| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2023-09-01 | 100.00 | 66362.00 | 1742.00 | 0.00 | 1742.00 |
| 2024-03-01 | 98.17 | 104486.26 | 3392.58 | 1947.74 | 5340.33 |
| 2024-09-01 | 96.34 | 123508.84 | 4011.63 | 2346.08 | 6357.70 |
| 2025-03-01 | 94.09 | 101223.90 | 3433.22 | 2420.59 | 5853.82 |
| 2025-09-01 | 91.84 | 98803.31 | 3353.04 | 2420.59 | 5773.64 |
| 2026-03-01 | 88.94 | 95683.43 | 3272.86 | 3119.88 | 6392.74 |
| 2026-09-01 | 86.04 | 92563.55 | 3169.51 | 3119.88 | 6289.39 |
| 2027-03-01 | 82.76 | 89034.86 | 3066.17 | 3528.69 | 6594.86 |
| 2027-09-01 | 79.48 | 85506.17 | 2949.28 | 3528.69 | 6477.97 |
| 2028-03-01 | 76.01 | 81773.08 | 2832.39 | 3733.10 | 6565.49 |
| 2028-09-01 | 72.54 | 78039.98 | 2708.73 | 3733.10 | 6441.83 |
| 2029-03-01 | 68.75 | 73962.62 | 2585.07 | 4077.36 | 6662.43 |
| 2029-09-01 | 64.96 | 69885.27 | 2450.01 | 4077.36 | 6527.37 |
| 2030-03-01 | 61.88 | 66571.74 | 2314.95 | 3313.53 | 5628.48 |
| 2030-09-01 | 58.80 | 63258.22 | 2205.19 | 3313.53 | 5518.71 |
| 2031-03-01 | 55.21 | 59396.02 | 2095.43 | 3862.19 | 5957.62 |
| 2031-09-01 | 51.62 | 55533.83 | 1967.49 | 3862.19 | 5829.69 |
| 2032-03-01 | 47.85 | 51477.99 | 1839.56 | 4055.84 | 5895.40 |
| 2032-09-01 | 44.08 | 47422.15 | 1705.21 | 4055.84 | 5761.05 |
| 2033-03-01 | 40.14 | 43183.41 | 1570.86 | 4238.73 | 5809.59 |
| 2033-09-01 | 36.20 | 38944.68 | 1430.45 | 4238.73 | 5669.18 |
| 2034-03-01 | 32.00 | 34426.24 | 1290.04 | 4518.44 | 5808.49 |
| 2034-09-01 | 27.80 | 29907.80 | 1140.37 | 4518.44 | 5658.81 |
| 2035-03-01 | 23.40 | 25174.19 | 990.70 | 4733.61 | 5724.30 |
| 2035-09-01 | 19.00 | 20440.58 | 833.89 | 4733.61 | 5567.50 |
| 2036-03-01 | 14.33 | 15416.50 | 677.09 | 5024.08 | 5701.17 |
| 2036-09-01 | 9.66 | 10392.42 | 510.67 | 5024.08 | 5534.75 |
| 2037-03-01 | 4.83 | 5196.21 | 344.25 | 5196.21 | 5540.46 |
| 2037-09-01 | 0.00 | 0.00 | 172.12 | 5196.21 | 5368.34 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | BA37D | Valor Tecnico | 105170.38 | Semana TIR | -0.87% |
| Emisor | Pcia. Bs. As.Pcia. Bs. As. | Valor Residual | 96.34% | Mes TIR | -21.71% |
| Tipo | Provincial | Paridad | 66.40% | Semestre TIR | -36.52% |
| País | Argentina | TIR | 15.94% | 1ero Enero TIR | -49.06% |
| Mercado | BYMA | Macaulay Dur. | 4.45 | Año TIR | -51.48% |
| Moneda | ARS | Modified Dur. | 3.84 | Semana Precio | -1.79% |
| Fecha/Hora | 2024-11-20 17:00:12 | Effective Dur. | 0.61 | Mes Precio | 9.80% |
| Volumen | 0 | Convexidad | 26.43 | Semestre Precio | 30.82% |
| Precio | 69830.00 | Int. Corrido | 1525.88 | 1ero Enero Precio | 75.45% |
| Variación | 0.00% | Cupon | 5853.82 | Año Precio | 103.50% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 76813.00 | 10.00% | 13.55 | -14.99% |
| 76114.70 | 9.00% | 13.77 | -13.60% |
| 75416.40 | 8.00% | 14.00 | -12.18% |
| 74718.10 | 7.00% | 14.23 | -10.75% |
| 74019.80 | 6.00% | 14.46 | -9.29% |
| 73321.50 | 5.00% | 14.70 | -7.81% |
| 72623.20 | 4.00% | 14.94 | -6.30% |
| 71924.90 | 3.00% | 15.18 | -4.75% |
| 71226.60 | 2.00% | 15.43 | -3.19% |
| 70528.30 | 1.00% | 15.68 | -1.60% |
| 69830.00 | 0.00% | 15.94 | 0.00% |
| 69131.70 | -1.00% | 16.21 | 1.66% |
| 68433.40 | -2.00% | 16.47 | 3.34% |
| 67735.10 | -3.00% | 16.74 | 5.05% |
| 67036.80 | -4.00% | 17.02 | 6.80% |
| 66338.50 | -5.00% | 17.31 | 8.57% |
| 65640.20 | -6.00% | 17.59 | 10.38% |
| 64941.90 | -7.00% | 17.89 | 12.22% |
| 64243.60 | -8.00% | 18.19 | 14.11% |
| 63545.30 | -9.00% | 18.49 | 16.02% |
| 62847.00 | -10.00% | 18.81 | 17.98% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 17.37 | 9.00% | 66169.81 | -5.24% |
