GD29
Global 2029 Ley Extranjera
SoberanoUSDExt.Amort.Semestral
Emisor
República Argentina
Vencimiento
09/07/2029
Cupón
1.25% (Semestral)
Legislación
Ext.
ISIN
US040114HR04
Fecha de emisión
04/09/2020
Valor nominal
$100
Estructura
Amort.
Métricas al último precio
Precio USD $65.87 · 05/06/2026TIR (YTM)
4.96%
Tasa interna de retorno anual
Spread UST
113 bps
Diferencial sobre Tesoro EEUU
Paridad
94.10%
Precio / valor residual vigente
Precio limpio
$65.87
Precio cotizado en mercado
Precio sucio
$66.16
Precio de liquidación
Interés corrido
$0.29
Cupón devengado desde último pago
Vida promedio
1.59 años
Plazo promedio a amortizaciones
Duration Macaulay
1.53 años
Plazo promedio ponderado
Duration Mod.
1.49 años
Sensibilidad al rendimiento
Convexidad
3.92
Curvatura precio-rendimiento
DV01
$0.0099
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 | 1.96% | $68.96 | +4.69% | $0.0107 |
| -200 bps | 2.96% | $67.90 | +3.08% | $0.0104 |
| -100 bps | 3.96% | $66.87 | +1.52% | $0.0102 |
| -50 bps | 4.46% | $66.37 | +0.76% | $0.0100 |
| -25 bps | 4.71% | $66.12 | +0.38% | $0.0100 |
| 0 bps (actual) | 4.96% | $65.87 | — | $0.0099 |
| +25 bps | 5.21% | $65.62 | -0.37% | $0.0098 |
| +50 bps | 5.46% | $65.38 | -0.75% | $0.0098 |
| +100 bps | 5.96% | $64.89 | -1.48% | $0.0096 |
| +200 bps | 6.96% | $63.94 | -2.93% | $0.0094 |
| +300 bps | 7.96% | $63.02 | -4.33% | $0.0091 |
Precio histórico (USD) — último año
TIR histórica (%) — último año
Cronograma de pagos
| # | Fecha | Residual | Amortización | Cupón | Flujo Total |
|---|---|---|---|---|---|
| 1 | 09/07/2021 | 100% | - | $0.85 | $0.85 |
| 2 | 09/01/2022 | 100% | - | $0.50 | $0.50 |
| 3 | 09/07/2022 | 100% | - | $0.50 | $0.50 |
| 4 | 09/01/2023 | 100% | - | $0.50 | $0.50 |
| 5 | 09/07/2023 | 100% | - | $0.50 | $0.50 |
| 6 | 09/01/2024 | 100% | - | $0.50 | $0.50 |
| 7 | 09/07/2024 | 100% | - | $0.50 | $0.50 |
| 8 | 09/01/2025 | 100% | $10.00 | $0.50 | $10.50 |
| 9 | 09/07/2025 | 90% | $10.00 | $0.45 | $10.45 |
| 10 | 09/01/2026 | 80% | $10.00 | $0.40 | $10.40 |
| 11 | 09/07/2026 | 70% | $10.00 | $0.35 | $10.35 |
| 12 | 09/01/2027 | 60% | $10.00 | $0.30 | $10.30 |
| 13 | 09/07/2027 | 50% | $10.00 | $0.25 | $10.25 |
| 14 | 09/01/2028 | 40% | $10.00 | $0.20 | $10.20 |
| 15 | 09/07/2028 | 30% | $10.00 | $0.15 | $10.15 |
| 16 | 09/01/2029 | 20% | $10.00 | $0.10 | $10.10 |
| 17 | 09/07/2029 | 10% | $10.00 | $0.05 | $10.05 |
| Total | $70.00 | $1.40 | $71.40 | ||
Descripción
Bono soberano en USD ley extranjera, vencimiento 2029. Cupón step-up: 0.125% hasta 2023, 2% hasta 2027, 5% desde 2027.