Documenti di Didattica
Documenti di Professioni
Documenti di Cultura
Ao XXXIII
Nro: 7019
21000
- 0.64%
Mximo 19056.55
Cierre 18875.55
20000
Mayores Alzas
19000
Mayores Bajas
17000
PESA
PAMP
COME
16000
18000
15000
13-12
19-12
23-12
29-12
05-01
11-01
+ 2.29%
+ 1.33%
+ 1.01%
17-01
TECO2
JMIN
SAMI
- 4.23%
- 3.03%
- 2.81%
ndices Burstiles
- 0.70%
- 0.13%
- 0.18%
- 0.57%
- 0.66%
- 0.70%
M.Ar
Merval 25
Burcap
Ttulos Pblicos
ndice de Bonos IAMC-$
8,000
7,900
7,800
7,700
7,600
13-12
19-12
23-12
29-12
05-01
11-01
17-01
Volmenes Operados
Mayores Bajas
AMX9
- 0.95%
AS17
- 0.63%
TC20
- 0.56%
TOTAL *
6,280,033,016
MERCADO CONTADO
Renta Variable: (1+2)
1.Prioridad Precio-Tiempo
Acciones
Cedears
2.Ejercicios
Renta Fija: (3 + 4 )
3.Prioridad Precio-Tiempo
4.SENEBI
MERCADO FUTURO
Plazo / Pase Colocador Piso
Plazo / Pase Colocador Continua
Opciones
Cauciones
Prstamos
5,220,784,086
342,915,919
342,814,389
334,909,040
7,905,349
101,530
4,877,868,167
2,406,511,749
2,471,356,418
1,059,248,930
0
0
17,349,681
1,004,039,946
37,859,303
24.25%
24.07%
24.44%
Compra
Bco. Nacin
Bancos
Casas de Cambio - Minorista
Casas de Cambio - Mayorista
Referencia BCRA
$15.8090
$15.9200
$15.7000
$16.8000
$15.8827
Coeficiente CER
17/01/17
39,500,547
30 dias
6.8953
Venta
$15.9090
$15.9300
$16.2000
$16.8500
18/01/17
6.8980
Mercados Internacionales
ndices Burstiles (en U$S)
B. San Pablo
+ 1.76% NYSE
B. Sant. Chile
+ 1.20% Tokyo S.E.
B. Madrid
+ 0.82% London S.E.
- 0.51%
- 0.12%
+ 1.36%
Monedas
0.934
/U$S
0.807
/U$S
/U$S 112.670
- 0.97%
- 2.77%
- 1.36%
Pg.2 y 3
Pg. 4
Pg. 5
Pg. 6 y 7
Pg. 8
Pg. 9
Anexo A
ANLISIS DE ACCIONES
17-Ene-17
Especie
Cotizacin
Fecha
ltima
cotizacin
Volumen
Efectivo
Var.
Diaria
Var.dde
29-Dic-16
(a)
Var.dde
29-Dic-16
(a)
Var.dde
15-Ene-16
(a)
Mnimo
Mximo
-52 semanas(b)
P/E
(c)
COT/VL
Volatil.
Betas
%
ltimas
c/Merval/
(d)
40 ruedas (e) M.AR. / 25
Capitaliz.
Valor de
Burstil (f) Mercado (g)
(en Mill.)
(en Mill.)
Empresas Lderes
AGRO
27.600
17-Ene-17
1,539,697
-2.13%
2.22%
2.22%
375.86%
5.150
29.400
45.87
1060.11
45.79%
0.87
1,324.80
1,324.80
ALUA
9.940
17-Ene-17
7,794,688
-1.09%
-0.40%
-0.40%
18.19%
7.679
11.353
18.75
323.29
33.86%
0.87
27,832.00
27,832.00
APBR
89.350
17-Ene-17
12,308,329
-1.22%
8.70%
8.70%
281.84%
19.300
93.800
94.61
45.21%
1.67
BMA
116.000
17-Ene-17
9,704,922
-0.60%
12.95%
12.95%
52.17%
72.288
123.500
9.95
332.23
32.65%
0.75
67,809.31
2.200
17-Ene-17
695,236
0.92%
26.44%
26.44%
-10.93%
1.370
4.750
128.88%
0.56
347.94
511.26
12.800
17-Ene-17
2,053,463
0.39%
21.33%
21.33%
201.89%
3.770
14.000
1737.46
51.34%
0.77
8,985.45
8,985.45
CELU
16.600
17-Ene-17
964,031
-7.00%
-7.00%
84.44%
7.600
25.800
144.37
42.95%
0.49
1,676.17
1,676.17
CEPU
196.000
17-Ene-17
3,708,346
-1.01%
7.69%
7.69%
157.75%
73.744
200.000
17.53
606.49
23.41%
0.45
37,093.55
37,093.55
CARC
CECO2
1,165,525.80 1,165,525.80
67,809.31
COME
2.990
17-Ene-17
6,505,861
1.01%
0.67%
0.67%
-8.00%
2.700
3.710
31.27
289.23
35.46%
0.72
4,066.16
4,066.16
CRES
25.900
17-Ene-17
7,281,608
-2.63%
5.71%
5.71%
94.79%
11.907
27.685
1864.07
38.32%
0.83
12,992.55
12,992.55
CTIO
40.500
17-Ene-17
2,985,538
-0.49%
3.85%
3.85%
40.06%
25.252
46.000
10.80
265.37
29.92%
0.59
16,601.22
16,601.22
EDN
24.250
17-Ene-17
5,580,975
-1.82%
17.15%
17.15%
122.48%
9.270
25.750
46.32%
0.82
10,723.60
21,981.54
ERAR
9.970
17-Ene-17
12,244,438
-0.20%
6.63%
6.63%
60.70%
5.791
10.400
15.45
166.13
34.46%
0.78
45,035.43
45,035.43
FRAN
95.200
17-Ene-17
4,847,369
-0.63%
2.37%
2.37%
15.38%
75.187
118.933
12.03
321.90
33.10%
0.86
51,110.77
51,110.77
GGAL
50.100
17-Ene-17
34,687,961
0.10%
17.33%
17.33%
50.66%
31.509
50.250
11.86
350.60
32.93%
0.78
48,105.29
65,143.26
12,938.09
JMIN
36.750
17-Ene-17
3,594,166
-3.03%
5.91%
5.91%
215.88%
10.956
39.700
982.79
45.21%
0.69
12,938.09
MIRG
349.450
17-Ene-17
2,217,963
-2.09%
23.92%
23.92%
50.44%
211.044
531.667
7.75
393.60
58.31%
0.58
6,290.10
6,290.10
PAMP
26.700
17-Ene-17
41,630,233
1.33%
21.36%
21.36%
150.70%
9.650
26.900
20.21
665.30
39.38%
0.87
49,034.41
49,034.41
PESA
13.400
17-Ene-17
5,002,019
2.29%
21.27%
21.27%
84.83%
7.000
13.500
194.23
64.20%
0.46
27,057.77
27,057.77
PETR
86.000
17-Ene-17
2,644,107
-0.58%
1.78%
1.78%
226.38%
23.500
91.550
14.94
977.31
39.91%
0.58
10,268.40
10,268.40
PSUR
8.850
17-Ene-17
638,451
0.57%
63.89%
63.89%
555.56%
1.070
14.000
97.26%
0.97
888.27
888.27
107.300
17-Ene-17
3,519,867
-2.81%
-9.07%
-9.07%
185.72%
33.107
135.000
15.16
515.94
55.79%
0.74
6,912.64
6,912.64
SAMI
TECO2
62.250
17-Ene-17
8,892,688
-4.23%
6.05%
6.05%
59.79%
36.746
65.500
19.66
343.43
32.45%
0.60
60,320.25
61,277.72
TGSU2
31.400
17-Ene-17
3,161,700
0.32%
6.08%
6.08%
118.50%
13.380
32.150
81.07
1208.47
35.48%
0.71
24,947.15
24,947.15
17.700
17-Ene-17
7,744,318
17.61%
17.61%
161.83%
5.910
18.000
5915.55
43.40%
0.86
3,856.66
7,870.73
TS
TRAN
283.000
17-Ene-17
4,428,425
-0.70%
1.80%
1.80%
110.21%
123.975
290.200
187.47
32.31%
0.66
334,091.92
334,091.92
YPFD
335.000
17-Ene-17
83,920,197
0.10%
29.34%
29.34%
77.67%
175.154
341.000
117.50
46.37%
1.00
131,759.79
131,759.79
18,875.550
-0.64%
11.57%
11.57%
88.37%
9,199.810
19,056.550
29.09
253.98
25.20%
2,167,595.48 2,201,026.24
2,156,438.81 2,189,869.58
Merval
Merval 25
20,291.810
-0.66%
11.09%
11.09%
90.51%
9,812.070
20,492.440
28.90
247.86
24.84%
M.AR
17,145.350
-0.57%
12.40%
12.40%
56.00%
10,308.340
17,290.770
23.96
354.37
26.77%
669,522.98
702,953.74
Burcap
52,630.480
-0.70%
11.76%
11.76%
84.82%
26,212.210
53,147.130
24.46%
822,095.780
-0.88%
10.00%
10.00%
98.96%
385,163.340
831,216.290
22.12%
4,776,371.42
431.05
Bolsa-G (h)
Empresas No Lideres
AEN
4.380
17-Ene-17
1,271,379
-3.31%
4.29%
4.29%
-19.63%
3.950
8.450
44.98
39.47%
0.27
431.05
APBRA
70.000
14-Oct-16
129.51%
28.100
70.000
0.13
AUSO
63.200
17-Ene-17
2,105,385
-1.79%
22.13%
22.13%
300.00%
14.900
68.000
35.33
1480.66
52.19%
0.46
1,678.23
5,585.87
BHIP
6.480
17-Ene-17
667,683
-1.07%
4.85%
4.85%
33.61%
4.840
8.500
9.70
164.19
34.45%
0.90
9,720.00
9,720.00
BOLT
5.050
17-Ene-17
1,987,437
2.23%
18.82%
18.82%
54.66%
3.177
