| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2023-08-01 | 100.00 | 51952.00 | 1103.98 | 0.00 | 1103.98 |
| 2023-11-01 | 100.00 | 86031.00 | 1828.16 | 0.00 | 1828.16 |
| 2024-02-01 | 100.00 | 122669.00 | 2606.72 | 0.00 | 2606.72 |
| 2024-05-01 | 100.00 | 104168.00 | 2213.57 | 0.00 | 2213.57 |
| 2024-08-01 | 100.00 | 130163.00 | 2765.96 | 0.00 | 2765.96 |
| 2024-11-01 | 100.00 | 114682.00 | 2436.99 | 0.00 | 2436.99 |
| 2025-02-01 | 100.00 | 107582.00 | 2286.12 | 0.00 | 2286.12 |
| 2025-05-01 | 100.00 | 107582.00 | 2286.12 | 0.00 | 2286.12 |
| 2025-08-01 | 100.00 | 107582.00 | 2286.12 | 0.00 | 2286.12 |
| 2025-11-01 | 100.00 | 107582.00 | 2286.12 | 0.00 | 2286.12 |
| 2026-02-01 | 98.47 | 105937.18 | 2286.12 | 1644.82 | 3930.94 |
| 2026-05-01 | 98.47 | 105937.18 | 2251.17 | 0.00 | 2251.17 |
| 2026-08-01 | 97.58 | 104974.86 | 2251.17 | 962.32 | 3213.49 |
| 2026-11-01 | 97.58 | 104974.86 | 2230.72 | 0.00 | 2230.72 |
| 2027-02-01 | 92.79 | 99829.96 | 2230.72 | 5144.89 | 7375.61 |
| 2027-05-01 | 90.06 | 96890.93 | 2121.39 | 2939.03 | 5060.42 |
| 2027-08-01 | 85.83 | 92340.32 | 2058.93 | 4550.61 | 6609.54 |
| 2027-11-01 | 82.54 | 88803.02 | 1962.23 | 3537.30 | 5499.53 |
| 2028-02-01 | 76.91 | 82736.69 | 1887.06 | 6066.33 | 7953.40 |
| 2028-05-01 | 73.41 | 78979.17 | 1758.15 | 3757.52 | 5515.67 |
| 2028-08-01 | 73.41 | 78979.17 | 1678.31 | 0.00 | 1678.31 |
| 2028-11-01 | 68.35 | 73533.59 | 1678.31 | 5445.59 | 7123.89 |
| 2029-02-01 | 61.24 | 65882.89 | 1562.59 | 7650.69 | 9213.28 |
| 2029-05-01 | 56.28 | 60548.66 | 1400.01 | 5334.24 | 6734.25 |
| 2029-08-01 | 49.70 | 53464.81 | 1286.66 | 7083.84 | 8370.50 |
| 2029-11-01 | 44.10 | 47448.29 | 1136.13 | 6016.52 | 7152.65 |
| 2030-02-01 | 36.72 | 39509.17 | 1008.28 | 7939.12 | 8947.40 |
| 2030-05-01 | 31.46 | 33844.22 | 839.57 | 5664.95 | 6504.52 |
| 2030-08-01 | 24.57 | 26437.74 | 719.19 | 7406.48 | 8125.67 |
| 2030-11-01 | 18.67 | 20081.04 | 561.80 | 6356.70 | 6918.50 |
| 2031-02-01 | 10.56 | 11357.86 | 426.72 | 8723.18 | 9149.90 |
| 2031-05-01 | 4.56 | 4909.61 | 241.35 | 6448.25 | 6689.60 |
| 2031-08-01 | -0.90 | -968.45 | 104.33 | 5878.07 | 5982.39 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | ARC1O | Valor Tecnico | 108090.03 | Semana TIR | -5.77% |
| Emisor | Aeropuertos Argentina 2000 S.AAeropuertos Argentina 2000 S.A. | Valor Residual | 100.00% | Mes TIR | 1.21% |
| Tipo | Corporativo | Paridad | 108.24% | Semestre TIR | -24.29% |
| País | Argentina | TIR | 6.70% | 1ero Enero TIR | -25.31% |
| Mercado | BYMA | Macaulay Dur. | 3.87 | Año TIR | -27.39% |
| Moneda | ARS | Modified Dur. | 3.63 | Semana Precio | -0.99% |
| Fecha/Hora | 2024-11-20 16:40:31 | Effective Dur. | 0.24 | Mes Precio | -9.30% |
| Volumen | 15000 | Convexidad | 19.33 | Semestre Precio | 2.97% |
| Precio | 117000.00 | Int. Corrido | 508.03 | 1ero Enero Precio | 17.94% |
| Variación | 0.85% | Cupon | 2286.12 | Año Precio | 30.23% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 128700.00 | 10.00% | 4.13 | -38.38% |
| 127530.00 | 9.00% | 4.37 | -34.78% |
| 126360.00 | 8.00% | 4.61 | -31.12% |
| 125190.00 | 7.00% | 4.86 | -27.43% |
| 124020.00 | 6.00% | 5.11 | -23.67% |
| 122850.00 | 5.00% | 5.37 | -19.87% |
| 121680.00 | 4.00% | 5.63 | -16.03% |
| 120510.00 | 3.00% | 5.89 | -12.11% |
| 119340.00 | 2.00% | 6.15 | -8.14% |
| 118170.00 | 1.00% | 6.42 | -4.13% |
| 117000.00 | 0.00% | 6.70 | 0.00% |
| 115830.00 | -1.00% | 6.97 | 4.09% |
| 114660.00 | -2.00% | 7.26 | 8.29% |
