| 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 | 16.84 | Semana TIR | -0.31% |
| Emisor | Compañia General de CombustibCompañia General de Combustibles S.A. | Valor Residual | 16.67% | Mes TIR | -7.86% |
| Tipo | Corporativo | Paridad | 207.86% | Semestre TIR | -106.00% |
| País | Argentina | TIR | -83.06% | 1ero Enero TIR | -405.23% |
| Mercado | BYMA | Macaulay Dur. | 0.39 | Año TIR | -340.62% |
| Moneda | USD | Modified Dur. | 2.31 | Semana Precio | -2.78% |
| Fecha/Hora | 2024-10-17 16:13:19 | Effective Dur. | -1.92 | Mes Precio | -0.28% |
| Volumen | 47000 | Convexidad | 19.00 | Semestre Precio | -30.00% |
| Precio | 35.00 | Int. Corrido | 0.17 | 1ero Enero Precio | -43.55% |
| Variación | 2.04% | Cupon | 17.46 | Año Precio | -46.97% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 38.50 | 10.00% | -86.72 | 4.41% |
| 38.15 | 9.00% | -86.41 | 4.03% |
| 37.80 | 8.00% | -86.09 | 3.64% |
| 37.45 | 7.00% | -85.75 | 3.24% |
| 37.10 | 6.00% | -85.41 | 2.82% |
| 36.75 | 5.00% | -85.05 | 2.39% |
| 36.40 | 4.00% | -84.68 | 1.95% |
| 36.05 | 3.00% | -84.30 | 1.49% |
| 35.70 | 2.00% | -83.90 | 1.01% |
| 35.35 | 1.00% | -83.49 | 0.52% |
| 35.00 | 0.00% | -83.06 | 0.00% |
| 34.65 | -1.00% | -82.62 | -0.52% |
| 34.30 | -2.00% | -82.17 | -1.07% |
| 33.95 | -3.00% | -81.70 | -1.64% |
| 33.60 | -4.00% | -81.20 | -2.23% |
| 33.25 | -5.00% | -80.70 | -2.85% |
| 32.90 | -6.00% | -80.17 | -3.48% |
| 32.55 | -7.00% | -79.62 | -4.14% |
| 32.20 | -8.00% | -79.05 | -4.83% |
| 31.85 | -9.00% | -78.45 | -5.55% |
| 31.50 | -10.00% | -77.84 | -6.29% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| -75.58 | -9.00% | 30.33 | -13.35% |
| -76.42 | -8.00% | 30.74 | -12.17% |
| -77.25 | -7.00% | 31.18 | -10.93% |
| -78.08 | -6.00% | 31.63 | -9.62% |
| -78.91 | -5.00% | 32.12 | -8.24% |
| -79.74 | -4.00% | 32.62 | -6.79% |
| -80.57 | -3.00% | 33.16 | -5.25% |
| -81.40 | -2.00% | 33.74 | -3.61% |
| -82.23 | -1.00% | 34.35 | -1.87% |
| -83.06 | 0.00% | 35.00 | 0.00% |
| -83.89 | 1.00% | 35.69 | 1.98% |
| -84.72 | 2.00% | 36.44 | 4.11% |
| -85.55 | 3.00% | 37.25 | 6.42% |
| -86.38 | 4.00% | 38.12 | 8.91% |
| -87.21 | 5.00% | 39.07 | 11.63% |
| -88.04 | 6.00% | 40.11 | 14.61% |
| -88.87 | 7.00% | 41.26 | 17.88% |
| -89.70 | 8.00% | 42.53 | 21.52% |
| -90.54 | 9.00% | 43.96 | 25.59% |
| Desarrollo TIR -83.06% | ||||
|---|---|---|---|---|
| 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+-83.06)^(141/360)] | 1.59 | i |
| 2025-03-08 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [0.166667 x 100.00]/[(1+-83.06)^(141/360)] | 33.41 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-10-17 | (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 (39/180) | 0.17 |
| 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) | (141 / 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+-83.06)^(141/360)]+[(0.095 x (180/360)) x 16.67% x 100.00]/[(1+-83.06)^(141/360)] | 35.00 | 1.00 | 0.39 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.39 | 0.39 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.39)/(1 + -83.06/100) | 2.31 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (35.70 - 34.35 )/( 2 x 35 x 0.01) | -1.92 |
| 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)] | (141 / 360) ^ 2 + (141 / 360) | 0.55 | [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+-83.06)^(141/360)]+[(0.095 x (180/360)) x 16.67% x 100.00]/[(1+-83.06)^(141/360)] | 35.00 | 19.08 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [35 x ((1 + -83.064734374999) ^ 2)]] x 19.08] | 19.00 |
| 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 |