5.330
16.28
260.49
37.53%
0.57
3,030.00
3,030.00
BPAT
40.400
17-Ene-17
410,562
-0.49%
12.53%
12.53%
77.78%
21.305
46.208
9.22
346.56
29.44%
0.88
29,053.47
29,053.47
BRIO
29.200
17-Ene-17
468,317
-1.02%
3.91%
3.91%
51.69%
17.750
34.600
12.69
319.94
35.63%
0.72
44,434.95
63,006.30
BRIO6
28.950
16-Ene-17
11.35%
11.35%
33.10%
19.500
34.000
0.24
CADO
10.200
17-Ene-17
514,581
-0.49%
4.62%
4.62%
57.37%
5.582
14.494
9.77
190.89
26.97%
0.56
1,122.00
1,122.00
CADO5
CAPU
4.958Ex
21-Ago-14
18.400
17-Ene-17
1,171,350
-2.65%
5.14%
5.14%
85.21%
7.569
19.600
11.88
535.18
46.45%
0.73
1,545.22
1,545.22
CAPX
32.900
17-Ene-17
329,614
-0.90%
17.92%
17.92%
199.09%
10.500
34.800
291.71
49.06%
0.56
5,915.50
5,915.50
CGPA2
14.000
17-Ene-17
46,210
-0.71%
27.27%
27.27%
125.81%
5.880
14.200
897.98
56.57%
0.40
4,665.93
4,665.93
286.13
COLO
22.900
17-Ene-17
49,508
-3.38%
17.44%
17.44%
4.09%
18.500
31.200
452.12
45.02%
0.49
286.13
COMO
30.000
24-Jul-08
27.99
8.10
8.10
COUR
32.000
26-Abr-16
32.000
32.000
9.24
172.91
0.00
201.60
201.60
3,359.03
DGCU2
16.600
17-Ene-17
242,501
-1.48%
18.57%
18.57%
107.50%
7.800
18.400
70.69
688.26
45.09%
0.43
3,359.03
DOME
12.000
17-Ene-17
6,000
-5.88%
-6.98%
-6.98%
69.01%
6.500
16.000
27.39
327.35
0.06
228.00
228.00
DYCA
41.000
17-Ene-17
828,574
-0.85%
11.72%
11.72%
105.51%
16.500
46.000
503.30
45.82%
0.39
1,230.00
1,230.00
EDLH
0.666Ex
7-Oct-13
0.54
14.77
49.71
49.71
EMDE
8.100
7-Nov-16
447.30%
8.100
9.000
19.69
169.74
0.05
493.91
493.91
4,891.76
ESME
83.000
17-Ene-17
3,320
1.22%
-7.26%
-7.26%
24.04%
57.582
101.265
10.93
372.37
0.32
4,891.76
ESTR (L)
3.365Ex
22-Jul-15
3.66
68.84
143.37
143.37
EURO
3.308Ex
17-May-10
228.88
173.67
173.67
FERR
9.400
17-Ene-17
184,570
-2.99%
9.94%
9.94%
97.16%
4.470
11.174
12.76
326.15
39.44%
0.71
2,923.40
2,923.40
FIPL
6.840
17-Ene-17
721,474
0.74%
-1.44%
-1.44%
166.36%
2.378
8.417
29.73
362.26
25.20%
0.44
440.70
440.70
GARO
8.600
17-Ene-17
254,175
-1.71%
8.86%
8.86%
37.27%
5.726
12.100
12.43
196.98
44.08%
0.66
378.40
378.40
GBAN
33.350
17-Ene-17
2,001
0.15%
16.61%
16.61%
85.28%
14.950
33.750
1475.80
0.24
5,319.81
10,856.76
GCLA
202.000
17-Ene-17
1,692,447
-2.18%
6.34%
6.34%
72.51%
112.131
209.900
27.18
639.65
23.37%
0.35
42,710.53
58,058.56
GRIM
65.950
17-Ene-17
1,078,602
-1.05%
7.41%
7.41%
231.91%
18.380
79.929
14.10
577.78
49.64%
0.37
2,922.08
2,922.08
HAVA
31.000
17-Ene-17
9,393
-4.02%
-4.02%
-17.11%
28.250
37.750
25.49
600.67
35.67%
397.16
1,456.26
INDU
3.580
17-Ene-17
224,468
0.85%
-0.56%
-0.56%
4.07%
2.990
5.900
248.32
32.89%
0.58
1,483.13
1,483.13
Pg.2
ANLISIS DE ACCIONES
17-Ene-17
Especie
Cotizacin
Fecha
ltima
cotizacin
Volumen
Efectivo
Var.
Diaria
Var.dde
29-Dic-16
(a)
Var.dde
29-Dic-16
(a)
Var.dde
15-Ene-16
(a)
Mnimo
Mximo
-52 semanas(b)
P/E
(c)
COT/VL
Volatil.
Betas
%
ltimas
c/Merval/
(d)
40 ruedas (e) M.AR. / 25
Capitaliz.
Valor de
Burstil (f) Mercado (g)
(en Mill.)
(en Mill.)
15.500
16-Ene-17
17.42%
17.42%
94.89%
7.649
16.000
11.24
343.07
0.34
757.53
757.53
INVJ
10.650
17-Ene-17
473,191
-2.29%
-0.93%
-0.93%
52.98%
5.818
12.500
97.31
270.12
38.94%
0.51
4,050.18
5,057.95
IRCP
160.000
17-Ene-17
1,280
-1.84%
-3.03%
-3.03%
47.41%
97.784
190.500
25.44
1284.04
0.16
20,162.24
20,162.24
IRSA
31.100
17-Ene-17
3,434,887
-2.51%
5.42%
5.42%
148.80%
11.500
32.200
3853.71
35.37%
0.91
17,996.84
17,996.84
7,876.00
LEDE
17.900
17-Ene-17
1,055,420
-1.65%
6.23%
6.23%
83.23%
9.124
20.200
621.19
45.03%
0.73
7,876.00
LONG
7.400
17-Ene-17
120,090
-1.99%
8.82%
8.82%
150.93%
2.752
9.200
11.90
295.02
42.14%
0.71
935.76
935.76
METR
14.550
17-Ene-17
994,129
16.87%
16.87%
140.50%
5.500
15.150
43.98%
0.65
3,229.76
8,281.44
MOLI
104.000
17-Ene-17
9,793,675
-3.70%
6.12%
6.12%
49.64%
63.800
113.800
18.50
709.02
44.24%
0.72
26,046.65
26,046.65
MORI
3.700
17-Ene-17
248,560
-1.86%
-1.86%
14.20%
2.800
5.250
39.92%
0.55
173.54
173.54
MVIA
2.100
9-Jun-16
2.100
2.100
1.35
56.59
-0.62
14.09
28.77
787.700
17-Ene-17
157,540
-3.93%
-3.93%
-3.93%
92.35%
541.588
819.900
509.56
0.14
53,570.33
NORT6
OEST
22.500
17-Ene-17
190,993
-1.32%
25.00%
25.00%
321.63%
5.280
23.500
22.99
1501.32
45.71%
0.35
3,600.00
3,600.00
PATA
22.000
17-Ene-17
46,459
0.46%
-3.30%
-3.30%
41.30%
15.569
24.700
20.13
436.19
0.28
11,000.00
11,000.00
PATY
13.800
17-Ene-17
567,191
0.73%
19.48%
19.48%
38.86%
8.504
25.500
142.59%
0.39
2,012.43
2,012.43
POLL (RR)
10.500
17-Ene-17
33,081
-0.94%
-1.87%
-1.87%
36.54%
6.500
14.000
0.68
67.41
67.41
2.500
18-Nov-09
93.07
327.50
327.50
PREN1
REGE
1.500Ex
3-Dic-15
0.19
8.23
3.00
3.00
REP
215.000
10-Ene-17
0.94%
0.94%
67.88%
110.125
217.000
62.73
0.38
315,113.48
315,113.48
3,844.34
53.000
17-Ene-17
265,000
0.95%
10.42%
10.42%
79.47%
27.563
53.000
24.93
693.62
26.60%
0.11
3,844.34
RIGO5
RIGO
1.288Ex
18-Feb-09
ROSE
6.550
17-Ene-17
57,816
-2.24%
7.38%
7.38%
67.95%
3.700
8.600
32.28
412.97
34.80%
0.60
278.96
278.96
SEMI
4.830
17-Ene-17
411,966
0.63%
-0.82%
-0.82%
74.73%
2.488
5.699
40.28
443.59
37.76%
0.68
758.31
758.31
STD
84.900
17-Ene-17
901,271
3.54%
8.15%
8.15%
51.22%
51.073
87.000
9.79
70.41
35.51%
0.84
SUPV
TEF
1,225,488.42 1,225,488.42
45.900
17-Ene-17
12,552
11.95%
11.95%
42.55%
31.700
50.000
14.66
260.35
39.72%
11,164.36
16,697.39
153.000
17-Ene-17
59,315
1.29%
5.52%
5.52%
19.17%
120.583
159.567
165.28
28.03%
0.58
770,784.16
770,784.16
TGLT
15.000
17-Ene-17
13,315
1.01%
-3.23%
14.000
21.000
3122.35
0.13
1,055.24
1,055.24
TGNO4 (RR)
15.900
17-Ene-17
1,057,675
16.06%
16.06%
158.54%
5.600
16.500
19119.42
39.95%
0.79
6,986.05
6,986.05
URBA
13.653Ex
21-Dic-09
VALO
33,200,000
15-Dic-16
219.54%
13,223,370
33,200,000
5.71
276.44
0.25
6,075.60
6,075.60
PYMES
INAG
31.000
12-Ene-17
10.71%
10.71%
104.00%
15.196
31.500
11.63
259.64
0.27
68.20
68.20
MERA
25.500
17-Ene-17
12,750
-3.77%
-3.04%
-3.04%
172.44%
8.947
26.600
17.28
390.06
77.96%
0.10
480.93
480.93
OVOP
18.000
17-Ene-17
77,145
-2.70%
-2.70%
13.89%
13.780
32.599
19.73
389.59
38.41%
0.30
239.67
239.67
Notas Aclaratorias:
(a) Las variaciones se calculan sobre precios ajustados por eventos corporativos.