| 113490.00 | -3.00% | 7.54 | 12.57% |
| 112320.00 | -4.00% | 7.83 | 16.90% |
| 111150.00 | -5.00% | 8.13 | 21.29% |
| 109980.00 | -6.00% | 8.43 | 25.76% |
| 108810.00 | -7.00% | 8.73 | 30.30% |
| 107640.00 | -8.00% | 9.04 | 34.90% |
| 106470.00 | -9.00% | 9.35 | 39.59% |
| 105300.00 | -10.00% | 9.67 | 44.36% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 7.30 | 9.00% | 114463.86 | -2.17% |
| 7.24 | 8.00% | 114739.97 | -1.93% |
| 7.17 | 7.00% | 115017.05 | -1.69% |
| 7.10 | 6.00% | 115295.12 | -1.46% |
| 7.04 | 5.00% | 115574.18 | -1.22% |
| 6.97 | 4.00% | 115854.23 | -0.98% |
| 6.90 | 3.00% | 116135.27 | -0.74% |
| 6.83 | 2.00% | 116417.32 | -0.50% |
| 6.77 | 1.00% | 116700.38 | -0.26% |
| 6.70 | 0.00% | 117000.00 | 0.00% |
| 6.63 | -1.00% | 117269.52 | 0.23% |
| 6.57 | -2.00% | 117555.62 | 0.47% |
| 6.50 | -3.00% | 117842.75 | 0.72% |
| 6.43 | -4.00% | 118130.90 | 0.97% |
| 6.36 | -5.00% | 118420.08 | 1.21% |
| 6.30 | -6.00% | 118710.31 | 1.46% |
| 6.23 | -7.00% | 119001.57 | 1.71% |
| 6.16 | -8.00% | 119293.88 | 1.96% |
| 6.10 | -9.00% | 119587.25 | 2.21% |
| Desarrollo TIR 6.70% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-02-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (90/360)) x 100.00% x 100.00 x 1075.82]/[(1+6.70)^(70/360)] | 2257.47 | i |
| 2025-05-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (90/360)) x 100.00% x 100.00 x 1075.82]/[(1+6.70)^(160/360)] | 2221.17 | i |
| 2025-08-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (90/360)) x 100.00% x 100.00 x 1075.82]/[(1+6.70)^(250/360)] | 2185.45 | i |
| 2025-11-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (90/360)) x 100.00% x 100.00 x 1075.82]/[(1+6.70)^(340/360)] | 2150.30 | i |
| 2026-02-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (90/360)) x 100.00% x 100.00 x 1075.82]/[(1+6.70)^(430/360)] | 2115.72 | i |
| 2026-02-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.015289 x 100.00 x 1075.82]/[(1+6.70)^(430/360)] | 1522.22 | k |
| 2026-05-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (90/360)) x 98.47% x 100.00 x 1075.82]/[(1+6.70)^(520/360)] | 2049.87 | i |
| 2026-08-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (90/360)) x 98.47% x 100.00 x 1075.82]/[(1+6.70)^(610/360)] | 2016.90 | i |
| 2026-08-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.008945 x 100.00 x 1075.82]/[(1+6.70)^(610/360)] | 862.18 | k |
| 2026-11-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (90/360)) x 97.58% x 100.00 x 1075.82]/[(1+6.70)^(700/360)] | 1966.44 | i |
| 2027-02-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (90/360)) x 97.58% x 100.00 x 1075.82]/[(1+6.70)^(790/360)] | 1934.81 | i |
| 2027-02-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.047823 x 100.00 x 1075.82]/[(1+6.70)^(790/360)] | 4462.43 | k |
| 2027-05-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (90/360)) x 92.79% x 100.00 x 1075.82]/[(1+6.70)^(880/360)] | 1810.40 | i |
| 2027-05-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.027319 x 100.00 x 1075.82]/[(1+6.70)^(880/360)] | 2508.18 | k |
| 2027-08-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (90/360)) x 90.06% x 100.00 x 1075.82]/[(1+6.70)^(970/360)] | 1728.84 | i |
| 2027-08-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.042299 x 100.00 x 1075.82]/[(1+6.70)^(970/360)] | 3821.05 | k |
| 2027-11-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (90/360)) x 85.83% x 100.00 x 1075.82]/[(1+6.70)^(1060/360)] | 1621.14 | i |
