Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
---|---|---|---|---|---|
2021-07-09 | 100.00 | 17282.00 | 146.42 | 0.00 | 146.42 |
2022-01-09 | 100.00 | 21269.00 | 106.34 | 0.00 | 106.34 |
2022-07-09 | 100.00 | 29698.00 | 148.49 | 0.00 | 148.49 |
2023-01-09 | 100.00 | 33816.00 | 169.08 | 0.00 | 169.08 |
2023-07-09 | 100.00 | 49861.00 | 249.31 | 0.00 | 249.31 |
2024-01-09 | 100.00 | 118368.00 | 591.84 | 0.00 | 591.84 |
2024-07-09 | 100.00 | 138150.00 | 690.75 | 0.00 | 690.75 |
2025-01-09 | 90.00 | 106321.50 | 590.67 | 11813.50 | 12404.17 |
2025-07-09 | 80.00 | 100565.60 | 565.68 | 12570.70 | 13136.38 |
2026-01-09 | 70.00 | 95583.60 | 546.19 | 13654.80 | 14200.99 |
2026-07-09 | 60.00 | 81928.80 | 477.92 | 13654.80 | 14132.72 |
2027-01-09 | 50.00 | 68274.00 | 409.64 | 13654.80 | 14064.44 |
2027-07-09 | 40.00 | 54619.20 | 341.37 | 13654.80 | 13996.17 |
2028-01-09 | 30.00 | 40964.40 | 273.10 | 13654.80 | 13927.90 |
2028-07-09 | 20.00 | 27309.60 | 204.82 | 13654.80 | 13859.62 |
2029-01-09 | 10.00 | 13654.80 | 136.55 | 13654.80 | 13791.35 |
2029-07-09 | 0.00 | 0.00 | 68.27 | 13654.80 | 13723.07 |
Datos | |||||
---|---|---|---|---|---|
Simbolo | GD29 | Valor Tecnico | 109302.12 | Semana TIR | 4.05% |
Emisor | ArgentinaArgentina | Valor Residual | 80.00% | Mes TIR | 19.46% |
Tipo | Soberano | Paridad | 80.01% | Semestre TIR | 5.33% |
País | Argentina | TIR | 12.34% | 1ero Enero TIR | 23.39% |
Mercado | BYMA | Macaulay Dur. | 2.03 | Año TIR | -54.40% |
Moneda | ARS | Modified Dur. | 1.80 | Semana Precio | 6.66% |
Fecha/Hora | 2025-07-31 16:54:27 | Effective Dur. | 0.22 | Mes Precio | -5.44% |
Volumen | 282492 | Convexidad | 5.89 | Semestre Precio | 4.13% |
Precio | 87450.00 | Int. Corrido | 63.72 | 1ero Enero Precio | -11.93% |
Variación | 1.88% | Cupon | 14200.99 | Año Precio | 17.68% |
Sensibilidad Precio | |||
---|---|---|---|
Precio | Variación Precio | TIR | Variación TIR |
96195.00 | 10.00% | 7.26 | -41.19% |
95320.50 | 9.00% | 7.73 | -37.38% |
94446.00 | 8.00% | 8.21 | -33.50% |
93571.50 | 7.00% | 8.69 | -29.56% |
92697.00 | 6.00% | 9.19 | -25.55% |
91822.50 | 5.00% | 9.69 | -21.46% |
90948.00 | 4.00% | 10.20 | -17.32% |
90073.50 | 3.00% | 10.72 | -13.09% |
89199.00 | 2.00% | 11.25 | -8.80% |
88324.50 | 1.00% | 11.79 | -4.42% |
87450.00 | 0.00% | 12.34 | 0.00% |
86575.50 | -1.00% | 12.90 | 4.56% |
85701.00 | -2.00% | 13.47 | 9.18% |
84826.50 | -3.00% | 14.05 | 13.88% |
83952.00 | -4.00% | 14.64 | 18.67% |
83077.50 | -5.00% | 15.25 | 23.56% |
82203.00 | -6.00% | 15.86 | 28.53% |
81328.50 | -7.00% | 16.49 | 33.61% |
80454.00 | -8.00% | 17.13 | 38.79% |
79579.50 | -9.00% | 17.78 | 44.07% |
78705.00 | -10.00% | 18.44 | 49.46% |
Sensibilidad TIR | |||
---|---|---|---|
TIR | Variación TIR | Precio | Variación Precio |
13.45 | 9.00% | 85733.30 | -1.96% |
13.33 | 8.00% | 85921.49 | -1.75% |
13.20 | 7.00% | 86110.43 | -1.53% |
13.08 | 6.00% | 86300.13 | -1.31% |
12.96 | 5.00% | 86490.59 | -1.10% |
12.83 | 4.00% | 86681.81 | -0.88% |