(b) Los precios mnimos y mximos incluyen los valores alcanzados durante la rueda (intradiarios) En el caso del Burcap los datos de mnimos y mximos estn disponibles a partir del 09-09-08.
(c) Precio/Utilidades Netas x accin de los ltimos 12 meses (mayores a 0 y menores que 100), incluyendo resultados extraordinarios.
(d) COT/VL considera nulos los valores menores a 0.
(c) y (d) Para el clculo de estos indicadores se utiliza el ltimo dato de capital social informado por la empresa a la BCBA.
Los indicadores de P/E Y COT/VL de los ndices burstiles estn ponderados por el porcentaje diario de participacin de cada especie dentro del ndice respectivo.
(e) El clculo de volatilidades se realiza siempre que la especie cotice ms del 75% de las ltimas 40 ruedas.
(f) Para el clculo de este indicador se considera la cantidad de acciones ordinarias autorizadas a cotizar en la BCBA, las cuales pueden diferir respecto del nmero total de acciones que surge
del ltimo dato de capital social informado por la empresa. Las sociedades mencionadas a continuacin poseen un monto autorizado a cotizar que difiere al de su capital social: AUSO, BRIO,
EDN, GBAN, GCLA, GGAL, INVJ, METR, MVIA, SUPV y TRAN.
(g) Para el clculo de este indicador se considera el ltimo dato sobre la composicin del capital social informado por la empresa a la BCBA.
(h) Capitalizacin burstil al da anterior, calculada por BCBA, considerando solo las acciones ordinarias admitidas a cotizar en bolsa.
(S) Cotizacin suspendida, (RR) Rueda Reducida, (L) Autorizacin de Listado Suspendida.
Pg.3
Cdigo
Bolsa
Cdigo
Divisa
Cotizacin
ADR
(a)
Volumen
Nominal
Volumen
Efectivo
Variacin
diaria
Var. dde.
30-Dic-16
Var. dde.
30-Dic-16
Mn.
Max.
52 semanas
(b)
Ratio
Volatil.
lt. 40r
(c)
(d)
NASDAQ
USD
42.0000
159
6,678
-11.34%
-11.34%
30.15
53.48
NYSE
USD
18.0000
11,642
209,556
-0.17%
3.27%
3.27%
16.09
23.20
26.63%
3.00
NYSE
USD
73.0800
12,478
911,892
0.04%
13.57%
13.57%
52.25
81.91
34.28%
10.00
NYSE
USD
5.3350
384,821
2,053,020
-1.39%
2.99%
2.99%
3.51
5.44
25.78%
1.00
NYSE
USD
68.2200
129,285
8,819,823
-0.89%
-5.56%
-5.56%
46.08
73.94
20.89%
1.00
NASDAQ
USD
16.3300
17,369
283,636
-1.69%
3.55%
3.55%
8.44
18.23
35.05%
10.00
4.00
NYSE
USD
30.6500
7,327
224,573
-1.57%
10.05%
10.05%
13.31
32.19
32.54%
20.00
NASDAQ
USD
31.4400
457,043
14,369,432
-0.35%
16.79%
16.79%
22.77
33.08
35.21%
10.00
NYSE
USD
19.5500
5,122
100,135
-2.45%
6.02%
6.02%
8.24
20.33
35.12%
10.00
NYSE
USD
24.8000
2,068
51,286
-1.27%
-4.84%
-4.84%
13.10
29.74
0.50
NYSE
USD
42.1400
36,887
1,554,418
2.86%
21.06%
21.06%
17.52
40.77
31.40%
25.00
NYSE
USD
8.5400
29,384
250,939
2.64%
21.65%
21.65%
4.69
8.23
68.99%
10.00
NYSE
USD
11.3050
2,184,581
24,696,688
-0.13%
11.82%
11.82%
2.71
12.55
43.35%
2.00
NYSE
USD
9.9900
37,450
374,126
1.22%
10.75%
10.75%
4.60
10.13
29.29%
5.00
NYSE
USD
19.5000
21,059
410,651
1.04%
7.32%
7.32%
13.51
19.90
20.25%
5.00
NYSE
USD
35.4950
215,134
7,636,181
-0.18%
-0.60%
-0.60%
17.99
36.40
22.92%
2.00
NYSE
USD
24.7600
40,279
997,308
0.04%
2.53%
2.53%
10.28
27.00
31.45%
10.00
NYSE
USD
21.1800
366,949
7,771,980
-0.70%
28.36%
28.36%
12.57
22.05
44.62%
1.00
25.2500
1,000
25,250
9.78%
9.78%
16.30
25.95
41.13%
2.00
NYSE
USD
9.7350
288,913
2,812,568
-0.05%
5.82%
5.82%
8.00
10.96
18.36%
1.00
NYSE
USD
14.1200
4,672
65,969
-1.94%
7.46%
7.46%
11.15
16.10
26.17%
5.00
Cdigo BCBA
Cotizacin BCBA
en $ (2)
Diferencia en $
(3)-(2)
IRCP
10.5000
160.000
167.265
7.27
FRAN
6.0000
95.200
95.580
0.38
STD
5.3350
84.900
84.987
0.09
BMA
7.3080
116.000
116.416
0.42
ADR BUNGE
68.2200
1086.745
ADR Cresud
CRES
1.6330
25.900
26.014
0.11
EDN
1.5325
24.250
24.413
0.16
GGAL
3.1440
50.100
50.084
- 0.02
ADR Edenor
ADR Grupo Financiero Galicia
ADR IRSA
IRSA
1.9550
31.100
31.143
0.04
NORT6
49.6000
787.700
790.128
2.43
PAMP
1.6856
26.700
26.852
0.15
PESA
0.8540
13.400
13.604
0.20
APBR
5.6525
89.350
90.044
0.69
TGSU2
1.9980
31.400
31.828
0.43
TECO2
3.9000
62.250
62.127
- 0.12
ADR Tenaris
TS
17.7475
283.000
282.718
- 0.28
ADR Ternium
2.4760
39.443
ADR YPF
YPFD
21.1800
335.000
337.397
2.40
GDR GrupoClarn
GCLA
12.6250
202.000
201.116
- 0.88
TEF
9.7350
153.000
155.079
2.08
SUPV
2.8240
45.900
44.986
- 0.91
ADR Telefnica
ADR Grupo Supervielle (SUPV.N)
(3) Cotizacin convertida a $ de acuerdo al valor del Dlar Mayorista Bancos informada por Reuters.
Pg. 4
Bono
Cdigo
(S.I.B)
Vencimiento
Amortizacin
Cupn de
Renta
Prximo
Vencimiento
Cotizacin
c/100 v.n.
en Pesos
(a)
VR
(en %)
Fecha
ltima
cotizacin
Renta
Anual
(en %)
Cupn Corriente
Yield
Intereses
Anual
Corridos
(en %)
c/100 v.n.
Valor
Tcnico
c/100
v.n.
Volatilidad
40r. (b)
(en %)
Paridad
(en%)
TIR
Anual
PPV
(en aos)
DM
PARP
PARA
PARY
31-Dic-38
31-Dic-38
31-Dic-38
Sem.
Sem.
Sem.
Sem.
Sem.
Sem.
31-Mar-17
31-Mar-17
31-Mar-17
R
R
R
100.00
100.00
100.00
332.500
1020.000
1030.000
17-Ene-17
17-Ene-17
17-Ene-17
Fija=1.18
Fija=2.5
Fija=2.5
1.73
0.76
0.76
1.71
3.95
3.91
480.98
100.76
100.76
69.13
63.54
64.17
11.97
19.72
21.13
4.45%
7.76%
7.67%
13.93
11.21
11.25
15.60
14.40
14.40
DICP
DICA
DICY
31-Dic-33
31-Dic-33
31-Dic-33
Sem.
Sem.
Sem.
Sem.
Sem.
Sem.
30-Jun-17
30-Jun-17
30-Jun-17
R
R
R
100.00
100.00
100.00
732.000
2434.000
2435.000
17-Ene-17
17-Ene-17
17-Ene-17
Fija=5.83
Fija=8.28
Fija=8.28
1.97
0.64
0.64
4.86
7.63
7.63
610.59
140.85
140.85
119.88
108.48
108.53
7.08
12.93
13.54
3.79%
7.33%
7.32%
8.86
7.57
7.57
9.89
9.41
9.41
CUAP
31-Dic-45
Sem.
Sem.
30-Jun-17
100.00
535.000
17-Ene-17
Fija=3.31
1.22
4.13
666.71
80.24
17.31
4.75%
15.15
18.98
15-Dic-35
15-Dic-35
15-Dic-35
15-Dic-35
141.900
9.170
143.000
151.000
17-Ene-17
17-Ene-17
17-Ene-17
13-Ene-17
25.15
34.95
20.45
-
CUASIPAR en $
TVPA
TVPP
TVPY
TVPE
PAP0
PAA0
PAY0
31-Dic-38
31-Dic-38
31-Dic-38
Sem.
Sem.
Sem.
Sem.
Sem.
Sem.
31-Mar-17
31-Mar-17
31-Mar-17
R
R
R
100.00
100.00
100.00
310.000
995.000
990.000
02-Ene-17
17-Ene-17
17-Ene-17
Fija=1.18
Fija=2.5
Fija=2.5
1.73
0.76
0.76
1.83
4.05
4.07
480.98
100.76
100.76
64.45
61.99
61.68
23.87
20.70
4.96%
7.99%
8.04%
13.76
11.12
11.10
15.60
14.40
14.40
DIP0
DIA0
DIY0
31-Dic-33
31-Dic-33
31-Dic-33
Sem.
