| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-05-16 | 0.00 | 0.00 | 136.86 | 100.00 | 236.86 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | S16Y5 | Valor Tecnico | 105.16 | Semana TIR | 1.20% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -8.81% |
| Tipo | Corporativo | Paridad | 101.37% | Semestre TIR | S/D |
| País | Argentina | TIR | 53.79% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.58 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.38 | Semana Precio | 0.59% |
| Fecha/Hora | 2024-10-17 17:00:01 | Effective Dur. | 0.20 | Mes Precio | 5.96% |
| Volumen | 2764785506 | Convexidad | 0.39 | Semestre Precio | S/D |
| Precio | 106.60 | Int. Corrido | 5.16 | 1ero Enero Precio | S/D |
| Variación | 0.38% | Cupon | 136.86 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 117.26 | 10.00% | 30.51 | -43.29% |
| 116.19 | 9.00% | 32.58 | -39.44% |
| 115.13 | 8.00% | 34.70 | -35.50% |
| 114.06 | 7.00% | 36.87 | -31.45% |
| 113.00 | 6.00% | 39.10 | -27.30% |
| 111.93 | 5.00% | 41.39 | -23.05% |
| 110.86 | 4.00% | 43.74 | -18.68% |
| 109.80 | 3.00% | 46.16 | -14.19% |
| 108.73 | 2.00% | 48.63 | -9.59% |
| 107.67 | 1.00% | 51.18 | -4.86% |
| 106.60 | 0.00% | 53.79 | 0.00% |
| 105.53 | -1.00% | 56.48 | 4.99% |
| 104.47 | -2.00% | 59.24 | 10.12% |
| 103.40 | -3.00% | 62.07 | 15.40% |
| 102.34 | -4.00% | 64.99 | 20.83% |
| 101.27 | -5.00% | 68.00 | 26.41% |
| 100.20 | -6.00% | 71.09 | 32.16% |
| 99.14 | -7.00% | 74.27 | 38.07% |
| 98.07 | -8.00% | 77.54 | 44.16% |
| 97.01 | -9.00% | 80.92 | 50.43% |
| 95.94 | -10.00% | 84.39 | 56.89% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 58.63 | 9.00% | 104.70 | -1.78% |
| 58.09 | 8.00% | 104.91 | -1.59% |
| 57.56 | 7.00% | 105.11 | -1.39% |
| 57.02 | 6.00% | 105.32 | -1.20% |
| 56.48 | 5.00% | 105.53 | -1.00% |
| 55.94 | 4.00% | 105.74 | -0.80% |
| 55.40 | 3.00% | 105.96 | -0.60% |
| 54.87 | 2.00% | 106.17 | -0.40% |
| 54.33 | 1.00% | 106.38 | -0.20% |
| 53.79 | 0.00% | 106.60 | 0.00% |
| 53.25 | -1.00% | 106.82 | 0.20% |
| 52.71 | -2.00% | 107.04 | 0.41% |
| 52.18 | -3.00% | 107.25 | 0.61% |
| 51.64 | -4.00% | 107.48 | 0.82% |
| 51.10 | -5.00% | 107.70 | 1.03% |
| 50.56 | -6.00% | 107.92 | 1.24% |
| 50.02 | -7.00% | 108.14 | 1.45% |
| 49.49 | -8.00% | 108.37 | 1.66% |
| 48.95 | -9.00% | 108.60 | 1.87% |
| Desarrollo TIR 53.79% | ||||
|---|---|---|---|---|
| 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+0.0395/100)^((243/360) x 12) - 1) x 100.00]/[(1+53.79)^(209/360)] | 28.71 | i |
| 2025-05-16 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+53.79)^(209/360)] | 77.89 | 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)^((243/360) x 12)-1] x (34/243) | 5.16 |
| 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) | (209 / 360) | 0.58 | [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+53.79)^(209/360)]+[((1+0.0395/100)^((243/360) x 12) - 1) x 100.00]/[(1+53.79)^(209/360)] | 106.60 | 1.00 | 0.58 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.58 | 0.58 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.58)/(1 + 53.79/100) | 0.38 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (106.38 - 106.82 )/( 2 x 106.6 x 0.01) | 0.20 |
| 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)] | (209 / 360) ^ 2 + (209 / 360) | 0.92 | [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+53.79)^(209/360)]+[((1+0.0395/100)^((243/360) x 12) - 1) x 100.00]/[(1+53.79)^(209/360)] | 106.60 | 97.82 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [106.6 x ((1 + 53.7896875) ^ 2)]] x 97.82] | 0.39 |
| 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 |