| 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 | 116481.00 | 2475.22 | 0.00 | 2475.22 |
| 2025-05-01 | 100.00 | 118120.00 | 2510.05 | 0.00 | 2510.05 |
| 2025-08-01 | 100.00 | 114581.00 | 2434.85 | 0.00 | 2434.85 |
| 2025-11-01 | 100.00 | 114581.00 | 2434.85 | 0.00 | 2434.85 |
| 2026-02-01 | 98.47 | 112829.17 | 2434.85 | 1751.83 | 4186.68 |
| 2026-05-01 | 98.47 | 112829.17 | 2397.62 | 0.00 | 2397.62 |
| 2026-08-01 | 97.58 | 111804.24 | 2397.62 | 1024.93 | 3422.55 |
| 2026-11-01 | 97.58 | 111804.24 | 2375.84 | 0.00 | 2375.84 |
| 2027-02-01 | 92.79 | 106324.64 | 2375.84 | 5479.61 | 7855.45 |
| 2027-05-01 | 90.06 | 103194.40 | 2259.40 | 3130.24 | 5389.64 |
| 2027-08-01 | 85.83 | 98347.74 | 2192.88 | 4846.66 | 7039.54 |
| 2027-11-01 | 82.54 | 94580.31 | 2089.89 | 3767.42 | 5857.31 |
| 2028-02-01 | 76.91 | 88119.32 | 2009.83 | 6460.99 | 8470.83 |
| 2028-05-01 | 73.41 | 84117.35 | 1872.54 | 4001.97 | 5874.51 |
| 2028-08-01 | 73.41 | 84117.35 | 1787.49 | 0.00 | 1787.49 |
| 2028-11-01 | 68.35 | 78317.49 | 1787.49 | 5799.86 | 7587.35 |
| 2029-02-01 | 61.24 | 70169.06 | 1664.25 | 8148.43 | 9812.67 |
| 2029-05-01 | 56.28 | 64487.79 | 1491.09 | 5681.27 | 7172.36 |
| 2029-08-01 | 49.70 | 56943.09 | 1370.37 | 7544.70 | 8915.07 |
| 2029-11-01 | 44.10 | 50535.15 | 1210.04 | 6407.94 | 7617.98 |
| 2030-02-01 | 36.72 | 42079.53 | 1073.87 | 8455.62 | 9529.49 |
| 2030-05-01 | 31.46 | 36046.04 | 894.19 | 6033.49 | 6927.68 |
| 2030-08-01 | 24.57 | 28157.71 | 765.98 | 7888.33 | 8654.31 |
| 2030-11-01 | 18.67 | 21387.46 | 598.35 | 6770.25 | 7368.60 |
| 2031-02-01 | 10.56 | 12096.77 | 454.48 | 9290.69 | 9745.17 |
| 2031-05-01 | 4.56 | 5229.02 | 257.06 | 6867.76 | 7124.81 |
| 2031-08-01 | -0.90 | -1031.46 | 111.12 | 6260.48 | 6371.59 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | ARC1O | Valor Tecnico | 114824.48 | Semana TIR | -9.81% |
| Emisor | Aeropuertos Argentina 2000 S.AAeropuertos Argentina 2000 S.A. | Valor Residual | 100.00% | Mes TIR | -11.57% |
| Tipo | Corporativo | Paridad | 104.50% | Semestre TIR | 5.19% |
| País | Argentina | TIR | 7.58% | 1ero Enero TIR | 2.04% |
| Mercado | BYMA | Macaulay Dur. | 3.52 | Año TIR | 1.35% |
| Moneda | ARS | Modified Dur. | 3.28 | Semana Precio | -2.18% |
| Fecha/Hora | 2025-05-09 16:54:18 | Effective Dur. | 0.25 | Mes Precio | -14.29% |
| Volumen | 30000 | Convexidad | 16.13 | Semestre Precio | -0.45% |
| Precio | 119990.00 | Int. Corrido | 243.48 | 1ero Enero Precio | -3.85% |
| Variación | -0.01% | Cupon | 2434.85 | Año Precio | 9.42% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 131989.00 | 10.00% | 4.74 | -37.47% |
| 130789.10 | 9.00% | 5.01 | -33.95% |
| 129589.20 | 8.00% | 5.28 | -30.40% |
| 128389.30 | 7.00% | 5.55 | -26.77% |
| 127189.40 | 6.00% | 5.83 | -23.11% |
| 125989.50 | 5.00% | 6.11 | -19.39% |
| 124789.60 | 4.00% | 6.40 | -15.63% |
| 123589.70 | 3.00% | 6.69 | -11.79% |
| 122389.80 | 2.00% | 6.98 | -7.92% |
| 121189.90 | 1.00% | 7.28 | -3.98% |
| 119990.00 | 0.00% | 7.58 | 0.00% |
| 118790.10 | -1.00% | 7.89 | 4.08% |
| 117590.20 | -2.00% | 8.20 | 8.20% |
| 116390.30 | -3.00% | 8.52 | 12.39% |
| 115190.40 | -4.00% | 8.84 | 16.64% |
| 113990.50 | -5.00% | 9.17 | 20.96% |
| 112790.60 | -6.00% | 9.50 | 25.34% |
| 111590.70 | -7.00% | 9.84 | 29.79% |
| 110390.80 | -8.00% | 10.18 | 34.33% |