| 2027-11-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.03288 x 100.00 x 1075.82]/[(1+6.70)^(1060/360)] | 2922.42 | k |
| 2028-02-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (90/360)) x 82.54% x 100.00 x 1075.82]/[(1+6.70)^(1150/360)] | 1533.97 | i |
| 2028-02-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.056388 x 100.00 x 1075.82]/[(1+6.70)^(1150/360)] | 4931.25 | k |
| 2028-05-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (90/360)) x 76.91% x 100.00 x 1075.82]/[(1+6.70)^(1240/360)] | 1406.20 | i |
| 2028-05-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.034927 x 100.00 x 1075.82]/[(1+6.70)^(1240/360)] | 3005.32 | k |
| 2028-08-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (90/360)) x 73.41% x 100.00 x 1075.82]/[(1+6.70)^(1330/360)] | 1320.75 | i |
| 2028-11-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (90/360)) x 73.41% x 100.00 x 1075.82]/[(1+6.70)^(1420/360)] | 1299.51 | i |
| 2028-11-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.050618 x 100.00 x 1075.82]/[(1+6.70)^(1420/360)] | 4216.50 | k |
| 2029-02-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (90/360)) x 68.35% x 100.00 x 1075.82]/[(1+6.70)^(1510/360)] | 1190.45 | i |
| 2029-02-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.071115 x 100.00 x 1075.82]/[(1+6.70)^(1510/360)] | 5828.63 | k |
| 2029-05-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (90/360)) x 61.24% x 100.00 x 1075.82]/[(1+6.70)^(1600/360)] | 1049.44 | i |
| 2029-05-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.049583 x 100.00 x 1075.82]/[(1+6.70)^(1600/360)] | 3998.50 | k |
| 2029-08-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (90/360)) x 56.28% x 100.00 x 1075.82]/[(1+6.70)^(1690/360)] | 948.96 | i |
| 2029-08-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.065846 x 100.00 x 1075.82]/[(1+6.70)^(1690/360)] | 5224.60 | k |
| 2029-11-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (90/360)) x 49.70% x 100.00 x 1075.82]/[(1+6.70)^(1780/360)] | 824.46 | i |
| 2029-11-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.055925 x 100.00 x 1075.82]/[(1+6.70)^(1780/360)] | 4366.04 | k |
| 2030-02-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (90/360)) x 44.10% x 100.00 x 1075.82]/[(1+6.70)^(1870/360)] | 719.91 | i |
| 2030-02-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.073796 x 100.00 x 1075.82]/[(1+6.70)^(1870/360)] | 5668.58 | k |
| 2030-05-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (90/360)) x 36.72% x 100.00 x 1075.82]/[(1+6.70)^(1960/360)] | 589.82 | i |
| 2030-05-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.052657 x 100.00 x 1075.82]/[(1+6.70)^(1960/360)] | 3979.75 | k |
| 2030-08-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (90/360)) x 31.46% x 100.00 x 1075.82]/[(1+6.70)^(2050/360)] | 497.12 | i |
| 2030-08-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.068845 x 100.00 x 1075.82]/[(1+6.70)^(2050/360)] | 5119.54 | k |
| 2030-11-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (90/360)) x 24.57% x 100.00 x 1075.82]/[(1+6.70)^(2140/360)] | 382.09 | i |
| 2030-11-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.059087 x 100.00 x 1075.82]/[(1+6.70)^(2140/360)] | 4323.24 | k |
| 2031-02-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (90/360)) x 18.67% x 100.00 x 1075.82]/[(1+6.70)^(2230/360)] | 285.55 | i |
| 2031-02-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.081084 x 100.00 x 1075.82]/[(1+6.70)^(2230/360)] | 5837.30 | k |
