| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-05-30 | 0.00 | 0.00 | 0.00 | 103.64 | 103.64 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | TZXY5 | Valor Tecnico | 103.64 | Semana TIR | 3.83% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -4.48% |
| Tipo | Soberano | Paridad | 97.07% | Semestre TIR | S/D |
| País | Argentina | TIR | 6.24% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.49 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.46 | Semana Precio | 0.70% |
| Fecha/Hora | 2024-12-03 13:44:51 | Effective Dur. | 0.03 | Mes Precio | 4.25% |
| Volumen | 112819470 | Convexidad | 0.65 | Semestre Precio | S/D |
| Precio | 100.60 | Int. Corrido | 0.00 | 1ero Enero Precio | S/D |
| Variación | -0.79% | Cupon | 103.64 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 110.66 | 10.00% | -12.48 | -300.04% |
| 109.65 | 9.00% | -10.84 | -273.75% |
| 108.65 | 8.00% | -9.15 | -246.71% |
| 107.64 | 7.00% | -7.42 | -218.90% |
| 106.64 | 6.00% | -5.63 | -190.30% |
| 105.63 | 5.00% | -3.80 | -160.86% |
| 104.62 | 4.00% | -1.91 | -130.56% |
| 103.62 | 3.00% | 0.04 | -99.37% |
| 102.61 | 2.00% | 2.04 | -67.23% |
| 101.61 | 1.00% | 4.11 | -34.13% |
| 100.60 | 0.00% | 6.24 | 0.00% |
| 99.59 | -1.00% | 8.43 | 35.14% |
| 98.59 | -2.00% | 10.69 | 71.39% |
| 97.58 | -3.00% | 13.03 | 108.79% |
| 96.58 | -4.00% | 15.44 | 147.37% |
| 95.57 | -5.00% | 17.92 | 187.19% |
| 94.56 | -6.00% | 20.49 | 228.30% |
| 93.56 | -7.00% | 23.14 | 270.77% |
| 92.55 | -8.00% | 25.87 | 314.64% |
| 91.55 | -9.00% | 28.70 | 359.98% |
| 90.54 | -10.00% | 31.63 | 406.86% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 6.80 | 9.00% | 100.34 | -0.26% |
| 6.74 | 8.00% | 100.37 | -0.23% |
| 6.68 | 7.00% | 100.40 | -0.20% |
| 6.61 | 6.00% | 100.43 | -0.17% |
| 6.55 | 5.00% | 100.45 | -0.14% |
| 6.49 | 4.00% | 100.48 | -0.12% |
| 6.43 | 3.00% | 100.51 | -0.09% |
| 6.36 | 2.00% | 100.54 | -0.06% |
| 6.30 | 1.00% | 100.57 | -0.03% |
| 6.24 | 0.00% | 100.60 | 0.00% |
| 6.18 | -1.00% | 100.63 | 0.03% |
| 6.12 | -2.00% | 100.66 | 0.06% |
| 6.05 | -3.00% | 100.69 | 0.09% |
| 5.99 | -4.00% | 100.72 | 0.11% |
| 5.93 | -5.00% | 100.74 | 0.14% |
| 5.87 | -6.00% | 100.77 | 0.17% |
| 5.80 | -7.00% | 100.80 | 0.20% |
| 5.74 | -8.00% | 100.83 | 0.23% |
| 5.68 | -9.00% | 100.86 | 0.26% |
| Desarrollo TIR 6.24% | ||||
|---|---|---|---|---|
| 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 1.0364 x 100.00% x 100.00]/[(1+6.24)^(177/360)] | 0.00 | i |
| 2025-05-30 | [CER x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1.0364 x 1 x 100.00]/[(1+6.24)^(177/360)] | 100.60 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-12-03 | (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 1.04 x 1 x 100.00 x (33/210) | 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) | (177 / 360) | 0.49 | [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)] | [1.0364 x 1 x 100.00]/[(1+6.24)^(177/360)]+[(0 x (210/360)) x 1.0364 x 100.00% x 100.00]/[(1+6.24)^(177/360)] | 100.60 | 1.00 | 0.49 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.49 | 0.49 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.49)/(1 + 6.24/100) | 0.46 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (100.57 - 100.63 )/( 2 x 100.6 x 0.01) | 0.03 |
| 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)] | (177 / 360) ^ 2 + (177 / 360) | 0.73 | [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)] | [1.0364 x 1 x 100.00]/[(1+6.24)^(177/360)]+[(0 x (210/360)) x 1.0364 x 100.00% x 100.00]/[(1+6.24)^(177/360)] | 100.60 | 73.78 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [100.6 x ((1 + 6.2386875000001) ^ 2)]] x 73.78] | 0.65 |
| Desarrollo CER | ||
|---|---|---|
| Fecha | CER | |
| 2024-10-17 | 480.1526 | |
| 2024-11-19 | 497.6207 | |
| CER Final/ CER Inicial | 1.0364 | |
| 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 |