| 109190.90 | -9.00% | 10.53 | 38.94% |
| 107991.00 | -10.00% | 10.89 | 43.62% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 8.26 | 9.00% | 117357.43 | -2.19% |
| 8.19 | 8.00% | 117646.07 | -1.95% |
| 8.11 | 7.00% | 117935.79 | -1.71% |
| 8.03 | 6.00% | 118226.58 | -1.47% |
| 7.96 | 5.00% | 118518.46 | -1.23% |
| 7.88 | 4.00% | 118811.42 | -0.98% |
| 7.81 | 3.00% | 119105.47 | -0.74% |
| 7.73 | 2.00% | 119400.62 | -0.49% |
| 7.66 | 1.00% | 119696.87 | -0.24% |
| 7.58 | 0.00% | 119990.00 | 0.00% |
| 7.50 | -1.00% | 120292.70 | 0.25% |
| 7.43 | -2.00% | 120592.28 | 0.50% |
| 7.35 | -3.00% | 120892.99 | 0.75% |
| 7.28 | -4.00% | 121194.83 | 1.00% |
| 7.20 | -5.00% | 121497.80 | 1.26% |
| 7.13 | -6.00% | 121801.91 | 1.51% |
| 7.05 | -7.00% | 122107.17 | 1.76% |
| 6.97 | -8.00% | 122413.57 | 2.02% |
| 6.90 | -9.00% | 122721.13 | 2.28% |
| Desarrollo TIR 7.58% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 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 1145.81]/[(1+7.58)^(81/360)] | 2395.15 | 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 1145.81]/[(1+7.58)^(171/360)] | 2351.79 | 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 1145.81]/[(1+7.58)^(261/360)] | 2309.22 | i |
| 2026-02-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.015289 x 100.00 x 1145.81]/[(1+7.58)^(261/360)] | 1661.45 | 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 1145.81]/[(1+7.58)^(351/360)] | 2232.76 | 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 1145.81]/[(1+7.58)^(441/360)] | 2192.35 | i |
| 2026-08-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.008945 x 100.00 x 1145.81]/[(1+7.58)^(441/360)] | 937.18 | 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 1145.81]/[(1+7.58)^(531/360)] | 2133.11 | 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 1145.81]/[(1+7.58)^(621/360)] | 2094.50 | i |
| 2027-02-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.047823 x 100.00 x 1145.81]/[(1+7.58)^(621/360)] | 4830.73 | 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 1145.81]/[(1+7.58)^(711/360)] | 1955.79 | i |
| 2027-05-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.027319 x 100.00 x 1145.81]/[(1+7.58)^(711/360)] | 2709.62 | 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 1145.81]/[(1+7.58)^(801/360)] | 1863.86 | i |
| 2027-08-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.042299 x 100.00 x 1145.81]/[(1+7.58)^(801/360)] | 4119.46 | 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 1145.81]/[(1+7.58)^(891/360)] | 1744.17 | i |
| 2027-11-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.03288 x 100.00 x 1145.81]/[(1+7.58)^(891/360)] | 3144.19 | 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 1145.81]/[(1+7.58)^(981/360)] | 1646.99 | i |
| 2028-02-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.056388 x 100.00 x 1145.81]/[(1+7.58)^(981/360)] | 5294.57 | 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 1145.81]/[(1+7.58)^(1071/360)] | 1506.71 | i |
| 2028-05-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.034927 x 100.00 x 1145.81]/[(1+7.58)^(1071/360)] | 3220.12 | 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 1145.81]/[(1+7.58)^(1161/360)] | 1412.25 | 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 1145.81]/[(1+7.58)^(1251/360)] | 1386.68 | i |
