| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2027-03-31 | 0.00 | 0.00 | 0.00 | 134.67 | 134.67 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | TZXM7 | Valor Tecnico | 134.67 | Semana TIR | -7.11% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -5.88% |
| Tipo | Soberano | Paridad | 83.54% | Semestre TIR | S/D |
| País | Argentina | TIR | 7.84% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 2.38 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 2.21 | Semana Precio | 2.27% |
| Fecha/Hora | 2024-11-12 17:00:25 | Effective Dur. | 0.17 | Mes Precio | 6.13% |
| Volumen | 34436873 | Convexidad | 6.93 | Semestre Precio | S/D |
| Precio | 112.50 | 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 |
| 123.75 | 10.00% | 3.61 | -53.92% |
| 122.62 | 9.00% | 4.01 | -48.85% |
| 121.50 | 8.00% | 4.41 | -43.71% |
| 120.38 | 7.00% | 4.82 | -38.49% |
| 119.25 | 6.00% | 5.24 | -33.23% |
| 118.12 | 5.00% | 5.66 | -27.87% |
| 117.00 | 4.00% | 6.08 | -22.45% |
| 115.88 | 3.00% | 6.51 | -16.95% |
| 114.75 | 2.00% | 6.95 | -11.38% |
| 113.62 | 1.00% | 7.39 | -5.73% |
| 112.50 | 0.00% | 7.84 | 0.00% |
| 111.38 | -1.00% | 8.30 | 5.81% |
| 110.25 | -2.00% | 8.76 | 11.71% |
| 109.12 | -3.00% | 9.23 | 17.69% |
| 108.00 | -4.00% | 9.70 | 23.77% |
| 106.88 | -5.00% | 10.19 | 29.93% |
| 105.75 | -6.00% | 10.68 | 36.18% |
| 104.62 | -7.00% | 11.17 | 42.53% |
| 103.50 | -8.00% | 11.68 | 48.98% |
| 102.38 | -9.00% | 12.19 | 55.52% |
| 101.25 | -10.00% | 12.71 | 62.17% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 8.55 | 9.00% | 110.76 | -1.54% |
| 8.47 | 8.00% | 110.95 | -1.37% |
| 8.39 | 7.00% | 111.15 | -1.20% |
| 8.31 | 6.00% | 111.34 | -1.03% |
| 8.23 | 5.00% | 111.53 | -0.86% |
| 8.15 | 4.00% | 111.72 | -0.69% |
| 8.08 | 3.00% | 111.92 | -0.52% |
| 8.00 | 2.00% | 112.11 | -0.35% |
| 7.92 | 1.00% | 112.30 | -0.17% |
| 7.84 | 0.00% | 112.50 | 0.00% |
| 7.76 | -1.00% | 112.69 | 0.17% |
| 7.68 | -2.00% | 112.89 | 0.35% |
| 7.60 | -3.00% | 113.09 | 0.52% |
| 7.53 | -4.00% | 113.28 | 0.70% |
| 7.45 | -5.00% | 113.48 | 0.87% |
| 7.37 | -6.00% | 113.68 | 1.05% |
| 7.29 | -7.00% | 113.88 | 1.22% |
| 7.21 | -8.00% | 114.07 | 1.40% |
| 7.13 | -9.00% | 114.27 | 1.58% |
| Desarrollo TIR 7.84% | ||||
|---|---|---|---|---|
| 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 1.3467 x 100.00% x 100.00]/[(1+7.84)^(858/360)] | 0.00 | i |
| 2027-03-31 | [CER x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1.3467 x 1 x 100.00]/[(1+7.84)^(858/360)] | 112.50 | 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 (1030/360)) x 1.35 x 1 x 100.00 x (172/1030) | 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) | (858 / 360) | 2.38 | [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+7.84)^(858/360)]+[(0 x (1030/360)) x 1.3467 x 100.00% x 100.00]/[(1+7.84)^(858/360)] | 112.50 | 1.00 | 2.38 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 2.38 | 2.38 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (2.38)/(1 + 7.84/100) | 2.21 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (112.30 - 112.69 )/( 2 x 112.5 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)] | (858 / 360) ^ 2 + (858 / 360) | 8.06 | [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+7.84)^(858/360)]+[(0 x (1030/360)) x 1.3467 x 100.00% x 100.00]/[(1+7.84)^(858/360)] | 112.50 | 907.15 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [112.5 x ((1 + 7.8396875000001) ^ 2)]] x 907.15] | 6.93 |
| 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 | 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 |