| 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 | 94498.80 | 4134.32 | 0.00 | 4134.32 |
| 2025-06-22 | 65.00 | 74330.75 | 4127.50 | 20012.12 | 24139.63 |
| 2025-12-22 | 65.00 | 74330.75 | 3251.97 | 0.00 | 3251.97 |
| 2026-06-22 | 47.50 | 54318.62 | 3251.97 | 20012.12 | 23264.10 |
| 2026-12-22 | 47.50 | 54318.62 | 2376.44 | 0.00 | 2376.44 |
| 2027-06-22 | 30.00 | 34306.50 | 2376.44 | 20012.12 | 22388.56 |
| 2027-12-22 | 30.00 | 34306.50 | 1500.91 | 0.00 | 1500.91 |
| 2028-06-22 | 0.00 | 0.00 | 1500.91 | 34306.50 | 35807.41 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | IRCFO | Valor Tecnico | 97461.43 | Semana TIR | -13.81% |
| Emisor | IRSA S.A.IRSA S.A. | Valor Residual | 82.50% | Mes TIR | -25.09% |
| Tipo | Corporativo | Paridad | 104.35% | Semestre TIR | -8.98% |
| País | Argentina | TIR | 6.18% | 1ero Enero TIR | 26.90% |
| Mercado | BYMA | Macaulay Dur. | 1.68 | Año TIR | -12.71% |
| Moneda | ARS | Modified Dur. | 1.58 | Semana Precio | -1.51% |
| Fecha/Hora | 2025-05-08 16:39:44 | Effective Dur. | 0.10 | Mes Precio | -13.55% |
| Volumen | 46422 | Convexidad | 5.17 | Semestre Precio | 1.19% |
| Precio | 101700.00 | Int. Corrido | 3118.56 | 1ero Enero Precio | -2.57% |
| Variación | 0.47% | Cupon | 24139.63 | Año Precio | -8.63% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 111870.00 | 10.00% | 0.44 | -92.93% |
| 110853.00 | 9.00% | 0.96 | -84.42% |
| 109836.00 | 8.00% | 1.50 | -75.75% |
| 108819.00 | 7.00% | 2.04 | -66.91% |
| 107802.00 | 6.00% | 2.60 | -57.92% |
| 106785.00 | 5.00% | 3.17 | -48.74% |
| 105768.00 | 4.00% | 3.75 | -39.39% |
| 104751.00 | 3.00% | 4.33 | -29.86% |
| 103734.00 | 2.00% | 4.94 | -20.13% |
| 102717.00 | 1.00% | 5.55 | -10.20% |
| 101700.00 | 0.00% | 6.18 | 0.00% |
| 100683.00 | -1.00% | 6.81 | 10.27% |
| 99666.00 | -2.00% | 7.47 | 20.82% |
| 98649.00 | -3.00% | 8.13 | 31.62% |
| 97632.00 | -4.00% | 8.81 | 42.63% |
| 96615.00 | -5.00% | 9.51 | 53.91% |
| 95598.00 | -6.00% | 10.22 | 65.43% |
| 94581.00 | -7.00% | 10.95 | 77.21% |
| 93564.00 | -8.00% | 11.70 | 89.26% |
| 92547.00 | -9.00% | 12.46 | 101.59% |
| 91530.00 | -10.00% | 13.24 | 114.23% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 6.74 | 9.00% | 100805.63 | -0.88% |
| 6.67 | 8.00% | 100903.30 | -0.78% |
| 6.61 | 7.00% | 101001.15 | -0.69% |
| 6.55 | 6.00% | 101099.21 | -0.59% |
| 6.49 | 5.00% | 101197.46 | -0.49% |
| 6.43 | 4.00% | 101295.91 | -0.40% |
| 6.37 | 3.00% | 101394.56 | -0.30% |
| 6.30 | 2.00% | 101493.41 | -0.20% |
| 6.24 | 1.00% | 101592.46 | -0.11% |
| 6.18 | 0.00% | 101700.00 | 0.00% |
| 6.12 | -1.00% | 101791.16 | 0.09% |
| 6.06 | -2.00% | 101890.81 | 0.19% |
| 5.99 | -3.00% | 101990.66 | 0.29% |
| 5.93 | -4.00% | 102090.71 | 0.38% |
| 5.87 | -5.00% | 102190.97 | 0.48% |
| 5.81 | -6.00% | 102291.43 | 0.58% |
| 5.75 | -7.00% | 102392.10 | 0.68% |
| 5.69 | -8.00% | 102492.97 | 0.78% |
| 5.62 | -9.00% | 102594.04 | 0.88% |
| Desarrollo TIR 6.18% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 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 1143.55]/[(1+6.18)^(44/360)] | 4097.36 | i |
| 2025-06-22 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.175 x 100.00 x 1143.55]/[(1+6.18)^(44/360)] | 19865.99 | 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 1143.55]/[(1+6.18)^(224/360)] | 3132.87 | 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 1143.55]/[(1+6.18)^(404/360)] | 3040.33 | i |
| 2026-06-22 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.175 x 100.00 x 1143.55]/[(1+6.18)^(404/360)] | 18709.73 | 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 1143.55]/[(1+6.18)^(584/360)] | 2156.15 | 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 1143.55]/[(1+6.18)^(764/360)] | 2092.47 | i |
| 2027-06-22 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.175 x 100.00 x 1143.55]/[(1+6.18)^(764/360)] | 17620.77 | 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 1143.55]/[(1+6.18)^(944/360)] | 1282.52 | 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 1143.55]/[(1+6.18)^(1124/360)] | 1244.64 | i |
