| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2023-10-14 | 100.00 | 166.64 | 3.89 | 0.00 | 3.89 |
| 2024-04-14 | 100.00 | 390.99 | 7.82 | 0.00 | 7.82 |
| 2024-10-14 | 0.00 | 0.00 | 11.04 | 551.92 | 562.96 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | T4X4 | Valor Tecnico | 560.69 | Semana TIR | 24.26% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -222.76% |
| Tipo | Soberano | Paridad | 100.59% | Semestre TIR | 93.46% |
| País | Argentina | TIR | -1.78% | 1ero Enero TIR | 96.26% |
| Mercado | BYMA | Macaulay Dur. | 0.10 | Año TIR | -157.98% |
| Moneda | ARS | Modified Dur. | 0.10 | Semana Precio | 1.17% |
| Fecha/Hora | 2024-09-06 17:00:06 | Effective Dur. | -0.00 | Mes Precio | 5.17% |
| Volumen | 99090252 | Convexidad | 0.12 | Semestre Precio | 41.71% |
| Precio | 564.00 | Int. Corrido | 8.77 | 1ero Enero Precio | 52.85% |
| Variación | 0.36% | Cupon | 562.96 | Año Precio | 266.95% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 620.40 | 10.00% | -61.14 | 3335.03% |
| 614.76 | 9.00% | -57.53 | 3132.18% |
| 609.12 | 8.00% | -53.55 | 2908.34% |
| 603.48 | 7.00% | -49.15 | 2661.12% |
| 597.84 | 6.00% | -44.28 | 2387.81% |
| 592.20 | 5.00% | -38.90 | 2085.41% |
| 586.56 | 4.00% | -32.94 | 1750.48% |
| 580.92 | 3.00% | -26.33 | 1379.10% |
| 575.28 | 2.00% | -18.99 | 966.97% |
| 569.64 | 1.00% | -10.84 | 509.16% |
| 564.00 | 0.00% | -1.78 | 0.00% |
| 558.36 | -1.00% | 8.31 | -566.85% |
| 552.72 | -2.00% | 19.56 | -1198.64% |
| 547.08 | -3.00% | 32.10 | -1903.47% |
| 541.44 | -4.00% | 46.12 | -2690.78% |
| 535.80 | -5.00% | 61.79 | -3571.18% |
| 530.16 | -6.00% | 79.33 | -4556.90% |
| 524.52 | -7.00% | 99.00 | -5661.80% |
| 518.88 | -8.00% | 121.07 | -6901.82% |
| 513.24 | -9.00% | 145.88 | -8295.32% |
| 507.60 | -10.00% | 173.78 | -9863.15% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| -1.62 | -9.00% | 563.91 | -0.02% |
| -1.64 | -8.00% | 563.92 | -0.01% |
| -1.66 | -7.00% | 563.93 | -0.01% |
| -1.67 | -6.00% | 563.94 | -0.01% |
| -1.69 | -5.00% | 563.95 | -0.01% |
| -1.71 | -4.00% | 563.96 | -0.01% |
| -1.73 | -3.00% | 563.97 | -0.01% |
| -1.74 | -2.00% | 563.98 | 0.00% |
| -1.76 | -1.00% | 563.99 | 0.00% |
| -1.78 | 0.00% | 564.00 | 0.00% |
| -1.80 | 1.00% | 564.01 | 0.00% |
| -1.82 | 2.00% | 564.02 | 0.00% |
| -1.83 | 3.00% | 564.03 | 0.01% |
| -1.85 | 4.00% | 564.04 | 0.01% |
| -1.87 | 5.00% | 564.05 | 0.01% |
| -1.89 | 6.00% | 564.06 | 0.01% |
| -1.90 | 7.00% | 564.07 | 0.01% |
| -1.92 | 8.00% | 564.08 | 0.01% |
| -1.94 | 9.00% | 564.09 | 0.02% |
| Desarrollo TIR -1.78% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2024-10-14 | [(TNA x (Dias entre Cupones/Año)) x CER x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.04 x (180/360)) x 5.5192 x 100.00% x 100.00]/[(1+-1.78)^(37/360)] | 11.06 | i |
| 2024-10-14 | [CER x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [5.5192 x 1 x 100.00]/[(1+-1.78)^(37/360)] | 552.94 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-09-07 | (TNA x (Dias entre Cupones/Año)) x CER x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0.04 x (180/360)) x 5.52 x 1 x 100.00 x (143/180) | 8.77 |
| 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. | |
| 2024-10-14 | (Dias para cupon / Dias Año) | (37 / 360) | 0.10 | [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)] | [5.5192 x 1 x 100.00]/[(1+-1.78)^(37/360)]+[(0.04 x (180/360)) x 5.5192 x 100.00% x 100.00]/[(1+-1.78)^(37/360)] | 564.00 | 1.00 | 0.10 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.10 | 0.10 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.10)/(1 + -1.78/100) | 0.10 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (564.01 - 563.99 )/( 2 x 564 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. |
| 2024-10-14 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (37 / 360) ^ 2 + (37 / 360) | 0.11 | [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)] | [5.5192 x 1 x 100.00]/[(1+-1.78)^(37/360)]+[(0.04 x (180/360)) x 5.5192 x 100.00% x 100.00]/[(1+-1.78)^(37/360)] | 564.00 | 63.92 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [564 x ((1 + -1.7793125) ^ 2)]] x 63.92] | 0.12 |
| Desarrollo CER | ||
|---|---|---|
| Fecha | CER | |
| 2023-02-28 | 81.2234 | |
| 2024-08-26 | 448.2893 | |
| CER Final/ CER Inicial | 5.5192 | |
| F. de Emision | 2023-03-14 | ||
| F. de Vencimiento | 2024-10-14 | ||
| Ajuste | CER | ||
| Dias previos para calculo ajuste o interes | 10 | ||
| Capital | Integra al vencimiento. El saldo de capital será ajustado conforme al Coeficiente de Estabilización de Referencia (CER) referido en el artículo 4º del decreto 214 del 03-02-02, informado por el Banco Central de la República Argentina (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% nominal anual, los que serán pagaderos los días 14 de octubre de 2023, 14 de abril de 2024 y 14 de octubre de 2024. | ||
| Frecuencia | 14 de Abril y 14 de Octubre. | ||
| ISIN | ARARGE320DH9 |