| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-10-17 | 0.00 | 0.00 | 58.87 | 100.00 | 158.87 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | T17O5 | Valor Tecnico | 123.03 | Semana TIR | 9.85% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | 21.64% |
| Tipo | Soberano | Paridad | 107.29% | Semestre TIR | S/D |
| País | Argentina | TIR | 35.24% | 1ero Enero TIR | 7.37% |
| Mercado | BYMA | Macaulay Dur. | 0.61 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.45 | Semana Precio | -0.75% |
| Fecha/Hora | 2025-03-06 17:00:21 | Effective Dur. | 0.16 | Mes Precio | -0.79% |
| Volumen | 4564634512 | Convexidad | 0.54 | Semestre Precio | S/D |
| Precio | 132.00 | Int. Corrido | 23.03 | 1ero Enero Precio | 4.18% |
| Variación | -0.30% | Cupon | 158.87 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 145.20 | 10.00% | 15.79 | -55.20% |
| 143.88 | 9.00% | 17.52 | -50.27% |
| 142.56 | 8.00% | 19.30 | -45.23% |
| 141.24 | 7.00% | 21.12 | -40.06% |
| 139.92 | 6.00% | 22.99 | -34.76% |
| 138.60 | 5.00% | 24.90 | -29.33% |
| 137.28 | 4.00% | 26.87 | -23.76% |
| 135.96 | 3.00% | 28.88 | -18.05% |
| 134.64 | 2.00% | 30.94 | -12.19% |
| 133.32 | 1.00% | 33.06 | -6.18% |
| 132.00 | 0.00% | 35.24 | 0.00% |
| 130.68 | -1.00% | 37.47 | 6.32% |
| 129.36 | -2.00% | 39.76 | 12.83% |
| 128.04 | -3.00% | 42.11 | 19.51% |
| 126.72 | -4.00% | 44.53 | 26.37% |
| 125.40 | -5.00% | 47.02 | 33.43% |
| 124.08 | -6.00% | 49.58 | 40.68% |
| 122.76 | -7.00% | 52.21 | 48.14% |
| 121.44 | -8.00% | 54.91 | 55.82% |
| 120.12 | -9.00% | 57.69 | 63.71% |
| 118.80 | -10.00% | 60.56 | 71.84% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 38.41 | 9.00% | 130.13 | -1.42% |
| 38.06 | 8.00% | 130.34 | -1.26% |
| 37.71 | 7.00% | 130.54 | -1.11% |
| 37.35 | 6.00% | 130.75 | -0.95% |
| 37.00 | 5.00% | 130.95 | -0.79% |
| 36.65 | 4.00% | 131.16 | -0.64% |
| 36.30 | 3.00% | 131.37 | -0.48% |
| 35.94 | 2.00% | 131.58 | -0.32% |
| 35.59 | 1.00% | 131.79 | -0.16% |
| 35.24 | 0.00% | 132.00 | 0.00% |
| 34.89 | -1.00% | 132.21 | 0.16% |
| 34.54 | -2.00% | 132.42 | 0.32% |
| 34.18 | -3.00% | 132.63 | 0.48% |
| 33.83 | -4.00% | 132.85 | 0.64% |
| 33.48 | -5.00% | 133.06 | 0.81% |
| 33.13 | -6.00% | 133.28 | 0.97% |
| 32.77 | -7.00% | 133.50 | 1.13% |
| 32.42 | -8.00% | 133.72 | 1.30% |
| 32.07 | -9.00% | 133.93 | 1.47% |
| Desarrollo TIR 35.24% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-10-17 | [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((1+0.039)^((363/360) x 12) - 1) x 100.00]/[(1+35.24)^(221/360)] | 48.91 | i |
| 2025-10-17 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+35.24)^(221/360)] | 83.08 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-03-06 | Valor Nominal x [(1+TEM/100)^((Dias entre Cupones/Año) x 12) - 1] x (Dias Corridos / Dias entre Cupones) | 100.00 x [(1+0.039/100)^((363/360) x 12)-1] x (142/363) | 23.03 |
| 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. | |
| 2025-10-17 | (Dias para cupon / Dias Año) | (221 / 360) | 0.61 | [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+35.24)^(221/360)]+[((1+0.039)^((363/360) x 12) - 1) x 100.00]/[(1+35.24)^(221/360)] | 132.00 | 1.00 | 0.61 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.61 | 0.61 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.61)/(1 + 35.24/100) | 0.45 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (131.79 - 132.21 )/( 2 x 132 x 0.01) | 0.16 |
| 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. |
| 2025-10-17 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (221 / 360) ^ 2 + (221 / 360) | 0.99 | [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+35.24)^(221/360)]+[((1+0.039)^((363/360) x 12) - 1) x 100.00]/[(1+35.24)^(221/360)] | 132.00 | 130.78 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [132 x ((1 + 35.2356875) ^ 2)]] x 130.78] | 0.54 |
| F. de Emision | 2024-10-14 | ||
| F. de Vencimiento | 2025-10-17 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Integra al vencimiento | ||
| Interes | TEM 3.90% | ||
| Frecuencia | Pagará intereses a una tasa efectiva mensual capitalizable mensualmente hasta el vencimiento del instrumento, el 17/10/2025 | ||
| ISIN | AR0323021003 |