| 17.22 | 8.00% | 66559.78 | -4.68% |
| 17.06 | 7.00% | 66953.95 | -4.12% |
| 16.90 | 6.00% | 67352.37 | -3.55% |
| 16.74 | 5.00% | 67755.10 | -2.97% |
| 16.58 | 4.00% | 68162.20 | -2.39% |
| 16.42 | 3.00% | 68573.73 | -1.80% |
| 16.26 | 2.00% | 68989.76 | -1.20% |
| 16.10 | 1.00% | 69410.34 | -0.60% |
| 15.94 | 0.00% | 69830.00 | 0.00% |
| 15.78 | -1.00% | 70265.46 | 0.62% |
| 15.62 | -2.00% | 70700.13 | 1.25% |
| 15.46 | -3.00% | 71139.62 | 1.88% |
| 15.30 | -4.00% | 71584.01 | 2.51% |
| 15.14 | -5.00% | 72033.36 | 3.16% |
| 14.98 | -6.00% | 72487.76 | 3.81% |
| 14.82 | -7.00% | 72947.26 | 4.46% |
| 14.66 | -8.00% | 73411.96 | 5.13% |
| 14.51 | -9.00% | 73881.92 | 5.80% |
| Desarrollo TIR 15.94% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-03-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.06625 x (180/360)) x 96.34% x 100.00 x 1075.82]/[(1+15.94)^(100/360)] | 3295.03 | i |
| 2025-03-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0225 x 100.00 x 1075.82]/[(1+15.94)^(100/360)] | 2323.16 | k |
| 2025-09-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.06625 x (180/360)) x 94.09% x 100.00 x 1075.82]/[(1+15.94)^(280/360)] | 2988.68 | i |
| 2025-09-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0225 x 100.00 x 1075.82]/[(1+15.94)^(280/360)] | 2157.56 | k |
| 2026-03-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.06625 x (180/360)) x 91.84% x 100.00 x 1075.82]/[(1+15.94)^(460/360)] | 2709.27 | i |
| 2026-03-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.029 x 100.00 x 1075.82]/[(1+15.94)^(460/360)] | 2582.63 | k |
| 2026-09-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.06625 x (180/360)) x 88.94% x 100.00 x 1075.82]/[(1+15.94)^(640/360)] | 2436.69 | i |
| 2026-09-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.029 x 100.00 x 1075.82]/[(1+15.94)^(640/360)] | 2398.53 | k |
| 2027-03-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.06625 x (180/360)) x 86.04% x 100.00 x 1075.82]/[(1+15.94)^(820/360)] | 2189.21 | i |
| 2027-03-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0328 x 100.00 x 1075.82]/[(1+15.94)^(820/360)] | 2519.44 | k |
| 2027-09-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.06625 x (180/360)) x 82.76% x 100.00 x 1075.82]/[(1+15.94)^(1000/360)] | 1955.65 | i |
| 2027-09-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0328 x 100.00 x 1075.82]/[(1+15.94)^(1000/360)] | 2339.85 | k |
| 2028-03-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.06625 x (180/360)) x 79.48% x 100.00 x 1075.82]/[(1+15.94)^(1180/360)] | 1744.26 | i |
| 2028-03-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0347 x 100.00 x 1075.82]/[(1+15.94)^(1180/360)] | 2298.93 | k |
| 2028-09-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.06625 x (180/360)) x 76.01% x 100.00 x 1075.82]/[(1+15.94)^(1360/360)] | 1549.20 | i |
| 2028-09-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0347 x 100.00 x 1075.82]/[(1+15.94)^(1360/360)] | 2135.06 | k |
| 2029-03-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.06625 x (180/360)) x 72.54% x 100.00 x 1075.82]/[(1+15.94)^(1540/360)] | 1373.08 | i |
| 2029-03-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0379 x 100.00 x 1075.82]/[(1+15.94)^(1540/360)] | 2165.72 | k |
| 2029-09-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.06625 x (180/360)) x 68.75% x 100.00 x 1075.82]/[(1+15.94)^(1720/360)] | 1208.58 | i |
| 2029-09-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0379 x 100.00 x 1075.82]/[(1+15.94)^(1720/360)] | 2011.34 | k |
