| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-06-18 | 0.00 | 0.00 | 147.70 | 100.00 | 247.70 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | S18J5 | Valor Tecnico | 109.63 | Semana TIR | 3.00% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -9.74% |
| Tipo | Soberano | Paridad | 100.93% | Semestre TIR | S/D |
| País | Argentina | TIR | 53.94% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.67 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.43 | Semana Precio | 0.14% |
| Fecha/Hora | 2024-10-17 17:00:03 | Effective Dur. | 0.23 | Mes Precio | 6.60% |
| Volumen | 6061266365 | Convexidad | 0.47 | Semestre Precio | S/D |
| Precio | 110.65 | Int. Corrido | 9.63 | 1ero Enero Precio | S/D |
| Variación | 0.50% | Cupon | 147.70 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 121.72 | 10.00% | 33.51 | -37.88% |
| 120.61 | 9.00% | 35.34 | -34.48% |
| 119.50 | 8.00% | 37.22 | -31.00% |
| 118.40 | 7.00% | 39.14 | -27.44% |
| 117.29 | 6.00% | 41.11 | -23.79% |
| 116.18 | 5.00% | 43.12 | -20.06% |
| 115.08 | 4.00% | 45.18 | -16.24% |
| 113.97 | 3.00% | 47.29 | -12.33% |
| 112.86 | 2.00% | 49.45 | -8.32% |
| 111.76 | 1.00% | 51.67 | -4.22% |
| 110.65 | 0.00% | 53.94 | 0.00% |
| 109.54 | -1.00% | 56.27 | 4.31% |
| 108.44 | -2.00% | 58.65 | 8.74% |
| 107.33 | -3.00% | 61.10 | 13.28% |
| 106.22 | -4.00% | 63.62 | 17.94% |
| 105.12 | -5.00% | 66.20 | 22.72% |
| 104.01 | -6.00% | 68.84 | 27.63% |
| 102.90 | -7.00% | 71.56 | 32.67% |
| 101.80 | -8.00% | 74.36 | 37.85% |
| 100.69 | -9.00% | 77.23 | 43.17% |
| 99.59 | -10.00% | 80.18 | 48.64% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 58.79 | 9.00% | 108.37 | -2.06% |
| 58.26 | 8.00% | 108.62 | -1.84% |
| 57.72 | 7.00% | 108.87 | -1.61% |
| 57.18 | 6.00% | 109.12 | -1.38% |
| 56.64 | 5.00% | 109.37 | -1.16% |
| 56.10 | 4.00% | 109.62 | -0.93% |
| 55.56 | 3.00% | 109.88 | -0.70% |
| 55.02 | 2.00% | 110.13 | -0.47% |
| 54.48 | 1.00% | 110.39 | -0.24% |
| 53.94 | 0.00% | 110.65 | 0.00% |
| 53.40 | -1.00% | 110.91 | 0.23% |
| 52.86 | -2.00% | 111.17 | 0.47% |
| 52.32 | -3.00% | 111.43 | 0.71% |
| 51.78 | -4.00% | 111.70 | 0.95% |
| 51.24 | -5.00% | 111.97 | 1.19% |
| 50.70 | -6.00% | 112.23 | 1.43% |
| 50.16 | -7.00% | 112.50 | 1.67% |
| 49.62 | -8.00% | 112.77 | 1.92% |
| 49.09 | -9.00% | 113.05 | 2.17% |
| Desarrollo TIR 53.94% | ||||
|---|---|---|---|---|
| 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+0.0395/100)^((302/360) x 12) - 1) x 100.00]/[(1+53.94)^(241/360)] | 35.73 | i |
| 2025-06-18 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+53.94)^(241/360)] | 74.92 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-10-17 | 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 (61/302) | 9.63 |
| 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) | (241 / 360) | 0.67 | [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+53.94)^(241/360)]+[((1+0.0395/100)^((302/360) x 12) - 1) x 100.00]/[(1+53.94)^(241/360)] | 110.65 | 1.00 | 0.67 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.67 | 0.67 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.67)/(1 + 53.94/100) | 0.43 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (110.39 - 110.91 )/( 2 x 110.65 x 0.01) | 0.23 |
| 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)] | (241 / 360) ^ 2 + (241 / 360) | 1.12 | [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+53.94)^(241/360)]+[((1+0.0395/100)^((302/360) x 12) - 1) x 100.00]/[(1+53.94)^(241/360)] | 110.65 | 123.66 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [110.65 x ((1 + 53.9366875) ^ 2)]] x 123.66] | 0.47 |
| 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 |