| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-12-15 | 0.00 | 0.00 | 70.84 | 100.00 | 170.84 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | T15D5 | Valor Tecnico | 134.49 | Semana TIR | -6.95% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -36.27% |
| Tipo | Soberano | Paridad | 107.07% | Semestre TIR | -13.92% |
| País | Argentina | TIR | 32.95% | 1ero Enero TIR | 2.20% |
| Mercado | BYMA | Macaulay Dur. | 0.60 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.45 | Semana Precio | 1.87% |
| Fecha/Hora | 2025-05-08 17:00:08 | Effective Dur. | 0.15 | Mes Precio | 12.06% |
| Volumen | 0 | Convexidad | 0.54 | Semestre Precio | 20.50% |
| Precio | 144.00 | Int. Corrido | 34.49 | 1ero Enero Precio | 10.18% |
| Variación | 0.00% | Cupon | 170.84 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 158.40 | 10.00% | 13.43 | -59.25% |
| 156.96 | 9.00% | 15.17 | -53.97% |
| 155.52 | 8.00% | 16.95 | -48.56% |
| 154.08 | 7.00% | 18.78 | -43.01% |
| 152.64 | 6.00% | 20.65 | -37.33% |
| 151.20 | 5.00% | 22.57 | -31.50% |
| 149.76 | 4.00% | 24.54 | -25.52% |
| 148.32 | 3.00% | 26.56 | -19.38% |
| 146.88 | 2.00% | 28.64 | -13.08% |
| 145.44 | 1.00% | 30.77 | -6.62% |
| 144.00 | 0.00% | 32.95 | 0.00% |
| 142.56 | -1.00% | 35.20 | 6.83% |
| 141.12 | -2.00% | 37.51 | 13.83% |
| 139.68 | -3.00% | 39.88 | 21.03% |
| 138.24 | -4.00% | 42.32 | 28.43% |
| 136.80 | -5.00% | 44.82 | 36.03% |
| 135.36 | -6.00% | 47.40 | 43.85% |
| 133.92 | -7.00% | 50.05 | 51.89% |
| 132.48 | -8.00% | 52.78 | 60.17% |
| 131.04 | -9.00% | 55.59 | 68.70% |
| 129.60 | -10.00% | 58.48 | 77.48% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 35.92 | 9.00% | 142.11 | -1.31% |
| 35.59 | 8.00% | 142.32 | -1.17% |
| 35.26 | 7.00% | 142.52 | -1.02% |
| 34.93 | 6.00% | 142.73 | -0.88% |
| 34.60 | 5.00% | 142.94 | -0.73% |
| 34.27 | 4.00% | 143.15 | -0.59% |
| 33.94 | 3.00% | 143.36 | -0.44% |
| 33.61 | 2.00% | 143.58 | -0.29% |
| 33.28 | 1.00% | 143.79 | -0.15% |
| 32.95 | 0.00% | 144.00 | 0.00% |
| 32.62 | -1.00% | 144.22 | 0.15% |
| 32.29 | -2.00% | 144.43 | 0.30% |
| 31.96 | -3.00% | 144.65 | 0.45% |
| 31.63 | -4.00% | 144.87 | 0.60% |
| 31.30 | -5.00% | 145.08 | 0.75% |
| 30.97 | -6.00% | 145.30 | 0.91% |
| 30.64 | -7.00% | 145.52 | 1.06% |
| 30.31 | -8.00% | 145.74 | 1.21% |
| 29.98 | -9.00% | 145.97 | 1.36% |
| Desarrollo TIR 32.95% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-12-15 | [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((1+0.0389)^((421/360) x 12) - 1) x 100.00]/[(1+32.95)^(216/360)] | 59.71 | i |
| 2025-12-15 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+32.95)^(216/360)] | 84.29 | 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+0.0389/100)^((421/360) x 12)-1] x (205/421) | 34.49 |
| 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. | |
| 2025-12-15 | (Dias para cupon / Dias Año) | (216 / 360) | 0.60 | [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+32.95)^(216/360)]+[((1+0.0389)^((421/360) x 12) - 1) x 100.00]/[(1+32.95)^(216/360)] | 144.00 | 1.00 | 0.60 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.60 | 0.60 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.60)/(1 + 32.95/100) | 0.45 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (143.79 - 144.21 )/( 2 x 144 x 0.01) | 0.15 |
| 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. |
| 2025-12-15 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (216 / 360) ^ 2 + (216 / 360) | 0.96 | [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+32.95)^(216/360)]+[((1+0.0389)^((421/360) x 12) - 1) x 100.00]/[(1+32.95)^(216/360)] | 144.00 | 138.24 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [144 x ((1 + 32.955) ^ 2)]] x 138.24] | 0.54 |
| F. de Emision | 2024-10-14 | ||
| F. de Vencimiento | 2025-12-15 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Integra al vencimiento | ||
| Interes | TEM 3.89% | ||
| Frecuencia | Pagará intereses a una tasa efectiva mensual capitalizable mensualmente hasta el vencimiento del instrumento, el día 15/12/2025 | ||
| ISIN | AR0057122373 |