| 2030-03-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.06625 x (180/360)) x 64.96% x 100.00 x 1075.82]/[(1+15.94)^(1900/360)] | 1060.55 | i |
| 2030-03-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0308 x 100.00 x 1075.82]/[(1+15.94)^(1900/360)] | 1518.03 | k |
| 2030-09-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.06625 x (180/360)) x 61.88% x 100.00 x 1075.82]/[(1+15.94)^(2080/360)] | 938.25 | i |
| 2030-09-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0308 x 100.00 x 1075.82]/[(1+15.94)^(2080/360)] | 1409.82 | k |
| 2031-03-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.06625 x (180/360)) x 58.80% x 100.00 x 1075.82]/[(1+15.94)^(2260/360)] | 828.00 | i |
| 2031-03-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0359 x 100.00 x 1075.82]/[(1+15.94)^(2260/360)] | 1526.13 | k |
| 2031-09-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.06625 x (180/360)) x 55.21% x 100.00 x 1075.82]/[(1+15.94)^(2440/360)] | 722.03 | i |
| 2031-09-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0359 x 100.00 x 1075.82]/[(1+15.94)^(2440/360)] | 1417.34 | k |
| 2032-03-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.06625 x (180/360)) x 51.62% x 100.00 x 1075.82]/[(1+15.94)^(2620/360)] | 626.96 | i |
| 2032-03-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0377 x 100.00 x 1075.82]/[(1+15.94)^(2620/360)] | 1382.31 | k |
| 2032-09-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.06625 x (180/360)) x 47.85% x 100.00 x 1075.82]/[(1+15.94)^(2800/360)] | 539.74 | i |
| 2032-09-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0377 x 100.00 x 1075.82]/[(1+15.94)^(2800/360)] | 1283.77 | k |
| 2033-03-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.06625 x (180/360)) x 44.08% x 100.00 x 1075.82]/[(1+15.94)^(2980/360)] | 461.77 | i |
| 2033-03-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0394 x 100.00 x 1075.82]/[(1+15.94)^(2980/360)] | 1246.03 | k |
| 2033-09-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.06625 x (180/360)) x 40.14% x 100.00 x 1075.82]/[(1+15.94)^(3160/360)] | 390.52 | i |
| 2033-09-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0394 x 100.00 x 1075.82]/[(1+15.94)^(3160/360)] | 1157.20 | k |
| 2034-03-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.06625 x (180/360)) x 36.20% x 100.00 x 1075.82]/[(1+15.94)^(3340/360)] | 327.09 | i |
| 2034-03-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.042 x 100.00 x 1075.82]/[(1+15.94)^(3340/360)] | 1145.64 | k |
| 2034-09-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.06625 x (180/360)) x 32.00% x 100.00 x 1075.82]/[(1+15.94)^(3520/360)] | 268.53 | i |
| 2034-09-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.042 x 100.00 x 1075.82]/[(1+15.94)^(3520/360)] | 1063.97 | k |
| 2035-03-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.06625 x (180/360)) x 27.80% x 100.00 x 1075.82]/[(1+15.94)^(3700/360)] | 216.65 | i |
| 2035-03-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.044 x 100.00 x 1075.82]/[(1+15.94)^(3700/360)] | 1035.18 | k |
| 2035-09-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.06625 x (180/360)) x 23.40% x 100.00 x 1075.82]/[(1+15.94)^(3880/360)] | 169.36 | i |
| 2035-09-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.044 x 100.00 x 1075.82]/[(1+15.94)^(3880/360)] | 961.39 | k |
| 2036-03-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.06625 x (180/360)) x 19.00% x 100.00 x 1075.82]/[(1+15.94)^(4060/360)] | 127.71 | i |
| 2036-03-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0467 x 100.00 x 1075.82]/[(1+15.94)^(4060/360)] | 947.65 | k |
