| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-07-29 | 100.00 | 129545.00 | 1921.70 | 0.00 | 1921.70 |
| 2024-10-29 | 100.00 | 113835.00 | 1707.21 | 0.00 | 1707.21 |
| 2025-01-29 | 100.00 | 116240.00 | 1743.28 | 0.00 | 1743.28 |
| 2025-04-29 | 100.00 | 117218.00 | 1719.73 | 0.00 | 1719.73 |
| 2025-07-29 | 100.00 | 114581.00 | 1699.72 | 0.00 | 1699.72 |
| 2025-10-29 | 100.00 | 114581.00 | 1718.40 | 0.00 | 1718.40 |
| 2026-01-29 | 100.00 | 114581.00 | 1718.40 | 0.00 | 1718.40 |
| 2026-04-29 | 100.00 | 114581.00 | 1681.04 | 0.00 | 1681.04 |
| 2026-06-29 | 0.00 | 0.00 | 1139.37 | 114581.00 | 115720.37 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | CAC8O | Valor Tecnico | 114786.46 | Semana TIR | 233.33% |
| Emisor | Capex S.A.Capex S.A. | Valor Residual | 100.00% | Mes TIR | 33.68% |
| Tipo | Corporativo | Paridad | 93.35% | Semestre TIR | 102.96% |
| País | Argentina | TIR | 12.90% | 1ero Enero TIR | 159.56% |
| Mercado | BYMA | Macaulay Dur. | 1.10 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.98 | Semana Precio | -11.45% |
| Fecha/Hora | 2025-05-09 13:24:55 | Effective Dur. | 0.13 | Mes Precio | -19.13% |
| Volumen | 1358 | Convexidad | 1.84 | Semestre Precio | -5.09% |
| Precio | 107150.00 | Int. Corrido | 205.46 | 1ero Enero Precio | -10.63% |
| Variación | -2.86% | Cupon | 1699.72 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 117865.00 | 10.00% | 3.58 | -72.27% |
| 116793.50 | 9.00% | 4.44 | -65.62% |
| 115722.00 | 8.00% | 5.31 | -58.84% |
| 114650.50 | 7.00% | 6.20 | -51.94% |
| 113579.00 | 6.00% | 7.10 | -44.92% |
| 112507.50 | 5.00% | 8.03 | -37.77% |
| 111436.00 | 4.00% | 8.97 | -30.49% |
| 110364.50 | 3.00% | 9.92 | -23.07% |
| 109293.00 | 2.00% | 10.90 | -15.51% |
| 108221.50 | 1.00% | 11.89 | -7.81% |
| 107150.00 | 0.00% | 12.90 | 0.00% |
| 106078.50 | -1.00% | 13.94 | 8.04% |
| 105007.00 | -2.00% | 14.99 | 16.20% |
| 103935.50 | -3.00% | 16.06 | 24.52% |
| 102864.00 | -4.00% | 17.16 | 33.01% |
| 101792.50 | -5.00% | 18.28 | 41.67% |
| 100721.00 | -6.00% | 19.42 | 50.51% |
| 99649.50 | -7.00% | 20.58 | 59.53% |
| 98578.00 | -8.00% | 21.77 | 68.73% |
| 97506.50 | -9.00% | 22.98 | 78.14% |
| 96435.00 | -10.00% | 24.22 | 87.75% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 14.06 | 9.00% | 105951.33 | -1.12% |
| 13.93 | 8.00% | 106083.80 | -1.00% |
| 13.80 | 7.00% | 106216.58 | -0.87% |
| 13.67 | 6.00% | 106349.68 | -0.75% |
| 13.54 | 5.00% | 106483.10 | -0.62% |
| 13.42 | 4.00% | 106616.84 | -0.50% |
| 13.29 | 3.00% | 106750.91 | -0.37% |
| 13.16 | 2.00% | 106885.30 | -0.25% |
| 13.03 | 1.00% | 107020.02 | -0.12% |
| 12.90 | 0.00% | 107150.00 | 0.00% |
| 12.77 | -1.00% | 107290.43 | 0.13% |
| 12.64 | -2.00% | 107426.13 | 0.26% |
| 12.51 | -3.00% | 107562.17 | 0.38% |
| 12.38 | -4.00% | 107698.53 | 0.51% |
| 12.26 | -5.00% | 107835.23 | 0.64% |
| 12.13 | -6.00% | 107972.26 | 0.77% |
| 12.00 | -7.00% | 108109.62 | 0.90% |
| 11.87 | -8.00% | 108247.33 | 1.02% |
| 11.74 | -9.00% | 108385.37 | 1.15% |
| Desarrollo TIR 12.90% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-07-29 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0595 x (91/365)) x 100.00% x 100.00 x 1145.81]/[(1+12.90)^(80/365)] | 1655.12 | i |
| 2025-10-29 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0595 x (92/365)) x 100.00% x 100.00 x 1145.81]/[(1+12.90)^(172/365)] | 1622.91 | i |
| 2026-01-29 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0595 x (92/365)) x 100.00% x 100.00 x 1145.81]/[(1+12.90)^(264/365)] | 1574.03 | i |
| 2026-04-29 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0595 x (90/365)) x 100.00% x 100.00 x 1145.81]/[(1+12.90)^(354/365)] | 1494.42 | i |
| 2026-06-29 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0595 x (61/365)) x 100.00% x 100.00 x 1145.81]/[(1+12.90)^(415/365)] | 992.55 | i |
