| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-08-15 | 0.00 | 0.00 | 46.79 | 100.00 | 146.79 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | S15G5 | Valor Tecnico | 132.03 | Semana TIR | -1.59% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -29.36% |
| Tipo | Soberano | Paridad | 102.77% | Semestre TIR | -9.73% |
| País | Argentina | TIR | 34.76% | 1ero Enero TIR | 2.73% |
| Mercado | BYMA | Macaulay Dur. | 0.26 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.20 | Semana Precio | 0.95% |
| Fecha/Hora | 2025-05-09 17:00:24 | Effective Dur. | 0.07 | Mes Precio | 6.21% |
| Volumen | 10645452377 | Convexidad | 0.18 | Semestre Precio | 18.76% |
| Precio | 135.68 | Int. Corrido | 32.03 | 1ero Enero Precio | 10.89% |
| Variación | 0.06% | Cupon | 146.79 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 149.25 | 10.00% | -6.09 | -117.51% |
| 147.89 | 9.00% | -2.78 | -108.00% |
| 146.53 | 8.00% | 0.67 | -98.06% |
| 145.18 | 7.00% | 4.29 | -87.67% |
| 143.82 | 6.00% | 8.06 | -76.80% |
| 142.46 | 5.00% | 12.02 | -65.43% |
| 141.11 | 4.00% | 16.15 | -53.53% |
| 139.75 | 3.00% | 20.48 | -41.07% |
| 138.39 | 2.00% | 25.02 | -28.01% |
| 137.04 | 1.00% | 29.78 | -14.33% |
| 135.68 | 0.00% | 34.76 | 0.00% |
| 134.32 | -1.00% | 40.00 | 15.06% |
| 132.97 | -2.00% | 45.49 | 30.86% |
| 131.61 | -3.00% | 51.25 | 47.45% |
| 130.25 | -4.00% | 57.31 | 64.88% |
| 128.90 | -5.00% | 63.68 | 83.20% |
| 127.54 | -6.00% | 70.38 | 102.46% |
| 126.18 | -7.00% | 77.42 | 122.73% |
| 124.83 | -8.00% | 84.84 | 144.08% |
| 123.47 | -9.00% | 92.66 | 166.57% |
| 122.11 | -10.00% | 100.90 | 190.27% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 37.89 | 9.00% | 134.86 | -0.60% |
| 37.54 | 8.00% | 134.95 | -0.54% |
| 37.19 | 7.00% | 135.04 | -0.47% |
| 36.85 | 6.00% | 135.13 | -0.40% |
| 36.50 | 5.00% | 135.22 | -0.34% |
| 36.15 | 4.00% | 135.31 | -0.27% |
| 35.80 | 3.00% | 135.41 | -0.20% |
| 35.46 | 2.00% | 135.50 | -0.13% |
| 35.11 | 1.00% | 135.59 | -0.07% |
| 34.76 | 0.00% | 135.68 | 0.00% |
| 34.41 | -1.00% | 135.77 | 0.07% |
| 34.06 | -2.00% | 135.87 | 0.14% |
| 33.72 | -3.00% | 135.96 | 0.21% |
| 33.37 | -4.00% | 136.05 | 0.27% |
| 33.02 | -5.00% | 136.15 | 0.34% |
| 32.67 | -6.00% | 136.24 | 0.41% |
| 32.33 | -7.00% | 136.34 | 0.48% |
| 31.98 | -8.00% | 136.43 | 0.55% |
| 31.63 | -9.00% | 136.52 | 0.62% |
| Desarrollo TIR 34.76% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-08-15 | [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((1+0.039)^((301/360) x 12) - 1) x 100.00]/[(1+34.76)^(95/360)] | 43.25 | i |
| 2025-08-15 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+34.76)^(95/360)] | 92.43 | 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)^((301/360) x 12)-1] x (206/301) | 32.03 |
| 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. | |
| 2025-08-15 | (Dias para cupon / Dias Año) | (95 / 360) | 0.26 | [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+34.76)^(95/360)]+[((1+0.039)^((301/360) x 12) - 1) x 100.00]/[(1+34.76)^(95/360)] | 135.68 | 1.00 | 0.26 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.26 | 0.26 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.26)/(1 + 34.76/100) | 0.20 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (135.59 - 135.77 )/( 2 x 135.68 x 0.01) | 0.07 |
| 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. |
| 2025-08-15 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (95 / 360) ^ 2 + (95 / 360) | 0.33 | [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+34.76)^(95/360)]+[((1+0.039)^((301/360) x 12) - 1) x 100.00]/[(1+34.76)^(95/360)] | 135.68 | 45.25 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [135.68 x ((1 + 34.765) ^ 2)]] x 45.25] | 0.18 |
| F. de Emision | 2024-10-14 | ||
| F. de Vencimiento | 2025-08-15 | ||
| 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, 15-08-2025 | ||
| ISIN | AR0708856205 |