| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-09-30 | 100.00 | 79.93 | 0.20 | 0.00 | 0.20 |
| 2025-03-31 | 0.00 | 0.00 | 0.21 | 82.56 | 82.77 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | TV25D | Valor Tecnico | 82.75 | Semana TIR | 22.66% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -185.34% |
| Tipo | Soberano | Paridad | 101.51% | Semestre TIR | -193.20% |
| País | Argentina | TIR | -35.84% | 1ero Enero TIR | -440.96% |
| Mercado | BYMA | Macaulay Dur. | 0.03 | Año TIR | S/D |
| Moneda | USD | Modified Dur. | 0.05 | Semana Precio | -6.63% |
| Fecha/Hora | 2025-03-18 16:12:18 | Effective Dur. | -0.02 | Mes Precio | -6.46% |
| Volumen | 3047 | Convexidad | 0.08 | Semestre Precio | -2.30% |
| Precio | 84.00 | Int. Corrido | 0.19 | 1ero Enero Precio | -2.70% |
| Variación | -4.76% | Cupon | 82.77 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 92.40 | 10.00% | -96.32 | 168.76% |
| 91.56 | 9.00% | -95.16 | 165.52% |
| 90.72 | 8.00% | -93.62 | 161.23% |
| 89.88 | 7.00% | -91.57 | 155.50% |
| 89.04 | 6.00% | -88.83 | 147.85% |
| 88.20 | 5.00% | -85.15 | 137.60% |
| 87.36 | 4.00% | -80.22 | 123.82% |
| 86.52 | 3.00% | -73.57 | 105.26% |
| 85.68 | 2.00% | -64.58 | 80.18% |
| 84.84 | 1.00% | -52.40 | 46.20% |
| 84.00 | 0.00% | -35.84 | 0.00% |
| 83.16 | -1.00% | -13.26 | -63.00% |
| 82.32 | -2.00% | 17.62 | -149.17% |
| 81.48 | -3.00% | 60.00 | -267.42% |
| 80.64 | -4.00% | 118.34 | -430.20% |
| 79.80 | -5.00% | 198.93 | -655.05% |
| 78.96 | -6.00% | 310.62 | -966.69% |
| 78.12 | -7.00% | 465.96 | -1400.12% |
| 77.28 | -8.00% | 682.79 | -2005.09% |
| 76.44 | -9.00% | 986.51 | -2852.55% |
| 75.60 | -10.00% | 1413.57 | -4044.11% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| -32.61 | -9.00% | 83.86 | -0.16% |
| -32.97 | -8.00% | 83.88 | -0.15% |
| -33.33 | -7.00% | 83.89 | -0.13% |
| -33.69 | -6.00% | 83.91 | -0.11% |
| -34.05 | -5.00% | 83.92 | -0.09% |
| -34.41 | -4.00% | 83.94 | -0.07% |
| -34.76 | -3.00% | 83.95 | -0.06% |
| -35.12 | -2.00% | 83.97 | -0.04% |
| -35.48 | -1.00% | 83.98 | -0.02% |
| -35.84 | 0.00% | 84.00 | 0.00% |
| -36.20 | 1.00% | 84.02 | 0.02% |
| -36.56 | 2.00% | 84.03 | 0.04% |
| -36.92 | 3.00% | 84.05 | 0.06% |
| -37.27 | 4.00% | 84.06 | 0.08% |
| -37.63 | 5.00% | 84.08 | 0.09% |
| -37.99 | 6.00% | 84.10 | 0.11% |
| -38.35 | 7.00% | 84.11 | 0.13% |
| -38.71 | 8.00% | 84.13 | 0.15% |
| -39.07 | 9.00% | 84.14 | 0.17% |
| Desarrollo TIR -35.84% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-03-31 | [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal x Conversion MEP/ARS]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.005 x (180/360)) x 1069.1300 x 100.00% x 100.00 x 0.00]/[(1+-35.84)^(12/360)] | 0.21 | i |
| 2025-03-31 | [Dolar x Amortizacion % x Valor Nominal x Conversion MEP/ARS]/[(1+TIR)^(Dias restantes/Dias año)] | [1069.1300 x 1 x 100.00 x 0.00]/[(1+-35.84)^(12/360)] | 83.79 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-03-18 | (TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal x Conversion MEP/ARS x (Dias Corridos / Dias entre Cupones) | (0.005 x (180/360)) x 1069.13 x 1 x 100.00 x 0.00 x (168/180) | 0.19 |
| 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. | |
| 2025-03-31 | (Dias para cupon / Dias Año) | (12 / 360) | 0.03 | [Dolar x Amortizacion % x Valor Nominal x Conversion MEP/ARS]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal x Conversion MEP/ARS]/[(1+TIR)^(Dias restantes/Dias año)] | [1069.1300 x 1 x 100.00 x 0.00]/[(1+-35.84)^(12/360)]+[(0.005 x (180/360)) x 1069.1300 x 100.00% x 100.00 x 0.00]/[(1+-35.84)^(12/360)] | 84.00 | 1.00 | 0.03 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.03 | 0.03 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.03)/(1 + -35.84/100) | 0.05 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (84.02 - 83.98 )/( 2 x 84 x 0.01) | -0.02 |
| 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. |
| 2025-03-31 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (12 / 360) ^ 2 + (12 / 360) | 0.03 | [Dolar x Amortizacion % x Valor Nominal x Conversion MEP/ARS]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal x Conversion MEP/ARS]/[(1+TIR)^(Dias restantes/Dias año)] | [1069.1300 x 1 x 100.00 x 0.00]/[(1+-35.84)^(12/360)]+[(0.005 x (180/360)) x 1069.1300 x 100.00% x 100.00 x 0.00]/[(1+-35.84)^(12/360)] | 84.00 | 2.89 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [84 x ((1 + -35.838) ^ 2)]] x 2.89] | 0.08 |
| F. de Emision | 2023-09-18 | ||
| F. de Vencimiento | 2025-03-31 | ||
| Ajuste | Dolar Linked | ||
| Dias previos para calculo ajuste o interes | 3 | ||
| Capital | Integra al vencimiento al tipo de cambio aplicable | ||
| Interes | Tasa 0,50% | ||
| Frecuencia | Serán pagaderos los días 31 de marzo de 2024, 30 de septiembre de 2024 y 31 de marzo de 2025 | ||
| ISIN | ARARGE320EC8 |