| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2026-01-30 | 0.00 | 0.00 | 42.22 | 100.00 | 142.22 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | T30E6 | Valor Tecnico | 114.94 | Semana TIR | -2.36% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -34.17% |
| Tipo | Soberano | Paridad | 100.35% | Semestre TIR | S/D |
| País | Argentina | TIR | 33.49% | 1ero Enero TIR | -3.48% |
| Mercado | BYMA | Macaulay Dur. | 0.72 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.54 | Semana Precio | 1.18% |
| Fecha/Hora | 2025-05-08 17:00:05 | Effective Dur. | 0.18 | Mes Precio | 13.09% |
| Volumen | 0 | Convexidad | 0.70 | Semestre Precio | S/D |
| Precio | 115.35 | Int. Corrido | 14.94 | 1ero Enero Precio | 11.99% |
| Variación | 0.00% | Cupon | 142.22 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 126.88 | 10.00% | 17.05 | -49.10% |
| 125.73 | 9.00% | 18.53 | -44.67% |
| 124.58 | 8.00% | 20.05 | -40.14% |
| 123.42 | 7.00% | 21.60 | -35.51% |
| 122.27 | 6.00% | 23.18 | -30.78% |
| 121.12 | 5.00% | 24.80 | -25.94% |
| 119.96 | 4.00% | 26.46 | -20.99% |
| 118.81 | 3.00% | 28.16 | -15.92% |
| 117.66 | 2.00% | 29.89 | -10.74% |
| 116.50 | 1.00% | 31.67 | -5.43% |
| 115.35 | 0.00% | 33.49 | 0.00% |
| 114.20 | -1.00% | 35.35 | 5.57% |
| 113.04 | -2.00% | 37.26 | 11.26% |
| 111.89 | -3.00% | 39.22 | 17.10% |
| 110.74 | -4.00% | 41.22 | 23.09% |
| 109.58 | -5.00% | 43.28 | 29.22% |
| 108.43 | -6.00% | 45.38 | 35.51% |
| 107.28 | -7.00% | 47.54 | 41.96% |
| 106.12 | -8.00% | 49.76 | 48.58% |
| 104.97 | -9.00% | 52.04 | 55.38% |
| 103.81 | -10.00% | 54.37 | 62.35% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 36.50 | 9.00% | 113.50 | -1.61% |
| 36.17 | 8.00% | 113.70 | -1.43% |
| 35.83 | 7.00% | 113.90 | -1.25% |
| 35.50 | 6.00% | 114.11 | -1.08% |
| 35.16 | 5.00% | 114.31 | -0.90% |
| 34.83 | 4.00% | 114.52 | -0.72% |
| 34.49 | 3.00% | 114.72 | -0.54% |
| 34.16 | 2.00% | 114.93 | -0.36% |
| 33.82 | 1.00% | 115.14 | -0.18% |
| 33.49 | 0.00% | 115.35 | 0.00% |
| 33.16 | -1.00% | 115.56 | 0.18% |
| 32.82 | -2.00% | 115.77 | 0.37% |
| 32.49 | -3.00% | 115.98 | 0.55% |
| 32.15 | -4.00% | 116.20 | 0.73% |
| 31.82 | -5.00% | 116.41 | 0.92% |
| 31.48 | -6.00% | 116.63 | 1.11% |
| 31.15 | -7.00% | 116.84 | 1.29% |
| 30.81 | -8.00% | 117.06 | 1.48% |
| 30.48 | -9.00% | 117.28 | 1.67% |
| Desarrollo TIR 33.49% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2026-01-30 | [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((1+0.0265)^((404/360) x 12) - 1) x 100.00]/[(1+33.49)^(261/360)] | 34.24 | i |
| 2026-01-30 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+33.49)^(261/360)] | 81.11 | 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+0.0265/100)^((404/360) x 12)-1] x (143/404) | 14.94 |
| 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. | |
| 2026-01-30 | (Dias para cupon / Dias Año) | (261 / 360) | 0.72 | [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+33.49)^(261/360)]+[((1+0.0265)^((404/360) x 12) - 1) x 100.00]/[(1+33.49)^(261/360)] | 115.35 | 1.00 | 0.72 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.72 | 0.72 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.72)/(1 + 33.49/100) | 0.54 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (115.14 - 115.56 )/( 2 x 115.35 x 0.01) | 0.18 |
| 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. |
| 2026-01-30 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (261 / 360) ^ 2 + (261 / 360) | 1.25 | [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+33.49)^(261/360)]+[((1+0.0265)^((404/360) x 12) - 1) x 100.00]/[(1+33.49)^(261/360)] | 115.35 | 144.26 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [115.35 x ((1 + 33.4906875) ^ 2)]] x 144.26] | 0.70 |
| F. de Emision | 2024-12-16 | ||
| F. de Vencimiento | 2026-01-30 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Integra al vencimiento. | ||
| Interes | TEM 2.65% | ||
| Frecuencia | Pagará intereses a una tasa efectiva mensual capitalizable mensualmente hasta el vencimiento del instrumento | ||
| ISIN | AR0398003852 |