| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2023-12-22 | 100.00 | 94795.00 | 4147.28 | 0.00 | 4147.28 |
| 2024-06-22 | 82.50 | 104555.55 | 5544.61 | 22178.45 | 27723.06 |
| 2024-12-22 | 82.50 | 88924.27 | 3890.44 | 0.00 | 3890.44 |
| 2025-06-22 | 65.00 | 70061.55 | 3890.44 | 18862.72 | 22753.16 |
| 2025-12-22 | 65.00 | 70061.55 | 3065.19 | 0.00 | 3065.19 |
| 2026-06-22 | 47.50 | 51198.82 | 3065.19 | 18862.72 | 21927.92 |
| 2026-12-22 | 47.50 | 51198.82 | 2239.95 | 0.00 | 2239.95 |
| 2027-06-22 | 30.00 | 32336.10 | 2239.95 | 18862.72 | 21102.67 |
| 2027-12-22 | 30.00 | 32336.10 | 1414.70 | 0.00 | 1414.70 |
| 2028-06-22 | 0.00 | 0.00 | 1414.70 | 32336.10 | 33750.80 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | IRCFO | Valor Tecnico | 92144.69 | Semana TIR | 17.20% |
| Emisor | IRSA S.A.IRSA S.A. | Valor Residual | 82.50% | Mes TIR | -7.52% |
| Tipo | Corporativo | Paridad | 105.19% | Semestre TIR | -8.06% |
| País | Argentina | TIR | 6.27% | 1ero Enero TIR | -31.59% |
| Mercado | BYMA | Macaulay Dur. | 2.06 | Año TIR | -34.64% |
| Moneda | ARS | Modified Dur. | 1.94 | Semana Precio | -4.03% |
| Fecha/Hora | 2024-11-21 15:39:07 | Effective Dur. | 0.12 | Mes Precio | -6.17% |
| Volumen | 98952 | Convexidad | 6.85 | Semestre Precio | -20.35% |
| Precio | 96930.00 | Int. Corrido | 3220.42 | 1ero Enero Precio | -0.94% |
| Variación | 0.13% | Cupon | 3890.44 | Año Precio | 4.67% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 106623.00 | 10.00% | 1.53 | -75.82% |
| 105653.70 | 9.00% | 1.97 | -68.89% |
| 104684.40 | 8.00% | 2.42 | -61.87% |
| 103715.10 | 7.00% | 2.87 | -54.73% |
| 102745.80 | 6.00% | 3.33 | -47.48% |
| 101776.50 | 5.00% | 3.80 | -40.09% |
| 100807.20 | 4.00% | 4.27 | -32.57% |
| 99837.90 | 3.00% | 4.76 | -24.92% |
| 98868.60 | 2.00% | 5.25 | -17.15% |
| 97899.30 | 1.00% | 5.75 | -9.23% |
| 96930.00 | 0.00% | 6.27 | 0.00% |
| 95960.70 | -1.00% | 6.79 | 7.06% |
| 94991.40 | -2.00% | 7.32 | 15.43% |
| 94022.10 | -3.00% | 7.86 | 23.94% |
| 93052.80 | -4.00% | 8.41 | 32.64% |
| 92083.50 | -5.00% | 8.97 | 41.50% |
| 91114.20 | -6.00% | 9.54 | 50.52% |
| 90144.90 | -7.00% | 10.13 | 59.74% |
| 89175.60 | -8.00% | 10.72 | 69.14% |
| 88206.30 | -9.00% | 11.33 | 78.71% |
| 87237.00 | -10.00% | 11.95 | 88.50% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 6.91 | 9.00% | 95732.93 | -1.23% |
| 6.85 | 8.00% | 95849.47 | -1.11% |
| 6.78 | 7.00% | 95966.27 | -0.99% |
| 6.72 | 6.00% | 96083.34 | -0.87% |
| 6.66 | 5.00% | 96200.67 | -0.75% |
| 6.59 | 4.00% | 96318.25 | -0.63% |
| 6.53 | 3.00% | 96436.10 | -0.51% |
| 6.47 | 2.00% | 96554.22 | -0.39% |
| 6.40 | 1.00% | 96672.60 | -0.27% |
| 6.28 | -1.00% | 96910.15 | -0.02% |
| 6.34 | 0.00% | 96930.00 | 0.00% |
| 6.21 | -2.00% | 97029.33 | 0.10% |
| 6.15 | -3.00% | 97148.78 | 0.23% |
| 6.09 | -4.00% | 97268.49 | 0.35% |
| 6.02 | -5.00% | 97388.47 | 0.47% |
| 5.96 | -6.00% | 97508.73 | 0.60% |
| 5.90 | -7.00% | 97629.25 | 0.72% |
| 5.83 | -8.00% | 97750.05 | 0.85% |
| 5.77 | -9.00% | 97871.11 | 0.97% |
| Desarrollo TIR 6.27% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2024-12-22 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0875 x (180/360)) x 82.50% x 100.00 x 1077.87]/[(1+6.27)^(31/360)] | 3870.12 | i |
| 2025-06-22 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0875 x (180/360)) x 82.50% x 100.00 x 1077.87]/[(1+6.27)^(211/360)] | 3754.21 | i |
| 2025-06-22 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.175 x 100.00 x 1077.87]/[(1+6.27)^(211/360)] | 18202.24 | k |
