| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2026-03-31 | 0.00 | 0.00 | 0.00 | 144.37 | 144.37 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | TZXM6 | Valor Tecnico | 144.37 | Semana TIR | -14.64% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -12.96% |
| Tipo | Soberano | Paridad | 89.18% | Semestre TIR | S/D |
| País | Argentina | TIR | 8.63% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 1.38 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 1.27 | Semana Precio | 2.88% |
| Fecha/Hora | 2024-11-12 17:00:24 | Effective Dur. | 0.11 | Mes Precio | 6.85% |
| Volumen | 8177557441 | Convexidad | 2.79 | Semestre Precio | S/D |
| Precio | 128.75 | Int. Corrido | 0.00 | 1ero Enero Precio | S/D |
| Variación | 0.19% | Cupon | 144.37 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 141.62 | 10.00% | 1.40 | -83.78% |
| 140.34 | 9.00% | 2.07 | -75.99% |
| 139.05 | 8.00% | 2.75 | -68.09% |
| 137.76 | 7.00% | 3.45 | -60.06% |
| 136.47 | 6.00% | 4.15 | -51.89% |
| 135.19 | 5.00% | 4.87 | -43.60% |
| 133.90 | 4.00% | 5.60 | -35.16% |
| 132.61 | 3.00% | 6.34 | -26.58% |
| 131.32 | 2.00% | 7.09 | -17.86% |
| 130.04 | 1.00% | 7.85 | -8.99% |
| 128.75 | 0.00% | 8.63 | 0.00% |
| 127.46 | -1.00% | 9.42 | 9.20% |
| 126.17 | -2.00% | 10.23 | 18.55% |
| 124.89 | -3.00% | 11.05 | 28.05% |
| 123.60 | -4.00% | 11.89 | 37.73% |
| 122.31 | -5.00% | 12.74 | 47.58% |
| 121.03 | -6.00% | 13.60 | 57.61% |
| 119.74 | -7.00% | 14.48 | 67.83% |
| 118.45 | -8.00% | 15.38 | 78.24% |
| 117.16 | -9.00% | 16.30 | 88.84% |
| 115.88 | -10.00% | 17.23 | 99.65% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 9.41 | 9.00% | 127.49 | -0.98% |
| 9.32 | 8.00% | 127.63 | -0.87% |
| 9.23 | 7.00% | 127.77 | -0.76% |
| 9.15 | 6.00% | 127.91 | -0.65% |
| 9.06 | 5.00% | 128.05 | -0.54% |
| 8.98 | 4.00% | 128.19 | -0.44% |
| 8.89 | 3.00% | 128.33 | -0.33% |
| 8.80 | 2.00% | 128.47 | -0.22% |
| 8.72 | 1.00% | 128.61 | -0.11% |
| 8.63 | 0.00% | 128.75 | 0.00% |
| 8.54 | -1.00% | 128.89 | 0.11% |
| 8.46 | -2.00% | 129.04 | 0.22% |
| 8.37 | -3.00% | 129.18 | 0.33% |
| 8.28 | -4.00% | 129.32 | 0.44% |
| 8.20 | -5.00% | 129.46 | 0.55% |
| 8.11 | -6.00% | 129.61 | 0.67% |
| 8.03 | -7.00% | 129.75 | 0.78% |
| 7.94 | -8.00% | 129.89 | 0.89% |
| 7.85 | -9.00% | 130.04 | 1.00% |
| Desarrollo TIR 8.63% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2026-03-31 | [(TNA x (Dias entre Cupones/Año)) x CER x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0 x (690/360)) x 1.4437 x 100.00% x 100.00]/[(1+8.63)^(498/360)] | 0.00 | i |
| 2026-03-31 | [CER x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1.4437 x 1 x 100.00]/[(1+8.63)^(498/360)] | 128.75 | 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 (690/360)) x 1.44 x 1 x 100.00 x (192/690) | 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. | |
| 2026-03-31 | (Dias para cupon / Dias Año) | (498 / 360) | 1.38 | [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)] | [1.4437 x 1 x 100.00]/[(1+8.63)^(498/360)]+[(0 x (690/360)) x 1.4437 x 100.00% x 100.00]/[(1+8.63)^(498/360)] | 128.75 | 1.00 | 1.38 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.38 | 1.38 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.38)/(1 + 8.63/100) | 1.27 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (128.61 - 128.89 )/( 2 x 128.75 x 0.01) | 0.11 |
| 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. |
| 2026-03-31 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (498 / 360) ^ 2 + (498 / 360) | 3.30 | [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)] | [1.4437 x 1 x 100.00]/[(1+8.63)^(498/360)]+[(0 x (690/360)) x 1.4437 x 100.00% x 100.00]/[(1+8.63)^(498/360)] | 128.75 | 424.48 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [128.75 x ((1 + 8.632) ^ 2)]] x 424.48] | 2.79 |
| Desarrollo CER | ||
|---|---|---|
| Fecha | CER | |
| 2024-04-16 | 337.0341 | |
| 2024-10-29 | 486.5894 | |
| CER Final/ CER Inicial | 1.4437 | |
| F. de Emision | 2024-04-30 | ||
| F. de Vencimiento | 2026-03-31 | ||
| 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 | AR0889577216 |