GD30
Global 2030 Ley Extranjera
SoberanoUSDExt.Amort.Semestral
Emisor
República Argentina
Vencimiento
09/07/2030
Cupón
1.25% (Semestral)
Legislación
Ext.
ISIN
US040114HS86
Fecha de emisión
04/09/2020
Valor nominal
$100
Estructura
Amort.
Métricas al último precio
Precio USD $64.74 · 22/04/2026TIR (YTM)
6.32%
Tasa interna de retorno anual
Spread UST
292 bps
Diferencial sobre Tesoro EEUU
Paridad
89.92%
Precio / valor residual vigente
Precio limpio
$64.74
Precio cotizado en mercado
Precio sucio
$64.90
Precio de liquidación
Interés corrido
$0.16
Cupón devengado desde último pago
Vida promedio
2.21 años
Plazo promedio a amortizaciones
Duration Macaulay
2.10 años
Plazo promedio ponderado
Duration Mod.
2.04 años
Sensibilidad al rendimiento
Convexidad
6.68
Curvatura precio-rendimiento
DV01
$0.0132
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 | 3.32% | $68.91 | +6.44% | $0.0146 |
| -200 bps | 4.32% | $67.47 | +4.22% | $0.0141 |
| -100 bps | 5.32% | $66.08 | +2.07% | $0.0137 |
| -50 bps | 5.82% | $65.41 | +1.03% | $0.0134 |
| -25 bps | 6.07% | $65.07 | +0.51% | $0.0133 |
| 0 bps (actual) | 6.32% | $64.74 | — | $0.0132 |
| +25 bps | 6.57% | $64.41 | -0.51% | $0.0131 |
| +50 bps | 6.82% | $64.08 | -1.01% | $0.0130 |
| +100 bps | 7.32% | $63.44 | -2.01% | $0.0128 |
| +200 bps | 8.32% | $62.18 | -3.95% | $0.0124 |
| +300 bps | 9.32% | $60.96 | -5.83% | $0.0120 |
Precio histórico (USD) — último año
TIR histórica (%) — último año
Cronograma de pagos
| # | Fecha | Residual | Amortización | Cupón | Flujo Total |
|---|---|---|---|---|---|
| 1 | 09/07/2021 | 100% | - | $0.11 | $0.11 |
| 2 | 09/01/2022 | 100% | - | $0.25 | $0.25 |
| 3 | 09/07/2022 | 100% | - | $0.25 | $0.25 |
| 4 | 09/01/2023 | 100% | - | $0.25 | $0.25 |
| 5 | 09/07/2023 | 100% | - | $0.25 | $0.25 |
| 6 | 09/01/2024 | 100% | - | $0.38 | $0.38 |
| 7 | 09/07/2024 | 100% | $4.00 | $0.38 | $4.38 |
| 8 | 09/01/2025 | 96% | $8.00 | $0.36 | $8.36 |
| 9 | 09/07/2025 | 88% | $8.00 | $0.33 | $8.33 |
| 10 | 09/01/2026 | 80% | $8.00 | $0.30 | $8.30 |
| 11 | 09/07/2026 | 72% | $8.00 | $0.27 | $8.27 |
| 12 | 09/01/2027 | 64% | $8.00 | $0.24 | $8.24 |
| 13 | 09/07/2027 | 56% | $8.00 | $0.21 | $8.21 |
| 14 | 09/01/2028 | 48% | $8.00 | $0.42 | $8.42 |
| 15 | 09/07/2028 | 40% | $8.00 | $0.35 | $8.35 |
| 16 | 09/01/2029 | 32% | $8.00 | $0.28 | $8.28 |
| 17 | 09/07/2029 | 24% | $8.00 | $0.21 | $8.21 |
| 18 | 09/01/2030 | 16% | $8.00 | $0.14 | $8.14 |
| 19 | 09/07/2030 | 8% | $8.00 | $0.07 | $8.07 |
| Total | $72.00 | $2.19 | $74.19 | ||
Descripción
Bono soberano en USD ley extranjera, vencimiento 2030.