| 2031-05-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (90/360)) x 10.56% x 100.00 x 1075.82]/[(1+6.70)^(2320/360)] | 158.91 | i |
| 2031-05-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.059938 x 100.00 x 1075.82]/[(1+6.70)^(2320/360)] | 4245.59 | k |
| 2031-08-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (90/360)) x 4.56% x 100.00 x 1075.82]/[(1+6.70)^(2410/360)] | 67.59 | i |
| 2031-08-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.054638 x 100.00 x 1075.82]/[(1+6.70)^(2410/360)] | 3807.93 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-21 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP x (Dias Corridos / Dias entre Cupones) | (0.085 x (90/360)) x 1.00 x 1 x 100.00 x 1075.82 x (20/90) | 508.03 |
| 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. | |
| 2025-02-01 | (Dias para cupon / Dias Año) | (70 / 360) | 0.19 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (90/360)) x 100.00% x 100.00 x 1075.82]/[(1+6.70)^(70/360)] | 2257.48 | 0.02 | 0.00 | i | |
| 2025-05-01 | (Dias para cupon / Dias Año) | (160 / 360) | 0.44 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (90/360)) x 100.00% x 100.00 x 1075.82]/[(1+6.70)^(160/360)] | 2221.20 | 0.02 | 0.01 | i | |
| 2025-08-01 | (Dias para cupon / Dias Año) | (250 / 360) | 0.69 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (90/360)) x 100.00% x 100.00 x 1075.82]/[(1+6.70)^(250/360)] | 2185.49 | 0.02 | 0.01 | i | |
| 2025-11-01 | (Dias para cupon / Dias Año) | (340 / 360) | 0.94 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (90/360)) x 100.00% x 100.00 x 1075.82]/[(1+6.70)^(340/360)] | 2150.36 | 0.02 | 0.02 | i | |
| 2026-02-01 | (Dias para cupon / Dias Año) | (430 / 360) | 1.19 | [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)] | [0.015289 x 100.00 x 1075.82]/[(1+6.70)^(430/360)]+[(0.085 x (90/360)) x 100.00% x 100.00 x 1075.82]/[(1+6.70)^(430/360)] | 3638.07 | 0.03 | 0.04 | ki | |
| 2026-05-01 | (Dias para cupon / Dias Año) | (520 / 360) | 1.44 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (90/360)) x 98.47% x 100.00 x 1075.82]/[(1+6.70)^(520/360)] | 2049.96 | 0.02 | 0.03 | i | |
| 2026-08-01 | (Dias para cupon / Dias Año) | (610 / 360) | 1.69 | [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)] | [0.008945 x 100.00 x 1075.82]/[(1+6.70)^(610/360)]+[(0.085 x (90/360)) x 98.47% x 100.00 x 1075.82]/[(1+6.70)^(610/360)] | 2879.23 | 0.02 | 0.04 | ki | |
| 2026-11-01 | (Dias para cupon / Dias Año) | (700 / 360) | 1.94 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (90/360)) x 97.58% x 100.00 x 1075.82]/[(1+6.70)^(700/360)] | 1966.56 | 0.02 | 0.03 | i | |
| 2027-02-01 | (Dias para cupon / Dias Año) | (790 / 360) | 2.19 | [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)] | [0.047823 x 100.00 x 1075.82]/[(1+6.70)^(790/360)]+[(0.085 x (90/360)) x 97.58% x 100.00 x 1075.82]/[(1+6.70)^(790/360)] | 6397.68 | 0.05 | 0.12 | ki | |
| 2027-05-01 | (Dias para cupon / Dias Año) | (880 / 360) | 2.44 | [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)] | [0.027319 x 100.00 x 1075.82]/[(1+6.70)^(880/360)]+[(0.085 x (90/360)) x 92.79% x 100.00 x 1075.82]/[(1+6.70)^(880/360)] | 4318.90 | 0.04 | 0.09 | ki | |
| 2027-08-01 | (Dias para cupon / Dias Año) | (970 / 360) | 2.69 | [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)] | [0.042299 x 100.00 x 1075.82]/[(1+6.70)^(970/360)]+[(0.085 x (90/360)) x 90.06% x 100.00 x 1075.82]/[(1+6.70)^(970/360)] | 5550.35 | 0.05 | 0.13 | ki | |
