| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-06-30 | 0.00 | 0.00 | 0.00 | 233.13 | 233.13 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | TZX25 | Valor Tecnico | 233.13 | Semana TIR | 67.99% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -196.93% |
| Tipo | Soberano | Paridad | 100.44% | Semestre TIR | -147.89% |
| País | Argentina | TIR | -3.10% | 1ero Enero TIR | -137.48% |
| Mercado | BYMA | Macaulay Dur. | 0.14 | Año TIR | 70.30% |
| Moneda | ARS | Modified Dur. | 0.14 | Semana Precio | 0.19% |
| Fecha/Hora | 2025-05-09 16:54:26 | Effective Dur. | -0.00 | Mes Precio | 4.25% |
| Volumen | 2132759836 | Convexidad | 0.17 | Semestre Precio | 22.91% |
| Precio | 234.15 | Int. Corrido | 0.00 | 1ero Enero Precio | 16.67% |
| Variación | 0.24% | Cupon | 233.13 | Año Precio | 44.54% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 257.56 | 10.00% | -51.21 | 1551.98% |
| 255.22 | 9.00% | -47.90 | 1445.00% |
| 252.88 | 8.00% | -44.32 | 1329.68% |
| 250.54 | 7.00% | -40.46 | 1205.26% |
| 248.20 | 6.00% | -36.30 | 1070.94% |
| 245.86 | 5.00% | -31.80 | 925.79% |
| 243.52 | 4.00% | -26.94 | 768.90% |
| 241.17 | 3.00% | -21.67 | 599.07% |
| 238.83 | 2.00% | -15.97 | 415.22% |
| 236.49 | 1.00% | -9.79 | 215.93% |
| 234.15 | 0.00% | -3.10 | 0.00% |
| 231.81 | -1.00% | 4.18 | -234.76% |
| 229.47 | -2.00% | 12.08 | -489.61% |
| 227.13 | -3.00% | 20.67 | -766.69% |
| 224.78 | -4.00% | 30.02 | -1068.23% |
| 222.44 | -5.00% | 40.20 | -1396.66% |
| 220.10 | -6.00% | 51.29 | -1754.68% |
| 217.76 | -7.00% | 63.41 | -2145.36% |
| 215.42 | -8.00% | 76.63 | -2572.07% |
| 213.08 | -9.00% | 91.09 | -3038.53% |
| 210.74 | -10.00% | 106.92 | -3548.99% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| -2.82 | -9.00% | 234.06 | -0.04% |
| -2.85 | -8.00% | 234.07 | -0.03% |
| -2.88 | -7.00% | 234.08 | -0.03% |
| -2.91 | -6.00% | 234.09 | -0.03% |
| -2.94 | -5.00% | 234.10 | -0.02% |
| -2.98 | -4.00% | 234.11 | -0.02% |
| -3.01 | -3.00% | 234.12 | -0.01% |
| -3.04 | -2.00% | 234.13 | -0.01% |
| -3.07 | -1.00% | 234.14 | 0.00% |
| -3.10 | 0.00% | 234.15 | 0.00% |
| -3.13 | 1.00% | 234.16 | 0.01% |
| -3.16 | 2.00% | 234.17 | 0.01% |
| -3.19 | 3.00% | 234.18 | 0.01% |
| -3.22 | 4.00% | 234.19 | 0.02% |
| -3.26 | 5.00% | 234.20 | 0.02% |
| -3.29 | 6.00% | 234.21 | 0.03% |
| -3.32 | 7.00% | 234.22 | 0.03% |
| -3.35 | 8.00% | 234.23 | 0.04% |
| -3.38 | 9.00% | 234.25 | 0.04% |
| Desarrollo TIR -3.10% | ||||
|---|---|---|---|---|
| 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 2.3313 x 100.00% x 100.00]/[(1+-3.10)^(50/360)] | 0.00 | i |
| 2025-06-30 | [CER x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [2.3313 x 1 x 100.00]/[(1+-3.10)^(50/360)] | 234.15 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-10 | (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 2.33 x 1 x 100.00 x (432/482) | 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) | (50 / 360) | 0.14 | [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)] | [2.3313 x 1 x 100.00]/[(1+-3.10)^(50/360)]+[(0 x (482/360)) x 2.3313 x 100.00% x 100.00]/[(1+-3.10)^(50/360)] | 234.15 | 1.00 | 0.14 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.14 | 0.14 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.14)/(1 + -3.10/100) | 0.14 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (234.16 - 234.14 )/( 2 x 234.15 x 0.01) | -0.00 |
| 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)] | (50 / 360) ^ 2 + (50 / 360) | 0.16 | [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)] | [2.3313 x 1 x 100.00]/[(1+-3.10)^(50/360)]+[(0 x (482/360)) x 2.3313 x 100.00% x 100.00]/[(1+-3.10)^(50/360)] | 234.15 | 37.04 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [234.15 x ((1 + -3.095) ^ 2)]] x 37.04] | 0.17 |
| Desarrollo CER | |||
|---|---|---|---|
| Fecha | CER | ||
| 2024-02-14 | 244.2234 | ||
| 2025-04-28 | 569.3573 | ||
| CER Final/ CER Inicial | 2.3313 | ||
| 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 |