| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2026-06-09 | 0.00 | 0.00 | 0.00 | 98175.00 | 98175.00 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | CP31O | Valor Tecnico | 98175.00 | Semana TIR | 3.34% |
| Emisor | Compañia General de CombustibCompañia General de Combustibles S.A. | Valor Residual | 100.00% | Mes TIR | -12.87% |
| Tipo | Corporativo | Paridad | 90.15% | Semestre TIR | -36.65% |
| País | Argentina | TIR | 6.52% | 1ero Enero TIR | -51.96% |
| Mercado | BYMA | Macaulay Dur. | 1.64 | Año TIR | 151.56% |
| Moneda | ARS | Modified Dur. | 1.54 | Semana Precio | 0.00% |
| Fecha/Hora | 2024-10-15 16:47:31 | Effective Dur. | 0.10 | Mes Precio | 4.12% |
| Volumen | 0 | Convexidad | 3.83 | Semestre Precio | 25.53% |
| Precio | 88500.00 | Int. Corrido | 0.00 | 1ero Enero Precio | 49.32% |
| Variación | 0.00% | Cupon | 98175.00 | Año Precio | 77.00% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 97350.00 | 10.00% | 0.52 | -92.10% |
| 96465.00 | 9.00% | 1.08 | -83.51% |
| 95580.00 | 8.00% | 1.64 | -74.80% |
| 94695.00 | 7.00% | 2.22 | -65.95% |
| 93810.00 | 6.00% | 2.81 | -56.96% |
| 92925.00 | 5.00% | 3.40 | -47.85% |
| 92040.00 | 4.00% | 4.00 | -38.59% |
| 91155.00 | 3.00% | 4.62 | -29.19% |
| 90270.00 | 2.00% | 5.24 | -19.63% |
| 89385.00 | 1.00% | 5.87 | -9.93% |
| 88500.00 | 0.00% | 6.52 | 0.00% |
| 87615.00 | -1.00% | 7.17 | 9.95% |
| 86730.00 | -2.00% | 7.83 | 20.14% |
| 85845.00 | -3.00% | 8.51 | 30.49% |
| 84960.00 | -4.00% | 9.19 | 41.01% |
| 84075.00 | -5.00% | 9.89 | 51.71% |
| 83190.00 | -6.00% | 10.60 | 62.59% |
| 82305.00 | -7.00% | 11.32 | 73.66% |
| 81420.00 | -8.00% | 12.06 | 84.93% |
| 80535.00 | -9.00% | 12.81 | 96.40% |
| 79650.00 | -10.00% | 13.57 | 108.06% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 7.11 | 9.00% | 87697.37 | -0.91% |
| 7.04 | 8.00% | 87785.20 | -0.81% |
| 6.98 | 7.00% | 87873.17 | -0.71% |
| 6.91 | 6.00% | 87961.28 | -0.61% |
| 6.85 | 5.00% | 88049.53 | -0.51% |
| 6.78 | 4.00% | 88137.92 | -0.41% |
| 6.72 | 3.00% | 88226.46 | -0.31% |
| 6.65 | 2.00% | 88315.14 | -0.21% |
| 6.59 | 1.00% | 88403.97 | -0.11% |
| 6.52 | 0.00% | 88500.00 | 0.00% |
| 6.45 | -1.00% | 88582.05 | 0.09% |
| 6.39 | -2.00% | 88671.30 | 0.19% |
| 6.32 | -3.00% | 88760.70 | 0.29% |
| 6.26 | -4.00% | 88850.25 | 0.40% |
| 6.19 | -5.00% | 88939.94 | 0.50% |
| 6.13 | -6.00% | 89029.78 | 0.60% |
| 6.06 | -7.00% | 89119.76 | 0.70% |
| 6.00 | -8.00% | 89209.89 | 0.80% |
| 5.93 | -9.00% | 89300.17 | 0.90% |
| Desarrollo TIR 6.52% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2026-06-09 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [981.7500 x 1 x 100.00]/[(1+6.52)^(600/365)] | 88492.93 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-10-17 | 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) | (600 / 365) | 1.64 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [981.7500 x 1 x 100.00]/[(1+6.52)^(600/365)] | 88498.82 | 1.00 | 1.64 | k | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.64 | 1.64 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.64)/(1 + 6.52/100) | 1.54 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (88409.91 - 88587.89 )/( 2 x 88500 x 0.01) | 0.10 |
| 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)] | (600 / 365) ^ 2 + (600 / 365) | 4.35 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [981.7500 x 1 x 100.00]/[(1+6.52)^(600/365)] | 88498.82 | 384618.65 | k |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [88500 x ((1 + 6.5156875000001) ^ 2)]] x 384618.65] | 3.83 |
| 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 |