Snapshot

General

By Sector

Credit Risk

Index Breakdown and Methodology

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Argentina Corporate Z-Spread Index Monitor

This dataset includes JP Morgan daily EMBI spreads for Latin America. The information is also reported as an average of 30 consecutive days

Emerging Markets Bond Index (EMBI)

J.P. Morgan Chase & Co. (JPM) is a multinational investment bank and financial services company headquartered in the United States. It is one of the largest banks in the world, offering a wide range of financial products and services to individuals, businesses, and governments, including investment banking, asset management, wealth management, and retail banking. JPM operates in over 100 countries and has a strong presence in key financial markets globally, including the United States, Europe, and Asia.

J.P. Morgan Chase & Co. (JPM)

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.

Argentina Corporate Credit Spreads

This repository includes the price, volume, cashflows and metadata of Argentinian Fixed instruments assets

Argentina Corporate Z-Spread Index Monitor

Sources

Emerging Markets Bond Index (EMBI)

Alphacast /
J.P. Morgan Chase & Co. (JPM)

Argentina Corporate Credit Spreads

Alphacast /
Alphacast Argentina Fixed Income Data

Argentina Corporate Z-Spread Index Monitor

Sources

Emerging Markets Bond Index (EMBI) Alphacast / J.P. Morgan Chase & Co. (JPM)

Argentina Corporate Credit Spreads Alphacast / Alphacast Argentina Fixed Income Data

Emerging Markets Bond Index (EMBI)

Alphacast /
J.P. Morgan Chase & Co. (JPM)

Argentina Corporate Credit Spreads

Alphacast /
Alphacast Argentina Fixed Income Data