| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2027-03-31 | 0.00 | 0.00 | 0.00 | 151.95 | 151.95 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | TZXM7 | Valor Tecnico | 151.95 | Semana TIR | -5.40% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | 21.53% |
| Tipo | Soberano | Paridad | 82.20% | Semestre TIR | 11.82% |
| País | Argentina | TIR | 10.33% | 1ero Enero TIR | 15.94% |
| Mercado | BYMA | Macaulay Dur. | 1.99 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 1.81 | Semana Precio | 1.79% |
| Fecha/Hora | 2025-04-01 16:50:08 | Effective Dur. | 0.19 | Mes Precio | 0.00% |
| Volumen | 2118874407 | Convexidad | 4.91 | Semestre Precio | 21.85% |
| Precio | 124.90 | Int. Corrido | 0.00 | 1ero Enero Precio | 7.21% |
| Variación | 1.38% | Cupon | 151.95 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 137.39 | 10.00% | 5.18 | -49.86% |
| 136.14 | 9.00% | 5.66 | -45.20% |
| 134.89 | 8.00% | 6.15 | -40.45% |
| 133.64 | 7.00% | 6.65 | -35.65% |
| 132.39 | 6.00% | 7.15 | -30.77% |
| 131.15 | 5.00% | 7.66 | -25.84% |
| 129.90 | 4.00% | 8.18 | -20.82% |
| 128.65 | 3.00% | 8.70 | -15.74% |
| 127.40 | 2.00% | 9.24 | -10.58% |
| 126.15 | 1.00% | 9.78 | -5.35% |
| 124.90 | 0.00% | 10.33 | 0.00% |
| 123.65 | -1.00% | 10.88 | 5.37% |
| 122.40 | -2.00% | 11.45 | 10.84% |
| 121.15 | -3.00% | 12.02 | 16.41% |
| 119.90 | -4.00% | 12.61 | 22.06% |
| 118.66 | -5.00% | 13.20 | 27.80% |
| 117.41 | -6.00% | 13.80 | 33.62% |
| 116.16 | -7.00% | 14.42 | 39.55% |
| 114.91 | -8.00% | 15.04 | 45.57% |
| 113.66 | -9.00% | 15.67 | 51.69% |
| 112.41 | -10.00% | 16.31 | 57.91% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 11.26 | 9.00% | 122.82 | -1.67% |
| 11.16 | 8.00% | 123.05 | -1.48% |
| 11.05 | 7.00% | 123.28 | -1.30% |
| 10.95 | 6.00% | 123.51 | -1.12% |
| 10.85 | 5.00% | 123.73 | -0.93% |
| 10.74 | 4.00% | 123.97 | -0.75% |
| 10.64 | 3.00% | 124.20 | -0.56% |
| 10.54 | 2.00% | 124.43 | -0.38% |
| 10.43 | 1.00% | 124.66 | -0.19% |
| 10.33 | 0.00% | 124.90 | 0.00% |
| 10.23 | -1.00% | 125.13 | 0.18% |
| 10.12 | -2.00% | 125.36 | 0.37% |
| 10.02 | -3.00% | 125.60 | 0.56% |
| 9.92 | -4.00% | 125.83 | 0.75% |
| 9.81 | -5.00% | 126.07 | 0.93% |
| 9.71 | -6.00% | 126.30 | 1.12% |
| 9.61 | -7.00% | 126.54 | 1.31% |
| 9.50 | -8.00% | 126.78 | 1.50% |
| 9.40 | -9.00% | 127.02 | 1.70% |
| Desarrollo TIR 10.33% | ||||
|---|---|---|---|---|
| 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 1.5195 x 100.00% x 100.00]/[(1+10.33)^(718/360)] | 0.00 | i |
| 2027-03-31 | [CER x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1.5195 x 1 x 100.00]/[(1+10.33)^(718/360)] | 124.89 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-04-02 | (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 (312/1030) | 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) | (718 / 360) | 1.99 | [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)] | [1.5195 x 1 x 100.00]/[(1+10.33)^(718/360)]+[(0 x (1030/360)) x 1.5195 x 100.00% x 100.00]/[(1+10.33)^(718/360)] | 124.90 | 1.00 | 1.99 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.99 | 1.99 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.99)/(1 + 10.33/100) | 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)] | (718 / 360) ^ 2 + (718 / 360) | 5.97 | [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)] | [1.5195 x 1 x 100.00]/[(1+10.33)^(718/360)]+[(0 x (1030/360)) x 1.5195 x 100.00% x 100.00]/[(1+10.33)^(718/360)] | 124.90 | 745.92 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [124.9 x ((1 + 10.3276875) ^ 2)]] x 745.92] | 4.91 |
| Desarrollo CER | |||
|---|---|---|---|
| Fecha | CER | ||
| 2024-05-06 | 361.3176 | ||
| 2025-03-19 | 549.0052 | ||
| CER Final/ CER Inicial | 1.5195 | ||
| 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 |