| 2027-11-01 | (Dias para cupon / Dias Año) | (1060 / 360) | 2.94 | [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)] | [0.03288 x 100.00 x 1075.82]/[(1+6.70)^(1060/360)]+[(0.085 x (90/360)) x 85.83% x 100.00 x 1075.82]/[(1+6.70)^(1060/360)] | 4543.98 | 0.04 | 0.11 | ki | |
| 2028-02-01 | (Dias para cupon / Dias Año) | (1150 / 360) | 3.19 | [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)] | [0.056388 x 100.00 x 1075.82]/[(1+6.70)^(1150/360)]+[(0.085 x (90/360)) x 82.54% x 100.00 x 1075.82]/[(1+6.70)^(1150/360)] | 6465.86 | 0.06 | 0.18 | ki | |
| 2028-05-01 | (Dias para cupon / Dias Año) | (1240 / 360) | 3.44 | [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)] | [0.034927 x 100.00 x 1075.82]/[(1+6.70)^(1240/360)]+[(0.085 x (90/360)) x 76.91% x 100.00 x 1075.82]/[(1+6.70)^(1240/360)] | 4411.99 | 0.04 | 0.13 | ki | |
| 2028-08-01 | (Dias para cupon / Dias Año) | (1330 / 360) | 3.69 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (90/360)) x 73.41% x 100.00 x 1075.82]/[(1+6.70)^(1330/360)] | 1320.90 | 0.01 | 0.04 | i | |
| 2028-11-01 | (Dias para cupon / Dias Año) | (1420 / 360) | 3.94 | [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)] | [0.050618 x 100.00 x 1075.82]/[(1+6.70)^(1420/360)]+[(0.085 x (90/360)) x 73.41% x 100.00 x 1075.82]/[(1+6.70)^(1420/360)] | 5516.68 | 0.05 | 0.19 | ki | |
| 2029-02-01 | (Dias para cupon / Dias Año) | (1510 / 360) | 4.19 | [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)] | [0.071115 x 100.00 x 1075.82]/[(1+6.70)^(1510/360)]+[(0.085 x (90/360)) x 68.35% x 100.00 x 1075.82]/[(1+6.70)^(1510/360)] | 7020.00 | 0.06 | 0.25 | ki | |
| 2029-05-01 | (Dias para cupon / Dias Año) | (1600 / 360) | 4.44 | [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)] | [0.049583 x 100.00 x 1075.82]/[(1+6.70)^(1600/360)]+[(0.085 x (90/360)) x 61.24% x 100.00 x 1075.82]/[(1+6.70)^(1600/360)] | 5048.63 | 0.04 | 0.19 | ki | |
| 2029-08-01 | (Dias para cupon / Dias Año) | (1690 / 360) | 4.69 | [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)] | [0.065846 x 100.00 x 1075.82]/[(1+6.70)^(1690/360)]+[(0.085 x (90/360)) x 56.28% x 100.00 x 1075.82]/[(1+6.70)^(1690/360)] | 6174.45 | 0.05 | 0.25 | ki | |
| 2029-11-01 | (Dias para cupon / Dias Año) | (1780 / 360) | 4.94 | [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)] | [0.055925 x 100.00 x 1075.82]/[(1+6.70)^(1780/360)]+[(0.085 x (90/360)) x 49.70% x 100.00 x 1075.82]/[(1+6.70)^(1780/360)] | 5191.30 | 0.04 | 0.22 | ki | |
| 2030-02-01 | (Dias para cupon / Dias Año) | (1870 / 360) | 5.19 | [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)] | [0.073796 x 100.00 x 1075.82]/[(1+6.70)^(1870/360)]+[(0.085 x (90/360)) x 44.10% x 100.00 x 1075.82]/[(1+6.70)^(1870/360)] | 6389.52 | 0.05 | 0.28 | ki | |
| 2030-05-01 | (Dias para cupon / Dias Año) | (1960 / 360) | 5.44 | [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)] | [0.052657 x 100.00 x 1075.82]/[(1+6.70)^(1960/360)]+[(0.085 x (90/360)) x 36.72% x 100.00 x 1075.82]/[(1+6.70)^(1960/360)] | 4570.34 | 0.04 | 0.21 | ki | |
| 2030-08-01 | (Dias para cupon / Dias Año) | (2050 / 360) | 5.69 | [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)] | [0.068845 x 100.00 x 1075.82]/[(1+6.70)^(2050/360)]+[(0.085 x (90/360)) x 31.46% x 100.00 x 1075.82]/[(1+6.70)^(2050/360)] | 5617.66 | 0.05 | 0.27 | ki | |