| 2036-09-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.06625 x (180/360)) x 14.33% x 100.00 x 1075.82]/[(1+15.94)^(4240/360)] | 89.46 | i |
| 2036-09-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0467 x 100.00 x 1075.82]/[(1+15.94)^(4240/360)] | 880.10 | k |
| 2037-03-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.06625 x (180/360)) x 9.66% x 100.00 x 1075.82]/[(1+15.94)^(4420/360)] | 56.01 | i |
| 2037-03-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0483 x 100.00 x 1075.82]/[(1+15.94)^(4420/360)] | 845.37 | k |
| 2037-09-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.06625 x (180/360)) x 4.83% x 100.00 x 1075.82]/[(1+15.94)^(4600/360)] | 26.01 | i |
| 2037-09-01 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0483 x 100.00 x 1075.82]/[(1+15.94)^(4600/360)] | 785.11 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-21 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP x (Dias Corridos / Dias entre Cupones) | (0.06625 x (180/360)) x 1.00 x 0.9634 x 100.00 x 1075.82 x (80/180) | 1525.88 |
| 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. | |
| 2025-03-01 | (Dias para cupon / Dias Año) | (100 / 360) | 0.28 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0225 x 100.00 x 1075.82]/[(1+15.94)^(100/360)]+[(0.06625 x (180/360)) x 96.34% x 100.00 x 1075.82]/[(1+15.94)^(100/360)] | 5618.15 | 0.08 | 0.02 | ki | |
| 2025-09-01 | (Dias para cupon / Dias Año) | (280 / 360) | 0.78 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0225 x 100.00 x 1075.82]/[(1+15.94)^(280/360)]+[(0.06625 x (180/360)) x 94.09% x 100.00 x 1075.82]/[(1+15.94)^(280/360)] | 5146.14 | 0.07 | 0.06 | ki | |
| 2026-03-01 | (Dias para cupon / Dias Año) | (460 / 360) | 1.28 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.029 x 100.00 x 1075.82]/[(1+15.94)^(460/360)]+[(0.06625 x (180/360)) x 91.84% x 100.00 x 1075.82]/[(1+15.94)^(460/360)] | 5291.72 | 0.08 | 0.10 | ki | |
| 2026-09-01 | (Dias para cupon / Dias Año) | (640 / 360) | 1.78 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.029 x 100.00 x 1075.82]/[(1+15.94)^(640/360)]+[(0.06625 x (180/360)) x 88.94% x 100.00 x 1075.82]/[(1+15.94)^(640/360)] | 4835.00 | 0.07 | 0.12 | ki | |
| 2027-03-01 | (Dias para cupon / Dias Año) | (820 / 360) | 2.28 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0328 x 100.00 x 1075.82]/[(1+15.94)^(820/360)]+[(0.06625 x (180/360)) x 86.04% x 100.00 x 1075.82]/[(1+15.94)^(820/360)] | 4708.37 | 0.07 | 0.15 | ki | |
| 2027-09-01 | (Dias para cupon / Dias Año) | (1000 / 360) | 2.78 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0328 x 100.00 x 1075.82]/[(1+15.94)^(1000/360)]+[(0.06625 x (180/360)) x 82.76% x 100.00 x 1075.82]/[(1+15.94)^(1000/360)] | 4295.18 | 0.06 | 0.17 | ki | |
| 2028-03-01 | (Dias para cupon / Dias Año) | (1180 / 360) | 3.28 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0347 x 100.00 x 1075.82]/[(1+15.94)^(1180/360)]+[(0.06625 x (180/360)) x 79.48% x 100.00 x 1075.82]/[(1+15.94)^(1180/360)] | 4042.85 | 0.06 | 0.19 | ki | |
| 2028-09-01 | (Dias para cupon / Dias Año) | (1360 / 360) | 3.78 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0347 x 100.00 x 1075.82]/[(1+15.94)^(1360/360)]+[(0.06625 x (180/360)) x 76.01% x 100.00 x 1075.82]/[(1+15.94)^(1360/360)] | 3683.90 | 0.05 | 0.20 | ki | |
| 2029-03-01 | (Dias para cupon / Dias Año) | (1540 / 360) | 4.28 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0379 x 100.00 x 1075.82]/[(1+15.94)^(1540/360)]+[(0.06625 x (180/360)) x 72.54% x 100.00 x 1075.82]/[(1+15.94)^(1540/360)] | 3538.42 | 0.05 | 0.22 | ki | |