Sem.
Sem.
Sem.
Sem.
Sem.
30-Jun-17
30-Jun-17
30-Jun-17
R
R
R
100.00
100.00
100.00
665.000
2340.000
2375.000
11-Ene-17
17-Ene-17
17-Ene-17
Fija=5.83
Fija=8.28
Fija=8.28
1.97
0.64
0.64
5.35
7.94
7.82
610.59
140.85
140.85
108.91
104.29
105.85
12.49
11.42
4.89%
7.86%
7.66%
8.61
7.45
7.50
9.89
9.41
9.41
GJ17
2-Jun-17
Al vto.
Sem.
02-Jun-17
A+R
100.00
1645.000
17-Ene-17
Fija=8.75
1.17
8.57
101.17
102.07
10.07
2.98%
0.36
0.37
15-Dic-35
144.000
13-Ene-17
22-Abr-17
22-Abr-17
22-Abr-17
22-Abr-17
R
R
R
R
100.00
100.00
100.00
100.00
1712.000
1725.000
1727.000
1654.500
21-Dic-16
17-Ene-17
17-Ene-17
17-Ene-17
Fija=6.25
Fija=6.875
Fija=7.5
Fija=7.625
1.53
1.68
1.83
1.86
5.90
6.45
7.04
7.48
101.53
101.68
101.83
101.86
105.85
106.50
106.46
101.96
15.20
22.32
3.52%
5.19%
6.65%
7.59%
2.05
3.58
6.50
11.42
2.12
3.73
7.38
19.22
TVY0
AA19
AA21
AA26
AA46
22-Abr-19
22-Abr-21
22-Abr-26
22-Abr-46
Al Vto.
Al Vto.
Al Vto.
Al Vto.
Sem.
Sem.
Sem.
Sem.
Divisas
Dlar Bancos
$15.9200
$15.9300
Notas Aclaratorias:
(*) Los indicadores de los ttulos emitidos en dlares se calculan en esa misma divisa convirtiendo su cotizacin en $ por el dlar bancos vendedor (Fuente: Thomson Reuters)
(**) En el caso de los bonos ajustables por el CER (Decreto 471/02) el clculo de indicadores se realiza considerando el C.E.R. correspondiente a 10 das hbiles anteriores a la fecha de vencimiento del pximo cupn.
(a) L
(c) Bonos con denominacin mnima de u$s 150.000 y mltiplos enteros de u$S1.000.
pg. 5
Bono
Cdigo
(S.I.B)
Vencimiento
Amortizacin
Cupn de
Renta
Prximo
Vencimiento
VR
(en %)
Cotizacin
c/100 v.n.
en Pesos
(a)
Fecha
ltima
cotizacin
Renta
Anual
(en %)
Cupn Corriente
Intereses
Yield
Corridos
Anual
c/100 v.n.
(en %)
Valor
Tcnico
c/100 v.n.
Paridad
(en %)
Volatilidad
40 r. (b)
(en %)
TIR
Anual
DM
PPV
(en aos)
TM18
TS18
TO21
TO23
TO26
5-Mar-18
19-Sep-18
4-Oct-21
17-Oct-23
18-Oct-26
Al Vto.
Al Vto.
Al Vto.
Al Vto.
Al Vto.
Sem.
Sem.
Sem.
Sem.
Sem.
5-Mar-17
19-Mar-17
3-Abr-17
17-Abr-17
17-Abr-17
R
R
R
R
R
100.00
100.00
100.00
100.00
100.00
112.000
113.450
114.000
107.750
108.750
17-Ene-17
16-Ene-17
16-Ene-17
17-Ene-17
13-Ene-17
Fija=22.75
Fija=21.2
Fija=18.2
Fija=16
Fija=15.5
8.53
7.13
5.41
4.13
4.00
21.99
19.94
16.76
15.44
14.80
108.53
107.13
105.41
104.13
104.00
103.20
105.90
108.15
103.47
104.56
8.10
-
20.08%
17.34%
16.13%
15.68%
15.08%
0.88
1.27
2.97
3.88
4.80
1.00
1.44
3.63
5.03
6.86
4-Oct-22
14 - Trim.
Trim.
4-Abr-17
100.00
166.500
17-Ene-17
Var.=20.08
1.57
21.37
177.04
94.05
9.57
24.27%
2.67
3.36
NF18
TC20
NO20
TC21
PR13
4-Feb-18
28-Abr-20
4-Oct-20
22-Jul-21
15-Mar-24
156 Mens.
Al Vto.
156 Mens.
Al Vto.
120 Mens.
Mens.
Sem.
Mens.
Sem.
Mens.
4-Feb-17
28-Abr-17
4-Feb-17
22-Ene-17
15-Feb-17
A+R
R
A+R
R
A+R
12.90
100.00
44.26
100.00
71.78
89.750
105.900
319.500
115.250
409.500
17-Ene-17
17-Ene-17
9-Ene-17
17-Ene-17
17-Ene-17
Fija=2
Fija=2.25
Fija=2
Fija=2.5
Fija=2
0.08
0.55
0.27
1.38
0.12
2.02
2.27
1.95
2.45
2.03
90.52
107.02
311.94
113.01
414.91
99.15
98.95
102.42
101.98
98.70
7.04
6.39
8.23
3.65%
2.61%
0.72%
2.04%
2.41%
0.54
3.07
1.85
4.14
3.39
0.55
3.16
1.88
4.26
3.55
AA17
AN18
AO20
AY24
17-Abr-17
29-Nov-18
8-Oct-20
7-May-24
Al vto.
Al Vto.
Al Vto.
6 Anual
Sem.
Sem.
Sem.
Sem.
17-Abr-17
29-May-17
8-Abr-17
7-May-17
A+R
R
R
R
100.00
100.00
100.00
100.00
1637.500
1805.000
1858.000
1858.000
17-Ene-17
17-Ene-17
17-Ene-17
17-Ene-17
Fija=7
Fija=9
Fija=8
Fija=8.75
1.81
1.28
2.27
1.77
6.93
8.03
6.99
7.62
101.81
101.28
102.27
101.77
100.97
111.88
114.05
114.60
8.67
12.09
9.69
11.75
2.92%
2.36%
3.85%
5.23%
0.23
1.70
3.15
3.85
0.24
1.74
3.29
4.14
Bocon Cons. 8
PR15
BOGAR 2018
BONCER 2020
BOGAR 2020
BONCER 2021
Bocon Cons. 6 2%
BONAR X
BONAR 2018
BONAR 2020
BONAR 2024
AF17
AJ17
AS17
AM18
22-Feb-17
9-Jun-17
21-Sep-17
18-Mar-18
Al Vto.
Al Vto.
Al Vto.
Al Vto.
Sem.
Sem.
Sem.
Sem.
22-Feb-17
9-Jun-17
21-Mar-17
18-Mar-17
A+R
A+R
R
R
100.00
100.00
100.00
100.00
1590.000
1580.000
1575.000
1585.000
17-Ene-17
17-Ene-17
17-Ene-17
17-Ene-17
Fija=0.75
Fija=0.75
Fija=0.75
Fija=2.4
0.31
0.21
0.25
0.81
0.75
0.76
0.76
2.43
100.31
100.21
100.25
100.81
99.50
98.98
98.63
98.70
10.54
7.37
12.24
8.96
6.42%
3.45%
2.87%
3.61%
0.08
0.38
0.65
1.11
0.09
0.39
0.66
1.13
AM17
AY17
AO17
AMX8
AMX9
AM20
28-Mar-17
9-May-17
9-Oct-17
1-Mar-18
11-Mar-19
1-Mar-20
Al Vto.
Al Vto.
Al Vto.
Al Vto.
Al Vto.
Al Vto.
Trim.
Trim.
Trim.
Trim.
Trim.
Trim.
28-Mar-17
9-Feb-17
10-Abr-17
1-Mar-17
13-Mar-17
1-Mar-17
A+R
R
R
R
R
R
100.00
100.00
100.00
100.00
100.00
100.00
101.500
104.500
102.000
105.000
104.000
108.000
17-Ene-17
17-Ene-17
17-Ene-17
17-Ene-17
17-Ene-17
17-Ene-17
Var.=21.79
Var.=24.283
Var.=22.77
Var.=22.77
Var.=22.41
Var.=23.27
1.37
4.86
0.69
3.12
2.39
3.19
21.77
24.37
22.48
22.35
22.05
22.20
101.37
104.86
100.69
103.12
102.39
103.19
100.13
99.66
101.30
101.82
101.57
104.66
3.07
8.04
4.15
6.08
5.43
22.63%
27.71%
22.40%
22.47%
23.05%
22.82%
0.17
0.27
0.64
0.93
1.80
2.13
0.18
0.29
0.68
1.00
1.80
2.47
Divisas
Dlar Bancos
$15.9200 $15.9300
Notas Aclaratorias:
(*) Los indicadores de los ttulos emitidos en dlares se calculan en esa misma divisa convirtiendo su cotizacin en $ por el dlar bancos vendedor (Fuente: Thomson Reuters)
(**) En el caso de ttulos ajustables por CER el clculo de indicadores considera el coeficiente aplicable de acuerdo a las condiciones de emisin.
(a) Los precios corresponden a la ltima operacin registrada en PPT (Prioridad Precio-Tiempo) e incluyen los intereses corridos ('precio sucio')
(b) El clculo de volatilidades se realiza siempre que la especie cotice ms de 75% de las ltimas 40 ruedas en PPT.
(c) La tasa utilizada para estimar los flujos futuros surge del promedio de tasas correspondiente al perodo actual..
pg. 6
Bono
Cdigo
(S.I.B.)
