| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-11-28 | 0.00 | 0.00 | 23.56 | 100.00 | 123.56 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | S28N5 | Valor Tecnico | 107.05 | Semana TIR | -4.14% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -31.58% |
| Tipo | Soberano | Paridad | 98.46% | Semestre TIR | S/D |
| País | Argentina | TIR | 33.32% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.55 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.41 | Semana Precio | 1.35% |
| Fecha/Hora | 2025-05-09 17:00:10 | Effective Dur. | 0.14 | Mes Precio | 9.79% |
| Volumen | 0 | Convexidad | 0.48 | Semestre Precio | S/D |
| Precio | 105.40 | Int. Corrido | 7.05 | 1ero Enero Precio | S/D |
| Variación | 0.00% | Cupon | 123.56 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 115.94 | 10.00% | 12.21 | -63.37% |
| 114.89 | 9.00% | 14.08 | -57.76% |
| 113.83 | 8.00% | 15.99 | -52.00% |
| 112.78 | 7.00% | 17.96 | -46.09% |
| 111.72 | 6.00% | 19.98 | -40.03% |
| 110.67 | 5.00% | 22.06 | -33.80% |
| 109.62 | 4.00% | 24.19 | -27.40% |
| 108.56 | 3.00% | 26.38 | -20.83% |
| 107.51 | 2.00% | 28.63 | -14.08% |
| 106.45 | 1.00% | 30.94 | -7.13% |
| 105.40 | 0.00% | 33.32 | 0.00% |
| 104.35 | -1.00% | 35.77 | 7.35% |
| 103.29 | -2.00% | 38.28 | 14.90% |
| 102.24 | -3.00% | 40.87 | 22.67% |
| 101.18 | -4.00% | 43.54 | 30.67% |
| 100.13 | -5.00% | 46.28 | 38.91% |
| 99.08 | -6.00% | 49.11 | 47.40% |
| 98.02 | -7.00% | 52.02 | 56.14% |
| 96.97 | -8.00% | 55.03 | 65.15% |
| 95.91 | -9.00% | 58.12 | 74.44% |
| 94.86 | -10.00% | 61.32 | 84.02% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 36.32 | 9.00% | 104.11 | -1.22% |
| 35.99 | 8.00% | 104.25 | -1.09% |
| 35.65 | 7.00% | 104.39 | -0.95% |
| 35.32 | 6.00% | 104.54 | -0.82% |
| 34.99 | 5.00% | 104.68 | -0.68% |
| 34.65 | 4.00% | 104.82 | -0.55% |
| 34.32 | 3.00% | 104.97 | -0.41% |
| 33.99 | 2.00% | 105.11 | -0.27% |
| 33.65 | 1.00% | 105.26 | -0.14% |
| 33.32 | 0.00% | 105.40 | 0.00% |
| 32.99 | -1.00% | 105.55 | 0.14% |
| 32.65 | -2.00% | 105.69 | 0.28% |
| 32.32 | -3.00% | 105.84 | 0.42% |
| 31.99 | -4.00% | 105.99 | 0.56% |
| 31.65 | -5.00% | 106.14 | 0.70% |
| 31.32 | -6.00% | 106.28 | 0.84% |
| 30.99 | -7.00% | 106.43 | 0.98% |
| 30.65 | -8.00% | 106.58 | 1.12% |
| 30.32 | -9.00% | 106.73 | 1.27% |
| Desarrollo TIR 33.32% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-11-28 | [((1+TEM/100)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((1+0.0226)^((284/360) x 12) - 1) x 100.00]/[(1+33.32)^(199/360)] | 20.10 | i |
| 2025-11-28 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+33.32)^(199/360)] | 85.30 | 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+0.0226/100)^((284/360) x 12)-1] x (85/284) | 7.05 |
| 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. | |
| 2025-11-28 | (Dias para cupon / Dias Año) | (199 / 360) | 0.55 | [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+33.32)^(199/360)]+[((1+0.0226)^((284/360) x 12) - 1) x 100.00]/[(1+33.32)^(199/360)] | 105.40 | 1.00 | 0.55 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.55 | 0.55 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.55)/(1 + 33.32/100) | 0.41 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (105.25 - 105.55 )/( 2 x 105.4 x 0.01) | 0.14 |
| 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. |
| 2025-11-28 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (199 / 360) ^ 2 + (199 / 360) | 0.86 | [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+33.32)^(199/360)]+[((1+0.0226)^((284/360) x 12) - 1) x 100.00]/[(1+33.32)^(199/360)] | 105.40 | 90.47 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [105.4 x ((1 + 33.321) ^ 2)]] x 90.47] | 0.48 |
| F. de Emision | 2025-02-14 | ||
| F. de Vencimiento | 2025-11-28 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Integra al vencimiento. | ||
| Interes | TEM 2.26% | ||
| Frecuencia | Pagará intereses a una tasa efectiva mensual capitalizable mensualmente hasta el vencimiento del instrumento, la que será determinada en la licitación. | ||
| ISIN | AR0729634284 |