| 2028-11-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.050618 x 100.00 x 1145.81]/[(1+7.58)^(1251/360)] | 4499.36 | 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 1145.81]/[(1+7.58)^(1341/360)] | 1267.70 | i |
| 2029-02-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.071115 x 100.00 x 1145.81]/[(1+7.58)^(1341/360)] | 6206.89 | 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 1145.81]/[(1+7.58)^(1431/360)] | 1115.25 | i |
| 2029-05-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.049583 x 100.00 x 1145.81]/[(1+7.58)^(1431/360)] | 4249.25 | 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 1145.81]/[(1+7.58)^(1521/360)] | 1006.40 | i |
| 2029-08-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.065846 x 100.00 x 1145.81]/[(1+7.58)^(1521/360)] | 5540.85 | 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 1145.81]/[(1+7.58)^(1611/360)] | 872.57 | i |
| 2029-11-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.055925 x 100.00 x 1145.81]/[(1+7.58)^(1611/360)] | 4620.83 | 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 1145.81]/[(1+7.58)^(1701/360)] | 760.36 | i |
| 2030-02-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.073796 x 100.00 x 1145.81]/[(1+7.58)^(1701/360)] | 5987.06 | 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 1145.81]/[(1+7.58)^(1791/360)] | 621.68 | i |
| 2030-05-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.052657 x 100.00 x 1145.81]/[(1+7.58)^(1791/360)] | 4194.73 | 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 1145.81]/[(1+7.58)^(1881/360)] | 522.90 | i |
| 2030-08-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.068845 x 100.00 x 1145.81]/[(1+7.58)^(1881/360)] | 5385.02 | 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 1145.81]/[(1+7.58)^(1971/360)] | 401.08 | i |
| 2030-11-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.059087 x 100.00 x 1145.81]/[(1+7.58)^(1971/360)] | 4538.10 | 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 1145.81]/[(1+7.58)^(2061/360)] | 299.13 | i |
| 2031-02-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.081084 x 100.00 x 1145.81]/[(1+7.58)^(2061/360)] | 6114.83 | 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 1145.81]/[(1+7.58)^(2151/360)] | 166.12 | i |
| 2031-05-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.059938 x 100.00 x 1145.81]/[(1+7.58)^(2151/360)] | 4438.32 | 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 1145.81]/[(1+7.58)^(2241/360)] | 70.51 | i |
| 2031-08-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.054638 x 100.00 x 1145.81]/[(1+7.58)^(2241/360)] | 3972.63 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-10 | (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 1145.81 x (9/90) | 243.48 |
| 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. | |
| 2025-08-01 | (Dias para cupon / Dias Año) | (81 / 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 1145.81]/[(1+7.58)^(81/360)] | 2395.14 | 0.02 | 0.00 | i | |
| 2025-11-01 | (Dias para cupon / Dias Año) | (171 / 360) | 0.47 | [(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 1145.81]/[(1+7.58)^(171/360)] | 2351.77 | 0.02 | 0.01 | i | |
| 2026-02-01 | (Dias para cupon / Dias Año) | (261 / 360) | 0.72 | [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 1145.81]/[(1+7.58)^(261/360)]+[(0.085 x (90/360)) x 100.00% x 100.00 x 1145.81]/[(1+7.58)^(261/360)] | 3970.62 | 0.03 | 0.02 | ki | |
