| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2021-07-09 | 100.00 | 16700.00 | 18.39 | 0.00 | 18.39 |
| 2022-01-09 | 100.00 | 20145.00 | 201.45 | 0.00 | 201.45 |
| 2022-07-09 | 100.00 | 28125.00 | 281.25 | 0.00 | 281.25 |
| 2023-01-09 | 100.00 | 32605.00 | 632.54 | 0.00 | 632.54 |
| 2023-07-09 | 100.00 | 48690.00 | 944.59 | 0.00 | 944.59 |
| 2024-01-09 | 100.00 | 115299.00 | 2450.10 | 0.00 | 2450.10 |
| 2024-07-09 | 100.00 | 138932.00 | 2952.30 | 0.00 | 2952.30 |
| 2025-01-09 | 100.00 | 132473.00 | 3311.82 | 0.00 | 3311.82 |
| 2025-07-09 | 100.00 | 132473.00 | 3311.82 | 0.00 | 3311.82 |
| 2026-01-09 | 100.00 | 132473.00 | 3311.82 | 0.00 | 3311.82 |
| 2026-07-09 | 100.00 | 132473.00 | 3311.82 | 0.00 | 3311.82 |
| 2027-01-09 | 100.00 | 132473.00 | 3311.82 | 0.00 | 3311.82 |
| 2027-07-09 | 95.45 | 126445.48 | 3311.82 | 6027.52 | 9339.35 |
| 2028-01-09 | 90.91 | 120431.20 | 3161.14 | 6027.52 | 9188.66 |
| 2028-07-09 | 86.36 | 114403.68 | 3010.78 | 6027.52 | 9038.30 |
| 2029-01-09 | 81.82 | 108389.41 | 2860.09 | 6027.52 | 8887.61 |
| 2029-07-09 | 77.27 | 102361.89 | 2709.74 | 6027.52 | 8737.26 |
| 2030-01-09 | 72.73 | 96347.61 | 2559.05 | 6027.52 | 8586.57 |
| 2030-07-09 | 68.18 | 90320.09 | 2408.69 | 6027.52 | 8436.21 |
| 2031-01-09 | 63.64 | 84305.82 | 2258.00 | 6027.52 | 8285.52 |
| 2031-07-09 | 59.09 | 78278.30 | 2107.65 | 6027.52 | 8135.17 |
| 2032-01-09 | 54.55 | 72264.02 | 1956.96 | 6027.52 | 7984.48 |
| 2032-07-09 | 50.00 | 66236.50 | 1806.60 | 6027.52 | 7834.12 |
| 2033-01-09 | 45.46 | 60222.23 | 1655.91 | 6027.52 | 7683.43 |
| 2033-07-09 | 40.91 | 54194.70 | 1505.56 | 6027.52 | 7533.08 |
| 2034-01-09 | 36.36 | 48167.18 | 1354.87 | 6027.52 | 7382.39 |
| 2034-07-09 | 31.82 | 42152.91 | 1204.18 | 6027.52 | 7231.70 |
| 2035-01-09 | 27.27 | 36125.39 | 1053.82 | 6027.52 | 7081.34 |
| 2035-07-09 | 22.73 | 30111.11 | 903.13 | 6027.52 | 6930.66 |
| 2036-01-09 | 18.18 | 24083.59 | 752.78 | 6027.52 | 6780.30 |
| 2036-07-09 | 13.64 | 18069.32 | 602.09 | 6027.52 | 6629.61 |
| 2037-01-09 | 9.09 | 12041.80 | 451.73 | 6027.52 | 6479.25 |
| 2037-07-09 | 4.55 | 6027.52 | 301.04 | 6027.52 | 6328.57 |
| 2038-01-09 | 0.00 | 0.00 | 150.69 | 6027.52 | 6178.21 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | AE38 | Valor Tecnico | 132804.18 | Semana TIR | -2.32% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | 5.34% |
| Tipo | Soberano | Paridad | 42.27% | Semestre TIR | -6.37% |
| País | Argentina | TIR | 21.91% | 1ero Enero TIR | -7.56% |
| Mercado | BYMA | Macaulay Dur. | 5.01 | Año TIR | -12.46% |
| Moneda | ARS | Modified Dur. | 4.11 | Semana Precio | 2.07% |
| Fecha/Hora | 2024-07-26 17:00:17 | Effective Dur. | 0.90 | Mes Precio | -8.12% |
| Volumen | 6659358 | Convexidad | 26.73 | Semestre Precio | 25.65% |
| Precio | 56140.00 | Int. Corrido | 331.18 | 1ero Enero Precio | 47.06% |
| Variación | 1.32% | Cupon | 3311.82 | Año Precio | 228.30% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 61754.00 | 10.00% | 19.65 | -10.31% |
| 61192.60 | 9.00% | 19.86 | -9.34% |
| 60631.20 | 8.00% | 20.08 | -8.37% |
| 60069.80 | 7.00% | 20.29 | -7.37% |
| 59508.40 | 6.00% | 20.51 | -6.37% |
| 58947.00 | 5.00% | 20.74 | -5.35% |
| 58385.60 | 4.00% | 20.97 | -4.31% |
| 57824.20 | 3.00% | 21.20 | -3.26% |
| 57262.80 | 2.00% | 21.43 | -2.19% |
| 56701.40 | 1.00% | 21.67 | -1.10% |
| 56140.00 | 0.00% | 21.91 | 0.00% |
| 55578.60 | -1.00% | 22.16 | 1.12% |
| 55017.20 | -2.00% | 22.41 | 2.26% |
| 54455.80 | -3.00% | 22.66 | 3.42% |
| 53894.40 | -4.00% | 22.92 | 4.59% |
| 53333.00 | -5.00% | 23.18 | 5.79% |
| 52771.60 | -6.00% | 23.44 | 7.01% |
| 52210.20 | -7.00% | 23.72 | 8.24% |
