| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-05-30 | 0.00 | 0.00 | 0.00 | 116.28 | 116.28 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | TZXY5 | Valor Tecnico | 116.28 | Semana TIR | -40.00% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -450.95% |
| Tipo | Soberano | Paridad | 101.35% | Semestre TIR | S/D |
| País | Argentina | TIR | -12.88% | 1ero Enero TIR | -347.69% |
| Mercado | BYMA | Macaulay Dur. | 0.10 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.11 | Semana Precio | 0.73% |
| Fecha/Hora | 2025-04-25 16:53:53 | Effective Dur. | -0.01 | Mes Precio | 4.38% |
| Volumen | 14408453520 | Convexidad | 0.14 | Semestre Precio | S/D |
| Precio | 117.85 | Int. Corrido | 0.00 | 1ero Enero Precio | 13.32% |
| Variación | 0.17% | Cupon | 116.28 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 129.63 | 10.00% | -67.31 | 422.63% |
| 128.46 | 9.00% | -64.09 | 397.63% |
| 127.28 | 8.00% | -60.52 | 369.91% |
| 126.10 | 7.00% | -56.56 | 339.14% |
| 124.92 | 6.00% | -52.16 | 304.94% |
| 123.74 | 5.00% | -47.26 | 266.90% |
| 122.56 | 4.00% | -41.80 | 224.54% |
| 121.39 | 3.00% | -35.72 | 177.33% |
| 120.21 | 2.00% | -28.94 | 124.65% |
| 119.03 | 1.00% | -21.36 | 65.81% |
| 117.85 | 0.00% | -12.88 | 0.00% |
| 116.67 | -1.00% | -3.39 | -73.66% |
| 115.49 | -2.00% | 7.24 | -156.21% |
| 114.31 | -3.00% | 19.17 | -248.85% |
| 113.14 | -4.00% | 32.58 | -352.91% |
| 111.96 | -5.00% | 47.65 | -469.97% |
| 110.78 | -6.00% | 64.63 | -601.79% |
| 109.60 | -7.00% | 83.77 | -750.43% |
| 108.42 | -8.00% | 105.39 | -918.24% |
| 107.24 | -9.00% | 129.83 | -1107.96% |
| 106.06 | -10.00% | 157.49 | -1322.74% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| -11.72 | -9.00% | 117.70 | -0.13% |
| -11.85 | -8.00% | 117.72 | -0.11% |
| -11.98 | -7.00% | 117.73 | -0.10% |
| -12.11 | -6.00% | 117.75 | -0.09% |
| -12.24 | -5.00% | 117.77 | -0.07% |
| -12.36 | -4.00% | 117.78 | -0.06% |
| -12.49 | -3.00% | 117.80 | -0.04% |
| -12.62 | -2.00% | 117.82 | -0.03% |
| -12.75 | -1.00% | 117.83 | -0.01% |
| -12.88 | 0.00% | 117.85 | 0.00% |
| -13.01 | 1.00% | 117.87 | 0.01% |
| -13.14 | 2.00% | 117.88 | 0.03% |
| -13.27 | 3.00% | 117.90 | 0.04% |
| -13.40 | 4.00% | 117.92 | 0.06% |
| -13.52 | 5.00% | 117.93 | 0.07% |
| -13.65 | 6.00% | 117.95 | 0.09% |
| -13.78 | 7.00% | 117.97 | 0.10% |
| -13.91 | 8.00% | 117.99 | 0.12% |
| -14.04 | 9.00% | 118.00 | 0.13% |
| Desarrollo TIR -12.88% | ||||
|---|---|---|---|---|
| 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 1.1628 x 100.00% x 100.00]/[(1+-12.88)^(35/360)] | 0.00 | i |
| 2025-05-30 | [CER x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1.1628 x 1 x 100.00]/[(1+-12.88)^(35/360)] | 117.85 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-04-25 | (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 1.16 x 1 x 100.00 x (175/210) | 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) | (35 / 360) | 0.10 | [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)] | [1.1628 x 1 x 100.00]/[(1+-12.88)^(35/360)]+[(0 x (210/360)) x 1.1628 x 100.00% x 100.00]/[(1+-12.88)^(35/360)] | 117.85 | 1.00 | 0.10 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.10 | 0.10 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.10)/(1 + -12.88/100) | 0.11 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (117.87 - 117.83 )/( 2 x 117.85 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)] | (35 / 360) ^ 2 + (35 / 360) | 0.11 | [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)] | [1.1628 x 1 x 100.00]/[(1+-12.88)^(35/360)]+[(0 x (210/360)) x 1.1628 x 100.00% x 100.00]/[(1+-12.88)^(35/360)] | 117.85 | 12.57 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [117.85 x ((1 + -12.8813125) ^ 2)]] x 12.57] | 0.14 |
| Desarrollo CER | |||
|---|---|---|---|
| Fecha | CER | ||
| 2024-10-17 | 480.1526 | ||
| 2025-04-11 | 558.3238 | ||
| CER Final/ CER Inicial | 1.1628 | ||
| 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 |