| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2027-03-31 | 0.00 | 0.00 | 0.00 | 157.01 | 157.01 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | TZXM7 | Valor Tecnico | 157.01 | Semana TIR | -12.80% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -23.42% |
| Tipo | Soberano | Paridad | 84.87% | Semestre TIR | 22.43% |
| País | Argentina | TIR | 9.06% | 1ero Enero TIR | 1.68% |
| Mercado | BYMA | Macaulay Dur. | 1.89 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 1.73 | Semana Precio | 3.70% |
| Fecha/Hora | 2025-05-09 13:08:24 | Effective Dur. | 0.16 | Mes Precio | 8.78% |
| Volumen | 49388588 | Convexidad | 4.60 | Semestre Precio | 17.92% |
| Precio | 133.25 | Int. Corrido | 0.00 | 1ero Enero Precio | 14.38% |
| Variación | 1.10% | Cupon | 157.01 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 146.57 | 10.00% | 3.70 | -59.14% |
| 145.24 | 9.00% | 4.20 | -53.60% |
| 143.91 | 8.00% | 4.71 | -47.99% |
| 142.58 | 7.00% | 5.23 | -42.29% |
| 141.25 | 6.00% | 5.75 | -36.51% |
| 139.91 | 5.00% | 6.28 | -30.65% |
| 138.58 | 4.00% | 6.82 | -24.70% |
| 137.25 | 3.00% | 7.37 | -18.66% |
| 135.91 | 2.00% | 7.93 | -12.53% |
| 134.58 | 1.00% | 8.49 | -6.31% |
| 133.25 | 0.00% | 9.06 | 0.00% |
| 131.92 | -1.00% | 9.64 | 6.42% |
| 130.59 | -2.00% | 10.23 | 12.93% |
| 129.25 | -3.00% | 10.83 | 19.54% |
| 127.92 | -4.00% | 11.44 | 26.26% |
| 126.59 | -5.00% | 12.06 | 33.09% |
| 125.25 | -6.00% | 12.69 | 40.03% |
| 123.92 | -7.00% | 13.33 | 47.08% |
| 122.59 | -8.00% | 13.98 | 54.25% |
| 121.26 | -9.00% | 14.64 | 61.54% |
| 119.92 | -10.00% | 15.31 | 68.95% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 9.88 | 9.00% | 131.39 | -1.40% |
| 9.78 | 8.00% | 131.59 | -1.25% |
| 9.69 | 7.00% | 131.80 | -1.09% |
| 9.60 | 6.00% | 132.00 | -0.94% |
| 9.51 | 5.00% | 132.21 | -0.78% |
| 9.42 | 4.00% | 132.42 | -0.63% |
| 9.33 | 3.00% | 132.62 | -0.47% |
| 9.24 | 2.00% | 132.83 | -0.31% |
| 9.15 | 1.00% | 133.04 | -0.16% |
| 9.06 | 0.00% | 133.25 | 0.00% |
| 8.97 | -1.00% | 133.46 | 0.16% |
| 8.88 | -2.00% | 133.67 | 0.32% |
| 8.79 | -3.00% | 133.88 | 0.47% |
| 8.70 | -4.00% | 134.09 | 0.63% |
| 8.61 | -5.00% | 134.30 | 0.79% |
| 8.52 | -6.00% | 134.52 | 0.95% |
| 8.43 | -7.00% | 134.73 | 1.11% |
| 8.34 | -8.00% | 134.94 | 1.27% |
| 8.24 | -9.00% | 135.16 | 1.43% |
| Desarrollo TIR 9.06% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2027-03-31 | [(TNA x (Dias entre Cupones/Año)) x CER x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0 x (1030/360)) x 1.5701 x 100.00% x 100.00]/[(1+9.06)^(681/360)] | 0.00 | i |
| 2027-03-31 | [CER x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1.5701 x 1 x 100.00]/[(1+9.06)^(681/360)] | 133.25 | 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 (1030/360)) x 1.57 x 1 x 100.00 x (349/1030) | 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. | |
| 2027-03-31 | (Dias para cupon / Dias Año) | (681 / 360) | 1.89 | [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)] | [1.5701 x 1 x 100.00]/[(1+9.06)^(681/360)]+[(0 x (1030/360)) x 1.5701 x 100.00% x 100.00]/[(1+9.06)^(681/360)] | 133.25 | 1.00 | 1.89 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.89 | 1.89 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.89)/(1 + 9.06/100) | 1.73 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (133.04 - 133.46 )/( 2 x 133.25 x 0.01) | 0.16 |
| 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. |
| 2027-03-31 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (681 / 360) ^ 2 + (681 / 360) | 5.47 | [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)] | [1.5701 x 1 x 100.00]/[(1+9.06)^(681/360)]+[(0 x (1030/360)) x 1.5701 x 100.00% x 100.00]/[(1+9.06)^(681/360)] | 133.25 | 728.87 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [133.25 x ((1 + 9.061) ^ 2)]] x 728.87] | 4.60 |
| Desarrollo CER | |||
|---|---|---|---|
| Fecha | CER | ||
| 2024-05-06 | 361.3176 | ||
| 2025-04-25 | 567.2924 | ||
| CER Final/ CER Inicial | 1.5701 | ||
| F. de Emision | 2024-05-20 | ||
| F. de Vencimiento | 2027-03-31 | ||
| 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 | Cupón cero | ||
| ISIN | AR0465885959 |