| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-05-30 | 0.00 | 0.00 | 136.33 | 100.00 | 236.33 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | S30Y5 | Valor Tecnico | 107.72 | Semana TIR | -0.70% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -30.91% |
| Tipo | Soberano | Paridad | 107.83% | Semestre TIR | S/D |
| País | Argentina | TIR | 35.68% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.52 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.39 | Semana Precio | 0.69% |
| Fecha/Hora | 2024-11-21 12:19:40 | Effective Dur. | 0.14 | Mes Precio | 9.75% |
| Volumen | 506291492 | Convexidad | 0.43 | Semestre Precio | S/D |
| Precio | 116.15 | Int. Corrido | 7.72 | 1ero Enero Precio | S/D |
| Variación | 0.65% | Cupon | 136.33 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 127.77 | 10.00% | 13.16 | -63.08% |
| 126.60 | 9.00% | 15.14 | -57.51% |
| 125.44 | 8.00% | 17.18 | -51.79% |
| 124.28 | 7.00% | 19.28 | -45.91% |
| 123.12 | 6.00% | 21.43 | -39.87% |
| 121.96 | 5.00% | 23.64 | -33.66% |
| 120.80 | 4.00% | 25.92 | -27.28% |
| 119.63 | 3.00% | 28.26 | -20.72% |
| 118.47 | 2.00% | 30.66 | -13.97% |
| 117.31 | 1.00% | 33.14 | -7.02% |
| 116.15 | 0.00% | 35.68 | 0.00% |
| 114.99 | -1.00% | 38.31 | 7.48% |
| 113.83 | -2.00% | 41.01 | 15.06% |
| 112.67 | -3.00% | 43.79 | 22.86% |
| 111.50 | -4.00% | 46.65 | 30.91% |
| 110.34 | -5.00% | 49.61 | 39.20% |
| 109.18 | -6.00% | 52.66 | 47.74% |
| 108.02 | -7.00% | 55.80 | 56.56% |
| 106.86 | -8.00% | 59.04 | 65.65% |
| 105.70 | -9.00% | 62.38 | 75.04% |
| 104.54 | -10.00% | 65.84 | 84.73% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 38.85 | 9.00% | 114.75 | -1.20% |
| 38.49 | 8.00% | 114.91 | -1.07% |
| 38.13 | 7.00% | 115.06 | -0.94% |
| 37.78 | 6.00% | 115.22 | -0.80% |
| 37.42 | 5.00% | 115.38 | -0.67% |
| 37.07 | 4.00% | 115.53 | -0.53% |
| 36.71 | 3.00% | 115.69 | -0.39% |
| 36.35 | 2.00% | 115.85 | -0.26% |
| 36.00 | 1.00% | 116.01 | -0.12% |
| 35.64 | 0.00% | 116.15 | 0.00% |
| 35.28 | -1.00% | 116.33 | 0.16% |
| 34.93 | -2.00% | 116.49 | 0.29% |
| 34.57 | -3.00% | 116.65 | 0.43% |
| 34.21 | -4.00% | 116.82 | 0.57% |
| 33.86 | -5.00% | 116.98 | 0.71% |
| 33.50 | -6.00% | 117.14 | 0.85% |
| 33.15 | -7.00% | 117.31 | 1.00% |
| 32.79 | -8.00% | 117.47 | 1.14% |
| 32.43 | -9.00% | 117.64 | 1.28% |
| Desarrollo TIR 35.68% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-05-30 | [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((1+0.0395/100)^((240/360) x 12) - 1) x 100.00]/[(1+35.68)^(189/360)] | 30.95 | i |
| 2025-05-30 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+35.68)^(189/360)] | 85.20 | 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+0.0395/100)^((240/360) x 12)-1] x (51/240) | 7.72 |
| 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. | |
| 2025-05-30 | (Dias para cupon / Dias Año) | (189 / 360) | 0.53 | [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+35.68)^(189/360)]+[((1+0.0395/100)^((240/360) x 12) - 1) x 100.00]/[(1+35.68)^(189/360)] | 116.15 | 1.00 | 0.52 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.52 | 0.52 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.52)/(1 + 35.68/100) | 0.39 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (115.99 - 116.31 )/( 2 x 116.15 x 0.01) | 0.14 |
| 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. |
| 2025-05-30 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (189 / 360) ^ 2 + (189 / 360) | 0.80 | [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+35.68)^(189/360)]+[((1+0.0395/100)^((240/360) x 12) - 1) x 100.00]/[(1+35.68)^(189/360)] | 116.15 | 92.99 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [116.15 x ((1 + 35.684) ^ 2)]] x 92.99] | 0.43 |
| F. de Emision | 2024-09-30 | ||
| F. de Vencimiento | 2025-05-30 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Integra al vencimiento | ||
| Interes | TEM 3.95% | ||
| Frecuencia | Pagará intereses a una tasa efectiva mensual capitalizable mensualmente hasta el vencimiento del instrumento, 30-05-2025 | ||
| ISIN | AR0943593506 |