| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-05-30 | 0.00 | 0.00 | 0.00 | 114.34 | 114.34 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | TZXY5 | Valor Tecnico | 114.34 | Semana TIR | -128.83% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -149.56% |
| Tipo | Soberano | Paridad | 100.18% | Semestre TIR | S/D |
| País | Argentina | TIR | -1.13% | 1ero Enero TIR | -121.73% |
| Mercado | BYMA | Macaulay Dur. | 0.16 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.16 | Semana Precio | 1.42% |
| Fecha/Hora | 2025-04-01 17:00:12 | Effective Dur. | -0.00 | Mes Precio | 3.38% |
| Volumen | 3673606002 | Convexidad | 0.19 | Semestre Precio | S/D |
| Precio | 114.55 | Int. Corrido | 0.00 | 1ero Enero Precio | 10.14% |
| Variación | 0.39% | Cupon | 114.34 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 126.00 | 10.00% | -45.28 | 3907.21% |
| 124.86 | 9.00% | -42.09 | 3624.80% |
| 123.71 | 8.00% | -38.68 | 3323.15% |
| 122.57 | 7.00% | -35.04 | 3000.59% |
| 121.42 | 6.00% | -31.14 | 2655.61% |
| 120.28 | 5.00% | -26.97 | 2286.33% |
| 119.13 | 4.00% | -22.50 | 1890.74% |
| 117.99 | 3.00% | -17.71 | 1466.86% |
| 116.84 | 2.00% | -12.57 | 1012.22% |
| 115.70 | 1.00% | -7.05 | 524.34% |
| 114.55 | 0.00% | -1.13 | 0.00% |
| 113.40 | -1.00% | 5.23 | -562.83% |
| 112.26 | -2.00% | 12.07 | -1168.58% |
| 111.11 | -3.00% | 19.44 | -1820.49% |
| 109.97 | -4.00% | 27.38 | -2522.74% |
| 108.82 | -5.00% | 35.93 | -3279.68% |
| 107.68 | -6.00% | 45.16 | -4096.29% |
| 106.53 | -7.00% | 55.12 | -4977.97% |
| 105.39 | -8.00% | 65.89 | -5930.73% |
| 104.24 | -9.00% | 77.53 | -6961.12% |
| 103.09 | -10.00% | 90.13 | -8076.52% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| -1.03 | -9.00% | 114.53 | -0.02% |
| -1.04 | -8.00% | 114.53 | -0.02% |
| -1.05 | -7.00% | 114.53 | -0.01% |
| -1.06 | -6.00% | 114.54 | -0.01% |
| -1.07 | -5.00% | 114.54 | -0.01% |
| -1.08 | -4.00% | 114.54 | -0.01% |
| -1.10 | -3.00% | 114.54 | -0.01% |
| -1.11 | -2.00% | 114.55 | 0.00% |
| -1.12 | -1.00% | 114.55 | 0.00% |
| -1.13 | 0.00% | 114.55 | 0.00% |
| -1.14 | 1.00% | 114.55 | 0.00% |
| -1.15 | 2.00% | 114.55 | 0.00% |
| -1.16 | 3.00% | 114.56 | 0.00% |
| -1.18 | 4.00% | 114.56 | 0.01% |
| -1.19 | 5.00% | 114.56 | 0.01% |
| -1.20 | 6.00% | 114.56 | 0.01% |
| -1.21 | 7.00% | 114.56 | 0.01% |
| -1.22 | 8.00% | 114.57 | 0.01% |
| -1.23 | 9.00% | 114.57 | 0.02% |
| Desarrollo TIR -1.13% | ||||
|---|---|---|---|---|
| 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 1.1434 x 100.00% x 100.00]/[(1+-1.13)^(58/360)] | 0.00 | i |
| 2025-05-30 | [CER x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1.1434 x 1 x 100.00]/[(1+-1.13)^(58/360)] | 114.55 | 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 (210/360)) x 1.14 x 1 x 100.00 x (152/210) | 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) | (58 / 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)] | [1.1434 x 1 x 100.00]/[(1+-1.13)^(58/360)]+[(0 x (210/360)) x 1.1434 x 100.00% x 100.00]/[(1+-1.13)^(58/360)] | 114.55 | 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 + -1.13/100) | 0.16 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (114.55 - 114.55 )/( 2 x 114.55 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)] | (58 / 360) ^ 2 + (58 / 360) | 0.19 | [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)] | [1.1434 x 1 x 100.00]/[(1+-1.13)^(58/360)]+[(0 x (210/360)) x 1.1434 x 100.00% x 100.00]/[(1+-1.13)^(58/360)] | 114.55 | 21.43 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [114.55 x ((1 + -1.1333125) ^ 2)]] x 21.43] | 0.19 |
| Desarrollo CER | |||
|---|---|---|---|
| Fecha | CER | ||
| 2024-10-17 | 480.1526 | ||
| 2025-03-19 | 549.0052 | ||
| CER Final/ CER Inicial | 1.1434 | ||
| 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 |