| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-08-29 | 0.00 | 0.00 | 57.70 | 100.00 | 157.70 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | S29G5 | Valor Tecnico | 140.02 | Semana TIR | 1.38% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -22.47% |
| Tipo | Soberano | Paridad | 102.84% | Semestre TIR | -9.52% |
| País | Argentina | TIR | 34.64% | 1ero Enero TIR | 3.76% |
| Mercado | BYMA | Macaulay Dur. | 0.31 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.23 | Semana Precio | 0.63% |
| Fecha/Hora | 2025-05-09 17:00:17 | Effective Dur. | 0.08 | Mes Precio | 5.42% |
| Volumen | 0 | Convexidad | 0.22 | Semestre Precio | 18.67% |
| Precio | 144.00 | Int. Corrido | 40.02 | 1ero Enero Precio | 10.56% |
| Variación | 0.00% | Cupon | 157.70 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 158.40 | 10.00% | -1.44 | -104.15% |
| 156.96 | 9.00% | 1.55 | -95.52% |
| 155.52 | 8.00% | 4.66 | -86.54% |
| 154.08 | 7.00% | 7.90 | -77.20% |
| 152.64 | 6.00% | 11.26 | -67.48% |
| 151.20 | 5.00% | 14.77 | -57.36% |
| 149.76 | 4.00% | 18.42 | -46.82% |
| 148.32 | 3.00% | 22.23 | -35.84% |
| 146.88 | 2.00% | 26.19 | -24.39% |
| 145.44 | 1.00% | 30.33 | -12.45% |
| 144.00 | 0.00% | 34.64 | 0.00% |
| 142.56 | -1.00% | 39.14 | 13.00% |
| 141.12 | -2.00% | 43.84 | 26.57% |
| 139.68 | -3.00% | 48.75 | 40.74% |
| 138.24 | -4.00% | 53.88 | 55.56% |
| 136.80 | -5.00% | 59.25 | 71.05% |
| 135.36 | -6.00% | 64.86 | 87.25% |
| 133.92 | -7.00% | 70.73 | 104.20% |
| 132.48 | -8.00% | 76.88 | 121.95% |
| 131.04 | -9.00% | 83.32 | 140.55% |
| 129.60 | -10.00% | 90.08 | 160.03% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 37.76 | 9.00% | 143.00 | -0.70% |
| 37.41 | 8.00% | 143.11 | -0.62% |
| 37.06 | 7.00% | 143.22 | -0.54% |
| 36.72 | 6.00% | 143.33 | -0.47% |
| 36.37 | 5.00% | 143.44 | -0.39% |
| 36.03 | 4.00% | 143.55 | -0.31% |
| 35.68 | 3.00% | 143.66 | -0.23% |
| 35.33 | 2.00% | 143.77 | -0.16% |
| 34.99 | 1.00% | 143.89 | -0.08% |
| 34.64 | 0.00% | 144.00 | 0.00% |
| 34.29 | -1.00% | 144.11 | 0.08% |
| 33.95 | -2.00% | 144.23 | 0.16% |
| 33.60 | -3.00% | 144.34 | 0.24% |
| 33.25 | -4.00% | 144.46 | 0.32% |
| 32.91 | -5.00% | 144.57 | 0.40% |
| 32.56 | -6.00% | 144.69 | 0.48% |
| 32.22 | -7.00% | 144.80 | 0.56% |
| 31.87 | -8.00% | 144.92 | 0.64% |
| 31.52 | -9.00% | 145.03 | 0.72% |
| Desarrollo TIR 34.64% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-08-29 | [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((1+0.0388)^((359/360) x 12) - 1) x 100.00]/[(1+34.64)^(110/360)] | 52.69 | i |
| 2025-08-29 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+34.64)^(110/360)] | 91.31 | 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+0.0388/100)^((359/360) x 12)-1] x (249/359) | 40.02 |
| 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. | |
| 2025-08-29 | (Dias para cupon / Dias Año) | (110 / 360) | 0.31 | [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+34.64)^(110/360)]+[((1+0.0388)^((359/360) x 12) - 1) x 100.00]/[(1+34.64)^(110/360)] | 144.00 | 1.00 | 0.31 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.31 | 0.31 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.31)/(1 + 34.64/100) | 0.23 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (143.89 - 144.11 )/( 2 x 144.001 x 0.01) | 0.08 |
| 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. |
| 2025-08-29 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (110 / 360) ^ 2 + (110 / 360) | 0.40 | [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+34.64)^(110/360)]+[((1+0.0388)^((359/360) x 12) - 1) x 100.00]/[(1+34.64)^(110/360)] | 144.00 | 57.44 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [144.001 x ((1 + 34.6376875) ^ 2)]] x 57.44] | 0.22 |
| F. de Emision | 2024-08-30 | ||
| F. de Vencimiento | 2025-08-29 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Integra al vencimiento. | ||
| Interes | TEM 3.88% | ||
| Frecuencia | Pagará intereses a una tasa efectiva mensual capitalizable mensualmente hasta el vencimiento del instrumento, 29-08-2025 | ||
| ISIN | AR0308405304 |