| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-05-30 | 0.00 | 0.00 | 36.33 | 100.00 | 136.33 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | S30Y5 | Valor Tecnico | 133.15 | Semana TIR | 29.32% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -15.00% |
| Tipo | Soberano | Paridad | 100.64% | Semestre TIR | -12.43% |
| País | Argentina | TIR | 34.23% | 1ero Enero TIR | -11.29% |
| Mercado | BYMA | Macaulay Dur. | 0.06 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.04 | Semana Precio | 0.24% |
| Fecha/Hora | 2025-05-08 17:00:15 | Effective Dur. | 0.01 | Mes Precio | 3.12% |
| Volumen | 0 | Convexidad | 0.03 | Semestre Precio | 18.29% |
| Precio | 134.01 | Int. Corrido | 33.15 | 1ero Enero Precio | 12.61% |
| Variación | 0.00% | Cupon | 136.33 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 147.41 | 10.00% | -73.80 | -315.60% |
| 146.07 | 9.00% | -69.36 | -302.63% |
| 144.73 | 8.00% | -64.12 | -287.31% |
| 143.39 | 7.00% | -57.91 | -269.19% |
| 142.05 | 6.00% | -50.56 | -247.72% |
| 140.71 | 5.00% | -41.84 | -222.23% |
| 139.37 | 4.00% | -31.47 | -191.94% |
| 138.03 | 3.00% | -19.13 | -155.88% |
| 136.69 | 2.00% | -4.41 | -112.87% |
| 135.35 | 1.00% | 13.18 | -61.48% |
| 134.01 | 0.00% | 34.23 | 0.00% |
| 132.67 | -1.00% | 59.47 | 73.75% |
| 131.33 | -2.00% | 89.79 | 162.32% |
| 129.99 | -3.00% | 126.27 | 268.90% |
| 128.65 | -4.00% | 170.26 | 397.41% |
| 127.31 | -5.00% | 223.40 | 552.66% |
| 125.97 | -6.00% | 287.73 | 740.58% |
| 124.63 | -7.00% | 365.75 | 968.52% |
| 123.29 | -8.00% | 460.59 | 1245.57% |
| 121.95 | -9.00% | 576.10 | 1583.03% |
| 120.61 | -10.00% | 717.11 | 1994.96% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 37.31 | 9.00% | 133.83 | -0.13% |
| 36.97 | 8.00% | 133.85 | -0.12% |
| 36.63 | 7.00% | 133.87 | -0.10% |
| 36.28 | 6.00% | 133.89 | -0.09% |
| 35.94 | 5.00% | 133.91 | -0.07% |
| 35.60 | 4.00% | 133.93 | -0.06% |
| 35.26 | 3.00% | 133.95 | -0.04% |
| 34.91 | 2.00% | 133.97 | -0.03% |
| 34.57 | 1.00% | 133.99 | -0.01% |
| 34.23 | 0.00% | 134.01 | 0.00% |
| 33.89 | -1.00% | 134.03 | 0.02% |
| 33.55 | -2.00% | 134.05 | 0.03% |
| 33.20 | -3.00% | 134.07 | 0.05% |
| 32.86 | -4.00% | 134.09 | 0.06% |
| 32.52 | -5.00% | 134.11 | 0.08% |
| 32.18 | -6.00% | 134.13 | 0.09% |
| 31.83 | -7.00% | 134.15 | 0.11% |
| 31.49 | -8.00% | 134.17 | 0.12% |
| 31.15 | -9.00% | 134.19 | 0.14% |
| Desarrollo TIR 34.23% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-05-30 | [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((1+0.0395)^((240/360) x 12) - 1) x 100.00]/[(1+34.23)^(21/360)] | 35.71 | i |
| 2025-05-30 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+34.23)^(21/360)] | 98.30 | 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)^((240/360) x 12)-1] x (219/240) | 33.15 |
| 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. | |
| 2025-05-30 | (Dias para cupon / Dias Año) | (21 / 360) | 0.06 | [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+34.23)^(21/360)]+[((1+0.0395)^((240/360) x 12) - 1) x 100.00]/[(1+34.23)^(21/360)] | 134.01 | 1.00 | 0.06 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.06 | 0.06 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.06)/(1 + 34.23/100) | 0.04 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (133.99 - 134.03 )/( 2 x 134.01 x 0.01) | 0.01 |
| 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. |
| 2025-05-30 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (21 / 360) ^ 2 + (21 / 360) | 0.06 | [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+34.23)^(21/360)]+[((1+0.0395)^((240/360) x 12) - 1) x 100.00]/[(1+34.23)^(21/360)] | 134.01 | 8.27 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [134.01 x ((1 + 34.235) ^ 2)]] x 8.27] | 0.03 |
| F. de Emision | 2024-09-30 | ||
| F. de Vencimiento | 2025-05-30 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Integra al vencimiento | ||
| Interes | TEM 3.95% | ||
| Frecuencia | Pagará intereses a una tasa efectiva mensual capitalizable mensualmente hasta el vencimiento del instrumento, 30-05-2025 | ||
| ISIN | AR0943593506 |