| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-06-18 | 0.00 | 0.00 | 47.70 | 100.00 | 147.70 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | S18J5 | Valor Tecnico | 141.54 | Semana TIR | 17.73% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -18.47% |
| Tipo | Soberano | Paridad | 101.04% | Semestre TIR | -13.33% |
| País | Argentina | TIR | 34.66% | 1ero Enero TIR | -4.34% |
| Mercado | BYMA | Macaulay Dur. | 0.11 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.08 | Semana Precio | 0.22% |
| Fecha/Hora | 2025-05-08 17:00:11 | Effective Dur. | 0.03 | Mes Precio | 3.63% |
| Volumen | 0 | Convexidad | 0.07 | Semestre Precio | 18.93% |
| Precio | 143.01 | Int. Corrido | 41.54 | 1ero Enero Precio | 11.86% |
| Variación | 0.00% | Cupon | 147.70 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 157.31 | 10.00% | -44.13 | -227.33% |
| 155.88 | 9.00% | -39.22 | -213.16% |
| 154.45 | 8.00% | -33.82 | -197.58% |
| 153.02 | 7.00% | -27.89 | -180.47% |
| 151.59 | 6.00% | -21.36 | -161.63% |
| 150.16 | 5.00% | -14.17 | -140.88% |
| 148.73 | 4.00% | -6.24 | -118.01% |
| 147.30 | 3.00% | 2.50 | -92.78% |
| 145.87 | 2.00% | 12.16 | -64.91% |
| 144.44 | 1.00% | 22.84 | -34.10% |
| 143.01 | 0.00% | 34.66 | 0.00% |
| 141.58 | -1.00% | 47.75 | 37.76% |
| 140.15 | -2.00% | 62.26 | 79.64% |
| 138.72 | -3.00% | 78.38 | 126.13% |
| 137.29 | -4.00% | 96.28 | 177.79% |
| 135.86 | -5.00% | 116.20 | 235.26% |
| 134.43 | -6.00% | 138.39 | 299.27% |
| 133.00 | -7.00% | 163.12 | 370.64% |
| 131.57 | -8.00% | 190.74 | 450.31% |
| 130.14 | -9.00% | 221.60 | 539.34% |
| 128.71 | -10.00% | 256.13 | 638.98% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 37.78 | 9.00% | 142.66 | -0.25% |
| 37.43 | 8.00% | 142.69 | -0.22% |
| 37.09 | 7.00% | 142.73 | -0.19% |
| 36.74 | 6.00% | 142.77 | -0.17% |
| 36.39 | 5.00% | 142.81 | -0.14% |
| 36.05 | 4.00% | 142.85 | -0.11% |
| 35.70 | 3.00% | 142.89 | -0.08% |
| 35.35 | 2.00% | 142.93 | -0.06% |
| 35.01 | 1.00% | 142.97 | -0.03% |
| 34.66 | 0.00% | 143.01 | 0.00% |
| 34.31 | -1.00% | 143.05 | 0.03% |
| 33.97 | -2.00% | 143.09 | 0.06% |
| 33.62 | -3.00% | 143.13 | 0.08% |
| 33.27 | -4.00% | 143.17 | 0.11% |
| 32.93 | -5.00% | 143.21 | 0.14% |
| 32.58 | -6.00% | 143.25 | 0.17% |
| 32.23 | -7.00% | 143.29 | 0.20% |
| 31.89 | -8.00% | 143.33 | 0.23% |
| 31.54 | -9.00% | 143.37 | 0.25% |
| Desarrollo TIR 34.66% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-06-18 | [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((1+0.0395)^((302/360) x 12) - 1) x 100.00]/[(1+34.66)^(39/360)] | 46.18 | i |
| 2025-06-18 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+34.66)^(39/360)] | 96.83 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-09 | Valor Nominal x [(1+TEM/100)^((Dias entre Cupones/Año) x 12) - 1] x (Dias Corridos / Dias entre Cupones) | 100.00 x [(1+0.0395/100)^((302/360) x 12)-1] x (263/302) | 41.54 |
| 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. | |
| 2025-06-18 | (Dias para cupon / Dias Año) | (39 / 360) | 0.11 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+34.66)^(39/360)]+[((1+0.0395)^((302/360) x 12) - 1) x 100.00]/[(1+34.66)^(39/360)] | 143.01 | 1.00 | 0.11 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.11 | 0.11 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.11)/(1 + 34.66/100) | 0.08 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (142.97 - 143.05 )/( 2 x 143.01 x 0.01) | 0.03 |
| 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. |
| 2025-06-18 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (39 / 360) ^ 2 + (39 / 360) | 0.12 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+34.66)^(39/360)]+[((1+0.0395)^((302/360) x 12) - 1) x 100.00]/[(1+34.66)^(39/360)] | 143.01 | 17.17 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [143.01 x ((1 + 34.6586875) ^ 2)]] x 17.17] | 0.07 |
| F. de Emision | 2024-08-16 | ||
| F. de Vencimiento | 2025-06-18 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Integra al vencimiento. | ||
| Interes | TEM 3.95% Pagara intereses a una tasa efectiva mensual capitalizable mensualmente hasta el vencimiento del instrumento. | ||
| Frecuencia | Pagara intereses a una tasa efectiva mensual capitalizable mensualmente hasta el vencimiento del instrumento. | ||
| ISIN | AR0473493465 |