| 51648.80 | -8.00% | 23.99 | 9.50% |
| 51087.40 | -9.00% | 24.27 | 10.78% |
| 50526.00 | -10.00% | 24.56 | 12.09% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 23.88 | 9.00% | 51870.88 | -7.60% |
| 23.66 | 8.00% | 52319.16 | -6.81% |
| 23.44 | 7.00% | 52773.68 | -6.00% |
| 23.22 | 6.00% | 53234.54 | -5.18% |
| 23.01 | 5.00% | 53701.86 | -4.34% |
| 22.79 | 4.00% | 54175.77 | -3.50% |
| 22.57 | 3.00% | 54656.37 | -2.64% |
| 22.35 | 2.00% | 55143.79 | -1.77% |
| 22.13 | 1.00% | 55638.15 | -0.89% |
| 21.91 | 0.00% | 56140.00 | 0.00% |
| 21.69 | -1.00% | 56648.23 | 0.91% |
| 21.47 | -2.00% | 57164.21 | 1.82% |
| 21.25 | -3.00% | 57687.66 | 2.76% |
| 21.03 | -4.00% | 58218.72 | 3.70% |
| 20.81 | -5.00% | 58757.54 | 4.66% |
| 20.60 | -6.00% | 59304.26 | 5.64% |
| 20.38 | -7.00% | 59859.03 | 6.62% |
| 20.16 | -8.00% | 60422.01 | 7.63% |
| 19.94 | -9.00% | 60993.34 | 8.65% |
| Desarrollo TIR 21.91% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-01-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360)) x 100.00% x 100.00 x 1324.73]/[(1+21.91)^(162/360)] | 3029.35 | i |
| 2025-07-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360)) x 100.00% x 100.00 x 1324.73]/[(1+21.91)^(342/360)] | 2743.66 | i |
| 2026-01-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360)) x 100.00% x 100.00 x 1324.73]/[(1+21.91)^(522/360)] | 2484.91 | i |
| 2026-07-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360)) x 100.00% x 100.00 x 1324.73]/[(1+21.91)^(702/360)] | 2250.56 | i |
| 2027-01-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360)) x 100.00% x 100.00 x 1324.73]/[(1+21.91)^(882/360)] | 2038.31 | i |
| 2027-07-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360)) x 100.00% x 100.00 x 1324.73]/[(1+21.91)^(1062/360)] | 1846.08 | i |
| 2027-07-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(1062/360)] | 3359.87 | k |
| 2028-01-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360)) x 95.45% x 100.00 x 1324.73]/[(1+21.91)^(1242/360)] | 1595.91 | i |
| 2028-01-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(1242/360)] | 3043.01 | k |
| 2028-07-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360)) x 90.91% x 100.00 x 1324.73]/[(1+21.91)^(1422/360)] | 1376.65 | i |
| 2028-07-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(1422/360)] | 2756.03 | k |
| 2029-01-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360)) x 86.36% x 100.00 x 1324.73]/[(1+21.91)^(1602/360)] | 1184.42 | i |
| 2029-01-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(1602/360)] | 2496.11 | k |
| 2029-07-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360)) x 81.82% x 100.00 x 1324.73]/[(1+21.91)^(1782/360)] | 1016.32 | i |
| 2029-07-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(1782/360)] | 2260.71 | k |
| 2030-01-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360)) x 77.27% x 100.00 x 1324.73]/[(1+21.91)^(1962/360)] | 869.29 | i |
| 2030-01-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(1962/360)] | 2047.50 | k |
| 2030-07-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360)) x 72.73% x 100.00 x 1324.73]/[(1+21.91)^(2142/360)] | 741.05 | i |
| 2030-07-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(2142/360)] | 1854.41 | k |
| 2031-01-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360)) x 68.18% x 100.00 x 1324.73]/[(1+21.91)^(2322/360)] | 629.17 | i |
| 2031-01-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(2322/360)] | 1679.52 | k |
| 2031-07-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360)) x 63.64% x 100.00 x 1324.73]/[(1+21.91)^(2502/360)] | 531.89 | i |
