| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-05-30 | 0.00 | 0.00 | 0.00 | 111.97 | 111.97 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | TZXY5 | Valor Tecnico | 111.97 | Semana TIR | -21.16% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | 182.43% |
| Tipo | Soberano | Paridad | 99.13% | Semestre TIR | S/D |
| País | Argentina | TIR | 3.80% | 1ero Enero TIR | -26.92% |
| Mercado | BYMA | Macaulay Dur. | 0.23 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.22 | Semana Precio | 0.91% |
| Fecha/Hora | 2025-03-06 16:56:07 | Effective Dur. | 0.01 | Mes Precio | 0.00% |
| Volumen | 12125423280 | Convexidad | 0.27 | Semestre Precio | S/D |
| Precio | 111.00 | Int. Corrido | 0.00 | 1ero Enero Precio | 6.73% |
| Variación | 0.05% | Cupon | 111.97 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 122.10 | 10.00% | -31.01 | -915.93% |
| 120.99 | 9.00% | -28.25 | -843.47% |
| 119.88 | 8.00% | -25.36 | -767.40% |
| 118.77 | 7.00% | -22.33 | -687.50% |
| 117.66 | 6.00% | -19.14 | -603.57% |
| 116.55 | 5.00% | -15.78 | -515.35% |
| 115.44 | 4.00% | -12.26 | -422.56% |
| 114.33 | 3.00% | -8.55 | -324.96% |
| 113.22 | 2.00% | -4.64 | -222.19% |
| 112.11 | 1.00% | -0.53 | -113.95% |
| 111.00 | 0.00% | 3.80 | 0.00% |
| 109.89 | -1.00% | 8.37 | 120.32% |
| 108.78 | -2.00% | 13.19 | 247.15% |
| 107.67 | -3.00% | 18.28 | 381.00% |
| 106.56 | -4.00% | 23.65 | 522.35% |
| 105.45 | -5.00% | 29.32 | 671.69% |
| 104.34 | -6.00% | 35.32 | 829.60% |
| 103.23 | -7.00% | 41.67 | 996.62% |
| 102.12 | -8.00% | 48.39 | 1173.43% |
| 101.01 | -9.00% | 55.51 | 1360.67% |
| 99.90 | -10.00% | 63.05 | 1559.14% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 4.14 | 9.00% | 110.92 | -0.08% |
| 4.10 | 8.00% | 110.92 | -0.07% |
| 4.07 | 7.00% | 110.93 | -0.06% |
| 4.03 | 6.00% | 110.94 | -0.05% |
| 3.99 | 5.00% | 110.95 | -0.04% |
| 3.95 | 4.00% | 110.96 | -0.03% |
| 3.91 | 3.00% | 110.97 | -0.03% |
| 3.88 | 2.00% | 110.98 | -0.02% |
| 3.84 | 1.00% | 110.99 | -0.01% |
| 3.80 | 0.00% | 111.00 | 0.00% |
| 3.76 | -1.00% | 111.01 | 0.01% |
| 3.72 | -2.00% | 111.02 | 0.02% |
| 3.69 | -3.00% | 111.03 | 0.03% |
| 3.65 | -4.00% | 111.04 | 0.03% |
| 3.61 | -5.00% | 111.05 | 0.04% |
| 3.57 | -6.00% | 111.06 | 0.05% |
| 3.53 | -7.00% | 111.07 | 0.06% |
| 3.50 | -8.00% | 111.08 | 0.07% |
| 3.46 | -9.00% | 111.09 | 0.08% |
| Desarrollo TIR 3.80% | ||||
|---|---|---|---|---|
| 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 1.1197 x 100.00% x 100.00]/[(1+3.80)^(84/360)] | 0.00 | i |
| 2025-05-30 | [CER x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1.1197 x 1 x 100.00]/[(1+3.80)^(84/360)] | 111.00 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-03-06 | (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 1.12 x 1 x 100.00 x (126/210) | 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) | (84 / 360) | 0.23 | [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)] | [1.1197 x 1 x 100.00]/[(1+3.80)^(84/360)]+[(0 x (210/360)) x 1.1197 x 100.00% x 100.00]/[(1+3.80)^(84/360)] | 111.00 | 1.00 | 0.23 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.23 | 0.23 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.23)/(1 + 3.80/100) | 0.22 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (110.99 - 111.01 )/( 2 x 111 x 0.01) | 0.01 |
| 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)] | (84 / 360) ^ 2 + (84 / 360) | 0.29 | [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)] | [1.1197 x 1 x 100.00]/[(1+3.80)^(84/360)]+[(0 x (210/360)) x 1.1197 x 100.00% x 100.00]/[(1+3.80)^(84/360)] | 111.00 | 31.94 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [111 x ((1 + 3.803) ^ 2)]] x 31.94] | 0.27 |
| Desarrollo CER | |||
|---|---|---|---|
| Fecha | CER | ||
| 2024-10-17 | 480.1526 | ||
| 2025-02-20 | 537.6309 | ||
| CER Final/ CER Inicial | 1.1197 | ||
| 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 |