| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-05-16 | 0.00 | 0.00 | 36.86 | 100.00 | 136.86 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | S16Y5 | Valor Tecnico | 135.80 | Semana TIR | 53.30% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -18.76% |
| Tipo | Soberano | Paridad | 100.22% | Semestre TIR | -14.08% |
| País | Argentina | TIR | 32.99% | 1ero Enero TIR | -16.33% |
| Mercado | BYMA | Macaulay Dur. | 0.02 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.01 | Semana Precio | 0.31% |
| Fecha/Hora | 2025-05-08 17:00:19 | Effective Dur. | 0.00 | Mes Precio | 2.99% |
| Volumen | 0 | Convexidad | 0.01 | Semestre Precio | 17.84% |
| Precio | 136.10 | Int. Corrido | 35.80 | 1ero Enero Precio | 12.75% |
| Variación | 0.00% | Cupon | 136.86 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 149.71 | 10.00% | 0.00 | 0.00% |
| 148.35 | 9.00% | -98.42 | -398.32% |
| 146.99 | 8.00% | -97.45 | -395.41% |
| 145.63 | 7.00% | -95.89 | -390.68% |
| 144.27 | 6.00% | -93.35 | -382.95% |
| 142.91 | 5.00% | -89.17 | -370.28% |
| 141.54 | 4.00% | -82.28 | -349.41% |
| 140.18 | 3.00% | -70.87 | -314.83% |
| 138.82 | 2.00% | -51.90 | -257.31% |
| 137.46 | 1.00% | -20.16 | -161.10% |
| 136.10 | 0.00% | 33.19 | 0.00% |
| 134.74 | -1.00% | 123.33 | 273.84% |
| 133.38 | -2.00% | 276.45 | 737.97% |
| 132.02 | -3.00% | 537.94 | 1530.63% |
| 130.66 | -4.00% | 987.02 | 2891.87% |
| 129.29 | -5.00% | 1762.58 | 5242.76% |
| 127.93 | -6.00% | 3109.72 | 9326.25% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 35.96 | 9.00% | 136.05 | -0.04% |
| 35.63 | 8.00% | 136.05 | -0.04% |
| 35.30 | 7.00% | 136.06 | -0.03% |
| 34.97 | 6.00% | 136.06 | -0.03% |
| 34.64 | 5.00% | 136.07 | -0.02% |
| 34.31 | 4.00% | 136.08 | -0.02% |
| 33.98 | 3.00% | 136.08 | -0.01% |
| 33.65 | 2.00% | 136.09 | -0.01% |
| 33.32 | 1.00% | 136.10 | 0.00% |
| 32.99 | 0.00% | 136.10 | 0.00% |
| 32.66 | -1.00% | 136.11 | 0.01% |
| 32.33 | -2.00% | 136.12 | 0.01% |
| 32.00 | -3.00% | 136.12 | 0.02% |
| 31.67 | -4.00% | 136.13 | 0.02% |
| 31.34 | -5.00% | 136.14 | 0.03% |
| 31.01 | -6.00% | 136.14 | 0.03% |
| 30.68 | -7.00% | 136.15 | 0.04% |
| 30.35 | -8.00% | 136.16 | 0.04% |
| 30.02 | -9.00% | 136.16 | 0.05% |
| Desarrollo TIR 32.99% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-05-16 | [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((1+0.0395)^((243/360) x 12) - 1) x 100.00]/[(1+32.99)^(7/360)] | 36.66 | i |
| 2025-05-16 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+32.99)^(7/360)] | 99.45 | 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)^((243/360) x 12)-1] x (236/243) | 35.80 |
| 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. | |
| 2025-05-16 | (Dias para cupon / Dias Año) | (7 / 360) | 0.02 | [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+32.99)^(7/360)]+[((1+0.0395)^((243/360) x 12) - 1) x 100.00]/[(1+32.99)^(7/360)] | 136.10 | 1.00 | 0.02 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.02 | 0.02 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.02)/(1 + 32.99/100) | 0.01 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (136.10 - 136.11 )/( 2 x 136.104 x 0.01) | 0.00 |
| 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. |
| 2025-05-16 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (7 / 360) ^ 2 + (7 / 360) | 0.02 | [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+32.99)^(7/360)]+[((1+0.0395)^((243/360) x 12) - 1) x 100.00]/[(1+32.99)^(7/360)] | 136.10 | 2.70 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [136.104 x ((1 + 32.9896875) ^ 2)]] x 2.70] | 0.01 |
| F. de Emision | 2024-09-13 | ||
| F. de Vencimiento | 2025-05-16 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | íntegra 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 | ||
| ISIN | AR0637806511 |