| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-08-29 | 0.00 | 0.00 | 157.70 | 100.00 | 257.70 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | S29G5 | Valor Tecnico | 113.02 | Semana TIR | 7.44% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -28.32% |
| Tipo | Soberano | Paridad | 109.63% | Semestre TIR | S/D |
| País | Argentina | TIR | 36.67% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.77 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.57 | Semana Precio | -0.87% |
| Fecha/Hora | 2024-11-20 17:00:26 | Effective Dur. | 0.21 | Mes Precio | 11.88% |
| Volumen | 0 | Convexidad | 0.73 | Semestre Precio | S/D |
| Precio | 123.90 | Int. Corrido | 13.02 | 1ero Enero Precio | S/D |
| Variación | 0.00% | Cupon | 157.70 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 136.29 | 10.00% | 20.80 | -43.28% |
| 135.05 | 9.00% | 22.24 | -39.36% |
| 133.81 | 8.00% | 23.70 | -35.36% |
| 132.57 | 7.00% | 25.20 | -31.27% |
| 131.33 | 6.00% | 26.73 | -27.10% |
| 130.09 | 5.00% | 28.30 | -22.83% |
| 128.86 | 4.00% | 29.90 | -18.46% |
| 127.62 | 3.00% | 31.53 | -14.01% |
| 126.38 | 2.00% | 33.21 | -9.44% |
| 125.14 | 1.00% | 34.92 | -4.78% |
| 123.90 | 0.00% | 36.67 | 0.00% |
| 122.66 | -1.00% | 38.46 | 4.87% |
| 121.42 | -2.00% | 40.29 | 9.87% |
| 120.18 | -3.00% | 42.17 | 14.99% |
| 118.94 | -4.00% | 44.09 | 20.22% |
| 117.71 | -5.00% | 46.05 | 25.59% |
| 116.47 | -6.00% | 48.07 | 31.08% |
| 115.23 | -7.00% | 50.13 | 36.71% |
| 113.99 | -8.00% | 52.25 | 42.49% |
| 112.75 | -9.00% | 54.42 | 48.41% |
| 111.51 | -10.00% | 56.65 | 54.47% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 39.97 | 9.00% | 121.64 | -1.83% |
| 39.60 | 8.00% | 121.88 | -1.63% |
| 39.24 | 7.00% | 122.13 | -1.43% |
| 38.87 | 6.00% | 122.38 | -1.23% |
| 38.50 | 5.00% | 122.63 | -1.03% |
| 38.14 | 4.00% | 122.88 | -0.82% |
| 37.77 | 3.00% | 123.13 | -0.62% |
| 37.40 | 2.00% | 123.39 | -0.41% |
| 37.04 | 1.00% | 123.64 | -0.21% |
| 36.67 | 0.00% | 123.90 | 0.00% |
| 36.30 | -1.00% | 124.15 | 0.21% |
| 35.94 | -2.00% | 124.41 | 0.41% |
| 35.57 | -3.00% | 124.67 | 0.62% |
| 35.20 | -4.00% | 124.93 | 0.83% |
| 34.84 | -5.00% | 125.20 | 1.05% |
| 34.47 | -6.00% | 125.46 | 1.26% |
| 34.10 | -7.00% | 125.72 | 1.47% |
| 33.74 | -8.00% | 125.99 | 1.69% |
| 33.37 | -9.00% | 126.26 | 1.90% |
| Desarrollo TIR 36.67% | ||||
|---|---|---|---|---|
| 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+0.0388/100)^((359/360) x 12) - 1) x 100.00]/[(1+36.67)^(278/360)] | 45.33 | i |
| 2025-08-29 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+36.67)^(278/360)] | 78.57 | 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+0.0388/100)^((359/360) x 12)-1] x (81/359) | 13.02 |
| 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) | (278 / 360) | 0.77 | [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+36.67)^(278/360)]+[((1+0.0388/100)^((359/360) x 12) - 1) x 100.00]/[(1+36.67)^(278/360)] | 123.90 | 1.00 | 0.77 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.77 | 0.77 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.77)/(1 + 36.67/100) | 0.57 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (123.64 - 124.16 )/( 2 x 123.9 x 0.01) | 0.21 |
| 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)] | (278 / 360) ^ 2 + (278 / 360) | 1.37 | [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+36.67)^(278/360)]+[((1+0.0388/100)^((359/360) x 12) - 1) x 100.00]/[(1+36.67)^(278/360)] | 123.90 | 169.56 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [123.9 x ((1 + 36.6666875) ^ 2)]] x 169.56] | 0.73 |
| 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 |