| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-05-30 | 0.00 | 0.00 | 36.33 | 100.00 | 136.33 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | S30Y5 | Valor Tecnico | 133.30 | Semana TIR | 10.62% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -39.06% |
| Tipo | Soberano | Paridad | 100.82% | Semestre TIR | -25.10% |
| País | Argentina | TIR | 29.28% | 1ero Enero TIR | -24.12% |
| Mercado | BYMA | Macaulay Dur. | 0.06 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.04 | Semana Precio | 0.53% |
| Fecha/Hora | 2025-05-09 17:00:28 | Effective Dur. | 0.01 | Mes Precio | 4.11% |
| Volumen | 47388893123 | Convexidad | 0.04 | Semestre Precio | 18.63% |
| Precio | 134.40 | Int. Corrido | 33.30 | 1ero Enero Precio | 12.94% |
| Variación | 0.29% | Cupon | 136.33 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 147.84 | 10.00% | -76.75 | -362.11% |
| 146.50 | 9.00% | -72.59 | -347.93% |
| 145.15 | 8.00% | -67.65 | -331.03% |
| 143.81 | 7.00% | -61.75 | -310.89% |
| 142.46 | 6.00% | -54.71 | -286.84% |
| 141.12 | 5.00% | -46.28 | -258.06% |
| 139.78 | 4.00% | -36.18 | -223.57% |
| 138.43 | 3.00% | -24.06 | -182.17% |
| 137.09 | 2.00% | -9.48 | -132.38% |
| 135.74 | 1.00% | 8.08 | -72.39% |
| 134.40 | 0.00% | 29.28 | 0.00% |
| 133.06 | -1.00% | 54.92 | 87.57% |
| 131.71 | -2.00% | 85.98 | 193.66% |
| 130.37 | -3.00% | 123.69 | 322.45% |
| 129.02 | -4.00% | 169.56 | 479.11% |
| 127.68 | -5.00% | 225.47 | 670.06% |
| 126.34 | -6.00% | 293.77 | 903.30% |
| 124.99 | -7.00% | 377.36 | 1188.81% |
| 123.65 | -8.00% | 479.91 | 1539.03% |
| 122.30 | -9.00% | 605.99 | 1969.62% |
| 120.96 | -10.00% | 761.34 | 2500.21% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 31.92 | 9.00% | 134.25 | -0.11% |
| 31.62 | 8.00% | 134.27 | -0.10% |
| 31.33 | 7.00% | 134.28 | -0.09% |
| 31.04 | 6.00% | 134.30 | -0.07% |
| 30.74 | 5.00% | 134.32 | -0.06% |
| 30.45 | 4.00% | 134.33 | -0.05% |
| 30.16 | 3.00% | 134.35 | -0.04% |
| 29.87 | 2.00% | 134.37 | -0.02% |
| 29.57 | 1.00% | 134.38 | -0.01% |
| 29.28 | 0.00% | 134.40 | 0.00% |
| 28.99 | -1.00% | 134.42 | 0.01% |
| 28.69 | -2.00% | 134.43 | 0.03% |
| 28.40 | -3.00% | 134.45 | 0.04% |
| 28.11 | -4.00% | 134.47 | 0.05% |
| 27.82 | -5.00% | 134.49 | 0.06% |
| 27.52 | -6.00% | 134.50 | 0.08% |
| 27.23 | -7.00% | 134.52 | 0.09% |
| 26.94 | -8.00% | 134.54 | 0.10% |
| 26.64 | -9.00% | 134.55 | 0.11% |
| Desarrollo TIR 29.28% | ||||
|---|---|---|---|---|
| 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)^((240/360) x 12) - 1) x 100.00]/[(1+29.28)^(20/360)] | 35.82 | i |
| 2025-05-30 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+29.28)^(20/360)] | 98.58 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-10 | 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 (220/240) | 33.30 |
| 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) | (20 / 360) | 0.06 | [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+29.28)^(20/360)]+[((1+0.0395)^((240/360) x 12) - 1) x 100.00]/[(1+29.28)^(20/360)] | 134.40 | 1.00 | 0.06 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.06 | 0.06 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.06)/(1 + 29.28/100) | 0.04 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (134.38 - 134.42 )/( 2 x 134.4 x 0.01) | 0.01 |
| 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)] | (20 / 360) ^ 2 + (20 / 360) | 0.06 | [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+29.28)^(20/360)]+[((1+0.0395)^((240/360) x 12) - 1) x 100.00]/[(1+29.28)^(20/360)] | 134.40 | 7.88 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [134.4 x ((1 + 29.283) ^ 2)]] x 7.88] | 0.04 |
| 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 |