| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2026-01-16 | 0.00 | 0.00 | 0.00 | 111358.00 | 111358.00 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | D16E6 | Valor Tecnico | 111358.00 | Semana TIR | -46.21% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | 234.00% |
| Tipo | Soberano | Paridad | 94.83% | Semestre TIR | S/D |
| País | Argentina | TIR | 8.08% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.68 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.63 | Semana Precio | -0.47% |
| Fecha/Hora | 2025-05-09 17:00:29 | Effective Dur. | 0.05 | Mes Precio | -6.55% |
| Volumen | 75863 | Convexidad | 0.98 | Semestre Precio | S/D |
| Precio | 105600.00 | Int. Corrido | 0.00 | 1ero Enero Precio | S/D |
| Variación | 0.62% | Cupon | 111358.00 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 116160.00 | 10.00% | -5.99 | -174.14% |
| 115104.00 | 9.00% | -4.73 | -158.49% |
| 114048.00 | 8.00% | -3.43 | -142.48% |
| 112992.00 | 7.00% | -2.11 | -126.10% |
| 111936.00 | 6.00% | -0.75 | -109.34% |
| 110880.00 | 5.00% | 0.63 | -92.18% |
| 109824.00 | 4.00% | 2.05 | -74.61% |
| 108768.00 | 3.00% | 3.50 | -56.64% |
| 107712.00 | 2.00% | 4.99 | -38.21% |
| 106656.00 | 1.00% | 6.52 | -19.33% |
| 105600.00 | 0.00% | 8.08 | 0.00% |
| 104544.00 | -1.00% | 9.68 | 19.82% |
| 103488.00 | -2.00% | 11.32 | 40.14% |
| 102432.00 | -3.00% | 13.01 | 60.97% |
| 101376.00 | -4.00% | 14.73 | 82.34% |
| 100320.00 | -5.00% | 16.50 | 104.27% |
| 99264.00 | -6.00% | 18.32 | 126.77% |
| 98208.00 | -7.00% | 20.19 | 149.87% |
| 97152.00 | -8.00% | 22.11 | 173.59% |
| 96096.00 | -9.00% | 24.08 | 197.96% |
| 95040.00 | -10.00% | 26.10 | 222.99% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 8.81 | 9.00% | 105116.78 | -0.46% |
| 8.73 | 8.00% | 105170.15 | -0.41% |
| 8.65 | 7.00% | 105223.59 | -0.36% |
| 8.56 | 6.00% | 105277.10 | -0.31% |
| 8.48 | 5.00% | 105330.68 | -0.26% |
| 8.40 | 4.00% | 105384.32 | -0.20% |
| 8.32 | 3.00% | 105438.03 | -0.15% |
| 8.24 | 2.00% | 105491.80 | -0.10% |
| 8.16 | 1.00% | 105545.65 | -0.05% |
| 8.08 | 0.00% | 105600.00 | 0.00% |
| 8.00 | -1.00% | 105653.54 | 0.05% |
| 7.92 | -2.00% | 105707.59 | 0.10% |
| 7.84 | -3.00% | 105761.70 | 0.15% |
| 7.76 | -4.00% | 105815.89 | 0.20% |
| 7.68 | -5.00% | 105870.14 | 0.26% |
| 7.60 | -6.00% | 105924.46 | 0.31% |
| 7.51 | -7.00% | 105978.85 | 0.36% |
| 7.43 | -8.00% | 106033.31 | 0.41% |
| 7.35 | -9.00% | 106087.84 | 0.46% |
| Desarrollo TIR 8.08% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2026-01-16 | [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0 x (332/360)) x 1113.5800 x 100.00% x 100.00]/[(1+8.08)^(246/360)] | 0.00 | i |
| 2026-01-16 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1113.5800 x 1 x 100.00]/[(1+8.08)^(246/360)] | 105599.56 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-10 | (TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0 x (332/360)) x 1113.58 x 1 x 100.00 x (86/332) | 0.00 |
| 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. | |
| 2026-01-16 | (Dias para cupon / Dias Año) | (246 / 360) | 0.68 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1113.5800 x 1 x 100.00]/[(1+8.08)^(246/360)]+[(0 x (332/360)) x 1113.5800 x 100.00% x 100.00]/[(1+8.08)^(246/360)] | 105599.77 | 1.00 | 0.68 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.68 | 0.68 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.68)/(1 + 8.08/100) | 0.63 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (105545.86 - 105653.75 )/( 2 x 105600 x 0.01) | 0.05 |
| 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. |
| 2026-01-16 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (246 / 360) ^ 2 + (246 / 360) | 1.15 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1113.5800 x 1 x 100.00]/[(1+8.08)^(246/360)]+[(0 x (332/360)) x 1113.5800 x 100.00% x 100.00]/[(1+8.08)^(246/360)] | 105599.77 | 121469.07 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [105600 x ((1 + 8.0796875) ^ 2)]] x 121469.07] | 0.98 |
| F. de Emision | 2025-02-14 | ||
| F. de Vencimiento | 2026-01-16 | ||
| Ajuste | Dolar Linked | ||
| Dias previos para calculo ajuste o interes | 1 | ||
| Capital | Integra al vencimiento al tipo de cambio aplicable. | ||
| Interes | Cero cupón (0) -a descuento-. | ||
| Frecuencia | Pagará intereses en la fecha de vencimiento. | ||
| ISIN | AR0306034593 |