| 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 | 107.55 | Semana TIR | -1.85% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -12.56% |
| Tipo | Soberano | Paridad | 102.27% | Semestre TIR | S/D |
| País | Argentina | TIR | 51.53% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.87 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.57 | Semana Precio | 1.38% |
| Fecha/Hora | 2024-10-17 17:00:01 | Effective Dur. | 0.29 | Mes Precio | 8.32% |
| Volumen | 8322734170 | Convexidad | 0.70 | Semestre Precio | S/D |
| Precio | 110.00 | Int. Corrido | 7.55 | 1ero Enero Precio | S/D |
| Variación | 1.66% | Cupon | 157.70 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 121.00 | 10.00% | 35.75 | -30.62% |
| 119.90 | 9.00% | 37.19 | -27.83% |
| 118.80 | 8.00% | 38.66 | -24.98% |
| 117.70 | 7.00% | 40.15 | -22.08% |
| 116.60 | 6.00% | 41.68 | -19.11% |
| 115.50 | 5.00% | 43.24 | -16.09% |
| 114.40 | 4.00% | 44.83 | -13.00% |
| 113.30 | 3.00% | 46.45 | -9.85% |
| 112.20 | 2.00% | 48.11 | -6.64% |
| 111.10 | 1.00% | 49.80 | -3.35% |
| 110.00 | 0.00% | 51.53 | 0.00% |
| 108.90 | -1.00% | 53.30 | 3.44% |
| 107.80 | -2.00% | 55.11 | 6.94% |
| 106.70 | -3.00% | 56.95 | 10.52% |
| 105.60 | -4.00% | 58.84 | 14.19% |
| 104.50 | -5.00% | 60.77 | 17.94% |
| 103.40 | -6.00% | 62.75 | 21.77% |
| 102.30 | -7.00% | 64.77 | 25.69% |
| 101.20 | -8.00% | 66.84 | 29.70% |
| 100.10 | -9.00% | 68.95 | 33.81% |
| 99.00 | -10.00% | 71.12 | 38.02% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 56.17 | 9.00% | 107.17 | -2.58% |
| 55.65 | 8.00% | 107.47 | -2.30% |
| 55.14 | 7.00% | 107.78 | -2.02% |
| 54.62 | 6.00% | 108.09 | -1.73% |
| 54.11 | 5.00% | 108.41 | -1.45% |
| 53.59 | 4.00% | 108.72 | -1.16% |
| 53.08 | 3.00% | 109.04 | -0.87% |
| 52.56 | 2.00% | 109.36 | -0.58% |
| 52.05 | 1.00% | 109.68 | -0.29% |
| 51.53 | 0.00% | 110.00 | 0.00% |
| 51.01 | -1.00% | 110.33 | 0.30% |
| 50.50 | -2.00% | 110.65 | 0.59% |
| 49.98 | -3.00% | 110.98 | 0.89% |
| 49.47 | -4.00% | 111.32 | 1.20% |
| 48.95 | -5.00% | 111.65 | 1.50% |
| 48.44 | -6.00% | 111.98 | 1.80% |
| 47.92 | -7.00% | 112.32 | 2.11% |
| 47.41 | -8.00% | 112.66 | 2.42% |
| 46.89 | -9.00% | 113.01 | 2.73% |
| Desarrollo TIR 51.53% | ||||
|---|---|---|---|---|
| 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+51.53)^(312/360)] | 40.25 | i |
| 2025-08-29 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+51.53)^(312/360)] | 69.75 | 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+0.0388/100)^((359/360) x 12)-1] x (47/359) | 7.55 |
| 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) | (312 / 360) | 0.87 | [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+51.53)^(312/360)]+[((1+0.0388/100)^((359/360) x 12) - 1) x 100.00]/[(1+51.53)^(312/360)] | 110.00 | 1.00 | 0.87 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.87 | 0.87 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.87)/(1 + 51.53/100) | 0.57 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (109.68 - 110.33 )/( 2 x 110 x 0.01) | 0.29 |
| 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)] | (312 / 360) ^ 2 + (312 / 360) | 1.62 | [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+51.53)^(312/360)]+[((1+0.0388/100)^((359/360) x 12) - 1) x 100.00]/[(1+51.53)^(312/360)] | 110.00 | 177.96 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [110 x ((1 + 51.533) ^ 2)]] x 177.96] | 0.70 |
| 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 |