| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2026-03-07 | 66.67 | 66650.03 | 0.00 | 33324.97 | 33324.97 |
| 2026-07-07 | 33.33 | 33324.97 | 0.00 | 33324.97 | 33324.97 |
| 2026-11-07 | 0.00 | 0.00 | 0.00 | 33324.97 | 33324.97 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | CP28O | Valor Tecnico | 99975.00 | Semana TIR | 7.40% |
| Emisor | Compañia General de CombustibCompañia General de Combustibles S.A. | Valor Residual | 100.00% | Mes TIR | 73.73% |
| Tipo | Corporativo | Paridad | 79.02% | Semestre TIR | 3001.85% |
| País | Argentina | TIR | 15.67% | 1ero Enero TIR | 36.74% |
| Mercado | BYMA | Macaulay Dur. | 1.61 | Año TIR | 228.44% |
| Moneda | ARS | Modified Dur. | 1.39 | Semana Precio | -1.25% |
| Fecha/Hora | 2024-11-21 14:59:21 | Effective Dur. | 0.22 | Mes Precio | -7.06% |
| Volumen | 0 | Convexidad | 3.20 | Semestre Precio | -12.22% |
| Precio | 79000.00 | Int. Corrido | 0.00 | 1ero Enero Precio | 28.46% |
| Variación | 0.00% | Cupon | 33324.97 | Año Precio | 57.37% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 86900.00 | 10.00% | 9.04 | -42.31% |
| 86110.00 | 9.00% | 9.66 | -38.37% |
| 85320.00 | 8.00% | 10.28 | -34.37% |
| 84530.00 | 7.00% | 10.92 | -30.30% |
| 83740.00 | 6.00% | 11.57 | -26.17% |
| 82950.00 | 5.00% | 12.23 | -21.98% |
| 82160.00 | 4.00% | 12.89 | -17.72% |
| 81370.00 | 3.00% | 13.57 | -13.39% |
| 80580.00 | 2.00% | 14.26 | -8.99% |
| 79790.00 | 1.00% | 14.96 | -4.53% |
| 79000.00 | 0.00% | 15.67 | 0.00% |
| 78210.00 | -1.00% | 16.40 | 4.63% |
| 77420.00 | -2.00% | 17.13 | 9.33% |
| 76630.00 | -3.00% | 17.88 | 14.10% |
| 75840.00 | -4.00% | 18.64 | 18.96% |
| 75050.00 | -5.00% | 19.42 | 23.90% |
| 74260.00 | -6.00% | 20.20 | 28.93% |
| 73470.00 | -7.00% | 21.01 | 34.05% |
| 72680.00 | -8.00% | 21.82 | 39.26% |
| 71890.00 | -9.00% | 22.65 | 44.55% |
| 71100.00 | -10.00% | 23.50 | 49.95% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 17.08 | 9.00% | 77474.48 | -1.93% |
| 16.92 | 8.00% | 77641.82 | -1.72% |
| 16.77 | 7.00% | 77809.76 | -1.51% |
| 16.61 | 6.00% | 77978.30 | -1.29% |
| 16.45 | 5.00% | 78147.45 | -1.08% |
| 16.30 | 4.00% | 78317.20 | -0.86% |
| 16.14 | 3.00% | 78487.56 | -0.65% |
| 15.98 | 2.00% | 78658.53 | -0.43% |
| 15.83 | 1.00% | 78830.12 | -0.22% |
| 15.67 | 0.00% | 79000.00 | 0.00% |
| 15.51 | -1.00% | 79175.15 | 0.22% |
| 15.36 | -2.00% | 79348.60 | 0.44% |
| 15.20 | -3.00% | 79522.68 | 0.66% |
| 15.04 | -4.00% | 79697.39 | 0.88% |
| 14.89 | -5.00% | 79872.73 | 1.10% |
| 14.73 | -6.00% | 80048.71 | 1.33% |
| 14.57 | -7.00% | 80225.33 | 1.55% |
| 14.42 | -8.00% | 80402.59 | 1.78% |
| 14.26 | -9.00% | 80580.50 | 2.00% |
| Desarrollo TIR 15.67% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2026-03-07 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [999.7500 x 0.333333 x 100.00]/[(1+15.67)^(470/365)] | 27628.81 | k |
| 2026-07-07 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [999.7500 x 0.333333 x 100.00]/[(1+15.67)^(592/365)] | 26316.67 | k |
| 2026-11-07 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [999.7500 x 0.333333 x 100.00]/[(1+15.67)^(715/365)] | 25056.84 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-22 | Sin interes | 0.00 | |
| 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. | |
| 2026-03-07 | (Dias para cupon / Dias Año) | (470 / 365) | 1.29 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [999.7500 x 0.333333 x 100.00]/[(1+15.67)^(470/365)] | 27627.89 | 0.35 | 0.45 | k | |
| 2026-07-07 | (Dias para cupon / Dias Año) | (592 / 365) | 1.62 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [999.7500 x 0.333333 x 100.00]/[(1+15.67)^(592/365)] | 26315.56 | 0.33 | 0.54 | k | |
| 2026-11-07 | (Dias para cupon / Dias Año) | (715 / 365) | 1.96 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [999.7500 x 0.333333 x 100.00]/[(1+15.67)^(715/365)] | 25055.57 | 0.32 | 0.62 | k | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.61 | 1.61 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.61)/(1 + 15.67/100) | 1.39 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (78826.79 - 79171.87 )/( 2 x 79000 x 0.01) | 0.22 |
| 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. |
| 2026-03-07 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (470 / 365) ^ 2 + (470 / 365) | 2.95 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [999.7500 x 0.333333 x 100.00]/[(1+15.67)^(470/365)] | 27627.89 | 81385.36 | k |
| 2026-07-07 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (592 / 365) ^ 2 + (592 / 365) | 4.25 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [999.7500 x 0.333333 x 100.00]/[(1+15.67)^(592/365)] | 26315.56 | 111907.85 | k |
| 2026-11-07 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (715 / 365) ^ 2 + (715 / 365) | 5.80 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [999.7500 x 0.333333 x 100.00]/[(1+15.67)^(715/365)] | 25055.57 | 145227.34 | k |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [79000 x ((1 + 15.673) ^ 2)]] x 338520.54] | 3.20 |
| F. de Emision | 2022-09-07 | ||
| F. de Vencimiento | 2026-09-07 | ||
| Ajuste | Dolar Linked | ||
| Dias previos para calculo ajuste o interes | 2 | ||
| Capital | El capital de las Obligaciones Negociables Clase 28 será amortizado en 3 cuotas en las siguientes fechas: 2026-03-07, 2026-06-07, 2026-09-07 | ||
| Interes | 0%, las Obligaciones Negociables Clase 28 no devengan intereses. | ||
| Frecuencia | Sin pago de interes. | ||
| ISIN | ARCGCO5600T9 |