| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-11-28 | 0.00 | 0.00 | 23.56 | 100.00 | 123.56 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | S28N5 | Valor Tecnico | 107.22 | Semana TIR | -5.01% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -30.12% |
| Tipo | Soberano | Paridad | 98.58% | Semestre TIR | S/D |
| País | Argentina | TIR | 33.02% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.55 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.41 | Semana Precio | 1.63% |
| Fecha/Hora | 2025-05-09 17:00:07 | Effective Dur. | 0.14 | Mes Precio | 9.18% |
| Volumen | 420603961 | Convexidad | 0.48 | Semestre Precio | S/D |
| Precio | 105.70 | Int. Corrido | 7.22 | 1ero Enero Precio | S/D |
| Variación | 0.28% | Cupon | 123.56 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 116.27 | 10.00% | 11.76 | -64.40% |
| 115.21 | 9.00% | 13.64 | -58.70% |
| 114.16 | 8.00% | 15.57 | -52.86% |
| 113.10 | 7.00% | 17.55 | -46.86% |
| 112.04 | 6.00% | 19.58 | -40.70% |
| 110.98 | 5.00% | 21.67 | -34.37% |
| 109.93 | 4.00% | 23.82 | -27.87% |
| 108.87 | 3.00% | 26.02 | -21.19% |
| 107.81 | 2.00% | 28.29 | -14.32% |
| 106.76 | 1.00% | 30.62 | -7.26% |
| 105.70 | 0.00% | 33.02 | 0.00% |
| 104.64 | -1.00% | 35.48 | 7.46% |
| 103.59 | -2.00% | 38.02 | 15.15% |
| 102.53 | -3.00% | 40.63 | 23.05% |
| 101.47 | -4.00% | 43.32 | 31.20% |
| 100.42 | -5.00% | 46.09 | 39.58% |
| 99.36 | -6.00% | 48.94 | 48.22% |
| 98.30 | -7.00% | 51.88 | 57.12% |
| 97.24 | -8.00% | 54.91 | 66.30% |
| 96.19 | -9.00% | 58.04 | 75.76% |
| 95.13 | -10.00% | 61.26 | 85.53% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 35.99 | 9.00% | 104.43 | -1.20% |
| 35.66 | 8.00% | 104.57 | -1.07% |
| 35.33 | 7.00% | 104.71 | -0.94% |
| 35.00 | 6.00% | 104.85 | -0.81% |
| 34.67 | 5.00% | 104.99 | -0.67% |
| 34.34 | 4.00% | 105.13 | -0.54% |
| 34.01 | 3.00% | 105.27 | -0.41% |
| 33.68 | 2.00% | 105.41 | -0.27% |
| 33.35 | 1.00% | 105.56 | -0.14% |
| 33.02 | 0.00% | 105.70 | 0.00% |
| 32.69 | -1.00% | 105.84 | 0.14% |
| 32.36 | -2.00% | 105.99 | 0.27% |
| 32.03 | -3.00% | 106.13 | 0.41% |
| 31.70 | -4.00% | 106.28 | 0.55% |
| 31.37 | -5.00% | 106.42 | 0.68% |
| 31.04 | -6.00% | 106.57 | 0.82% |
| 30.71 | -7.00% | 106.72 | 0.96% |
| 30.38 | -8.00% | 106.87 | 1.10% |
| 30.05 | -9.00% | 107.01 | 1.24% |
| Desarrollo TIR 33.02% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-11-28 | [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((1+0.0226)^((284/360) x 12) - 1) x 100.00]/[(1+33.02)^(197/360)] | 20.16 | i |
| 2025-11-28 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+33.02)^(197/360)] | 85.54 | 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+0.0226/100)^((284/360) x 12)-1] x (87/284) | 7.22 |
| 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. | |
| 2025-11-28 | (Dias para cupon / Dias Año) | (197 / 360) | 0.55 | [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+33.02)^(197/360)]+[((1+0.0226)^((284/360) x 12) - 1) x 100.00]/[(1+33.02)^(197/360)] | 105.70 | 1.00 | 0.55 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.55 | 0.55 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.55)/(1 + 33.02/100) | 0.41 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (105.56 - 105.84 )/( 2 x 105.7 x 0.01) | 0.14 |
| 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. |
| 2025-11-28 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (197 / 360) ^ 2 + (197 / 360) | 0.85 | [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+33.02)^(197/360)]+[((1+0.0226)^((284/360) x 12) - 1) x 100.00]/[(1+33.02)^(197/360)] | 105.70 | 89.49 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [105.7 x ((1 + 33.0186875) ^ 2)]] x 89.49] | 0.48 |
| F. de Emision | 2025-02-14 | ||
| F. de Vencimiento | 2025-11-28 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Integra al vencimiento. | ||
| Interes | TEM 2.26% | ||
| Frecuencia | Pagará intereses a una tasa efectiva mensual capitalizable mensualmente hasta el vencimiento del instrumento, la que será determinada en la licitación. | ||
| ISIN | AR0729634284 |