| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2023-12-01 | 90.00 | 81597.60 | 3660.56 | 4533.20 | 8193.76 |
| 2024-06-01 | 82.50 | 102973.20 | 4774.21 | 9361.20 | 14135.41 |
| 2024-12-01 | 75.00 | 93431.25 | 4367.91 | 9343.12 | 13711.04 |
| 2025-06-01 | 62.50 | 77859.38 | 3970.83 | 15571.88 | 19542.70 |
| 2025-12-01 | 50.00 | 62287.50 | 3309.02 | 15571.88 | 18880.90 |
| 2026-06-01 | 37.50 | 46715.62 | 2647.22 | 15571.88 | 18219.09 |
| 2026-12-01 | 25.00 | 31143.75 | 1985.41 | 15571.88 | 17557.29 |
| 2027-06-01 | 12.50 | 15571.88 | 1323.61 | 15571.88 | 16895.48 |
| 2027-12-01 | 0.00 | 0.00 | 661.80 | 15571.88 | 16233.68 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | SA24D | Valor Tecnico | 105322.32 | Semana TIR | -3.89% |
| Emisor | Pcia. de SaltaPcia. de Salta | Valor Residual | 82.50% | Mes TIR | 5.57% |
| Tipo | Provincial | Paridad | 91.81% | Semestre TIR | -33.82% |
| País | Argentina | TIR | 14.59% | 1ero Enero TIR | -14.15% |
| Mercado | BYMA | Macaulay Dur. | 1.59 | Año TIR | -57.17% |
| Moneda | USD | Modified Dur. | 1.38 | Semana Precio | 2.00% |
| Fecha/Hora | 2024-09-16 16:19:07 | Effective Dur. | 0.20 | Mes Precio | -3.24% |
| Volumen | 27854 | Convexidad | 3.82 | Semestre Precio | 22.41% |
| Precio | 96700.00 | Int. Corrido | 2547.95 | 1ero Enero Precio | 30.68% |
| Variación | -1.32% | Cupon | 13711.04 | Año Precio | 97.35% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 106370.00 | 10.00% | 8.01 | -45.42% |
| 105403.00 | 9.00% | 8.62 | -41.30% |
| 104436.00 | 8.00% | 9.23 | -37.12% |
| 103469.00 | 7.00% | 9.86 | -32.85% |
| 102502.00 | 6.00% | 10.50 | -28.51% |
| 101535.00 | 5.00% | 11.14 | -24.08% |
| 100568.00 | 4.00% | 11.81 | -19.57% |
| 99601.00 | 3.00% | 12.48 | -14.97% |
| 98634.00 | 2.00% | 13.17 | -10.29% |
| 97667.00 | 1.00% | 13.87 | -5.51% |
| 96700.00 | 0.00% | 14.59 | 0.00% |
| 95733.00 | -1.00% | 15.32 | 4.33% |
| 94766.00 | -2.00% | 16.06 | 9.41% |
| 93799.00 | -3.00% | 16.82 | 14.58% |
| 92832.00 | -4.00% | 17.60 | 19.87% |
| 91865.00 | -5.00% | 18.39 | 25.27% |
| 90898.00 | -6.00% | 19.20 | 30.78% |
| 89931.00 | -7.00% | 20.03 | 36.41% |
| 88964.00 | -8.00% | 20.87 | 42.17% |
| 87997.00 | -9.00% | 21.74 | 48.06% |
| 87030.00 | -10.00% | 22.62 | 54.08% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 16.00 | 9.00% | 94841.60 | -1.92% |
| 15.85 | 8.00% | 95030.98 | -1.73% |
| 15.71 | 7.00% | 95221.12 | -1.53% |
| 15.56 | 6.00% | 95412.02 | -1.33% |
| 15.41 | 5.00% | 95603.70 | -1.13% |
| 15.27 | 4.00% | 95796.14 | -0.93% |
| 15.12 | 3.00% | 95989.36 | -0.73% |
| 14.97 | 2.00% | 96183.36 | -0.53% |
| 14.83 | 1.00% | 96378.15 | -0.33% |
| 14.68 | 0.00% | 96700.00 | 0.00% |
| 14.53 | -1.00% | 96770.10 | 0.07% |
| 14.39 | -2.00% | 96967.26 | 0.28% |
| 14.24 | -3.00% | 97165.24 | 0.48% |
| 14.09 | -4.00% | 97364.01 | 0.69% |
| 13.95 | -5.00% | 97563.60 | 0.89% |
| 13.80 | -6.00% | 97764.01 | 1.10% |
| 13.65 | -7.00% | 97965.24 | 1.31% |
| 13.51 | -8.00% | 98167.29 | 1.52% |
| 13.36 | -9.00% | 98370.18 | 1.73% |
| Desarrollo TIR 14.59% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2024-12-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (180/360)) x 82.50% x 100.00 x 1245.75]/[(1+14.59)^(75/360)] | 4245.72 | i |
| 2024-12-01 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.075 x 100.00 x 1245.75]/[(1+14.59)^(75/360)] | 9081.76 | k |
| 2025-06-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (180/360)) x 75.00% x 100.00 x 1245.75]/[(1+14.59)^(255/360)] | 3605.67 | i |