| 2029-09-01 | (Dias para cupon / Dias Año) | (1720 / 360) | 4.78 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0379 x 100.00 x 1075.82]/[(1+15.94)^(1720/360)]+[(0.06625 x (180/360)) x 68.75% x 100.00 x 1075.82]/[(1+15.94)^(1720/360)] | 3219.53 | 0.05 | 0.22 | ki | |
| 2030-03-01 | (Dias para cupon / Dias Año) | (1900 / 360) | 5.28 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0308 x 100.00 x 1075.82]/[(1+15.94)^(1900/360)]+[(0.06625 x (180/360)) x 64.96% x 100.00 x 1075.82]/[(1+15.94)^(1900/360)] | 2578.23 | 0.04 | 0.19 | ki | |
| 2030-09-01 | (Dias para cupon / Dias Año) | (2080 / 360) | 5.78 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0308 x 100.00 x 1075.82]/[(1+15.94)^(2080/360)]+[(0.06625 x (180/360)) x 61.88% x 100.00 x 1075.82]/[(1+15.94)^(2080/360)] | 2347.73 | 0.03 | 0.19 | ki | |
| 2031-03-01 | (Dias para cupon / Dias Año) | (2260 / 360) | 6.28 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0359 x 100.00 x 1075.82]/[(1+15.94)^(2260/360)]+[(0.06625 x (180/360)) x 58.80% x 100.00 x 1075.82]/[(1+15.94)^(2260/360)] | 2353.75 | 0.03 | 0.21 | ki | |
| 2031-09-01 | (Dias para cupon / Dias Año) | (2440 / 360) | 6.78 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0359 x 100.00 x 1075.82]/[(1+15.94)^(2440/360)]+[(0.06625 x (180/360)) x 55.21% x 100.00 x 1075.82]/[(1+15.94)^(2440/360)] | 2139.00 | 0.03 | 0.21 | ki | |
| 2032-03-01 | (Dias para cupon / Dias Año) | (2620 / 360) | 7.28 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0377 x 100.00 x 1075.82]/[(1+15.94)^(2620/360)]+[(0.06625 x (180/360)) x 51.62% x 100.00 x 1075.82]/[(1+15.94)^(2620/360)] | 2008.89 | 0.03 | 0.21 | ki | |
| 2032-09-01 | (Dias para cupon / Dias Año) | (2800 / 360) | 7.78 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0377 x 100.00 x 1075.82]/[(1+15.94)^(2800/360)]+[(0.06625 x (180/360)) x 47.85% x 100.00 x 1075.82]/[(1+15.94)^(2800/360)] | 1823.15 | 0.03 | 0.20 | ki | |
| 2033-03-01 | (Dias para cupon / Dias Año) | (2980 / 360) | 8.28 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0394 x 100.00 x 1075.82]/[(1+15.94)^(2980/360)]+[(0.06625 x (180/360)) x 44.08% x 100.00 x 1075.82]/[(1+15.94)^(2980/360)] | 1707.43 | 0.02 | 0.20 | ki | |
| 2033-09-01 | (Dias para cupon / Dias Año) | (3160 / 360) | 8.78 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0394 x 100.00 x 1075.82]/[(1+15.94)^(3160/360)]+[(0.06625 x (180/360)) x 40.14% x 100.00 x 1075.82]/[(1+15.94)^(3160/360)] | 1547.38 | 0.02 | 0.19 | ki | |
| 2034-03-01 | (Dias para cupon / Dias Año) | (3340 / 360) | 9.28 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.042 x 100.00 x 1075.82]/[(1+15.94)^(3340/360)]+[(0.06625 x (180/360)) x 36.20% x 100.00 x 1075.82]/[(1+15.94)^(3340/360)] | 1472.37 | 0.02 | 0.20 | ki | |
| 2034-09-01 | (Dias para cupon / Dias Año) | (3520 / 360) | 9.78 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.042 x 100.00 x 1075.82]/[(1+15.94)^(3520/360)]+[(0.06625 x (180/360)) x 32.00% x 100.00 x 1075.82]/[(1+15.94)^(3520/360)] | 1332.16 | 0.02 | 0.19 | ki | |
| 2035-03-01 | (Dias para cupon / Dias Año) | (3700 / 360) | 10.28 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.044 x 100.00 x 1075.82]/[(1+15.94)^(3700/360)]+[(0.06625 x (180/360)) x 27.80% x 100.00 x 1075.82]/[(1+15.94)^(3700/360)] | 1251.50 | 0.02 | 0.18 | ki | |
| 2035-09-01 | (Dias para cupon / Dias Año) | (3880 / 360) | 10.78 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.044 x 100.00 x 1075.82]/[(1+15.94)^(3880/360)]+[(0.06625 x (180/360)) x 23.40% x 100.00 x 1075.82]/[(1+15.94)^(3880/360)] | 1130.44 | 0.02 | 0.17 | ki | |
