| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-07-31 | 0.00 | 0.00 | 30.16 | 100.00 | 130.16 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | M31L5 | Valor Tecnico | 106.67 | Semana TIR | 14.45% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | S/D |
| Tipo | Soberano | Paridad | 97.87% | Semestre TIR | S/D |
| País | Argentina | TIR | 166.50% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.22 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.08 | Semana Precio | 0.68% |
| Fecha/Hora | 2025-05-08 17:00:13 | Effective Dur. | 0.14 | Mes Precio | S/D |
| Volumen | 0 | Convexidad | 0.04 | Semestre Precio | S/D |
| Precio | 104.40 | Int. Corrido | 6.67 | 1ero Enero Precio | S/D |
| Variación | 0.00% | Cupon | 110.42 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 114.84 | 10.00% | 74.47 | -55.27% |
| 113.80 | 9.00% | 81.70 | -50.93% |
| 112.75 | 8.00% | 89.30 | -46.37% |
| 111.71 | 7.00% | 97.29 | -41.57% |
| 110.66 | 6.00% | 105.70 | -36.52% |
| 109.62 | 5.00% | 114.55 | -31.20% |
| 108.58 | 4.00% | 123.87 | -25.60% |
| 107.53 | 3.00% | 133.69 | -19.70% |
| 106.49 | 2.00% | 144.05 | -13.49% |
| 105.44 | 1.00% | 154.97 | -6.92% |
| 104.40 | 0.00% | 166.50 | 0.00% |
| 103.36 | -1.00% | 178.67 | 7.31% |
| 102.31 | -2.00% | 191.54 | 15.04% |
| 101.27 | -3.00% | 205.13 | 23.20% |
| 100.22 | -4.00% | 219.52 | 31.84% |
| 99.18 | -5.00% | 234.74 | 40.98% |
| 98.14 | -6.00% | 250.86 | 50.66% |
| 97.09 | -7.00% | 267.94 | 60.92% |
| 96.05 | -8.00% | 286.05 | 71.80% |
| 95.00 | -9.00% | 305.26 | 83.34% |
| 93.96 | -10.00% | 325.66 | 95.59% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 181.48 | 9.00% | 103.12 | -1.22% |
| 179.82 | 8.00% | 103.26 | -1.09% |
| 178.15 | 7.00% | 103.40 | -0.96% |
| 176.49 | 6.00% | 103.54 | -0.82% |
| 174.82 | 5.00% | 103.68 | -0.69% |
| 173.16 | 4.00% | 103.82 | -0.55% |
| 171.49 | 3.00% | 103.96 | -0.42% |
| 169.83 | 2.00% | 104.11 | -0.28% |
| 168.16 | 1.00% | 104.25 | -0.14% |
| 166.50 | 0.00% | 104.40 | 0.00% |
| 164.84 | -1.00% | 104.55 | 0.14% |
| 163.17 | -2.00% | 104.70 | 0.28% |
| 161.51 | -3.00% | 104.85 | 0.43% |
| 159.84 | -4.00% | 105.00 | 0.57% |
| 158.18 | -5.00% | 105.15 | 0.72% |
| 156.51 | -6.00% | 105.30 | 0.86% |
| 154.85 | -7.00% | 105.46 | 1.01% |
| 153.18 | -8.00% | 105.61 | 1.16% |
| 151.52 | -9.00% | 105.77 | 1.31% |
| Desarrollo TIR 166.50% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-07-31 | [((1+TAMAR TEM + MARGEN)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((1+(0.0290+0.05))^((104/360) x 12) - 1) x 100.00]/[(1+166.50)^(81/360)] | 24.19 | i |
| 2025-07-31 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+166.50)^(81/360)] | 80.21 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-09 | Valor Nominal x [(1+TAMAR TEM + MARGEN)^((Dias entre Cupones/Año) x 12) - 1] x (Dias Corridos / Dias entre Cupones) | 100.00 x [(1+(0.0290+0.05))^((104/360) x 12)-1] x (23/104) | 6.67 |
| 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. | |
| 2025-07-31 | (Dias para cupon / Dias Año) | (81 / 360) | 0.23 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [((1+TAMAR TEM + MARGEN)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+166.50)^(81/360)]+[((1+(0.0290+0.05))^((104/360) x 12) - 1) x 100.00]/[(1+166.50)^(81/360)] | 104.40 | 1.00 | 0.22 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.22 | 0.22 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.22)/(1 + 166.50/100) | 0.08 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (104.25 - 104.55 )/( 2 x 104.4 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. |
| 2025-07-31 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (81 / 360) ^ 2 + (81 / 360) | 0.28 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [((1+TAMAR TEM + MARGEN)^((Dias entre Cupones/Año) x 12)-1) x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+166.50)^(81/360)]+[((1+(0.0290+0.05))^((104/360) x 12) - 1) x 100.00]/[(1+166.50)^(81/360)] | 104.40 | 28.78 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [104.4 x ((1 + 166.5006875) ^ 2)]] x 28.78] | 0.04 |
| Desarrollo Tamar | ||
|---|---|---|
| Fecha | Dia | Tamar |
| 2025-04-01 | Martes | 32.63 |
| 2025-04-03 | Jueves | 32.94 |
| 2025-04-04 | Viernes | 32.44 |
| 2025-04-07 | Lunes | 33.25 |
| 2025-04-08 | Martes | 32.81 |
| 2025-04-09 | Miercoles | 32.88 |
| 2025-04-10 | Jueves | 33.88 |
| 2025-04-11 | Viernes | 34.19 |
| 2025-04-14 | Lunes | 39.19 |
| 2025-04-15 | Martes | 36.50 |
| 2025-04-16 | Miercoles | 39.13 |
| 2025-04-21 | Lunes | 36.50 |
| 2025-04-22 | Martes | 35.69 |
| 2025-04-23 | Miercoles | 35.63 |
| Promedio Tamar | 34.8329 | |
| TAMAR_TEM = [(1+TAMAR/((365/32) ))^((365/32) ) ]^((1/12) )-1 |
| TAMAR_TEM = [(1+0.3483/((365/32) ))^((365/32) ) ]^((1/12) )-1 |
| TAMAR_TEM = 2.9006% |
| F. de Emision | 2025-04-16 | ||
| F. de Vencimiento | 2025-07-31 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | 10 | ||
| Capital | Integra al vencimiento | ||
| Interes | TAMAR + 5% | ||
| Frecuencia | Devengará intereses a la tasa efectiva mensual TAMAR TEM capitalizable mensualmente hasta el vencimiento del instrumento. Los intereses serán calculados sobre la base de meses de treinta (30) días y años de trescientos sesenta (360) días (30/360). Para el cálculo se utilizará la siguiente fórmula: VPV = VNO*(1+TAMAR TEM)(DÍAS/360) * 12 | ||
| ISIN | AR0696056487 |