| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2017-04-17 | 100.00 | 100.00 | 7.75 | 0.00 | 7.75 |
| 2017-10-17 | 100.00 | 100.00 | 7.75 | 0.00 | 7.75 |
| 2018-04-17 | 100.00 | 100.00 | 7.75 | 0.00 | 7.75 |
| 2018-10-17 | 100.00 | 100.00 | 7.75 | 0.00 | 7.75 |
| 2019-04-17 | 100.00 | 100.00 | 7.75 | 0.00 | 7.75 |
| 2019-10-17 | 100.00 | 100.00 | 7.75 | 0.00 | 7.75 |
| 2020-04-17 | 100.00 | 100.00 | 7.75 | 0.00 | 7.75 |
| 2020-10-17 | 100.00 | 100.00 | 7.75 | 0.00 | 7.75 |
| 2021-04-17 | 100.00 | 100.00 | 7.75 | 0.00 | 7.75 |
| 2021-10-17 | 100.00 | 100.00 | 7.75 | 0.00 | 7.75 |
| 2022-04-17 | 100.00 | 100.00 | 7.75 | 0.00 | 7.75 |
| 2022-10-17 | 100.00 | 100.00 | 7.75 | 0.00 | 7.75 |
| 2023-04-17 | 100.00 | 100.00 | 7.75 | 0.00 | 7.75 |
| 2023-10-17 | 100.00 | 100.00 | 7.75 | 0.00 | 7.75 |
| 2024-04-17 | 100.00 | 100.00 | 7.75 | 0.00 | 7.75 |
| 2024-10-17 | 100.00 | 100.00 | 7.75 | 0.00 | 7.75 |
| 2025-04-17 | 100.00 | 100.00 | 7.75 | 0.00 | 7.75 |
| 2025-10-17 | 100.00 | 100.00 | 7.75 | 0.00 | 7.75 |
| 2026-04-17 | 100.00 | 100.00 | 7.75 | 0.00 | 7.75 |
| 2026-10-17 | 0.00 | 0.00 | 7.75 | 100.00 | 107.75 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | TO26 | Valor Tecnico | 101.46 | Semana TIR | -0.20% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -29.04% |
| Tipo | Soberano | Paridad | 82.29% | Semestre TIR | -19.12% |
| País | Argentina | TIR | 30.28% | 1ero Enero TIR | -71.05% |
| Mercado | BYMA | Macaulay Dur. | 1.68 | Año TIR | -79.80% |
| Moneda | ARS | Modified Dur. | 1.29 | Semana Precio | 0.59% |
| Fecha/Hora | 2024-11-21 12:27:28 | Effective Dur. | 0.39 | Mes Precio | 19.82% |
| Volumen | 22000706 | Convexidad | 2.77 | Semestre Precio | 16.04% |
| Precio | 83.49 | Int. Corrido | 1.46 | 1ero Enero Precio | 162.30% |
| Variación | 0.60% | Cupon | 7.75 | Año Precio | 305.29% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 91.84 | 10.00% | 23.11 | -23.69% |
| 91.00 | 9.00% | 23.77 | -21.49% |
| 90.17 | 8.00% | 24.45 | -19.25% |
| 89.33 | 7.00% | 25.14 | -16.97% |
| 88.50 | 6.00% | 25.84 | -14.66% |
| 87.66 | 5.00% | 26.55 | -12.31% |
| 86.83 | 4.00% | 27.27 | -9.93% |
| 85.99 | 3.00% | 28.01 | -7.50% |
| 85.16 | 2.00% | 28.75 | -5.04% |
| 84.32 | 1.00% | 29.51 | -2.53% |
| 83.49 | 0.00% | 30.28 | 0.00% |
| 82.66 | -1.00% | 31.07 | 2.60% |
| 81.82 | -2.00% | 31.87 | 5.24% |
| 80.99 | -3.00% | 32.68 | 7.92% |
| 80.15 | -4.00% | 33.50 | 10.64% |
| 79.32 | -5.00% | 34.34 | 13.42% |
| 78.48 | -6.00% | 35.20 | 16.24% |
| 77.65 | -7.00% | 36.07 | 19.12% |
| 76.81 | -8.00% | 36.95 | 22.04% |
| 75.98 | -9.00% | 37.86 | 25.03% |
| 75.14 | -10.00% | 38.78 | 28.06% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 33.01 | 9.00% | 80.65 | -3.40% |
| 32.70 | 8.00% | 80.96 | -3.03% |
| 32.40 | 7.00% | 81.27 | -2.66% |
| 32.10 | 6.00% | 81.58 | -2.29% |
| 31.79 | 5.00% | 81.89 | -1.91% |
| 31.49 | 4.00% | 82.21 | -1.53% |
| 31.19 | 3.00% | 82.53 | -1.15% |
| 30.89 | 2.00% | 82.85 | -0.77% |
| 30.58 | 1.00% | 83.17 | -0.38% |
| 30.28 | 0.00% | 83.49 | 0.00% |
| 29.98 | -1.00% | 83.82 | 0.40% |
| 29.67 | -2.00% | 84.15 | 0.79% |
| 29.37 | -3.00% | 84.48 | 1.18% |
| 29.07 | -4.00% | 84.81 | 1.58% |
| 28.77 | -5.00% | 85.15 | 1.98% |
| 28.46 | -6.00% | 85.48 | 2.39% |
| 28.16 | -7.00% | 85.82 | 2.79% |
| 27.86 | -8.00% | 86.16 | 3.20% |
| 27.55 | -9.00% | 86.51 | 3.62% |
| Desarrollo TIR 30.28% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-04-17 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.155 x (180/360)) x 100.00% x 100.00]/[(1+30.28)^(146/360)] | 6.96 | i |
