% |
| 565.80 | -8.00% | 46.58 | 3275.26% |
| 559.65 | -9.00% | 53.69 | 3790.86% |
| 553.50 | -10.00% | 61.24 | 4337.66% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 1.38 | 0.00% | 615.00 | 0.00% |
| 1.50 | 9.00% | 615.82 | 0.13% |
| 1.49 | 8.00% | 615.84 | 0.14% |
| 1.48 | 7.00% | 615.86 | 0.14% |
| 1.46 | 6.00% | 615.88 | 0.14% |
| 1.45 | 5.00% | 615.90 | 0.15% |
| 1.44 | 4.00% | 615.92 | 0.15% |
| 1.42 | 3.00% | 615.94 | 0.15% |
| 1.41 | 2.00% | 615.96 | 0.16% |
| 1.39 | 1.00% | 615.98 | 0.16% |
| 1.37 | -1.00% | 616.02 | 0.17% |
| 1.35 | -2.00% | 616.04 | 0.17% |
| 1.34 | -3.00% | 616.06 | 0.17% |
| 1.32 | -4.00% | 616.07 | 0.17% |
| 1.31 | -5.00% | 616.09 | 0.18% |
| 1.30 | -6.00% | 616.11 | 0.18% |
| 1.28 | -7.00% | 616.13 | 0.18% |
| 1.27 | -8.00% | 616.15 | 0.19% |
| 1.26 | -9.00% | 616.17 | 0.19% |
| Desarrollo TIR 2.09% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-02-14 | [(TNA x (Dias entre Cupones/Año)) x CER x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0425 x (180/360)) x 6.0509 x 100.00% x 100.00]/[(1+2.09)^(83/360)] | 12.80 | i |
| 2025-02-14 | [CER x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [6.0509 x 1 x 100.00]/[(1+2.09)^(83/360)] | 602.21 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-21 | (TNA x (Dias entre Cupones/Año)) x CER x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0.0425 x (180/360)) x 6.05 x 1 x 100.00 x (97/180) | 6.93 |
| 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. | |
| 2025-02-14 | (Dias para cupon / Dias Año) | (83 / 360) | 0.23 | [CER x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x CER x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [6.0509 x 1 x 100.00]/[(1+2.09)^(83/360)]+[(0.0425 x (180/360)) x 6.0509 x 100.00% x 100.00]/[(1+2.09)^(83/360)] | 615.00 | 1.00 | 0.23 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.23 | 0.23 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.23)/(1 + 2.09/100) | 0.23 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (614.97 - 615.03 )/( 2 x 615 x 0.01) | 0.00 |
| 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. |
| 2025-02-14 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (83 / 360) ^ 2 + (83 / 360) | 0.28 | [CER x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x CER x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [6.0509 x 1 x 100.00]/[(1+2.09)^(83/360)]+[(0.0425 x (180/360)) x 6.0509 x 100.00% x 100.00]/[(1+2.09)^(83/360)] | 615.00 | 174.48 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [615 x ((1 + 2.0949375) ^ 2)]] x 174.48] | 0.27 |
| Desarrollo CER | ||
|---|---|---|
| Fecha | CER | |
| 2023-02-28 | 81.2234 | |
| 2024-11-07 | 491.4735 | |
| CER Final/ CER Inicial | 6.0509 | |
| F. de Emision | 2023-03-14 | ||
| F. de Vencimiento | 2025-02-14 | ||
| Ajuste | CER | ||
| Dias previos para calculo ajuste o interes | 10 | ||
| Capital | Integramente al vencimiento. El capital será ajustado por el Coeficiente de Estabilización de Referencia (CER) informado por el BCRA, correspondiente al período transcurrido entre los 10 días hábiles anteriores a la fecha de emisión y los 10 días hábiles anteriores a la fecha de vencimiento del servicio de interés o amortización de capital correspondiente. | ||
| Interes | Devengará intereses a partir de la fecha de emisión, a la tasa de 4,25% nominal anual, los que serán pagaderos los días 14 de agosto de 2023, 14 de febrero de 2024, 14 de agosto de 2024 y 14 de febrero de 2025. | ||
| Frecuencia | 14 de Febrero y 14 de Agosto | ||
| ISIN | ARARGE320DI7 |