| 2030-11-01 | (Dias para cupon / Dias Año) | (2140 / 360) | 5.94 | [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)] | [0.059087 x 100.00 x 1075.82]/[(1+6.70)^(2140/360)]+[(0.085 x (90/360)) x 24.57% x 100.00 x 1075.82]/[(1+6.70)^(2140/360)] | 4706.20 | 0.04 | 0.24 | ki | |
| 2031-02-01 | (Dias para cupon / Dias Año) | (2230 / 360) | 6.19 | [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)] | [0.081084 x 100.00 x 1075.82]/[(1+6.70)^(2230/360)]+[(0.085 x (90/360)) x 18.67% x 100.00 x 1075.82]/[(1+6.70)^(2230/360)] | 6124.03 | 0.05 | 0.32 | ki | |
| 2031-05-01 | (Dias para cupon / Dias Año) | (2320 / 360) | 6.44 | [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)] | [0.059938 x 100.00 x 1075.82]/[(1+6.70)^(2320/360)]+[(0.085 x (90/360)) x 10.56% x 100.00 x 1075.82]/[(1+6.70)^(2320/360)] | 4405.38 | 0.04 | 0.24 | ki | |
| 2031-08-01 | (Dias para cupon / Dias Año) | (2410 / 360) | 6.69 | [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)] | [0.054638 x 100.00 x 1075.82]/[(1+6.70)^(2410/360)]+[(0.085 x (90/360)) x 4.56% x 100.00 x 1075.82]/[(1+6.70)^(2410/360)] | 3876.32 | 0.03 | 0.22 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 3.87 | 3.87 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (3.87)/(1 + 6.70/100) | 3.63 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (116714.54 - 117283.50 )/( 2 x 117000 x 0.01) | 0.24 |
| 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. |
| 2025-02-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (70 / 360) ^ 2 + (70 / 360) | 0.23 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (90/360)) x 100.00% x 100.00 x 1075.82]/[(1+6.70)^(70/360)] | 2257.48 | 524.31 | i |
| 2025-05-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (160 / 360) ^ 2 + (160 / 360) | 0.64 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (90/360)) x 100.00% x 100.00 x 1075.82]/[(1+6.70)^(160/360)] | 2221.20 | 1425.95 | i |
| 2025-08-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (250 / 360) ^ 2 + (250 / 360) | 1.18 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (90/360)) x 100.00% x 100.00 x 1075.82]/[(1+6.70)^(250/360)] | 2185.49 | 2571.66 | i |
| 2025-11-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (340 / 360) ^ 2 + (340 / 360) | 1.84 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (90/360)) x 100.00% x 100.00 x 1075.82]/[(1+6.70)^(340/360)] | 2150.36 | 3948.97 | i |
| 2026-02-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (430 / 360) ^ 2 + (430 / 360) | 2.62 | [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)] | [0.015289 x 100.00 x 1075.82]/[(1+6.70)^(430/360)]+[(0.085 x (90/360)) x 100.00% x 100.00 x 1075.82]/[(1+6.70)^(430/360)] | 3638.07 | 9535.91 | ki |
| 2026-05-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (520 / 360) ^ 2 + (520 / 360) | 3.53 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (90/360)) x 98.47% x 100.00 x 1075.82]/[(1+6.70)^(520/360)] | 2049.96 | 7238.12 | i |
| 2026-08-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (610 / 360) ^ 2 + (610 / 360) | 4.57 | [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)] | [0.008945 x 100.00 x 1075.82]/[(1+6.70)^(610/360)]+[(0.085 x (90/360)) x 98.47% x 100.00 x 1075.82]/[(1+6.70)^(610/360)] | 2879.23 | 13145.37 | ki |
| 2026-11-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (700 / 360) ^ 2 + (700 / 360) | 5.73 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (90/360)) x 97.58% x 100.00 x 1075.82]/[(1+6.70)^(700/360)] | 1966.56 | 11259.14 | i |
