AL29
Bono 2029 Ley Local
SoberanoUSDLocalAmort.Semestral
Emisor
República Argentina
Vencimiento
09/07/2029
Cupón
1.00% (Semestral)
Legislación
Local
ISIN
ARARGE3209Y4
Fecha de emisión
04/09/2020
Valor nominal
$100
Estructura
Amort.
Métricas al último precio
Precio USD $55.54 · 22/07/2026TIR (YTM)
5.67%
Tasa interna de retorno anual
Spread UST
181 bps
Diferencial sobre Tesoro EEUU
Paridad
92.57%
Precio / valor residual vigente
Precio limpio
$55.54
Precio cotizado en mercado
Precio sucio
$55.56
Precio de liquidación
Interés corrido
$0.02
Cupón devengado desde último pago
Vida promedio
1.71 años
Plazo promedio a amortizaciones
Duration Macaulay
1.66 años
Plazo promedio ponderado
Duration Mod.
1.62 años
Sensibilidad al rendimiento
Convexidad
4.10
Curvatura precio-rendimiento
DV01
$0.0090
Cambio de precio por 1 bp
Tabla de sensibilidad
Variación de precio ante shocks de TIR| Shock TIR | TIR resultante | Precio limpio | Variación | DV01 |
|---|---|---|---|---|
| -300 bps | 2.67% | $58.34 | +5.05% | $0.0097 |
| -200 bps | 3.67% | $57.39 | +3.32% | $0.0095 |
| -100 bps | 4.67% | $56.45 | +1.64% | $0.0092 |
| -50 bps | 5.17% | $55.99 | +0.81% | $0.0091 |
| -25 bps | 5.42% | $55.77 | +0.41% | $0.0091 |
| 0 bps (actual) | 5.67% | $55.54 | — | $0.0090 |
| +25 bps | 5.92% | $55.32 | -0.40% | $0.0089 |
| +50 bps | 6.17% | $55.09 | -0.80% | $0.0089 |
| +100 bps | 6.67% | $54.65 | -1.60% | $0.0088 |
| +200 bps | 7.67% | $53.79 | -3.16% | $0.0086 |
| +300 bps | 8.67% | $52.94 | -4.68% | $0.0083 |
Precio histórico (USD) — último año
TIR histórica (%) — último año
Cronograma de pagos
| # | Fecha | Residual | Amortización | Cupón | Flujo Total |
|---|---|---|---|---|---|
| 1 | 09/07/2021 | 100% | - | $0.85 | $0.85 |
| 2 | 09/01/2022 | 100% | - | $0.50 | $0.50 |
| 3 | 09/07/2022 | 100% | - | $0.50 | $0.50 |
| 4 | 09/01/2023 | 100% | - | $0.50 | $0.50 |
| 5 | 09/07/2023 | 100% | - | $0.50 | $0.50 |
| 6 | 09/01/2024 | 100% | - | $0.50 | $0.50 |
| 7 | 09/07/2024 | 100% | - | $0.50 | $0.50 |
| 8 | 09/01/2025 | 100% | $10.00 | $0.50 | $10.50 |
| 9 | 09/07/2025 | 90% | $10.00 | $0.45 | $10.45 |
| 10 | 09/01/2026 | 80% | $10.00 | $0.40 | $10.40 |
| 11 | 09/07/2026 | 70% | $10.00 | $0.35 | $10.35 |
| 12 | 09/01/2027 | 60% | $10.00 | $0.30 | $10.30 |
| 13 | 09/07/2027 | 50% | $10.00 | $0.25 | $10.25 |
| 14 | 09/01/2028 | 40% | $10.00 | $0.20 | $10.20 |
| 15 | 09/07/2028 | 30% | $10.00 | $0.15 | $10.15 |
| 16 | 09/01/2029 | 20% | $10.00 | $0.10 | $10.10 |
| 17 | 09/07/2029 | 10% | $10.00 | $0.05 | $10.05 |
| Total | $60.00 | $1.05 | $61.05 | ||
Descripción
Bono soberano en USD ley argentina, vencimiento 2029. Cupón 1% fijo, amortiza 10% semestral desde enero 2025.