Bono Global Argentina 2028

N° Fecha Tasa cupon Residual

Cupon 5.8750%
Issue Date 11-Jan-18 22-Mar-18
Cupon PMT Dates 11-Jan 11-Jul 0 11-Jan-18 5.8750% 100.00
Maturity Date 11-Jan-28 1 11-Jul-18 5.8750% 100.00
Day count fraction 3/360 2 11-Jan-19 5.8750% 100.00
Amortization Bullet 3 11-Jul-19 5.8750% 100.00
Face Value 100 4 11-Jan-20 5.8750% 100.00
Settlement 22-Mar-18 5 11-Jul-20 5.8750% 100.00
6 11-Jan-21 5.8750% 100.00
Precio Clean 73.84 98.84 108.84 7 11-Jul-21 5.8750% 100.00
Interes corridos 1.16 1.16 1.16 8 11-Jan-22 5.8750% 100.00
Precio Dirty 75.00 100.00 110.00 9 11-Jul-22 5.8750% 100.00
10 11-Jan-23 5.8750% 100.00
Servicio anterior 11-Jan-18 11 11-Jul-23 5.8750% 100.00
Servicio proximo 11-Jul-18 12 11-Jan-24 5.8750% 100.00
13 11-Jul-24 5.8750% 100.00
TIR (YTM) 10.39% 7.47% 7.47% 14 11-Jan-25 5.8750% 100.00
-28.1% 15 11-Jul-25 5.8750% 100.00
Cambio YTM -2.92% -2.92% 16 11-Jan-26 5.8750% 100.00
Cambio % Precio 18.677% 18.68% 17 11-Jul-26 5.8750% 100.00
Nuevo precio 89.01 89.01 18 11-Jan-27 5.8750% 100.00
19 11-Jul-27 5.8750% 100.00
Valor Residual (VR) 100.00 20 11-Jan-28 5.8750% -
Valor Tecnico (VT) 101.16 -
Paridad 0.74 0.74 -
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Duration 7.06 9.81 -
Modified Duration 6.40 -
Convexity 56.29 -
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Se pide calcular TIR, Duration, Mod Duration -
Para 3 escenarios -
1.- Precio Clean: 75 -
2.- Precio Clean = 100 -
3.- Precio Clean = 110 -
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 Plazo DURATION
Amortizacion Intereses Servicio PV CONVEXITY
(años) Macaulay Modified 0.5
-75.000 75.000 7.062 6.397 56.287
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- 2.9375 2.938 2.851 0.304 0.012 0.010 0.012
- 2.9375 2.938 2.712 0.808 0.029 0.026 0.043
- 2.9375 2.938 2.582 1.304 0.045 0.041 0.085
- 2.9375 2.938 2.457 1.808 0.059 0.054 0.136
- 2.9375 2.938 2.339 2.307 0.072 0.065 0.195
- 2.9375 2.938 2.225 2.811 0.083 0.076 0.261
- 2.9375 2.938 2.118 3.307 0.093 0.085 0.330
- 2.9375 2.938 2.015 3.811 0.102 0.093 0.404
- 2.9375 2.938 1.919 4.307 0.110 0.100 0.480
- 2.9375 2.938 1.826 4.811 0.117 0.106 0.558
- 2.9375 2.938 1.738 5.307 0.123 0.111 0.637
- 2.9375 2.938 1.654 5.811 0.128 0.116 0.716
- 2.9375 2.938 1.574 6.310 0.132 0.120 0.794
- 2.9375 2.938 1.498 6.814 0.136 0.123 0.873
- 2.9375 2.938 1.426 7.310 0.139 0.126 0.948
- 2.9375 2.938 1.357 7.814 0.141 0.128 1.022
- 2.9375 2.938 1.292 8.310 0.143 0.130 1.094
- 2.9375 2.938 1.229 8.814 0.144 0.131 1.163
- 2.9375 2.938 1.170 9.310 0.145 0.132 1.229
100.00 2.9375 102.938 39.018 9.814 5.105 4.625 45.305
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Precio YTM Precio YTM Precio YTM
75.000 10.39% 1.0% - 0.00% ### ###
4.00 -16.16 29.39% 60.04 29.39%
4.50 -11.36 28.39% 57.03 28.39%
5.00 -6.56 27.39% 54.44 27.39%
5.50 -1.76 26.39% 52.27 26.39%
6.00 3.03 25.39% 50.53 25.39%
6.50 7.83 24.39% 49.20 24.39%
7.00 12.63 23.39% 48.30 23.39%
7.50 17.43 22.39% 47.82 22.39%
8.00 22.22 21.39% 47.76 21.39%
8.50 27.02 20.39% 48.13 20.39%
9.00 31.82 19.39% 48.92 19.39%
9.50 36.62 18.39% 50.13 18.39%
10.00 41.42 17.39% 51.76 17.39%
10.50 46.21 16.39% 53.81 16.39%
11.00 51.01 15.39% 56.29 15.39%
11.50 55.81 14.39% 59.19 14.39%
12.00 60.61 13.39% 62.51 13.39% 85.04
12.50 65.40 12.39% 66.25 12.39%
13.00 70.20 11.39% 70.41 11.39%
16.00 75.00 10.39% 75.00 10.39%
19.00 79.80 9.39% 80.01 9.39%
22.00 84.60 8.39% 85.44 8.39%
25.00 89.39 7.39% 91.29 7.39%
28.00 94.19 6.39% 97.57 6.39%
31.00 98.99 5.39% 104.27 5.39%
34.00 103.79 4.39% 111.39 4.39%
37.00 108.58 3.39% 118.93 3.39%
40.00 113.38 2.39% 126.89 2.39%
43.00 118.18 1.39% 135.28 1.39%
46.00 122.98 0.39% 144.09 0.39%
49.00 127.78 -0.61% 153.32 -0.61%
52.00 132.57 -1.61% 162.97 -1.61%
55.00 137.37 -2.61% 173.04 -2.61%
58.00 142.17 -3.61% 183.54 -3.61%
61.00 146.97 -4.61% 194.46 -4.61%
64.00 151.76 -5.61% 205.80 -5.61%
67.00 156.56 -6.61% 217.56 -6.61%
70.00 161.36 -7.61% 229.75 -7.61%
73.00 166.16 -8.61% 242.36 -8.61%
76.00 170.96 -9.61% 255.39 -9.61%
79.00 175.75 -10.61% 268.84 -10.61%
82.00 180.55 -11.61% 282.71 -11.61%
85.00 185.35 -12.61% 297.01 -12.61%
88.00 190.15 -13.61% 311.73 -13.61%
91.00 194.94 -14.61% 326.87 -14.61%
 335.00
325.00
315.00
305.00
295.00
285.00
275.00
265.00
255.00
245.00
235.00
225.00
215.00
205.00
195.00
185.00
175.00
165.00
Precio

155.00
145.00
135.00
125.00
115.00
105.00
95.00
85.00
75.00
65.00
55.00
45.00
35.00
25.00
15.00
5.00
-20% -10% -5.000% 10% 20% 30% 40%
-15.00
-25.00

Rendimiento (YTM)