| 2031-07-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(2502/360)] | 1521.13 | k |
| 2032-01-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360)) x 59.09% x 100.00 x 1324.73]/[(1+21.91)^(2682/360)] | 447.29 | i |
| 2032-01-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(2682/360)] | 1377.67 | k |
| 2032-07-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360)) x 54.55% x 100.00 x 1324.73]/[(1+21.91)^(2862/360)] | 373.98 | i |
| 2032-07-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(2862/360)] | 1247.75 | k |
| 2033-01-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360)) x 50.00% x 100.00 x 1324.73]/[(1+21.91)^(3042/360)] | 310.46 | i |
| 2033-01-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(3042/360)] | 1130.07 | k |
| 2033-07-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360)) x 45.46% x 100.00 x 1324.73]/[(1+21.91)^(3222/360)] | 255.65 | i |
| 2033-07-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(3222/360)] | 1023.50 | k |
| 2034-01-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360)) x 40.91% x 100.00 x 1324.73]/[(1+21.91)^(3402/360)] | 208.37 | i |
| 2034-01-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(3402/360)] | 926.97 | k |
| 2034-07-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360)) x 36.36% x 100.00 x 1324.73]/[(1+21.91)^(3582/360)] | 167.73 | i |
| 2034-07-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(3582/360)] | 839.55 | k |
| 2035-01-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360)) x 31.82% x 100.00 x 1324.73]/[(1+21.91)^(3762/360)] | 132.94 | i |
| 2035-01-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(3762/360)] | 760.37 | k |
| 2035-07-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360)) x 27.27% x 100.00 x 1324.73]/[(1+21.91)^(3942/360)] | 103.19 | i |
| 2035-07-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(3942/360)] | 688.67 | k |
| 2036-01-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360)) x 22.73% x 100.00 x 1324.73]/[(1+21.91)^(4122/360)] | 77.90 | i |
| 2036-01-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(4122/360)] | 623.72 | k |
| 2036-07-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360)) x 18.18% x 100.00 x 1324.73]/[(1+21.91)^(4302/360)] | 56.43 | i |
| 2036-07-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(4302/360)] | 564.90 | k |
| 2037-01-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360)) x 13.64% x 100.00 x 1324.73]/[(1+21.91)^(4482/360)] | 38.34 | i |
| 2037-01-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(4482/360)] | 511.62 | k |
| 2037-07-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360)) x 9.09% x 100.00 x 1324.73]/[(1+21.91)^(4662/360)] | 23.14 | i |
| 2037-07-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(4662/360)] | 463.37 | k |
| 2038-01-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360)) x 4.55% x 100.00 x 1324.73]/[(1+21.91)^(4842/360)] | 10.49 | i |
| 2038-01-09 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(4842/360)] | 419.67 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-07-27 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP x (Dias Corridos / Dias entre Cupones) | (0.05 x (180/360)) x 1.00 x 1 x 100.00 x 1324.73 x (18/180) | 331.18 |
| 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. | |
| 2025-01-09 | (Dias para cupon / Dias Año) | (162 / 360) | 0.45 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360)) x 100.00% x 100.00 x 1324.73]/[(1+21.91)^(162/360)] | 3029.34 | 0.05 | 0.02 | i | |
| 2025-07-09 | (Dias para cupon / Dias Año) | (342 / 360) | 0.95 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360)) x 100.00% x 100.00 x 1324.73]/[(1+21.91)^(342/360)] | 2743.64 | 0.05 | 0.05 | i | |