| 2025-06-01 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1245.75]/[(1+14.59)^(255/360)] | 14139.87 | k |
| 2025-12-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (180/360)) x 62.50% x 100.00 x 1245.75]/[(1+14.59)^(435/360)] | 2806.93 | i |
| 2025-12-01 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1245.75]/[(1+14.59)^(435/360)] | 13209.06 | k |
| 2026-06-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (180/360)) x 50.00% x 100.00 x 1245.75]/[(1+14.59)^(615/360)] | 2097.72 | i |
| 2026-06-01 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1245.75]/[(1+14.59)^(615/360)] | 12339.53 | k |
| 2026-12-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (180/360)) x 37.50% x 100.00 x 1245.75]/[(1+14.59)^(795/360)] | 1469.72 | i |
| 2026-12-01 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1245.75]/[(1+14.59)^(795/360)] | 11527.24 | k |
| 2027-06-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (180/360)) x 25.00% x 100.00 x 1245.75]/[(1+14.59)^(975/360)] | 915.32 | i |
| 2027-06-01 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1245.75]/[(1+14.59)^(975/360)] | 10768.42 | k |
| 2027-12-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (180/360)) x 12.50% x 100.00 x 1245.75]/[(1+14.59)^(1155/360)] | 427.53 | i |
| 2027-12-01 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1245.75]/[(1+14.59)^(1155/360)] | 10059.55 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-09-16 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL x (Dias Corridos / Dias entre Cupones) | (0.085 x (180/360)) x 1.00 x 0.825 x 100.00 x 1245.75 x (105/180) | 2547.95 |
| 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. | |
| 2024-12-01 | (Dias para cupon / Dias Año) | (75 / 360) | 0.21 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.075 x 100.00 x 1245.75]/[(1+14.59)^(75/360)]+[(0.085 x (180/360)) x 82.50% x 100.00 x 1245.75]/[(1+14.59)^(75/360)] | 13327.58 | 0.14 | 0.03 | ki | |
| 2025-06-01 | (Dias para cupon / Dias Año) | (255 / 360) | 0.71 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1245.75]/[(1+14.59)^(255/360)]+[(0.085 x (180/360)) x 75.00% x 100.00 x 1245.75]/[(1+14.59)^(255/360)] | 17746.01 | 0.18 | 0.13 | ki | |
| 2025-12-01 | (Dias para cupon / Dias Año) | (435 / 360) | 1.21 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1245.75]/[(1+14.59)^(435/360)]+[(0.085 x (180/360)) x 62.50% x 100.00 x 1245.75]/[(1+14.59)^(435/360)] | 16016.72 | 0.17 | 0.20 | ki | |
| 2026-06-01 | (Dias para cupon / Dias Año) | (615 / 360) | 1.71 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1245.75]/[(1+14.59)^(615/360)]+[(0.085 x (180/360)) x 50.00% x 100.00 x 1245.75]/[(1+14.59)^(615/360)] | 14438.18 | 0.15 | 0.26 | ki | |
| 2026-12-01 | (Dias para cupon / Dias Año) | (795 / 360) | 2.21 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1245.75]/[(1+14.59)^(795/360)]+[(0.085 x (180/360)) x 37.50% x 100.00 x 1245.75]/[(1+14.59)^(795/360)] | 12998.04 | 0.13 | 0.30 | ki | |
| 2027-06-01 | (Dias para cupon / Dias Año) | (975 / 360) | 2.71 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1245.75]/[(1+14.59)^(975/360)]+[(0.085 x (180/360)) x 25.00% x 100.00 x 1245.75]/[(1+14.59)^(975/360)] | 11684.92 | 0.12 | 0.33 | ki | |
