| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2026-03-31 | 0.00 | 0.00 | 0.00 | 145.82 | 145.82 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | TZXM6 | Valor Tecnico | 145.82 | Semana TIR | 15.67% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -35.01% |
| Tipo | Soberano | Paridad | 90.11% | Semestre TIR | S/D |
| País | Argentina | TIR | 7.97% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 1.36 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 1.26 | Semana Precio | -0.45% |
| Fecha/Hora | 2024-11-20 17:00:11 | Effective Dur. | 0.10 | Mes Precio | 10.42% |
| Volumen | 701728877 | Convexidad | 2.75 | Semestre Precio | S/D |
| Precio | 131.40 | Int. Corrido | 0.00 | 1ero Enero Precio | S/D |
| Variación | -0.38% | Cupon | 145.82 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 144.54 | 10.00% | 0.65 | -91.81% |
| 143.23 | 9.00% | 1.33 | -83.29% |
| 141.91 | 8.00% | 2.02 | -74.63% |
| 140.60 | 7.00% | 2.72 | -65.83% |
| 139.28 | 6.00% | 3.44 | -56.89% |
| 137.97 | 5.00% | 4.16 | -47.80% |
| 136.66 | 4.00% | 4.90 | -38.56% |
| 135.34 | 3.00% | 5.65 | -29.16% |
| 134.03 | 2.00% | 6.41 | -19.61% |
| 132.71 | 1.00% | 7.18 | -9.90% |
| 131.40 | 0.00% | 7.97 | 0.00% |
| 130.09 | -1.00% | 8.77 | 10.05% |
| 128.77 | -2.00% | 9.59 | 20.29% |
| 127.46 | -3.00% | 10.42 | 30.71% |
| 126.14 | -4.00% | 11.26 | 41.32% |
| 124.83 | -5.00% | 12.12 | 52.12% |
| 123.52 | -6.00% | 13.00 | 63.13% |
| 122.20 | -7.00% | 13.89 | 74.34% |
| 120.89 | -8.00% | 14.80 | 85.76% |
| 119.57 | -9.00% | 15.73 | 97.39% |
| 118.26 | -10.00% | 16.68 | 109.25% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 8.69 | 9.00% | 130.22 | -0.90% |
| 8.61 | 8.00% | 130.35 | -0.80% |
| 8.53 | 7.00% | 130.48 | -0.70% |
| 8.45 | 6.00% | 130.61 | -0.60% |
| 8.37 | 5.00% | 130.74 | -0.50% |
| 8.29 | 4.00% | 130.87 | -0.40% |
| 8.21 | 3.00% | 131.00 | -0.30% |
| 8.13 | 2.00% | 131.14 | -0.20% |
| 8.05 | 1.00% | 131.27 | -0.10% |
| 7.97 | 0.00% | 131.40 | 0.00% |
| 7.89 | -1.00% | 131.53 | 0.10% |
| 7.81 | -2.00% | 131.66 | 0.20% |
| 7.73 | -3.00% | 131.79 | 0.30% |
| 7.65 | -4.00% | 131.93 | 0.40% |
| 7.57 | -5.00% | 132.06 | 0.50% |
| 7.49 | -6.00% | 132.19 | 0.60% |
| 7.41 | -7.00% | 132.33 | 0.70% |
| 7.33 | -8.00% | 132.46 | 0.81% |
| 7.25 | -9.00% | 132.59 | 0.91% |
| Desarrollo TIR 7.97% | ||||
|---|---|---|---|---|
| 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 1.4582 x 100.00% x 100.00]/[(1+7.97)^(489/360)] | 0.00 | i |
| 2026-03-31 | [CER x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1.4582 x 1 x 100.00]/[(1+7.97)^(489/360)] | 131.40 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-21 | (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 1.46 x 1 x 100.00 x (201/690) | 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) | (489 / 360) | 1.36 | [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)] | [1.4582 x 1 x 100.00]/[(1+7.97)^(489/360)]+[(0 x (690/360)) x 1.4582 x 100.00% x 100.00]/[(1+7.97)^(489/360)] | 131.40 | 1.00 | 1.36 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.36 | 1.36 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.36)/(1 + 7.97/100) | 1.26 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (131.27 - 131.53 )/( 2 x 131.4 x 0.01) | 0.10 |
| 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)] | (489 / 360) ^ 2 + (489 / 360) | 3.20 | [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)] | [1.4582 x 1 x 100.00]/[(1+7.97)^(489/360)]+[(0 x (690/360)) x 1.4582 x 100.00% x 100.00]/[(1+7.97)^(489/360)] | 131.40 | 420.92 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [131.4 x ((1 + 7.9696875000001) ^ 2)]] x 420.92] | 2.75 |
| Desarrollo CER | ||
|---|---|---|
| Fecha | CER | |
| 2024-04-16 | 337.0341 | |
| 2024-11-07 | 491.4735 | |
| CER Final/ CER Inicial | 1.4582 | |
| 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 |