| 2036-03-01 | (Dias para cupon / Dias Año) | (4060 / 360) | 11.28 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0467 x 100.00 x 1075.82]/[(1+15.94)^(4060/360)]+[(0.06625 x (180/360)) x 19.00% x 100.00 x 1075.82]/[(1+15.94)^(4060/360)] | 1075.05 | 0.02 | 0.17 | ki | |
| 2036-09-01 | (Dias para cupon / Dias Año) | (4240 / 360) | 11.78 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0467 x 100.00 x 1075.82]/[(1+15.94)^(4240/360)]+[(0.06625 x (180/360)) x 14.33% x 100.00 x 1075.82]/[(1+15.94)^(4240/360)] | 969.26 | 0.01 | 0.16 | ki | |
| 2037-03-01 | (Dias para cupon / Dias Año) | (4420 / 360) | 12.28 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0483 x 100.00 x 1075.82]/[(1+15.94)^(4420/360)]+[(0.06625 x (180/360)) x 9.66% x 100.00 x 1075.82]/[(1+15.94)^(4420/360)] | 901.08 | 0.01 | 0.16 | ki | |
| 2037-09-01 | (Dias para cupon / Dias Año) | (4600 / 360) | 12.78 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0483 x 100.00 x 1075.82]/[(1+15.94)^(4600/360)]+[(0.06625 x (180/360)) x 4.83% x 100.00 x 1075.82]/[(1+15.94)^(4600/360)] | 810.84 | 0.01 | 0.15 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 4.45 | 4.45 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (4.45)/(1 + 15.94/100) | 3.84 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (69402.31 - 70257.41 )/( 2 x 69830 x 0.01) | 0.61 |
| 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. |
| 2025-03-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (100 / 360) ^ 2 + (100 / 360) | 0.35 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0225 x 100.00 x 1075.82]/[(1+15.94)^(100/360)]+[(0.06625 x (180/360)) x 96.34% x 100.00 x 1075.82]/[(1+15.94)^(100/360)] | 5618.15 | 1994.10 | ki |
| 2025-09-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (280 / 360) ^ 2 + (280 / 360) | 1.38 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0225 x 100.00 x 1075.82]/[(1+15.94)^(280/360)]+[(0.06625 x (180/360)) x 94.09% x 100.00 x 1075.82]/[(1+15.94)^(280/360)] | 5146.14 | 7115.65 | ki |
| 2026-03-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (460 / 360) ^ 2 + (460 / 360) | 2.91 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.029 x 100.00 x 1075.82]/[(1+15.94)^(460/360)]+[(0.06625 x (180/360)) x 91.84% x 100.00 x 1075.82]/[(1+15.94)^(460/360)] | 5291.72 | 15401.51 | ki |
| 2026-09-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (640 / 360) ^ 2 + (640 / 360) | 4.94 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.029 x 100.00 x 1075.82]/[(1+15.94)^(640/360)]+[(0.06625 x (180/360)) x 88.94% x 100.00 x 1075.82]/[(1+15.94)^(640/360)] | 4835.00 | 23876.52 | ki |
| 2027-03-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (820 / 360) ^ 2 + (820 / 360) | 7.47 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0328 x 100.00 x 1075.82]/[(1+15.94)^(820/360)]+[(0.06625 x (180/360)) x 86.04% x 100.00 x 1075.82]/[(1+15.94)^(820/360)] | 4708.37 | 35152.93 | ki |
| 2027-09-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1000 / 360) ^ 2 + (1000 / 360) | 10.49 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0328 x 100.00 x 1075.82]/[(1+15.94)^(1000/360)]+[(0.06625 x (180/360)) x 82.76% x 100.00 x 1075.82]/[(1+15.94)^(1000/360)] | 4295.18 | 45072.93 | ki |
| 2028-03-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1180 / 360) ^ 2 + (1180 / 360) | 14.02 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0347 x 100.00 x 1075.82]/[(1+15.94)^(1180/360)]+[(0.06625 x (180/360)) x 79.48% x 100.00 x 1075.82]/[(1+15.94)^(1180/360)] | 4042.85 | 56687.25 | ki |
