| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2023-12-01 | 90.00 | 81597.60 | 3660.56 | 4533.20 | 8193.76 |
| 2024-06-01 | 82.50 | 102973.20 | 4774.21 | 9361.20 | 14135.41 |
| 2024-12-01 | 75.00 | 82547.25 | 3859.08 | 8254.73 | 12113.81 |
| 2025-06-01 | 62.50 | 72465.00 | 3695.72 | 14493.00 | 18188.72 |
| 2025-12-01 | 50.00 | 57972.00 | 3079.76 | 14493.00 | 17572.76 |
| 2026-06-01 | 37.50 | 43479.00 | 2463.81 | 14493.00 | 16956.81 |
| 2026-12-01 | 25.00 | 28986.00 | 1847.86 | 14493.00 | 16340.86 |
| 2027-06-01 | 12.50 | 14493.00 | 1231.90 | 14493.00 | 15724.91 |
| 2027-12-01 | 0.00 | 0.00 | 615.95 | 14493.00 | 15108.95 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | SA24D | Valor Tecnico | 90202.02 | Semana TIR | 3.26% |
| Emisor | Pcia. de SaltaPcia. de Salta | Valor Residual | 75.00% | Mes TIR | 15.18% |
| Tipo | Provincial | Paridad | 96.45% | Semestre TIR | 2.30% |
| País | Argentina | TIR | 12.03% | 1ero Enero TIR | 34.66% |
| Mercado | BYMA | Macaulay Dur. | 1.18 | Año TIR | -42.51% |
| Moneda | USD | Modified Dur. | 1.05 | Semana Precio | -3.33% |
| Fecha/Hora | 2025-05-09 16:50:43 | Effective Dur. | 0.13 | Mes Precio | -14.37% |
| Volumen | 10480 | Convexidad | 2.61 | Semestre Precio | -8.42% |
| Precio | 87000.00 | Int. Corrido | 3244.02 | 1ero Enero Precio | -2.58% |
| Variación | -1.36% | Cupon | 18188.72 | Año Precio | 2.96% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 95700.00 | 10.00% | 3.51 | -70.86% |
| 94830.00 | 9.00% | 4.28 | -64.44% |
| 93960.00 | 8.00% | 5.07 | -57.89% |
| 93090.00 | 7.00% | 5.87 | -51.20% |
| 92220.00 | 6.00% | 6.69 | -44.36% |
| 91350.00 | 5.00% | 7.53 | -37.37% |
| 90480.00 | 4.00% | 8.39 | -30.23% |
| 89610.00 | 3.00% | 9.27 | -22.92% |
| 88740.00 | 2.00% | 10.17 | -15.44% |
| 87870.00 | 1.00% | 11.09 | -7.79% |
| 87000.00 | 0.00% | 12.03 | 0.00% |
| 86130.00 | -1.00% | 13.00 | 8.07% |
| 85260.00 | -2.00% | 13.99 | 16.28% |
| 84390.00 | -3.00% | 15.00 | 24.70% |
| 83520.00 | -4.00% | 16.04 | 33.32% |
| 82650.00 | -5.00% | 17.10 | 42.17% |
| 81780.00 | -6.00% | 18.20 | 51.26% |
| 80910.00 | -7.00% | 19.32 | 60.56% |
| 80040.00 | -8.00% | 20.47 | 70.13% |
| 79170.00 | -9.00% | 21.65 | 79.94% |
| 78300.00 | -10.00% | 22.86 | 90.03% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 13.11 | 9.00% | 86029.55 | -1.12% |
| 12.99 | 8.00% | 86136.59 | -0.99% |
| 12.87 | 7.00% | 86243.96 | -0.87% |
| 12.75 | 6.00% | 86351.65 | -0.75% |
| 12.63 | 5.00% | 86459.65 | -0.62% |
| 12.51 | 4.00% | 86567.98 | -0.50% |
| 12.39 | 3.00% | 86676.63 | -0.37% |
| 12.27 | 2.00% | 86785.60 | -0.25% |
| 12.15 | 1.00% | 86894.90 | -0.12% |
| 12.03 | 0.00% | 87000.00 | 0.00% |
| 11.91 | -1.00% | 87114.48 | 0.13% |
| 11.79 | -2.00% | 87224.76 | 0.26% |
| 11.67 | -3.00% | 87335.38 | 0.39% |
| 11.55 | -4.00% | 87446.32 | 0.51% |
| 11.43 | -5.00% | 87557.61 | 0.64% |
| 11.31 | -6.00% | 87669.22 | 0.77% |
| 11.19 | -7.00% | 87781.18 | 0.90% |
| 11.07 | -8.00% | 87893.47 | 1.03% |
| 10.95 | -9.00% | 88006.10 | 1.16% |
| Desarrollo TIR 12.03% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-06-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (180/360)) x 75.00% x 100.00 x 1159.44]/[(1+12.03)^(22/360)] | 3670.15 | i |
| 2025-06-01 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1159.44]/[(1+12.03)^(22/360)] | 14392.74 | k |
