| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-07-31 | 0.00 | 0.00 | 47.74 | 100.00 | 147.74 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | S31L5 | Valor Tecnico | 135.17 | Semana TIR | 4.26% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -25.71% |
| Tipo | Soberano | Paridad | 102.54% | Semestre TIR | -13.11% |
| País | Argentina | TIR | 33.78% | 1ero Enero TIR | -2.52% |
| Mercado | BYMA | Macaulay Dur. | 0.22 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.16 | Semana Precio | 0.63% |
| Fecha/Hora | 2025-05-09 16:56:47 | Effective Dur. | 0.06 | Mes Precio | 5.09% |
| Volumen | 2087585634 | Convexidad | 0.15 | Semestre Precio | 18.82% |
| Precio | 138.60 | Int. Corrido | 35.17 | 1ero Enero Precio | 11.59% |
| Variación | 0.14% | Cupon | 147.74 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 152.46 | 10.00% | -13.35 | -139.52% |
| 151.07 | 9.00% | -9.67 | -128.62% |
| 149.69 | 8.00% | -5.79 | -117.15% |
| 148.30 | 7.00% | -1.71 | -105.08% |
| 146.92 | 6.00% | 2.58 | -92.36% |
| 145.53 | 5.00% | 7.11 | -78.95% |
| 144.14 | 4.00% | 11.88 | -64.82% |
| 142.76 | 3.00% | 16.92 | -49.91% |
| 141.37 | 2.00% | 22.24 | -34.17% |
| 139.99 | 1.00% | 27.85 | -17.56% |
| 138.60 | 0.00% | 33.78 | 0.00% |
| 137.21 | -1.00% | 40.05 | 18.56% |
| 135.83 | -2.00% | 46.68 | 38.19% |
| 134.44 | -3.00% | 53.70 | 58.96% |
| 133.06 | -4.00% | 61.13 | 80.97% |
| 131.67 | -5.00% | 69.01 | 104.28% |
| 130.28 | -6.00% | 77.35 | 129.00% |
| 128.90 | -7.00% | 86.21 | 155.22% |
| 127.51 | -8.00% | 95.62 | 183.06% |
| 126.13 | -9.00% | 105.61 | 212.63% |
| 124.74 | -10.00% | 116.22 | 244.06% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 36.82 | 9.00% | 137.92 | -0.49% |
| 36.48 | 8.00% | 137.99 | -0.44% |
| 36.14 | 7.00% | 138.07 | -0.38% |
| 35.81 | 6.00% | 138.14 | -0.33% |
| 35.47 | 5.00% | 138.22 | -0.28% |
| 35.13 | 4.00% | 138.29 | -0.22% |
| 34.79 | 3.00% | 138.37 | -0.17% |
| 34.46 | 2.00% | 138.45 | -0.11% |
| 34.12 | 1.00% | 138.52 | -0.06% |
| 33.78 | 0.00% | 138.60 | 0.00% |
| 33.44 | -1.00% | 138.68 | 0.06% |
| 33.10 | -2.00% | 138.75 | 0.11% |
| 32.77 | -3.00% | 138.83 | 0.17% |
| 32.43 | -4.00% | 138.91 | 0.22% |
| 32.09 | -5.00% | 138.99 | 0.28% |
| 31.75 | -6.00% | 139.06 | 0.34% |
| 31.42 | -7.00% | 139.14 | 0.39% |
| 31.08 | -8.00% | 139.22 | 0.45% |
| 30.74 | -9.00% | 139.30 | 0.51% |
| Desarrollo TIR 33.78% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-07-31 | [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((1+0.0398)^((300/360) x 12) - 1) x 100.00]/[(1+33.78)^(79/360)] | 44.79 | i |
| 2025-07-31 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+33.78)^(79/360)] | 93.81 | 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+0.0398/100)^((300/360) x 12)-1] x (221/300) | 35.17 |
| 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. | |
| 2025-07-31 | (Dias para cupon / Dias Año) | (79 / 360) | 0.22 | [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+33.78)^(79/360)]+[((1+0.0398)^((300/360) x 12) - 1) x 100.00]/[(1+33.78)^(79/360)] | 138.60 | 1.00 | 0.22 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.22 | 0.22 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.22)/(1 + 33.78/100) | 0.16 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (138.52 - 138.68 )/( 2 x 138.6 x 0.01) | 0.06 |
| 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. |
| 2025-07-31 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (79 / 360) ^ 2 + (79 / 360) | 0.27 | [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+33.78)^(79/360)]+[((1+0.0398)^((300/360) x 12) - 1) x 100.00]/[(1+33.78)^(79/360)] | 138.60 | 37.09 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [138.6 x ((1 + 33.7786875) ^ 2)]] x 37.09] | 0.15 |
| F. de Emision | 2024-09-30 | ||
| F. de Vencimiento | 2025-07-31 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Integra al vencimiento | ||
| Interes | TEM 3.98% | ||
| Frecuencia | Pagará intereses a una tasa efectiva mensual capitalizable mensualmente hasta el vencimiento del instrumento, 31-07-2025 | ||
| ISIN | AR0112750168 |