| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-05-30 | 0.00 | 0.00 | 0.00 | 114.25 | 114.25 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | TZXY5 | Valor Tecnico | 114.25 | Semana TIR | -142.78% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -168.86% |
| Tipo | Soberano | Paridad | 100.26% | Semestre TIR | S/D |
| País | Argentina | TIR | -1.57% | 1ero Enero TIR | -130.19% |
| Mercado | BYMA | Macaulay Dur. | 0.16 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.17 | Semana Precio | 1.46% |
| Fecha/Hora | 2025-04-01 17:00:12 | Effective Dur. | -0.00 | Mes Precio | 3.38% |
| Volumen | 3673606002 | Convexidad | 0.20 | Semestre Precio | S/D |
| Precio | 114.55 | Int. Corrido | 0.00 | 1ero Enero Precio | 10.14% |
| Variación | 0.39% | Cupon | 114.25 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 126.00 | 10.00% | -44.98 | 2764.81% |
| 124.86 | 9.00% | -41.82 | 2563.96% |
| 123.71 | 8.00% | -38.46 | 2349.59% |
| 122.57 | 7.00% | -34.86 | 2120.68% |
| 121.42 | 6.00% | -31.02 | 1876.02% |
| 120.28 | 5.00% | -26.92 | 1614.43% |
| 119.13 | 4.00% | -22.52 | 1334.55% |
| 117.99 | 3.00% | -17.82 | 1034.88% |
| 116.84 | 2.00% | -12.78 | 713.85% |
| 115.70 | 1.00% | -7.37 | 369.60% |
| 114.55 | 0.00% | -1.57 | 0.00% |
| 113.40 | -1.00% | 4.65 | -396.16% |
| 112.26 | -2.00% | 11.34 | -822.12% |
| 111.11 | -3.00% | 18.53 | -1280.10% |
| 109.97 | -4.00% | 26.26 | -1772.91% |
| 108.82 | -5.00% | 34.59 | -2303.50% |
| 107.68 | -6.00% | 43.57 | -2875.35% |
| 106.53 | -7.00% | 53.25 | -3491.99% |
| 105.39 | -8.00% | 63.70 | -4157.63% |
| 104.24 | -9.00% | 74.99 | -4876.66% |
| 103.09 | -10.00% | 87.20 | -5654.08% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| -1.43 | -9.00% | 114.52 | -0.02% |
| -1.44 | -8.00% | 114.53 | -0.02% |
| -1.46 | -7.00% | 114.53 | -0.02% |
| -1.48 | -6.00% | 114.53 | -0.02% |
| -1.49 | -5.00% | 114.53 | -0.01% |
| -1.51 | -4.00% | 114.54 | -0.01% |
| -1.52 | -3.00% | 114.54 | -0.01% |
| -1.54 | -2.00% | 114.54 | -0.01% |
| -1.55 | -1.00% | 114.55 | 0.00% |
| -1.57 | 0.00% | 114.55 | 0.00% |
| -1.59 | 1.00% | 114.55 | 0.00% |
| -1.60 | 2.00% | 114.55 | 0.00% |
| -1.62 | 3.00% | 114.56 | 0.01% |
| -1.63 | 4.00% | 114.56 | 0.01% |
| -1.65 | 5.00% | 114.56 | 0.01% |
| -1.66 | 6.00% | 114.57 | 0.01% |
| -1.68 | 7.00% | 114.57 | 0.02% |
| -1.70 | 8.00% | 114.57 | 0.02% |
| -1.71 | 9.00% | 114.58 | 0.02% |
| Desarrollo TIR -1.57% | ||||
|---|---|---|---|---|
| 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 1.1425 x 100.00% x 100.00]/[(1+-1.57)^(59/360)] | 0.00 | i |
| 2025-05-30 | [CER x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1.1425 x 1 x 100.00]/[(1+-1.57)^(59/360)] | 114.55 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-04-01 | (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 (151/210) | 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) | (59 / 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)] | [1.1425 x 1 x 100.00]/[(1+-1.57)^(59/360)]+[(0 x (210/360)) x 1.1425 x 100.00% x 100.00]/[(1+-1.57)^(59/360)] | 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 + -1.57/100) | 0.17 |
| 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)] | (59 / 360) ^ 2 + (59 / 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)] | [1.1425 x 1 x 100.00]/[(1+-1.57)^(59/360)]+[(0 x (210/360)) x 1.1425 x 100.00% x 100.00]/[(1+-1.57)^(59/360)] | 114.55 | 21.85 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [114.55 x ((1 + -1.5743125) ^ 2)]] x 21.85] | 0.20 |
| Desarrollo CER | |||
|---|---|---|---|
| Fecha | CER | ||
| 2024-10-17 | 480.1526 | ||
| 2025-03-18 | 548.5854 | ||
| CER Final/ CER Inicial | 1.1425 | ||
| 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 |