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 $109.85 · 05/06/20266.37%
Tasa interna de retorno anual
212 bps
Diferencial sobre Tesoro EEUU
109.85%
Precio / valor residual vigente
$109.85
Precio cotizado en mercado
$111.34
Precio de liquidación
$1.49
Cupón devengado desde último pago
7.83 años
Plazo promedio a amortizaciones
5.98 años
Plazo promedio ponderado
5.79 años
Sensibilidad al rendimiento
42.81
Curvatura precio-rendimiento
$0.0645
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 | 3.37% | $131.53 | +19.74% | $0.0807 |
| -200 bps | 4.37% | $123.76 | +12.66% | $0.0749 |
| -100 bps | 5.37% | $116.55 | +6.09% | $0.0695 |
| -50 bps | 5.87% | $113.14 | +2.99% | $0.0669 |
| -25 bps | 6.12% | $111.48 | +1.48% | $0.0657 |
| 0 bps (actual) | 6.37% | $109.85 | — | $0.0645 |
| +25 bps | 6.62% | $108.25 | -1.45% | $0.0633 |
| +50 bps | 6.87% | $106.68 | -2.88% | $0.0622 |
| +100 bps | 7.37% | $103.63 | -5.66% | $0.0599 |
| +200 bps | 8.37% | $97.85 | -10.92% | $0.0557 |
| +300 bps | 9.37% | $92.48 | -15.81% | $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.