| 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 | 107.85 | Semana TIR | 3.28% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -26.29% |
| Tipo | Soberano | Paridad | 105.65% | Semestre TIR | S/D |
| País | Argentina | TIR | 37.79% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.43 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.31 | Semana Precio | 0.32% |
| Fecha/Hora | 2024-11-22 17:00:16 | Effective Dur. | 0.12 | Mes Precio | 7.75% |
| Volumen | 3726991294 | Convexidad | 0.32 | Semestre Precio | S/D |
| Precio | 113.95 | Int. Corrido | 7.85 | 1ero Enero Precio | S/D |
| Variación | 0.31% | Cupon | 130.81 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 125.34 | 10.00% | 10.43 | -72.41% |
| 124.21 | 9.00% | 12.79 | -66.15% |
| 123.07 | 8.00% | 15.23 | -59.69% |
| 121.93 | 7.00% | 17.75 | -53.03% |
| 120.79 | 6.00% | 20.35 | -46.16% |
| 119.65 | 5.00% | 23.02 | -39.07% |
| 118.51 | 4.00% | 25.79 | -31.76% |
| 117.37 | 3.00% | 28.64 | -24.20% |
| 116.23 | 2.00% | 31.59 | -16.40% |
| 115.09 | 1.00% | 34.64 | -8.34% |
| 113.95 | 0.00% | 37.79 | 0.00% |
| 112.81 | -1.00% | 41.04 | 8.60% |
| 111.67 | -2.00% | 44.41 | 17.51% |
| 110.53 | -3.00% | 47.89 | 26.72% |
| 109.39 | -4.00% | 51.49 | 36.25% |
| 108.25 | -5.00% | 55.22 | 46.12% |
| 107.11 | -6.00% | 59.08 | 56.34% |
| 105.97 | -7.00% | 63.08 | 66.93% |
| 104.83 | -8.00% | 67.23 | 77.90% |
| 103.69 | -9.00% | 71.53 | 89.28% |
| 102.56 | -10.00% | 75.99 | 101.08% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 41.19 | 9.00% | 112.76 | -1.05% |
| 40.81 | 8.00% | 112.89 | -0.93% |
| 40.44 | 7.00% | 113.02 | -0.82% |
| 40.06 | 6.00% | 113.15 | -0.70% |
| 39.68 | 5.00% | 113.28 | -0.59% |
| 39.30 | 4.00% | 113.41 | -0.47% |
| 38.92 | 3.00% | 113.55 | -0.35% |
| 38.55 | 2.00% | 113.68 | -0.24% |
| 38.17 | 1.00% | 113.81 | -0.12% |
| 37.79 | 0.00% | 113.95 | 0.00% |
| 37.41 | -1.00% | 114.08 | 0.12% |
| 37.03 | -2.00% | 114.22 | 0.24% |
| 36.66 | -3.00% | 114.35 | 0.36% |
| 36.28 | -4.00% | 114.49 | 0.47% |
| 35.90 | -5.00% | 114.63 | 0.60% |
| 35.52 | -6.00% | 114.77 | 0.72% |
| 35.14 | -7.00% | 114.90 | 0.84% |
| 34.77 | -8.00% | 115.04 | 0.96% |
| 34.39 | -9.00% | 115.18 | 1.08% |
| Desarrollo TIR 37.79% | ||||
|---|---|---|---|---|
| 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+37.79)^(155/360)] | 26.84 | i |
| 2025-04-28 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+37.79)^(155/360)] | 87.11 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-23 | 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 (53/208) | 7.85 |
| 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) | (155 / 360) | 0.43 | [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+37.79)^(155/360)]+[((1+0.0395/100)^((208/360) x 12) - 1) x 100.00]/[(1+37.79)^(155/360)] | 113.95 | 1.00 | 0.43 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.43 | 0.43 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.43)/(1 + 37.79/100) | 0.31 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (113.82 - 114.08 )/( 2 x 113.95 x 0.01) | 0.12 |
| 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)] | (155 / 360) ^ 2 + (155 / 360) | 0.62 | [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+37.79)^(155/360)]+[((1+0.0395/100)^((208/360) x 12) - 1) x 100.00]/[(1+37.79)^(155/360)] | 113.95 | 70.19 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [113.95 x ((1 + 37.7866875) ^ 2)]] x 70.19] | 0.32 |
| 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 |