| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-12-15 | 0.00 | 0.00 | 70.84 | 100.00 | 170.84 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | T15D5 | Valor Tecnico | 134.66 | Semana TIR | -3.59% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -27.84% |
| Tipo | Soberano | Paridad | 106.45% | Semestre TIR | -10.81% |
| País | Argentina | TIR | 34.14% | 1ero Enero TIR | 5.89% |
| Mercado | BYMA | Macaulay Dur. | 0.60 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.45 | Semana Precio | 1.41% |
| Fecha/Hora | 2025-05-09 17:00:06 | Effective Dur. | 0.15 | Mes Precio | 9.22% |
| Volumen | 12247630741 | Convexidad | 0.53 | Semestre Precio | 19.96% |
| Precio | 143.35 | Int. Corrido | 34.66 | 1ero Enero Precio | 9.68% |
| Variación | -0.45% | Cupon | 170.84 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 157.69 | 10.00% | 14.36 | -57.95% |
| 156.25 | 9.00% | 16.12 | -52.79% |
| 154.82 | 8.00% | 17.92 | -47.50% |
| 153.38 | 7.00% | 19.78 | -42.07% |
| 151.95 | 6.00% | 21.67 | -36.51% |
| 150.52 | 5.00% | 23.62 | -30.81% |
| 149.08 | 4.00% | 25.62 | -24.96% |
| 147.65 | 3.00% | 27.67 | -18.96% |
| 146.22 | 2.00% | 29.77 | -12.80% |
| 144.78 | 1.00% | 31.93 | -6.48% |
| 143.35 | 0.00% | 34.14 | 0.00% |
| 141.92 | -1.00% | 36.42 | 6.68% |
| 140.48 | -2.00% | 38.76 | 13.53% |
| 139.05 | -3.00% | 41.16 | 20.57% |
| 137.62 | -4.00% | 43.63 | 27.81% |
| 136.18 | -5.00% | 46.17 | 35.25% |
| 134.75 | -6.00% | 48.79 | 42.90% |
| 133.32 | -7.00% | 51.48 | 50.78% |
| 131.88 | -8.00% | 54.24 | 58.88% |
| 130.45 | -9.00% | 57.09 | 67.23% |
| 129.01 | -10.00% | 60.02 | 75.82% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 37.21 | 9.00% | 141.43 | -1.34% |
| 36.87 | 8.00% | 141.64 | -1.20% |
| 36.53 | 7.00% | 141.85 | -1.05% |
| 36.19 | 6.00% | 142.06 | -0.90% |
| 35.85 | 5.00% | 142.27 | -0.75% |
| 35.51 | 4.00% | 142.49 | -0.60% |
| 35.16 | 3.00% | 142.70 | -0.45% |
| 34.82 | 2.00% | 142.92 | -0.30% |
| 34.48 | 1.00% | 143.13 | -0.15% |
| 34.14 | 0.00% | 143.35 | 0.00% |
| 33.80 | -1.00% | 143.57 | 0.15% |
| 33.46 | -2.00% | 143.79 | 0.31% |
| 33.12 | -3.00% | 144.01 | 0.46% |
| 32.77 | -4.00% | 144.23 | 0.61% |
| 32.43 | -5.00% | 144.45 | 0.77% |
| 32.09 | -6.00% | 144.68 | 0.92% |
| 31.75 | -7.00% | 144.90 | 1.08% |
| 31.41 | -8.00% | 145.12 | 1.24% |
| 31.07 | -9.00% | 145.35 | 1.40% |
| Desarrollo TIR 34.14% | ||||
|---|---|---|---|---|
| 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)^((421/360) x 12) - 1) x 100.00]/[(1+34.14)^(215/360)] | 59.44 | i |
| 2025-12-15 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+34.14)^(215/360)] | 83.91 | 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+0.0389/100)^((421/360) x 12)-1] x (206/421) | 34.66 |
| 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) | (215 / 360) | 0.60 | [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+34.14)^(215/360)]+[((1+0.0389)^((421/360) x 12) - 1) x 100.00]/[(1+34.14)^(215/360)] | 143.35 | 1.00 | 0.60 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.60 | 0.60 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.60)/(1 + 34.14/100) | 0.45 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (143.13 - 143.57 )/( 2 x 143.35 x 0.01) | 0.15 |
| 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)] | (215 / 360) ^ 2 + (215 / 360) | 0.95 | [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+34.14)^(215/360)]+[((1+0.0389)^((421/360) x 12) - 1) x 100.00]/[(1+34.14)^(215/360)] | 143.35 | 136.74 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [143.35 x ((1 + 34.144) ^ 2)]] x 136.74] | 0.53 |
| 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 |