| 2027-02-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (790 / 360) ^ 2 + (790 / 360) | 7.01 | [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)] | [0.047823 x 100.00 x 1075.82]/[(1+6.70)^(790/360)]+[(0.085 x (90/360)) x 97.58% x 100.00 x 1075.82]/[(1+6.70)^(790/360)] | 6397.68 | 44847.91 | ki |
| 2027-05-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (880 / 360) ^ 2 + (880 / 360) | 8.42 | [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)] | [0.027319 x 100.00 x 1075.82]/[(1+6.70)^(880/360)]+[(0.085 x (90/360)) x 92.79% x 100.00 x 1075.82]/[(1+6.70)^(880/360)] | 4318.90 | 36364.07 | ki |
| 2027-08-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (970 / 360) ^ 2 + (970 / 360) | 9.95 | [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)] | [0.042299 x 100.00 x 1075.82]/[(1+6.70)^(970/360)]+[(0.085 x (90/360)) x 90.06% x 100.00 x 1075.82]/[(1+6.70)^(970/360)] | 5550.35 | 55250.82 | ki |
| 2027-11-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1060 / 360) ^ 2 + (1060 / 360) | 11.61 | [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)] | [0.03288 x 100.00 x 1075.82]/[(1+6.70)^(1060/360)]+[(0.085 x (90/360)) x 85.83% x 100.00 x 1075.82]/[(1+6.70)^(1060/360)] | 4543.98 | 52774.70 | ki |
| 2028-02-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1150 / 360) ^ 2 + (1150 / 360) | 13.40 | [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)] | [0.056388 x 100.00 x 1075.82]/[(1+6.70)^(1150/360)]+[(0.085 x (90/360)) x 82.54% x 100.00 x 1075.82]/[(1+6.70)^(1150/360)] | 6465.86 | 86635.50 | ki |
| 2028-05-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1240 / 360) ^ 2 + (1240 / 360) | 15.31 | [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)] | [0.034927 x 100.00 x 1075.82]/[(1+6.70)^(1240/360)]+[(0.085 x (90/360)) x 76.91% x 100.00 x 1075.82]/[(1+6.70)^(1240/360)] | 4411.99 | 67541.50 | ki |
| 2028-08-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1330 / 360) ^ 2 + (1330 / 360) | 17.34 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (90/360)) x 73.41% x 100.00 x 1075.82]/[(1+6.70)^(1330/360)] | 1320.90 | 22908.82 | i |
| 2028-11-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1420 / 360) ^ 2 + (1420 / 360) | 19.50 | [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)] | [0.050618 x 100.00 x 1075.82]/[(1+6.70)^(1420/360)]+[(0.085 x (90/360)) x 73.41% x 100.00 x 1075.82]/[(1+6.70)^(1420/360)] | 5516.68 | 107592.24 | ki |
| 2029-02-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1510 / 360) ^ 2 + (1510 / 360) | 21.79 | [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)] | [0.071115 x 100.00 x 1075.82]/[(1+6.70)^(1510/360)]+[(0.085 x (90/360)) x 68.35% x 100.00 x 1075.82]/[(1+6.70)^(1510/360)] | 7020.00 | 152950.33 | ki |
| 2029-05-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1600 / 360) ^ 2 + (1600 / 360) | 24.20 | [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)] | [0.049583 x 100.00 x 1075.82]/[(1+6.70)^(1600/360)]+[(0.085 x (90/360)) x 61.24% x 100.00 x 1075.82]/[(1+6.70)^(1600/360)] | 5048.63 | 122164.49 | ki |
| 2029-08-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1690 / 360) ^ 2 + (1690 / 360) | 26.73 | [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)] | [0.065846 x 100.00 x 1075.82]/[(1+6.70)^(1690/360)]+[(0.085 x (90/360)) x 56.28% x 100.00 x 1075.82]/[(1+6.70)^(1690/360)] | 6174.45 | 165057.07 | ki |