Prximo
Vencimiento
VR
(en %)
Cotizacacin
c/100 v.n.
en Pesos
Fecha
ltima
cotizacin
Cupn Corriente
Renta
Intereses
Yield
Anual
Corridos
Anual
(en %)
c/100 v.n. (en %)
Vencimiento
Amortizacin
Cupn de
Renta
Valor
Tcnico
c/ 100 v.n.
22-Ago-18
4 - Sem.
Sem.
22-Feb-17
A+R
100.00
107.500
17-Ene-17
Var.=21.648
8.96
21.97
108.96
98.66
25.01%
0.64
0.78
4-Feb-18
156 - mens.
Mens.
4-Feb-17
A+R
12.90
88.068EX
28-Dic-16
Fija=2
0.08
2.06
90.52
97.29
7.37%
0.53
0.54
4-Feb-18
156 - mens.
Mens.
4-Feb-17
A+R
12.90
208.000
9-Ene-17
Fija=2
0.16
1.78
185.29
112.26
- 17.31%
0.57
0.54
Paridad
(en %)
Volatilidad
40 r. (b)
(en %)
TIR
Anual
DM
PPV
(en aos)
PMG18
TUCS1
RNG21
PUO19
PUM21
BDC18
BDC19
BD2C9
BDC20
CO17
FORM3
PMO18
PMD18
NDG21
21-Oct-19
30-Mar-21
15-Mar-18
17-May-19
20-Dic-19
28-Ene-20
7-Dic-17
27-Feb-22
30-Oct-18
18-Dic-18
11-Oct-18
16 - Trim.
Trim.
4 - Sem.
6 - Sem.
6 - Sem.
6 - Sem.
96 - Mens.
40 - trim.
17 - Trim.
17 - Trim.
14 - Trim.
Trim.
Trim.
Sem.
Sem.
Sem.
Sem.
Mens.
Trim.
Trim.
Trim.
Trim.
21-Ene-17
30-Mar-17
15-Mar-17
17-May-17
20-Jun-17
28-Ene-17
7-Feb-17
27-Feb-17
30-Ene-17
18-Mar-17
28-Ene-17
A+R
R
A+R
A+R
A+R
R
A+R
A+R
A+R
A+R
A+R
75.00
100.00
75.00
83.33
100.00
100.00
11.46
52.50
47.04
47.04
53.45
1183.500
1560.000
1220.000
1340.000
1530.000
1538.000
191.500
802.000
735.000
728.000
848.000
17-Ene-17
17-Ene-17
17-Ene-17
17-Ene-17
17-Ene-17
17-Ene-17
17-Ene-17
15-Dic-16
17-Ene-17
17-Ene-17
17-Ene-17
Fija=4
Fija=4.5
Fija=3.98
Fija=3.98
Fija=1.95
Fija=1.95
Fija=12
Fija=5
Fija=2.75
Fija=2.75
Fija=3.9
0.72
0.25
1.04
0.58
0.16
0.93
0.05
0.39
0.29
0.11
0.47
4.08
4.61
3.95
3.97
2.03
2.04
11.49
5.25
2.82
2.84
3.95
75.72
100.25
76.04
83.91
100.16
100.93
11.51
52.89
47.33
47.15
53.92
98.12
97.68
100.72
100.25
95.89
95.66
104.46
95.20
97.49
96.91
98.72
9.41
13.67
13.71
12.10
17.85
22.16
14.21
17.28
5.58%
5.71%
2.87%
3.83%
4.63%
4.64%
2.31%
7.31%
5.81%
6.02%
5.53%
1.29
2.14
0.63
1.26
1.58
1.67
0.44
2.27
0.85
0.99
0.85
1.35
2.24
0.64
1.30
1.65
1.74
0.46
2.50
0.89
1.02
0.88
BP18
BP21
PBJ21
PBM24
BP28
BDED
BPMD
BPLD
BARX1
NRH2
SARH
14-Sep-18
26-Ene-21
9-Jun-21
16-Mar-24
18-Abr-28
15-Abr-17
1-May-20
15-May-35
4-Sep-18
26-Abr-21
16-Mar-22
Al vto.
3 - Anual
2 - Anual
3 - Anual
Anual
10 - Sem.
6 - Sem.
30 - Sem.
26 - sem.
33 - Trim.
34 - Trim.
Sem.
Sem.
Sem.
Sem.
Sem.
Sem.
Sem.
Sem.
Sem.
Trim.
Trim.
14-Mar-17
26-Ene-17
9-Jun-17
16-Mar-17
18-Abr-17
15-Abr-17
1-May-17
15-May-17
4-Mar-17
26-Ene-17
16-Mar-17
R
R
R
R
R
A+R
R
R
A+R
A+R
A+R
100.00
100.00
100.00
100.00
100.00
10.00
100.00
100.00
20.32
55.00
61.78
1750.000
1835.000
1805.000
1807.000
1790.000
163.500
1570.000
1168.750
326.000
511.386EX
738.273EX
28-Dic-16
13-Ene-17
4-Ene-17
17-Ene-17
16-Ene-17
17-Ene-17
17-Ene-17
17-Ene-17
10-Ene-17
21-Oct-16
13-Dic-16
Fija=9.38
Fija=10.88
Fija=9.95
Fija=9.125
Fija=9.625
Fija=9.25
Fija=3
Fija=4
Fija=5.5
Fija=7.88
Fija=9.5
3.28
5.26
1.13
3.14
2.46
0.24
0.66
0.72
0.42
1.01
0.55
8.80
9.89
8.87
8.27
8.76
9.23
3.06
5.51
5.58
13.93
12.82
103.28
105.26
101.13
103.14
102.46
10.24
100.66
100.72
20.74
56.01
62.33
106.37
109.44
112.04
109.98
109.67
100.19
97.91
72.84
98.66
57.31
74.35
19.93
17.65
12.87
-
5.23%
7.26%
6.46%
7.15%
8.34%
8.59%
4.76%
8.07%
7.27%
51.22%
26.31%
1.47
2.42
3.17
4.54
6.39
0.22
1.88
7.50
0.81
0.92
1.83
1.53
2.63
3.40
5.06
7.75
0.24
1.99
9.67
0.87
2.06
2.48
BPME
BPLE
1-May-20
15-May-35
6 - Sem.
30 - Sem.
Sem.
Sem.
1-May-17
15-May-17
R
R
100.00
100.00
10.738EX
1250.000
13-Oct-16
17-Ene-17
Fija=3
Fija=4
0.66- 10604.07
0.72
5.51
100.66
100.72
0.63
72.82
8.08%
7.50
9.67
Al vto.
Mens.
30-Ene-17
A+R
100.00
114.847EX
18-Dic-16
Fija=5
1.11
400.13
28.70
TPAG5
30-Ene-17
0.00
Notas Aclaratorias:
(*) Los indicadores de los ttulos emitidos en dlares se calculan en esa misma divisa convirtiendo su cotizacin en $ por el dlar bancos vendedor (Fuente: Thomson Reuters) (**) En el caso de ajustables por CER y por CVS, el clculo de indicadores considera el coeficiente aplicable de acuerdo a las
condiciones de emisin.
(a) Los precios corresponden a la ltima operacin registrada en PPT(Prioridad Precio-Tiempo) e incluyen los intereses corridos ('precio sucio') (b) El clculo de volatilidades se realiza siempre que la especie cotice ms de 75% de las ltimas 40 ruedas en PPT.
(c) La tasa utilizada para estimar los flujos futuros surge del promedio de tasas correspondiente al perodo actual. (e) El ttulo tiene una denominacin mnima de u$s100.000 y mltiplos enteros de u$s1.000.
(f) El ttulo tiene una denominacin mnima de u$s150.000 y mltiplos enteros de u$s1.000. (g) Fecha de registro o 'record date': estarn legitimados para el cobro aquellos tenedores registrados con una antelacin de 15 das corridos respecto a la fecha de vto.
(h) El ttulo tiene una denominacin mnima de u$s10.000 y mltiplos enteros de u$s1.000.(i) Los servicios de renta y amortizacin se pagan en pesos al tipo de cambio de referencia del bono, segn prospecto de emisin (j) El ttulo tiene una denominacin mnima de u$s1.000 y mltiplos enteros de u$s1.000.
pg. 7
Emisor
Cdigo
(S.I.B.)
Vencimiento
Amortizacin
Cupn
de
Renta
Prximo
Vencimiento.
VR
(en %)
Cotizacin
c/100 v.r. en
Pesos (a)
Fecha
ltima
cotizacin
Cupn Corriente
Renta
Anual
(en %)
Intereses
Corridos
c/100 v.n.
Yield
Anual
(en %)
Valor
Tcnico
c/100 v.n.
Paridad
(en %)
TIR
anual
PPV
DM
(en aos)
OIRX6
2-Feb-17
Al vto.
Sem.
2-Feb-17
A+R
100.00
1439.250EX
28-Jul-16
Fija=8.5
3.97
9.84
103.97
86.90
***
0.00
OIRY7
20-Jul-20
Al vto.
Sem.
20-Jul-17
100.00
1538.565EX
17-Ene-17
Fija=11.5
11.91
100.00
96.58
13.15%
2.75
3.07
ONY13
28-Ene-17
3 - Anual
Al Vto.
28-Ene-17
A+R
33.33
548.600
19-Dic-16
Fija=9
1.43
9.09
34.76
99.08
66.47%
0.02
0.02
OGBY1
4-May-18
Al vto.
Sem.
4-May-17
100.00
1509.131EX
29-Abr-16
Fija=8.75
1.85
9.42
101.85
93.02
15.60%
1.12
1.23
OCEY1
10-Mar-18
Al vto.
Sem.
10-Mar-17
100.00
1537.900EX
9-Sep-16
Fija=10
3.56
10.75
103.56
93.23
17.79%
0.96
1.07
ODNY9
25-Oct-22
Al vto.
Sem.
