| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-08-15 | 0.00 | 0.00 | 46.79 | 100.00 | 146.79 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | S15G5 | Valor Tecnico | 131.87 | Semana TIR | -1.93% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -17.15% |
| Tipo | Soberano | Paridad | 102.83% | Semestre TIR | -10.04% |
| País | Argentina | TIR | 34.64% | 1ero Enero TIR | 2.38% |
| Mercado | BYMA | Macaulay Dur. | 0.27 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.20 | Semana Precio | 0.89% |
| Fecha/Hora | 2025-05-08 17:00:01 | Effective Dur. | 0.07 | Mes Precio | 4.39% |
| Volumen | 0 | Convexidad | 0.19 | Semestre Precio | 18.69% |
| Precio | 135.60 | Int. Corrido | 31.87 | 1ero Enero Precio | 10.83% |
| Variación | 0.00% | Cupon | 146.79 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 149.16 | 10.00% | -5.82 | -116.80% |
| 147.80 | 9.00% | -2.54 | -107.32% |
| 146.45 | 8.00% | 0.89 | -97.43% |
| 145.09 | 7.00% | 4.47 | -87.09% |
| 143.74 | 6.00% | 8.22 | -76.28% |
| 142.38 | 5.00% | 12.13 | -64.98% |
| 141.02 | 4.00% | 16.23 | -53.15% |
| 139.67 | 3.00% | 20.52 | -40.77% |
| 138.31 | 2.00% | 25.01 | -27.81% |
| 136.96 | 1.00% | 29.71 | -14.22% |
| 135.60 | 0.00% | 34.64 | 0.00% |
| 134.24 | -1.00% | 39.82 | 14.94% |
| 132.89 | -2.00% | 45.24 | 30.60% |
| 131.53 | -3.00% | 50.94 | 47.05% |
| 130.18 | -4.00% | 56.92 | 64.31% |
| 128.82 | -5.00% | 63.20 | 82.45% |
| 127.46 | -6.00% | 69.81 | 101.53% |
| 126.11 | -7.00% | 76.76 | 121.59% |
| 124.75 | -8.00% | 84.07 | 142.70% |
| 123.40 | -9.00% | 91.77 | 164.93% |
| 122.04 | -10.00% | 99.88 | 188.35% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 37.76 | 9.00% | 134.78 | -0.61% |
| 37.41 | 8.00% | 134.87 | -0.54% |
| 37.06 | 7.00% | 134.96 | -0.47% |
| 36.72 | 6.00% | 135.05 | -0.41% |
| 36.37 | 5.00% | 135.14 | -0.34% |
| 36.03 | 4.00% | 135.23 | -0.27% |
| 35.68 | 3.00% | 135.32 | -0.20% |
| 35.33 | 2.00% | 135.42 | -0.14% |
| 34.99 | 1.00% | 135.51 | -0.07% |
| 34.64 | 0.00% | 135.60 | 0.00% |
| 34.29 | -1.00% | 135.69 | 0.07% |
| 33.95 | -2.00% | 135.79 | 0.14% |
| 33.60 | -3.00% | 135.88 | 0.21% |
| 33.25 | -4.00% | 135.98 | 0.28% |
| 32.91 | -5.00% | 136.07 | 0.35% |
| 32.56 | -6.00% | 136.16 | 0.42% |
| 32.22 | -7.00% | 136.26 | 0.49% |
| 31.87 | -8.00% | 136.36 | 0.56% |
| 31.52 | -9.00% | 136.45 | 0.63% |
| Desarrollo TIR 34.64% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-08-15 | [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((1+0.039)^((301/360) x 12) - 1) x 100.00]/[(1+34.64)^(96/360)] | 43.23 | i |
| 2025-08-15 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+34.64)^(96/360)] | 92.37 | 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+0.039/100)^((301/360) x 12)-1] x (205/301) | 31.87 |
| 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. | |
| 2025-08-15 | (Dias para cupon / Dias Año) | (96 / 360) | 0.27 | [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)^(96/360)]+[((1+0.039)^((301/360) x 12) - 1) x 100.00]/[(1+34.64)^(96/360)] | 135.60 | 1.00 | 0.27 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.27 | 0.27 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.27)/(1 + 34.64/100) | 0.20 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (135.51 - 135.69 )/( 2 x 135.6 x 0.01) | 0.07 |
| 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. |
| 2025-08-15 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (96 / 360) ^ 2 + (96 / 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+34.64)^(96/360)]+[((1+0.039)^((301/360) x 12) - 1) x 100.00]/[(1+34.64)^(96/360)] | 135.60 | 45.80 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [135.6 x ((1 + 34.644) ^ 2)]] x 45.80] | 0.19 |
| F. de Emision | 2024-10-14 | ||
| F. de Vencimiento | 2025-08-15 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Integra al vencimiento | ||
| Interes | TEM 3.90% | ||
| Frecuencia | Pagará intereses a una tasa efectiva mensual capitalizable mensualmente hasta el vencimiento del instrumento, 15-08-2025 | ||
| ISIN | AR0708856205 |