| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-07-31 | 0.00 | 0.00 | 30.17 | 100.00 | 130.17 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | M31L5 | Valor Tecnico | 106.96 | Semana TIR | 15.94% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | S/D |
| Tipo | Soberano | Paridad | 97.70% | Semestre TIR | S/D |
| País | Argentina | TIR | 168.67% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.22 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.08 | Semana Precio | 0.77% |
| Fecha/Hora | 2025-05-09 16:51:07 | Effective Dur. | 0.14 | Mes Precio | S/D |
| Volumen | 1599895755 | Convexidad | 0.04 | Semestre Precio | S/D |
| Precio | 104.50 | Int. Corrido | 6.96 | 1ero Enero Precio | S/D |
| Variación | 0.10% | Cupon | 110.42 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 114.95 | 10.00% | 74.97 | -55.56% |
| 113.91 | 9.00% | 82.31 | -51.20% |
| 112.86 | 8.00% | 90.03 | -46.63% |
| 111.81 | 7.00% | 98.15 | -41.81% |
| 110.77 | 6.00% | 106.71 | -36.74% |
| 109.72 | 5.00% | 115.71 | -31.40% |
| 108.68 | 4.00% | 125.20 | -25.77% |
| 107.64 | 3.00% | 135.21 | -19.84% |
| 106.59 | 2.00% | 145.77 | -13.58% |
| 105.55 | 1.00% | 156.91 | -6.98% |
| 104.50 | 0.00% | 168.67 | 0.00% |
| 103.45 | -1.00% | 181.10 | 7.37% |
| 102.41 | -2.00% | 194.25 | 15.16% |
| 101.36 | -3.00% | 208.14 | 23.40% |
| 100.32 | -4.00% | 222.85 | 32.12% |
| 99.28 | -5.00% | 238.43 | 41.35% |
| 98.23 | -6.00% | 254.94 | 51.14% |
| 97.19 | -7.00% | 272.44 | 61.51% |
| 96.14 | -8.00% | 291.00 | 72.52% |
| 95.09 | -9.00% | 310.71 | 84.20% |
| 94.05 | -10.00% | 331.65 | 96.62% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 183.86 | 9.00% | 103.23 | -1.21% |
| 182.17 | 8.00% | 103.37 | -1.08% |
| 180.49 | 7.00% | 103.51 | -0.95% |
| 178.80 | 6.00% | 103.64 | -0.82% |
| 177.11 | 5.00% | 103.78 | -0.68% |
| 175.43 | 4.00% | 103.93 | -0.55% |
| 173.74 | 3.00% | 104.07 | -0.41% |
| 172.05 | 2.00% | 104.21 | -0.28% |
| 170.37 | 1.00% | 104.35 | -0.14% |
| 168.68 | 0.00% | 104.50 | 0.00% |
| 166.99 | -1.00% | 104.65 | 0.14% |
| 165.31 | -2.00% | 104.79 | 0.28% |
| 163.62 | -3.00% | 104.94 | 0.42% |
| 161.93 | -4.00% | 105.09 | 0.57% |
| 160.25 | -5.00% | 105.24 | 0.71% |
| 158.56 | -6.00% | 105.39 | 0.86% |
| 156.87 | -7.00% | 105.55 | 1.00% |
| 155.19 | -8.00% | 105.70 | 1.15% |
| 153.50 | -9.00% | 105.86 | 1.30% |
| Desarrollo TIR 168.67% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-07-31 | [((1+TAMAR TEM + MARGEN)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((1+(0.0290+0.05))^((104/360) x 12) - 1) x 100.00]/[(1+168.67)^(80/360)] | 24.22 | i |
| 2025-07-31 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+168.67)^(80/360)] | 80.28 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-10 | Valor Nominal x [(1+TAMAR TEM + MARGEN)^((Dias entre Cupones/Año) x 12) - 1] x (Dias Corridos / Dias entre Cupones) | 100.00 x [(1+(0.0290+0.05))^((104/360) x 12)-1] x (24/104) | 6.96 |
| 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. | |
| 2025-07-31 | (Dias para cupon / Dias Año) | (80 / 360) | 0.22 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [((1+TAMAR TEM + MARGEN)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+168.67)^(80/360)]+[((1+(0.0290+0.05))^((104/360) x 12) - 1) x 100.00]/[(1+168.67)^(80/360)] | 104.50 | 1.00 | 0.22 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.22 | 0.22 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.22)/(1 + 168.67/100) | 0.08 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (104.35 - 104.65 )/( 2 x 104.5 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. |
| 2025-07-31 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (80 / 360) ^ 2 + (80 / 360) | 0.27 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [((1+TAMAR TEM + MARGEN)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+168.67)^(80/360)]+[((1+(0.0290+0.05))^((104/360) x 12) - 1) x 100.00]/[(1+168.67)^(80/360)] | 104.50 | 28.38 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [104.5 x ((1 + 168.6746875) ^ 2)]] x 28.38] | 0.04 |
| Desarrollo Tamar | ||
|---|---|---|
| Fecha | Dia | Tamar |
| 2025-04-01 | Martes | 32.63 |
| 2025-04-03 | Jueves | 32.94 |
| 2025-04-04 | Viernes | 32.44 |
| 2025-04-07 | Lunes | 33.25 |
| 2025-04-08 | Martes | 32.81 |
| 2025-04-09 | Miercoles | 32.88 |
| 2025-04-10 | Jueves | 33.88 |
| 2025-04-11 | Viernes | 34.19 |
| 2025-04-14 | Lunes | 39.19 |
| 2025-04-15 | Martes | 36.50 |
| 2025-04-16 | Miercoles | 39.13 |
| 2025-04-21 | Lunes | 36.50 |
| 2025-04-22 | Martes | 35.69 |
| 2025-04-23 | Miercoles | 35.63 |
| 2025-04-24 | Jueves | 35.06 |
| Promedio Tamar | 34.8480 | |
| TAMAR_TEM = [(1+TAMAR/((365/32) ))^((365/32) ) ]^((1/12) )-1 |
| TAMAR_TEM = [(1+0.3485/((365/32) ))^((365/32) ) ]^((1/12) )-1 |
| TAMAR_TEM = 2.9018% |
| F. de Emision | 2025-04-16 | ||
| F. de Vencimiento | 2025-07-31 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | 10 | ||
| Capital | Integra al vencimiento | ||
| Interes | TAMAR + 5% | ||
| Frecuencia | Devengará intereses a la tasa efectiva mensual TAMAR TEM capitalizable mensualmente hasta el vencimiento del instrumento. Los intereses serán calculados sobre la base de meses de treinta (30) días y años de trescientos sesenta (360) días (30/360). Para el cálculo se utilizará la siguiente fórmula: VPV = VNO*(1+TAMAR TEM)(DÍAS/360) * 12 | ||
| ISIN | AR0696056487 |