| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-01-18 | 100.00 | 100.00 | 4.00 | 0.00 | 4.00 |
| 2024-07-18 | 100.00 | 100.00 | 4.00 | 0.00 | 4.00 |
| 2025-01-18 | 100.00 | 100.00 | 4.00 | 0.00 | 4.00 |
| 2025-07-18 | 100.00 | 100.00 | 4.00 | 0.00 | 4.00 |
| 2026-01-18 | 100.00 | 100.00 | 4.00 | 0.00 | 4.00 |
| 2026-07-18 | 0.00 | 0.00 | 0.00 | 100.00 | 100.00 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | TLC1D | Valor Tecnico | 101.29 | Semana TIR | -17.00% |
| Emisor | Telecom Argentina S.ATelecom Argentina S.A | Valor Residual | 100.00% | Mes TIR | -36.25% |
| Tipo | Corporativo | Paridad | 103.07% | Semestre TIR | -32.85% |
| País | Argentina | TIR | 4.15% | 1ero Enero TIR | -48.51% |
| Mercado | BYMA | Macaulay Dur. | 1.73 | Año TIR | -31.98% |
| Moneda | USD | Modified Dur. | 1.66 | Semana Precio | 1.51% |
| Fecha/Hora | 2024-09-16 16:25:46 | Effective Dur. | 0.07 | Mes Precio | 4.49% |
| Volumen | 317000 | Convexidad | 4.45 | Semestre Precio | 2.45% |
| Precio | 104.40 | Int. Corrido | 1.29 | 1ero Enero Precio | 3.88% |
| Variación | -0.38% | Cupon | 4.00 | Año Precio | 1.36% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 114.84 | 10.00% | -1.43 | -134.56% |
| 113.80 | 9.00% | -0.91 | -122.01% |
| 112.75 | 8.00% | -0.39 | -109.29% |
| 111.71 | 7.00% | 0.15 | -96.35% |
| 110.66 | 6.00% | 0.70 | -83.22% |
| 109.62 | 5.00% | 1.25 | -69.89% |
| 108.58 | 4.00% | 1.81 | -56.38% |
| 107.53 | 3.00% | 2.38 | -42.62% |
| 106.49 | 2.00% | 2.96 | -28.67% |
| 105.44 | 1.00% | 3.55 | -14.47% |
| 104.40 | 0.00% | 4.15 | 0.00% |
| 103.36 | -1.00% | 4.75 | 14.58% |
| 102.31 | -2.00% | 5.37 | 29.47% |
| 101.27 | -3.00% | 6.00 | 44.62% |
| 100.22 | -4.00% | 6.64 | 60.02% |
| 99.18 | -5.00% | 7.29 | 75.68% |
| 98.14 | -6.00% | 7.95 | 91.61% |
| 97.09 | -7.00% | 8.62 | 107.80% |
| 96.05 | -8.00% | 9.31 | 124.28% |
| 95.00 | -9.00% | 10.00 | 141.07% |
| 93.96 | -10.00% | 10.71 | 158.15% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 4.52 | 9.00% | 103.75 | -0.62% |
| 4.48 | 8.00% | 103.82 | -0.55% |
| 4.44 | 7.00% | 103.89 | -0.48% |
| 4.40 | 6.00% | 103.96 | -0.42% |
| 4.36 | 5.00% | 104.04 | -0.35% |
| 4.32 | 4.00% | 104.11 | -0.28% |
| 4.27 | 3.00% | 104.18 | -0.21% |
| 4.23 | 2.00% | 104.25 | -0.14% |
| 4.19 | 1.00% | 104.32 | -0.07% |
| 4.15 | 0.00% | 104.40 | 0.00% |
| 4.11 | -1.00% | 104.47 | 0.06% |
| 4.07 | -2.00% | 104.54 | 0.13% |
| 4.03 | -3.00% | 104.61 | 0.20% |
| 3.98 | -4.00% | 104.68 | 0.27% |
| 3.94 | -5.00% | 104.75 | 0.34% |
| 3.90 | -6.00% | 104.83 | 0.41% |
| 3.86 | -7.00% | 104.90 | 0.48% |
| 3.82 | -8.00% | 104.97 | 0.55% |
| 3.78 | -9.00% | 105.04 | 0.62% |
| Desarrollo TIR 4.15% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-01-18 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.08 x (180/360)) x 100.00% x 100.00]/[(1+4.15)^(122/360)] | 3.95 | i |
| 2025-07-18 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.08 x (180/360)) x 100.00% x 100.00]/[(1+4.15)^(302/360)] | 3.87 | i |
| 2026-01-18 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.08 x (180/360)) x 100.00% x 100.00]/[(1+4.15)^(482/360)] | 3.79 | i |
| 2026-07-18 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+4.15)^(662/360)] | 92.80 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-09-16 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0.08 x (180/360)) x 1.00 x 1 x 100.00 x (58/180) | 1.29 |
| 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. | |
| 2025-01-18 | (Dias para cupon / Dias Año) | (122 / 360) | 0.34 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.08 x (180/360)) x 100.00% x 100.00]/[(1+4.15)^(122/360)] | 3.95 | 0.04 | 0.01 | i | |
| 2025-07-18 | (Dias para cupon / Dias Año) | (302 / 360) | 0.84 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.08 x (180/360)) x 100.00% x 100.00]/[(1+4.15)^(302/360)] | 3.87 | 0.04 | 0.03 | i | |
| 2026-01-18 | (Dias para cupon / Dias Año) | (482 / 360) | 1.34 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.08 x (180/360)) x 100.00% x 100.00]/[(1+4.15)^(482/360)] | 3.79 | 0.04 | 0.05 | i | |
| 2026-07-18 | (Dias para cupon / Dias Año) | (662 / 360) | 1.84 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+4.15)^(662/360)] | 92.80 | 0.89 | 1.63 | k | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.73 | 1.73 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.73)/(1 + 4.15/100) | 1.66 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (104.33 - 104.47 )/( 2 x 104.4 x 0.01) | 0.07 |
| 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. |
| 2025-01-18 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (122 / 360) ^ 2 + (122 / 360) | 0.45 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.08 x (180/360)) x 100.00% x 100.00]/[(1+4.15)^(122/360)] | 3.95 | 1.79 | i |
| 2025-07-18 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (302 / 360) ^ 2 + (302 / 360) | 1.54 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.08 x (180/360)) x 100.00% x 100.00]/[(1+4.15)^(302/360)] | 3.87 | 5.96 | i |
| 2026-01-18 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (482 / 360) ^ 2 + (482 / 360) | 3.13 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.08 x (180/360)) x 100.00% x 100.00]/[(1+4.15)^(482/360)] | 3.79 | 11.86 | i |
| 2026-07-18 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (662 / 360) ^ 2 + (662 / 360) | 5.22 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+4.15)^(662/360)] | 92.80 | 484.45 | k |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [104.4 x ((1 + 4.1476875) ^ 2)]] x 504.07] | 4.45 |
| F. de Emision | 2019-07-08 | ||
| F. de Vencimiento | 2026-07-18 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Integra en fecha de Vencimiento. | ||
| Interes | Tasa Aplicable: 8.00% | ||
| Frecuencia | 18 de Enero y 18 de Julio. Empezando el 18 de Enero de 2020 y finalizando en fecha de vencimiento. | ||
| ISIN | USP9028NAV30 |