| 2028-06-22 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [0.3 x 100.00 x 1143.55]/[(1+6.18)^(1124/360)] | 28448.89 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-08 | (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 1143.55 x (136/180) | 3118.56 |
| 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. | |
| 2025-06-22 | (Dias para cupon / Dias Año) | (44 / 360) | 0.12 | [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 1143.55]/[(1+6.18)^(44/360)]+[(0.0875 x (180/360)) x 82.50% x 100.00 x 1143.55]/[(1+6.18)^(44/360)] | 23963.47 | 0.24 | 0.03 | ki | |
| 2025-12-22 | (Dias para cupon / Dias Año) | (224 / 360) | 0.62 | [(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 1143.55]/[(1+6.18)^(224/360)] | 3132.95 | 0.03 | 0.02 | i | |
| 2026-06-22 | (Dias para cupon / Dias Año) | (404 / 360) | 1.12 | [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 1143.55]/[(1+6.18)^(404/360)]+[(0.0875 x (180/360)) x 65.00% x 100.00 x 1143.55]/[(1+6.18)^(404/360)] | 21751.05 | 0.21 | 0.24 | ki | |
| 2026-12-22 | (Dias para cupon / Dias Año) | (584 / 360) | 1.62 | [(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 1143.55]/[(1+6.18)^(584/360)] | 2156.30 | 0.02 | 0.03 | i | |
| 2027-06-22 | (Dias para cupon / Dias Año) | (764 / 360) | 2.12 | [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 1143.55]/[(1+6.18)^(764/360)]+[(0.0875 x (180/360)) x 47.50% x 100.00 x 1143.55]/[(1+6.18)^(764/360)] | 19714.93 | 0.19 | 0.41 | ki | |
| 2027-12-22 | (Dias para cupon / Dias Año) | (944 / 360) | 2.62 | [(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 1143.55]/[(1+6.18)^(944/360)] | 1282.66 | 0.01 | 0.03 | i | |
| 2028-06-22 | (Dias para cupon / Dias Año) | (1124 / 360) | 3.12 | [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 1143.55]/[(1+6.18)^(1124/360)]+[(0.0875 x (180/360)) x 30.00% x 100.00 x 1143.55]/[(1+6.18)^(1124/360)] | 29697.29 | 0.29 | 0.91 | 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 + 6.18/100) | 1.58 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (101599.45 - 101798.04 )/( 2 x 101700 x 0.01) | 0.10 |
| 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. |
| 2025-06-22 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (44 / 360) ^ 2 + (44 / 360) | 0.14 | [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 1143.55]/[(1+6.18)^(44/360)]+[(0.0875 x (180/360)) x 82.50% x 100.00 x 1143.55]/[(1+6.18)^(44/360)] | 23963.47 | 3286.84 | ki |
| 2025-12-22 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (224 / 360) ^ 2 + (224 / 360) | 1.01 | [(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 1143.55]/[(1+6.18)^(224/360)] | 3132.95 | 3162.34 | i |
| 2026-06-22 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (404 / 360) ^ 2 + (404 / 360) | 2.38 | [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 1143.55]/[(1+6.18)^(404/360)]+[(0.0875 x (180/360)) x 65.00% x 100.00 x 1143.55]/[(1+6.18)^(404/360)] | 21751.05 | 51802.41 | ki |
| 2026-12-22 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (584 / 360) ^ 2 + (584 / 360) | 4.25 | [(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 1143.55]/[(1+6.18)^(584/360)] | 2156.30 | 9172.51 | i |
| 2027-06-22 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (764 / 360) ^ 2 + (764 / 360) | 6.63 | [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 1143.55]/[(1+6.18)^(764/360)]+[(0.0875 x (180/360)) x 47.50% x 100.00 x 1143.55]/[(1+6.18)^(764/360)] | 19714.93 | 130632.10 | ki |
| 2027-12-22 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (944 / 360) ^ 2 + (944 / 360) | 9.50 | [(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 1143.55]/[(1+6.18)^(944/360)] | 1282.66 | 12183.04 | i |
| 2028-06-22 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (1124 / 360) ^ 2 + (1124 / 360) | 12.87 | [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 1143.55]/[(1+6.18)^(1124/360)]+[(0.0875 x (180/360)) x 30.00% x 100.00 x 1143.55]/[(1+6.18)^(1124/360)] | 29697.29 | 382218.78 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [101700 x ((1 + 6.1756875000001) ^ 2)]] x 592458.02] | 5.17 |
| 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 |