| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-10-17 | 0.00 | 0.00 | 158.87 | 100.00 | 258.87 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | T17O5 | Valor Tecnico | 104.54 | Semana TIR | -15.11% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | S/D |
| Tipo | Soberano | Paridad | 114.98% | Semestre TIR | S/D |
| País | Argentina | TIR | 34.95% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.93 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.69 | Semana Precio | 4.98% |
| Fecha/Hora | 2024-11-12 17:00:11 | Effective Dur. | 0.24 | Mes Precio | S/D |
| Volumen | 5913407527 | Convexidad | 0.99 | Semestre Precio | S/D |
| Precio | 120.20 | Int. Corrido | 4.54 | 1ero Enero Precio | S/D |
| Variación | 2.60% | Cupon | 158.87 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 132.22 | 10.00% | 21.82 | -37.58% |
| 131.02 | 9.00% | 23.02 | -34.14% |
| 129.82 | 8.00% | 24.24 | -30.64% |
| 128.61 | 7.00% | 25.49 | -27.07% |
| 127.41 | 6.00% | 26.76 | -23.43% |
| 126.21 | 5.00% | 28.06 | -19.71% |
| 125.01 | 4.00% | 29.38 | -15.92% |
| 123.81 | 3.00% | 30.73 | -12.06% |
| 122.60 | 2.00% | 32.11 | -8.12% |
| 121.40 | 1.00% | 33.52 | -4.10% |
| 120.20 | 0.00% | 34.95 | 0.00% |
| 119.00 | -1.00% | 36.42 | 4.20% |
| 117.80 | -2.00% | 37.92 | 8.49% |
| 116.59 | -3.00% | 39.44 | 12.86% |
| 115.39 | -4.00% | 41.01 | 17.33% |
| 114.19 | -5.00% | 42.60 | 21.89% |
| 112.99 | -6.00% | 44.23 | 26.56% |
| 111.79 | -7.00% | 45.90 | 31.33% |
| 110.58 | -8.00% | 47.60 | 36.21% |
| 109.38 | -9.00% | 49.35 | 41.20% |
| 108.18 | -10.00% | 51.13 | 46.30% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 38.10 | 9.00% | 117.65 | -2.12% |
| 37.75 | 8.00% | 117.93 | -1.89% |
| 37.40 | 7.00% | 118.21 | -1.66% |
| 37.05 | 6.00% | 118.49 | -1.42% |
| 36.70 | 5.00% | 118.77 | -1.19% |
| 36.35 | 4.00% | 119.06 | -0.95% |
| 36.00 | 3.00% | 119.34 | -0.72% |
| 35.65 | 2.00% | 119.63 | -0.48% |
| 35.30 | 1.00% | 119.91 | -0.24% |
| 34.95 | 0.00% | 120.20 | 0.00% |
| 34.60 | -1.00% | 120.49 | 0.24% |
| 34.25 | -2.00% | 120.79 | 0.49% |
| 33.90 | -3.00% | 121.08 | 0.73% |
| 33.55 | -4.00% | 121.37 | 0.98% |
| 33.20 | -5.00% | 121.67 | 1.22% |
| 32.85 | -6.00% | 121.97 | 1.47% |
| 32.50 | -7.00% | 122.27 | 1.72% |
| 32.15 | -8.00% | 122.57 | 1.97% |
| 31.80 | -9.00% | 122.87 | 2.22% |
| Desarrollo TIR 34.95% | ||||
|---|---|---|---|---|
| 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+0.039/100)^((363/360) x 12) - 1) x 100.00]/[(1+34.95)^(335/360)] | 44.54 | i |
| 2025-10-17 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+34.95)^(335/360)] | 75.66 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-12 | 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 (28/363) | 4.54 |
| 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) | (335 / 360) | 0.93 | [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+34.95)^(335/360)]+[((1+0.039/100)^((363/360) x 12) - 1) x 100.00]/[(1+34.95)^(335/360)] | 120.20 | 1.00 | 0.93 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.93 | 0.93 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.93)/(1 + 34.95/100) | 0.69 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (119.91 - 120.49 )/( 2 x 120.2 x 0.01) | 0.24 |
| 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)] | (335 / 360) ^ 2 + (335 / 360) | 1.80 | [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+34.95)^(335/360)]+[((1+0.039/100)^((363/360) x 12) - 1) x 100.00]/[(1+34.95)^(335/360)] | 120.20 | 215.94 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [120.2 x ((1 + 34.954) ^ 2)]] x 215.94] | 0.99 |
| 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 |