| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-07-31 | 0.00 | 0.00 | 147.74 | 100.00 | 247.74 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | S31L5 | Valor Tecnico | 108.12 | Semana TIR | 12.04% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -26.81% |
| Tipo | Soberano | Paridad | 109.33% | Semestre TIR | S/D |
| País | Argentina | TIR | 38.06% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.69 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.50 | Semana Precio | -1.50% |
| Fecha/Hora | 2024-11-21 11:04:39 | Effective Dur. | 0.19 | Mes Precio | 10.67% |
| Volumen | 292919 | Convexidad | 0.61 | Semestre Precio | S/D |
| Precio | 118.20 | Int. Corrido | 8.12 | 1ero Enero Precio | S/D |
| Variación | -0.84% | Cupon | 147.74 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 130.02 | 10.00% | 20.29 | -44.25% |
| 128.84 | 9.00% | 21.89 | -39.85% |
| 127.66 | 8.00% | 23.52 | -35.36% |
| 126.47 | 7.00% | 25.19 | -30.76% |
| 125.29 | 6.00% | 26.91 | -26.06% |
| 124.11 | 5.00% | 28.66 | -21.25% |
| 122.93 | 4.00% | 30.45 | -16.32% |
| 121.75 | 3.00% | 32.28 | -11.28% |
| 120.56 | 2.00% | 34.16 | -6.12% |
| 119.38 | 1.00% | 36.09 | -0.83% |
| 118.20 | 0.00% | 38.06 | 0.00% |
| 117.02 | -1.00% | 40.08 | 10.14% |
| 115.84 | -2.00% | 42.15 | 15.84% |
| 114.65 | -3.00% | 44.28 | 21.67% |
| 113.47 | -4.00% | 46.45 | 27.66% |
| 112.29 | -5.00% | 48.69 | 33.80% |
| 111.11 | -6.00% | 50.98 | 40.09% |
| 109.93 | -7.00% | 53.33 | 46.56% |
| 108.74 | -8.00% | 55.75 | 53.20% |
| 107.56 | -9.00% | 58.23 | 60.01% |
| 106.38 | -10.00% | 60.78 | 67.02% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 39.67 | 9.00% | 117.26 | -0.80% |
| 39.30 | 8.00% | 117.47 | -0.62% |
| 38.94 | 7.00% | 117.68 | -0.44% |
| 38.57 | 6.00% | 117.90 | -0.26% |
| 38.21 | 5.00% | 118.11 | -0.07% |
| 36.39 | 0.00% | 118.20 | 0.00% |
| 37.85 | 4.00% | 118.33 | 0.11% |
| 37.48 | 3.00% | 118.54 | 0.29% |
| 37.12 | 2.00% | 118.76 | 0.47% |
| 36.75 | 1.00% | 118.98 | 0.66% |
| 36.03 | -1.00% | 119.42 | 1.03% |
| 35.66 | -2.00% | 119.64 | 1.22% |
| 35.30 | -3.00% | 119.86 | 1.41% |
| 34.93 | -4.00% | 120.09 | 1.60% |
| 34.57 | -5.00% | 120.31 | 1.79% |
| 34.21 | -6.00% | 120.54 | 1.98% |
| 33.84 | -7.00% | 120.76 | 2.17% |
| 33.48 | -8.00% | 120.99 | 2.36% |
| 33.11 | -9.00% | 121.22 | 2.56% |
| Desarrollo TIR 38.06% | ||||
|---|---|---|---|---|
| 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+0.0398/100)^((300/360) x 12) - 1) x 100.00]/[(1+38.06)^(249/360)] | 38.19 | i |
| 2025-07-31 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+38.06)^(249/360)] | 80.01 | 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+0.0398/100)^((300/360) x 12)-1] x (51/300) | 8.12 |
| 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) | (249 / 360) | 0.69 | [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+38.06)^(249/360)]+[((1+0.0398/100)^((300/360) x 12) - 1) x 100.00]/[(1+38.06)^(249/360)] | 118.20 | 1.00 | 0.69 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.69 | 0.69 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.69)/(1 + 38.06/100) | 0.50 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (117.98 - 118.43 )/( 2 x 118.201 x 0.01) | 0.19 |
| 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)] | (249 / 360) ^ 2 + (249 / 360) | 1.17 | [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+38.06)^(249/360)]+[((1+0.0398/100)^((300/360) x 12) - 1) x 100.00]/[(1+38.06)^(249/360)] | 118.20 | 138.30 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [118.201 x ((1 + 38.0585) ^ 2)]] x 138.30] | 0.61 |
| 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 |