25-Abr-17
100.00
1620.000
29-Dic-16
Fija=9.75
2.30
9.81
102.30
99.41
10.13%
4.17
4.75
YPCPO
15-Ago-18
17 - Trim.
Trim.
15-Feb-17
A+R
41.18
518.788EX
10-Nov-16
Var.=7.763
0.58
9.99
41.75
78.00
53.02%
0.61
0.81
OPNY1
7-May-21
3 - Anual
Sem.
7-May-17
100.00
1720.000
13-Ene-17
Fija=7.875
1.60
7.40
101.60
106.28
5.80%
2.81
2.99
YPCUO
4-Abr-24
3 Anual
Sem.
4-Abr-17
100.00
1780.000
17-Ene-17
Var.=8.75
2.58
8.02
102.58
108.93
7.04%
4.75
5.21
YCA6O
28-Jul-25
Al Vto.
Sem.
30-Ene-17
100.00
1760.000
16-Ene-17
Fija=8.5
4.06
7.99
104.06
106.17
7.61%
5.78
6.59
OAEY1
1-Dic-20
40 - Trim.
Trim.
1-Mar-17
A+R
56.00
957.310
19-Dic-16
Fija=10.75
0.82
10.16
56.82
105.76
7.70%
1.72
1.87
5. Otros
AA 2000 Clase A Vto. 2020 (b)
OCR14
22-May-18
2 - Sem.
Trim.
22-Feb-17
100.00
1500.000
2-Dic-16
Fija=1.5
0.24
1.60
100.24
93.93
7.59%
1.05
1.08
CS8HO
19-Nov-18
2 - Anual
Trim.
18-Feb-17
100.00
1480.000
28-Dic-16
Fija=1.5
0.26
1.62
100.26
92.67
6.61%
1.48
1.54
OYP19
30-Abr-17
Al Vto.
Trim.
30-Ene-17
100.00
1577.000
6-Ene-17
Fija=1.29
0.29
1.31
100.29
98.71
6.23%
0.27
0.27
YPCNO
29-Jul-20
7 - Anual
Trim.
29-Ene-17
57.14
820.000
19-Dic-16
Fija=3.5
0.45
3.92
57.60
89.37
9.90%
1.80
1.97
2. Petrleo y Gas
Divisas
Dolar Bancos
$15.9200
$15.9300
Notas Aclaratorias:
(*) Los indicadores de los ttulos emitidos en dlares se calculan en esa misma divisa convirtiendo su cotizacin en $ por el dlar bancos vendedor (Fuente: Thomson Reuters)
(a) Los precios corresponden a la ltima operacin registrada en PPT(Prioridad Precio-Tiempo) e incluyen los intereses corridos ('precio sucio')
(b) El ttulo tine una denominacin mnima de u$s 2.000 y mltiplos enteros de u$s1.000
(c) El ttulo tine una denominacin mnima de u$s 150.000 y mltiplos enteros de u$s1.000 - (d) El ttulo tine una denominacin mnima de u$s 35.000 y mltiplos enteros de u$s 2.000
(f) El ttulo tine una denominacin mnima de u$s 500.000 y mltiplos enteros de u$s 500.000.
(g) Fecha de registro o 'record date': estarn legitimados para el cobro aquellos tenedores registrados con una antelacin de 15 das corridos respecto a la fecha de vto. (h) El ttulo tiene una denominacin mnima de u$s10.000 y mltiplos enteros de u$s1.000.
Pag. 8
Valor al
Variacin
Diaria al
Variacin
Semanal al
Variacin
Mensual al
Variacin
anual al
17-Ene-17
16-Ene-17
13-Ene-17
29-Dic-16
29-Dic-16
6,105.229
0.10%
0.18%
2.13%
2.13%
11.37%
25.70%
Ponderacin*
3,127.720
0.01%
0.19%
-1.69%
-1.69%
12,836.605
0.36%
0.48%
3.53%
3.53%
9.85%
-0.91%
-0.91%
53.08%
-0.33%
-0.33%
100.00%
7,573.894
0.52%
0.73%
7,879.669
0.33%
0.50%
(*)Composicion ndices: Subndice de Bonos Cortos emitidos en pesos (NF18, PR15, AMX9, AM17, AO17, AM20, AY17, TM18), Subndice de Bonos Cortos
emitidos en dlares (AA17, AM18, AF17, AS17, AJ17, L2DE7, L2DM7, LTDA7), Subndice de Bonos Largos emitidos en pesos (PR13, DICP, PARP, TC21),
Subndice de Bonos Largos emitidos en dlares (DICY, PARY, DICA, AY24, AO20, AA26, AA46).
Variacin
Diaria al
Variacin
Semanal al
Variacin
Mensual al
Variacin
Anual al
17-Ene-17
16-Ene-17
13-Ene-17
29-Dic-16
29-Dic-16
1,147.503
0.04%
-0.17%
2.24%
2.24%
11.37%
211.472
-0.05%
-0.16%
-1.58%
-1.58%
25.70%
1,732.036
0.29%
0.13%
3.65%
3.65%
9.85%
476.993
0.46%
0.38%
-0.80%
-0.80%
53.08%
495.884
0.26%
0.16%
-0.22%
-0.22%
100.00%
Ponderacin*
(*)Composicion ndices: Subndice de Bonos Cortos emitidos en pesos (NF18, PR15, AMX9, AM17, AO17, AM20, AY17, TM18), Subndice de Bonos Cortos
emitidos en dlares (AA17, AM18, AF17, AS17, AJ17, L2DE7, L2DM7, LTDA7), Subndice de Bonos Largos emitidos en pesos (PR13, DICP, PARP, TC21),
Subndice de Bonos Largos emitidos en dlares (DICY, PARY, DICA, AY24, AO20, AA26, AA46).
Curvas de Rendimientos
Curva en Pesos + CER y en Dlares
Pg.9
Anexo A
Anlisis de opciones
17/01/2017
Negociacin
Serie
ltimo precio
de la prima
Variacin
Mnimo
Mximo
Tericos(c/vol hist.)
Lotes
Volumen ($)
Prima terica
Delta
Implcitos
Efecto
Palanca
Volat.
Implcit
Delta
Opciones de Compra
Vencimiento Febrero - 17/02/2017 -
ALUA Cotizacin Subyacente: 9.940 Volatilidad Histrica del subyacente 40 ruedas: 33.86%
ALUC5.566F
ALUC10516F
ALUC10966F
ALUC12086F
4.400
0.265
0.170
0.090
-2.22%
-17.19%
-20.19%
0.00%
4.300
0.260
0.170
0.060
4.500
0.300
0.220
0.090
1,845
57
100
153
806,950
1,535
2,010
927
44.27%
2.67%
1.71%
0.91%
4.484
0.244
0.126
0.017
1.000
0.376
0.230
0.043
2.22%
15.34%
18.15%
25.62%
0.00%
35.80%
38.63%
50.03%
1.000
0.385
0.263
0.131
4,800
32,200
131,697
159,265
1,092,026
767,439
1,318,098
448,416
45,193
25,905
14,012
17.91%
17.91%
13.77%
10.69%
7.05%
4.92%
3.32%
2.13%
1.45%
0.73%
0.54%
20.442
16.712
13.200
10.027
7.299
5.084
3.383
2.154
1.384
0.813
0.459
0.978
0.945
0.885
0.796
0.681
0.551
0.422
0.305
0.217
0.142
0.088
4.27%
5.05%
5.99%
7.09%
8.33%
9.69%
11.14%
12.64%
14.03%
15.61%
17.21%
0.00%
0.00%
0.00%
38.46%
34.27%
38.62%
41.18%
42.41%
44.12%
42.33%
45.71%
1.000
1.000
1.000
0.829
0.720
0.552
0.409
0.290
0.211
0.124
0.091
6,000
9.26%
0.243
0.497
13.23%
81.55%
0.538
675
8.91%
0.098
0.295
15.23%
99.46%
0.469
1,250
15.06%
1.350
0.696
8.56%
106.78%
0.632
267
501
6,840
5,632
8,716
1,220
3,420
773
27,791
17,034
111,546
57,276
53,388
4,390
9,115
1,564
34.45%
11.37%
5.22%
3.28%
2.01%
1.17%
0.84%
0.67%
1.030
0.280
0.149
0.083
0.042
0.019
0.008
0.003
1.000
0.809
0.584
0.399
0.241
0.129
0.062
0.027
2.90%
8.65%
11.70%
14.33%
17.14%
20.09%
23.13%
26.24%
54.48%
57.62%
37.44%
39.83%
41.79%
43.02%
46.99%
51.69%
0.997
0.723
0.582
0.414
0.281
0.181
0.129
0.099
450
17,158
600
11,950
5.79%
3.47%
0.97%
1.74%
1.463
0.982
0.222
0.000
0.602
0.469
0.153
0.000
10.66%
12.35%
17.93%
-
39.58%
35.60%
39.86%
0.600
0.463
0.164
0.054
5,400
34,400
23,750
26,678
46,513
40,406
18.05%
16.05%
8.12%
5.65%
3.51%
1.71%
1.841
1.466
0.803
0.543
0.344
0.113
0.980
0.945
0.766
0.625
0.470
0.208
5.31%
6.42%
9.51%
11.46%
13.62%
18.37%
0.00%
58.83%
35.26%
36.22%
34.94%
40.89%
1.000
0.839
0.762
0.621
0.471
0.252
14,000
54,820
17,600
149,500
604,270
918,092
561,898
1,106,092
840,437
496,218
149,863
343,676
418,747
790,395
478,171
364,717
33,810
65,762
27.94%
23.75%
21.96%
20.86%
17.96%
16.17%
14.57%
