| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-05-30 | 0.00 | 0.00 | 0.00 | 118.15 | 118.15 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | TZXY5 | Valor Tecnico | 118.15 | Semana TIR | 6.46% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -459.59% |
| Tipo | Soberano | Paridad | 101.02% | Semestre TIR | -353.66% |
| País | Argentina | TIR | -15.93% | 1ero Enero TIR | -406.35% |
| Mercado | BYMA | Macaulay Dur. | 0.06 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.07 | Semana Precio | 0.55% |
| Fecha/Hora | 2025-05-09 14:02:55 | Effective Dur. | -0.01 | Mes Precio | 4.46% |
| Volumen | 501475775 | Convexidad | 0.09 | Semestre Precio | 22.41% |
| Precio | 119.35 | Int. Corrido | 0.00 | 1ero Enero Precio | 14.76% |
| Variación | 0.17% | Cupon | 118.15 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 131.28 | 10.00% | -83.59 | 424.74% |
| 130.09 | 9.00% | -80.81 | 407.28% |
| 128.90 | 8.00% | -77.52 | 386.66% |
| 127.70 | 7.00% | -73.64 | 362.27% |
| 126.51 | 6.00% | -69.04 | 333.37% |
| 125.32 | 5.00% | -63.57 | 299.08% |
| 124.12 | 4.00% | -57.08 | 258.31% |
| 122.93 | 3.00% | -49.35 | 209.78% |
| 121.74 | 2.00% | -40.13 | 151.90% |
| 120.54 | 1.00% | -29.11 | 82.74% |
| 119.35 | 0.00% | -15.93 | 0.00% |
| 118.16 | -1.00% | -0.12 | -99.26% |
| 116.96 | -2.00% | 18.87 | -218.46% |
| 115.77 | -3.00% | 41.72 | -361.90% |
| 114.58 | -4.00% | 69.27 | -534.85% |
| 113.38 | -5.00% | 102.56 | -743.79% |
| 112.19 | -6.00% | 142.84 | -996.70% |
| 111.00 | -7.00% | 191.71 | -1303.47% |
| 109.80 | -8.00% | 251.11 | -1676.33% |
| 108.61 | -9.00% | 323.46 | -2130.49% |
| 107.41 | -10.00% | 411.77 | -2684.88% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| -14.50 | -9.00% | 119.23 | -0.10% |
| -14.66 | -8.00% | 119.25 | -0.09% |
| -14.81 | -7.00% | 119.26 | -0.08% |
| -14.97 | -6.00% | 119.27 | -0.07% |
| -15.13 | -5.00% | 119.28 | -0.05% |
| -15.29 | -4.00% | 119.30 | -0.04% |
| -15.45 | -3.00% | 119.31 | -0.03% |
| -15.61 | -2.00% | 119.32 | -0.02% |
| -15.77 | -1.00% | 119.34 | -0.01% |
| -15.93 | 0.00% | 119.35 | 0.00% |
| -16.09 | 1.00% | 119.36 | 0.01% |
| -16.25 | 2.00% | 119.38 | 0.02% |
| -16.41 | 3.00% | 119.39 | 0.03% |
| -16.57 | 4.00% | 119.40 | 0.04% |
| -16.73 | 5.00% | 119.42 | 0.06% |
| -16.89 | 6.00% | 119.43 | 0.07% |
| -17.05 | 7.00% | 119.44 | 0.08% |
| -17.20 | 8.00% | 119.46 | 0.09% |
| -17.36 | 9.00% | 119.47 | 0.10% |
| Desarrollo TIR -15.93% | ||||
|---|---|---|---|---|
| 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 1.1815 x 100.00% x 100.00]/[(1+-15.93)^(21/360)] | 0.00 | i |
| 2025-05-30 | [CER x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1.1815 x 1 x 100.00]/[(1+-15.93)^(21/360)] | 119.35 | 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 (210/360)) x 1.18 x 1 x 100.00 x (189/210) | 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) | (21 / 360) | 0.06 | [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)] | [1.1815 x 1 x 100.00]/[(1+-15.93)^(21/360)]+[(0 x (210/360)) x 1.1815 x 100.00% x 100.00]/[(1+-15.93)^(21/360)] | 119.35 | 1.00 | 0.06 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.06 | 0.06 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.06)/(1 + -15.93/100) | 0.07 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (119.36 - 119.34 )/( 2 x 119.35 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. |
| 2025-05-30 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (21 / 360) ^ 2 + (21 / 360) | 0.06 | [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)] | [1.1815 x 1 x 100.00]/[(1+-15.93)^(21/360)]+[(0 x (210/360)) x 1.1815 x 100.00% x 100.00]/[(1+-15.93)^(21/360)] | 119.35 | 7.37 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [119.35 x ((1 + -15.926) ^ 2)]] x 7.37] | 0.09 |
| Desarrollo CER | |||
|---|---|---|---|
| Fecha | CER | ||
| 2024-10-17 | 480.1526 | ||
| 2025-04-25 | 567.2924 | ||
| CER Final/ CER Inicial | 1.1815 | ||
| 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 |