| 2026-05-01 | (Dias para cupon / Dias Año) | (351 / 360) | 0.97 | [(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 1145.81]/[(1+7.58)^(351/360)] | 2232.72 | 0.02 | 0.02 | i | |
| 2026-08-01 | (Dias para cupon / Dias Año) | (441 / 360) | 1.23 | [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 1145.81]/[(1+7.58)^(441/360)]+[(0.085 x (90/360)) x 98.47% x 100.00 x 1145.81]/[(1+7.58)^(441/360)] | 3129.45 | 0.03 | 0.03 | ki | |
| 2026-11-01 | (Dias para cupon / Dias Año) | (531 / 360) | 1.48 | [(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 1145.81]/[(1+7.58)^(531/360)] | 2133.05 | 0.02 | 0.03 | i | |
| 2027-02-01 | (Dias para cupon / Dias Año) | (621 / 360) | 1.73 | [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)] | [0.047823 x 100.00 x 1145.81]/[(1+7.58)^(621/360)]+[(0.085 x (90/360)) x 97.58% x 100.00 x 1145.81]/[(1+7.58)^(621/360)] | 6925.00 | 0.06 | 0.10 | ki | |
| 2027-05-01 | (Dias para cupon / Dias Año) | (711 / 360) | 1.98 | [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)] | [0.027319 x 100.00 x 1145.81]/[(1+7.58)^(711/360)]+[(0.085 x (90/360)) x 92.79% x 100.00 x 1145.81]/[(1+7.58)^(711/360)] | 4665.24 | 0.04 | 0.08 | ki | |
| 2027-08-01 | (Dias para cupon / Dias Año) | (801 / 360) | 2.23 | [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 1145.81]/[(1+7.58)^(801/360)]+[(0.085 x (90/360)) x 90.06% x 100.00 x 1145.81]/[(1+7.58)^(801/360)] | 5983.07 | 0.05 | 0.11 | ki | |
| 2027-11-01 | (Dias para cupon / Dias Año) | (891 / 360) | 2.48 | [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 1145.81]/[(1+7.58)^(891/360)]+[(0.085 x (90/360)) x 85.83% x 100.00 x 1145.81]/[(1+7.58)^(891/360)] | 4888.13 | 0.04 | 0.10 | ki | |
| 2028-02-01 | (Dias para cupon / Dias Año) | (981 / 360) | 2.73 | [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)] | [0.056388 x 100.00 x 1145.81]/[(1+7.58)^(981/360)]+[(0.085 x (90/360)) x 82.54% x 100.00 x 1145.81]/[(1+7.58)^(981/360)] | 6941.21 | 0.06 | 0.16 | ki | |
| 2028-05-01 | (Dias para cupon / Dias Año) | (1071 / 360) | 2.98 | [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)] | [0.034927 x 100.00 x 1145.81]/[(1+7.58)^(1071/360)]+[(0.085 x (90/360)) x 76.91% x 100.00 x 1145.81]/[(1+7.58)^(1071/360)] | 4726.57 | 0.04 | 0.12 | ki | |
| 2028-08-01 | (Dias para cupon / Dias Año) | (1161 / 360) | 3.23 | [(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 73.41% x 100.00 x 1145.81]/[(1+7.58)^(1161/360)] | 1412.16 | 0.01 | 0.04 | i | |
| 2028-11-01 | (Dias para cupon / Dias Año) | (1251 / 360) | 3.48 | [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 1145.81]/[(1+7.58)^(1251/360)]+[(0.085 x (90/360)) x 73.41% x 100.00 x 1145.81]/[(1+7.58)^(1251/360)] | 5885.66 | 0.05 | 0.17 | ki | |
| 2029-02-01 | (Dias para cupon / Dias Año) | (1341 / 360) | 3.73 | [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)] | [0.071115 x 100.00 x 1145.81]/[(1+7.58)^(1341/360)]+[(0.085 x (90/360)) x 68.35% x 100.00 x 1145.81]/[(1+7.58)^(1341/360)] | 7474.07 | 0.06 | 0.23 | ki | |
| 2029-05-01 | (Dias para cupon / Dias Año) | (1431 / 360) | 3.98 | [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)] | [0.049583 x 100.00 x 1145.81]/[(1+7.58)^(1431/360)]+[(0.085 x (90/360)) x 61.24% x 100.00 x 1145.81]/[(1+7.58)^(1431/360)] | 5364.10 | 0.04 | 0.18 | ki | |