| 2025-12-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (180/360)) x 62.50% x 100.00 x 1159.44]/[(1+12.03)^(202/360)] | 2889.58 | i |
| 2025-12-01 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1159.44]/[(1+12.03)^(202/360)] | 13598.04 | k |
| 2026-06-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (180/360)) x 50.00% x 100.00 x 1159.44]/[(1+12.03)^(382/360)] | 2184.03 | i |
| 2026-06-01 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1159.44]/[(1+12.03)^(382/360)] | 12847.22 | k |
| 2026-12-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (180/360)) x 37.50% x 100.00 x 1159.44]/[(1+12.03)^(562/360)] | 1547.58 | i |
| 2026-12-01 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1159.44]/[(1+12.03)^(562/360)] | 12137.85 | k |
| 2027-06-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (180/360)) x 25.00% x 100.00 x 1159.44]/[(1+12.03)^(742/360)] | 974.75 | i |
| 2027-06-01 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1159.44]/[(1+12.03)^(742/360)] | 11467.66 | k |
| 2027-12-01 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.085 x (180/360)) x 12.50% x 100.00 x 1159.44]/[(1+12.03)^(922/360)] | 460.46 | i |
| 2027-12-01 | [Amortizacion % x Valor Nominal x Conversion ARS/CCL]/[(1+TIR)^(Dias restantes/Dias año)] | [0.125 x 100.00 x 1159.44]/[(1+12.03)^(922/360)] | 10834.47 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-09 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/CCL x (Dias Corridos / Dias entre Cupones) | (0.085 x (180/360)) x 1.00 x 0.75 x 100.00 x 1159.44 x (158/180) | 3244.02 |
| 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. | |
| 2025-06-01 | (Dias para cupon / Dias Año) | (22 / 360) | 0.06 | [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)] | [0.125 x 100.00 x 1159.44]/[(1+12.03)^(22/360)]+[(0.085 x (180/360)) x 75.00% x 100.00 x 1159.44]/[(1+12.03)^(22/360)] | 18062.84 | 0.21 | 0.01 | ki | |
| 2025-12-01 | (Dias para cupon / Dias Año) | (202 / 360) | 0.56 | [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)] | [0.125 x 100.00 x 1159.44]/[(1+12.03)^(202/360)]+[(0.085 x (180/360)) x 62.50% x 100.00 x 1159.44]/[(1+12.03)^(202/360)] | 16487.21 | 0.19 | 0.11 | ki | |
| 2026-06-01 | (Dias para cupon / Dias Año) | (382 / 360) | 1.06 | [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)] | [0.125 x 100.00 x 1159.44]/[(1+12.03)^(382/360)]+[(0.085 x (180/360)) x 50.00% x 100.00 x 1159.44]/[(1+12.03)^(382/360)] | 15030.53 | 0.17 | 0.18 | ki | |
| 2026-12-01 | (Dias para cupon / Dias Año) | (562 / 360) | 1.56 | [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)] | [0.125 x 100.00 x 1159.44]/[(1+12.03)^(562/360)]+[(0.085 x (180/360)) x 37.50% x 100.00 x 1159.44]/[(1+12.03)^(562/360)] | 13684.48 | 0.16 | 0.25 | ki | |
| 2027-06-01 | (Dias para cupon / Dias Año) | (742 / 360) | 2.06 | [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)] | [0.125 x 100.00 x 1159.44]/[(1+12.03)^(742/360)]+[(0.085 x (180/360)) x 25.00% x 100.00 x 1159.44]/[(1+12.03)^(742/360)] | 12441.26 | 0.14 | 0.29 | ki | |