| 2025-12-22 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0875 x (180/360)) x 65.00% x 100.00 x 1077.87]/[(1+6.27)^(391/360)] | 2869.28 | i |
| 2026-06-22 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0875 x (180/360)) x 65.00% x 100.00 x 1077.87]/[(1+6.27)^(571/360)] | 2783.35 | i |
| 2026-06-22 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.175 x 100.00 x 1077.87]/[(1+6.27)^(571/360)] | 17128.30 | k |
| 2026-12-22 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0875 x (180/360)) x 47.50% x 100.00 x 1077.87]/[(1+6.27)^(751/360)] | 1973.07 | i |
| 2027-06-22 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0875 x (180/360)) x 47.50% x 100.00 x 1077.87]/[(1+6.27)^(931/360)] | 1913.98 | i |
| 2027-06-22 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.175 x 100.00 x 1077.87]/[(1+6.27)^(931/360)] | 16117.72 | k |
| 2027-12-22 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0875 x (180/360)) x 30.00% x 100.00 x 1077.87]/[(1+6.27)^(1111/360)] | 1172.63 | i |
| 2028-06-22 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0875 x (180/360)) x 30.00% x 100.00 x 1077.87]/[(1+6.27)^(1291/360)] | 1137.51 | i |
| 2028-06-22 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.3 x 100.00 x 1077.87]/[(1+6.27)^(1291/360)] | 26000.16 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-21 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP x (Dias Corridos / Dias entre Cupones) | (0.0875 x (180/360)) x 1.00 x 0.825 x 100.00 x 1077.87 x (149/180) | 3220.42 |
| 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. | |
| 2024-12-22 | (Dias para cupon / Dias Año) | (31 / 360) | 0.09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0875 x (180/360)) x 82.50% x 100.00 x 1077.87]/[(1+6.27)^(31/360)] | 3870.13 | 0.04 | 0.00 | i | |
| 2025-06-22 | (Dias para cupon / Dias Año) | (211 / 360) | 0.59 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.175 x 100.00 x 1077.87]/[(1+6.27)^(211/360)]+[(0.0875 x (180/360)) x 82.50% x 100.00 x 1077.87]/[(1+6.27)^(211/360)] | 21956.85 | 0.23 | 0.13 | ki | |
| 2025-12-22 | (Dias para cupon / Dias Año) | (391 / 360) | 1.09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0875 x (180/360)) x 65.00% x 100.00 x 1077.87]/[(1+6.27)^(391/360)] | 2869.38 | 0.03 | 0.03 | i | |
| 2026-06-22 | (Dias para cupon / Dias Año) | (571 / 360) | 1.59 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.175 x 100.00 x 1077.87]/[(1+6.27)^(571/360)]+[(0.0875 x (180/360)) x 65.00% x 100.00 x 1077.87]/[(1+6.27)^(571/360)] | 19912.63 | 0.21 | 0.33 | ki | |
| 2026-12-22 | (Dias para cupon / Dias Año) | (751 / 360) | 2.09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0875 x (180/360)) x 47.50% x 100.00 x 1077.87]/[(1+6.27)^(751/360)] | 1973.20 | 0.02 | 0.04 | i | |
| 2027-06-22 | (Dias para cupon / Dias Año) | (931 / 360) | 2.59 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.175 x 100.00 x 1077.87]/[(1+6.27)^(931/360)]+[(0.0875 x (180/360)) x 47.50% x 100.00 x 1077.87]/[(1+6.27)^(931/360)] | 18033.15 | 0.19 | 0.48 | ki | |
| 2027-12-22 | (Dias para cupon / Dias Año) | (1111 / 360) | 3.09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0875 x (180/360)) x 30.00% x 100.00 x 1077.87]/[(1+6.27)^(1111/360)] | 1172.74 | 0.01 | 0.04 | i | |