| 2029-11-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1780 / 360) ^ 2 + (1780 / 360) | 29.39 | [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)] | [0.055925 x 100.00 x 1075.82]/[(1+6.70)^(1780/360)]+[(0.085 x (90/360)) x 49.70% x 100.00 x 1075.82]/[(1+6.70)^(1780/360)] | 5191.30 | 152582.61 | ki |
| 2030-02-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1870 / 360) ^ 2 + (1870 / 360) | 32.18 | [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)] | [0.073796 x 100.00 x 1075.82]/[(1+6.70)^(1870/360)]+[(0.085 x (90/360)) x 44.10% x 100.00 x 1075.82]/[(1+6.70)^(1870/360)] | 6389.52 | 205593.66 | ki |
| 2030-05-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1960 / 360) ^ 2 + (1960 / 360) | 35.09 | [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)] | [0.052657 x 100.00 x 1075.82]/[(1+6.70)^(1960/360)]+[(0.085 x (90/360)) x 36.72% x 100.00 x 1075.82]/[(1+6.70)^(1960/360)] | 4570.34 | 160356.95 | ki |
| 2030-08-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (2050 / 360) ^ 2 + (2050 / 360) | 38.12 | [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)] | [0.068845 x 100.00 x 1075.82]/[(1+6.70)^(2050/360)]+[(0.085 x (90/360)) x 31.46% x 100.00 x 1075.82]/[(1+6.70)^(2050/360)] | 5617.66 | 214151.57 | ki |
| 2030-11-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (2140 / 360) ^ 2 + (2140 / 360) | 41.28 | [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)] | [0.059087 x 100.00 x 1075.82]/[(1+6.70)^(2140/360)]+[(0.085 x (90/360)) x 24.57% x 100.00 x 1075.82]/[(1+6.70)^(2140/360)] | 4706.20 | 194275.94 | ki |
| 2031-02-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (2230 / 360) ^ 2 + (2230 / 360) | 44.57 | [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)] | [0.081084 x 100.00 x 1075.82]/[(1+6.70)^(2230/360)]+[(0.085 x (90/360)) x 18.67% x 100.00 x 1075.82]/[(1+6.70)^(2230/360)] | 6124.03 | 272920.78 | ki |
| 2031-05-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (2320 / 360) ^ 2 + (2320 / 360) | 47.98 | [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)] | [0.059938 x 100.00 x 1075.82]/[(1+6.70)^(2320/360)]+[(0.085 x (90/360)) x 10.56% x 100.00 x 1075.82]/[(1+6.70)^(2320/360)] | 4405.38 | 211349.43 | ki |
| 2031-08-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (2410 / 360) ^ 2 + (2410 / 360) | 51.51 | [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)] | [0.054638 x 100.00 x 1075.82]/[(1+6.70)^(2410/360)]+[(0.085 x (90/360)) x 4.56% x 100.00 x 1075.82]/[(1+6.70)^(2410/360)] | 3876.32 | 199669.62 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [117000 x ((1 + 6.6966875000001) ^ 2)]] x 2574637.43] | 19.33 |
| F. de Emision | 2021-10-28 | ||
| F. de Vencimiento | 2031-08-01 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Febrero de 2026 1,5289%, Mayo de 2026 0,0000%, Agosto de 2026 0,8945%, Noviembre de 2026 0,0000%, Febrero de 2027 4,7823%, Mayo de 2027 2,7319%, Agosto de 2027 4,2299%, Noviembre de 2027 3,2880%, Febrero de 2028 5,6388%, Mayo de 2028 3,4927%, Agosto de 2028 0,0000%, Noviembre de 2028 5,0618%, Febrero de 2029 7,1115%, Mayo de 2029 4,9583%, Agosto de 2029 6,5846%, Noviembre de 2029 5,5925%,,Febrero de 2030 7,3796%, Mayo de 2030 5,2657%, Agosto de 2030 6,8845%, Noviembre de 2030 5,9087%, Febrero de 2031 8,1084%, Mayo de 2031 5,9938%, Agosto de 2031 4,5638 | ||
| Interes | 8,500% nominal anual. | ||
| Frecuencia | Será el 1° día de los meses de febrero, mayo, agosto y noviembre, comenzando con la Fecha de Pago del 1° de febrero de 2022. | ||
| ISIN | USP0092MAJ29 |