| 2027-12-01 | (Dias para cupon / Dias Año) | (922 / 360) | 2.56 | [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)] | [0.125 x 100.00 x 1159.44]/[(1+12.03)^(922/360)]+[(0.085 x (180/360)) x 12.50% x 100.00 x 1159.44]/[(1+12.03)^(922/360)] | 11293.64 | 0.13 | 0.33 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.18 | 1.18 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.18)/(1 + 12.03/100) | 1.05 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (86890.30 - 87109.95 )/( 2 x 87000 x 0.01) | 0.13 |
| 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. |
| 2025-06-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (22 / 360) ^ 2 + (22 / 360) | 0.06 | [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)] | [0.125 x 100.00 x 1159.44]/[(1+12.03)^(22/360)]+[(0.085 x (180/360)) x 75.00% x 100.00 x 1159.44]/[(1+12.03)^(22/360)] | 18062.84 | 1171.30 | ki |
| 2025-12-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (202 / 360) ^ 2 + (202 / 360) | 0.88 | [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)] | [0.125 x 100.00 x 1159.44]/[(1+12.03)^(202/360)]+[(0.085 x (180/360)) x 62.50% x 100.00 x 1159.44]/[(1+12.03)^(202/360)] | 16487.21 | 14442.08 | ki |
| 2026-06-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (382 / 360) ^ 2 + (382 / 360) | 2.19 | [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)] | [0.125 x 100.00 x 1159.44]/[(1+12.03)^(382/360)]+[(0.085 x (180/360)) x 50.00% x 100.00 x 1159.44]/[(1+12.03)^(382/360)] | 15030.53 | 32872.80 | ki |
| 2026-12-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (562 / 360) ^ 2 + (562 / 360) | 4.00 | [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)] | [0.125 x 100.00 x 1159.44]/[(1+12.03)^(562/360)]+[(0.085 x (180/360)) x 37.50% x 100.00 x 1159.44]/[(1+12.03)^(562/360)] | 13684.48 | 54712.99 | ki |
| 2027-06-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (742 / 360) ^ 2 + (742 / 360) | 6.31 | [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)] | [0.125 x 100.00 x 1159.44]/[(1+12.03)^(742/360)]+[(0.085 x (180/360)) x 25.00% x 100.00 x 1159.44]/[(1+12.03)^(742/360)] | 12441.26 | 78495.55 | ki |
| 2027-12-01 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (922 / 360) ^ 2 + (922 / 360) | 9.12 | [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)] | [0.125 x 100.00 x 1159.44]/[(1+12.03)^(922/360)]+[(0.085 x (180/360)) x 12.50% x 100.00 x 1159.44]/[(1+12.03)^(922/360)] | 11293.64 | 103002.54 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [87000 x ((1 + 12.035) ^ 2)]] x 284697.25] | 2.61 |
| F. de Emision | 2021-06-01 | ||
| F. de Vencimiento | 2027-12-01 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | El capital será abonado en 10 cuotas semestrales que se calcularán de la siguiente manera: a) Las cuotas pagaderas el 01.06.2023 y el 01.12.2023 serán iguales al 5% del capital. b) Las cuotas pagaderas el 01.06.2024 y el 01.12.2024 serán iguales al 7,5% del capital. c) Las cuotas pagaderas desde el 01.06.2025 (inclusive) hasta la fecha de vencimiento (inclusive) serán iguales 12,50% | ||
| Interes | Devengarán intereses semestralmente de la siguiente manera: a) Desde el 24.02.2021 (inclusive) hasta el 01.06.2021 (exclusive): 4% nominal anual, b) Desde el 01.06.2021 (inclusive) hasta el 01.06.2022 (exclusive): 5% nominal anual, y c) Desde el 01.06.2022 (inclusive) hasta el 01.12.2027 (exclusive): 8,50% nominal anual. La primera fecha de pago será el 01.06.2021. | ||
| Frecuencia | Semestral | ||
| ISIN | USP8388TAB00 |