AL35
Bono 2035 Ley Local
SoberanoUSDLocalAmort.Semestral
Emisor
República Argentina
Vencimiento
09/07/2035
Cupón
3.75% (Semestral)
Legislación
Local
ISIN
ARARGE3208G1
Fecha de emisión
04/09/2020
Valor nominal
$100
Estructura
Amort.
Métricas al último precio
Precio USD $80.83 · 22/07/2026TIR (YTM)
8.65%
Tasa interna de retorno anual
Spread UST
447 bps
Diferencial sobre Tesoro EEUU
Paridad
80.83%
Precio / valor residual vigente
Precio limpio
$80.83
Precio cotizado en mercado
Precio sucio
$81.00
Precio de liquidación
Interés corrido
$0.17
Cupón devengado desde último pago
Vida promedio
6.72 años
Plazo promedio a amortizaciones
Duration Macaulay
5.63 años
Plazo promedio ponderado
Duration Mod.
5.39 años
Sensibilidad al rendimiento
Convexidad
36.02
Curvatura precio-rendimiento
DV01
$0.0437
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 | 5.65% | $95.36 | +17.97% | $0.0535 |
| -200 bps | 6.65% | $90.18 | +11.57% | $0.0500 |
| -100 bps | 7.65% | $85.35 | +5.59% | $0.0467 |
| -50 bps | 8.15% | $83.05 | +2.75% | $0.0452 |
| -25 bps | 8.40% | $81.93 | +1.36% | $0.0444 |
| 0 bps (actual) | 8.65% | $80.83 | — | $0.0437 |
| +25 bps | 8.90% | $79.75 | -1.34% | $0.0430 |
| +50 bps | 9.15% | $78.68 | -2.66% | $0.0423 |
| +100 bps | 9.65% | $76.60 | -5.23% | $0.0409 |
| +200 bps | 10.65% | $72.65 | -10.13% | $0.0383 |
| +300 bps | 11.65% | $68.94 | -14.71% | $0.0359 |
Precio histórico (USD) — último año
TIR histórica (%) — último año
Cronograma de pagos
| # | Fecha | Residual | Amortización | Cupón | Flujo Total |
|---|---|---|---|---|---|
| 1 | 09/01/2021 | 100% | - | $0.04 | $0.04 |
| 2 | 09/07/2021 | 100% | - | $0.06 | $0.06 |
| 3 | 09/01/2022 | 100% | - | $0.56 | $0.56 |
| 4 | 09/07/2022 | 100% | - | $0.56 | $0.56 |
| 5 | 09/01/2023 | 100% | - | $0.75 | $0.75 |
| 6 | 09/07/2023 | 100% | - | $0.75 | $0.75 |
| 7 | 09/01/2024 | 100% | - | $1.81 | $1.81 |
| 8 | 09/07/2024 | 100% | - | $1.81 | $1.81 |
| 9 | 09/01/2025 | 100% | - | $2.06 | $2.06 |
| 10 | 09/07/2025 | 100% | - | $2.06 | $2.06 |
| 11 | 09/01/2026 | 100% | - | $2.06 | $2.06 |
| 12 | 09/07/2026 | 100% | - | $2.06 | $2.06 |
| 13 | 09/01/2027 | 100% | - | $2.06 | $2.06 |
| 14 | 09/07/2027 | 100% | - | $2.06 | $2.06 |
| 15 | 09/01/2028 | 100% | - | $2.38 | $2.38 |
| 16 | 09/07/2028 | 100% | - | $2.38 | $2.38 |
| 17 | 09/01/2029 | 100% | - | $2.50 | $2.50 |
| 18 | 09/07/2029 | 100% | - | $2.50 | $2.50 |
| 19 | 09/01/2030 | 100% | - | $2.50 | $2.50 |
| 20 | 09/07/2030 | 100% | - | $2.50 | $2.50 |
| 21 | 09/01/2031 | 100% | $10.00 | $2.50 | $12.50 |
| 22 | 09/07/2031 | 90% | $10.00 | $2.25 | $12.25 |
| 23 | 09/01/2032 | 80% | $10.00 | $2.00 | $12.00 |
| 24 | 09/07/2032 | 70% | $10.00 | $1.75 | $11.75 |
| 25 | 09/01/2033 | 60% | $10.00 | $1.50 | $11.50 |
| 26 | 09/07/2033 | 50% | $10.00 | $1.25 | $11.25 |
| 27 | 09/01/2034 | 40% | $10.00 | $1.00 | $11.00 |
| 28 | 09/07/2034 | 30% | $10.00 | $0.75 | $10.75 |
| 29 | 09/01/2035 | 20% | $10.00 | $0.50 | $10.50 |
| 30 | 09/07/2035 | 10% | $10.00 | $0.25 | $10.25 |
| Total | $100.00 | $32.63 | $132.63 | ||
Descripción
Bono soberano en USD ley argentina, vencimiento 2035.