GD30
Global 2030 Ley Extranjera
SoberanoUSDExt.Amort.Semestral
Emisor
República Argentina
Vencimiento
09/07/2030
Cupón
1.25% (Semestral)
Legislación
Ext.
ISIN
US040114HS86
Fecha de emisión
04/09/2020
Valor nominal
$100
Estructura
Amort.
Métricas al último precio
Precio USD $65.30 · 05/06/2026TIR (YTM)
6.21%
Tasa interna de retorno anual
Spread UST
231 bps
Diferencial sobre Tesoro EEUU
Paridad
90.69%
Precio / valor residual vigente
Precio limpio
$65.30
Precio cotizado en mercado
Precio sucio
$65.52
Precio de liquidación
Interés corrido
$0.22
Cupón devengado desde último pago
Vida promedio
2.09 años
Plazo promedio a amortizaciones
Duration Macaulay
1.98 años
Plazo promedio ponderado
Duration Mod.
1.92 años
Sensibilidad al rendimiento
Convexidad
6.18
Curvatura precio-rendimiento
DV01
$0.0126
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 | 3.21% | $69.27 | +6.08% | $0.0139 |
| -200 bps | 4.21% | $67.90 | +3.98% | $0.0134 |
| -100 bps | 5.21% | $66.58 | +1.96% | $0.0130 |
| -50 bps | 5.71% | $65.93 | +0.97% | $0.0128 |
| -25 bps | 5.96% | $65.62 | +0.48% | $0.0127 |
| 0 bps (actual) | 6.21% | $65.30 | — | $0.0126 |
| +25 bps | 6.46% | $64.99 | -0.48% | $0.0125 |
| +50 bps | 6.71% | $64.68 | -0.96% | $0.0124 |
| +100 bps | 7.21% | $64.06 | -1.90% | $0.0122 |
| +200 bps | 8.21% | $62.86 | -3.74% | $0.0118 |
| +300 bps | 9.21% | $61.70 | -5.52% | $0.0114 |
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% | - | $0.25 | $0.25 |
| 3 | 09/07/2022 | 100% | - | $0.25 | $0.25 |
| 4 | 09/01/2023 | 100% | - | $0.25 | $0.25 |
| 5 | 09/07/2023 | 100% | - | $0.25 | $0.25 |
| 6 | 09/01/2024 | 100% | - | $0.38 | $0.38 |
| 7 | 09/07/2024 | 100% | $4.00 | $0.38 | $4.38 |
| 8 | 09/01/2025 | 96% | $8.00 | $0.36 | $8.36 |
| 9 | 09/07/2025 | 88% | $8.00 | $0.33 | $8.33 |
| 10 | 09/01/2026 | 80% | $8.00 | $0.30 | $8.30 |
| 11 | 09/07/2026 | 72% | $8.00 | $0.27 | $8.27 |
| 12 | 09/01/2027 | 64% | $8.00 | $0.24 | $8.24 |
| 13 | 09/07/2027 | 56% | $8.00 | $0.21 | $8.21 |
| 14 | 09/01/2028 | 48% | $8.00 | $0.42 | $8.42 |
| 15 | 09/07/2028 | 40% | $8.00 | $0.35 | $8.35 |
| 16 | 09/01/2029 | 32% | $8.00 | $0.28 | $8.28 |
| 17 | 09/07/2029 | 24% | $8.00 | $0.21 | $8.21 |
| 18 | 09/01/2030 | 16% | $8.00 | $0.14 | $8.14 |
| 19 | 09/07/2030 | 8% | $8.00 | $0.07 | $8.07 |
| Total | $72.00 | $2.19 | $74.19 | ||
Descripción
Bono soberano en USD ley extranjera, vencimiento 2030.