| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-03-14 | 0.00 | 0.00 | 125.96 | 100.00 | 225.96 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | S14M5 | Valor Tecnico | 104.88 | Semana TIR | 0.51% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -6.13% |
| Tipo | Soberano | Paridad | 100.74% | Semestre TIR | S/D |
| País | Argentina | TIR | 53.83% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.41 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.27 | Semana Precio | 0.76% |
| Fecha/Hora | 2024-10-17 17:00:27 | Effective Dur. | 0.14 | Mes Precio | 4.81% |
| Volumen | 695887513 | Convexidad | 0.24 | Semestre Precio | S/D |
| Precio | 105.65 | Int. Corrido | 4.88 | 1ero Enero Precio | S/D |
| Variación | 0.05% | Cupon | 125.96 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 116.22 | 10.00% | 21.81 | -59.49% |
| 115.16 | 9.00% | 24.56 | -54.37% |
| 114.10 | 8.00% | 27.41 | -49.09% |
| 113.05 | 7.00% | 30.34 | -43.63% |
| 111.99 | 6.00% | 33.38 | -38.00% |
| 110.93 | 5.00% | 36.51 | -32.18% |
| 109.88 | 4.00% | 39.74 | -26.17% |
| 108.82 | 3.00% | 43.09 | -19.95% |
| 107.76 | 2.00% | 46.55 | -13.52% |
| 106.71 | 1.00% | 50.13 | -6.88% |
| 105.65 | 0.00% | 53.83 | 0.00% |
| 104.59 | -1.00% | 57.67 | 7.13% |
| 103.54 | -2.00% | 61.64 | 14.50% |
| 102.48 | -3.00% | 65.75 | 22.14% |
| 101.42 | -4.00% | 70.01 | 30.05% |
| 100.37 | -5.00% | 74.42 | 38.25% |
| 99.31 | -6.00% | 79.00 | 46.76% |
| 98.25 | -7.00% | 83.75 | 55.59% |
| 97.20 | -8.00% | 88.68 | 64.75% |
| 96.14 | -9.00% | 93.80 | 74.25% |
| 95.09 | -10.00% | 99.12 | 84.13% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 58.67 | 9.00% | 104.32 | -1.26% |
| 58.14 | 8.00% | 104.47 | -1.12% |
| 57.60 | 7.00% | 104.61 | -0.98% |
| 57.06 | 6.00% | 104.76 | -0.84% |
| 56.52 | 5.00% | 104.90 | -0.71% |
| 55.98 | 4.00% | 105.05 | -0.57% |
| 55.44 | 3.00% | 105.20 | -0.42% |
| 54.91 | 2.00% | 105.35 | -0.28% |
| 54.37 | 1.00% | 105.50 | -0.14% |
| 53.83 | 0.00% | 105.65 | 0.00% |
| 53.29 | -1.00% | 105.80 | 0.14% |
| 52.75 | -2.00% | 105.95 | 0.29% |
| 52.22 | -3.00% | 106.11 | 0.43% |
| 51.68 | -4.00% | 106.26 | 0.58% |
| 51.14 | -5.00% | 106.41 | 0.72% |
| 50.60 | -6.00% | 106.57 | 0.87% |
| 50.06 | -7.00% | 106.73 | 1.02% |
| 49.52 | -8.00% | 106.88 | 1.17% |
| 48.99 | -9.00% | 107.04 | 1.32% |
| Desarrollo TIR 53.83% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-03-14 | [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((1+0.039/100)^((181/360) x 12) - 1) x 100.00]/[(1+53.83)^(147/360)] | 21.78 | i |
| 2025-03-14 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+53.83)^(147/360)] | 83.87 | 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+0.039/100)^((181/360) x 12)-1] x (34/181) | 4.88 |
| 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. | |
| 2025-03-14 | (Dias para cupon / Dias Año) | (147 / 360) | 0.41 | [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+53.83)^(147/360)]+[((1+0.039/100)^((181/360) x 12) - 1) x 100.00]/[(1+53.83)^(147/360)] | 105.65 | 1.00 | 0.41 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.41 | 0.41 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.41)/(1 + 53.83/100) | 0.27 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (105.50 - 105.80 )/( 2 x 105.65 x 0.01) | 0.14 |
| 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. |
| 2025-03-14 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (147 / 360) ^ 2 + (147 / 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+53.83)^(147/360)]+[((1+0.039/100)^((181/360) x 12) - 1) x 100.00]/[(1+53.83)^(147/360)] | 105.65 | 60.76 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [105.65 x ((1 + 53.833) ^ 2)]] x 60.76] | 0.24 |
| F. de Emision | 2024-09-13 | ||
| F. de Vencimiento | 2025-03-14 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Integra al vencimiento. | ||
| Interes | TEM: 3.90% | ||
| Frecuencia | Pagará intereses a una tasa efectiva mensual capitalizable mensualmente hasta el vencimiento del instrumento, la que será determinada en la licitación | ||
| ISIN | AR0422567625 |