GD35
Global 2035 Ley Extranjera
SoberanoUSDExt.Amort.Semestral
Emisor
República Argentina
Vencimiento
09/07/2035
Cupón
3.75% (Semestral)
Legislación
Ext.
ISIN
US040114HT69
Fecha de emisión
04/09/2020
Valor nominal
$100
Estructura
Amort.
Métricas al último precio
Precio USD $81.36 · 05/06/2026TIR (YTM)
8.45%
Tasa interna de retorno anual
Spread UST
426 bps
Diferencial sobre Tesoro EEUU
Paridad
81.36%
Precio / valor residual vigente
Precio limpio
$81.36
Precio cotizado en mercado
Precio sucio
$83.06
Precio de liquidación
Interés corrido
$1.70
Cupón devengado desde último pago
Vida promedio
6.84 años
Plazo promedio a amortizaciones
Duration Macaulay
5.63 años
Plazo promedio ponderado
Duration Mod.
5.40 años
Sensibilidad al rendimiento
Convexidad
36.67
Curvatura precio-rendimiento
DV01
$0.0448
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 | 5.45% | $96.29 | +18.35% | $0.0551 |
| -200 bps | 6.45% | $90.97 | +11.81% | $0.0514 |
| -100 bps | 7.45% | $86.00 | +5.70% | $0.0480 |
| -50 bps | 7.95% | $83.64 | +2.80% | $0.0464 |
| -25 bps | 8.20% | $82.49 | +1.39% | $0.0456 |
| 0 bps (actual) | 8.45% | $81.36 | — | $0.0448 |
| +25 bps | 8.70% | $80.25 | -1.37% | $0.0441 |
| +50 bps | 8.95% | $79.16 | -2.71% | $0.0433 |
| +100 bps | 9.45% | $77.02 | -5.33% | $0.0419 |
| +200 bps | 10.45% | $72.97 | -10.31% | $0.0392 |
| +300 bps | 11.45% | $69.18 | -14.97% | $0.0367 |
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% | - | $0.56 | $0.56 |
| 3 | 09/07/2022 | 100% | - | $0.56 | $0.56 |
| 4 | 09/01/2023 | 100% | - | $0.75 | $0.75 |
| 5 | 09/07/2023 | 100% | - | $0.75 | $0.75 |
| 6 | 09/01/2024 | 100% | - | $1.81 | $1.81 |
| 7 | 09/07/2024 | 100% | - | $1.81 | $1.81 |
| 8 | 09/01/2025 | 100% | - | $2.06 | $2.06 |
| 9 | 09/07/2025 | 100% | - | $2.06 | $2.06 |
| 10 | 09/01/2026 | 100% | - | $2.06 | $2.06 |
| 11 | 09/07/2026 | 100% | - | $2.06 | $2.06 |
| 12 | 09/01/2027 | 100% | - | $2.06 | $2.06 |
| 13 | 09/07/2027 | 100% | - | $2.06 | $2.06 |
| 14 | 09/01/2028 | 100% | - | $2.38 | $2.38 |
| 15 | 09/07/2028 | 100% | - | $2.38 | $2.38 |
| 16 | 09/01/2029 | 100% | - | $2.50 | $2.50 |
| 17 | 09/07/2029 | 100% | - | $2.50 | $2.50 |
| 18 | 09/01/2030 | 100% | - | $2.50 | $2.50 |
| 19 | 09/07/2030 | 100% | - | $2.50 | $2.50 |
| 20 | 09/01/2031 | 100% | $10.00 | $2.50 | $12.50 |
| 21 | 09/07/2031 | 90% | $10.00 | $2.25 | $12.25 |
| 22 | 09/01/2032 | 80% | $10.00 | $2.00 | $12.00 |
| 23 | 09/07/2032 | 70% | $10.00 | $1.75 | $11.75 |
| 24 | 09/01/2033 | 60% | $10.00 | $1.50 | $11.50 |
| 25 | 09/07/2033 | 50% | $10.00 | $1.25 | $11.25 |
| 26 | 09/01/2034 | 40% | $10.00 | $1.00 | $11.00 |
| 27 | 09/07/2034 | 30% | $10.00 | $0.75 | $10.75 |
| 28 | 09/01/2035 | 20% | $10.00 | $0.50 | $10.50 |
| 29 | 09/07/2035 | 10% | $10.00 | $0.25 | $10.25 |
| Total | $100.00 | $34.69 | $134.69 | ||
Descripción
Bono soberano en USD ley extranjera, vencimiento 2035.