| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-08-29 | 0.00 | 0.00 | 57.70 | 100.00 | 157.70 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | S29G5 | Valor Tecnico | 140.34 | Semana TIR | -0.09% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -23.26% |
| Tipo | Soberano | Paridad | 102.89% | Semestre TIR | -11.90% |
| País | Argentina | TIR | 34.14% | 1ero Enero TIR | 2.26% |
| Mercado | BYMA | Macaulay Dur. | 0.30 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.22 | Semana Precio | 0.91% |
| Fecha/Hora | 2025-05-09 17:00:15 | Effective Dur. | 0.08 | Mes Precio | 5.44% |
| Volumen | 799455597 | Convexidad | 0.22 | Semestre Precio | 18.99% |
| Precio | 144.40 | Int. Corrido | 40.34 | 1ero Enero Precio | 10.86% |
| Variación | 0.28% | Cupon | 157.70 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 158.84 | 10.00% | -2.37 | -106.95% |
| 157.40 | 9.00% | 0.65 | -98.11% |
| 155.95 | 8.00% | 3.79 | -88.91% |
| 154.51 | 7.00% | 7.06 | -79.33% |
| 153.06 | 6.00% | 10.46 | -69.36% |
| 151.62 | 5.00% | 14.00 | -58.98% |
| 150.18 | 4.00% | 17.70 | -48.16% |
| 148.73 | 3.00% | 21.55 | -36.87% |
| 147.29 | 2.00% | 25.57 | -25.10% |
| 145.84 | 1.00% | 29.76 | -12.83% |
| 144.40 | 0.00% | 34.14 | 0.00% |
| 142.96 | -1.00% | 38.71 | 13.38% |
| 141.51 | -2.00% | 43.48 | 27.37% |
| 140.07 | -3.00% | 48.47 | 41.98% |
| 138.62 | -4.00% | 53.69 | 57.27% |
| 137.18 | -5.00% | 59.15 | 73.26% |
| 135.74 | -6.00% | 64.86 | 89.99% |
| 134.29 | -7.00% | 70.85 | 107.52% |
| 132.85 | -8.00% | 77.12 | 125.88% |
| 131.40 | -9.00% | 83.69 | 145.13% |
| 129.96 | -10.00% | 90.58 | 165.32% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 37.21 | 9.00% | 143.42 | -0.68% |
| 36.87 | 8.00% | 143.53 | -0.60% |
| 36.53 | 7.00% | 143.64 | -0.53% |
| 36.19 | 6.00% | 143.74 | -0.45% |
| 35.85 | 5.00% | 143.85 | -0.38% |
| 35.51 | 4.00% | 143.96 | -0.30% |
| 35.16 | 3.00% | 144.07 | -0.23% |
| 34.82 | 2.00% | 144.18 | -0.15% |
| 34.48 | 1.00% | 144.29 | -0.08% |
| 34.14 | 0.00% | 144.40 | 0.00% |
| 33.80 | -1.00% | 144.51 | 0.08% |
| 33.46 | -2.00% | 144.62 | 0.15% |
| 33.12 | -3.00% | 144.73 | 0.23% |
| 32.77 | -4.00% | 144.84 | 0.31% |
| 32.43 | -5.00% | 144.96 | 0.38% |
| 32.09 | -6.00% | 145.07 | 0.46% |
| 31.75 | -7.00% | 145.18 | 0.54% |
| 31.41 | -8.00% | 145.29 | 0.62% |
| 31.07 | -9.00% | 145.41 | 0.70% |
| Desarrollo TIR 34.14% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-08-29 | [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((1+0.0388)^((359/360) x 12) - 1) x 100.00]/[(1+34.14)^(108/360)] | 52.83 | i |
| 2025-08-29 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+34.14)^(108/360)] | 91.57 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-11 | Valor Nominal x [(1+TEM/100)^((Dias entre Cupones/Año) x 12) - 1] x (Dias Corridos / Dias entre Cupones) | 100.00 x [(1+0.0388/100)^((359/360) x 12)-1] x (251/359) | 40.34 |
| 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. | |
| 2025-08-29 | (Dias para cupon / Dias Año) | (108 / 360) | 0.30 | [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+34.14)^(108/360)]+[((1+0.0388)^((359/360) x 12) - 1) x 100.00]/[(1+34.14)^(108/360)] | 144.40 | 1.00 | 0.30 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.30 | 0.30 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.30)/(1 + 34.14/100) | 0.22 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (144.29 - 144.51 )/( 2 x 144.4 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. |
| 2025-08-29 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (108 / 360) ^ 2 + (108 / 360) | 0.39 | [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+34.14)^(108/360)]+[((1+0.0388)^((359/360) x 12) - 1) x 100.00]/[(1+34.14)^(108/360)] | 144.40 | 56.32 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [144.4 x ((1 + 34.1376875) ^ 2)]] x 56.32] | 0.22 |
| F. de Emision | 2024-08-30 | ||
| F. de Vencimiento | 2025-08-29 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Integra al vencimiento. | ||
| Interes | TEM 3.88% | ||
| Frecuencia | Pagará intereses a una tasa efectiva mensual capitalizable mensualmente hasta el vencimiento del instrumento, 29-08-2025 | ||
| ISIN | AR0308405304 |