| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2026-01-30 | 0.00 | 0.00 | 42.22 | 100.00 | 142.22 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | T30E6 | Valor Tecnico | 115.15 | Semana TIR | -1.95% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -28.14% |
| Tipo | Soberano | Paridad | 100.26% | Semestre TIR | S/D |
| País | Argentina | TIR | 33.63% | 1ero Enero TIR | -3.07% |
| Mercado | BYMA | Macaulay Dur. | 0.72 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.54 | Semana Precio | 1.27% |
| Fecha/Hora | 2025-05-09 16:55:55 | Effective Dur. | 0.18 | Mes Precio | 10.48% |
| Volumen | 72104099 | Convexidad | 0.69 | Semestre Precio | S/D |
| Precio | 115.45 | Int. Corrido | 15.15 | 1ero Enero Precio | 12.09% |
| Variación | 0.09% | Cupon | 142.22 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 127.00 | 10.00% | 17.05 | -49.31% |
| 125.84 | 9.00% | 18.54 | -44.86% |
| 124.69 | 8.00% | 20.07 | -40.32% |
| 123.53 | 7.00% | 21.63 | -35.67% |
| 122.38 | 6.00% | 23.23 | -30.92% |
| 121.22 | 5.00% | 24.87 | -26.06% |
| 120.07 | 4.00% | 26.54 | -21.09% |
| 118.91 | 3.00% | 28.25 | -16.00% |
| 117.76 | 2.00% | 30.00 | -10.80% |
| 116.60 | 1.00% | 31.79 | -5.47% |
| 115.45 | 0.00% | 33.63 | 0.00% |
| 114.30 | -1.00% | 35.51 | 5.58% |
| 113.14 | -2.00% | 37.43 | 11.31% |
| 111.99 | -3.00% | 39.41 | 17.17% |
| 110.83 | -4.00% | 41.43 | 23.19% |
| 109.68 | -5.00% | 43.50 | 29.35% |
| 108.52 | -6.00% | 45.63 | 35.68% |
| 107.37 | -7.00% | 47.81 | 42.16% |
| 106.21 | -8.00% | 50.05 | 48.82% |
| 105.06 | -9.00% | 52.34 | 55.65% |
| 103.91 | -10.00% | 54.70 | 62.66% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 36.66 | 9.00% | 113.60 | -1.60% |
| 36.32 | 8.00% | 113.80 | -1.43% |
| 35.98 | 7.00% | 114.01 | -1.25% |
| 35.65 | 6.00% | 114.21 | -1.07% |
| 35.31 | 5.00% | 114.41 | -0.90% |
| 34.98 | 4.00% | 114.62 | -0.72% |
| 34.64 | 3.00% | 114.82 | -0.54% |
| 34.30 | 2.00% | 115.03 | -0.36% |
| 33.97 | 1.00% | 115.24 | -0.18% |
| 33.63 | 0.00% | 115.45 | 0.00% |
| 33.29 | -1.00% | 115.66 | 0.18% |
| 32.96 | -2.00% | 115.87 | 0.36% |
| 32.62 | -3.00% | 116.08 | 0.54% |
| 32.28 | -4.00% | 116.29 | 0.73% |
| 31.95 | -5.00% | 116.50 | 0.91% |
| 31.61 | -6.00% | 116.72 | 1.10% |
| 31.28 | -7.00% | 116.93 | 1.29% |
| 30.94 | -8.00% | 117.15 | 1.47% |
| 30.60 | -9.00% | 117.37 | 1.66% |
| Desarrollo TIR 33.63% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2026-01-30 | [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((1+0.0265)^((404/360) x 12) - 1) x 100.00]/[(1+33.63)^(259/360)] | 34.27 | i |
| 2026-01-30 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+33.63)^(259/360)] | 81.17 | 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+0.0265/100)^((404/360) x 12)-1] x (145/404) | 15.15 |
| 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. | |
| 2026-01-30 | (Dias para cupon / Dias Año) | (259 / 360) | 0.72 | [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+33.63)^(259/360)]+[((1+0.0265)^((404/360) x 12) - 1) x 100.00]/[(1+33.63)^(259/360)] | 115.45 | 1.00 | 0.72 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.72 | 0.72 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.72)/(1 + 33.63/100) | 0.54 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (115.24 - 115.66 )/( 2 x 115.45 x 0.01) | 0.18 |
| 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. |
| 2026-01-30 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (259 / 360) ^ 2 + (259 / 360) | 1.24 | [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+33.63)^(259/360)]+[((1+0.0265)^((404/360) x 12) - 1) x 100.00]/[(1+33.63)^(259/360)] | 115.45 | 142.82 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [115.45 x ((1 + 33.6276875) ^ 2)]] x 142.82] | 0.69 |
| F. de Emision | 2024-12-16 | ||
| F. de Vencimiento | 2026-01-30 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Integra al vencimiento. | ||
| Interes | TEM 2.65% | ||
| Frecuencia | Pagará intereses a una tasa efectiva mensual capitalizable mensualmente hasta el vencimiento del instrumento | ||
| ISIN | AR0398003852 |