| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-06-30 | 0.00 | 0.00 | 0.00 | 183.56 | 183.56 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | TZX25 | Valor Tecnico | 183.56 | Semana TIR | 34.10% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -49.13% |
| Tipo | Soberano | Paridad | 95.47% | Semestre TIR | 145.64% |
| País | Argentina | TIR | 5.86% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.81 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.77 | Semana Precio | 0.20% |
| Fecha/Hora | 2024-09-06 16:52:41 | Effective Dur. | 0.05 | Mes Precio | 10.22% |
| Volumen | 423244134 | Convexidad | 1.32 | Semestre Precio | 38.81% |
| Precio | 175.25 | Int. Corrido | 0.00 | 1ero Enero Precio | S/D |
| Variación | 0.14% | Cupon | 183.56 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 192.78 | 10.00% | -5.84 | -199.69% |
| 191.02 | 9.00% | -4.78 | -181.57% |
| 189.27 | 8.00% | -3.69 | -163.05% |
| 187.52 | 7.00% | -2.59 | -144.16% |
| 185.76 | 6.00% | -1.46 | -124.88% |
| 184.01 | 5.00% | -0.30 | -105.17% |
| 182.26 | 4.00% | 0.88 | -85.05% |
| 180.51 | 3.00% | 2.08 | -64.50% |
| 178.75 | 2.00% | 3.31 | -43.49% |
| 177.00 | 1.00% | 4.57 | -22.02% |
| 175.25 | 0.00% | 5.86 | 0.00% |
| 173.50 | -1.00% | 7.17 | 22.37% |
| 171.75 | -2.00% | 8.52 | 45.32% |
| 169.99 | -3.00% | 9.89 | 68.80% |
| 168.24 | -4.00% | 11.30 | 92.83% |
| 166.49 | -5.00% | 12.74 | 117.43% |
| 164.74 | -6.00% | 14.22 | 142.62% |
| 162.98 | -7.00% | 15.73 | 168.39% |
| 161.23 | -8.00% | 17.28 | 194.81% |
| 159.48 | -9.00% | 18.86 | 221.85% |
| 157.72 | -10.00% | 20.49 | 249.59% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 6.39 | 9.00% | 174.54 | -0.41% |
| 6.33 | 8.00% | 174.61 | -0.36% |
| 6.27 | 7.00% | 174.69 | -0.32% |
| 6.21 | 6.00% | 174.77 | -0.27% |
| 6.15 | 5.00% | 174.85 | -0.23% |
| 6.09 | 4.00% | 174.93 | -0.18% |
| 6.04 | 3.00% | 175.01 | -0.14% |
| 5.98 | 2.00% | 175.09 | -0.09% |
| 5.92 | 1.00% | 175.16 | -0.05% |
| 5.86 | 0.00% | 175.25 | 0.00% |
| 5.80 | -1.00% | 175.32 | 0.04% |
| 5.74 | -2.00% | 175.40 | 0.09% |
| 5.68 | -3.00% | 175.48 | 0.13% |
| 5.63 | -4.00% | 175.56 | 0.18% |
| 5.57 | -5.00% | 175.64 | 0.22% |
| 5.51 | -6.00% | 175.72 | 0.27% |
| 5.45 | -7.00% | 175.80 | 0.31% |
| 5.39 | -8.00% | 175.88 | 0.36% |
| 5.33 | -9.00% | 175.96 | 0.40% |
| Desarrollo TIR 5.86% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-06-30 | [(TNA x (Dias entre Cupones/Año)) x CER x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0 x (482/360)) x 1.8356 x 100.00% x 100.00]/[(1+5.86)^(293/360)] | 0.00 | i |
| 2025-06-30 | [CER x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1.8356 x 1 x 100.00]/[(1+5.86)^(293/360)] | 175.24 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-09-07 | (TNA x (Dias entre Cupones/Año)) x CER x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0 x (482/360)) x 1.84 x 1 x 100.00 x (189/482) | 0.00 |
| 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. | |
| 2025-06-30 | (Dias para cupon / Dias Año) | (293 / 360) | 0.81 | [CER x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x CER x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1.8356 x 1 x 100.00]/[(1+5.86)^(293/360)]+[(0 x (482/360)) x 1.8356 x 100.00% x 100.00]/[(1+5.86)^(293/360)] | 175.25 | 1.00 | 0.81 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.81 | 0.81 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.81)/(1 + 5.86/100) | 0.77 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (175.17 - 175.33 )/( 2 x 175.25 x 0.01) | 0.05 |
| 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. |
| 2025-06-30 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (293 / 360) ^ 2 + (293 / 360) | 1.48 | [CER x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x CER x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1.8356 x 1 x 100.00]/[(1+5.86)^(293/360)]+[(0 x (482/360)) x 1.8356 x 100.00% x 100.00]/[(1+5.86)^(293/360)] | 175.25 | 258.72 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [175.25 x ((1 + 5.8556875000001) ^ 2)]] x 258.72] | 1.32 |
| Desarrollo CER | ||
|---|---|---|
| Fecha | CER | |
| 2024-02-14 | 244.2234 | |
| 2024-08-26 | 448.2893 | |
| CER Final/ CER Inicial | 1.8356 | |
| F. de Emision | 2024-02-28 | ||
| F. de Vencimiento | 2025-06-30 | ||
| Ajuste | CER | ||
| Dias previos para calculo ajuste o interes | 10 | ||
| Capital | íntegra al vencimiento. El capital será ajustado conforme lo estipulado en la cláusula "Ajuste de Capital". | ||
| Interes | cero cupón (0) -a descuento-. | ||
| Frecuencia | Sin interes. | ||
| ISIN | AR0796212790 |