| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2026-06-09 | 0.00 | 0.00 | 0.00 | 99975.00 | 99975.00 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | CP31O | Valor Tecnico | 99975.00 | Semana TIR | 1.23% |
| Emisor | Compañia General de CombustibCompañia General de Combustibles S.A. | Valor Residual | 100.00% | Mes TIR | 21.09% |
| Tipo | Corporativo | Paridad | 88.52% | Semestre TIR | 3.53% |
| País | Argentina | TIR | 8.21% | 1ero Enero TIR | -39.32% |
| Mercado | BYMA | Macaulay Dur. | 1.55 | Año TIR | 151.25% |
| Moneda | ARS | Modified Dur. | 1.43 | Semana Precio | 0.00% |
| Fecha/Hora | 2024-10-15 16:47:31 | Effective Dur. | 0.12 | Mes Precio | 0.00% |
| Volumen | 0 | Convexidad | 3.36 | Semestre Precio | 16.29% |
| Precio | 88500.00 | Int. Corrido | 0.00 | 1ero Enero Precio | 49.32% |
| Variación | 0.00% | Cupon | 99975.00 | Año Precio | 59.12% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 97350.00 | 10.00% | 1.74 | -78.84% |
| 96465.00 | 9.00% | 2.34 | -71.49% |
| 95580.00 | 8.00% | 2.95 | -64.04% |
| 94695.00 | 7.00% | 3.57 | -56.47% |
| 93810.00 | 6.00% | 4.21 | -48.78% |
| 92925.00 | 5.00% | 4.85 | -40.97% |
| 92040.00 | 4.00% | 5.50 | -33.04% |
| 91155.00 | 3.00% | 6.16 | -24.97% |
| 90270.00 | 2.00% | 6.83 | -16.78% |
| 89385.00 | 1.00% | 7.52 | -8.46% |
| 88500.00 | 0.00% | 8.21 | 0.00% |
| 87615.00 | -1.00% | 8.92 | 8.60% |
| 86730.00 | -2.00% | 9.63 | 17.34% |
| 85845.00 | -3.00% | 10.36 | 26.25% |
| 84960.00 | -4.00% | 11.11 | 35.28% |
| 84075.00 | -5.00% | 11.86 | 44.49% |
| 83190.00 | -6.00% | 12.63 | 53.86% |
| 82305.00 | -7.00% | 13.41 | 63.38% |
| 81420.00 | -8.00% | 14.21 | 73.08% |
| 80535.00 | -9.00% | 15.02 | 82.95% |
| 79650.00 | -10.00% | 15.85 | 93.00% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 8.95 | 9.00% | 87573.85 | -1.05% |
| 8.87 | 8.00% | 87675.92 | -0.93% |
| 8.78 | 7.00% | 87778.19 | -0.82% |
| 8.70 | 6.00% | 87880.65 | -0.70% |
| 8.62 | 5.00% | 87983.31 | -0.58% |
| 8.54 | 4.00% | 88086.17 | -0.47% |
| 8.46 | 3.00% | 88189.23 | -0.35% |
| 8.37 | 2.00% | 88292.48 | -0.23% |
| 8.29 | 1.00% | 88395.93 | -0.12% |
| 8.21 | 0.00% | 88500.00 | 0.00% |
| 8.13 | -1.00% | 88603.44 | 0.12% |
| 8.05 | -2.00% | 88707.50 | 0.23% |
| 7.96 | -3.00% | 88811.75 | 0.35% |
| 7.88 | -4.00% | 88916.21 | 0.47% |
| 7.80 | -5.00% | 89020.87 | 0.59% |
| 7.72 | -6.00% | 89125.73 | 0.71% |
| 7.64 | -7.00% | 89230.80 | 0.83% |
| 7.55 | -8.00% | 89336.07 | 0.94% |
| 7.47 | -9.00% | 89441.55 | 1.06% |
| Desarrollo TIR 8.21% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2026-06-09 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [999.7500 x 1 x 100.00]/[(1+8.21)^(564/365)] | 88499.59 | 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. | |
| 2026-06-09 | (Dias para cupon / Dias Año) | (564 / 365) | 1.55 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [999.7500 x 1 x 100.00]/[(1+8.21)^(564/365)] | 88499.98 | 1.00 | 1.55 | k | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.55 | 1.55 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.55)/(1 + 8.21/100) | 1.43 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (88396.33 - 88603.83 )/( 2 x 88500.00 x 0.01) | 0.12 |
| 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. |
| 2026-06-09 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (564 / 365) ^ 2 + (564 / 365) | 3.93 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [999.7500 x 1 x 100.00]/[(1+8.21)^(564/365)] | 88499.98 | 348058.52 | k |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [88500.00 x ((1 + 8.2096874999999) ^ 2)]] x 348058.52] | 3.36 |
| F. de Emision | 2023-06-09 | ||
| F. de Vencimiento | 2026-06-09 | ||
| Ajuste | Dolar Linked | ||
| Dias previos para calculo ajuste o interes | 2 | ||
| Capital | El capital de las Obligaciones Negociables Clase 31 será cancelado en forma íntegra en la Fecha de Vencimiento de la Clase 31 | ||
| Interes | El capital no amortizado de las Obligaciones Negociables Clase 31 devengará intereses a una tasa de interés fija del 0,00% | ||
| Frecuencia | Dado que la Tasa de Interés de las Obligaciones Negociables Clase 31 es del 0,00% nominal anual, las Obligaciones Negociables Clase 31 no devengarán intereses | ||
| ISIN | ARCGCO5600W3 |