| 2026-01-09 | (Dias para cupon / Dias Año) | (522 / 360) | 1.45 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360)) x 100.00% x 100.00 x 1324.73]/[(1+21.91)^(522/360)] | 2484.89 | 0.04 | 0.06 | i | |
| 2026-07-09 | (Dias para cupon / Dias Año) | (702 / 360) | 1.95 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360)) x 100.00% x 100.00 x 1324.73]/[(1+21.91)^(702/360)] | 2250.54 | 0.04 | 0.08 | i | |
| 2027-01-09 | (Dias para cupon / Dias Año) | (882 / 360) | 2.45 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360)) x 100.00% x 100.00 x 1324.73]/[(1+21.91)^(882/360)] | 2038.29 | 0.04 | 0.09 | i | |
| 2027-07-09 | (Dias para cupon / Dias Año) | (1062 / 360) | 2.95 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(1062/360)]+[(0.05 x (180/360)) x 100.00% x 100.00 x 1324.73]/[(1+21.91)^(1062/360)] | 5205.87 | 0.09 | 0.27 | ki | |
| 2028-01-09 | (Dias para cupon / Dias Año) | (1242 / 360) | 3.45 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(1242/360)]+[(0.05 x (180/360)) x 95.45% x 100.00 x 1324.73]/[(1+21.91)^(1242/360)] | 4638.82 | 0.08 | 0.29 | ki | |
| 2028-07-09 | (Dias para cupon / Dias Año) | (1422 / 360) | 3.95 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(1422/360)]+[(0.05 x (180/360)) x 90.91% x 100.00 x 1324.73]/[(1+21.91)^(1422/360)] | 4132.59 | 0.07 | 0.29 | ki | |
| 2029-01-09 | (Dias para cupon / Dias Año) | (1602 / 360) | 4.45 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(1602/360)]+[(0.05 x (180/360)) x 86.36% x 100.00 x 1324.73]/[(1+21.91)^(1602/360)] | 3680.44 | 0.07 | 0.29 | ki | |
| 2029-07-09 | (Dias para cupon / Dias Año) | (1782 / 360) | 4.95 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(1782/360)]+[(0.05 x (180/360)) x 81.82% x 100.00 x 1324.73]/[(1+21.91)^(1782/360)] | 3276.94 | 0.06 | 0.29 | ki | |
| 2030-01-09 | (Dias para cupon / Dias Año) | (1962 / 360) | 5.45 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(1962/360)]+[(0.05 x (180/360)) x 77.27% x 100.00 x 1324.73]/[(1+21.91)^(1962/360)] | 2916.70 | 0.05 | 0.28 | ki | |
| 2030-07-09 | (Dias para cupon / Dias Año) | (2142 / 360) | 5.95 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(2142/360)]+[(0.05 x (180/360)) x 72.73% x 100.00 x 1324.73]/[(1+21.91)^(2142/360)] | 2595.37 | 0.05 | 0.28 | ki | |
| 2031-01-09 | (Dias para cupon / Dias Año) | (2322 / 360) | 6.45 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(2322/360)]+[(0.05 x (180/360)) x 68.18% x 100.00 x 1324.73]/[(1+21.91)^(2322/360)] | 2308.61 | 0.04 | 0.27 | ki | |
| 2031-07-09 | (Dias para cupon / Dias Año) | (2502 / 360) | 6.95 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(2502/360)]+[(0.05 x (180/360)) x 63.64% x 100.00 x 1324.73]/[(1+21.91)^(2502/360)] | 2052.94 | 0.04 | 0.25 | ki | |
| 2032-01-09 | (Dias para cupon / Dias Año) | (2682 / 360) | 7.45 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(2682/360)]+[(0.05 x (180/360)) x 59.09% x 100.00 x 1324.73]/[(1+21.91)^(2682/360)] | 1824.88 | 0.03 | 0.24 | ki | |
| 2032-07-09 | (Dias para cupon / Dias Año) | (2862 / 360) | 7.95 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(2862/360)]+[(0.05 x (180/360)) x 54.55% x 100.00 x 1324.73]/[(1+21.91)^(2862/360)] | 1621.65 | 0.03 | 0.23 | ki | |
| 2033-01-09 | (Dias para cupon / Dias Año) | (3042 / 360) | 8.45 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(3042/360)]+[(0.05 x (180/360)) x 50.00% x 100.00 x 1324.73]/[(1+21.91)^(3042/360)] | 1440.46 | 0.03 | 0.22 | ki | |
