| 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 | 97092.00 | 242.73 | 0.00 | 242.73 |
| 2025-03-31 | 0.00 | 0.00 | 249.94 | 99975.00 | 100224.94 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | TV25 | Valor Tecnico | 100045.82 | Semana TIR | 320.49% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | 65.45% |
| Tipo | Soberano | Paridad | 97.26% | Semestre TIR | 333.37% |
| País | Argentina | TIR | 8.62% | 1ero Enero TIR | -33.28% |
| Mercado | BYMA | Macaulay Dur. | 0.36 | Año TIR | 143.20% |
| Moneda | ARS | Modified Dur. | 0.33 | Semana Precio | -2.17% |
| Fecha/Hora | 2024-11-21 11:24:43 | Effective Dur. | 0.03 | Mes Precio | 0.83% |
| Volumen | 14056 | Convexidad | 0.41 | Semestre Precio | 5.42% |
| Precio | 97300.00 | Int. Corrido | 70.82 | 1ero Enero Precio | 39.00% |
| Variación | -0.51% | Cupon | 100224.94 | Año Precio | 100.62% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 107030.00 | 10.00% | -16.75 | -336.92% |
| 106057.00 | 9.00% | -14.60 | -306.51% |
| 105084.00 | 8.00% | -12.38 | -275.05% |
| 104111.00 | 7.00% | -10.07 | -242.45% |
| 103138.00 | 6.00% | -7.68 | -208.68% |
| 102165.00 | 5.00% | -5.21 | -173.68% |
| 101192.00 | 4.00% | -2.64 | -137.39% |
| 100219.00 | 3.00% | 0.02 | -99.76% |
| 99246.00 | 2.00% | 2.78 | -60.71% |
| 98273.00 | 1.00% | 5.64 | -20.20% |
| 97300.00 | 0.00% | 8.62 | 0.00% |
| 96327.00 | -1.00% | 11.71 | 65.59% |
| 95354.00 | -2.00% | 14.92 | 110.99% |
| 94381.00 | -3.00% | 18.25 | 158.18% |
| 93408.00 | -4.00% | 21.72 | 207.27% |
| 92435.00 | -5.00% | 25.33 | 258.31% |
| 91462.00 | -6.00% | 29.09 | 311.45% |
| 90489.00 | -7.00% | 33.00 | 366.77% |
| 89516.00 | -8.00% | 37.07 | 424.38% |
| 88543.00 | -9.00% | 41.32 | 484.43% |
| 87570.00 | -10.00% | 45.75 | 547.03% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 7.07 | 0.00% | 97300.00 | 0.00% |
| 7.71 | 9.00% | 97593.91 | 0.30% |
| 7.64 | 8.00% | 97616.88 | 0.33% |
| 7.56 | 7.00% | 97639.87 | 0.35% |
| 7.49 | 6.00% | 97662.87 | 0.37% |
| 7.42 | 5.00% | 97685.90 | 0.40% |
| 7.35 | 4.00% | 97708.95 | 0.42% |
| 7.28 | 3.00% | 97732.02 | 0.44% |
| 7.21 | 2.00% | 97755.11 | 0.47% |
| 7.14 | 1.00% | 97778.22 | 0.49% |
| 7.00 | -1.00% | 97824.50 | 0.54% |
| 6.93 | -2.00% | 97847.67 | 0.56% |
| 6.86 | -3.00% | 97870.86 | 0.59% |
| 6.79 | -4.00% | 97894.08 | 0.61% |
| 6.72 | -5.00% | 97917.31 | 0.63% |
| 6.65 | -6.00% | 97940.57 | 0.66% |
| 6.58 | -7.00% | 97963.84 | 0.68% |
| 6.50 | -8.00% | 97987.14 | 0.71% |
| 6.43 | -9.00% | 98010.46 | 0.73% |
| Desarrollo TIR 8.62% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 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 999.7500 x 100.00% x 100.00]/[(1+8.62)^(129/360)] | 242.64 | i |
| 2025-03-31 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [999.7500 x 1 x 100.00]/[(1+8.62)^(129/360)] | 97056.30 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-21 | (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 999.75 x 1 x 100.00 x (51/180) | 70.82 |
| 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. | |
| 2025-03-31 | (Dias para cupon / Dias Año) | (129 / 360) | 0.36 | [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)] | [999.7500 x 1 x 100.00]/[(1+8.62)^(129/360)]+[(0.005 x (180/360)) x 999.7500 x 100.00% x 100.00]/[(1+8.62)^(129/360)] | 97299.84 | 1.00 | 0.36 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.36 | 0.36 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.36)/(1 + 8.62/100) | 0.33 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (97272.20 - 97327.52 )/( 2 x 97300 x 0.01) | 0.03 |
| 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. |
| 2025-03-31 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (129 / 360) ^ 2 + (129 / 360) | 0.49 | [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)] | [999.7500 x 1 x 100.00]/[(1+8.62)^(129/360)]+[(0.005 x (180/360)) x 999.7500 x 100.00% x 100.00]/[(1+8.62)^(129/360)] | 97299.84 | 47359.35 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [97300 x ((1 + 8.6171874999999) ^ 2)]] x 47359.35] | 0.41 |
| 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 |