| 2028-06-22 | (Dias para cupon / Dias Año) | (1291 / 360) | 3.59 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.3 x 100.00 x 1077.87]/[(1+6.27)^(1291/360)]+[(0.0875 x (180/360)) x 30.00% x 100.00 x 1077.87]/[(1+6.27)^(1291/360)] | 27140.70 | 0.28 | 1.00 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 2.06 | 2.06 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (2.06)/(1 + 6.27/100) | 1.94 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (96811.19 - 97046.61 )/( 2 x 96930 x 0.01) | 0.12 |
| 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. |
| 2024-12-22 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (31 / 360) ^ 2 + (31 / 360) | 0.09 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0875 x (180/360)) x 82.50% x 100.00 x 1077.87]/[(1+6.27)^(31/360)] | 3870.13 | 361.96 | i |
| 2025-06-22 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (211 / 360) ^ 2 + (211 / 360) | 0.93 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.175 x 100.00 x 1077.87]/[(1+6.27)^(211/360)]+[(0.0875 x (180/360)) x 82.50% x 100.00 x 1077.87]/[(1+6.27)^(211/360)] | 21956.85 | 20411.91 | ki |
| 2025-12-22 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (391 / 360) ^ 2 + (391 / 360) | 2.27 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0875 x (180/360)) x 65.00% x 100.00 x 1077.87]/[(1+6.27)^(391/360)] | 2869.38 | 6501.29 | i |
| 2026-06-22 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (571 / 360) ^ 2 + (571 / 360) | 4.10 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.175 x 100.00 x 1077.87]/[(1+6.27)^(571/360)]+[(0.0875 x (180/360)) x 65.00% x 100.00 x 1077.87]/[(1+6.27)^(571/360)] | 19912.63 | 81678.81 | ki |
| 2026-12-22 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (751 / 360) ^ 2 + (751 / 360) | 6.44 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0875 x (180/360)) x 47.50% x 100.00 x 1077.87]/[(1+6.27)^(751/360)] | 1973.20 | 12703.39 | i |
| 2027-06-22 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (931 / 360) ^ 2 + (931 / 360) | 9.27 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.175 x 100.00 x 1077.87]/[(1+6.27)^(931/360)]+[(0.0875 x (180/360)) x 47.50% x 100.00 x 1077.87]/[(1+6.27)^(931/360)] | 18033.15 | 167240.89 | ki |
| 2027-12-22 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1111 / 360) ^ 2 + (1111 / 360) | 12.61 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0875 x (180/360)) x 30.00% x 100.00 x 1077.87]/[(1+6.27)^(1111/360)] | 1172.74 | 14788.46 | i |
| 2028-06-22 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1291 / 360) ^ 2 + (1291 / 360) | 16.45 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.3 x 100.00 x 1077.87]/[(1+6.27)^(1291/360)]+[(0.0875 x (180/360)) x 30.00% x 100.00 x 1077.87]/[(1+6.27)^(1291/360)] | 27140.70 | 446364.20 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [96930 x ((1 + 6.2666875) ^ 2)]] x 750050.89] | 6.85 |
| F. de Emision | 2022-07-08 | ||
| F. de Vencimiento | 2028-06-22 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | El capital de las Obligaciones Negociables será amortizado en cinco cuotas, conforme se indica a continuación: 17,5% de capital, el 22 de junio de 2024; 17,5% de capital, el 22 de junio de 2025; 17,5% de capital, el 22 de junio de 2026; 17,5% de capital, el 22 de junio de 2027; y 30% de capital, el 22 de junio de 2028. | ||
| Interes | Tasa Aplicable: 8,75%. | ||
| Frecuencia | Los intereses bajo las Obligaciones Negociables serán pagados el 22 de junio y 22 de diciembre de cada año, comenzando desde el 22 de diciembre de 2022 y se pagarán en efectivo en forma semestral hasta la fecha de vencimiento. | ||
| ISIN | USP58809BH95 |