| 2029-08-01 | (Dias para cupon / Dias Año) | (1521 / 360) | 4.22 | [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 1145.81]/[(1+7.58)^(1521/360)]+[(0.085 x (90/360)) x 56.28% x 100.00 x 1145.81]/[(1+7.58)^(1521/360)] | 6546.73 | 0.05 | 0.23 | ki | |
| 2029-11-01 | (Dias para cupon / Dias Año) | (1611 / 360) | 4.47 | [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 1145.81]/[(1+7.58)^(1611/360)]+[(0.085 x (90/360)) x 49.70% x 100.00 x 1145.81]/[(1+7.58)^(1611/360)] | 5492.94 | 0.05 | 0.20 | ki | |
| 2030-02-01 | (Dias para cupon / Dias Año) | (1701 / 360) | 4.72 | [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 1145.81]/[(1+7.58)^(1701/360)]+[(0.085 x (90/360)) x 44.10% x 100.00 x 1145.81]/[(1+7.58)^(1701/360)] | 6746.83 | 0.06 | 0.27 | ki | |
| 2030-05-01 | (Dias para cupon / Dias Año) | (1791 / 360) | 4.97 | [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 1145.81]/[(1+7.58)^(1791/360)]+[(0.085 x (90/360)) x 36.72% x 100.00 x 1145.81]/[(1+7.58)^(1791/360)] | 4815.97 | 0.04 | 0.20 | ki | |
| 2030-08-01 | (Dias para cupon / Dias Año) | (1881 / 360) | 5.22 | [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 1145.81]/[(1+7.58)^(1881/360)]+[(0.085 x (90/360)) x 31.46% x 100.00 x 1145.81]/[(1+7.58)^(1881/360)] | 5907.35 | 0.05 | 0.26 | ki | |
| 2030-11-01 | (Dias para cupon / Dias Año) | (1971 / 360) | 5.47 | [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 1145.81]/[(1+7.58)^(1971/360)]+[(0.085 x (90/360)) x 24.57% x 100.00 x 1145.81]/[(1+7.58)^(1971/360)] | 4938.68 | 0.04 | 0.23 | ki | |
| 2031-02-01 | (Dias para cupon / Dias Año) | (2061 / 360) | 5.72 | [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 1145.81]/[(1+7.58)^(2061/360)]+[(0.085 x (90/360)) x 18.67% x 100.00 x 1145.81]/[(1+7.58)^(2061/360)] | 6413.28 | 0.05 | 0.31 | ki | |
| 2031-05-01 | (Dias para cupon / Dias Año) | (2151 / 360) | 5.97 | [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 1145.81]/[(1+7.58)^(2151/360)]+[(0.085 x (90/360)) x 10.56% x 100.00 x 1145.81]/[(1+7.58)^(2151/360)] | 4603.94 | 0.04 | 0.23 | ki | |
| 2031-08-01 | (Dias para cupon / Dias Año) | (2241 / 360) | 6.22 | [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 1145.81]/[(1+7.58)^(2241/360)]+[(0.085 x (90/360)) x 4.56% x 100.00 x 1145.81]/[(1+7.58)^(2241/360)] | 4042.68 | 0.03 | 0.21 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 3.52 | 3.52 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (3.52)/(1 + 7.58/100) | 3.28 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (119688.96 - 120284.88 )/( 2 x 119990 x 0.01) | 0.25 |
| 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. |
| 2025-08-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (81 / 360) ^ 2 + (81 / 360) | 0.28 | [(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 1145.81]/[(1+7.58)^(81/360)] | 2395.14 | 660.16 | i |
| 2025-11-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (171 / 360) ^ 2 + (171 / 360) | 0.70 | [(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 1145.81]/[(1+7.58)^(171/360)] | 2351.77 | 1647.71 | i |
| 2026-02-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (261 / 360) ^ 2 + (261 / 360) | 1.25 | [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 1145.81]/[(1+7.58)^(261/360)]+[(0.085 x (90/360)) x 100.00% x 100.00 x 1145.81]/[(1+7.58)^(261/360)] | 3970.62 | 4965.75 | ki |