12.71 | 3.00% | 86873.80 | -0.66% |
12.59 | 2.00% | 87066.55 | -0.44% |
12.46 | 1.00% | 87260.09 | -0.22% |
12.34 | 0.00% | 87450.00 | 0.00% |
12.22 | -1.00% | 87649.50 | 0.23% |
12.09 | -2.00% | 87845.39 | 0.45% |
11.97 | -3.00% | 88042.07 | 0.68% |
11.85 | -4.00% | 88239.54 | 0.90% |
11.72 | -5.00% | 88437.82 | 1.13% |
11.60 | -6.00% | 88636.91 | 1.36% |
11.48 | -7.00% | 88836.80 | 1.59% |
11.35 | -8.00% | 89037.51 | 1.82% |
11.23 | -9.00% | 89239.03 | 2.05% |
Desarrollo TIR 12.34% | ||||
---|---|---|---|---|
Fecha | Formula | Operacion | Factor | Tipo |
2026-01-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.01 x (180/360)) x 80.00% x 100.00 x 1365.48]/[(1+12.34)^(159/360)] | 518.83 | i |
2026-01-09 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.1 x 100.00 x 1365.48]/[(1+12.34)^(159/360)] | 12970.78 | k |
2026-07-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.01 x (180/360)) x 70.00% x 100.00 x 1365.48]/[(1+12.34)^(339/360)] | 428.32 | i |
2026-07-09 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.1 x 100.00 x 1365.48]/[(1+12.34)^(339/360)] | 12237.67 | k |
2027-01-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.01 x (180/360)) x 60.00% x 100.00 x 1365.48]/[(1+12.34)^(519/360)] | 346.38 | i |
2027-01-09 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.1 x 100.00 x 1365.48]/[(1+12.34)^(519/360)] | 11546.00 | k |
2027-07-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.01 x (180/360)) x 50.00% x 100.00 x 1365.48]/[(1+12.34)^(699/360)] | 272.34 | i |
2027-07-09 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.1 x 100.00 x 1365.48]/[(1+12.34)^(699/360)] | 10893.42 | k |
2028-01-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.01 x (180/360)) x 40.00% x 100.00 x 1365.48]/[(1+12.34)^(879/360)] | 205.55 | i |
2028-01-09 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.1 x 100.00 x 1365.48]/[(1+12.34)^(879/360)] | 10277.73 | k |
2028-07-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.01 x (180/360)) x 30.00% x 100.00 x 1365.48]/[(1+12.34)^(1059/360)] | 145.45 | i |
2028-07-09 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.1 x 100.00 x 1365.48]/[(1+12.34)^(1059/360)] | 9696.83 | k |
2029-01-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.01 x (180/360)) x 20.00% x 100.00 x 1365.48]/[(1+12.34)^(1239/360)] | 91.49 | i |
2029-01-09 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.1 x 100.00 x 1365.48]/[(1+12.34)^(1239/360)] | 9148.77 | k |
2029-07-09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.01 x (180/360)) x 10.00% x 100.00 x 1365.48]/[(1+12.34)^(1419/360)] | 43.16 | i |
2029-07-09 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.1 x 100.00 x 1365.48]/[(1+12.34)^(1419/360)] | 8631.68 | k |
Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
---|---|---|---|
2025-07-31 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL x (Dias Corridos / Dias entre Cupones) | (0.01 x (180/360)) x 1.00 x 0.8 x 100.00 x 1365.48 x (21/180) | 63.72 |
