| 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 | 82547.25 | 3859.08 | 8254.73 | 12113.81 |
| 2025-06-01 | 62.50 | 72465.00 | 3695.72 | 14493.00 | 18188.72 |
| 2025-12-01 | 50.00 | 57972.00 | 3079.76 | 14493.00 | 17572.76 |
| 2026-06-01 | 37.50 | 43479.00 | 2463.81 | 14493.00 | 16956.81 |
| 2026-12-01 | 25.00 | 28986.00 | 1847.86 | 14493.00 | 16340.86 |
| 2027-06-01 | 12.50 | 14493.00 | 1231.90 | 14493.00 | 15724.91 |
| 2027-12-01 | 0.00 | 0.00 | 615.95 | 14493.00 | 15108.95 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | SA24D | Valor Tecnico | 90243.08 | Semana TIR | 3.86% |
| Emisor | Pcia. de SaltaPcia. de Salta | Valor Residual | 75.00% | Mes TIR | 54.05% |
| Tipo | Provincial | Paridad | 96.41% | Semestre TIR | -7.85% |
| País | Argentina | TIR | 12.10% | 1ero Enero TIR | 35.44% |
| Mercado | BYMA | Macaulay Dur. | 1.17 | Año TIR | -30.94% |
| Moneda | USD | Modified Dur. | 1.04 | Semana Precio | -3.33% |
| Fecha/Hora | 2025-05-09 16:50:43 | Effective Dur. | 0.13 | Mes Precio | -15.90% |
| Volumen | 10480 | Convexidad | 2.59 | Semestre Precio | -7.24% |
| Precio | 87000.00 | Int. Corrido | 3285.08 | 1ero Enero Precio | -2.58% |
| Variación | -1.36% | Cupon | 18188.72 | Año Precio | -1.02% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 95700.00 | 10.00% | 3.52 | -70.89% |
| 94830.00 | 9.00% | 4.30 | -64.48% |
| 93960.00 | 8.00% | 5.09 | -57.94% |
| 93090.00 | 7.00% | 5.90 | -51.25% |
| 92220.00 | 6.00% | 6.73 | -44.42% |
| 91350.00 | 5.00% | 7.57 | -37.43% |
| 90480.00 | 4.00% | 8.43 | -30.29% |
| 89610.00 | 3.00% | 9.32 | -22.98% |
| 88740.00 | 2.00% | 10.22 | -15.52% |
| 87870.00 | 1.00% | 11.15 | -7.87% |
| 87000.00 | 0.00% | 12.10 | 0.00% |
| 86130.00 | -1.00% | 13.07 | 7.99% |
| 85260.00 | -2.00% | 14.06 | 16.20% |
| 84390.00 | -3.00% | 15.08 | 24.62% |
| 83520.00 | -4.00% | 16.12 | 33.25% |
| 82650.00 | -5.00% | 17.19 | 42.10% |
| 81780.00 | -6.00% | 18.29 | 51.18% |
| 80910.00 | -7.00% | 19.42 | 60.50% |
| 80040.00 | -8.00% | 20.58 | 70.07% |
| 79170.00 | -9.00% | 21.77 | 79.89% |
| 78300.00 | -10.00% | 22.99 | 89.98% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 13.19 | 9.00% | 86021.00 | -1.13% |
| 13.07 | 8.00% | 86128.03 | -1.00% |
| 12.95 | 7.00% | 86235.38 | -0.88% |
| 12.83 | 6.00% | 86343.06 | -0.76% |
| 12.71 | 5.00% | 86451.05 | -0.63% |
| 12.58 | 4.00% | 86559.36 | -0.51% |
| 12.46 | 3.00% | 86668.00 | -0.38% |
| 12.34 | 2.00% | 86776.97 | -0.26% |
| 12.22 | 1.00% | 86886.26 | -0.13% |
| 12.10 | 0.00% | 87000.00 | 0.00% |
| 11.98 | -1.00% | 87105.83 | 0.12% |
| 11.86 | -2.00% | 87216.11 | 0.25% |
| 11.74 | -3.00% | 87326.73 | 0.38% |
| 11.62 | -4.00% | 87437.67 | 0.50% |
| 11.49 | -5.00% | 87548.96 | 0.63% |
| 11.37 | -6.00% | 87660.58 | 0.76% |
| 11.25 | -7.00% | 87772.53 | 0.89% |
| 11.13 | -8.00% | 87884.83 | 1.02% |
| 11.01 | -9.00% | 87997.47 | 1.15% |
| Desarrollo TIR 12.10% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 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 1159.44]/[(1+12.10)^(20/360)] | 3672.34 | i |
| 2025-06-01 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1159.44]/[(1+12.10)^(20/360)] | 14401.32 | 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 1159.44]/[(1+12.10)^(200/360)] | 2890.40 | i |
| 2025-12-01 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1159.44]/[(1+12.10)^(200/360)] | 13601.90 | 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 1159.44]/[(1+12.10)^(380/360)] | 2183.97 | i |
| 2026-06-01 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1159.44]/[(1+12.10)^(380/360)] | 12846.85 | 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 1159.44]/[(1+12.10)^(560/360)] | 1547.05 | i |
| 2026-12-01 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1159.44]/[(1+12.10)^(560/360)] | 12133.72 | 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 1159.44]/[(1+12.10)^(740/360)] | 974.11 | i |
| 2027-06-01 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1159.44]/[(1+12.10)^(740/360)] | 11460.17 | 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 1159.44]/[(1+12.10)^(920/360)] | 460.02 | i |