| 2026-05-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (351 / 360) ^ 2 + (351 / 360) | 1.93 | [(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 1145.81]/[(1+7.58)^(351/360)] | 2232.72 | 4299.38 | i |
| 2026-08-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (441 / 360) ^ 2 + (441 / 360) | 2.73 | [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)] | [0.008945 x 100.00 x 1145.81]/[(1+7.58)^(441/360)]+[(0.085 x (90/360)) x 98.47% x 100.00 x 1145.81]/[(1+7.58)^(441/360)] | 3129.45 | 8529.71 | ki |
| 2026-11-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (531 / 360) ^ 2 + (531 / 360) | 3.65 | [(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 1145.81]/[(1+7.58)^(531/360)] | 2133.05 | 7786.97 | i |
| 2027-02-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (621 / 360) ^ 2 + (621 / 360) | 4.70 | [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 1145.81]/[(1+7.58)^(621/360)]+[(0.085 x (90/360)) x 97.58% x 100.00 x 1145.81]/[(1+7.58)^(621/360)] | 6925.00 | 32551.85 | ki |
| 2027-05-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (711 / 360) ^ 2 + (711 / 360) | 5.88 | [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 1145.81]/[(1+7.58)^(711/360)]+[(0.085 x (90/360)) x 92.79% x 100.00 x 1145.81]/[(1+7.58)^(711/360)] | 4665.24 | 27411.19 | ki |
| 2027-08-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (801 / 360) ^ 2 + (801 / 360) | 7.18 | [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)] | [0.042299 x 100.00 x 1145.81]/[(1+7.58)^(801/360)]+[(0.085 x (90/360)) x 90.06% x 100.00 x 1145.81]/[(1+7.58)^(801/360)] | 5983.07 | 42932.24 | ki |
| 2027-11-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (891 / 360) ^ 2 + (891 / 360) | 8.60 | [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 1145.81]/[(1+7.58)^(891/360)]+[(0.085 x (90/360)) x 85.83% x 100.00 x 1145.81]/[(1+7.58)^(891/360)] | 4888.13 | 42040.98 | ki |
| 2028-02-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (981 / 360) ^ 2 + (981 / 360) | 10.15 | [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 1145.81]/[(1+7.58)^(981/360)]+[(0.085 x (90/360)) x 82.54% x 100.00 x 1145.81]/[(1+7.58)^(981/360)] | 6941.21 | 70457.63 | ki |
| 2028-05-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1071 / 360) ^ 2 + (1071 / 360) | 11.83 | [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 1145.81]/[(1+7.58)^(1071/360)]+[(0.085 x (90/360)) x 76.91% x 100.00 x 1145.81]/[(1+7.58)^(1071/360)] | 4726.57 | 55894.63 | ki |
| 2028-08-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1161 / 360) ^ 2 + (1161 / 360) | 13.63 | [(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 1145.81]/[(1+7.58)^(1161/360)] | 1412.16 | 19241.58 | i |
| 2028-11-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1251 / 360) ^ 2 + (1251 / 360) | 15.55 | [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 1145.81]/[(1+7.58)^(1251/360)]+[(0.085 x (90/360)) x 73.41% x 100.00 x 1145.81]/[(1+7.58)^(1251/360)] | 5885.66 | 91525.70 | ki |
| 2029-02-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1341 / 360) ^ 2 + (1341 / 360) | 17.60 | [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 1145.81]/[(1+7.58)^(1341/360)]+[(0.085 x (90/360)) x 68.35% x 100.00 x 1145.81]/[(1+7.58)^(1341/360)] | 7474.07 | 131548.35 | ki |