| 2028-09-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1360 / 360) ^ 2 + (1360 / 360) | 18.05 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0347 x 100.00 x 1075.82]/[(1+15.94)^(1360/360)]+[(0.06625 x (180/360)) x 76.01% x 100.00 x 1075.82]/[(1+15.94)^(1360/360)] | 3683.90 | 66492.08 | ki |
| 2029-03-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1540 / 360) ^ 2 + (1540 / 360) | 22.58 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0379 x 100.00 x 1075.82]/[(1+15.94)^(1540/360)]+[(0.06625 x (180/360)) x 72.54% x 100.00 x 1075.82]/[(1+15.94)^(1540/360)] | 3538.42 | 79887.40 | ki |
| 2029-09-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1720 / 360) ^ 2 + (1720 / 360) | 27.60 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0379 x 100.00 x 1075.82]/[(1+15.94)^(1720/360)]+[(0.06625 x (180/360)) x 68.75% x 100.00 x 1075.82]/[(1+15.94)^(1720/360)] | 3219.53 | 88874.85 | ki |
| 2030-03-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1900 / 360) ^ 2 + (1900 / 360) | 33.13 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0308 x 100.00 x 1075.82]/[(1+15.94)^(1900/360)]+[(0.06625 x (180/360)) x 64.96% x 100.00 x 1075.82]/[(1+15.94)^(1900/360)] | 2578.23 | 85423.90 | ki |
| 2030-09-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (2080 / 360) ^ 2 + (2080 / 360) | 39.16 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0308 x 100.00 x 1075.82]/[(1+15.94)^(2080/360)]+[(0.06625 x (180/360)) x 61.88% x 100.00 x 1075.82]/[(1+15.94)^(2080/360)] | 2347.73 | 91938.08 | ki |
| 2031-03-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (2260 / 360) ^ 2 + (2260 / 360) | 45.69 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0359 x 100.00 x 1075.82]/[(1+15.94)^(2260/360)]+[(0.06625 x (180/360)) x 58.80% x 100.00 x 1075.82]/[(1+15.94)^(2260/360)] | 2353.75 | 107538.70 | ki |
| 2031-09-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (2440 / 360) ^ 2 + (2440 / 360) | 52.72 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0359 x 100.00 x 1075.82]/[(1+15.94)^(2440/360)]+[(0.06625 x (180/360)) x 55.21% x 100.00 x 1075.82]/[(1+15.94)^(2440/360)] | 2139.00 | 112759.44 | ki |
| 2032-03-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (2620 / 360) ^ 2 + (2620 / 360) | 60.24 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0377 x 100.00 x 1075.82]/[(1+15.94)^(2620/360)]+[(0.06625 x (180/360)) x 51.62% x 100.00 x 1075.82]/[(1+15.94)^(2620/360)] | 2008.89 | 121023.12 | ki |
| 2032-09-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (2800 / 360) ^ 2 + (2800 / 360) | 68.27 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0377 x 100.00 x 1075.82]/[(1+15.94)^(2800/360)]+[(0.06625 x (180/360)) x 47.85% x 100.00 x 1075.82]/[(1+15.94)^(2800/360)] | 1823.15 | 124469.24 | ki |
| 2033-03-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (2980 / 360) ^ 2 + (2980 / 360) | 76.80 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0394 x 100.00 x 1075.82]/[(1+15.94)^(2980/360)]+[(0.06625 x (180/360)) x 44.08% x 100.00 x 1075.82]/[(1+15.94)^(2980/360)] | 1707.43 | 131129.74 | ki |
| 2033-09-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (3160 / 360) ^ 2 + (3160 / 360) | 85.83 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0394 x 100.00 x 1075.82]/[(1+15.94)^(3160/360)]+[(0.06625 x (180/360)) x 40.14% x 100.00 x 1075.82]/[(1+15.94)^(3160/360)] | 1547.38 | 132806.97 | ki |
| 2034-03-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (3340 / 360) ^ 2 + (3340 / 360) | 95.35 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.042 x 100.00 x 1075.82]/[(1+15.94)^(3340/360)]+[(0.06625 x (180/360)) x 36.20% x 100.00 x 1075.82]/[(1+15.94)^(3340/360)] | 1472.37 | 140397.60 | ki |