12.20%
10.68%
8.78%
7.19%
5.93%
4.79%
3.40%
2.85%
2.04%
1.50%
0.90%
15.791
12.852
11.874
10.898
9.927
8.964
8.015
7.086
6.188
5.330
4.523
3.777
3.102
2.502
1.984
1.542
1.177
0.648
1.000
0.999
0.998
0.995
0.990
0.981
0.967
0.945
0.914
0.873
0.820
0.757
0.686
0.609
0.528
0.448
0.372
0.239
3.17%
3.89%
4.21%
4.57%
5.00%
5.48%
6.04%
6.68%
7.40%
8.20%
9.08%
10.05%
11.08%
12.18%
13.34%
14.56%
15.82%
18.44%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
18.46%
18.49%
23.48%
23.91%
25.09%
28.38%
1.000
1.000
1.000
1.000
1.000
1.000
1.000
1.000
1.000
1.000
1.000
1.000
0.790
0.667
0.526
0.416
0.324
0.201
APBR Cotizacin Subyacente: 89.350 Volatilidad Histrica del subyacente 40 ruedas: 45.21%
PBRC70.4FE
PBRC74.4FE
PBRC78.4FE
PBRC82.4FE
PBRC86.4FE
PBRC90.4FE
PBRC94.4FE
PBRC98.4FE
PBRC102.FE
PBRC106.FE
PBRC110.FE
16.000
16.000
12.300
9.550
6.300
4.400
2.970
1.900
1.300
0.650
0.480
-3.03%
-4.76%
-9.56%
-8.61%
-13.46%
-14.56%
-15.14%
-17.39%
-10.34%
-23.53%
-12.73%
16.000
16.000
12.300
9.550
6.300
4.400
2.970
1.800
1.300
0.650
0.480
16.000
18.000
13.700
11.000
7.800
5.600
3.700
2.500
1.550
0.950
0.599
3
20
99
152
1,506
1,525
3,860
2,052
316
309
263
BHIP Cotizacin Subyacente: 6.480 Volatilidad Histrica del subyacente 40 ruedas: 34.45%
BHIC6.65FE
0.600
20.00%
0.600
0.600
100
BOLT Cotizacin Subyacente: 5.050 Volatilidad Histrica del subyacente 40 ruedas: 37.53%
BOLC5.50FE
0.450
-4.26%
0.450
0.450
15
CELU Cotizacin Subyacente: 16.600 Volatilidad Histrica del subyacente 40 ruedas: 42.95%
CELC16.0FE
2.500
66.67%
2.500
2.500
COME Cotizacin Subyacente: 2.990 Volatilidad Histrica del subyacente 40 ruedas: 35.46%
COMC2.00FE
COMC2.80FE
COMC3.00FE
COMC3.15FE
COMC3.30FE
COMC3.45FE
COMC3.60FE
COMC3.75FE
1.030
0.340
0.156
0.098
0.060
0.035
0.025
0.020
-1.90%
6.25%
-10.86%
-5.77%
-7.69%
-10.26%
-3.85%
-33.33%
1.030
0.340
0.150
0.095
0.050
0.035
0.025
0.020
1.050
0.340
0.175
0.110
0.067
0.036
0.030
0.028
CRES Cotizacin Subyacente: 25.900 Volatilidad Histrica del subyacente 40 ruedas: 38.32%
CREC25827F
CREC26827F
CREC29827F
CREC27827F
1.500
0.900
0.250
0.450
3.45%
-25.00%
0.00%
-35.25%
1.500
0.750
0.250
0.450
1.500
1.100
0.250
0.500
3
189
24
260
ERAR Cotizacin Subyacente: 9.970 Volatilidad Histrica del subyacente 40 ruedas: 34.46%
ERAC8.30FE
ERAC8.70FE
ERAC9.50FE
ERAC9.90FE
ERAC10.3FE
ERAC11.1FE
1.800
1.600
0.810
0.563
0.350
0.170
12.50%
-11.11%
-13.37%
-9.92%
-10.03%
-3.95%
1.800
1.600
0.750
0.535
0.350
0.150
1.800
1.600
0.890
0.580
0.380
0.170
30
215
290
474
1,302
2,501
GGAL Cotizacin Subyacente: 50.100 Volatilidad Histrica del subyacente 40 ruedas: 32.93%
GFGC35.0FE
GFGC38.0FE
GFGC39.0FE
GFGC40.0FE
GFGC41.0FE
GFGC42.0FE
GFGC43.0FE
GFGC44.0FE
GFGC45.0FE
GFGC46.0FE
GFGC47.0FE
GFGC48.0FE
GFGC49.0FE
GFGC50.0FE
GFGC51.0FE
GFGC52.0FE
GFGC53.0FE
GFGC55.0FE
14.000
11.900
11.000
10.450
9.000
8.100
7.300
6.110
5.350
4.400
3.600
2.970
2.400
1.703
1.430
1.020
0.750
0.450
21.74%
-0.83%
3.77%
3.98%
-1.64%
-1.22%
2.82%
-3.00%
1.33%
1.15%
-1.37%
-4.19%
-3.23%
-12.22%
-4.67%
-11.30%
-8.16%
14.000
11.900
11.000
9.600
9.000
8.000
7.150
6.110
5.100
4.200
3.500
2.800
2.300
1.650
1.200
1.000
0.750
0.410
14.000
12.000
11.000
10.450
9.500
8.500
7.500
6.500
5.550
4.680
3.720
3.300
2.600
2.050
1.500
1.200
0.850
0.560
10
46
16
149
648
1,113
762
1,729
1,548
1,130
415
1,146
1,749
4,239
3,414
3,327
410
1,306
A-1
Anexo A
Anlisis de opciones
17/01/2017
Negociacin
Serie
ltimo precio
de la prima
Variacin
Mnimo
Mximo
Tericos(c/vol hist.)
Lotes
Volumen ($)
Prima terica
Delta
Implcitos
Efecto
Palanca
Volat.
Implcit
Delta
JMIN Cotizacin Subyacente: 36.750 Volatilidad Histrica del subyacente 40 ruedas: 45.21%
JMIC36.0FE
JMIC37.0FE
3.000
2.350
-6.25%
0.00%
3.000
2.350
3.000
2.350
32
10
9,600
2,350
8.16%
6.39%
2.723
2.181
0.645
0.566
8.70%
9.53%
52.06%
49.19%
0.634
0.565
44,850
17.31%
14.683
0.878
6.22%
84.30%
0.758
46,670
6,200
228,843
105,477
93,196
377,728
494,064
153,400
358,508
21,689
26.59%
23.22%
21.72%
18.16%
13.86%
10.30%
7.38%
6.18%
4.19%
1.87%
7.391
6.708
6.030
5.075
4.155
3.292
2.513
1.843
1.296
0.562
0.998
0.995
0.988
0.969
0.931
0.868
0.778
0.665
0.540
0.304
3.60%
3.96%
4.38%
5.10%
5.98%
7.04%
8.26%
9.64%
11.13%
14.41%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
0.00%
32.51%
33.71%
37.09%
1.000
1.000
1.000
1.000
1.000
1.000
1.000
0.690
0.540
0.290
4,000
3,450
18.64%
10.72%
19.977
12.328
0.899
0.737
4.83%
6.41%
56.20%
47.52%
0.898
0.764
3,900
20.88%
8.860
0.949
6.67%
117.07%
0.730
51,695
24.36%
7.974
0.998
3.93%
0.00%
1.000
6,700
26,100
28,700
4,400
41,590
20,980
4,250
37.85%
32.77%
27.12%
22.60%
12.71%
9.04%
4.80%
6.917
5.937
4.960
3.993
2.210
1.486
0.926
1.000
1.000
0.996
0.980
0.845
0.704
0.535
2.56%
2.98%
3.55%
4.35%
6.76%
8.39%
10.23%
0.00%
0.00%
0.00%
45.80%
46.50%
49.67%
39.74%
1.000
1.000
1.000
0.975
0.830
0.687
0.534
2
8
3,600
6,400
6.36%
2.83%
17.201
8.803
0.686
0.457
11.28%
14.69%
35.01%
29.88%
0.675
0.450
10
14
10,500
1,450
14.00%
1.33%
11.168
3.025
0.858
0.410
5.76%
10.17%
33.40%
25.85%
0.940
0.291
91,790
83,400
312,040
310,512
157,330
43,750
2,000
17.91%
12.24%
7.61%
4.72%
2.69%
1.49%
0.60%
61.838
44.778
30.264
19.001
11.054
5.982
3.018
0.937
0.848
0.709
0.542
0.377
0.238
0.138
5.08%
6.34%
7.85%
9.56%
11.41%
13.35%
15.33%
0.00%
19.65%
31.44%
38.17%
40.82%
43.08%
41.29%
1.000
0.989
0.776
0.541
0.354
0.219
0.108
291,195
47.18%
4.481
1.000
2.22%
98.75%
0.925
85,800
11,440
18.47%
4.92%
17.691
6.831
0.827
0.484
4.18%
6.33%
33.81%
31.81%
0.884
0.444
2,530
24,120
3,200
38.46%
21.74%
5.35%
1.108
0.576
0.167
0.996
0.884
0.452
2.69%
4.59%
8.11%
71.82%
55.38%
34.35%
0.926
0.802
0.449
8,731
8.11%
1.818
0.504
7.17%
43.66%
0.513
23,250
126,130
26,300
17.96%
8.98%
3.19%
10.835
4.996
2.644
0.932
0.676
0.456
4.31%
6.78%
8.64%
0.00%
27.47%
22.57%
1.000
0.697
0.410
98,540
19.85%
5.344
0.869
4.34%
37.86%
0.877
MOLI Cotizacin Subyacente: 104.000 Volatilidad Histrica del subyacente 40 ruedas: 44.24%
MOLC92.0FE
18.000
-21.74%
17.000
22.000
24
PAMP Cotizacin Subyacente: 26.700 Volatilidad Histrica del subyacente 40 ruedas: 39.38%
PAMC19.7FE
