| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2027-01-15 | 0.00 | 0.00 | 61.10 | 100.00 | 161.10 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | T15E7 | Valor Tecnico | 108.75 | Semana TIR | -3.00% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -22.59% |
| Tipo | Soberano | Paridad | 94.57% | Semestre TIR | S/D |
| País | Argentina | TIR | 30.67% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 1.68 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 1.28 | Semana Precio | 2.08% |
| Fecha/Hora | 2025-05-09 16:55:54 | Effective Dur. | 0.39 | Mes Precio | 14.92% |
| Volumen | 1923280498 | Convexidad | 2.63 | Semestre Precio | S/D |
| Precio | 102.85 | Int. Corrido | 8.75 | 1ero Enero Precio | S/D |
| Variación | 1.03% | Cupon | 161.10 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 113.13 | 10.00% | 23.45 | -23.54% |
| 112.11 | 9.00% | 24.13 | -21.34% |
| 111.08 | 8.00% | 24.81 | -19.11% |
| 110.05 | 7.00% | 25.50 | -16.85% |
| 109.02 | 6.00% | 26.21 | -14.55% |
| 107.99 | 5.00% | 26.92 | -12.22% |
| 106.96 | 4.00% | 27.65 | -9.85% |
| 105.94 | 3.00% | 28.39 | -7.45% |
| 104.91 | 2.00% | 29.13 | -5.01% |
| 103.88 | 1.00% | 29.90 | -2.53% |
| 102.85 | 0.00% | 30.67 | 0.00% |
| 101.82 | -1.00% | 31.45 | 2.55% |
| 100.79 | -2.00% | 32.25 | 5.15% |
| 99.76 | -3.00% | 33.06 | 7.80% |
| 98.74 | -4.00% | 33.89 | 10.49% |
| 97.71 | -5.00% | 34.72 | 13.22% |
| 96.68 | -6.00% | 35.58 | 16.00% |
| 95.65 | -7.00% | 36.44 | 18.83% |
| 94.62 | -8.00% | 37.33 | 21.70% |
| 93.59 | -9.00% | 38.22 | 24.63% |
| 92.56 | -10.00% | 39.14 | 27.61% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 33.43 | 9.00% | 99.30 | -3.45% |
| 33.12 | 8.00% | 99.69 | -3.08% |
| 32.82 | 7.00% | 100.07 | -2.70% |
| 32.51 | 6.00% | 100.46 | -2.32% |
| 32.20 | 5.00% | 100.85 | -1.94% |
| 31.90 | 4.00% | 101.25 | -1.56% |
| 31.59 | 3.00% | 101.64 | -1.17% |
| 31.28 | 2.00% | 102.04 | -0.79% |
| 30.98 | 1.00% | 102.44 | -0.40% |
| 30.67 | 0.00% | 102.85 | 0.00% |
| 30.36 | -1.00% | 103.25 | 0.39% |
| 30.06 | -2.00% | 103.66 | 0.79% |
| 29.75 | -3.00% | 104.07 | 1.19% |
| 29.44 | -4.00% | 104.49 | 1.59% |
| 29.14 | -5.00% | 104.90 | 2.00% |
| 28.83 | -6.00% | 105.32 | 2.40% |
| 28.52 | -7.00% | 105.74 | 2.81% |
| 28.22 | -8.00% | 106.17 | 3.23% |
| 27.91 | -9.00% | 106.60 | 3.64% |
| Desarrollo TIR 30.67% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2027-01-15 | [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((1+0.0205)^((705/360) x 12) - 1) x 100.00]/[(1+30.67)^(604/360)] | 39.01 | i |
| 2027-01-15 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+30.67)^(604/360)] | 63.84 | 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+0.0205/100)^((705/360) x 12)-1] x (101/705) | 8.75 |
| 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. | |
| 2027-01-15 | (Dias para cupon / Dias Año) | (604 / 360) | 1.68 | [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+30.67)^(604/360)]+[((1+0.0205)^((705/360) x 12) - 1) x 100.00]/[(1+30.67)^(604/360)] | 102.85 | 1.00 | 1.68 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.68 | 1.68 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.68)/(1 + 30.67/100) | 1.28 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (102.45 - 103.26 )/( 2 x 102.85 x 0.01) | 0.39 |
| 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. |
| 2027-01-15 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (604 / 360) ^ 2 + (604 / 360) | 4.49 | [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+30.67)^(604/360)]+[((1+0.0205)^((705/360) x 12) - 1) x 100.00]/[(1+30.67)^(604/360)] | 102.85 | 462.07 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [102.85 x ((1 + 30.6676875) ^ 2)]] x 462.07] | 2.63 |
| F. de Emision | 2025-01-31 | ||
| F. de Vencimiento | 2027-01-15 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Integra al vencimiento. | ||
| Interes | TEM 2.05% | ||
| Frecuencia | Pagará intereses a una tasa efectiva mensual capitalizable mensualmente hasta el vencimiento del instrumento, la que será determinada en la licitación | ||
| ISIN | AR0350916307 |