| 2027-12-01 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1159.44]/[(1+12.10)^(920/360)] | 10824.02 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-11 | (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 0.75 x 100.00 x 1159.44 x (160/180) | 3285.08 |
| 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. | |
| 2025-06-01 | (Dias para cupon / Dias Año) | (20 / 360) | 0.06 | [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 1159.44]/[(1+12.10)^(20/360)]+[(0.085 x (180/360)) x 75.00% x 100.00 x 1159.44]/[(1+12.10)^(20/360)] | 18073.70 | 0.21 | 0.01 | ki | |
| 2025-12-01 | (Dias para cupon / Dias Año) | (200 / 360) | 0.56 | [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 1159.44]/[(1+12.10)^(200/360)]+[(0.085 x (180/360)) x 62.50% x 100.00 x 1159.44]/[(1+12.10)^(200/360)] | 16492.66 | 0.19 | 0.11 | ki | |
| 2026-06-01 | (Dias para cupon / Dias Año) | (380 / 360) | 1.06 | [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 1159.44]/[(1+12.10)^(380/360)]+[(0.085 x (180/360)) x 50.00% x 100.00 x 1159.44]/[(1+12.10)^(380/360)] | 15031.43 | 0.17 | 0.18 | ki | |
| 2026-12-01 | (Dias para cupon / Dias Año) | (560 / 360) | 1.56 | [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 1159.44]/[(1+12.10)^(560/360)]+[(0.085 x (180/360)) x 37.50% x 100.00 x 1159.44]/[(1+12.10)^(560/360)] | 13681.59 | 0.16 | 0.24 | ki | |
| 2027-06-01 | (Dias para cupon / Dias Año) | (740 / 360) | 2.06 | [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 1159.44]/[(1+12.10)^(740/360)]+[(0.085 x (180/360)) x 25.00% x 100.00 x 1159.44]/[(1+12.10)^(740/360)] | 12435.27 | 0.14 | 0.29 | ki | |
| 2027-12-01 | (Dias para cupon / Dias Año) | (920 / 360) | 2.56 | [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 1159.44]/[(1+12.10)^(920/360)]+[(0.085 x (180/360)) x 12.50% x 100.00 x 1159.44]/[(1+12.10)^(920/360)] | 11285.15 | 0.13 | 0.33 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.17 | 1.17 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.17)/(1 + 12.10/100) | 1.04 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (86890.20 - 87109.72 )/( 2 x 87000 x 0.01) | 0.13 |
| 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. |
| 2025-06-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (20 / 360) ^ 2 + (20 / 360) | 0.06 | [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 1159.44]/[(1+12.10)^(20/360)]+[(0.085 x (180/360)) x 75.00% x 100.00 x 1159.44]/[(1+12.10)^(20/360)] | 18073.70 | 1059.88 | ki |
| 2025-12-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (200 / 360) ^ 2 + (200 / 360) | 0.86 | [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 1159.44]/[(1+12.10)^(200/360)]+[(0.085 x (180/360)) x 62.50% x 100.00 x 1159.44]/[(1+12.10)^(200/360)] | 16492.66 | 14252.91 | ki |
| 2026-06-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (380 / 360) ^ 2 + (380 / 360) | 2.17 | [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 1159.44]/[(1+12.10)^(380/360)]+[(0.085 x (180/360)) x 50.00% x 100.00 x 1159.44]/[(1+12.10)^(380/360)] | 15031.43 | 32614.49 | ki |
| 2026-12-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (560 / 360) ^ 2 + (560 / 360) | 3.98 | [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 1159.44]/[(1+12.10)^(560/360)]+[(0.085 x (180/360)) x 37.50% x 100.00 x 1159.44]/[(1+12.10)^(560/360)] | 13681.59 | 54388.54 | ki |
| 2027-06-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (740 / 360) ^ 2 + (740 / 360) | 6.28 | [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 1159.44]/[(1+12.10)^(740/360)]+[(0.085 x (180/360)) x 25.00% x 100.00 x 1159.44]/[(1+12.10)^(740/360)] | 12435.27 | 78104.25 | ki |
| 2027-12-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (920 / 360) ^ 2 + (920 / 360) | 9.09 | [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 1159.44]/[(1+12.10)^(920/360)]+[(0.085 x (180/360)) x 12.50% x 100.00 x 1159.44]/[(1+12.10)^(920/360)] | 11285.15 | 102541.57 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [87000 x ((1 + 12.0956875) ^ 2)]] x 282961.64] | 2.59 |
| 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 |