| 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 | 106.23 | Semana TIR | 0.43% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -32.96% |
| Tipo | Soberano | Paridad | 118.71% | Semestre TIR | S/D |
| País | Argentina | TIR | 32.93% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 1.07 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.80 | Semana Precio | 0.44% |
| Fecha/Hora | 2024-11-21 11:09:04 | Effective Dur. | 0.26 | Mes Precio | 16.87% |
| Volumen | 3268428 | Convexidad | 1.25 | Semestre Precio | S/D |
| Precio | 126.10 | Int. Corrido | 6.23 | 1ero Enero Precio | S/D |
| Variación | 0.64% | Cupon | 170.84 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 138.71 | 10.00% | 21.57 | -33.72% |
| 137.45 | 9.00% | 22.61 | -30.50% |
| 136.19 | 8.00% | 23.68 | -27.23% |
| 134.93 | 7.00% | 24.76 | -23.90% |
| 133.67 | 6.00% | 25.87 | -20.51% |
| 132.41 | 5.00% | 26.99 | -17.06% |
| 131.14 | 4.00% | 28.13 | -13.54% |
| 129.88 | 3.00% | 29.30 | -9.96% |
| 128.62 | 2.00% | 30.49 | -6.31% |
| 127.36 | 1.00% | 31.70 | -2.59% |
| 126.10 | 0.00% | 32.93 | 0.00% |
| 124.84 | -1.00% | 34.19 | 5.07% |
| 123.58 | -2.00% | 35.47 | 9.01% |
| 122.32 | -3.00% | 36.78 | 13.04% |
| 121.06 | -4.00% | 38.12 | 17.14% |
| 119.79 | -5.00% | 39.48 | 21.33% |
| 118.53 | -6.00% | 40.87 | 25.60% |
| 117.27 | -7.00% | 42.29 | 29.96% |
| 116.01 | -8.00% | 43.74 | 34.42% |
| 114.75 | -9.00% | 45.22 | 38.97% |
| 113.49 | -10.00% | 46.73 | 43.62% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 35.47 | 9.00% | 123.58 | -2.00% |
| 35.14 | 8.00% | 123.90 | -1.74% |
| 34.82 | 7.00% | 124.22 | -1.49% |
| 34.49 | 6.00% | 124.54 | -1.24% |
| 34.17 | 5.00% | 124.86 | -0.98% |
| 33.84 | 4.00% | 125.19 | -0.73% |
| 33.52 | 3.00% | 125.51 | -0.47% |
| 33.19 | 2.00% | 125.84 | -0.21% |
| 32.54 | 0.00% | 126.10 | 0.00% |
| 32.87 | 1.00% | 126.17 | 0.05% |
| 32.21 | -1.00% | 126.83 | 0.58% |
| 31.89 | -2.00% | 127.16 | 0.84% |
| 31.56 | -3.00% | 127.50 | 1.11% |
| 31.24 | -4.00% | 127.84 | 1.38% |
| 30.91 | -5.00% | 128.17 | 1.65% |
| 30.59 | -6.00% | 128.52 | 1.92% |
| 30.26 | -7.00% | 128.86 | 2.19% |
| 29.94 | -8.00% | 129.20 | 2.46% |
| 29.61 | -9.00% | 129.55 | 2.73% |
| Desarrollo TIR 32.93% | ||||
|---|---|---|---|---|
| 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+32.93)^(384/360)] | 52.29 | i |
| 2025-12-15 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+32.93)^(384/360)] | 73.81 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-21 | 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 (37/421) | 6.23 |
| 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) | (384 / 360) | 1.07 | [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+32.93)^(384/360)]+[((1+0.0389/100)^((421/360) x 12) - 1) x 100.00]/[(1+32.93)^(384/360)] | 126.10 | 1.00 | 1.07 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.07 | 1.07 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.07)/(1 + 32.93/100) | 0.80 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (125.77 - 126.43 )/( 2 x 126.1 x 0.01) | 0.26 |
| 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)] | (384 / 360) ^ 2 + (384 / 360) | 2.20 | [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+32.93)^(384/360)]+[((1+0.0389/100)^((421/360) x 12) - 1) x 100.00]/[(1+32.93)^(384/360)] | 126.10 | 277.98 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [126.1 x ((1 + 32.931625) ^ 2)]] x 277.98] | 1.25 |
| 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 |