| 2025-10-17 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.155 x (180/360)) x 100.00% x 100.00]/[(1+30.28)^(326/360)] | 6.10 | i |
| 2026-04-17 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.155 x (180/360)) x 100.00% x 100.00]/[(1+30.28)^(506/360)] | 5.34 | i |
| 2026-10-17 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.155 x (180/360)) x 100.00% x 100.00]/[(1+30.28)^(686/360)] | 4.68 | i |
| 2026-10-17 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+30.28)^(686/360)] | 60.41 | 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 (Dias Corridos / Dias entre Cupones) | (0.155 x (180/360)) x 1.00 x 1 x 100.00 x (34/180) | 1.46 |
| 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. | |
| 2025-04-17 | (Dias para cupon / Dias Año) | (146 / 360) | 0.41 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.155 x (180/360)) x 100.00% x 100.00]/[(1+30.28)^(146/360)] | 6.96 | 0.08 | 0.03 | i | |
| 2025-10-17 | (Dias para cupon / Dias Año) | (326 / 360) | 0.91 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.155 x (180/360)) x 100.00% x 100.00]/[(1+30.28)^(326/360)] | 6.10 | 0.07 | 0.07 | i | |
| 2026-04-17 | (Dias para cupon / Dias Año) | (506 / 360) | 1.41 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.155 x (180/360)) x 100.00% x 100.00]/[(1+30.28)^(506/360)] | 5.34 | 0.06 | 0.09 | i | |
| 2026-10-17 | (Dias para cupon / Dias Año) | (686 / 360) | 1.91 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+30.28)^(686/360)]+[(0.155 x (180/360)) x 100.00% x 100.00]/[(1+30.28)^(686/360)] | 65.09 | 0.78 | 1.49 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.68 | 1.68 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.68)/(1 + 30.28/100) | 1.29 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (83.17 - 83.82 )/( 2 x 83.49 x 0.01) | 0.39 |
| 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. |
| 2025-04-17 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (146 / 360) ^ 2 + (146 / 360) | 0.57 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.155 x (180/360)) x 100.00% x 100.00]/[(1+30.28)^(146/360)] | 6.96 | 3.97 | i |
| 2025-10-17 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (326 / 360) ^ 2 + (326 / 360) | 1.73 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.155 x (180/360)) x 100.00% x 100.00]/[(1+30.28)^(326/360)] | 6.10 | 10.52 | i |
| 2026-04-17 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (506 / 360) ^ 2 + (506 / 360) | 3.38 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.155 x (180/360)) x 100.00% x 100.00]/[(1+30.28)^(506/360)] | 5.34 | 18.07 | i |
| 2026-10-17 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (686 / 360) ^ 2 + (686 / 360) | 5.54 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+30.28)^(686/360)]+[(0.155 x (180/360)) x 100.00% x 100.00]/[(1+30.28)^(686/360)] | 65.09 | 360.36 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [83.49 x ((1 + 30.284) ^ 2)]] x 392.92] | 2.77 |
| F. de Emision | 2016-10-17 | ||
| F. de Vencimiento | 2026-10-17 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Integra al vencimiento. | ||
| Interes | Tasa fija del 15,50% anual. | ||
| Frecuencia | Los intereses seran pagaderos por semestre vencido los 17/04 y 17/10 de cada año hasta el vencimiento. Los intereses seran calculados sobre la base de un año de trescientos sesenta dias, integrado por doce meses de treinta dias | ||
| ISIN | ARARGE4502K0 |