AL41
Bono 2041 Ley Local
SoberanoUSDLocalAmort.Semestral
Emisor
República Argentina
Vencimiento
09/07/2041
Cupón
4.50% (Semestral)
Legislación
Local
ISIN
ARARGE3210H6
Fecha de emisión
04/09/2020
Valor nominal
$100
Estructura
Amort.
Métricas al último precio
Precio USD $73.85 · 05/06/2026TIR (YTM)
9.04%
Tasa interna de retorno anual
Spread UST
475 bps
Diferencial sobre Tesoro EEUU
Paridad
73.85%
Precio / valor residual vigente
Precio limpio
$73.85
Precio cotizado en mercado
Precio sucio
$75.29
Precio de liquidación
Interés corrido
$1.44
Cupón devengado desde último pago
Vida promedio
8.35 años
Plazo promedio a amortizaciones
Duration Macaulay
6.15 años
Plazo promedio ponderado
Duration Mod.
5.88 años
Sensibilidad al rendimiento
Convexidad
51.32
Curvatura precio-rendimiento
DV01
$0.0443
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 | 6.04% | $89.08 | +20.62% | $0.0580 |
| -200 bps | 7.04% | $83.54 | +13.12% | $0.0529 |
| -100 bps | 8.04% | $78.48 | +6.27% | $0.0484 |
| -50 bps | 8.54% | $76.11 | +3.06% | $0.0463 |
| -25 bps | 8.79% | $74.97 | +1.52% | $0.0453 |
| 0 bps (actual) | 9.04% | $73.85 | — | $0.0443 |
| +25 bps | 9.29% | $72.75 | -1.48% | $0.0433 |
| +50 bps | 9.54% | $71.68 | -2.93% | $0.0424 |
| +100 bps | 10.04% | $69.61 | -5.74% | $0.0406 |
| +200 bps | 11.04% | $65.71 | -11.02% | $0.0373 |
| +300 bps | 12.04% | $62.13 | -15.87% | $0.0343 |
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% | - | $1.25 | $1.25 |
| 4 | 09/07/2022 | 100% | - | $1.25 | $1.25 |
| 5 | 09/01/2023 | 100% | - | $1.75 | $1.75 |
| 6 | 09/07/2023 | 100% | - | $1.75 | $1.75 |
| 7 | 09/01/2024 | 100% | - | $1.75 | $1.75 |
| 8 | 09/07/2024 | 100% | - | $1.75 | $1.75 |
| 9 | 09/01/2025 | 100% | - | $1.75 | $1.75 |
| 10 | 09/07/2025 | 100% | - | $1.75 | $1.75 |
| 11 | 09/01/2026 | 100% | - | $1.75 | $1.75 |
| 12 | 09/07/2026 | 100% | - | $1.75 | $1.75 |
| 13 | 09/01/2027 | 100% | - | $1.75 | $1.75 |
| 14 | 09/07/2027 | 100% | - | $1.75 | $1.75 |
| 15 | 09/01/2028 | 100% | $3.57 | $1.75 | $5.32 |
| 16 | 09/07/2028 | 96% | $3.57 | $1.69 | $5.26 |
| 17 | 09/01/2029 | 93% | $3.57 | $1.63 | $5.20 |
| 18 | 09/07/2029 | 89% | $3.57 | $1.56 | $5.13 |
| 19 | 09/01/2030 | 86% | $3.57 | $2.09 | $5.66 |
| 20 | 09/07/2030 | 82% | $3.57 | $2.00 | $5.57 |
| 21 | 09/01/2031 | 79% | $3.57 | $1.92 | $5.49 |
| 22 | 09/07/2031 | 75% | $3.57 | $1.83 | $5.40 |
| 23 | 09/01/2032 | 71% | $3.57 | $1.74 | $5.31 |
| 24 | 09/07/2032 | 68% | $3.57 | $1.65 | $5.23 |
| 25 | 09/01/2033 | 64% | $3.57 | $1.57 | $5.14 |
| 26 | 09/07/2033 | 61% | $3.57 | $1.48 | $5.05 |
| 27 | 09/01/2034 | 57% | $3.57 | $1.39 | $4.96 |
| 28 | 09/07/2034 | 54% | $3.57 | $1.31 | $4.88 |
| 29 | 09/01/2035 | 50% | $3.57 | $1.22 | $4.79 |
| 30 | 09/07/2035 | 46% | $3.57 | $1.13 | $4.70 |
| 31 | 09/01/2036 | 43% | $3.57 | $1.04 | $4.62 |
| 32 | 09/07/2036 | 39% | $3.57 | $0.96 | $4.53 |
| 33 | 09/01/2037 | 36% | $3.57 | $0.87 | $4.44 |
| 34 | 09/07/2037 | 32% | $3.57 | $0.78 | $4.35 |
| 35 | 09/01/2038 | 29% | $3.57 | $0.70 | $4.27 |
| 36 | 09/07/2038 | 25% | $3.57 | $0.61 | $4.18 |
| 37 | 09/01/2039 | 21% | $3.57 | $0.52 | $4.09 |
| 38 | 09/07/2039 | 18% | $3.57 | $0.44 | $4.01 |
| 39 | 09/01/2040 | 14% | $3.57 | $0.35 | $3.92 |
| 40 | 09/07/2040 | 11% | $3.57 | $0.26 | $3.83 |
| 41 | 09/01/2041 | 7% | $3.57 | $0.17 | $3.75 |
| 42 | 09/07/2041 | 4% | $3.57 | $0.09 | $3.66 |
| Total | $100.00 | $37.99 | $137.99 | ||
Descripción
Bono soberano en USD ley argentina, vencimiento 2041.