| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2025-10-31 | 0.00 | 0.00 | 0.00 | 118.58 | 118.58 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | TZXO5 | Valor Tecnico | 118.58 | Semana TIR | 20.57% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | 15.85% |
| Tipo | Soberano | Paridad | 97.32% | Semestre TIR | -26.82% |
| País | Argentina | TIR | 5.92% | 1ero Enero TIR | 15.85% |
| Mercado | BYMA | Macaulay Dur. | 0.47 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.45 | Semana Precio | 1.14% |
| Fecha/Hora | 2025-05-09 17:00:09 | Effective Dur. | 0.03 | Mes Precio | 3.13% |
| Volumen | 2351900665 | Convexidad | 0.62 | Semestre Precio | 23.42% |
| Precio | 115.40 | Int. Corrido | 0.00 | 1ero Enero Precio | 13.25% |
| Variación | 0.35% | Cupon | 118.58 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 126.94 | 10.00% | -13.44 | -326.97% |
| 125.79 | 9.00% | -11.75 | -298.41% |
| 124.63 | 8.00% | -10.01 | -269.04% |
| 123.48 | 7.00% | -8.22 | -238.80% |
| 122.32 | 6.00% | -6.37 | -207.65% |
| 121.17 | 5.00% | -4.47 | -175.58% |
| 120.02 | 4.00% | -2.52 | -142.55% |
| 118.86 | 3.00% | -0.50 | -108.51% |
| 117.71 | 2.00% | 1.57 | -73.43% |
| 116.55 | 1.00% | 3.71 | -37.26% |
| 115.40 | 0.00% | 5.92 | 0.00% |
| 114.25 | -1.00% | 8.20 | 38.54% |
| 113.09 | -2.00% | 10.55 | 78.26% |
| 111.94 | -3.00% | 12.98 | 119.26% |
| 110.78 | -4.00% | 15.49 | 161.60% |
| 109.63 | -5.00% | 18.08 | 205.35% |
| 108.48 | -6.00% | 20.75 | 250.54% |
| 107.32 | -7.00% | 23.52 | 297.27% |
| 106.17 | -8.00% | 26.38 | 345.58% |
| 105.01 | -9.00% | 29.34 | 395.58% |
| 103.86 | -10.00% | 32.40 | 447.30% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 6.45 | 9.00% | 115.13 | -0.24% |
| 6.39 | 8.00% | 115.16 | -0.21% |
| 6.33 | 7.00% | 115.19 | -0.18% |
| 6.28 | 6.00% | 115.22 | -0.16% |
| 6.22 | 5.00% | 115.25 | -0.13% |
| 6.16 | 4.00% | 115.28 | -0.10% |
| 6.10 | 3.00% | 115.31 | -0.08% |
| 6.04 | 2.00% | 115.34 | -0.05% |
| 5.98 | 1.00% | 115.37 | -0.03% |
| 5.92 | 0.00% | 115.40 | 0.00% |
| 5.86 | -1.00% | 115.43 | 0.03% |
| 5.80 | -2.00% | 115.46 | 0.05% |
| 5.74 | -3.00% | 115.49 | 0.08% |
| 5.68 | -4.00% | 115.52 | 0.11% |
| 5.62 | -5.00% | 115.55 | 0.13% |
| 5.56 | -6.00% | 115.58 | 0.16% |
| 5.51 | -7.00% | 115.62 | 0.19% |
| 5.45 | -8.00% | 115.65 | 0.21% |
| 5.39 | -9.00% | 115.68 | 0.24% |
| Desarrollo TIR 5.92% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-10-31 | [(TNA x (Dias entre Cupones/Año)) x CER x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0 x (360/360)) x 1.1858 x 100.00% x 100.00]/[(1+5.92)^(170/360)] | 0.00 | i |
| 2025-10-31 | [CER x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1.1858 x 1 x 100.00]/[(1+5.92)^(170/360)] | 115.40 | 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 (360/360)) x 1.19 x 1 x 100.00 x (190/360) | 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. | |
| 2025-10-31 | (Dias para cupon / Dias Año) | (170 / 360) | 0.47 | [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+5.92)^(170/360)]+[(0 x (360/360)) x 1.1858 x 100.00% x 100.00]/[(1+5.92)^(170/360)] | 115.40 | 1.00 | 0.47 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.47 | 0.47 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.47)/(1 + 5.92/100) | 0.45 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (115.37 - 115.43 )/( 2 x 115.4 x 0.01) | 0.03 |
| 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. |
| 2025-10-31 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (170 / 360) ^ 2 + (170 / 360) | 0.70 | [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+5.92)^(170/360)]+[(0 x (360/360)) x 1.1858 x 100.00% x 100.00]/[(1+5.92)^(170/360)] | 115.40 | 80.23 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [115.4 x ((1 + 5.923) ^ 2)]] x 80.23] | 0.62 |
| 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 | 2025-10-31 | ||
| 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 | Cupon cero | ||
| ISIN | AR0676005041 |