| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-01-14 | 100.00 | 109714.00 | 4424.63 | 0.00 | 4424.63 |
| 2024-07-14 | 100.00 | 141581.00 | 5647.72 | 0.00 | 5647.72 |
| 2025-01-14 | 100.00 | 116282.00 | 4689.51 | 0.00 | 4689.51 |
| 2025-07-14 | 0.00 | 0.00 | 4746.66 | 119650.00 | 124396.66 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | AEC1O | Valor Tecnico | 123977.07 | Semana TIR | -80.26% |
| Emisor | AES Argentina Generacion S.A.AES Argentina Generacion S.A. | Valor Residual | 100.00% | Mes TIR | -66.14% |
| Tipo | Corporativo | Paridad | 100.02% | Semestre TIR | -38.77% |
| País | Argentina | TIR | 7.56% | 1ero Enero TIR | -12.24% |
| Mercado | BYMA | Macaulay Dur. | 0.04 | Año TIR | 12.54% |
| Moneda | ARS | Modified Dur. | 0.04 | Semana Precio | 3.77% |
| Fecha/Hora | 2025-06-27 16:46:15 | Effective Dur. | 0.00 | Mes Precio | 5.08% |
| Volumen | 2151 | Convexidad | 0.04 | Semestre Precio | 4.18% |
| Precio | 124000.00 | Int. Corrido | 4327.07 | 1ero Enero Precio | 2.48% |
| Variación | 1.64% | Cupon | 124396.66 | Año Precio | -11.49% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 136400.00 | 10.00% | -87.77 | -1261.00% |
| 135160.00 | 9.00% | -84.94 | -1223.53% |
| 133920.00 | 8.00% | -81.41 | -1176.91% |
| 132680.00 | 7.00% | -77.02 | -1118.79% |
| 131440.00 | 6.00% | -71.53 | -1046.18% |
| 130200.00 | 5.00% | -64.66 | -955.29% |
| 128960.00 | 4.00% | -56.04 | -841.25% |
| 127720.00 | 3.00% | -45.20 | -697.86% |
| 126480.00 | 2.00% | -31.54 | -517.16% |
| 125240.00 | 1.00% | -14.28 | -288.93% |
| 124000.00 | 0.00% | 7.56 | 0.00% |
| 122760.00 | -1.00% | 35.27 | 366.59% |
| 121520.00 | -2.00% | 70.53 | 832.93% |
| 120280.00 | -3.00% | 115.48 | 1427.56% |
| 119040.00 | -4.00% | 172.95 | 2187.67% |
| 117800.00 | -5.00% | 246.60 | 3161.85% |
| 116560.00 | -6.00% | 341.23 | 4413.60% |
| 115320.00 | -7.00% | 463.15 | 6026.34% |
| 114080.00 | -8.00% | 620.66 | 8109.84% |
| 112840.00 | -9.00% | 824.72 | 10809.01% |
| 111600.00 | -10.00% | 1089.83 | 14315.74% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 8.24 | 9.00% | 123965.62 | -0.03% |
| 8.16 | 8.00% | 123969.41 | -0.02% |
| 8.09 | 7.00% | 123973.21 | -0.02% |
| 8.01 | 6.00% | 123977.02 | -0.02% |
| 7.94 | 5.00% | 123980.82 | -0.02% |
| 7.86 | 4.00% | 123984.63 | -0.01% |
| 7.79 | 3.00% | 123988.44 | -0.01% |
| 7.71 | 2.00% | 123992.25 | -0.01% |
| 7.64 | 1.00% | 123996.07 | 0.00% |
| 7.56 | 0.00% | 124000.00 | 0.00% |
| 7.48 | -1.00% | 124003.71 | 0.00% |
| 7.41 | -2.00% | 124007.54 | 0.01% |
| 7.33 | -3.00% | 124011.36 | 0.01% |
| 7.26 | -4.00% | 124015.19 | 0.01% |
| 7.18 | -5.00% | 124019.03 | 0.02% |
| 7.11 | -6.00% | 124022.86 | 0.02% |
| 7.03 | -7.00% | 124026.70 | 0.02% |
| 6.96 | -8.00% | 124030.54 | 0.02% |
| 6.88 | -9.00% | 124034.39 | 0.03% |
| Desarrollo TIR 7.56% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-07-14 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.08 x (181/365)) x 100.00% x 100.00 x 1196.50]/[(1+7.56)^(16/365)] | 4731.52 | i |
| 2025-07-14 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1196.50]/[(1+7.56)^(16/365)] | 119268.37 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-06-28 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP x (Dias Corridos / Dias entre Cupones) | (0.08 x (181/365)) x 1.00 x 1 x 100.00 x 1196.50 x (165/181) | 4327.07 |
| 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. | |
| 2025-07-14 | (Dias para cupon / Dias Año) | (16 / 365) | 0.04 | [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)] | [1 x 100.00 x 1196.50]/[(1+7.56)^(16/365)]+[(0.08 x (181/365)) x 100.00% x 100.00 x 1196.50]/[(1+7.56)^(16/365)] | 123999.96 | 1.00 | 0.04 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.04 | 0.04 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.04)/(1 + 7.56/100) | 0.04 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (123996.14 - 124003.78 )/( 2 x 124000 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. |
| 2025-07-14 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (16 / 365) ^ 2 + (16 / 365) | 0.05 | [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)] | [1 x 100.00 x 1196.50]/[(1+7.56)^(16/365)]+[(0.08 x (181/365)) x 100.00% x 100.00 x 1196.50]/[(1+7.56)^(16/365)] | 123999.96 | 5673.89 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [124000 x ((1 + 7.5586875000001) ^ 2)]] x 5673.89] | 0.04 |
| F. de Emision | 2023-07-14 | ||
| F. de Vencimiento | 2025-07-14 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | El capital de las Obligaciones Negociables será amortizado en una única cuota en la Fecha de Vencimiento. | ||
| Interes | Tasa de Interés: 8% nominal anual. | ||
| Frecuencia | Los intereses de las Obligaciones Negociables serán pagados semestralmente, en forma vencida, en las siguientes fechas: 14 de enero de 2024, 14 de julio de 2024, 14 de enero de 2025 y en la Fecha de Vencimiento. En caso de que alguna Fecha de Pago de Intereses corresponda a un día que no fuera un Día Hábil, dicha Fecha de Pago de Intereses será el Día Hábil inmediatamente siguiente. | ||
| ISIN | ARAESA560065 |