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. | |
2026-01-09 | (Dias para cupon / Dias Año) | (159 / 360) | 0.44 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.1 x 100.00 x 1365.48]/[(1+12.34)^(159/360)]+[(0.01 x (180/360)) x 80.00% x 100.00 x 1365.48]/[(1+12.34)^(159/360)] | 13489.45 | 0.15 | 0.07 | ki | |
2026-07-09 | (Dias para cupon / Dias Año) | (339 / 360) | 0.94 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.1 x 100.00 x 1365.48]/[(1+12.34)^(339/360)]+[(0.01 x (180/360)) x 70.00% x 100.00 x 1365.48]/[(1+12.34)^(339/360)] | 12665.67 | 0.14 | 0.14 | ki | |
2027-01-09 | (Dias para cupon / Dias Año) | (519 / 360) | 1.44 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.1 x 100.00 x 1365.48]/[(1+12.34)^(519/360)]+[(0.01 x (180/360)) x 60.00% x 100.00 x 1365.48]/[(1+12.34)^(519/360)] | 11891.92 | 0.14 | 0.20 | ki | |
2027-07-09 | (Dias para cupon / Dias Año) | (699 / 360) | 1.94 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.1 x 100.00 x 1365.48]/[(1+12.34)^(699/360)]+[(0.01 x (180/360)) x 50.00% x 100.00 x 1365.48]/[(1+12.34)^(699/360)] | 11165.18 | 0.13 | 0.25 | ki | |
2028-01-09 | (Dias para cupon / Dias Año) | (879 / 360) | 2.44 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.1 x 100.00 x 1365.48]/[(1+12.34)^(879/360)]+[(0.01 x (180/360)) x 40.00% x 100.00 x 1365.48]/[(1+12.34)^(879/360)] | 10482.60 | 0.12 | 0.29 | ki | |
2028-07-09 | (Dias para cupon / Dias Año) | (1059 / 360) | 2.94 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.1 x 100.00 x 1365.48]/[(1+12.34)^(1059/360)]+[(0.01 x (180/360)) x 30.00% x 100.00 x 1365.48]/[(1+12.34)^(1059/360)] | 9841.51 | 0.11 | 0.33 | ki | |
2029-01-09 | (Dias para cupon / Dias Año) | (1239 / 360) | 3.44 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.1 x 100.00 x 1365.48]/[(1+12.34)^(1239/360)]+[(0.01 x (180/360)) x 20.00% x 100.00 x 1365.48]/[(1+12.34)^(1239/360)] | 9239.41 | 0.11 | 0.36 | ki | |
2029-07-09 | (Dias para cupon / Dias Año) | (1419 / 360) | 3.94 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.1 x 100.00 x 1365.48]/[(1+12.34)^(1419/360)]+[(0.01 x (180/360)) x 10.00% x 100.00 x 1365.48]/[(1+12.34)^(1419/360)] | 8673.93 | 0.10 | 0.39 | ki |
Desarrollo Duracion Macaulay Valor Final | |||||||||
---|---|---|---|---|---|---|---|---|---|
Formula | Operacion | Duracion Macaulay | |||||||
Suma Factores | 2.03 | 2.03 |
Desarrollo Duracion Modificada | ||
---|---|---|
Formula | Operacion | Duracion Modificada |
(Macaulay Duration)/(1 + TIR) | (2.03)/(1 + 12.34/100) | 1.80 |
Desarrollo Duracion Efectiva | ||
---|---|---|
Formula | Operacion | Duracion Efectiva |
(P+ - P-)/(2 x Po x ΔTIR) | (87255.33 - 87644.80 )/( 2 x 87450 x 0.01) | 0.22 |
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. |
2026-01-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (159 / 360) ^ 2 + (159 / 360) | 0.64 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.1 x 100.00 x 1365.48]/[(1+12.34)^(159/360)]+[(0.01 x (180/360)) x 80.00% x 100.00 x 1365.48]/[(1+12.34)^(159/360)] | 13489.45 | 8589.22 | ki |
