| 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 | 468.88 | 10.55 | 0.00 | 10.55 |
| 2025-06-18 | 0.00 | 0.00 | 10.55 | 468.88 | 479.43 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | T3X5 | Valor Tecnico | 474.04 | Semana TIR | 8.32% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | 38.31% |
| Tipo | Soberano | Paridad | 19.41% | Semestre TIR | 425.84% |
| País | Argentina | TIR | 870.52% | 1ero Enero TIR | 1142.36% |
| Mercado | BYMA | Macaulay Dur. | 0.72 | Año TIR | 3001.25% |
| Moneda | ARS | Modified Dur. | 0.07 | Semana Precio | 0.00% |
| Fecha/Hora | 2024-02-19 12:18:15 | Effective Dur. | 0.65 | Mes Precio | 0.00% |
| Volumen | 0 | Convexidad | 0.01 | Semestre Precio | 0.00% |
| Precio | 92.00 | Int. Corrido | 5.16 | 1ero Enero Precio | 2.22% |
| Variación | 0.00% | Cupon | 10.55 | Año Precio | 0.00% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 101.20 | 10.00% | 750.88 | -13.74% |
| 100.28 | 9.00% | 761.66 | -12.51% |
| 99.36 | 8.00% | 772.68 | -11.24% |
| 98.44 | 7.00% | 783.95 | -9.94% |
| 97.52 | 6.00% | 795.48 | -8.62% |
| 96.60 | 5.00% | 807.27 | -7.27% |
| 95.68 | 4.00% | 819.33 | -5.88% |
| 94.76 | 3.00% | 831.68 | -4.46% |
| 93.84 | 2.00% | 844.32 | -3.01% |
| 92.92 | 1.00% | 857.26 | -1.52% |
| 92.00 | 0.00% | 870.52 | 0.00% |
| 91.08 | -1.00% | 884.09 | 1.56% |
| 90.16 | -2.00% | 898.01 | 3.16% |
| 89.24 | -3.00% | 912.27 | 4.80% |
| 88.32 | -4.00% | 926.89 | 6.47% |
| 87.40 | -5.00% | 941.88 | 8.20% |
| 86.48 | -6.00% | 957.25 | 9.96% |
| 85.56 | -7.00% | 973.03 | 11.78% |
| 84.64 | -8.00% | 989.22 | 13.64% |
| 83.72 | -9.00% | 1005.84 | 15.55% |
| 82.80 | -10.00% | 1022.92 | 17.51% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 948.87 | 9.00% | 86.98 | -5.46% |
| 940.16 | 8.00% | 87.50 | -4.89% |
| 931.46 | 7.00% | 88.04 | -4.31% |
| 922.75 | 6.00% | 88.58 | -3.72% |
| 914.05 | 5.00% | 89.13 | -3.12% |
| 905.34 | 4.00% | 89.68 | -2.52% |
| 896.64 | 3.00% | 90.25 | -1.90% |
| 887.93 | 2.00% | 90.82 | -1.28% |
| 879.23 | 1.00% | 91.41 | -0.64% |
| 870.52 | 0.00% | 92.00 | 0.00% |
| 861.81 | -1.00% | 92.60 | 0.65% |
| 853.11 | -2.00% | 93.21 | 1.32% |
| 844.40 | -3.00% | 93.83 | 1.99% |
| 835.70 | -4.00% | 94.47 | 2.68% |
| 826.99 | -5.00% | 95.11 | 3.38% |
| 818.29 | -6.00% | 95.76 | 4.09% |
| 809.58 | -7.00% | 96.42 | 4.81% |
| 800.88 | -8.00% | 97.10 | 5.54% |
| 792.17 | -9.00% | 97.78 | 6.28% |
| Desarrollo TIR 870.52% | ||||
|---|---|---|---|---|
| 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 4.6888 x 100.00% x 100.00]/[(1+870.52)^(92/360)] | 5.90 | 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 4.6888 x 100.00% x 100.00]/[(1+870.52)^(272/360)] | 1.89 | i |
| 2025-06-18 | [CER x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [4.6888 x 1 x 100.00]/[(1+870.52)^(272/360)] | 84.20 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-09-16 | (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 4.69 x 1 x 100.00 x (88/180) | 5.16 |
| 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) | (92 / 360) | 0.26 | [(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 4.6888 x 100.00% x 100.00]/[(1+870.52)^(92/360)] | 5.90 | 0.06 | 0.02 | i | |
| 2025-06-18 | (Dias para cupon / Dias Año) | (272 / 360) | 0.76 | [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)] | [4.6888 x 1 x 100.00]/[(1+870.52)^(272/360)]+[(0.045 x (180/360)) x 4.6888 x 100.00% x 100.00]/[(1+870.52)^(272/360)] | 86.10 | 0.94 | 0.71 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.72 | 0.72 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.72)/(1 + 870.52/100) | 0.07 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (91.41 - 92.60 )/( 2 x 92.00 x 0.01) | 0.65 |
| 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)] | (92 / 360) ^ 2 + (92 / 360) | 0.32 | [(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 4.6888 x 100.00% x 100.00]/[(1+870.52)^(92/360)] | 5.90 | 1.89 | i |
| 2025-06-18 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (272 / 360) ^ 2 + (272 / 360) | 1.33 | [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)] | [4.6888 x 1 x 100.00]/[(1+870.52)^(272/360)]+[(0.045 x (180/360)) x 4.6888 x 100.00% x 100.00]/[(1+870.52)^(272/360)] | 86.10 | 114.20 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [92.00 x ((1 + 870.5166875) ^ 2)]] x 116.10] | 0.01 |
| Desarrollo CER | ||
|---|---|---|
| Fecha | CER | |
| 2023-05-16 | 96.4585 | |
| 2024-09-02 | 452.2771 | |
| CER Final/ CER Inicial | 4.6888 | |
| 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 |