| 2034-09-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (3520 / 360) ^ 2 + (3520 / 360) | 105.38 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.042 x 100.00 x 1075.82]/[(1+15.94)^(3520/360)]+[(0.06625 x (180/360)) x 32.00% x 100.00 x 1075.82]/[(1+15.94)^(3520/360)] | 1332.16 | 140386.70 | ki |
| 2035-03-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (3700 / 360) ^ 2 + (3700 / 360) | 115.91 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.044 x 100.00 x 1075.82]/[(1+15.94)^(3700/360)]+[(0.06625 x (180/360)) x 27.80% x 100.00 x 1075.82]/[(1+15.94)^(3700/360)] | 1251.50 | 145062.24 | ki |
| 2035-09-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (3880 / 360) ^ 2 + (3880 / 360) | 126.94 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.044 x 100.00 x 1075.82]/[(1+15.94)^(3880/360)]+[(0.06625 x (180/360)) x 23.40% x 100.00 x 1075.82]/[(1+15.94)^(3880/360)] | 1130.44 | 143495.98 | ki |
| 2036-03-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (4060 / 360) ^ 2 + (4060 / 360) | 138.47 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0467 x 100.00 x 1075.82]/[(1+15.94)^(4060/360)]+[(0.06625 x (180/360)) x 19.00% x 100.00 x 1075.82]/[(1+15.94)^(4060/360)] | 1075.05 | 148857.94 | ki |
| 2036-09-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (4240 / 360) ^ 2 + (4240 / 360) | 150.49 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0467 x 100.00 x 1075.82]/[(1+15.94)^(4240/360)]+[(0.06625 x (180/360)) x 14.33% x 100.00 x 1075.82]/[(1+15.94)^(4240/360)] | 969.26 | 145867.63 | ki |
| 2037-03-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (4420 / 360) ^ 2 + (4420 / 360) | 163.02 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0483 x 100.00 x 1075.82]/[(1+15.94)^(4420/360)]+[(0.06625 x (180/360)) x 9.66% x 100.00 x 1075.82]/[(1+15.94)^(4420/360)] | 901.08 | 146896.30 | ki |
| 2037-09-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (4600 / 360) ^ 2 + (4600 / 360) | 176.05 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0483 x 100.00 x 1075.82]/[(1+15.94)^(4600/360)]+[(0.06625 x (180/360)) x 4.83% x 100.00 x 1075.82]/[(1+15.94)^(4600/360)] | 810.84 | 142748.56 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [69830 x ((1 + 15.943) ^ 2)]] x 2481357.38] | 26.43 |
| F. de Emision | 2021-06-30 | ||
| F. de Vencimiento | 2037-09-01 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Amortizacion 28 cuotas semestrales: 01.03 y 01.09.2024: 1,83%; 01.03 y 01.09.2025: 2,25%; 01.03 y 01.09.2026: 2,90%; 01.03 y 01.09.2027: 3,28%; 01.03 y 01.09.2028: 3,47%; 01.03 y 01.09.2029: 3,79%; 01.03 y 01.09.2030: 3,08%; 01.03 y 01.09.2031: 3,59%; 01.03 y 01.09.32: 3,77%; 01.03 y 01.09.2033: 3,94%; 01.03 y 01.09.2034: 4,20%; 01.03 y 01.09.2035: 4,40%; 01.03 y 01.09.2036: 4,67%; 01.03 y 01.09.2037: 4,83%. | ||
| Interes | Devengaran intereses sobre la base de un año de 360 dias integrado por 12 meses de 30 dias cada uno, de la siguiente manera: Desde el 30.06.21 (inclusive) hasta el 01.09.21 (exclusive) 2,500%; Desde el 01.09.21 (inclusive) hasta el 01.09.22 (exclusive) 3,900%; Desde el 01.09.22 (inclusive) hasta el 01.09.23 (exclusive) 5,250%; Desde el 01.09.23 (inclusive) hasta el 01.09.24 (exclusive) 6,375%; Desde el 01.09.24 (inclusive) hasta el 01.09.37 (exclusive) 6,625%. Seran pagaderos semestralmente el 1ero de marzo y el 1ero de septiembre de cada año. El primer pago correspondiente al 01.09.21 sera pagado el 13.09.21 | ||
| Frecuencia | Seran pagaderos semestralmente el 1ero de marzo y el 1ero de septiembre de cada añoo. | ||
| ISIN | XS2385150334 |