| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-06-18 | 0.00 | 0.00 | 47.70 | 100.00 | 147.70 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | S18J5 | Valor Tecnico | 141.69 | Semana TIR | 11.65% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -32.75% |
| Tipo | Soberano | Paridad | 101.15% | Semestre TIR | -17.81% |
| País | Argentina | TIR | 32.87% | 1ero Enero TIR | -9.28% |
| Mercado | BYMA | Macaulay Dur. | 0.11 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.08 | Semana Precio | 0.44% |
| Fecha/Hora | 2025-05-09 17:00:04 | Effective Dur. | 0.03 | Mes Precio | 4.62% |
| Volumen | 31770486489 | Convexidad | 0.07 | Semestre Precio | 19.19% |
| Precio | 143.33 | Int. Corrido | 41.69 | 1ero Enero Precio | 12.11% |
| Variación | 0.22% | Cupon | 147.70 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 157.66 | 10.00% | -46.14 | -240.36% |
| 156.23 | 9.00% | -41.27 | -225.55% |
| 154.80 | 8.00% | -35.91 | -209.25% |
| 153.36 | 7.00% | -30.00 | -191.28% |
| 151.93 | 6.00% | -23.49 | -171.47% |
| 150.50 | 5.00% | -16.31 | -149.61% |
| 149.06 | 4.00% | -8.36 | -125.44% |
| 147.63 | 3.00% | 0.42 | -98.72% |
| 146.20 | 2.00% | 10.15 | -69.14% |
| 144.76 | 1.00% | 20.92 | -36.35% |
| 143.33 | 0.00% | 32.87 | 0.00% |
| 141.90 | -1.00% | 46.15 | 40.39% |
| 140.46 | -2.00% | 60.90 | 85.28% |
| 139.03 | -3.00% | 77.32 | 135.23% |
| 137.60 | -4.00% | 95.61 | 190.88% |
| 136.16 | -5.00% | 116.01 | 252.94% |
| 134.73 | -6.00% | 138.79 | 322.24% |
| 133.30 | -7.00% | 164.25 | 399.71% |
| 131.86 | -8.00% | 192.75 | 486.41% |
| 130.43 | -9.00% | 224.69 | 583.57% |
| 129.00 | -10.00% | 260.52 | 692.58% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 35.83 | 9.00% | 143.00 | -0.23% |
| 35.50 | 8.00% | 143.03 | -0.21% |
| 35.17 | 7.00% | 143.07 | -0.18% |
| 34.84 | 6.00% | 143.11 | -0.16% |
| 34.51 | 5.00% | 143.14 | -0.13% |
| 34.18 | 4.00% | 143.18 | -0.10% |
| 33.86 | 3.00% | 143.22 | -0.08% |
| 33.53 | 2.00% | 143.26 | -0.05% |
| 33.20 | 1.00% | 143.29 | -0.03% |
| 32.87 | 0.00% | 143.33 | 0.00% |
| 32.54 | -1.00% | 143.37 | 0.03% |
| 32.21 | -2.00% | 143.41 | 0.05% |
| 31.88 | -3.00% | 143.44 | 0.08% |
| 31.56 | -4.00% | 143.48 | 0.11% |
| 31.23 | -5.00% | 143.52 | 0.13% |
| 30.90 | -6.00% | 143.56 | 0.16% |
| 30.57 | -7.00% | 143.59 | 0.18% |
| 30.24 | -8.00% | 143.63 | 0.21% |
| 29.91 | -9.00% | 143.67 | 0.24% |
| Desarrollo TIR 32.87% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-06-18 | [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((1+0.0395)^((302/360) x 12) - 1) x 100.00]/[(1+32.87)^(38/360)] | 46.29 | i |
| 2025-06-18 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+32.87)^(38/360)] | 97.04 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-10 | Valor Nominal x [(1+TEM/100)^((Dias entre Cupones/Año) x 12) - 1] x (Dias Corridos / Dias entre Cupones) | 100.00 x [(1+0.0395/100)^((302/360) x 12)-1] x (264/302) | 41.69 |
| 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. | |
| 2025-06-18 | (Dias para cupon / Dias Año) | (38 / 360) | 0.11 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+32.87)^(38/360)]+[((1+0.0395)^((302/360) x 12) - 1) x 100.00]/[(1+32.87)^(38/360)] | 143.33 | 1.00 | 0.11 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.11 | 0.11 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.11)/(1 + 32.87/100) | 0.08 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (143.29 - 143.37 )/( 2 x 143.33 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. |
| 2025-06-18 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (38 / 360) ^ 2 + (38 / 360) | 0.12 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+32.87)^(38/360)]+[((1+0.0395)^((302/360) x 12) - 1) x 100.00]/[(1+32.87)^(38/360)] | 143.33 | 16.73 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [143.33 x ((1 + 32.874) ^ 2)]] x 16.73] | 0.07 |
| F. de Emision | 2024-08-16 | ||
| F. de Vencimiento | 2025-06-18 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Integra al vencimiento. | ||
| Interes | TEM 3.95% Pagara intereses a una tasa efectiva mensual capitalizable mensualmente hasta el vencimiento del instrumento. | ||
| Frecuencia | Pagara intereses a una tasa efectiva mensual capitalizable mensualmente hasta el vencimiento del instrumento. | ||
| ISIN | AR0473493465 |