| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2027-03-31 | 0.00 | 0.00 | 0.00 | 154.52 | 154.52 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | TZXM7 | Valor Tecnico | 154.52 | Semana TIR | 18.03% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -10.16% |
| Tipo | Soberano | Paridad | 83.45% | Semestre TIR | -13.63% |
| País | Argentina | TIR | 9.82% | 1ero Enero TIR | 10.21% |
| Mercado | BYMA | Macaulay Dur. | 1.93 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 1.76 | Semana Precio | -1.94% |
| Fecha/Hora | 2025-04-25 16:53:54 | Effective Dur. | 0.17 | Mes Precio | 5.22% |
| Volumen | 4408540881 | Convexidad | 4.69 | Semestre Precio | 27.04% |
| Precio | 128.95 | Int. Corrido | 0.00 | 1ero Enero Precio | 10.69% |
| Variación | -0.35% | Cupon | 154.52 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 141.84 | 10.00% | 4.54 | -53.81% |
| 140.56 | 9.00% | 5.03 | -48.77% |
| 139.27 | 8.00% | 5.53 | -43.65% |
| 137.98 | 7.00% | 6.04 | -38.46% |
| 136.69 | 6.00% | 6.56 | -33.19% |
| 135.40 | 5.00% | 7.08 | -27.86% |
| 134.11 | 4.00% | 7.62 | -22.43% |
| 132.82 | 3.00% | 8.16 | -16.93% |
| 131.53 | 2.00% | 8.71 | -11.35% |
| 130.24 | 1.00% | 9.26 | -5.69% |
| 128.95 | 0.00% | 9.82 | 0.00% |
| 127.66 | -1.00% | 10.40 | 5.89% |
| 126.37 | -2.00% | 10.98 | 11.83% |
| 125.08 | -3.00% | 11.57 | 17.84% |
| 123.79 | -4.00% | 12.17 | 23.95% |
| 122.50 | -5.00% | 12.78 | 30.16% |
| 121.21 | -6.00% | 13.40 | 36.48% |
| 119.92 | -7.00% | 14.03 | 42.89% |
| 118.63 | -8.00% | 14.67 | 49.42% |
| 117.34 | -9.00% | 15.32 | 56.05% |
| 116.05 | -10.00% | 15.99 | 62.79% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 10.70 | 9.00% | 126.98 | -1.53% |
| 10.61 | 8.00% | 127.20 | -1.36% |
| 10.51 | 7.00% | 127.42 | -1.19% |
| 10.41 | 6.00% | 127.64 | -1.02% |
| 10.31 | 5.00% | 127.86 | -0.85% |
| 10.21 | 4.00% | 128.08 | -0.68% |
| 10.11 | 3.00% | 128.30 | -0.51% |
| 10.02 | 2.00% | 128.52 | -0.34% |
| 9.92 | 1.00% | 128.74 | -0.16% |
| 9.82 | 0.00% | 128.95 | 0.00% |
| 9.72 | -1.00% | 129.18 | 0.18% |
| 9.62 | -2.00% | 129.41 | 0.35% |
| 9.53 | -3.00% | 129.63 | 0.53% |
| 9.43 | -4.00% | 129.86 | 0.70% |
| 9.33 | -5.00% | 130.08 | 0.88% |
| 9.23 | -6.00% | 130.31 | 1.05% |
| 9.13 | -7.00% | 130.53 | 1.23% |
| 9.03 | -8.00% | 130.76 | 1.40% |
| 8.94 | -9.00% | 130.99 | 1.58% |
| Desarrollo TIR 9.82% | ||||
|---|---|---|---|---|
| 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 1.5452 x 100.00% x 100.00]/[(1+9.82)^(695/360)] | 0.00 | i |
| 2027-03-31 | [CER x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1.5452 x 1 x 100.00]/[(1+9.82)^(695/360)] | 128.96 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-04-25 | (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 1.55 x 1 x 100.00 x (335/1030) | 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) | (695 / 360) | 1.93 | [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)] | [1.5452 x 1 x 100.00]/[(1+9.82)^(695/360)]+[(0 x (1030/360)) x 1.5452 x 100.00% x 100.00]/[(1+9.82)^(695/360)] | 128.95 | 1.00 | 1.93 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.93 | 1.93 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.93)/(1 + 9.82/100) | 1.76 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (128.73 - 129.17 )/( 2 x 128.95 x 0.01) | 0.17 |
| 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)] | (695 / 360) ^ 2 + (695 / 360) | 5.66 | [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)] | [1.5452 x 1 x 100.00]/[(1+9.82)^(695/360)]+[(0 x (1030/360)) x 1.5452 x 100.00% x 100.00]/[(1+9.82)^(695/360)] | 128.95 | 729.55 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [128.95 x ((1 + 9.825) ^ 2)]] x 729.55] | 4.69 |
| Desarrollo CER | |||
|---|---|---|---|
| Fecha | CER | ||
| 2024-05-06 | 361.3176 | ||
| 2025-04-11 | 558.3238 | ||
| CER Final/ CER Inicial | 1.5452 | ||
| 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 |