| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-05-30 | 0.00 | 0.00 | 0.00 | 114.43 | 114.43 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | TZXY5 | Valor Tecnico | 114.43 | Semana TIR | -69.92% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -68.86% |
| Tipo | Soberano | Paridad | 99.89% | Semestre TIR | S/D |
| País | Argentina | TIR | 0.71% | 1ero Enero TIR | -86.35% |
| Mercado | BYMA | Macaulay Dur. | 0.16 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.16 | Semana Precio | 0.84% |
| Fecha/Hora | 2025-04-03 16:52:38 | Effective Dur. | 0.00 | Mes Precio | 3.16% |
| Volumen | 2973695480 | Convexidad | 0.18 | Semestre Precio | S/D |
| Precio | 114.30 | Int. Corrido | 0.00 | 1ero Enero Precio | 9.90% |
| Variación | -0.22% | Cupon | 114.43 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 125.73 | 10.00% | -44.84 | -6415.35% |
| 124.59 | 9.00% | -41.56 | -5954.18% |
| 123.44 | 8.00% | -38.06 | -5460.85% |
| 122.30 | 7.00% | -34.31 | -4932.93% |
| 121.16 | 6.00% | -30.30 | -4367.64% |
| 120.02 | 5.00% | -26.00 | -3762.12% |
| 118.87 | 4.00% | -21.39 | -3112.76% |
| 117.73 | 3.00% | -16.44 | -2416.12% |
| 116.59 | 2.00% | -11.13 | -1668.13% |
| 115.44 | 1.00% | -5.43 | -864.55% |
| 114.30 | 0.00% | 0.71 | 0.00% |
| 113.16 | -1.00% | 7.31 | 928.92% |
| 112.01 | -2.00% | 14.41 | 1929.80% |
| 110.87 | -3.00% | 22.07 | 3008.13% |
| 109.73 | -4.00% | 30.32 | 4170.97% |
| 108.58 | -5.00% | 39.23 | 5425.91% |
| 107.44 | -6.00% | 48.86 | 6781.44% |
| 106.30 | -7.00% | 59.26 | 8246.59% |
| 105.16 | -8.00% | 70.51 | 9831.64% |
| 104.01 | -9.00% | 82.70 | 11547.89% |
| 102.87 | -10.00% | 95.91 | 13407.88% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 0.77 | 9.00% | 114.29 | -0.01% |
| 0.77 | 8.00% | 114.29 | -0.01% |
| 0.76 | 7.00% | 114.29 | -0.01% |
| 0.75 | 6.00% | 114.29 | -0.01% |
| 0.75 | 5.00% | 114.29 | -0.01% |
| 0.74 | 4.00% | 114.29 | -0.01% |
| 0.73 | 3.00% | 114.30 | 0.00% |
| 0.72 | 2.00% | 114.30 | 0.00% |
| 0.72 | 1.00% | 114.30 | 0.00% |
| 0.71 | 0.00% | 114.30 | 0.00% |
| 0.70 | -1.00% | 114.30 | 0.00% |
| 0.70 | -2.00% | 114.30 | 0.00% |
| 0.69 | -3.00% | 114.30 | 0.00% |
| 0.68 | -4.00% | 114.30 | 0.00% |
| 0.67 | -5.00% | 114.31 | 0.00% |
| 0.67 | -6.00% | 114.31 | 0.01% |
| 0.66 | -7.00% | 114.31 | 0.01% |
| 0.65 | -8.00% | 114.31 | 0.01% |
| 0.65 | -9.00% | 114.31 | 0.01% |
| Desarrollo TIR 0.71% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-05-30 | [(TNA x (Dias entre Cupones/Año)) x CER x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0 x (210/360)) x 1.1443 x 100.00% x 100.00]/[(1+0.71)^(57/360)] | 0.00 | i |
| 2025-05-30 | [CER x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1.1443 x 1 x 100.00]/[(1+0.71)^(57/360)] | 114.30 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-04-03 | (TNA x (Dias entre Cupones/Año)) x CER x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0 x (210/360)) x 1.14 x 1 x 100.00 x (153/210) | 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. | |
| 2025-05-30 | (Dias para cupon / Dias Año) | (57 / 360) | 0.16 | [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)] | [1.1443 x 1 x 100.00]/[(1+0.71)^(57/360)]+[(0 x (210/360)) x 1.1443 x 100.00% x 100.00]/[(1+0.71)^(57/360)] | 114.30 | 1.00 | 0.16 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.16 | 0.16 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.16)/(1 + 0.71/100) | 0.16 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (114.30 - 114.30 )/( 2 x 114.3 x 0.01) | 0.00 |
| 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. |
| 2025-05-30 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (57 / 360) ^ 2 + (57 / 360) | 0.18 | [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)] | [1.1443 x 1 x 100.00]/[(1+0.71)^(57/360)]+[(0 x (210/360)) x 1.1443 x 100.00% x 100.00]/[(1+0.71)^(57/360)] | 114.30 | 20.96 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [114.3 x ((1 + 0.7056875) ^ 2)]] x 20.96] | 0.18 |
| Desarrollo CER | |||
|---|---|---|---|
| Fecha | CER | ||
| 2024-10-17 | 480.1526 | ||
| 2025-03-20 | 549.4254 | ||
| CER Final/ CER Inicial | 1.1443 | ||
| F. de Emision | 2024-10-31 | ||
| F. de Vencimiento | 2025-05-30 | ||
| 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 | Cupon cero | ||
| ISIN | AR0058584431 |