Guido Schiavi

Daily credit-spread indices for Argentine **hard-dollar corporate bonds** (USD-denominated, fixed-rate *obligaciones negociables*), measured as the
  **z-spread** over the US Treasury zero curve, in basis points. Four indices partition the market: **General = Energía + Bancos + Otros**. One row per
  business day per sector since Jan-2024 (Bancos since Jan-2025).

  **Spread headlines** — `z_mvtrue_bps` (market-value weighted, the market reference), `z_med_bps` (median; robust, and the headline for 2024 deep history),
  `z_iss_bps` (equal-per-issuer). `z_chain_idx` (base 100) isolates pure spread *moves*, free of constituent changes.

  **Analytics** — total-return index (`tr_idx`), modified and spread duration (`dur_mod_yrs`, `sdur_yrs`), DTS (`dts_pct`), spread volatility in bps/day
  (`vol_chain_bps`), average dirty price, remaining life, bond/issuer counts, and risk-quality signals (`distress_pct`, `top_bond_pct`/`top_issuer_pct`,
  `carried_pct`, `quality_flag`).

  **Method** — monthly-rebalanced basket; one quotation line per bond (MEP priority); market-value caps of 40% per bond and 50% per issuer; 5/95
  winsorization. Published history is frozen: dates older than ~2 months are final and never silently revised. Recomputed daily.

Date

Sector

Argentina Corporate Credit Spreads

Argentina Corporate Credit Spreads (Detail)

Alphacast Argentina Fixed Income Data

Alphacast

avg_price

carried_pct

distress_pct

dts_pct

dur_mod_yrs

n_issuers

quality_flag

sdur_yrs

top_bond_pct

top_issuer_pct

tr_idx

ttm_yrs

vol_chain_bps

z_chain_idx

z_iss_bps

z_med_bps

z_mvtrue_bps

Argentina Corporate Credit Spreads

Dataset Information