| 2033-07-09 | (Dias para cupon / Dias Año) | (3222 / 360) | 8.95 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(3222/360)]+[(0.05 x (180/360)) x 45.46% x 100.00 x 1324.73]/[(1+21.91)^(3222/360)] | 1279.08 | 0.02 | 0.20 | ki | |
| 2034-01-09 | (Dias para cupon / Dias Año) | (3402 / 360) | 9.45 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(3402/360)]+[(0.05 x (180/360)) x 40.91% x 100.00 x 1324.73]/[(1+21.91)^(3402/360)] | 1135.28 | 0.02 | 0.19 | ki | |
| 2034-07-09 | (Dias para cupon / Dias Año) | (3582 / 360) | 9.95 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(3582/360)]+[(0.05 x (180/360)) x 36.36% x 100.00 x 1324.73]/[(1+21.91)^(3582/360)] | 1007.22 | 0.02 | 0.18 | ki | |
| 2035-01-09 | (Dias para cupon / Dias Año) | (3762 / 360) | 10.45 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(3762/360)]+[(0.05 x (180/360)) x 31.82% x 100.00 x 1324.73]/[(1+21.91)^(3762/360)] | 893.26 | 0.02 | 0.17 | ki | |
| 2035-07-09 | (Dias para cupon / Dias Año) | (3942 / 360) | 10.95 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(3942/360)]+[(0.05 x (180/360)) x 27.27% x 100.00 x 1324.73]/[(1+21.91)^(3942/360)] | 791.80 | 0.01 | 0.15 | ki | |
| 2036-01-09 | (Dias para cupon / Dias Año) | (4122 / 360) | 11.45 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(4122/360)]+[(0.05 x (180/360)) x 22.73% x 100.00 x 1324.73]/[(1+21.91)^(4122/360)] | 701.57 | 0.01 | 0.14 | ki | |
| 2036-07-09 | (Dias para cupon / Dias Año) | (4302 / 360) | 11.95 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(4302/360)]+[(0.05 x (180/360)) x 18.18% x 100.00 x 1324.73]/[(1+21.91)^(4302/360)] | 621.28 | 0.01 | 0.13 | ki | |
| 2037-01-09 | (Dias para cupon / Dias Año) | (4482 / 360) | 12.45 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(4482/360)]+[(0.05 x (180/360)) x 13.64% x 100.00 x 1324.73]/[(1+21.91)^(4482/360)] | 549.93 | 0.01 | 0.12 | ki | |
| 2037-07-09 | (Dias para cupon / Dias Año) | (4662 / 360) | 12.95 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(4662/360)]+[(0.05 x (180/360)) x 9.09% x 100.00 x 1324.73]/[(1+21.91)^(4662/360)] | 486.48 | 0.01 | 0.11 | ki | |
| 2038-01-09 | (Dias para cupon / Dias Año) | (4842 / 360) | 13.45 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(4842/360)]+[(0.05 x (180/360)) x 4.55% x 100.00 x 1324.73]/[(1+21.91)^(4842/360)] | 430.13 | 0.01 | 0.10 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 5.01 | 5.01 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (5.01)/(1 + 21.91/100) | 4.11 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (55636.57 - 56646.64 )/( 2 x 56140 x 0.01) | 0.90 |
| 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. |
| 2025-01-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (162 / 360) ^ 2 + (162 / 360) | 0.65 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360)) x 100.00% x 100.00 x 1324.73]/[(1+21.91)^(162/360)] | 3029.34 | 1976.65 | i |
| 2025-07-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (342 / 360) ^ 2 + (342 / 360) | 1.85 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360)) x 100.00% x 100.00 x 1324.73]/[(1+21.91)^(342/360)] | 2743.64 | 5082.60 | i |
| 2026-01-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (522 / 360) ^ 2 + (522 / 360) | 3.55 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360)) x 100.00% x 100.00 x 1324.73]/[(1+21.91)^(522/360)] | 2484.89 | 8827.56 | i |
| 2026-07-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (702 / 360) ^ 2 + (702 / 360) | 5.75 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360)) x 100.00% x 100.00 x 1324.73]/[(1+21.91)^(702/360)] | 2250.54 | 12946.21 | i |
| 2027-01-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (882 / 360) ^ 2 + (882 / 360) | 8.45 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (180/360)) x 100.00% x 100.00 x 1324.73]/[(1+21.91)^(882/360)] | 2038.29 | 17228.61 | i |