| 2027-12-01 | (Dias para cupon / Dias Año) | (1155 / 360) | 3.21 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1245.75]/[(1+14.59)^(1155/360)]+[(0.085 x (180/360)) x 12.50% x 100.00 x 1245.75]/[(1+14.59)^(1155/360)] | 10488.35 | 0.11 | 0.35 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.59 | 1.59 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.59)/(1 + 14.59/100) | 1.38 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (96504.97 - 96895.41 )/( 2 x 96700 x 0.01) | 0.20 |
| 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. |
| 2024-12-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (75 / 360) ^ 2 + (75 / 360) | 0.25 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.075 x 100.00 x 1245.75]/[(1+14.59)^(75/360)]+[(0.085 x (180/360)) x 82.50% x 100.00 x 1245.75]/[(1+14.59)^(75/360)] | 13327.58 | 3355.03 | ki |
| 2025-06-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (255 / 360) ^ 2 + (255 / 360) | 1.21 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1245.75]/[(1+14.59)^(255/360)]+[(0.085 x (180/360)) x 75.00% x 100.00 x 1245.75]/[(1+14.59)^(255/360)] | 17746.01 | 21473.90 | ki |
| 2025-12-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (435 / 360) ^ 2 + (435 / 360) | 2.67 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1245.75]/[(1+14.59)^(435/360)]+[(0.085 x (180/360)) x 62.50% x 100.00 x 1245.75]/[(1+14.59)^(435/360)] | 16016.72 | 42739.05 | ki |
| 2026-06-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (615 / 360) ^ 2 + (615 / 360) | 4.63 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1245.75]/[(1+14.59)^(615/360)]+[(0.085 x (180/360)) x 50.00% x 100.00 x 1245.75]/[(1+14.59)^(615/360)] | 14438.18 | 66801.64 | ki |
| 2026-12-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (795 / 360) ^ 2 + (795 / 360) | 7.09 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1245.75]/[(1+14.59)^(795/360)]+[(0.085 x (180/360)) x 37.50% x 100.00 x 1245.75]/[(1+14.59)^(795/360)] | 12998.04 | 92092.02 | ki |
| 2027-06-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (975 / 360) ^ 2 + (975 / 360) | 10.04 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1245.75]/[(1+14.59)^(975/360)]+[(0.085 x (180/360)) x 25.00% x 100.00 x 1245.75]/[(1+14.59)^(975/360)] | 11684.92 | 117356.40 | ki |
| 2027-12-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1155 / 360) ^ 2 + (1155 / 360) | 13.50 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1245.75]/[(1+14.59)^(1155/360)]+[(0.085 x (180/360)) x 12.50% x 100.00 x 1245.75]/[(1+14.59)^(1155/360)] | 10488.35 | 141610.88 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [96700 x ((1 + 14.5856875) ^ 2)]] x 485428.92] | 3.82 |
| F. de Emision | 2021-06-01 | ||
| F. de Vencimiento | 2027-12-01 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | El capital será abonado en 10 cuotas semestrales que se calcularán de la siguiente manera: a) Las cuotas pagaderas el 01.06.2023 y el 01.12.2023 serán iguales al 5% del capital. b) Las cuotas pagaderas el 01.06.2024 y el 01.12.2024 serán iguales al 7,5% del capital. c) Las cuotas pagaderas desde el 01.06.2025 (inclusive) hasta la fecha de vencimiento (inclusive) serán iguales 12,50% | ||
| Interes | Devengarán intereses semestralmente de la siguiente manera: a) Desde el 24.02.2021 (inclusive) hasta el 01.06.2021 (exclusive): 4% nominal anual, b) Desde el 01.06.2021 (inclusive) hasta el 01.06.2022 (exclusive): 5% nominal anual, y c) Desde el 01.06.2022 (inclusive) hasta el 01.12.2027 (exclusive): 8,50% nominal anual. La primera fecha de pago será el 01.06.2021. | ||
| Frecuencia | Semestral | ||
| ISIN | USP8388TAB00 |