| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-09-30 | 0.00 | 0.00 | 159.73 | 100.00 | 259.73 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | S30S5 | Valor Tecnico | 108.46 | Semana TIR | 2.26% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -29.71% |
| Tipo | Soberano | Paridad | 114.33% | Semestre TIR | S/D |
| País | Argentina | TIR | 34.32% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.86 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.64 | Semana Precio | 0.08% |
| Fecha/Hora | 2024-11-20 17:00:21 | Effective Dur. | 0.22 | Mes Precio | 12.88% |
| Volumen | 0 | Convexidad | 0.88 | Semestre Precio | S/D |
| Precio | 124.00 | Int. Corrido | 8.46 | 1ero Enero Precio | S/D |
| Variación | 0.00% | Cupon | 159.73 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 136.40 | 10.00% | 20.20 | -41.14% |
| 135.16 | 9.00% | 21.49 | -37.39% |
| 133.92 | 8.00% | 22.80 | -33.57% |
| 132.68 | 7.00% | 24.14 | -29.68% |
| 131.44 | 6.00% | 25.50 | -25.70% |
| 130.20 | 5.00% | 26.89 | -21.64% |
| 128.96 | 4.00% | 28.32 | -17.49% |
| 127.72 | 3.00% | 29.77 | -13.26% |
| 126.48 | 2.00% | 31.25 | -8.94% |
| 125.24 | 1.00% | 32.77 | -4.52% |
| 124.00 | 0.00% | 34.32 | 0.00% |
| 122.76 | -1.00% | 35.90 | 4.60% |
| 121.52 | -2.00% | 37.51 | 9.31% |
| 120.28 | -3.00% | 39.17 | 14.13% |
| 119.04 | -4.00% | 40.86 | 19.05% |
| 117.80 | -5.00% | 42.59 | 24.09% |
| 116.56 | -6.00% | 44.36 | 29.24% |
| 115.32 | -7.00% | 46.17 | 34.52% |
| 114.08 | -8.00% | 48.02 | 39.92% |
| 112.84 | -9.00% | 49.92 | 45.44% |
| 111.60 | -10.00% | 51.86 | 51.10% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 37.41 | 9.00% | 121.60 | -1.94% |
| 37.07 | 8.00% | 121.86 | -1.72% |
| 36.72 | 7.00% | 122.12 | -1.51% |
| 36.38 | 6.00% | 122.39 | -1.30% |
| 36.04 | 5.00% | 122.65 | -1.09% |
| 35.69 | 4.00% | 122.92 | -0.87% |
| 35.35 | 3.00% | 123.19 | -0.66% |
| 35.01 | 2.00% | 123.46 | -0.44% |
| 34.66 | 1.00% | 123.73 | -0.22% |
| 34.32 | 0.00% | 124.00 | 0.00% |
| 33.98 | -1.00% | 124.27 | 0.22% |
| 33.63 | -2.00% | 124.54 | 0.44% |
| 33.29 | -3.00% | 124.82 | 0.66% |
| 32.95 | -4.00% | 125.09 | 0.88% |
| 32.60 | -5.00% | 125.37 | 1.11% |
| 32.26 | -6.00% | 125.65 | 1.33% |
| 31.92 | -7.00% | 125.93 | 1.56% |
| 31.57 | -8.00% | 126.21 | 1.79% |
| 31.23 | -9.00% | 126.50 | 2.01% |
| Desarrollo TIR 34.32% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-09-30 | [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((1+0.0398/100)^((360/360) x 12) - 1) x 100.00]/[(1+34.32)^(309/360)] | 46.37 | i |
| 2025-09-30 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+34.32)^(309/360)] | 77.63 | 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+0.0398/100)^((360/360) x 12)-1] x (51/360) | 8.46 |
| 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. | |
| 2025-09-30 | (Dias para cupon / Dias Año) | (309 / 360) | 0.86 | [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+34.32)^(309/360)]+[((1+0.0398/100)^((360/360) x 12) - 1) x 100.00]/[(1+34.32)^(309/360)] | 124.00 | 1.00 | 0.86 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.86 | 0.86 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.86)/(1 + 34.32/100) | 0.64 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (123.73 - 124.27 )/( 2 x 124 x 0.01) | 0.22 |
| 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. |
| 2025-09-30 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (309 / 360) ^ 2 + (309 / 360) | 1.60 | [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+34.32)^(309/360)]+[((1+0.0398/100)^((360/360) x 12) - 1) x 100.00]/[(1+34.32)^(309/360)] | 124.00 | 197.79 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [124 x ((1 + 34.3166875) ^ 2)]] x 197.79] | 0.88 |
| F. de Emision | 2024-09-30 | ||
| F. de Vencimiento | 2025-09-30 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Integra al vencimiento | ||
| Interes | TEM 3.98% | ||
| Frecuencia | Pagará intereses a una tasa efectiva mensual capitalizable mensualmente hasta el vencimiento del instrumento, 30-09-2025 | ||
| ISIN | AR0145235914 |