| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2023-09-08 | 50.00 | 50.00 | 3.17 | 16.67 | 19.83 |
| 2024-03-08 | 33.33 | 33.33 | 2.38 | 16.67 | 19.04 |
| 2024-09-08 | 16.67 | 16.67 | 1.58 | 16.67 | 18.25 |
| 2025-03-08 | 0.00 | 0.00 | 0.79 | 16.67 | 17.46 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | CP17D | Valor Tecnico | 16.99 | Semana TIR | -0.86% |
| Emisor | Compañia General de CombustibCompañia General de Combustibles S.A. | Valor Residual | 16.67% | Mes TIR | -7.76% |
| Tipo | Corporativo | Paridad | 206.03% | Semestre TIR | -96.07% |
| País | Argentina | TIR | -90.37% | 1ero Enero TIR | -449.70% |
| Mercado | BYMA | Macaulay Dur. | 0.30 | Año TIR | -320.13% |
| Moneda | USD | Modified Dur. | 3.09 | Semana Precio | -2.10% |
| Fecha/Hora | 2024-11-20 16:31:38 | Effective Dur. | -2.80 | Mes Precio | 0.14% |
| Volumen | 84000 | Convexidad | 41.56 | Semestre Precio | -30.69% |
| Precio | 35.00 | Int. Corrido | 0.32 | 1ero Enero Precio | -43.55% |
| Variación | -2.51% | Cupon | 17.46 | Año Precio | -47.37% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 38.50 | 10.00% | -93.01 | 2.92% |
| 38.15 | 9.00% | -92.79 | 2.68% |
| 37.80 | 8.00% | -92.57 | 2.43% |
| 37.45 | 7.00% | -92.33 | 2.17% |
| 37.10 | 6.00% | -92.08 | 1.89% |
| 36.75 | 5.00% | -91.83 | 1.61% |
| 36.40 | 4.00% | -91.56 | 1.32% |
| 36.05 | 3.00% | -91.28 | 1.01% |
| 35.70 | 2.00% | -90.99 | 0.68% |
| 35.35 | 1.00% | -90.68 | 0.35% |
| 35.00 | 0.00% | -90.37 | 0.00% |
| 34.65 | -1.00% | -90.04 | -0.37% |
| 34.30 | -2.00% | -89.69 | -0.75% |
| 33.95 | -3.00% | -89.33 | -1.15% |
| 33.60 | -4.00% | -88.95 | -1.57% |
| 33.25 | -5.00% | -88.55 | -2.01% |
| 32.90 | -6.00% | -88.14 | -2.47% |
| 32.55 | -7.00% | -87.70 | -2.95% |
| 32.20 | -8.00% | -87.25 | -3.45% |
| 31.85 | -9.00% | -86.77 | -3.98% |
| 31.50 | -10.00% | -86.27 | -4.54% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| -82.24 | -9.00% | 29.18 | -16.63% |
| -83.14 | -8.00% | 29.63 | -15.33% |
| -84.04 | -7.00% | 30.12 | -13.93% |
| -84.95 | -6.00% | 30.65 | -12.43% |
| -85.85 | -5.00% | 31.22 | -10.80% |
| -86.76 | -4.00% | 31.84 | -9.03% |
| -87.66 | -3.00% | 32.51 | -7.10% |
| -88.56 | -2.00% | 33.26 | -4.98% |
| -89.47 | -1.00% | 34.08 | -2.63% |
| -90.37 | 0.00% | 35.00 | 0.00% |
| -91.27 | 1.00% | 36.04 | 2.98% |
| -92.18 | 2.00% | 37.23 | 6.38% |
| -93.08 | 3.00% | 38.62 | 10.33% |
| -93.98 | 4.00% | 40.26 | 15.02% |
| -94.89 | 5.00% | 42.25 | 20.72% |
| -95.79 | 6.00% | 44.77 | 27.91% |
| -96.70 | 7.00% | 48.10 | 37.44% |
| -97.60 | 8.00% | 52.90 | 51.13% |
| -98.50 | 9.00% | 60.87 | 73.91% |
| Desarrollo TIR -90.37% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-03-08 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.095 x (180/360)) x 16.67% x 100.00]/[(1+-90.37)^(107/360)] | 1.59 | i |
| 2025-03-08 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [0.166667 x 100.00]/[(1+-90.37)^(107/360)] | 33.41 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-21 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0.095 x (180/360)) x 1.00 x 0.166667 x 100.00 x (73/180) | 0.32 |
| Desarrollo Duracion Macaulay | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Fecha | Per. Ponderados Formula | Per. Pond. Operacion | Periodos Ponderados | Factor Formula | Factor Operacion | Factor | Factor/Precio | Factor/Precio x Num. Periodos | Cap. o Int. | |
| 2025-03-08 | (Dias para cupon / Dias Año) | (107 / 360) | 0.30 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [0.166667 x 100.00]/[(1+-90.37)^(107/360)]+[(0.095 x (180/360)) x 16.67% x 100.00]/[(1+-90.37)^(107/360)] | 35.00 | 1.00 | 0.30 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.30 | 0.30 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.30)/(1 + -90.37/100) | 3.09 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (36.04 - 34.08 )/( 2 x 35 x 0.01) | -2.80 |
| Desarrollo Convexidad Suma Factores | ||||||||
|---|---|---|---|---|---|---|---|---|
| Fecha | Formula n2+n | Operacion n2+n | Factor n2+n | Formula VAN | Operacion VAN | Factor VAN | Formula n2+n X Factor VAN | Cap. o Int. |
| 2025-03-08 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (107 / 360) ^ 2 + (107 / 360) | 0.39 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [0.166667 x 100.00]/[(1+-90.37)^(107/360)]+[(0.095 x (180/360)) x 16.67% x 100.00]/[(1+-90.37)^(107/360)] | 35.00 | 13.49 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [35 x ((1 + -90.368132812499) ^ 2)]] x 13.49] | 41.56 |
| F. de Emision | 2020-09-08 | ||
| F. de Vencimiento | 2025-03-08 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Las Obligaciones Negociables se amortizarán en seis cuotas semestrales en las fechas que seguidamente se detalla: 08-09-2022, 08-03-2023, 08-09-2023, 08-03-2024, 08-09-2024, 08-03-2025 | ||
| Interes | Tasa 9,5% anual. | ||
| Frecuencia | Los intereses serán pagaderos semestralmente, en forma vencida, el 8 de marzo y el 8 de septiembre, comenzando el 8 de marzo de 2021 | ||
| ISIN | USP3063DAB84 |