| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-10-27 | 100.00 | 5279.48 | 105.59 | 0.00 | 105.59 |
| 2025-04-27 | 0.00 | 0.00 | 108.47 | 5423.40 | 5531.86 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | TC25P | Valor Tecnico | 5437.86 | Semana TIR | -33.00% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -86.06% |
| Tipo | Soberano | Paridad | 101.14% | Semestre TIR | S/D |
| País | Argentina | TIR | 1.34% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.43 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.43 | Semana Precio | 1.10% |
| Fecha/Hora | 2024-11-20 16:53:51 | Effective Dur. | 0.01 | Mes Precio | 5.95% |
| Volumen | 0 | Convexidad | 0.60 | Semestre Precio | S/D |
| Precio | 5500.00 | Int. Corrido | 14.46 | 1ero Enero Precio | S/D |
| Variación | 0.00% | Cupon | 5531.86 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 6050.00 | 10.00% | -18.67 | -1493.04% |
| 5995.00 | 9.00% | -16.93 | -1363.73% |
| 5940.00 | 8.00% | -15.15 | -1230.51% |
| 5885.00 | 7.00% | -13.31 | -1093.04% |
| 5830.00 | 6.00% | -11.41 | -951.39% |
| 5775.00 | 5.00% | -9.45 | -805.16% |
| 5720.00 | 4.00% | -7.43 | -654.23% |
| 5665.00 | 3.00% | -5.34 | -498.53% |
| 5610.00 | 2.00% | -3.18 | -337.65% |
| 5555.00 | 1.00% | -0.96 | -171.47% |
| 5500.00 | 0.00% | 1.34 | 0.00% |
| 5445.00 | -1.00% | 3.72 | 177.67% |
| 5390.00 | -2.00% | 6.18 | 361.16% |
| 5335.00 | -3.00% | 8.72 | 550.94% |
| 5280.00 | -4.00% | 11.35 | 747.29% |
| 5225.00 | -5.00% | 14.08 | 950.50% |
| 5170.00 | -6.00% | 16.90 | 1160.97% |
| 5115.00 | -7.00% | 19.82 | 1378.99% |
| 5060.00 | -8.00% | 22.85 | 1604.86% |
| 5005.00 | -9.00% | 25.98 | 1839.04% |
| 4950.00 | -10.00% | 29.24 | 2081.80% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 1.46 | 9.00% | 5497.21 | -0.05% |
| 1.45 | 8.00% | 5497.53 | -0.04% |
| 1.43 | 7.00% | 5497.84 | -0.04% |
| 1.42 | 6.00% | 5498.16 | -0.03% |
| 1.41 | 5.00% | 5498.47 | -0.03% |
| 1.39 | 4.00% | 5498.79 | -0.02% |
| 1.38 | 3.00% | 5499.10 | -0.02% |
| 1.37 | 2.00% | 5499.42 | -0.01% |
| 1.35 | 1.00% | 5499.73 | 0.00% |
| 1.34 | 0.00% | 5500.00 | 0.00% |
| 1.33 | -1.00% | 5500.36 | 0.01% |
| 1.31 | -2.00% | 5500.68 | 0.01% |
| 1.30 | -3.00% | 5500.99 | 0.02% |
| 1.29 | -4.00% | 5501.31 | 0.02% |
| 1.27 | -5.00% | 5501.62 | 0.03% |
| 1.26 | -6.00% | 5501.94 | 0.04% |
| 1.25 | -7.00% | 5502.25 | 0.04% |
| 1.23 | -8.00% | 5502.57 | 0.05% |
| 1.22 | -9.00% | 5502.89 | 0.05% |
| Desarrollo TIR 1.34% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-04-27 | [(TNA x (Dias entre Cupones/Año)) x CER x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.04 x (180/360)) x 54.2340 x 100.00% x 100.00]/[(1+1.34)^(156/360)] | 107.84 | i |
| 2025-04-27 | [CER x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [54.2340 x 1 x 100.00]/[(1+1.34)^(156/360)] | 5392.20 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-21 | (TNA x (Dias entre Cupones/Año)) x CER x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0.04 x (180/360)) x 54.23 x 1 x 100.00 x (24/180) | 14.46 |
| 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. | |
| 2025-04-27 | (Dias para cupon / Dias Año) | (156 / 360) | 0.43 | [CER x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x CER x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [54.2340 x 1 x 100.00]/[(1+1.34)^(156/360)]+[(0.04 x (180/360)) x 54.2340 x 100.00% x 100.00]/[(1+1.34)^(156/360)] | 5500.00 | 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 + 1.34/100) | 0.43 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (5499.68 - 5500.32 )/( 2 x 5500 x 0.01) | 0.01 |
| 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. |
| 2025-04-27 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (156 / 360) ^ 2 + (156 / 360) | 0.62 | [CER x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x CER x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [54.2340 x 1 x 100.00]/[(1+1.34)^(156/360)]+[(0.04 x (180/360)) x 54.2340 x 100.00% x 100.00]/[(1+1.34)^(156/360)] | 5500.00 | 3416.11 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [5500 x ((1 + 1.342) ^ 2)]] x 3416.11] | 0.60 |
| Desarrollo CER | ||
|---|---|---|
| Fecha | CER | |
| 2018-04-13 | 9.0621 | |
| 2024-11-07 | 491.4735 | |
| CER Final/ CER Inicial | 54.2340 | |
| F. de Emision | 2018-04-27 | ||
| F. de Vencimiento | 2025-04-27 | ||
| Ajuste | CER | ||
| Dias previos para calculo ajuste o interes | 10 | ||
| Capital | Integra al Vencimiento | ||
| Interes | CER + 4.00% | ||
| Frecuencia | Devengará intereses sobre saldos ajustados a partir de la fecha de emisión, a la tasa del cuatro por ciento (4%) nominal anual, los que serán pagaderos por semestre vencido los días 27 de octubre y 27 de abril de cada año hasta su vencimiento, y serán calculados sobre la base de meses de treinta (30) días y años de trescientos sesenta (360) días (30/360) | ||
| ISIN | ARARGE4505U2 |