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Calculadora Carry Trade
Usá el ticker, precio y tu USD estimado a vencimiento.
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Curva de Renta Fija
Visualizá la curva por vencimiento y tasas implícitas. Lectura rápida para decidir tramo de curva.
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Filtros rápidos
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Resumen
USD base utilizado: $1453.5
| Métrica | Valor |
|---|---|
| USD actual (base) | $1,453.50 |
| Fuente USD | Bluelytics |
| Bonos analizados | 8 |
| Mejor carry (USD 1450) | T15E7 (35.53%) |
| Peor carry (USD 1450) | TTM26 (-4.60%) |
| Breakeven promedio | $1,613.47 |
| Breakeven máximo | T15E7 ($1,965.24) |
| Breakeven mínimo | TTM26 ($1,383.33) |
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Supuestos y fórmulas
- Retorno total (ARS) = A_finish / Precio - 1
- Carry(USD_vto) = (A_finish / Precio) * (USD_actual / USD_vto) - 1
- Breakeven USD = USD_actual * (A_finish / Precio)
- Máx. var posible = (Breakeven USD / USD_actual - 1)
- Spread vs TC = Breakeven USD - USD_actual
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Tabla Carry Trade
Mostrar/Ocultar tabla
| Ticker | Vto. | Días al vto. | Precio | Pr. finish | Retorno total | Máx. var posible | Spread vs TC | Breakeven USD | |
|---|---|---|---|---|---|---|---|---|---|
| 0 | T30E6 | 30/01/2026 | 15 | $140.00 | $142.23 | 1.59% | 1.59% | $23.15 | $1,476.65 |
| 2 | T13F6 | 13/02/2026 | 29 | $140.90 | $144.97 | 2.89% | 2.89% | $41.99 | $1,495.49 |
| 3 | TTM26 | 16/03/2026 | 60 | $142.10 | $135.24 | -4.83% | -4.83% | $-70.17 | $1,383.33 |
| 4 | TTJ26 | 30/06/2026 | 166 | $140.45 | $146.08 | 4.01% | 4.01% | $58.26 | $1,511.76 |
| 5 | T30J6 | 30/06/2026 | 166 | $124.75 | $144.88 | 16.14% | 16.14% | $234.54 | $1,688.04 |
| 6 | TTS26 | 15/09/2026 | 243 | $138.00 | $154.44 | 11.91% | 11.91% | $173.16 | $1,626.66 |
| 7 | TTD26 | 15/12/2026 | 334 | $136.30 | $165.10 | 21.13% | 21.13% | $307.12 | $1,760.62 |
| 1 | T15E7 | 15/01/2027 | 365 | $119.15 | $161.10 | 35.21% | 35.21% | $511.74 | $1,965.24 |
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Curva Breakeven
Mostrar/Ocultar gráfico
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Tabla Heatmap
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| Carry 1350 | Carry 1400 | Carry 1450 | Carry 1500 | Carry 1550 | Carry 1600 | |
|---|---|---|---|---|---|---|
| ticker | ||||||
| T30E6 | 9.38% | 5.48% | 1.84% | -1.56% | -4.73% | -7.71% |
| T13F6 | 10.78% | 6.82% | 3.14% | -0.30% | -3.52% | -6.53% |
| TTM26 | 2.47% | -1.19% | -4.60% | -7.78% | -10.75% | -13.54% |
| TTJ26 | 11.98% | 7.98% | 4.26% | 0.78% | -2.47% | -5.51% |
| T30J6 | 25.04% | 20.57% | 16.42% | 12.54% | 8.91% | 5.50% |
| TTS26 | 20.49% | 16.19% | 12.18% | 8.44% | 4.95% | 1.67% |
| TTD26 | 30.42% | 25.76% | 21.42% | 17.37% | 13.59% | 10.04% |
| T15E7 | 45.57% | 40.37% | 35.53% | 31.02% | 26.79% | 22.83% |
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Tabla de curva
Mostrar/Ocultar tabla
| nombre | vencimiento | dias_vto | a_finish | precio | rend_dto | tna | tem | tea | carry_1350 | carry_1400 | carry_1450 | carry_1500 | carry_1550 | carry_1600 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 0 | T30E6 | 30/01/2026 | 14 | 142.23 | 140.00 | 1.59% | 40.96% | 3.44% | 50.13% | 9.38% | 5.48% | 1.84% | -1.56% | -4.73% | -7.71% |
| 2 | T13F6 | 13/02/2026 | 28 | 144.97 | 140.90 | 2.89% | 37.14% | 3.10% | 44.21% | 10.78% | 6.82% | 3.14% | -0.30% | -3.52% | -6.53% |
| 3 | TTM26 | 16/03/2026 | 59 | 135.24 | 142.10 | -4.83% | -29.46% | -2.48% | -26.06% | 2.47% | -1.19% | -4.60% | -7.78% | -10.75% | -13.54% |
| 4 | TTJ26 | 30/06/2026 | 165 | 146.08 | 140.45 | 4.01% | 8.75% | 0.72% | 8.95% | 11.98% | 7.98% | 4.26% | 0.78% | -2.47% | -5.51% |
| 5 | T30J6 | 30/06/2026 | 165 | 144.88 | 124.75 | 16.14% | 35.21% | 2.76% | 38.60% | 25.04% | 20.57% | 16.42% | 12.54% | 8.91% | 5.50% |
| 6 | TTS26 | 15/09/2026 | 242 | 154.44 | 138.00 | 11.91% | 17.72% | 1.41% | 18.23% | 20.49% | 16.19% | 12.18% | 8.44% | 4.95% | 1.67% |
| 7 | TTD26 | 15/12/2026 | 333 | 165.10 | 136.30 | 21.13% | 22.84% | 1.74% | 23.03% | 30.42% | 25.76% | 21.42% | 17.37% | 13.59% | 10.04% |
| 1 | T15E7 | 15/01/2027 | 364 | 161.10 | 119.15 | 35.21% | 34.82% | 2.52% | 34.76% | 45.57% | 40.37% | 35.53% | 31.02% | 26.79% | 22.83% |
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