| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2026-10-30 | 0.00 | 0.00 | 0.00 | 118.58 | 118.58 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | TZXO6 | Valor Tecnico | 118.58 | Semana TIR | -8.57% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -18.18% |
| Tipo | Soberano | Paridad | 87.87% | Semestre TIR | 1.44% |
| País | Argentina | TIR | 9.18% | 1ero Enero TIR | -0.22% |
| Mercado | BYMA | Macaulay Dur. | 1.47 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 1.35 | Semana Precio | 2.91% |
| Fecha/Hora | 2025-05-09 17:00:10 | Effective Dur. | 0.12 | Mes Precio | 6.87% |
| Volumen | 3505487635 | Convexidad | 3.05 | Semestre Precio | 22.59% |
| Precio | 104.20 | Int. Corrido | 0.00 | 1ero Enero Precio | 15.27% |
| Variación | -0.24% | Cupon | 118.58 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 114.62 | 10.00% | 2.33 | -74.58% |
| 113.58 | 9.00% | 2.97 | -67.64% |
| 112.54 | 8.00% | 3.62 | -60.60% |
| 111.49 | 7.00% | 4.27 | -53.44% |
| 110.45 | 6.00% | 4.94 | -46.17% |
| 109.41 | 5.00% | 5.62 | -38.80% |
| 108.37 | 4.00% | 6.31 | -31.29% |
| 107.33 | 3.00% | 7.01 | -23.67% |
| 106.28 | 2.00% | 7.72 | -15.91% |
| 105.24 | 1.00% | 8.44 | -8.03% |
| 104.20 | 0.00% | 9.18 | 0.00% |
| 103.16 | -1.00% | 9.92 | 8.11% |
| 102.12 | -2.00% | 10.69 | 16.40% |
| 101.07 | -3.00% | 11.46 | 24.83% |
| 100.03 | -4.00% | 12.25 | 33.41% |
| 98.99 | -5.00% | 13.05 | 42.14% |
| 97.95 | -6.00% | 13.86 | 51.02% |
| 96.91 | -7.00% | 14.69 | 60.06% |
| 95.86 | -8.00% | 15.54 | 69.27% |
| 94.82 | -9.00% | 16.40 | 78.65% |
| 93.78 | -10.00% | 17.28 | 88.21% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 10.01 | 9.00% | 103.05 | -1.11% |
| 9.91 | 8.00% | 103.17 | -0.99% |
| 9.82 | 7.00% | 103.30 | -0.86% |
| 9.73 | 6.00% | 103.43 | -0.74% |
| 9.64 | 5.00% | 103.55 | -0.62% |
| 9.55 | 4.00% | 103.68 | -0.50% |
| 9.46 | 3.00% | 103.81 | -0.37% |
| 9.36 | 2.00% | 103.94 | -0.25% |
| 9.27 | 1.00% | 104.07 | -0.13% |
| 9.18 | 0.00% | 104.20 | 0.00% |
| 9.09 | -1.00% | 104.32 | 0.12% |
| 9.00 | -2.00% | 104.45 | 0.24% |
| 8.90 | -3.00% | 104.58 | 0.37% |
| 8.81 | -4.00% | 104.71 | 0.49% |
| 8.72 | -5.00% | 104.84 | 0.62% |
| 8.63 | -6.00% | 104.97 | 0.74% |
| 8.54 | -7.00% | 105.11 | 0.87% |
| 8.45 | -8.00% | 105.24 | 0.99% |
| 8.35 | -9.00% | 105.37 | 1.12% |
| Desarrollo TIR 9.18% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2026-10-30 | [(TNA x (Dias entre Cupones/Año)) x CER x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0 x (720/360)) x 1.1858 x 100.00% x 100.00]/[(1+9.18)^(530/360)] | 0.00 | i |
| 2026-10-30 | [CER x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1.1858 x 1 x 100.00]/[(1+9.18)^(530/360)] | 104.20 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-10 | (TNA x (Dias entre Cupones/Año)) x CER x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0 x (720/360)) x 1.19 x 1 x 100.00 x (190/720) | 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. | |
| 2026-10-30 | (Dias para cupon / Dias Año) | (530 / 360) | 1.47 | [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)] | [1.1858 x 1 x 100.00]/[(1+9.18)^(530/360)]+[(0 x (720/360)) x 1.1858 x 100.00% x 100.00]/[(1+9.18)^(530/360)] | 104.20 | 1.00 | 1.47 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.47 | 1.47 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.47)/(1 + 9.18/100) | 1.35 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (104.07 - 104.33 )/( 2 x 104.2 x 0.01) | 0.12 |
| 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. |
| 2026-10-30 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (530 / 360) ^ 2 + (530 / 360) | 3.64 | [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)] | [1.1858 x 1 x 100.00]/[(1+9.18)^(530/360)]+[(0 x (720/360)) x 1.1858 x 100.00% x 100.00]/[(1+9.18)^(530/360)] | 104.20 | 379.25 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [104.2 x ((1 + 9.1776874999999) ^ 2)]] x 379.25] | 3.05 |
| Desarrollo CER | |||
|---|---|---|---|
| Fecha | CER | ||
| 2024-10-17 | 480.1526 | ||
| 2025-04-28 | 569.3573 | ||
| CER Final/ CER Inicial | 1.1858 | ||
| F. de Emision | 2024-10-31 | ||
| F. de Vencimiento | 2026-10-30 | ||
| 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 | AR0881212424 |