| 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 | 106.16 | Semana TIR | 4.86% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -29.85% |
| Tipo | Soberano | Paridad | 113.83% | Semestre TIR | S/D |
| País | Argentina | TIR | 35.39% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.90 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.67 | Semana Precio | -0.53% |
| Fecha/Hora | 2024-11-22 16:41:12 | Effective Dur. | 0.24 | Mes Precio | 13.79% |
| Volumen | 904270343 | Convexidad | 0.94 | Semestre Precio | S/D |
| Precio | 120.85 | Int. Corrido | 6.16 | 1ero Enero Precio | S/D |
| Variación | 0.37% | Cupon | 158.87 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 132.94 | 10.00% | 21.83 | -38.32% |
| 131.73 | 9.00% | 23.07 | -34.82% |
| 130.52 | 8.00% | 24.33 | -31.25% |
| 129.31 | 7.00% | 25.62 | -27.61% |
| 128.10 | 6.00% | 26.93 | -23.90% |
| 126.89 | 5.00% | 28.27 | -20.12% |
| 125.68 | 4.00% | 29.64 | -16.26% |
| 124.48 | 3.00% | 31.03 | -12.31% |
| 123.27 | 2.00% | 32.46 | -8.29% |
| 122.06 | 1.00% | 33.91 | -4.18% |
| 120.85 | 0.00% | 35.39 | 0.00% |
| 119.64 | -1.00% | 36.91 | 4.29% |
| 118.43 | -2.00% | 38.46 | 8.67% |
| 117.22 | -3.00% | 40.04 | 13.14% |
| 116.02 | -4.00% | 41.66 | 17.71% |
| 114.81 | -5.00% | 43.31 | 22.38% |
| 113.60 | -6.00% | 45.00 | 27.15% |
| 112.39 | -7.00% | 46.73 | 32.03% |
| 111.18 | -8.00% | 48.49 | 37.03% |
| 109.97 | -9.00% | 50.30 | 42.14% |
| 108.77 | -10.00% | 52.15 | 47.37% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 38.58 | 9.00% | 118.34 | -2.08% |
| 38.22 | 8.00% | 118.62 | -1.85% |
| 37.87 | 7.00% | 118.89 | -1.62% |
| 37.51 | 6.00% | 119.17 | -1.39% |
| 37.16 | 5.00% | 119.44 | -1.16% |
| 36.81 | 4.00% | 119.72 | -0.93% |
| 36.45 | 3.00% | 120.00 | -0.70% |
| 36.10 | 2.00% | 120.28 | -0.47% |
| 35.74 | 1.00% | 120.57 | -0.23% |
| 35.39 | 0.00% | 120.85 | 0.00% |
| 35.04 | -1.00% | 121.14 | 0.24% |
| 34.68 | -2.00% | 121.43 | 0.48% |
| 34.33 | -3.00% | 121.71 | 0.72% |
| 33.97 | -4.00% | 122.00 | 0.96% |
| 33.62 | -5.00% | 122.30 | 1.20% |
| 33.27 | -6.00% | 122.59 | 1.44% |
| 32.91 | -7.00% | 122.88 | 1.68% |
| 32.56 | -8.00% | 123.18 | 1.93% |
| 32.20 | -9.00% | 123.48 | 2.17% |
| Desarrollo TIR 35.39% | ||||
|---|---|---|---|---|
| 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+35.39)^(325/360)] | 44.78 | i |
| 2025-10-17 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+35.39)^(325/360)] | 76.07 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-22 | 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 (38/363) | 6.16 |
| 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) | (325 / 360) | 0.90 | [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+35.39)^(325/360)]+[((1+0.039/100)^((363/360) x 12) - 1) x 100.00]/[(1+35.39)^(325/360)] | 120.85 | 1.00 | 0.90 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.90 | 0.90 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.90)/(1 + 35.39/100) | 0.67 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (120.57 - 121.14 )/( 2 x 120.85 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)] | (325 / 360) ^ 2 + (325 / 360) | 1.72 | [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+35.39)^(325/360)]+[((1+0.039/100)^((363/360) x 12) - 1) x 100.00]/[(1+35.39)^(325/360)] | 120.85 | 207.59 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [120.85 x ((1 + 35.393) ^ 2)]] x 207.59] | 0.94 |
| 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 |