| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-04-28 | 0.00 | 0.00 | 130.81 | 100.00 | 230.81 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | S28A5 | Valor Tecnico | 105.63 | Semana TIR | -5.83% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -30.58% |
| Tipo | Soberano | Paridad | 106.03% | Semestre TIR | S/D |
| País | Argentina | TIR | 38.93% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.47 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.34 | Semana Precio | 1.50% |
| Fecha/Hora | 2024-11-08 16:07:39 | Effective Dur. | 0.13 | Mes Precio | 9.64% |
| Volumen | 709152045 | Convexidad | 0.36 | Semestre Precio | S/D |
| Precio | 112.00 | Int. Corrido | 5.63 | 1ero Enero Precio | S/D |
| Variación | 0.54% | Cupon | 130.81 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 123.20 | 10.00% | 13.54 | -65.22% |
| 122.08 | 9.00% | 15.76 | -59.53% |
| 120.96 | 8.00% | 18.04 | -53.67% |
| 119.84 | 7.00% | 20.39 | -47.64% |
| 118.72 | 6.00% | 22.80 | -41.42% |
| 117.60 | 5.00% | 25.29 | -35.03% |
| 116.48 | 4.00% | 27.86 | -28.44% |
| 115.36 | 3.00% | 30.50 | -21.65% |
| 114.24 | 2.00% | 33.23 | -14.65% |
| 113.12 | 1.00% | 36.03 | -7.44% |
| 112.00 | 0.00% | 38.93 | 0.00% |
| 110.88 | -1.00% | 41.92 | 7.68% |
| 109.76 | -2.00% | 45.00 | 15.60% |
| 108.64 | -3.00% | 48.19 | 23.78% |
| 107.52 | -4.00% | 51.48 | 32.23% |
| 106.40 | -5.00% | 54.87 | 40.95% |
| 105.28 | -6.00% | 58.38 | 49.96% |
| 104.16 | -7.00% | 62.01 | 59.28% |
| 103.04 | -8.00% | 65.76 | 68.92% |
| 101.92 | -9.00% | 69.64 | 78.89% |
| 100.80 | -10.00% | 73.66 | 89.21% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 42.43 | 9.00% | 110.69 | -1.17% |
| 42.04 | 8.00% | 110.83 | -1.04% |
| 41.66 | 7.00% | 110.98 | -0.91% |
| 41.27 | 6.00% | 111.12 | -0.78% |
| 40.88 | 5.00% | 111.27 | -0.65% |
| 40.49 | 4.00% | 111.41 | -0.52% |
| 40.10 | 3.00% | 111.56 | -0.39% |
| 39.71 | 2.00% | 111.70 | -0.26% |
| 39.32 | 1.00% | 111.85 | -0.13% |
| 38.93 | 0.00% | 112.00 | 0.00% |
| 38.54 | -1.00% | 112.15 | 0.13% |
| 38.15 | -2.00% | 112.30 | 0.27% |
| 37.76 | -3.00% | 112.45 | 0.40% |
| 37.37 | -4.00% | 112.60 | 0.53% |
| 36.98 | -5.00% | 112.75 | 0.67% |
| 36.59 | -6.00% | 112.90 | 0.80% |
| 36.20 | -7.00% | 113.05 | 0.94% |
| 35.82 | -8.00% | 113.21 | 1.08% |
| 35.43 | -9.00% | 113.36 | 1.21% |
| Desarrollo TIR 38.93% | ||||
|---|---|---|---|---|
| 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+0.0395/100)^((208/360) x 12) - 1) x 100.00]/[(1+38.93)^(170/360)] | 26.38 | i |
| 2025-04-28 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+38.93)^(170/360)] | 85.62 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-08 | 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 (38/208) | 5.63 |
| 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) | (170 / 360) | 0.47 | [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+38.93)^(170/360)]+[((1+0.0395/100)^((208/360) x 12) - 1) x 100.00]/[(1+38.93)^(170/360)] | 112.00 | 1.00 | 0.47 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.47 | 0.47 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.47)/(1 + 38.93/100) | 0.34 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (111.85 - 112.15 )/( 2 x 112 x 0.01) | 0.13 |
| 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)] | (170 / 360) ^ 2 + (170 / 360) | 0.70 | [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+38.93)^(170/360)]+[((1+0.0395/100)^((208/360) x 12) - 1) x 100.00]/[(1+38.93)^(170/360)] | 112.00 | 77.86 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [112 x ((1 + 38.931) ^ 2)]] x 77.86] | 0.36 |
| 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 |