| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2027-03-31 | 0.00 | 0.00 | 0.00 | 137.72 | 137.72 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | TZXM7 | Valor Tecnico | 137.72 | Semana TIR | 17.64% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -1.63% |
| Tipo | Soberano | Paridad | 82.77% | Semestre TIR | S/D |
| País | Argentina | TIR | 8.47% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 2.32 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 2.14 | Semana Precio | -1.89% |
| Fecha/Hora | 2024-12-03 14:01:24 | Effective Dur. | 0.18 | Mes Precio | 4.59% |
| Volumen | 1622409 | Convexidad | 6.57 | Semestre Precio | S/D |
| Precio | 114.00 | Int. Corrido | 0.00 | 1ero Enero Precio | S/D |
| Variación | -0.87% | Cupon | 137.72 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 125.40 | 10.00% | 4.11 | -51.42% |
| 124.26 | 9.00% | 4.52 | -46.58% |
| 123.12 | 8.00% | 4.94 | -41.68% |
| 121.98 | 7.00% | 5.36 | -36.71% |
| 120.84 | 6.00% | 5.79 | -31.68% |
| 119.70 | 5.00% | 6.22 | -26.57% |
| 118.56 | 4.00% | 6.66 | -21.40% |
| 117.42 | 3.00% | 7.10 | -16.16% |
| 116.28 | 2.00% | 7.55 | -10.85% |
| 115.14 | 1.00% | 8.01 | -5.45% |
| 114.00 | 0.00% | 8.47 | 0.00% |
| 112.86 | -1.00% | 8.94 | 5.57% |
| 111.72 | -2.00% | 9.42 | 11.20% |
| 110.58 | -3.00% | 9.90 | 16.91% |
| 109.44 | -4.00% | 10.39 | 22.70% |
| 108.30 | -5.00% | 10.89 | 28.58% |
| 107.16 | -6.00% | 11.40 | 34.55% |
| 106.02 | -7.00% | 11.91 | 40.62% |
| 104.88 | -8.00% | 12.43 | 46.78% |
| 103.74 | -9.00% | 12.96 | 53.03% |
| 102.60 | -10.00% | 13.50 | 59.39% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 9.23 | 9.00% | 112.16 | -1.61% |
| 9.15 | 8.00% | 112.36 | -1.44% |
| 9.06 | 7.00% | 112.57 | -1.26% |
| 8.98 | 6.00% | 112.77 | -1.08% |
| 8.89 | 5.00% | 112.97 | -0.90% |
| 8.81 | 4.00% | 113.18 | -0.72% |
| 8.72 | 3.00% | 113.38 | -0.54% |
| 8.64 | 2.00% | 113.59 | -0.36% |
| 8.55 | 1.00% | 113.80 | -0.18% |
| 8.47 | 0.00% | 114.00 | 0.00% |
| 8.39 | -1.00% | 114.21 | 0.18% |
| 8.30 | -2.00% | 114.42 | 0.37% |
| 8.22 | -3.00% | 114.63 | 0.55% |
| 8.13 | -4.00% | 114.83 | 0.73% |
| 8.05 | -5.00% | 115.04 | 0.92% |
| 7.96 | -6.00% | 115.25 | 1.10% |
| 7.88 | -7.00% | 115.46 | 1.28% |
| 7.79 | -8.00% | 115.68 | 1.47% |
| 7.71 | -9.00% | 115.89 | 1.66% |
| Desarrollo TIR 8.47% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2027-03-31 | [(TNA x (Dias entre Cupones/Año)) x CER x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0 x (1030/360)) x 1.3772 x 100.00% x 100.00]/[(1+8.47)^(837/360)] | 0.00 | i |
| 2027-03-31 | [CER x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1.3772 x 1 x 100.00]/[(1+8.47)^(837/360)] | 114.00 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-12-03 | (TNA x (Dias entre Cupones/Año)) x CER x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0 x (1030/360)) x 1.38 x 1 x 100.00 x (193/1030) | 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. | |
| 2027-03-31 | (Dias para cupon / Dias Año) | (837 / 360) | 2.33 | [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)] | [1.3772 x 1 x 100.00]/[(1+8.47)^(837/360)]+[(0 x (1030/360)) x 1.3772 x 100.00% x 100.00]/[(1+8.47)^(837/360)] | 114.00 | 1.00 | 2.32 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 2.32 | 2.32 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (2.32)/(1 + 8.47/100) | 2.14 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (113.79 - 114.20 )/( 2 x 114 x 0.01) | 0.18 |
| 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. |
| 2027-03-31 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (837 / 360) ^ 2 + (837 / 360) | 7.73 | [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)] | [1.3772 x 1 x 100.00]/[(1+8.47)^(837/360)]+[(0 x (1030/360)) x 1.3772 x 100.00% x 100.00]/[(1+8.47)^(837/360)] | 114.00 | 881.27 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [114 x ((1 + 8.472) ^ 2)]] x 881.27] | 6.57 |
| Desarrollo CER | ||
|---|---|---|
| Fecha | CER | |
| 2024-05-06 | 361.3176 | |
| 2024-11-19 | 497.6207 | |
| CER Final/ CER Inicial | 1.3772 | |
| F. de Emision | 2024-05-20 | ||
| F. de Vencimiento | 2027-03-31 | ||
| 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 | Cupón cero | ||
| ISIN | AR0465885959 |