| 2029-05-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1431 / 360) ^ 2 + (1431 / 360) | 19.78 | [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 1145.81]/[(1+7.58)^(1431/360)]+[(0.085 x (90/360)) x 61.24% x 100.00 x 1145.81]/[(1+7.58)^(1431/360)] | 5364.10 | 106078.52 | ki |
| 2029-08-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1521 / 360) ^ 2 + (1521 / 360) | 22.08 | [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 1145.81]/[(1+7.58)^(1521/360)]+[(0.085 x (90/360)) x 56.28% x 100.00 x 1145.81]/[(1+7.58)^(1521/360)] | 6546.73 | 144523.25 | ki |
| 2029-11-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1611 / 360) ^ 2 + (1611 / 360) | 24.50 | [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)] | [0.055925 x 100.00 x 1145.81]/[(1+7.58)^(1611/360)]+[(0.085 x (90/360)) x 49.70% x 100.00 x 1145.81]/[(1+7.58)^(1611/360)] | 5492.94 | 134580.58 | ki |
| 2030-02-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1701 / 360) ^ 2 + (1701 / 360) | 27.05 | [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)] | [0.073796 x 100.00 x 1145.81]/[(1+7.58)^(1701/360)]+[(0.085 x (90/360)) x 44.10% x 100.00 x 1145.81]/[(1+7.58)^(1701/360)] | 6746.83 | 182506.09 | ki |
| 2030-05-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1791 / 360) ^ 2 + (1791 / 360) | 29.73 | [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)] | [0.052657 x 100.00 x 1145.81]/[(1+7.58)^(1791/360)]+[(0.085 x (90/360)) x 36.72% x 100.00 x 1145.81]/[(1+7.58)^(1791/360)] | 4815.97 | 143157.58 | ki |
| 2030-08-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1881 / 360) ^ 2 + (1881 / 360) | 32.53 | [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 1145.81]/[(1+7.58)^(1881/360)]+[(0.085 x (90/360)) x 31.46% x 100.00 x 1145.81]/[(1+7.58)^(1881/360)] | 5907.35 | 192140.31 | ki |
| 2030-11-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1971 / 360) ^ 2 + (1971 / 360) | 35.45 | [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 1145.81]/[(1+7.58)^(1971/360)]+[(0.085 x (90/360)) x 24.57% x 100.00 x 1145.81]/[(1+7.58)^(1971/360)] | 4938.68 | 175079.15 | ki |
| 2031-02-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (2061 / 360) ^ 2 + (2061 / 360) | 38.50 | [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)] | [0.081084 x 100.00 x 1145.81]/[(1+7.58)^(2061/360)]+[(0.085 x (90/360)) x 18.67% x 100.00 x 1145.81]/[(1+7.58)^(2061/360)] | 6413.28 | 246915.23 | ki |
| 2031-05-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (2151 / 360) ^ 2 + (2151 / 360) | 41.68 | [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 1145.81]/[(1+7.58)^(2151/360)]+[(0.085 x (90/360)) x 10.56% x 100.00 x 1145.81]/[(1+7.58)^(2151/360)] | 4603.94 | 191871.90 | ki |
| 2031-08-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (2241 / 360) ^ 2 + (2241 / 360) | 44.98 | [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)] | [0.054638 x 100.00 x 1145.81]/[(1+7.58)^(2241/360)]+[(0.085 x (90/360)) x 4.56% x 100.00 x 1145.81]/[(1+7.58)^(2241/360)] | 4042.68 | 181821.89 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [119990 x ((1 + 7.582) ^ 2)]] x 2240168.33] | 16.13 |
| 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 |