| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-03-31 | 100.00 | 85742.00 | 228.65 | 0.00 | 228.65 |
| 2024-09-30 | 100.00 | 96175.00 | 240.44 | 0.00 | 240.44 |
| 2025-03-31 | 0.00 | 0.00 | 240.44 | 96175.00 | 96415.44 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | TV25 | Valor Tecnico | 96396.74 | Semana TIR | -0.11% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | 18.40% |
| Tipo | Soberano | Paridad | 105.55% | Semestre TIR | -511.17% |
| País | Argentina | TIR | -9.11% | 1ero Enero TIR | -170.51% |
| Mercado | BYMA | Macaulay Dur. | 0.54 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.59 | Semana Precio | 0.24% |
| Fecha/Hora | 2024-09-16 16:10:46 | Effective Dur. | -0.05 | Mes Precio | -0.35% |
| Volumen | 326254 | Convexidad | 1.00 | Semestre Precio | 21.42% |
| Precio | 101750.00 | Int. Corrido | 221.74 | 1ero Enero Precio | 45.36% |
| Variación | -0.22% | Cupon | 240.44 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 111925.00 | 10.00% | -23.87 | 162.05% |
| 110907.50 | 9.00% | -22.57 | 147.73% |
| 109890.00 | 8.00% | -21.23 | 133.04% |
| 108872.50 | 7.00% | -19.86 | 117.96% |
| 107855.00 | 6.00% | -18.44 | 102.46% |
| 106837.50 | 5.00% | -16.99 | 86.54% |
| 105820.00 | 4.00% | -15.50 | 70.18% |
| 104802.50 | 3.00% | -13.97 | 53.37% |
| 103785.00 | 2.00% | -12.40 | 36.07% |
| 102767.50 | 1.00% | -10.78 | 18.29% |
| 101750.00 | 0.00% | -9.11 | 0.00% |
| 100732.50 | -1.00% | -7.40 | -18.82% |
| 99715.00 | -2.00% | -5.63 | -38.20% |
| 98697.50 | -3.00% | -3.81 | -58.15% |
| 97680.00 | -4.00% | -1.94 | -78.69% |
| 96662.50 | -5.00% | -0.01 | -99.87% |
| 95645.00 | -6.00% | 1.97 | -121.68% |
| 94627.50 | -7.00% | 4.02 | -144.17% |
| 93610.00 | -8.00% | 6.14 | -167.37% |
| 92592.50 | -9.00% | 8.32 | -191.29% |
| 91575.00 | -10.00% | 10.57 | -215.98% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| -8.29 | -9.00% | 101259.55 | -0.48% |
| -8.38 | -8.00% | 101313.67 | -0.43% |
| -8.47 | -7.00% | 101367.88 | -0.38% |
| -8.56 | -6.00% | 101422.18 | -0.32% |
| -8.65 | -5.00% | 101476.55 | -0.27% |
| -8.75 | -4.00% | 101531.01 | -0.22% |
| -8.84 | -3.00% | 101585.55 | -0.16% |
| -8.93 | -2.00% | 101640.18 | -0.11% |
| -9.02 | -1.00% | 101694.89 | -0.05% |
| -9.11 | 0.00% | 101750.00 | 0.00% |
| -9.20 | 1.00% | 101804.57 | 0.05% |
| -9.29 | 2.00% | 101859.53 | 0.11% |
| -9.38 | 3.00% | 101914.58 | 0.16% |
| -9.47 | 4.00% | 101969.72 | 0.22% |
| -9.57 | 5.00% | 102024.94 | 0.27% |
| -9.66 | 6.00% | 102080.24 | 0.32% |
| -9.75 | 7.00% | 102135.63 | 0.38% |
| -9.84 | 8.00% | 102191.11 | 0.43% |
| -9.93 | 9.00% | 102246.68 | 0.49% |
| Desarrollo TIR -9.11% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2024-09-30 | [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.005 x (180/360)) x 961.7500 x 100.00% x 100.00]/[(1+-9.11)^(14/360)] | 241.33 | i |
| 2025-03-31 | [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.005 x (180/360)) x 961.7500 x 100.00% x 100.00]/[(1+-9.11)^(194/360)] | 253.14 | i |
| 2025-03-31 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [961.7500 x 1 x 100.00]/[(1+-9.11)^(194/360)] | 101255.22 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-09-16 | (TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0.005 x (180/360)) x 961.75 x 1 x 100.00 x (166/180) | 221.74 |
| 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. | |
| 2024-09-30 | (Dias para cupon / Dias Año) | (14 / 360) | 0.04 | [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.005 x (180/360)) x 961.7500 x 100.00% x 100.00]/[(1+-9.11)^(14/360)] | 241.33 | 0.00 | 0.00 | i | |
| 2025-03-31 | (Dias para cupon / Dias Año) | (194 / 360) | 0.54 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [961.7500 x 1 x 100.00]/[(1+-9.11)^(194/360)]+[(0.005 x (180/360)) x 961.7500 x 100.00% x 100.00]/[(1+-9.11)^(194/360)] | 101508.54 | 1.00 | 0.54 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.54 | 0.54 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.54)/(1 + -9.11/100) | 0.59 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (101804.76 - 101695.08 )/( 2 x 101750 x 0.01) | -0.05 |
| 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. |
| 2024-09-30 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (14 / 360) ^ 2 + (14 / 360) | 0.04 | [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.005 x (180/360)) x 961.7500 x 100.00% x 100.00]/[(1+-9.11)^(14/360)] | 241.33 | 9.75 | i |
| 2025-03-31 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (194 / 360) ^ 2 + (194 / 360) | 0.83 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [961.7500 x 1 x 100.00]/[(1+-9.11)^(194/360)]+[(0.005 x (180/360)) x 961.7500 x 100.00% x 100.00]/[(1+-9.11)^(194/360)] | 101508.54 | 84180.03 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [101750 x ((1 + -9.1103125000001) ^ 2)]] x 84189.78] | 1.00 |
| F. de Emision | 2023-09-18 | ||
| F. de Vencimiento | 2025-03-31 | ||
| Ajuste | Dolar Linked | ||
| Dias previos para calculo ajuste o interes | 3 | ||
| Capital | Integra al vencimiento al tipo de cambio aplicable | ||
| Interes | Tasa 0,50% | ||
| Frecuencia | Serán pagaderos los días 31 de marzo de 2024, 30 de septiembre de 2024 y 31 de marzo de 2025 | ||
| ISIN | ARARGE320EC8 |