| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2023-12-18 | 100.00 | 174.98 | 4.33 | 0.00 | 4.33 |
| 2024-06-18 | 100.00 | 408.11 | 9.18 | 0.00 | 9.18 |
| 2024-12-18 | 100.00 | 510.08 | 11.48 | 0.00 | 11.48 |
| 2025-06-18 | 0.00 | 0.00 | 11.48 | 510.08 | 521.56 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | T3X5 | Valor Tecnico | 519.90 | Semana TIR | 14.46% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | 69.01% |
| Tipo | Soberano | Paridad | 17.70% | Semestre TIR | 623.16% |
| País | Argentina | TIR | 2388.10% | 1ero Enero TIR | 3308.16% |
| Mercado | BYMA | Macaulay Dur. | 0.52 | Año TIR | 4230.98% |
| Moneda | ARS | Modified Dur. | 0.02 | Semana Precio | 0.00% |
| Fecha/Hora | 2024-02-19 12:18:15 | Effective Dur. | 0.50 | Mes Precio | 0.00% |
| Volumen | 0 | Convexidad | 0.00 | Semestre Precio | 0.00% |
| Precio | 92.00 | Int. Corrido | 9.82 | 1ero Enero Precio | 2.22% |
| Variación | 0.00% | Cupon | 11.48 | Año Precio | 0.00% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 101.20 | 10.00% | 1974.85 | -17.30% |
| 100.28 | 9.00% | 2011.16 | -15.78% |
| 99.36 | 8.00% | 2048.47 | -14.22% |
| 98.44 | 7.00% | 2086.82 | -12.62% |
| 97.52 | 6.00% | 2126.25 | -10.97% |
| 96.60 | 5.00% | 2166.81 | -9.27% |
| 95.68 | 4.00% | 2208.54 | -7.52% |
| 94.76 | 3.00% | 2251.48 | -5.72% |
| 93.84 | 2.00% | 2295.69 | -3.87% |
| 92.92 | 1.00% | 2341.21 | -1.96% |
| 92.00 | 0.00% | 2388.10 | 0.00% |
| 91.08 | -1.00% | 2436.42 | 2.02% |
| 90.16 | -2.00% | 2486.22 | 4.11% |
| 89.24 | -3.00% | 2537.57 | 6.26% |
| 88.32 | -4.00% | 2590.54 | 8.48% |
| 87.40 | -5.00% | 2645.19 | 10.76% |
| 86.48 | -6.00% | 2701.59 | 13.13% |
| 85.56 | -7.00% | 2759.83 | 15.57% |
| 84.64 | -8.00% | 2819.99 | 18.08% |
| 83.72 | -9.00% | 2882.15 | 20.69% |
| 82.80 | -10.00% | 2946.40 | 23.38% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 2603.04 | 9.00% | 88.11 | -4.23% |
| 2579.16 | 8.00% | 88.52 | -3.79% |
| 2555.28 | 7.00% | 88.93 | -3.34% |
| 2531.40 | 6.00% | 89.35 | -2.88% |
| 2507.52 | 5.00% | 89.78 | -2.42% |
| 2483.63 | 4.00% | 90.21 | -1.95% |
| 2459.75 | 3.00% | 90.65 | -1.47% |
| 2435.87 | 2.00% | 91.09 | -0.99% |
| 2411.99 | 1.00% | 91.54 | -0.50% |
| 2388.11 | 0.00% | 92.00 | 0.00% |
| 2364.23 | -1.00% | 92.47 | 0.51% |
| 2340.35 | -2.00% | 92.94 | 1.02% |
| 2316.47 | -3.00% | 93.42 | 1.54% |
| 2292.59 | -4.00% | 93.90 | 2.07% |
| 2268.70 | -5.00% | 94.40 | 2.61% |
| 2244.82 | -6.00% | 94.90 | 3.15% |
| 2220.94 | -7.00% | 95.41 | 3.71% |
| 2197.06 | -8.00% | 95.93 | 4.27% |
| 2173.18 | -9.00% | 96.46 | 4.85% |
| Desarrollo TIR 2388.10% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2024-12-18 | [(TNA x (Dias entre Cupones/Año)) x CER x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.045 x (180/360)) x 5.1008 x 100.00% x 100.00]/[(1+2388.10)^(26/360)] | 9.10 | i |
| 2025-06-18 | [(TNA x (Dias entre Cupones/Año)) x CER x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.045 x (180/360)) x 5.1008 x 100.00% x 100.00]/[(1+2388.10)^(206/360)] | 1.82 | i |
| 2025-06-18 | [CER x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [5.1008 x 1 x 100.00]/[(1+2388.10)^(206/360)] | 81.08 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-22 | (TNA x (Dias entre Cupones/Año)) x CER x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0.045 x (180/360)) x 5.10 x 1 x 100.00 x (154/180) | 9.82 |
| 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. | |
| 2024-12-18 | (Dias para cupon / Dias Año) | (26 / 360) | 0.07 | [(TNA x (Dias entre Cupones/Año)) x CER x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.045 x (180/360)) x 5.1008 x 100.00% x 100.00]/[(1+2388.10)^(26/360)] | 9.10 | 0.10 | 0.01 | i | |
| 2025-06-18 | (Dias para cupon / Dias Año) | (206 / 360) | 0.57 | [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)] | [5.1008 x 1 x 100.00]/[(1+2388.10)^(206/360)]+[(0.045 x (180/360)) x 5.1008 x 100.00% x 100.00]/[(1+2388.10)^(206/360)] | 82.90 | 0.90 | 0.52 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.52 | 0.52 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.52)/(1 + 2388.10/100) | 0.02 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (91.54 - 92.47 )/( 2 x 92.00 x 0.01) | 0.50 |
| 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. |
| 2024-12-18 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (26 / 360) ^ 2 + (26 / 360) | 0.08 | [(TNA x (Dias entre Cupones/Año)) x CER x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.045 x (180/360)) x 5.1008 x 100.00% x 100.00]/[(1+2388.10)^(26/360)] | 9.10 | 0.70 | i |
| 2025-06-18 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (206 / 360) ^ 2 + (206 / 360) | 0.90 | [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)] | [5.1008 x 1 x 100.00]/[(1+2388.10)^(206/360)]+[(0.045 x (180/360)) x 5.1008 x 100.00% x 100.00]/[(1+2388.10)^(206/360)] | 82.90 | 74.58 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [92.00 x ((1 + 2388.1046875) ^ 2)]] x 75.29] | 0.00 |
| Desarrollo CER | ||
|---|---|---|
| Fecha | CER | |
| 2023-05-16 | 96.4585 | |
| 2024-11-08 | 492.0192 | |
| CER Final/ CER Inicial | 5.1008 | |
| F. de Emision | 2023-05-30 | ||
| F. de Vencimiento | 2025-06-18 | ||
| Ajuste | CER | ||
| Dias previos para calculo ajuste o interes | 10 | ||
| Capital | Integra 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 la tasa del 4.50% nominal anual, calculados sobre la base de meses de 30 días y años de 360 días (30/360). | ||
| Frecuencia | 18 de Junio y 18 de Diciembre | ||
| ISIN | ARARGE320DU2 |