| 2027-07-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1062 / 360) ^ 2 + (1062 / 360) | 11.65 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(1062/360)]+[(0.05 x (180/360)) x 100.00% x 100.00 x 1324.73]/[(1+21.91)^(1062/360)] | 5205.87 | 60661.39 | ki |
| 2028-01-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1242 / 360) ^ 2 + (1242 / 360) | 15.35 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(1242/360)]+[(0.05 x (180/360)) x 95.45% x 100.00 x 1324.73]/[(1+21.91)^(1242/360)] | 4638.82 | 71217.56 | ki |
| 2028-07-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1422 / 360) ^ 2 + (1422 / 360) | 19.55 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(1422/360)]+[(0.05 x (180/360)) x 90.91% x 100.00 x 1324.73]/[(1+21.91)^(1422/360)] | 4132.59 | 80802.37 | ki |
| 2029-01-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1602 / 360) ^ 2 + (1602 / 360) | 24.25 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(1602/360)]+[(0.05 x (180/360)) x 86.36% x 100.00 x 1324.73]/[(1+21.91)^(1602/360)] | 3680.44 | 89259.77 | ki |
| 2029-07-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1782 / 360) ^ 2 + (1782 / 360) | 29.45 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(1782/360)]+[(0.05 x (180/360)) x 81.82% x 100.00 x 1324.73]/[(1+21.91)^(1782/360)] | 3276.94 | 96514.03 | ki |
| 2030-01-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1962 / 360) ^ 2 + (1962 / 360) | 35.15 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(1962/360)]+[(0.05 x (180/360)) x 77.27% x 100.00 x 1324.73]/[(1+21.91)^(1962/360)] | 2916.70 | 102529.34 | ki |
| 2030-07-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (2142 / 360) ^ 2 + (2142 / 360) | 41.35 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(2142/360)]+[(0.05 x (180/360)) x 72.73% x 100.00 x 1324.73]/[(1+21.91)^(2142/360)] | 2595.37 | 107324.94 | ki |
| 2031-01-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (2322 / 360) ^ 2 + (2322 / 360) | 48.05 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(2322/360)]+[(0.05 x (180/360)) x 68.18% x 100.00 x 1324.73]/[(1+21.91)^(2322/360)] | 2308.61 | 110934.46 | ki |
| 2031-07-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (2502 / 360) ^ 2 + (2502 / 360) | 55.25 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(2502/360)]+[(0.05 x (180/360)) x 63.64% x 100.00 x 1324.73]/[(1+21.91)^(2502/360)] | 2052.94 | 113430.03 | ki |
| 2032-01-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (2682 / 360) ^ 2 + (2682 / 360) | 62.95 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(2682/360)]+[(0.05 x (180/360)) x 59.09% x 100.00 x 1324.73]/[(1+21.91)^(2682/360)] | 1824.88 | 114881.02 | ki |
| 2032-07-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (2862 / 360) ^ 2 + (2862 / 360) | 71.15 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(2862/360)]+[(0.05 x (180/360)) x 54.55% x 100.00 x 1324.73]/[(1+21.91)^(2862/360)] | 1621.65 | 115384.73 | ki |
| 2033-01-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (3042 / 360) ^ 2 + (3042 / 360) | 79.85 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(3042/360)]+[(0.05 x (180/360)) x 50.00% x 100.00 x 1324.73]/[(1+21.91)^(3042/360)] | 1440.46 | 115024.63 | ki |
| 2033-07-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (3222 / 360) ^ 2 + (3222 / 360) | 89.05 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(3222/360)]+[(0.05 x (180/360)) x 45.46% x 100.00 x 1324.73]/[(1+21.91)^(3222/360)] | 1279.08 | 113905.47 | ki |
