| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-10-31 | 0.00 | 0.00 | 32.70 | 100.00 | 132.70 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | S31O5 | Valor Tecnico | 115.10 | Semana TIR | -5.00% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -25.39% |
| Tipo | Soberano | Paridad | 100.69% | Semestre TIR | S/D |
| País | Argentina | TIR | 33.42% | 1ero Enero TIR | 19.19% |
| Mercado | BYMA | Macaulay Dur. | 0.47 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.35 | Semana Precio | 1.54% |
| Fecha/Hora | 2025-05-09 17:00:13 | Effective Dur. | 0.12 | Mes Precio | 7.17% |
| Volumen | 2135923996 | Convexidad | 0.39 | Semestre Precio | S/D |
| Precio | 115.90 | Int. Corrido | 15.10 | 1ero Enero Precio | 7.31% |
| Variación | 0.35% | Cupon | 132.70 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 127.49 | 10.00% | 8.91 | -73.34% |
| 126.33 | 9.00% | 11.05 | -66.94% |
| 125.17 | 8.00% | 13.25 | -60.35% |
| 124.01 | 7.00% | 15.52 | -53.57% |
| 122.85 | 6.00% | 17.85 | -46.59% |
| 121.70 | 5.00% | 20.25 | -39.40% |
| 120.54 | 4.00% | 22.73 | -31.99% |
| 119.38 | 3.00% | 25.28 | -24.35% |
| 118.22 | 2.00% | 27.91 | -16.48% |
| 117.06 | 1.00% | 30.63 | -8.36% |
| 115.90 | 0.00% | 33.42 | 0.00% |
| 114.74 | -1.00% | 36.31 | 8.65% |
| 113.58 | -2.00% | 39.29 | 17.57% |
| 112.42 | -3.00% | 42.37 | 26.78% |
| 111.26 | -4.00% | 45.55 | 36.29% |
| 110.11 | -5.00% | 48.83 | 46.11% |
| 108.95 | -6.00% | 52.22 | 56.26% |
| 107.79 | -7.00% | 55.73 | 66.76% |
| 106.63 | -8.00% | 59.36 | 77.61% |
| 105.47 | -9.00% | 63.11 | 88.84% |
| 104.31 | -10.00% | 67.00 | 100.47% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 36.43 | 9.00% | 114.70 | -1.04% |
| 36.09 | 8.00% | 114.83 | -0.93% |
| 35.76 | 7.00% | 114.96 | -0.81% |
| 35.43 | 6.00% | 115.09 | -0.70% |
| 35.09 | 5.00% | 115.23 | -0.58% |
| 34.76 | 4.00% | 115.36 | -0.47% |
| 34.42 | 3.00% | 115.50 | -0.35% |
| 34.09 | 2.00% | 115.63 | -0.23% |
| 33.75 | 1.00% | 115.77 | -0.12% |
| 33.42 | 0.00% | 115.90 | 0.00% |
| 33.09 | -1.00% | 116.04 | 0.12% |
| 32.75 | -2.00% | 116.18 | 0.24% |
| 32.42 | -3.00% | 116.31 | 0.36% |
| 32.08 | -4.00% | 116.45 | 0.48% |
| 31.75 | -5.00% | 116.59 | 0.59% |
| 31.41 | -6.00% | 116.73 | 0.71% |
| 31.08 | -7.00% | 116.87 | 0.84% |
| 30.75 | -8.00% | 117.01 | 0.96% |
| 30.41 | -9.00% | 117.15 | 1.08% |
| Desarrollo TIR 33.42% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-10-31 | [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((1+0.0274)^((314/360) x 12) - 1) x 100.00]/[(1+33.42)^(169/360)] | 28.56 | i |
| 2025-10-31 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+33.42)^(169/360)] | 87.34 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-11 | Valor Nominal x [(1+TEM/100)^((Dias entre Cupones/Año) x 12) - 1] x (Dias Corridos / Dias entre Cupones) | 100.00 x [(1+0.0274/100)^((314/360) x 12)-1] x (145/314) | 15.10 |
| 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. | |
| 2025-10-31 | (Dias para cupon / Dias Año) | (169 / 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+33.42)^(169/360)]+[((1+0.0274)^((314/360) x 12) - 1) x 100.00]/[(1+33.42)^(169/360)] | 115.90 | 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 + 33.42/100) | 0.35 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (115.76 - 116.04 )/( 2 x 115.9 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. |
| 2025-10-31 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (169 / 360) ^ 2 + (169 / 360) | 0.69 | [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+33.42)^(169/360)]+[((1+0.0274)^((314/360) x 12) - 1) x 100.00]/[(1+33.42)^(169/360)] | 115.90 | 79.95 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [115.9 x ((1 + 33.425) ^ 2)]] x 79.95] | 0.39 |
| F. de Emision | 2024-12-16 | ||
| F. de Vencimiento | 2025-10-31 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Integra al vencimiento | ||
| Interes | TEM 2.74% | ||
| Frecuencia | Pagará intereses a una tasa efectiva mensual capitalizable mensualmente hasta el vencimiento del instrumento, 31-10-2025 | ||
| ISIN | AR0476306649 |