2026-07-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (339 / 360) ^ 2 + (339 / 360) | 1.83 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.1 x 100.00 x 1365.48]/[(1+12.34)^(339/360)]+[(0.01 x (180/360)) x 70.00% x 100.00 x 1365.48]/[(1+12.34)^(339/360)] | 12665.67 | 23157.95 | ki |
2027-01-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (519 / 360) ^ 2 + (519 / 360) | 3.52 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.1 x 100.00 x 1365.48]/[(1+12.34)^(519/360)]+[(0.01 x (180/360)) x 60.00% x 100.00 x 1365.48]/[(1+12.34)^(519/360)] | 11891.92 | 41860.39 | ki |
2027-07-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (699 / 360) ^ 2 + (699 / 360) | 5.71 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.1 x 100.00 x 1365.48]/[(1+12.34)^(699/360)]+[(0.01 x (180/360)) x 50.00% x 100.00 x 1365.48]/[(1+12.34)^(699/360)] | 11165.18 | 63772.56 | ki |
2028-01-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (879 / 360) ^ 2 + (879 / 360) | 8.40 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.1 x 100.00 x 1365.48]/[(1+12.34)^(879/360)]+[(0.01 x (180/360)) x 40.00% x 100.00 x 1365.48]/[(1+12.34)^(879/360)] | 10482.60 | 88089.51 | ki |
2028-07-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1059 / 360) ^ 2 + (1059 / 360) | 11.60 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.1 x 100.00 x 1365.48]/[(1+12.34)^(1059/360)]+[(0.01 x (180/360)) x 30.00% x 100.00 x 1365.48]/[(1+12.34)^(1059/360)] | 9841.51 | 114113.02 | ki |
2029-01-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1239 / 360) ^ 2 + (1239 / 360) | 15.29 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.1 x 100.00 x 1365.48]/[(1+12.34)^(1239/360)]+[(0.01 x (180/360)) x 20.00% x 100.00 x 1365.48]/[(1+12.34)^(1239/360)] | 9239.41 | 141240.40 | ki |
2029-07-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1419 / 360) ^ 2 + (1419 / 360) | 19.48 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.1 x 100.00 x 1365.48]/[(1+12.34)^(1419/360)]+[(0.01 x (180/360)) x 10.00% x 100.00 x 1365.48]/[(1+12.34)^(1419/360)] | 8673.93 | 168954.28 | ki |
Formula Convexidad Valor Final | ||
---|---|---|
Formula | Operacion | Convexidad |
[[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [87450 x ((1 + 12.343) ^ 2)]] x 649777.32] | 5.89 |
F. de Emision | 2020-09-04 | ||
F. de Vencimiento | 2029-07-09 | ||
Ajuste | |||
Dias previos para calculo ajuste o interes | |||
Capital | La amortizacion se efectuara en DIEZ (10) cuotas semestrales iguales el 9 de Enero y 9 de Julio de cada año, con la primera cuota el 9 de Enero de 2025 y la ultima cuota el 9 de Julio de 2029. | ||
Interes | Del 4 de Septiembre de 2020 (exclusive) al 9 de Julio de 2029 (exclusive): UNO POR CIENTO (1,00%). | ||
Frecuencia | Las fechas de pago de intereses para los Titulos amortizables en USD 2029 son el 9 de Enero y el 9 de Julio de cada año, comenzando el 9 de Julio del 2021. | ||
ISIN | US040114HX11 |