| 2026-06-29 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1145.81]/[(1+12.90)^(415/365)] | 99816.04 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-10 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP x (Dias Corridos / Dias entre Cupones) | (0.0595 x (91/365)) x 1.00 x 1 x 100.00 x 1145.81 x (11/91) | 205.46 |
| 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. | |
| 2025-07-29 | (Dias para cupon / Dias Año) | (80 / 365) | 0.22 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0595 x (91/365)) x 100.00% x 100.00 x 1145.81]/[(1+12.90)^(80/365)] | 1655.10 | 0.02 | 0.00 | i | |
| 2025-10-29 | (Dias para cupon / Dias Año) | (172 / 365) | 0.47 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0595 x (92/365)) x 100.00% x 100.00 x 1145.81]/[(1+12.90)^(172/365)] | 1622.87 | 0.02 | 0.01 | i | |
| 2026-01-29 | (Dias para cupon / Dias Año) | (264 / 365) | 0.72 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0595 x (92/365)) x 100.00% x 100.00 x 1145.81]/[(1+12.90)^(264/365)] | 1573.97 | 0.01 | 0.01 | i | |
| 2026-04-29 | (Dias para cupon / Dias Año) | (354 / 365) | 0.97 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0595 x (90/365)) x 100.00% x 100.00 x 1145.81]/[(1+12.90)^(354/365)] | 1494.36 | 0.01 | 0.01 | i | |
| 2026-06-29 | (Dias para cupon / Dias Año) | (415 / 365) | 1.14 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1145.81]/[(1+12.90)^(415/365)]+[(0.0595 x (61/365)) x 100.00% x 100.00 x 1145.81]/[(1+12.90)^(415/365)] | 100803.51 | 0.94 | 1.07 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.10 | 1.10 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.10)/(1 + 12.90/100) | 0.98 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (107014.74 - 107285.23 )/( 2 x 107150 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. |
| 2025-07-29 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (80 / 365) ^ 2 + (80 / 365) | 0.27 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0595 x (91/365)) x 100.00% x 100.00 x 1145.81]/[(1+12.90)^(80/365)] | 1655.10 | 442.27 | i |
| 2025-10-29 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (172 / 365) ^ 2 + (172 / 365) | 0.69 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0595 x (92/365)) x 100.00% x 100.00 x 1145.81]/[(1+12.90)^(172/365)] | 1622.87 | 1125.13 | i |
| 2026-01-29 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (264 / 365) ^ 2 + (264 / 365) | 1.25 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0595 x (92/365)) x 100.00% x 100.00 x 1145.81]/[(1+12.90)^(264/365)] | 1573.97 | 1961.85 | i |
| 2026-04-29 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (354 / 365) ^ 2 + (354 / 365) | 1.91 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0595 x (90/365)) x 100.00% x 100.00 x 1145.81]/[(1+12.90)^(354/365)] | 1494.36 | 2854.97 | i |
| 2026-06-29 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (415 / 365) ^ 2 + (415 / 365) | 2.43 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1145.81]/[(1+12.90)^(415/365)]+[(0.0595 x (61/365)) x 100.00% x 100.00 x 1145.81]/[(1+12.90)^(415/365)] | 100803.51 | 244924.73 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [107150 x ((1 + 12.905) ^ 2)]] x 251308.95] | 1.84 |
| F. de Emision | 2024-04-29 | ||
| F. de Vencimiento | 2026-06-29 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | |||
| Interes | TNA 5.95% | ||
| Frecuencia | Los intereses de las Obligaciones Negociables serán pagaderos en forma vencida, trimestralmente, a partir de la Fecha de Emisión y Liquidación, con excepción del último período de intereses, que será irregular, en las siguientes fechas: 29 de julio de 2024, 29 de octubre de 2024, 29 de enero de 2025, 29 de abril de 2025, 29 de julio de 2025, 29 de octubre de 2025, 29 de enero de 2026, 29 de abril de 2026, y en la Fecha de Vencimiento, esto es, el 29 de junio de 2026. | ||
| ISIN | AR0292006183 |