| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-09-30 | 0.00 | 0.00 | 59.73 | 100.00 | 159.73 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | S30S5 | Valor Tecnico | 136.50 | Semana TIR | -5.01% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -33.36% |
| Tipo | Soberano | Paridad | 104.69% | Semestre TIR | -14.06% |
| País | Argentina | TIR | 33.16% | 1ero Enero TIR | 0.16% |
| Mercado | BYMA | Macaulay Dur. | 0.39 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.29 | Semana Precio | 1.35% |
| Fecha/Hora | 2025-05-09 17:00:12 | Effective Dur. | 0.10 | Mes Precio | 8.26% |
| Volumen | 7081894267 | Convexidad | 0.30 | Semestre Precio | 19.78% |
| Precio | 142.90 | Int. Corrido | 36.50 | 1ero Enero Precio | 10.86% |
| Variación | 0.21% | Cupon | 159.73 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 157.19 | 10.00% | 4.22 | -87.29% |
| 155.76 | 9.00% | 6.69 | -79.82% |
| 154.33 | 8.00% | 9.25 | -72.10% |
| 152.90 | 7.00% | 11.90 | -64.13% |
| 151.47 | 6.00% | 14.63 | -55.88% |
| 150.05 | 5.00% | 17.46 | -47.35% |
| 148.62 | 4.00% | 20.38 | -38.53% |
| 147.19 | 3.00% | 23.41 | -29.40% |
| 145.76 | 2.00% | 26.55 | -19.94% |
| 144.33 | 1.00% | 29.80 | -10.15% |
| 142.90 | 0.00% | 33.16 | 0.00% |
| 141.47 | -1.00% | 36.65 | 10.51% |
| 140.04 | -2.00% | 40.26 | 21.41% |
| 138.61 | -3.00% | 44.01 | 32.71% |
| 137.18 | -4.00% | 47.90 | 44.44% |
| 135.75 | -5.00% | 51.93 | 56.61% |
| 134.33 | -6.00% | 56.12 | 69.25% |
| 132.90 | -7.00% | 60.48 | 82.38% |
| 131.47 | -8.00% | 65.00 | 96.02% |
| 130.04 | -9.00% | 69.70 | 110.21% |
| 128.61 | -10.00% | 74.59 | 124.95% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 36.14 | 9.00% | 141.67 | -0.86% |
| 35.81 | 8.00% | 141.81 | -0.76% |
| 35.48 | 7.00% | 141.94 | -0.67% |
| 35.15 | 6.00% | 142.08 | -0.58% |
| 34.82 | 5.00% | 142.21 | -0.48% |
| 34.49 | 4.00% | 142.35 | -0.39% |
| 34.15 | 3.00% | 142.49 | -0.29% |
| 33.82 | 2.00% | 142.62 | -0.19% |
| 33.49 | 1.00% | 142.76 | -0.10% |
| 33.16 | 0.00% | 142.90 | 0.00% |
| 32.83 | -1.00% | 143.04 | 0.10% |
| 32.50 | -2.00% | 143.18 | 0.19% |
| 32.17 | -3.00% | 143.32 | 0.29% |
| 31.83 | -4.00% | 143.46 | 0.39% |
| 31.50 | -5.00% | 143.60 | 0.49% |
| 31.17 | -6.00% | 143.74 | 0.59% |
| 30.84 | -7.00% | 143.88 | 0.69% |
| 30.51 | -8.00% | 144.02 | 0.79% |
| 30.18 | -9.00% | 144.16 | 0.88% |
| Desarrollo TIR 33.16% | ||||
|---|---|---|---|---|
| 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)^((360/360) x 12) - 1) x 100.00]/[(1+33.16)^(140/360)] | 53.44 | i |
| 2025-09-30 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+33.16)^(140/360)] | 89.46 | 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+0.0398/100)^((360/360) x 12)-1] x (220/360) | 36.50 |
| 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) | (140 / 360) | 0.39 | [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+33.16)^(140/360)]+[((1+0.0398)^((360/360) x 12) - 1) x 100.00]/[(1+33.16)^(140/360)] | 142.90 | 1.00 | 0.39 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.39 | 0.39 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.39)/(1 + 33.16/100) | 0.29 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (142.76 - 143.04 )/( 2 x 142.9 x 0.01) | 0.10 |
| 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)] | (140 / 360) ^ 2 + (140 / 360) | 0.54 | [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+33.16)^(140/360)]+[((1+0.0398)^((360/360) x 12) - 1) x 100.00]/[(1+33.16)^(140/360)] | 142.90 | 77.18 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [142.9 x ((1 + 33.1586875) ^ 2)]] x 77.18] | 0.30 |
| 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 |