IRCP
ON IRSA 8% 2035
IRSA Inversiones y Representaciones S.A.
31/03/2035
8.00% (Semestral)
ISIN
USP58809BU07
Fecha de emisión
31/03/2025
Valor nominal
$100
Estructura
Métricas al último precio
Precio USD $110.60 · 22/07/20266.23%
Tasa interna de retorno anual
199 bps
Diferencial sobre Tesoro EEUU
110.60%
Precio / valor residual vigente
$110.60
Precio cotizado en mercado
$113.11
Precio de liquidación
$2.51
Cupón devengado desde último pago
7.70 años
Plazo promedio a amortizaciones
5.86 años
Plazo promedio ponderado
5.68 años
Sensibilidad al rendimiento
41.46
Curvatura precio-rendimiento
$0.0643
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 | 3.23% | $132.17 | +19.51% | $0.0802 |
| -200 bps | 4.23% | $124.44 | +12.52% | $0.0745 |
| -100 bps | 5.23% | $117.27 | +6.03% | $0.0691 |
| -50 bps | 5.73% | $113.87 | +2.96% | $0.0667 |
| -25 bps | 5.98% | $112.22 | +1.47% | $0.0654 |
| 0 bps (actual) | 6.23% | $110.60 | — | $0.0643 |
| +25 bps | 6.48% | $109.01 | -1.44% | $0.0631 |
| +50 bps | 6.73% | $107.44 | -2.85% | $0.0620 |
| +100 bps | 7.23% | $104.40 | -5.60% | $0.0598 |
| +200 bps | 8.23% | $98.64 | -10.82% | $0.0556 |
| +300 bps | 9.23% | $93.27 | -15.67% | $0.0518 |
Cronograma de pagos
| # | Fecha | Residual | Amortización | Cupón | Flujo Total |
|---|---|---|---|---|---|
| 1 | 31/03/2025 | 100% | - | - | $0.00 |
| 2 | 30/09/2025 | 100% | - | $4.00 | $4.00 |
| 3 | 31/03/2026 | 100% | - | $4.00 | $4.00 |
| 4 | 30/09/2026 | 100% | - | $4.00 | $4.00 |
| 5 | 31/03/2027 | 100% | - | $4.00 | $4.00 |
| 6 | 30/09/2027 | 100% | - | $4.00 | $4.00 |
| 7 | 31/03/2028 | 100% | - | $4.00 | $4.00 |
| 8 | 30/09/2028 | 100% | - | $4.00 | $4.00 |
| 9 | 31/03/2029 | 100% | - | $4.00 | $4.00 |
| 10 | 30/09/2029 | 100% | - | $4.00 | $4.00 |
| 11 | 31/03/2030 | 100% | - | $4.00 | $4.00 |
| 12 | 30/09/2030 | 100% | - | $4.00 | $4.00 |
| 13 | 31/03/2031 | 100% | - | $4.00 | $4.00 |
| 14 | 30/09/2031 | 100% | - | $4.00 | $4.00 |
| 15 | 31/03/2032 | 100% | - | $4.00 | $4.00 |
| 16 | 30/09/2032 | 100% | - | $4.00 | $4.00 |
| 17 | 31/03/2033 | 100% | $33.00 | $4.00 | $37.00 |
| 18 | 30/09/2033 | 67% | - | $2.68 | $2.68 |
| 19 | 31/03/2034 | 67% | $33.00 | $2.68 | $35.68 |
| 20 | 30/09/2034 | 34% | - | $1.36 | $1.36 |
| 21 | 31/03/2035 | 34% | $34.00 | $1.36 | $35.36 |
| Total | $100.00 | $64.08 | $164.08 | ||
Descripción
Obligación Negociable de IRSA Inversiones y Representaciones S.A. (Clase XXIV) en USD, ley extranjera (NY). Cupón 8% anual pagadero semestralmente (31 mar/30 sep). Sinkable: amortiza 33% en mar-2033, 33% en mar-2034 y 34% final en mar-2035. Base 30/360.