| 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 | 109.75 | Semana TIR | -4.10% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -30.35% |
| Tipo | Soberano | Paridad | 104.26% | Semestre TIR | S/D |
| País | Argentina | TIR | 35.78% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.31 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.23 | Semana Precio | 0.97% |
| Fecha/Hora | 2024-11-21 12:07:35 | Effective Dur. | 0.08 | Mes Precio | 7.10% |
| Volumen | 15695151 | Convexidad | 0.22 | Semestre Precio | S/D |
| Precio | 114.43 | Int. Corrido | 9.75 | 1ero Enero Precio | S/D |
| Variación | 0.51% | Cupon | 125.96 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 125.87 | 10.00% | 0.23 | -99.40% |
| 124.73 | 9.00% | 3.19 | -91.73% |
| 123.58 | 8.00% | 6.27 | -83.76% |
| 122.44 | 7.00% | 9.46 | -75.47% |
| 121.30 | 6.00% | 12.79 | -66.86% |
| 120.15 | 5.00% | 16.24 | -57.90% |
| 119.01 | 4.00% | 19.84 | -48.57% |
| 117.86 | 3.00% | 23.59 | -38.86% |
| 116.72 | 2.00% | 27.49 | -28.75% |
| 115.57 | 1.00% | 31.55 | -18.21% |
| 114.43 | 0.00% | 35.79 | 0.00% |
| 113.29 | -1.00% | 40.21 | 4.23% |
| 112.14 | -2.00% | 44.82 | 16.17% |
| 111.00 | -3.00% | 49.63 | 28.64% |
| 109.85 | -4.00% | 54.65 | 41.66% |
| 108.71 | -5.00% | 59.90 | 55.26% |
| 107.56 | -6.00% | 65.38 | 69.47% |
| 106.42 | -7.00% | 71.11 | 84.33% |
| 105.28 | -8.00% | 77.11 | 99.87% |
| 104.13 | -9.00% | 83.38 | 116.13% |
| 102.99 | -10.00% | 89.95 | 133.16% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 42.05 | 9.00% | 112.82 | -1.40% |
| 41.67 | 8.00% | 112.92 | -1.32% |
| 41.28 | 7.00% | 113.02 | -1.24% |
| 40.89 | 6.00% | 113.11 | -1.15% |
| 40.51 | 5.00% | 113.21 | -1.07% |
| 40.12 | 4.00% | 113.31 | -0.98% |
| 39.74 | 3.00% | 113.41 | -0.90% |
| 39.35 | 2.00% | 113.50 | -0.81% |
| 38.97 | 1.00% | 113.60 | -0.72% |
| 38.19 | -1.00% | 113.80 | -0.55% |
| 37.81 | -2.00% | 113.90 | -0.46% |
| 37.42 | -3.00% | 114.00 | -0.37% |
| 37.04 | -4.00% | 114.10 | -0.29% |
| 36.65 | -5.00% | 114.20 | -0.20% |
| 36.27 | -6.00% | 114.30 | -0.11% |
| 35.88 | -7.00% | 114.41 | -0.02% |
| 38.58 | 0.00% | 114.43 | 0.00% |
| 35.49 | -8.00% | 114.51 | 0.07% |
| 35.11 | -9.00% | 114.61 | 0.16% |
| Desarrollo TIR 35.78% | ||||
|---|---|---|---|---|
| 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+35.78)^(113/360)] | 23.59 | i |
| 2025-03-14 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+35.78)^(113/360)] | 90.85 | 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+0.039/100)^((181/360) x 12)-1] x (68/181) | 9.75 |
| 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) | (113 / 360) | 0.31 | [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+35.78)^(113/360)]+[((1+0.039/100)^((181/360) x 12) - 1) x 100.00]/[(1+35.78)^(113/360)] | 114.43 | 1.00 | 0.31 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.31 | 0.31 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.31)/(1 + 35.78/100) | 0.23 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (114.34 - 114.53 )/( 2 x 114.434 x 0.01) | 0.08 |
| 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)] | (113 / 360) ^ 2 + (113 / 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+35.78)^(113/360)]+[((1+0.039/100)^((181/360) x 12) - 1) x 100.00]/[(1+35.78)^(113/360)] | 114.43 | 47.19 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [114.434 x ((1 + 35.7773125) ^ 2)]] x 47.19] | 0.22 |
| 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 |