| 2034-01-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (3402 / 360) ^ 2 + (3402 / 360) | 98.75 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(3402/360)]+[(0.05 x (180/360)) x 40.91% x 100.00 x 1324.73]/[(1+21.91)^(3402/360)] | 1135.28 | 112111.51 | ki |
| 2034-07-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (3582 / 360) ^ 2 + (3582 / 360) | 108.95 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(3582/360)]+[(0.05 x (180/360)) x 36.36% x 100.00 x 1324.73]/[(1+21.91)^(3582/360)] | 1007.22 | 109739.24 | ki |
| 2035-01-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (3762 / 360) ^ 2 + (3762 / 360) | 119.65 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(3762/360)]+[(0.05 x (180/360)) x 31.82% x 100.00 x 1324.73]/[(1+21.91)^(3762/360)] | 893.26 | 106881.09 | ki |
| 2035-07-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (3942 / 360) ^ 2 + (3942 / 360) | 130.85 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(3942/360)]+[(0.05 x (180/360)) x 27.27% x 100.00 x 1324.73]/[(1+21.91)^(3942/360)] | 791.80 | 103609.33 | ki |
| 2036-01-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (4122 / 360) ^ 2 + (4122 / 360) | 142.55 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(4122/360)]+[(0.05 x (180/360)) x 22.73% x 100.00 x 1324.73]/[(1+21.91)^(4122/360)] | 701.57 | 100010.44 | ki |
| 2036-07-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (4302 / 360) ^ 2 + (4302 / 360) | 154.75 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(4302/360)]+[(0.05 x (180/360)) x 18.18% x 100.00 x 1324.73]/[(1+21.91)^(4302/360)] | 621.28 | 96144.95 | ki |
| 2037-01-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (4482 / 360) ^ 2 + (4482 / 360) | 167.45 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(4482/360)]+[(0.05 x (180/360)) x 13.64% x 100.00 x 1324.73]/[(1+21.91)^(4482/360)] | 549.93 | 92086.61 | ki |
| 2037-07-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (4662 / 360) ^ 2 + (4662 / 360) | 180.65 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(4662/360)]+[(0.05 x (180/360)) x 9.09% x 100.00 x 1324.73]/[(1+21.91)^(4662/360)] | 486.48 | 87883.69 | ki |
| 2038-01-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (4842 / 360) ^ 2 + (4842 / 360) | 194.35 | [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)] | [0.0455 x 100.00 x 1324.73]/[(1+21.91)^(4842/360)]+[(0.05 x (180/360)) x 4.55% x 100.00 x 1324.73]/[(1+21.91)^(4842/360)] | 430.13 | 83597.02 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [56140 x ((1 + 21.9106875) ^ 2)]] x 2229995.24] | 26.73 |
| F. de Emision | 2020-09-04 | ||
| F. de Vencimiento | 2038-01-09 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | La amortizacion se efectuara en VEINTIDOS (22) cuotas semestrales iguales el 9 de enero y el 9 de julio de cada año, con la primera cuota el 9 de julio de 2027 y la ultima cuota el 9 de enero de 2038. | ||
| Interes | Del 4 de septiembre de 2020 (inclusive) al 9 de julio de 2021 (exclusive): CERO COMA CIENTO VEINTICINCO POR CIENTO (0,125%). ii. Del 9 de julio de 2021 (inclusive) al 9 de julio de 2022 (exclusive): DOS POR CIENTO (2,00%). iii. Del 9 de julio de 2022 (inclusive) al 9 de julio de 2023 (exclusive): TRES COMA OCHOCIENTOS SETENTA Y CINCO POR CIENTO (3,875%). iv. Del 9 de julio de 2023 (inclusive) al 9 de julio de 2024 (exclusive): CUATRO COMA VEINTICINCO POR CIENTO (4,25%). v. Del 9 de julio de 2024 (inclusive) al vencimiento: CINCO POR CIENTO (5,00%). | ||
| Frecuencia | Las fechas de pago de intereses para los Titulos Step Up en USD 2038 son el 9 de enero y el 9 de julio de cada año, comenzando el 9 de julio de 2021. | ||
| ISIN | ARARGE3209U2 |