| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-03-31 | 0.00 | 0.00 | 0.00 | 134.67 | 134.67 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | TZXM5 | Valor Tecnico | 134.67 | Semana TIR | 9.50% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -19.97% |
| Tipo | Soberano | Paridad | 98.54% | Semestre TIR | S/D |
| País | Argentina | TIR | 3.92% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.38 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.37 | Semana Precio | 0.72% |
| Fecha/Hora | 2024-11-12 16:55:13 | Effective Dur. | 0.01 | Mes Precio | 5.07% |
| Volumen | 182021940 | Convexidad | 0.49 | Semestre Precio | S/D |
| Precio | 132.70 | Int. Corrido | 0.00 | 1ero Enero Precio | S/D |
| Variación | 0.00% | Cupon | 134.67 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 145.97 | 10.00% | -18.96 | -583.56% |
| 144.64 | 9.00% | -17.00 | -533.70% |
| 143.32 | 8.00% | -14.98 | -482.18% |
| 141.99 | 7.00% | -12.89 | -428.91% |
| 140.66 | 6.00% | -10.73 | -373.81% |
| 139.33 | 5.00% | -8.50 | -316.80% |
| 138.01 | 4.00% | -6.19 | -257.80% |
| 136.68 | 3.00% | -3.79 | -196.70% |
| 135.35 | 2.00% | -1.31 | -133.44% |
| 134.03 | 1.00% | 1.26 | -67.89% |
| 132.70 | 0.00% | 3.92 | 0.00% |
| 131.37 | -1.00% | 6.68 | 70.47% |
| 130.05 | -2.00% | 9.54 | 143.49% |
| 128.72 | -3.00% | 12.52 | 219.27% |
| 127.39 | -4.00% | 15.60 | 297.94% |
| 126.06 | -5.00% | 18.80 | 379.60% |
| 124.74 | -6.00% | 22.13 | 464.42% |
| 123.41 | -7.00% | 25.58 | 552.57% |
| 122.08 | -8.00% | 29.17 | 644.19% |
| 120.76 | -9.00% | 32.91 | 739.50% |
| 119.43 | -10.00% | 36.80 | 838.65% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 4.27 | 9.00% | 132.53 | -0.13% |
| 4.23 | 8.00% | 132.55 | -0.12% |
| 4.19 | 7.00% | 132.57 | -0.10% |
| 4.16 | 6.00% | 132.59 | -0.09% |
| 4.12 | 5.00% | 132.60 | -0.07% |
| 4.08 | 4.00% | 132.62 | -0.06% |
| 4.04 | 3.00% | 132.64 | -0.04% |
| 4.00 | 2.00% | 132.66 | -0.03% |
| 3.96 | 1.00% | 132.68 | -0.01% |
| 3.92 | 0.00% | 132.70 | 0.00% |
| 3.88 | -1.00% | 132.72 | 0.01% |
| 3.84 | -2.00% | 132.74 | 0.03% |
| 3.80 | -3.00% | 132.76 | 0.04% |
| 3.76 | -4.00% | 132.78 | 0.06% |
| 3.72 | -5.00% | 132.80 | 0.07% |
| 3.68 | -6.00% | 132.82 | 0.09% |
| 3.65 | -7.00% | 132.83 | 0.10% |
| 3.61 | -8.00% | 132.85 | 0.12% |
| 3.57 | -9.00% | 132.87 | 0.13% |
| Desarrollo TIR 3.92% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-03-31 | [(TNA x (Dias entre Cupones/Año)) x CER x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0 x (310/360)) x 1.3467 x 100.00% x 100.00]/[(1+3.92)^(138/360)] | 0.00 | i |
| 2025-03-31 | [CER x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1.3467 x 1 x 100.00]/[(1+3.92)^(138/360)] | 132.70 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-12 | (TNA x (Dias entre Cupones/Año)) x CER x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0 x (310/360)) x 1.35 x 1 x 100.00 x (172/310) | 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. | |
| 2025-03-31 | (Dias para cupon / Dias Año) | (138 / 360) | 0.38 | [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)] | [1.3467 x 1 x 100.00]/[(1+3.92)^(138/360)]+[(0 x (310/360)) x 1.3467 x 100.00% x 100.00]/[(1+3.92)^(138/360)] | 132.70 | 1.00 | 0.38 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.38 | 0.38 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.38)/(1 + 3.92/100) | 0.37 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (132.68 - 132.72 )/( 2 x 132.7 x 0.01) | 0.01 |
| 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. |
| 2025-03-31 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (138 / 360) ^ 2 + (138 / 360) | 0.53 | [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)] | [1.3467 x 1 x 100.00]/[(1+3.92)^(138/360)]+[(0 x (310/360)) x 1.3467 x 100.00% x 100.00]/[(1+3.92)^(138/360)] | 132.70 | 70.37 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [132.7 x ((1 + 3.921) ^ 2)]] x 70.37] | 0.49 |
| Desarrollo CER | ||
|---|---|---|
| Fecha | CER | |
| 2024-05-06 | 361.3176 | |
| 2024-10-29 | 486.5894 | |
| CER Final/ CER Inicial | 1.3467 | |
| F. de Emision | 2024-05-20 | ||
| F. de Vencimiento | 2025-03-31 | ||
| Ajuste | CER | ||
| Dias previos para calculo ajuste o interes | 10 | ||
| Capital | Integra al vencimiento. El capital será ajustado conforme lo estipulado en la cláusula ?Ajuste de Capital?. | ||
| Interes | Tasa 0% | ||
| Frecuencia | Cero cupón | ||
| ISIN | AR0443874331 |