| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-04-28 | 0.00 | 0.00 | 30.81 | 100.00 | 130.81 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | S28A5 | Valor Tecnico | 123.11 | Semana TIR | 7.58% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | 18.20% |
| Tipo | Soberano | Paridad | 101.65% | Semestre TIR | S/D |
| País | Argentina | TIR | 35.92% | 1ero Enero TIR | -3.91% |
| Mercado | BYMA | Macaulay Dur. | 0.14 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.11 | Semana Precio | 0.45% |
| Fecha/Hora | 2025-03-06 17:00:24 | Effective Dur. | 0.04 | Mes Precio | 1.62% |
| Volumen | 9952481062 | Convexidad | 0.09 | Semestre Precio | S/D |
| Precio | 125.14 | Int. Corrido | 23.11 | 1ero Enero Precio | 6.16% |
| Variación | -0.10% | Cupon | 130.81 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 137.65 | 10.00% | -29.74 | -182.78% |
| 136.40 | 9.00% | -25.15 | -170.02% |
| 135.15 | 8.00% | -20.22 | -156.29% |
| 133.90 | 7.00% | -14.91 | -141.51% |
| 132.65 | 6.00% | -9.20 | -125.60% |
| 131.40 | 5.00% | -3.04 | -108.46% |
| 130.15 | 4.00% | 3.60 | -89.97% |
| 128.89 | 3.00% | 10.77 | -70.02% |
| 127.64 | 2.00% | 18.51 | -48.47% |
| 126.39 | 1.00% | 26.88 | -25.18% |
| 125.14 | 0.00% | 35.92 | 0.00% |
| 123.89 | -1.00% | 45.72 | 27.28% |
| 122.64 | -2.00% | 56.33 | 56.82% |
| 121.39 | -3.00% | 67.83 | 88.84% |
| 120.13 | -4.00% | 80.32 | 123.59% |
| 118.88 | -5.00% | 93.87 | 161.34% |
| 117.63 | -6.00% | 108.61 | 202.36% |
| 116.38 | -7.00% | 124.64 | 247.00% |
| 115.13 | -8.00% | 142.10 | 295.60% |
| 113.88 | -9.00% | 161.13 | 348.58% |
| 112.63 | -10.00% | 181.89 | 406.37% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 39.15 | 9.00% | 124.72 | -0.34% |
| 38.79 | 8.00% | 124.76 | -0.30% |
| 38.43 | 7.00% | 124.81 | -0.26% |
| 38.08 | 6.00% | 124.86 | -0.23% |
| 37.72 | 5.00% | 124.90 | -0.19% |
| 37.36 | 4.00% | 124.95 | -0.15% |
| 37.00 | 3.00% | 125.00 | -0.11% |
| 36.64 | 2.00% | 125.05 | -0.08% |
| 36.28 | 1.00% | 125.09 | -0.04% |
| 35.92 | 0.00% | 125.14 | 0.00% |
| 35.56 | -1.00% | 125.19 | 0.04% |
| 35.20 | -2.00% | 125.24 | 0.08% |
| 34.84 | -3.00% | 125.28 | 0.12% |
| 34.48 | -4.00% | 125.33 | 0.15% |
| 34.12 | -5.00% | 125.38 | 0.19% |
| 33.76 | -6.00% | 125.43 | 0.23% |
| 33.41 | -7.00% | 125.48 | 0.27% |
| 33.05 | -8.00% | 125.53 | 0.31% |
| 32.69 | -9.00% | 125.58 | 0.35% |
| Desarrollo TIR 35.92% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-04-28 | [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((1+0.0395)^((208/360) x 12) - 1) x 100.00]/[(1+35.92)^(52/360)] | 29.48 | i |
| 2025-04-28 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+35.92)^(52/360)] | 95.66 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-03-06 | Valor Nominal x [(1+TEM/100)^((Dias entre Cupones/Año) x 12) - 1] x (Dias Corridos / Dias entre Cupones) | 100.00 x [(1+0.0395/100)^((208/360) x 12)-1] x (156/208) | 23.11 |
| 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. | |
| 2025-04-28 | (Dias para cupon / Dias Año) | (52 / 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+35.92)^(52/360)]+[((1+0.0395)^((208/360) x 12) - 1) x 100.00]/[(1+35.92)^(52/360)] | 125.14 | 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 + 35.92/100) | 0.11 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (125.09 - 125.19 )/( 2 x 125.14 x 0.01) | 0.04 |
| 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. |
| 2025-04-28 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (52 / 360) ^ 2 + (52 / 360) | 0.17 | [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+35.92)^(52/360)]+[((1+0.0395)^((208/360) x 12) - 1) x 100.00]/[(1+35.92)^(52/360)] | 125.14 | 20.69 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [125.14 x ((1 + 35.924) ^ 2)]] x 20.69] | 0.09 |
| F. de Emision | 2024-09-30 | ||
| F. de Vencimiento | 2025-04-28 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Integra al vencimiento | ||
| Interes | TEM 3.95% | ||
| Frecuencia | Pagará intereses a una tasa efectiva mensual capitalizable mensualmente hasta el vencimiento del instrumento, 28-04-2025 | ||
| ISIN | AR0342377519 |