| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-06-30 | 0.00 | 0.00 | 0.00 | 232.28 | 232.28 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | TZX25 | Valor Tecnico | 232.28 | Semana TIR | 47.74% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -287.01% |
| Tipo | Soberano | Paridad | 100.74% | Semestre TIR | -178.17% |
| País | Argentina | TIR | -5.06% | 1ero Enero TIR | -161.18% |
| Mercado | BYMA | Macaulay Dur. | 0.14 | Año TIR | 52.64% |
| Moneda | ARS | Modified Dur. | 0.15 | Semana Precio | 0.13% |
| Fecha/Hora | 2025-05-09 13:30:07 | Effective Dur. | -0.01 | Mes Precio | 4.16% |
| Volumen | 1126541853 | Convexidad | 0.18 | Semestre Precio | 22.83% |
| Precio | 234.00 | Int. Corrido | 0.00 | 1ero Enero Precio | 16.59% |
| Variación | 0.17% | Cupon | 232.28 | Año Precio | 44.44% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 257.40 | 10.00% | -51.55 | 918.85% |
| 255.06 | 9.00% | -48.33 | 855.10% |
| 252.72 | 8.00% | -44.85 | 786.46% |
| 250.38 | 7.00% | -41.11 | 712.50% |
| 248.04 | 6.00% | -37.08 | 632.74% |
| 245.70 | 5.00% | -32.72 | 546.69% |
| 243.36 | 4.00% | -28.02 | 453.77% |
| 241.02 | 3.00% | -22.94 | 353.37% |
| 238.68 | 2.00% | -17.45 | 244.79% |
| 236.34 | 1.00% | -11.50 | 127.30% |
| 234.00 | 0.00% | -5.06 | 0.00% |
| 231.66 | -1.00% | 1.92 | -137.90% |
| 229.32 | -2.00% | 9.49 | -287.55% |
| 226.98 | -3.00% | 17.71 | -450.02% |
| 224.64 | -4.00% | 26.64 | -626.56% |
| 222.30 | -5.00% | 36.36 | -818.56% |
| 219.96 | -6.00% | 46.94 | -1027.57% |
| 217.62 | -7.00% | 58.46 | -1255.28% |
| 215.28 | -8.00% | 71.02 | -1503.62% |
| 212.94 | -9.00% | 84.74 | -1774.69% |
| 210.60 | -10.00% | 99.73 | -2070.87% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| -4.60 | -9.00% | 233.84 | -0.07% |
| -4.66 | -8.00% | 233.86 | -0.06% |
| -4.71 | -7.00% | 233.88 | -0.05% |
| -4.76 | -6.00% | 233.89 | -0.05% |
| -4.81 | -5.00% | 233.91 | -0.04% |
| -4.86 | -4.00% | 233.93 | -0.03% |
| -4.91 | -3.00% | 233.95 | -0.02% |
| -4.96 | -2.00% | 233.96 | -0.02% |
| -5.01 | -1.00% | 233.98 | -0.01% |
| -5.06 | 0.00% | 234.00 | 0.00% |
| -5.11 | 1.00% | 234.02 | 0.01% |
| -5.16 | 2.00% | 234.03 | 0.01% |
| -5.21 | 3.00% | 234.05 | 0.02% |
| -5.26 | 4.00% | 234.07 | 0.03% |
| -5.31 | 5.00% | 234.09 | 0.04% |
| -5.36 | 6.00% | 234.11 | 0.05% |
| -5.41 | 7.00% | 234.12 | 0.05% |
| -5.46 | 8.00% | 234.14 | 0.06% |
| -5.52 | 9.00% | 234.16 | 0.07% |
| Desarrollo TIR -5.06% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-06-30 | [(TNA x (Dias entre Cupones/Año)) x CER x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0 x (482/360)) x 2.3228 x 100.00% x 100.00]/[(1+-5.06)^(51/360)] | 0.00 | i |
| 2025-06-30 | [CER x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [2.3228 x 1 x 100.00]/[(1+-5.06)^(51/360)] | 234.00 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-09 | (TNA x (Dias entre Cupones/Año)) x CER x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0 x (482/360)) x 2.32 x 1 x 100.00 x (431/482) | 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. | |
| 2025-06-30 | (Dias para cupon / Dias Año) | (51 / 360) | 0.14 | [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)] | [2.3228 x 1 x 100.00]/[(1+-5.06)^(51/360)]+[(0 x (482/360)) x 2.3228 x 100.00% x 100.00]/[(1+-5.06)^(51/360)] | 234.00 | 1.00 | 0.14 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.14 | 0.14 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.14)/(1 + -5.06/100) | 0.15 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (234.02 - 233.98 )/( 2 x 234 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. |
| 2025-06-30 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (51 / 360) ^ 2 + (51 / 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)] | [2.3228 x 1 x 100.00]/[(1+-5.06)^(51/360)]+[(0 x (482/360)) x 2.3228 x 100.00% x 100.00]/[(1+-5.06)^(51/360)] | 234.00 | 37.85 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [234 x ((1 + -5.0613124999999) ^ 2)]] x 37.85] | 0.18 |
| Desarrollo CER | |||
|---|---|---|---|
| Fecha | CER | ||
| 2024-02-14 | 244.2234 | ||
| 2025-04-25 | 567.2924 | ||
| CER Final/ CER Inicial | 2.3228 | ||
| F. de Emision | 2024-02-28 | ||
| F. de Vencimiento | 2025-06-30 | ||
| Ajuste | CER | ||
| Dias previos para calculo ajuste o interes | 10 | ||
| Capital | íntegra al vencimiento. El capital será ajustado conforme lo estipulado en la cláusula "Ajuste de Capital". | ||
| Interes | cero cupón (0) -a descuento-. | ||
| Frecuencia | Sin interes. | ||
| ISIN | AR0796212790 |