| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-05-16 | 0.00 | 0.00 | 36.86 | 100.00 | 136.86 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | S16Y5 | Valor Tecnico | 135.95 | Semana TIR | 3.90% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -51.13% |
| Tipo | Soberano | Paridad | 100.33% | Semestre TIR | -41.76% |
| País | Argentina | TIR | 22.36% | 1ero Enero TIR | -43.29% |
| Mercado | BYMA | Macaulay Dur. | 0.02 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.01 | Semana Precio | 0.53% |
| Fecha/Hora | 2025-05-09 17:00:22 | Effective Dur. | 0.00 | Mes Precio | 3.49% |
| Volumen | 38563306780 | Convexidad | 0.01 | Semestre Precio | 18.10% |
| Precio | 136.40 | Int. Corrido | 35.95 | 1ero Enero Precio | 13.00% |
| Variación | 0.22% | Cupon | 136.86 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 150.04 | 10.00% | 0.00 | 0.00% |
| 148.68 | 9.00% | 0.00 | 0.00% |
| 147.31 | 8.00% | -98.79 | -541.82% |
| 145.95 | 7.00% | -97.89 | -537.77% |
| 144.58 | 6.00% | -96.29 | -530.63% |
| 143.22 | 5.00% | -93.45 | -517.92% |
| 141.86 | 4.00% | -88.36 | -495.18% |
| 140.49 | 3.00% | -79.22 | -454.30% |
| 139.13 | 2.00% | -62.69 | -380.36% |
| 137.76 | 1.00% | -32.62 | -245.86% |
| 136.40 | 0.00% | 22.42 | 0.00% |
| 135.04 | -1.00% | 123.73 | 453.37% |
| 133.67 | -2.00% | 311.41 | 1292.72% |
| 132.31 | -3.00% | 661.27 | 2857.37% |
| 130.94 | -4.00% | 1317.65 | 5792.87% |
| 129.58 | -5.00% | 2557.21 | 11336.53% |
| 128.22 | -6.00% | 4913.84 | 21876.03% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 24.37 | 9.00% | 136.36 | -0.03% |
| 24.15 | 8.00% | 136.37 | -0.02% |
| 23.93 | 7.00% | 136.37 | -0.02% |
| 23.70 | 6.00% | 136.38 | -0.02% |
| 23.48 | 5.00% | 136.38 | -0.01% |
| 23.25 | 4.00% | 136.38 | -0.01% |
| 23.03 | 3.00% | 136.39 | -0.01% |
| 22.81 | 2.00% | 136.39 | -0.01% |
| 22.58 | 1.00% | 136.40 | 0.00% |
| 22.36 | 0.00% | 136.40 | 0.00% |
| 22.14 | -1.00% | 136.41 | 0.00% |
| 21.91 | -2.00% | 136.41 | 0.01% |
| 21.69 | -3.00% | 136.41 | 0.01% |
| 21.47 | -4.00% | 136.42 | 0.01% |
| 21.24 | -5.00% | 136.42 | 0.02% |
| 21.02 | -6.00% | 136.43 | 0.02% |
| 20.79 | -7.00% | 136.43 | 0.02% |
| 20.57 | -8.00% | 136.43 | 0.03% |
| 20.35 | -9.00% | 136.44 | 0.03% |
| Desarrollo TIR 22.36% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-05-16 | [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((1+0.0395)^((243/360) x 12) - 1) x 100.00]/[(1+22.36)^(6/360)] | 36.74 | i |
| 2025-05-16 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+22.36)^(6/360)] | 99.66 | 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)^((243/360) x 12)-1] x (237/243) | 35.95 |
| 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. | |
| 2025-05-16 | (Dias para cupon / Dias Año) | (6 / 360) | 0.02 | [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+22.36)^(6/360)]+[((1+0.0395)^((243/360) x 12) - 1) x 100.00]/[(1+22.36)^(6/360)] | 136.40 | 1.00 | 0.02 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.02 | 0.02 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.02)/(1 + 22.36/100) | 0.01 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (136.40 - 136.41 )/( 2 x 136.401 x 0.01) | 0.00 |
| 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. |
| 2025-05-16 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (6 / 360) ^ 2 + (6 / 360) | 0.02 | [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+22.36)^(6/360)]+[((1+0.0395)^((243/360) x 12) - 1) x 100.00]/[(1+22.36)^(6/360)] | 136.40 | 2.31 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [136.401 x ((1 + 22.364) ^ 2)]] x 2.31] | 0.01 |
| F. de Emision | 2024-09-13 | ||
| F. de Vencimiento | 2025-05-16 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | íntegra 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 | ||
| ISIN | AR0637806511 |