| 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 | 115.00 | Semana TIR | 5.85% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -27.79% |
| Tipo | Soberano | Paridad | 107.04% | Semestre TIR | S/D |
| País | Argentina | TIR | 37.27% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.57 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.42 | Semana Precio | -0.28% |
| Fecha/Hora | 2024-11-20 17:00:25 | Effective Dur. | 0.16 | Mes Precio | 9.62% |
| Volumen | 0 | Convexidad | 0.48 | Semestre Precio | S/D |
| Precio | 123.10 | Int. Corrido | 15.00 | 1ero Enero Precio | S/D |
| Variación | 0.00% | Cupon | 147.70 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 135.41 | 10.00% | 16.30 | -56.26% |
| 134.18 | 9.00% | 18.17 | -51.26% |
| 132.95 | 8.00% | 20.07 | -46.14% |
| 131.72 | 7.00% | 22.03 | -40.88% |
| 130.49 | 6.00% | 24.04 | -35.49% |
| 129.25 | 5.00% | 26.10 | -29.96% |
| 128.02 | 4.00% | 28.22 | -24.28% |
| 126.79 | 3.00% | 30.39 | -18.45% |
| 125.56 | 2.00% | 32.63 | -12.46% |
| 124.33 | 1.00% | 34.92 | -6.31% |
| 123.10 | 0.00% | 37.27 | 0.00% |
| 121.87 | -1.00% | 39.69 | 6.50% |
| 120.64 | -2.00% | 42.18 | 13.18% |
| 119.41 | -3.00% | 44.74 | 20.04% |
| 118.18 | -4.00% | 47.37 | 27.10% |
| 116.94 | -5.00% | 50.08 | 34.37% |
| 115.71 | -6.00% | 52.87 | 41.85% |
| 114.48 | -7.00% | 55.74 | 49.55% |
| 113.25 | -8.00% | 58.69 | 57.48% |
| 112.02 | -9.00% | 61.74 | 65.65% |
| 110.79 | -10.00% | 64.88 | 74.07% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 40.62 | 9.00% | 121.40 | -1.38% |
| 40.25 | 8.00% | 121.59 | -1.23% |
| 39.88 | 7.00% | 121.78 | -1.08% |
| 39.51 | 6.00% | 121.96 | -0.92% |
| 39.13 | 5.00% | 122.15 | -0.77% |
| 38.76 | 4.00% | 122.34 | -0.62% |
| 38.39 | 3.00% | 122.53 | -0.46% |
| 38.02 | 2.00% | 122.72 | -0.31% |
| 37.64 | 1.00% | 122.91 | -0.16% |
| 37.27 | 0.00% | 123.10 | 0.00% |
| 36.90 | -1.00% | 123.29 | 0.16% |
| 36.52 | -2.00% | 123.49 | 0.31% |
| 36.15 | -3.00% | 123.68 | 0.47% |
| 35.78 | -4.00% | 123.88 | 0.63% |
| 35.41 | -5.00% | 124.07 | 0.79% |
| 35.03 | -6.00% | 124.27 | 0.95% |
| 34.66 | -7.00% | 124.47 | 1.11% |
| 34.29 | -8.00% | 124.66 | 1.27% |
| 33.92 | -9.00% | 124.86 | 1.43% |
| Desarrollo TIR 37.27% | ||||
|---|---|---|---|---|
| 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+37.27)^(207/360)] | 39.75 | i |
| 2025-06-18 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+37.27)^(207/360)] | 83.35 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-21 | 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 (95/302) | 15.00 |
| 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) | (207 / 360) | 0.57 | [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+37.27)^(207/360)]+[((1+0.0395/100)^((302/360) x 12) - 1) x 100.00]/[(1+37.27)^(207/360)] | 123.10 | 1.00 | 0.57 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.57 | 0.57 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.57)/(1 + 37.27/100) | 0.42 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (122.91 - 123.29 )/( 2 x 123.1 x 0.01) | 0.16 |
| 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)] | (207 / 360) ^ 2 + (207 / 360) | 0.91 | [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+37.27)^(207/360)]+[((1+0.0395/100)^((302/360) x 12) - 1) x 100.00]/[(1+37.27)^(207/360)] | 123.10 | 111.48 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [123.1 x ((1 + 37.272) ^ 2)]] x 111.48] | 0.48 |
| 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 |