| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2027-03-31 | 0.00 | 0.00 | 0.00 | 151.83 | 151.83 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | TZXM7 | Valor Tecnico | 151.83 | Semana TIR | -6.04% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | 20.82% |
| Tipo | Soberano | Paridad | 82.26% | Semestre TIR | -0.81% |
| País | Argentina | TIR | 10.27% | 1ero Enero TIR | 15.26% |
| Mercado | BYMA | Macaulay Dur. | 2.00 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 1.81 | Semana Precio | 1.92% |
| Fecha/Hora | 2025-04-01 16:50:08 | Effective Dur. | 0.19 | Mes Precio | 0.00% |
| Volumen | 2118874407 | Convexidad | 4.92 | Semestre Precio | 25.19% |
| Precio | 124.90 | Int. Corrido | 0.00 | 1ero Enero Precio | 7.21% |
| Variación | 1.38% | Cupon | 151.83 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 137.39 | 10.00% | 5.13 | -50.04% |
| 136.14 | 9.00% | 5.61 | -45.34% |
| 134.89 | 8.00% | 6.10 | -40.59% |
| 133.64 | 7.00% | 6.60 | -35.76% |
| 132.39 | 6.00% | 7.10 | -30.88% |
| 131.15 | 5.00% | 7.61 | -25.91% |
| 129.90 | 4.00% | 8.13 | -20.88% |
| 128.65 | 3.00% | 8.65 | -15.78% |
| 127.40 | 2.00% | 9.18 | -10.60% |
| 126.15 | 1.00% | 9.72 | -5.34% |
| 124.90 | 0.00% | 10.27 | 0.00% |
| 123.65 | -1.00% | 10.83 | 5.42% |
| 122.40 | -2.00% | 11.39 | 10.92% |
| 121.15 | -3.00% | 11.96 | 16.50% |
| 119.90 | -4.00% | 12.55 | 22.18% |
| 118.66 | -5.00% | 13.14 | 27.93% |
| 117.41 | -6.00% | 13.74 | 33.78% |
| 116.16 | -7.00% | 14.35 | 39.73% |
| 114.91 | -8.00% | 14.97 | 45.78% |
| 113.66 | -9.00% | 15.60 | 51.92% |
| 112.41 | -10.00% | 16.24 | 58.16% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 11.19 | 9.00% | 122.83 | -1.65% |
| 11.09 | 8.00% | 123.06 | -1.47% |
| 10.99 | 7.00% | 123.29 | -1.29% |
| 10.89 | 6.00% | 123.52 | -1.11% |
| 10.78 | 5.00% | 123.75 | -0.92% |
| 10.68 | 4.00% | 123.97 | -0.74% |
| 10.58 | 3.00% | 124.20 | -0.56% |
| 10.48 | 2.00% | 124.44 | -0.37% |
| 10.37 | 1.00% | 124.67 | -0.19% |
| 10.27 | 0.00% | 124.90 | 0.00% |
| 10.17 | -1.00% | 125.13 | 0.19% |
| 10.06 | -2.00% | 125.36 | 0.37% |
| 9.96 | -3.00% | 125.60 | 0.56% |
| 9.86 | -4.00% | 125.83 | 0.75% |
| 9.76 | -5.00% | 126.07 | 0.94% |
| 9.65 | -6.00% | 126.30 | 1.12% |
| 9.55 | -7.00% | 126.54 | 1.31% |
| 9.45 | -8.00% | 126.78 | 1.50% |
| 9.35 | -9.00% | 127.02 | 1.69% |
| Desarrollo TIR 10.27% | ||||
|---|---|---|---|---|
| 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 1.5183 x 100.00% x 100.00]/[(1+10.27)^(719/360)] | 0.00 | i |
| 2027-03-31 | [CER x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1.5183 x 1 x 100.00]/[(1+10.27)^(719/360)] | 124.90 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-04-01 | (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 1.52 x 1 x 100.00 x (311/1030) | 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) | (719 / 360) | 2.00 | [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)] | [1.5183 x 1 x 100.00]/[(1+10.27)^(719/360)]+[(0 x (1030/360)) x 1.5183 x 100.00% x 100.00]/[(1+10.27)^(719/360)] | 124.90 | 1.00 | 2.00 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 2.00 | 2.00 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (2.00)/(1 + 10.27/100) | 1.81 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (124.67 - 125.13 )/( 2 x 124.9 x 0.01) | 0.19 |
| 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)] | (719 / 360) ^ 2 + (719 / 360) | 5.99 | [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)] | [1.5183 x 1 x 100.00]/[(1+10.27)^(719/360)]+[(0 x (1030/360)) x 1.5183 x 100.00% x 100.00]/[(1+10.27)^(719/360)] | 124.90 | 747.66 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [124.9 x ((1 + 10.2696875) ^ 2)]] x 747.66] | 4.92 |
| Desarrollo CER | |||
|---|---|---|---|
| Fecha | CER | ||
| 2024-05-06 | 361.3176 | ||
| 2025-03-18 | 548.5854 | ||
| CER Final/ CER Inicial | 1.5183 | ||
| 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 |