| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-09-12 | 0.00 | 0.00 | 58.98 | 100.00 | 158.98 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | S12S5 | Valor Tecnico | 138.77 | Semana TIR | -1.21% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -27.35% |
| Tipo | Soberano | Paridad | 103.59% | Semestre TIR | -11.58% |
| País | Argentina | TIR | 34.27% | 1ero Enero TIR | 3.58% |
| Mercado | BYMA | Macaulay Dur. | 0.34 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.25 | Semana Precio | 0.86% |
| Fecha/Hora | 2025-05-09 17:00:29 | Effective Dur. | 0.09 | Mes Precio | 6.56% |
| Volumen | 0 | Convexidad | 0.25 | Semestre Precio | 19.24% |
| Precio | 143.75 | Int. Corrido | 38.77 | 1ero Enero Precio | 10.45% |
| Variación | 0.00% | Cupon | 158.98 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 158.12 | 10.00% | 1.58 | -95.38% |
| 156.69 | 9.00% | 4.34 | -87.35% |
| 155.25 | 8.00% | 7.19 | -79.02% |
| 153.81 | 7.00% | 10.15 | -70.39% |
| 152.38 | 6.00% | 13.22 | -61.43% |
| 150.94 | 5.00% | 16.40 | -52.14% |
| 149.50 | 4.00% | 19.71 | -42.49% |
| 148.06 | 3.00% | 23.14 | -32.47% |
| 146.62 | 2.00% | 26.71 | -22.06% |
| 145.19 | 1.00% | 30.42 | -11.25% |
| 143.75 | 0.00% | 34.27 | 0.00% |
| 142.31 | -1.00% | 38.28 | 11.70% |
| 140.88 | -2.00% | 42.45 | 23.87% |
| 139.44 | -3.00% | 46.79 | 36.53% |
| 138.00 | -4.00% | 51.31 | 49.72% |
| 136.56 | -5.00% | 56.02 | 63.46% |
| 135.12 | -6.00% | 60.93 | 77.78% |
| 133.69 | -7.00% | 66.04 | 92.71% |
| 132.25 | -8.00% | 71.38 | 108.29% |
| 130.81 | -9.00% | 76.95 | 124.55% |
| 129.38 | -10.00% | 82.77 | 141.52% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 37.35 | 9.00% | 142.64 | -0.77% |
| 37.01 | 8.00% | 142.76 | -0.69% |
| 36.67 | 7.00% | 142.88 | -0.60% |
| 36.33 | 6.00% | 143.01 | -0.52% |
| 35.98 | 5.00% | 143.13 | -0.43% |
| 35.64 | 4.00% | 143.25 | -0.35% |
| 35.30 | 3.00% | 143.38 | -0.26% |
| 34.96 | 2.00% | 143.50 | -0.17% |
| 34.61 | 1.00% | 143.62 | -0.09% |
| 34.27 | 0.00% | 143.75 | 0.00% |
| 33.93 | -1.00% | 143.88 | 0.09% |
| 33.58 | -2.00% | 144.00 | 0.17% |
| 33.24 | -3.00% | 144.13 | 0.26% |
| 32.90 | -4.00% | 144.25 | 0.35% |
| 32.56 | -5.00% | 144.38 | 0.44% |
| 32.21 | -6.00% | 144.51 | 0.53% |
| 31.87 | -7.00% | 144.64 | 0.62% |
| 31.53 | -8.00% | 144.77 | 0.71% |
| 31.19 | -9.00% | 144.90 | 0.80% |
| Desarrollo TIR 34.27% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-09-12 | [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((1+0.0395)^((359/360) x 12) - 1) x 100.00]/[(1+34.27)^(123/360)] | 53.33 | i |
| 2025-09-12 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+34.27)^(123/360)] | 90.42 | 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)^((359/360) x 12)-1] x (236/359) | 38.77 |
| 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. | |
| 2025-09-12 | (Dias para cupon / Dias Año) | (123 / 360) | 0.34 | [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+34.27)^(123/360)]+[((1+0.0395)^((359/360) x 12) - 1) x 100.00]/[(1+34.27)^(123/360)] | 143.75 | 1.00 | 0.34 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.34 | 0.34 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.34)/(1 + 34.27/100) | 0.25 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (143.62 - 143.87 )/( 2 x 143.749 x 0.01) | 0.09 |
| 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. |
| 2025-09-12 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (123 / 360) ^ 2 + (123 / 360) | 0.46 | [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+34.27)^(123/360)]+[((1+0.0395)^((359/360) x 12) - 1) x 100.00]/[(1+34.27)^(123/360)] | 143.75 | 65.89 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [143.749 x ((1 + 34.272) ^ 2)]] x 65.89] | 0.25 |
| F. de Emision | 2024-09-13 | ||
| F. de Vencimiento | 2025-09-12 | ||
| 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, la que será determinada en la licitación | ||
| ISIN | AR0574478217 |