| 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 | 100.99 | Semana TIR | -11.64% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -36.00% |
| Tipo | Soberano | Paridad | 85.13% | Semestre TIR | -8.16% |
| País | Argentina | TIR | 31.06% | 1ero Enero TIR | -1.33% |
| Mercado | BYMA | Macaulay Dur. | 1.32 | Año TIR | -28.52% |
| Moneda | ARS | Modified Dur. | 1.01 | Semana Precio | 5.01% |
| Fecha/Hora | 2025-05-09 16:53:56 | Effective Dur. | 0.31 | Mes Precio | 9.87% |
| Volumen | 87831478 | Convexidad | 1.83 | Semestre Precio | 8.82% |
| Precio | 85.97 | Int. Corrido | 0.99 | 1ero Enero Precio | 1.50% |
| Variación | 1.20% | Cupon | 7.75 | Año Precio | 31.53% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 94.57 | 10.00% | 21.96 | -29.30% |
| 93.71 | 9.00% | 22.80 | -26.59% |
| 92.85 | 8.00% | 23.66 | -23.83% |
| 91.99 | 7.00% | 24.53 | -21.03% |
| 91.13 | 6.00% | 25.41 | -18.18% |
| 90.27 | 5.00% | 26.31 | -15.28% |
| 89.41 | 4.00% | 27.23 | -12.33% |
| 88.55 | 3.00% | 28.16 | -9.33% |
| 87.69 | 2.00% | 29.11 | -6.27% |
| 86.83 | 1.00% | 30.08 | -3.16% |
| 85.97 | 0.00% | 31.06 | 0.00% |
| 85.11 | -1.00% | 32.06 | 3.23% |
| 84.25 | -2.00% | 33.08 | 6.51% |
| 83.39 | -3.00% | 34.12 | 9.85% |
| 82.53 | -4.00% | 35.18 | 13.26% |
| 81.67 | -5.00% | 36.26 | 16.73% |
| 80.81 | -6.00% | 37.36 | 20.27% |
| 79.95 | -7.00% | 38.48 | 23.88% |
| 79.09 | -8.00% | 39.62 | 27.55% |
| 78.23 | -9.00% | 40.78 | 31.30% |
| 77.37 | -10.00% | 41.97 | 35.13% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 33.86 | 9.00% | 83.61 | -2.75% |
| 33.54 | 8.00% | 83.86 | -2.45% |
| 33.23 | 7.00% | 84.12 | -2.15% |
| 32.92 | 6.00% | 84.38 | -1.85% |
| 32.61 | 5.00% | 84.64 | -1.54% |
| 32.30 | 4.00% | 84.91 | -1.24% |
| 31.99 | 3.00% | 85.17 | -0.93% |
| 31.68 | 2.00% | 85.44 | -0.62% |
| 31.37 | 1.00% | 85.70 | -0.31% |
| 31.06 | 0.00% | 85.97 | 0.00% |
| 30.75 | -1.00% | 86.24 | 0.31% |
| 30.44 | -2.00% | 86.51 | 0.63% |
| 30.13 | -3.00% | 86.78 | 0.95% |
| 29.82 | -4.00% | 87.06 | 1.27% |
| 29.51 | -5.00% | 87.34 | 1.59% |
| 29.20 | -6.00% | 87.61 | 1.91% |
| 28.89 | -7.00% | 87.89 | 2.24% |
| 28.58 | -8.00% | 88.17 | 2.56% |
| 28.26 | -9.00% | 88.46 | 2.89% |
| Desarrollo TIR 31.06% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 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+31.06)^(157/360)] | 6.89 | 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+31.06)^(337/360)] | 6.02 | 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+31.06)^(517/360)] | 5.26 | i |
| 2026-10-17 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+31.06)^(517/360)] | 67.81 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-10 | (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 (23/180) | 0.99 |
| 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. | |
| 2025-10-17 | (Dias para cupon / Dias Año) | (157 / 360) | 0.44 | [(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+31.06)^(157/360)] | 6.89 | 0.08 | 0.03 | i | |
| 2026-04-17 | (Dias para cupon / Dias Año) | (337 / 360) | 0.94 | [(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+31.06)^(337/360)] | 6.02 | 0.07 | 0.07 | i | |
| 2026-10-17 | (Dias para cupon / Dias Año) | (517 / 360) | 1.44 | [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+31.06)^(517/360)]+[(0.155 x (180/360)) x 100.00% x 100.00]/[(1+31.06)^(517/360)] | 73.07 | 0.85 | 1.22 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.32 | 1.32 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.32)/(1 + 31.06/100) | 1.01 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (85.70 - 86.24 )/( 2 x 85.97 x 0.01) | 0.31 |
| 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. |
| 2025-10-17 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (157 / 360) ^ 2 + (157 / 360) | 0.63 | [(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+31.06)^(157/360)] | 6.89 | 4.31 | i |
| 2026-04-17 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (337 / 360) ^ 2 + (337 / 360) | 1.81 | [(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+31.06)^(337/360)] | 6.02 | 10.90 | i |
| 2026-10-17 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (517 / 360) ^ 2 + (517 / 360) | 3.50 | [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+31.06)^(517/360)]+[(0.155 x (180/360)) x 100.00% x 100.00]/[(1+31.06)^(517/360)] | 73.07 | 255.62 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [85.97 x ((1 + 31.061) ^ 2)]] x 270.84] | 1.83 |
| 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 |