| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-12-15 | 0.00 | 0.00 | 170.84 | 100.00 | 270.84 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | T15D5 | Valor Tecnico | 104.71 | Semana TIR | -15.65% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | S/D |
| Tipo | Soberano | Paridad | 117.94% | Semestre TIR | S/D |
| País | Argentina | TIR | 34.61% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 1.09 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.81 | Semana Precio | 5.92% |
| Fecha/Hora | 2024-11-12 17:00:15 | Effective Dur. | 0.28 | Mes Precio | S/D |
| Volumen | 21008687679 | Convexidad | 1.26 | Semestre Precio | S/D |
| Precio | 123.50 | Int. Corrido | 4.71 | 1ero Enero Precio | S/D |
| Variación | 2.62% | Cupon | 170.84 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 135.85 | 10.00% | 23.36 | -32.51% |
| 134.62 | 9.00% | 24.40 | -29.51% |
| 133.38 | 8.00% | 25.45 | -26.47% |
| 132.15 | 7.00% | 26.52 | -23.37% |
| 130.91 | 6.00% | 27.62 | -20.21% |
| 129.68 | 5.00% | 28.73 | -16.99% |
| 128.44 | 4.00% | 29.86 | -13.72% |
| 127.20 | 3.00% | 31.02 | -10.38% |
| 125.97 | 2.00% | 32.19 | -6.98% |
| 124.73 | 1.00% | 33.39 | -3.52% |
| 123.50 | 0.00% | 34.61 | 0.00% |
| 122.27 | -1.00% | 35.86 | 3.61% |
| 121.03 | -2.00% | 37.13 | 7.27% |
| 119.80 | -3.00% | 38.42 | 11.01% |
| 118.56 | -4.00% | 39.74 | 14.83% |
| 117.33 | -5.00% | 41.09 | 18.72% |
| 116.09 | -6.00% | 42.46 | 22.69% |
| 114.86 | -7.00% | 43.87 | 26.74% |
| 113.62 | -8.00% | 45.30 | 30.88% |
| 112.39 | -9.00% | 46.76 | 35.10% |
| 111.15 | -10.00% | 48.25 | 39.42% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 37.72 | 9.00% | 120.46 | -2.46% |
| 37.38 | 8.00% | 120.79 | -2.20% |
| 37.03 | 7.00% | 121.12 | -1.93% |
| 36.69 | 6.00% | 121.46 | -1.66% |
| 36.34 | 5.00% | 121.79 | -1.38% |
| 35.99 | 4.00% | 122.13 | -1.11% |
| 35.65 | 3.00% | 122.47 | -0.83% |
| 35.30 | 2.00% | 122.81 | -0.56% |
| 34.96 | 1.00% | 123.16 | -0.28% |
| 34.61 | 0.00% | 123.50 | 0.00% |
| 34.26 | -1.00% | 123.85 | 0.28% |
| 33.92 | -2.00% | 124.20 | 0.57% |
| 33.57 | -3.00% | 124.55 | 0.85% |
| 33.23 | -4.00% | 124.90 | 1.14% |
| 32.88 | -5.00% | 125.26 | 1.42% |
| 32.53 | -6.00% | 125.62 | 1.71% |
| 32.19 | -7.00% | 125.98 | 2.00% |
| 31.84 | -8.00% | 126.34 | 2.30% |
| 31.50 | -9.00% | 126.70 | 2.59% |
| Desarrollo TIR 34.61% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-12-15 | [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((1+0.0389/100)^((421/360) x 12) - 1) x 100.00]/[(1+34.61)^(393/360)] | 51.21 | i |
| 2025-12-15 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+34.61)^(393/360)] | 72.29 | 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+0.0389/100)^((421/360) x 12)-1] x (28/421) | 4.71 |
| 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. | |
| 2025-12-15 | (Dias para cupon / Dias Año) | (393 / 360) | 1.09 | [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+34.61)^(393/360)]+[((1+0.0389/100)^((421/360) x 12) - 1) x 100.00]/[(1+34.61)^(393/360)] | 123.50 | 1.00 | 1.09 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.09 | 1.09 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.09)/(1 + 34.61/100) | 0.81 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (123.15 - 123.85 )/( 2 x 123.5 x 0.01) | 0.28 |
| 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. |
| 2025-12-15 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (393 / 360) ^ 2 + (393 / 360) | 2.28 | [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+34.61)^(393/360)]+[((1+0.0389/100)^((421/360) x 12) - 1) x 100.00]/[(1+34.61)^(393/360)] | 123.50 | 282.00 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [123.5 x ((1 + 34.613) ^ 2)]] x 282.00] | 1.26 |
| F. de Emision | 2024-10-14 | ||
| F. de Vencimiento | 2025-12-15 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Integra al vencimiento | ||
| Interes | TEM 3.89% | ||
| Frecuencia | Pagará intereses a una tasa efectiva mensual capitalizable mensualmente hasta el vencimiento del instrumento, el día 15/12/2025 | ||
| ISIN | AR0057122373 |