| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-07-31 | 0.00 | 0.00 | 47.74 | 100.00 | 147.74 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | S31L5 | Valor Tecnico | 134.85 | Semana TIR | 3.95% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -31.77% |
| Tipo | Soberano | Paridad | 102.63% | Semestre TIR | -12.75% |
| País | Argentina | TIR | 33.68% | 1ero Enero TIR | -2.81% |
| Mercado | BYMA | Macaulay Dur. | 0.22 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.17 | Semana Precio | 0.49% |
| Fecha/Hora | 2025-05-09 17:00:01 | Effective Dur. | 0.06 | Mes Precio | 6.01% |
| Volumen | 0 | Convexidad | 0.15 | Semestre Precio | 18.80% |
| Precio | 138.40 | Int. Corrido | 34.85 | 1ero Enero Precio | 11.43% |
| Variación | 0.00% | Cupon | 147.74 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 152.24 | 10.00% | -12.48 | -137.07% |
| 150.86 | 9.00% | -8.86 | -126.30% |
| 149.47 | 8.00% | -5.05 | -114.99% |
| 148.09 | 7.00% | -1.04 | -103.09% |
| 146.70 | 6.00% | 3.18 | -90.56% |
| 145.32 | 5.00% | 7.62 | -77.38% |
| 143.94 | 4.00% | 12.29 | -63.50% |
| 142.55 | 3.00% | 17.22 | -48.87% |
| 141.17 | 2.00% | 22.41 | -33.45% |
| 139.78 | 1.00% | 27.89 | -17.18% |
| 138.40 | 0.00% | 33.68 | 0.00% |
| 137.02 | -1.00% | 39.78 | 18.12% |
| 135.63 | -2.00% | 46.23 | 37.28% |
| 134.25 | -3.00% | 53.05 | 57.53% |
| 132.86 | -4.00% | 60.27 | 78.95% |
| 131.48 | -5.00% | 67.90 | 101.62% |
| 130.10 | -6.00% | 75.99 | 125.62% |
| 128.71 | -7.00% | 84.56 | 151.06% |
| 127.33 | -8.00% | 93.64 | 178.03% |
| 125.94 | -9.00% | 103.28 | 206.65% |
| 124.56 | -10.00% | 113.51 | 237.03% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 36.71 | 9.00% | 137.70 | -0.50% |
| 36.37 | 8.00% | 137.78 | -0.45% |
| 36.04 | 7.00% | 137.86 | -0.39% |
| 35.70 | 6.00% | 137.93 | -0.34% |
| 35.36 | 5.00% | 138.01 | -0.28% |
| 35.03 | 4.00% | 138.09 | -0.23% |
| 34.69 | 3.00% | 138.16 | -0.17% |
| 34.35 | 2.00% | 138.24 | -0.11% |
| 34.02 | 1.00% | 138.32 | -0.06% |
| 33.68 | 0.00% | 138.40 | 0.00% |
| 33.34 | -1.00% | 138.48 | 0.06% |
| 33.01 | -2.00% | 138.56 | 0.11% |
| 32.67 | -3.00% | 138.64 | 0.17% |
| 32.33 | -4.00% | 138.71 | 0.23% |
| 32.00 | -5.00% | 138.79 | 0.28% |
| 31.66 | -6.00% | 138.87 | 0.34% |
| 31.32 | -7.00% | 138.95 | 0.40% |
| 30.99 | -8.00% | 139.03 | 0.46% |
| 30.65 | -9.00% | 139.12 | 0.52% |
| Desarrollo TIR 33.68% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-07-31 | [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((1+0.0398)^((300/360) x 12) - 1) x 100.00]/[(1+33.68)^(81/360)] | 44.72 | i |
| 2025-07-31 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+33.68)^(81/360)] | 93.68 | 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+0.0398/100)^((300/360) x 12)-1] x (219/300) | 34.85 |
| 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. | |
| 2025-07-31 | (Dias para cupon / Dias Año) | (81 / 360) | 0.23 | [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+33.68)^(81/360)]+[((1+0.0398)^((300/360) x 12) - 1) x 100.00]/[(1+33.68)^(81/360)] | 138.40 | 1.00 | 0.22 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.22 | 0.22 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.22)/(1 + 33.68/100) | 0.17 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (138.32 - 138.48 )/( 2 x 138.4 x 0.01) | 0.06 |
| 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. |
| 2025-07-31 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (81 / 360) ^ 2 + (81 / 360) | 0.28 | [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+33.68)^(81/360)]+[((1+0.0398)^((300/360) x 12) - 1) x 100.00]/[(1+33.68)^(81/360)] | 138.40 | 38.15 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [138.4 x ((1 + 33.6766875) ^ 2)]] x 38.15] | 0.15 |
| F. de Emision | 2024-09-30 | ||
| F. de Vencimiento | 2025-07-31 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Integra al vencimiento | ||
| Interes | TEM 3.98% | ||
| Frecuencia | Pagará intereses a una tasa efectiva mensual capitalizable mensualmente hasta el vencimiento del instrumento, 31-07-2025 | ||
| ISIN | AR0112750168 |