| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2026-02-13 | 0.00 | 0.00 | 44.97 | 100.00 | 144.97 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | T13F6 | Valor Tecnico | 116.58 | Semana TIR | -5.81% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -32.66% |
| Tipo | Soberano | Paridad | 99.42% | Semestre TIR | S/D |
| País | Argentina | TIR | 34.18% | 1ero Enero TIR | 11.83% |
| Mercado | BYMA | Macaulay Dur. | 0.76 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.57 | Semana Precio | 1.98% |
| Fecha/Hora | 2025-05-08 17:00:15 | Effective Dur. | 0.19 | Mes Precio | 13.07% |
| Volumen | 0 | Convexidad | 0.74 | Semestre Precio | S/D |
| Precio | 115.90 | Int. Corrido | 16.58 | 1ero Enero Precio | 7.76% |
| Variación | 0.00% | Cupon | 144.97 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 127.49 | 10.00% | 18.39 | -46.21% |
| 126.33 | 9.00% | 19.82 | -42.03% |
| 125.17 | 8.00% | 21.28 | -37.76% |
| 124.01 | 7.00% | 22.77 | -33.39% |
| 122.85 | 6.00% | 24.29 | -28.93% |
| 121.70 | 5.00% | 25.85 | -24.38% |
| 120.54 | 4.00% | 27.44 | -19.72% |
| 119.38 | 3.00% | 29.07 | -14.96% |
| 118.22 | 2.00% | 30.73 | -10.08% |
| 117.06 | 1.00% | 32.44 | -5.10% |
| 115.90 | 0.00% | 34.18 | 0.00% |
| 114.74 | -1.00% | 35.96 | 5.22% |
| 113.58 | -2.00% | 37.79 | 10.56% |
| 112.42 | -3.00% | 39.66 | 16.03% |
| 111.26 | -4.00% | 41.57 | 21.63% |
| 110.11 | -5.00% | 43.53 | 27.37% |
| 108.95 | -6.00% | 45.54 | 33.25% |
| 107.79 | -7.00% | 47.60 | 39.27% |
| 106.63 | -8.00% | 49.71 | 45.45% |
| 105.47 | -9.00% | 51.88 | 51.78% |
| 104.31 | -10.00% | 54.10 | 58.28% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 37.26 | 9.00% | 113.92 | -1.71% |
| 36.91 | 8.00% | 114.13 | -1.52% |
| 36.57 | 7.00% | 114.35 | -1.34% |
| 36.23 | 6.00% | 114.57 | -1.15% |
| 35.89 | 5.00% | 114.79 | -0.96% |
| 35.55 | 4.00% | 115.01 | -0.77% |
| 35.21 | 3.00% | 115.23 | -0.58% |
| 34.86 | 2.00% | 115.45 | -0.39% |
| 34.52 | 1.00% | 115.68 | -0.19% |
| 34.18 | 0.00% | 115.90 | 0.00% |
| 33.84 | -1.00% | 116.12 | 0.19% |
| 33.50 | -2.00% | 116.35 | 0.39% |
| 33.15 | -3.00% | 116.58 | 0.58% |
| 32.81 | -4.00% | 116.81 | 0.78% |
| 32.47 | -5.00% | 117.04 | 0.98% |
| 32.13 | -6.00% | 117.27 | 1.18% |
| 31.79 | -7.00% | 117.50 | 1.38% |
| 31.45 | -8.00% | 117.73 | 1.58% |
| 31.10 | -9.00% | 117.96 | 1.78% |
| Desarrollo TIR 34.18% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2026-02-13 | [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((1+0.026)^((434/360) x 12) - 1) x 100.00]/[(1+34.18)^(274/360)] | 35.95 | i |
| 2026-02-13 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+34.18)^(274/360)] | 79.95 | 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+0.026/100)^((434/360) x 12)-1] x (160/434) | 16.58 |
| 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. | |
| 2026-02-13 | (Dias para cupon / Dias Año) | (274 / 360) | 0.76 | [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+34.18)^(274/360)]+[((1+0.026)^((434/360) x 12) - 1) x 100.00]/[(1+34.18)^(274/360)] | 115.90 | 1.00 | 0.76 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.76 | 0.76 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.76)/(1 + 34.18/100) | 0.57 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (115.68 - 116.12 )/( 2 x 115.9 x 0.01) | 0.19 |
| 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. |
| 2026-02-13 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (274 / 360) ^ 2 + (274 / 360) | 1.34 | [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+34.18)^(274/360)]+[((1+0.026)^((434/360) x 12) - 1) x 100.00]/[(1+34.18)^(274/360)] | 115.90 | 155.35 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [115.9 x ((1 + 34.1796875) ^ 2)]] x 155.35] | 0.74 |
| F. de Emision | 2024-11-29 | ||
| F. de Vencimiento | 2026-02-13 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Integra al vencimiento | ||
| Interes | TEM 2.60% | ||
| Frecuencia | Pagará intereses a una tasa efectiva mensual capitalizable mensualmente hasta el vencimiento del instrumento. | ||
| ISIN | AR0647336129 |