| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2026-03-31 | 0.00 | 0.00 | 0.00 | 168.32 | 168.32 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | TZXM6 | Valor Tecnico | 168.32 | Semana TIR | -20.61% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -23.37% |
| Tipo | Soberano | Paridad | 93.75% | Semestre TIR | -19.33% |
| País | Argentina | TIR | 7.51% | 1ero Enero TIR | -18.19% |
| Mercado | BYMA | Macaulay Dur. | 0.89 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.83 | Semana Precio | 2.97% |
| Fecha/Hora | 2025-05-09 14:43:14 | Effective Dur. | 0.06 | Mes Precio | 5.55% |
| Volumen | 6084267940 | Convexidad | 1.46 | Semestre Precio | 24.30% |
| Precio | 157.80 | Int. Corrido | 0.00 | 1ero Enero Precio | 16.37% |
| Variación | 0.64% | Cupon | 168.32 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 173.58 | 10.00% | -3.39 | -144.99% |
| 172.00 | 9.00% | -2.40 | -131.80% |
| 170.42 | 8.00% | -1.38 | -118.35% |
| 168.85 | 7.00% | -0.35 | -104.64% |
| 167.27 | 6.00% | 0.71 | -90.65% |
| 165.69 | 5.00% | 1.78 | -76.37% |
| 164.11 | 4.00% | 2.88 | -61.81% |
| 162.53 | 3.00% | 4.00 | -46.94% |
| 160.96 | 2.00% | 5.14 | -31.77% |
| 159.38 | 1.00% | 6.31 | -16.27% |
| 157.80 | 0.00% | 7.51 | 0.00% |
| 156.22 | -1.00% | 8.72 | 15.71% |
| 154.64 | -2.00% | 9.97 | 32.22% |
| 153.07 | -3.00% | 11.24 | 49.09% |
| 151.49 | -4.00% | 12.54 | 66.35% |
| 149.91 | -5.00% | 13.87 | 83.97% |
| 148.33 | -6.00% | 15.23 | 102.01% |
| 146.75 | -7.00% | 16.62 | 120.44% |
| 145.18 | -8.00% | 18.04 | 139.32% |
| 143.60 | -9.00% | 19.50 | 158.62% |
| 142.02 | -10.00% | 20.99 | 178.38% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 8.22 | 9.00% | 156.87 | -0.59% |
| 8.14 | 8.00% | 156.97 | -0.53% |
| 8.07 | 7.00% | 157.07 | -0.46% |
| 7.99 | 6.00% | 157.17 | -0.40% |
| 7.92 | 5.00% | 157.26 | -0.34% |
| 7.84 | 4.00% | 157.36 | -0.28% |
| 7.77 | 3.00% | 157.46 | -0.22% |
| 7.69 | 2.00% | 157.56 | -0.15% |
| 7.62 | 1.00% | 157.66 | -0.09% |
| 7.54 | 0.00% | 157.80 | 0.00% |
| 7.46 | -1.00% | 157.85 | 0.03% |
| 7.39 | -2.00% | 157.95 | 0.10% |
| 7.31 | -3.00% | 158.05 | 0.16% |
| 7.24 | -4.00% | 158.15 | 0.22% |
| 7.16 | -5.00% | 158.25 | 0.29% |
| 7.09 | -6.00% | 158.35 | 0.35% |
| 7.01 | -7.00% | 158.45 | 0.41% |
| 6.94 | -8.00% | 158.55 | 0.47% |
| 6.86 | -9.00% | 158.65 | 0.54% |
| Desarrollo TIR 7.51% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2026-03-31 | [(TNA x (Dias entre Cupones/Año)) x CER x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0 x (690/360)) x 1.6832 x 100.00% x 100.00]/[(1+7.51)^(321/360)] | 0.00 | i |
| 2026-03-31 | [CER x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1.6832 x 1 x 100.00]/[(1+7.51)^(321/360)] | 157.79 | 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 (690/360)) x 1.68 x 1 x 100.00 x (369/690) | 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. | |
| 2026-03-31 | (Dias para cupon / Dias Año) | (321 / 360) | 0.89 | [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)] | [1.6832 x 1 x 100.00]/[(1+7.51)^(321/360)]+[(0 x (690/360)) x 1.6832 x 100.00% x 100.00]/[(1+7.51)^(321/360)] | 157.80 | 1.00 | 0.89 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.89 | 0.89 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.89)/(1 + 7.51/100) | 0.83 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (157.70 - 157.90 )/( 2 x 157.8 x 0.01) | 0.06 |
| 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. |
| 2026-03-31 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (321 / 360) ^ 2 + (321 / 360) | 1.69 | [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)] | [1.6832 x 1 x 100.00]/[(1+7.51)^(321/360)]+[(0 x (690/360)) x 1.6832 x 100.00% x 100.00]/[(1+7.51)^(321/360)] | 157.80 | 266.17 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [157.8 x ((1 + 7.5056875000001) ^ 2)]] x 266.17] | 1.46 |
| Desarrollo CER | |||
|---|---|---|---|
| Fecha | CER | ||
| 2024-04-16 | 337.0341 | ||
| 2025-04-25 | 567.2924 | ||
| CER Final/ CER Inicial | 1.6832 | ||
| F. de Emision | 2024-04-30 | ||
| F. de Vencimiento | 2026-03-31 | ||
| 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 | Cero cupón | ||
| ISIN | AR0889577216 |