| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-06-30 | 0.00 | 0.00 | 46.61 | 100.00 | 146.61 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | S30J5 | Valor Tecnico | 138.84 | Semana TIR | 9.40% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -31.86% |
| Tipo | Soberano | Paridad | 101.46% | Semestre TIR | -14.71% |
| País | Argentina | TIR | 33.30% | 1ero Enero TIR | -6.75% |
| Mercado | BYMA | Macaulay Dur. | 0.14 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.10 | Semana Precio | 0.43% |
| Fecha/Hora | 2025-05-09 17:00:00 | Effective Dur. | 0.03 | Mes Precio | 4.97% |
| Volumen | 3657536887 | Convexidad | 0.09 | Semestre Precio | 18.83% |
| Precio | 140.87 | Int. Corrido | 38.84 | 1ero Enero Precio | 11.93% |
| Variación | 0.23% | Cupon | 146.61 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 154.96 | 10.00% | -32.89 | -198.76% |
| 153.55 | 9.00% | -28.33 | -185.07% |
| 152.14 | 8.00% | -23.41 | -170.30% |
| 150.73 | 7.00% | -18.10 | -154.36% |
| 149.32 | 6.00% | -12.38 | -137.16% |
| 147.91 | 5.00% | -6.19 | -118.58% |
| 146.50 | 4.00% | 0.51 | -98.48% |
| 145.10 | 3.00% | 7.75 | -76.74% |
| 143.69 | 2.00% | 15.59 | -53.20% |
| 142.28 | 1.00% | 24.08 | -27.68% |
| 140.87 | 0.00% | 33.30 | 0.00% |
| 139.46 | -1.00% | 43.30 | 30.04% |
| 138.05 | -2.00% | 54.17 | 62.67% |
| 136.64 | -3.00% | 65.99 | 98.16% |
| 135.24 | -4.00% | 78.84 | 136.77% |
| 133.83 | -5.00% | 92.85 | 178.83% |
| 132.42 | -6.00% | 108.12 | 224.67% |
| 131.01 | -7.00% | 124.78 | 274.70% |
| 129.60 | -8.00% | 142.97 | 329.34% |
| 128.19 | -9.00% | 162.86 | 389.08% |
| 126.78 | -10.00% | 184.63 | 454.44% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 36.30 | 9.00% | 140.44 | -0.31% |
| 35.96 | 8.00% | 140.48 | -0.27% |
| 35.63 | 7.00% | 140.53 | -0.24% |
| 35.30 | 6.00% | 140.58 | -0.21% |
| 34.96 | 5.00% | 140.63 | -0.17% |
| 34.63 | 4.00% | 140.68 | -0.14% |
| 34.30 | 3.00% | 140.72 | -0.10% |
| 33.97 | 2.00% | 140.77 | -0.07% |
| 33.63 | 1.00% | 140.82 | -0.03% |
| 33.30 | 0.00% | 140.87 | 0.00% |
| 32.97 | -1.00% | 140.92 | 0.03% |
| 32.63 | -2.00% | 140.97 | 0.07% |
| 32.30 | -3.00% | 141.02 | 0.10% |
| 31.97 | -4.00% | 141.07 | 0.14% |
| 31.64 | -5.00% | 141.12 | 0.17% |
| 31.30 | -6.00% | 141.17 | 0.21% |
| 30.97 | -7.00% | 141.22 | 0.25% |
| 30.64 | -8.00% | 141.27 | 0.28% |
| 30.30 | -9.00% | 141.32 | 0.32% |
| Desarrollo TIR 33.30% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-06-30 | [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((1+0.039)^((300/360) x 12) - 1) x 100.00]/[(1+33.30)^(50/360)] | 44.78 | i |
| 2025-06-30 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+33.30)^(50/360)] | 96.09 | 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+0.039/100)^((300/360) x 12)-1] x (250/300) | 38.84 |
| 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. | |
| 2025-06-30 | (Dias para cupon / Dias Año) | (50 / 360) | 0.14 | [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+33.30)^(50/360)]+[((1+0.039)^((300/360) x 12) - 1) x 100.00]/[(1+33.30)^(50/360)] | 140.87 | 1.00 | 0.14 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.14 | 0.14 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.14)/(1 + 33.30/100) | 0.10 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (140.82 - 140.92 )/( 2 x 140.87 x 0.01) | 0.03 |
| 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. |
| 2025-06-30 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (50 / 360) ^ 2 + (50 / 360) | 0.16 | [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+33.30)^(50/360)]+[((1+0.039)^((300/360) x 12) - 1) x 100.00]/[(1+33.30)^(50/360)] | 140.87 | 22.28 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [140.87 x ((1 + 33.2996875) ^ 2)]] x 22.28] | 0.09 |
| F. de Emision | 2024-08-30 | ||
| F. de Vencimiento | 2025-06-30 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Integra al vencimiento | ||
| Interes | TEM 3.90% | ||
| Frecuencia | Pagará intereses a una tasa efectiva mensual capitalizable mensualmente hasta el vencimiento del instrumento, 30-06-2025 | ||
| ISIN | AR0133293206 |