| 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 | 100.95 | Semana TIR | -8.48% |
| Emisor | ArgentinaArgentina | Valor Residual | 100.00% | Mes TIR | -33.53% |
| Tipo | Soberano | Paridad | 84.15% | Semestre TIR | -4.88% |
| País | Argentina | TIR | 32.17% | 1ero Enero TIR | 2.19% |
| Mercado | BYMA | Macaulay Dur. | 1.32 | Año TIR | -25.53% |
| Moneda | ARS | Modified Dur. | 1.00 | Semana Precio | 3.76% |
| Fecha/Hora | 2025-05-09 16:56:15 | Effective Dur. | 0.32 | Mes Precio | 8.56% |
| Volumen | 0 | Convexidad | 1.81 | Semestre Precio | 7.53% |
| Precio | 84.95 | Int. Corrido | 0.95 | 1ero Enero Precio | 0.30% |
| Variación | 0.00% | Cupon | 7.75 | Año Precio | 29.66% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 93.45 | 10.00% | 23.01 | -28.48% |
| 92.60 | 9.00% | 23.85 | -25.85% |
| 91.75 | 8.00% | 24.72 | -23.17% |
| 90.90 | 7.00% | 25.59 | -20.44% |
| 90.05 | 6.00% | 26.49 | -17.67% |
| 89.20 | 5.00% | 27.39 | -14.85% |
| 88.35 | 4.00% | 28.32 | -11.98% |
| 87.50 | 3.00% | 29.26 | -9.06% |
| 86.65 | 2.00% | 30.21 | -6.09% |
| 85.80 | 1.00% | 31.18 | -3.07% |
| 84.95 | 0.00% | 32.17 | 0.00% |
| 84.10 | -1.00% | 33.18 | 3.14% |
| 83.25 | -2.00% | 34.21 | 6.34% |
| 82.40 | -3.00% | 35.25 | 9.59% |
| 81.55 | -4.00% | 36.32 | 12.90% |
| 80.70 | -5.00% | 37.40 | 16.27% |
| 79.85 | -6.00% | 38.51 | 19.71% |
| 79.00 | -7.00% | 39.64 | 23.22% |
| 78.15 | -8.00% | 40.79 | 26.79% |
| 77.30 | -9.00% | 41.96 | 30.44% |
| 76.45 | -10.00% | 43.16 | 34.16% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 35.07 | 9.00% | 82.55 | -2.82% |
| 34.74 | 8.00% | 82.81 | -2.52% |
| 34.42 | 7.00% | 83.08 | -2.21% |
| 34.10 | 6.00% | 83.34 | -1.90% |
| 33.78 | 5.00% | 83.60 | -1.58% |
| 33.46 | 4.00% | 83.87 | -1.27% |
| 33.14 | 3.00% | 84.14 | -0.96% |
| 32.81 | 2.00% | 84.41 | -0.64% |
| 32.49 | 1.00% | 84.68 | -0.32% |
| 32.17 | 0.00% | 84.95 | 0.00% |
| 31.85 | -1.00% | 85.23 | 0.33% |
| 31.53 | -2.00% | 85.50 | 0.65% |
| 31.20 | -3.00% | 85.78 | 0.98% |
| 30.88 | -4.00% | 86.06 | 1.31% |
| 30.56 | -5.00% | 86.34 | 1.64% |
| 30.24 | -6.00% | 86.62 | 1.97% |
| 29.92 | -7.00% | 86.91 | 2.30% |
| 29.60 | -8.00% | 87.19 | 2.64% |
| 29.27 | -9.00% | 87.48 | 2.98% |
| Desarrollo TIR 32.17% | ||||
|---|---|---|---|---|
| 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+32.17)^(158/360)] | 6.86 | 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+32.17)^(338/360)] | 5.96 | 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+32.17)^(518/360)] | 5.19 | i |
| 2026-10-17 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+32.17)^(518/360)] | 66.94 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-09 | (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 (22/180) | 0.95 |
| 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) | (158 / 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+32.17)^(158/360)] | 6.86 | 0.08 | 0.04 | i | |
| 2026-04-17 | (Dias para cupon / Dias Año) | (338 / 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+32.17)^(338/360)] | 5.96 | 0.07 | 0.07 | i | |
| 2026-10-17 | (Dias para cupon / Dias Año) | (518 / 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+32.17)^(518/360)]+[(0.155 x (180/360)) x 100.00% x 100.00]/[(1+32.17)^(518/360)] | 72.13 | 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 + 32.17/100) | 1.00 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (84.68 - 85.22 )/( 2 x 84.95 x 0.01) | 0.32 |
| 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)] | (158 / 360) ^ 2 + (158 / 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+32.17)^(158/360)] | 6.86 | 4.33 | i |
| 2026-04-17 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (338 / 360) ^ 2 + (338 / 360) | 1.82 | [(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+32.17)^(338/360)] | 5.96 | 10.86 | i |
| 2026-10-17 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (518 / 360) ^ 2 + (518 / 360) | 3.51 | [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+32.17)^(518/360)]+[(0.155 x (180/360)) x 100.00% x 100.00]/[(1+32.17)^(518/360)] | 72.13 | 253.12 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [84.95 x ((1 + 32.173) ^ 2)]] x 268.31] | 1.81 |
| 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 |