| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2026-06-30 | 0.00 | 0.00 | 44.90 | 100.00 | 144.90 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | T30J6 | Valor Tecnico | 109.70 | Semana TIR | -8.33% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -31.99% |
| Tipo | Soberano | Paridad | 96.17% | Semestre TIR | S/D |
| País | Argentina | TIR | 32.13% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 1.14 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.86 | Semana Precio | 3.38% |
| Fecha/Hora | 2025-05-09 16:56:16 | Effective Dur. | 0.28 | Mes Precio | 16.83% |
| Volumen | 11236676391 | Convexidad | 1.40 | Semestre Precio | S/D |
| Precio | 105.50 | Int. Corrido | 9.70 | 1ero Enero Precio | S/D |
| Variación | 1.10% | Cupon | 144.90 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 116.05 | 10.00% | 21.52 | -33.02% |
| 115.00 | 9.00% | 22.50 | -29.97% |
| 113.94 | 8.00% | 23.50 | -26.87% |
| 112.89 | 7.00% | 24.51 | -23.72% |
| 111.83 | 6.00% | 25.54 | -20.51% |
| 110.78 | 5.00% | 26.59 | -17.25% |
| 109.72 | 4.00% | 27.66 | -13.92% |
| 108.67 | 3.00% | 28.74 | -10.54% |
| 107.61 | 2.00% | 29.85 | -7.09% |
| 106.56 | 1.00% | 30.98 | -3.58% |
| 105.50 | 0.00% | 32.13 | 0.00% |
| 104.44 | -1.00% | 33.30 | 3.64% |
| 103.39 | -2.00% | 34.49 | 7.36% |
| 102.33 | -3.00% | 35.71 | 11.15% |
| 101.28 | -4.00% | 36.95 | 15.01% |
| 100.22 | -5.00% | 38.22 | 18.94% |
| 99.17 | -6.00% | 39.51 | 22.96% |
| 98.11 | -7.00% | 40.82 | 27.06% |
| 97.06 | -8.00% | 42.17 | 31.23% |
| 96.00 | -9.00% | 43.54 | 35.50% |
| 94.95 | -10.00% | 44.94 | 39.86% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 35.02 | 9.00% | 102.93 | -2.44% |
| 34.70 | 8.00% | 103.21 | -2.17% |
| 34.38 | 7.00% | 103.49 | -1.90% |
| 34.06 | 6.00% | 103.77 | -1.64% |
| 33.74 | 5.00% | 104.06 | -1.37% |
| 33.42 | 4.00% | 104.34 | -1.10% |
| 33.09 | 3.00% | 104.63 | -0.83% |
| 32.77 | 2.00% | 104.92 | -0.55% |
| 32.45 | 1.00% | 105.21 | -0.28% |
| 32.13 | 0.00% | 105.50 | 0.00% |
| 31.81 | -1.00% | 105.79 | 0.28% |
| 31.49 | -2.00% | 106.09 | 0.56% |
| 31.17 | -3.00% | 106.38 | 0.84% |
| 30.84 | -4.00% | 106.68 | 1.12% |
| 30.52 | -5.00% | 106.98 | 1.40% |
| 30.20 | -6.00% | 107.28 | 1.69% |
| 29.88 | -7.00% | 107.58 | 1.97% |
| 29.56 | -8.00% | 107.89 | 2.26% |
| 29.24 | -9.00% | 108.19 | 2.55% |
| Desarrollo TIR 32.13% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2026-06-30 | [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((1+0.0215)^((523/360) x 12) - 1) x 100.00]/[(1+32.13)^(410/360)] | 32.69 | i |
| 2026-06-30 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+32.13)^(410/360)] | 72.81 | 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+0.0215/100)^((523/360) x 12)-1] x (113/523) | 9.70 |
| 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. | |
| 2026-06-30 | (Dias para cupon / Dias Año) | (410 / 360) | 1.14 | [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+32.13)^(410/360)]+[((1+0.0215)^((523/360) x 12) - 1) x 100.00]/[(1+32.13)^(410/360)] | 105.50 | 1.00 | 1.14 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.14 | 1.14 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.14)/(1 + 32.13/100) | 0.86 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (105.21 - 105.79 )/( 2 x 105.5 x 0.01) | 0.28 |
| 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. |
| 2026-06-30 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (410 / 360) ^ 2 + (410 / 360) | 2.44 | [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+32.13)^(410/360)]+[((1+0.0215)^((523/360) x 12) - 1) x 100.00]/[(1+32.13)^(410/360)] | 105.50 | 256.99 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [105.5 x ((1 + 32.1296875) ^ 2)]] x 256.99] | 1.40 |
| F. de Emision | 2025-01-17 | ||
| F. de Vencimiento | 2026-06-30 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Integra al vencimiento. | ||
| Interes | TEM 2.15% | ||
| Frecuencia | Pagará intereses a una tasa efectiva mensual capitalizable mensualmente hasta el vencimiento del instrumento, el 30/06/2026. | ||
| ISIN | AR0071678673 |