| 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 | 133.41 | Semana TIR | -4.89% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -31.81% |
| Tipo | Soberano | Paridad | 104.94% | Semestre TIR | -12.51% |
| País | Argentina | TIR | 33.64% | 1ero Enero TIR | 2.49% |
| Mercado | BYMA | Macaulay Dur. | 0.44 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.33 | Semana Precio | 1.41% |
| Fecha/Hora | 2025-05-09 17:00:04 | Effective Dur. | 0.11 | Mes Precio | 8.53% |
| Volumen | 6283453680 | Convexidad | 0.35 | Semestre Precio | 19.71% |
| Precio | 140.00 | Int. Corrido | 33.41 | 1ero Enero Precio | 10.50% |
| Variación | 0.25% | Cupon | 158.87 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 154.00 | 10.00% | 7.40 | -77.99% |
| 152.60 | 9.00% | 9.68 | -71.23% |
| 151.20 | 8.00% | 12.02 | -64.27% |
| 149.80 | 7.00% | 14.43 | -57.09% |
| 148.40 | 6.00% | 16.92 | -49.69% |
| 147.00 | 5.00% | 19.49 | -42.05% |
| 145.60 | 4.00% | 22.14 | -34.17% |
| 144.20 | 3.00% | 24.88 | -26.04% |
| 142.80 | 2.00% | 27.71 | -17.64% |
| 141.40 | 1.00% | 30.62 | -8.96% |
| 140.00 | 0.00% | 33.64 | 0.00% |
| 138.60 | -1.00% | 36.75 | 9.26% |
| 137.20 | -2.00% | 39.98 | 18.83% |
| 135.80 | -3.00% | 43.31 | 28.73% |
| 134.40 | -4.00% | 46.75 | 38.98% |
| 133.00 | -5.00% | 50.32 | 49.58% |
| 131.60 | -6.00% | 54.01 | 60.55% |
| 130.20 | -7.00% | 57.83 | 71.92% |
| 128.80 | -8.00% | 61.80 | 83.70% |
| 127.40 | -9.00% | 65.90 | 95.90% |
| 126.00 | -10.00% | 70.16 | 108.56% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 36.67 | 9.00% | 138.64 | -0.97% |
| 36.33 | 8.00% | 138.79 | -0.87% |
| 35.99 | 7.00% | 138.94 | -0.76% |
| 35.66 | 6.00% | 139.09 | -0.65% |
| 35.32 | 5.00% | 139.24 | -0.54% |
| 34.99 | 4.00% | 139.39 | -0.44% |
| 34.65 | 3.00% | 139.54 | -0.33% |
| 34.31 | 2.00% | 139.69 | -0.22% |
| 33.98 | 1.00% | 139.85 | -0.11% |
| 33.64 | 0.00% | 140.00 | 0.00% |
| 33.30 | -1.00% | 140.15 | 0.11% |
| 32.97 | -2.00% | 140.31 | 0.22% |
| 32.63 | -3.00% | 140.46 | 0.33% |
| 32.29 | -4.00% | 140.62 | 0.44% |
| 31.96 | -5.00% | 140.77 | 0.55% |
| 31.62 | -6.00% | 140.93 | 0.67% |
| 31.29 | -7.00% | 141.09 | 0.78% |
| 30.95 | -8.00% | 141.25 | 0.89% |
| 30.61 | -9.00% | 141.41 | 1.00% |
| Desarrollo TIR 33.64% | ||||
|---|---|---|---|---|
| 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+33.64)^(157/360)] | 51.88 | i |
| 2025-10-17 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+33.64)^(157/360)] | 88.12 | 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+0.039/100)^((363/360) x 12)-1] x (206/363) | 33.41 |
| 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) | (157 / 360) | 0.44 | [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+33.64)^(157/360)]+[((1+0.039)^((363/360) x 12) - 1) x 100.00]/[(1+33.64)^(157/360)] | 140.00 | 1.00 | 0.44 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.44 | 0.44 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.44)/(1 + 33.64/100) | 0.33 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (139.85 - 140.15 )/( 2 x 140 x 0.01) | 0.11 |
| 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)] | (157 / 360) ^ 2 + (157 / 360) | 0.63 | [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+33.64)^(157/360)]+[((1+0.039)^((363/360) x 12) - 1) x 100.00]/[(1+33.64)^(157/360)] | 140.00 | 87.68 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [140 x ((1 + 33.6386875) ^ 2)]] x 87.68] | 0.35 |
| 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 |