PAMC20.4FE
PAMC21.1FE
PAMC22.1FE
PAMC23.1FE
PAMC24.1FE
PAMC25.1FE
PAMC26.1FE
PAMC27.1FE
PAMC29.1FE
7.100
6.200
5.800
4.850
3.700
2.750
1.970
1.650
1.120
0.500
10.94%
12.73%
13.73%
13.32%
15.63%
21.68%
29.61%
44.74%
36.59%
66.67%
6.900
6.200
5.300
4.200
3.500
2.490
1.650
1.300
0.920
0.280
7.100
6.200
5.800
4.850
3.850
2.900
2.130
1.670
1.400
0.500
67
10
423
230
259
1,423
2,588
997
3,158
560
SAMI Cotizacin Subyacente: 107.300 Volatilidad Histrica del subyacente 40 ruedas: 55.79%
SAMC90.0FE
SAMC100.FE
20.000
11.500
-11.11%
-17.86%
20.000
11.500
20.000
11.500
2
3
TECO2 Cotizacin Subyacente: 62.250 Volatilidad Histrica del subyacente 40 ruedas: 32.45%
TECC54.6FE
13.000
18.18%
13.000
13.000
TGSU2 Cotizacin Subyacente: 31.400 Volatilidad Histrica del subyacente 40 ruedas: 35.48%
TGSC23.9FE
7.650
-3.16%
7.500
8.000
68
TRAN Cotizacin Subyacente: 17.700 Volatilidad Histrica del subyacente 40 ruedas: 43.40%
TRAC11.0FE
TRAC12.0FE
TRAC13.0FE
TRAC14.0FE
TRAC16.0FE
TRAC17.0FE
TRAC18.0FE
6.700
5.800
4.800
4.000
2.250
1.600
0.850
3.88%
-1.69%
0.00%
0.00%
-2.17%
-5.88%
-
6.700
5.800
4.700
4.000
2.100
1.400
0.850
6.700
5.800
4.800
4.000
2.250
1.900
0.850
10
45
60
11
192
140
50
TS.C277.FE
TS.C293.FE
18.000
8.000
-10.00%
-11.11%
18.000
8.000
18.000
8.000
VALE Cotizacin Subyacente: 75.000 Volatilidad Histrica del subyacente 40 ruedas: 50.52%
VALC66.0FE
VALC80.0FE
10.500
1.000
-22.22%
-66.67%
10.500
1.000
10.500
1.500
YPFD Cotizacin Subyacente: 335.000 Volatilidad Histrica del subyacente 40 ruedas: 46.37%
YPFC280.FE
YPFC300.FE
YPFC320.FE
YPFC340.FE
YPFC360.FE
YPFC380.FE
YPFC400.FE
60.000
41.000
25.500
15.800
9.000
5.000
2.000
-1.64%
0.00%
-7.27%
-11.73%
-18.18%
-20.00%
-33.33%
60.000
41.000
24.000
15.000
9.000
5.000
2.000
64.000
46.000
32.000
20.000
13.000
6.000
2.000
15
19
115
179
141
84
10
ALUA Cotizacin Subyacente: 9.940 Volatilidad Histrica del subyacente 40 ruedas: 33.86%
ALUC5.80AB
4.690
-1.26%
4.690
4.700
620
APBR Cotizacin Subyacente: 89.350 Volatilidad Histrica del subyacente 40 ruedas: 45.21%
PBRC78.4AB
PBRC98.4AB
16.500
4.400
-7.30%
4.76%
16.500
4.400
16.500
4.400
52
26
COME Cotizacin Subyacente: 2.990 Volatilidad Histrica del subyacente 40 ruedas: 35.46%
COMC2.00AB
COMC2.60AB
COMC3.30AB
1.150
0.650
0.160
-2.54%
1.56%
-20.00%
1.150
0.650
0.160
1.150
0.660
0.160
22
370
200
CRES Cotizacin Subyacente: 25.900 Volatilidad Histrica del subyacente 40 ruedas: 38.32%
CREC28.0AB
2.100
-0.47%
2.100
2.200
41
GGAL Cotizacin Subyacente: 50.100 Volatilidad Histrica del subyacente 40 ruedas: 32.93%
GFGC42.0AB
GFGC50.0AB
GFGC55.0AB
9.000
4.500
1.600
-1.10%
0.00%
6.67%
8.500
4.500
1.400
9.000
4.800
1.600
27
268
170
PAMP Cotizacin Subyacente: 26.700 Volatilidad Histrica del subyacente 40 ruedas: 39.38%
PAMC23.1AB
5.300
10.42%
4.500
5.400
194
A-2
Anexo A
Anlisis de opciones
17/01/2017
Negociacin
Serie
PAMC25.1AB
PAMC26.1AB
ltimo precio
de la prima
Variacin
3.600
3.200
Mnimo
22.03%
45.39%
Mximo
3.300
2.201
3.650
3.200
Tericos(c/vol hist.)
Lotes
Volumen ($)
326
218
Prima terica
Delta
Implcitos
Efecto
Palanca
Volat.
Implcit
Delta
115,565
64,154
13.48%
11.99%
3.913
3.293
0.761
0.696
5.19%
5.65%
31.66%
37.43%
0.799
0.702
7,900
12.69%
7.078
0.729
6.41%
40.06%
0.702
30,200
22,300
12.54%
5.97%
49.843
29.885
0.715
0.528
4.80%
5.92%
32.31%
31.89%
0.766
0.504
360
1,250
6,847
20,546
81,700
72,564
26,000
0.01%
0.28%
0.53%
1.01%
2.46%
3.60%
5.60%
0.000
0.292
0.702
1.450
2.642
4.348
6.568
0.000
-0.055
-0.115
-0.204
-0.319
-0.449
-0.578
16.88%
14.60%
12.58%
10.80%
9.22%
7.87%
184.00%
43.72%
40.31%
37.36%
40.44%
34.34%
29.66%
-0.001
-0.050
-0.091
-0.165
-0.305
-0.447
-0.640
4,400
7,000
4.25%
7.72%
0.880
2.005
-0.398
-0.657
11.71%
8.49%
45.81%
38.15%
-0.406
-0.658
1,169
585
1,525
221
9,410
9,150
54,630
53,180
35,062
59,820
0.03%
0.30%
0.60%
0.90%
1.10%
1.40%
1.80%
2.30%
3.49%
4.59%
0.000
0.000
0.008
0.034
0.117
0.199
0.321
0.495
1.034
1.414
0.000
0.000
-0.005
-0.019
-0.055
-0.086
-0.128
-0.180
-0.314
-0.391
32.24%
27.63%
23.52%
21.64%
19.88%
18.22%
15.22%
13.87%
193.28%
64.99%
60.49%
57.04%
50.15%
49.10%
48.47%
48.03%
46.31%
48.49%
-0.001
-0.037
-0.071
-0.104
-0.138
-0.170
-0.209
-0.253
-0.353
-0.411
1,980
450
23,221
0.67%
1.69%
2.06%
0.005
0.098
0.216
-0.005
-0.069
-0.132
26.60%
18.74%
16.34%
70.94%
62.33%
56.21%
-0.068
-0.161
-0.205
4,000
2.39%
8.943
-0.291
10.89%
43.56%
-0.281
400
128
1,100
14,860
0.05%
2.59%
0.000
0.648
0.000
-0.140
10.80%
122.15%
43.12%
-0.002
-0.192
0.000
0.000
100.97%
-0.003
TECO2 Cotizacin Subyacente: 62.250 Volatilidad Histrica del subyacente 40 ruedas: 32.45%
TECC60.6AB
7.900
-10.23%
7.900
7.900
10
YPFD Cotizacin Subyacente: 335.000 Volatilidad Histrica del subyacente 40 ruedas: 46.37%
YPFC320.AB
YPFC360.AB
42.000
20.000
-14.20%
-9.09%
40.000
20.000
45.000
24.000
7
10
Opciones de Venta
Vencimiento Febrero - 17/02/2017 -
APBR Cotizacin Subyacente: 89.350 Volatilidad Histrica del subyacente 40 ruedas: 45.21%
PBRV18.4FE
PBRV74.4FE
PBRV78.4FE
PBRV82.4FE
PBRV86.4FE
PBRV90.4FE
PBRV94.4FE
0.009
0.250
0.471
0.900
2.200
3.220
5.000
-30.77%
25.00%
17.75%
5.88%
2.33%
-5.57%
-1.96%
0.009
0.250
0.420
0.810
1.850
3.100
5.000
0.009
0.250
0.500
1.200
2.200
3.400
5.000
400
50
145
206
410
225
52
CRES Cotizacin Subyacente: 25.900 Volatilidad Histrica del subyacente 40 ruedas: 38.32%
CREV25827F
CREV27827F
1.100
2.000
10.00%
0.00%
1.100
2.000
1.100
2.000
40
35
GGAL Cotizacin Subyacente: 50.100 Volatilidad Histrica del subyacente 40 ruedas: 32.93%
GFGV11.0FE
GFGV37.0FE
GFGV40.0FE
GFGV42.0FE
GFGV44.0FE
GFGV45.0FE
GFGV46.0FE
GFGV47.0FE
GFGV49.0FE
GFGV50.0FE
0.013
0.150
0.300
0.450
0.550
0.700
0.900
1.150
1.750
2.300
30.00%
-21.05%
0.00%
15.38%
5.77%
20.69%
0.00%
9.52%
2.94%
15.00%
0.009
0.150
0.250
0.440
0.510
0.610
0.700
1.000
1.700
2.000
0.013
0.150
0.300
0.450
0.600
0.700
1.000
1.250
1.920
2.400
1,190
39
55
5
181
140
601
495
194
277
PAMP Cotizacin Subyacente: 26.700 Volatilidad Histrica del subyacente 40 ruedas: 39.38%
PAMV20.4FE
PAMV23.1FE
PAMV24.1FE
0.180
0.450
0.550
-14.29%
-30.77%
-45.00%
0.180
0.450
0.550
0.180
0.450
0.750
110
10
357
YPFD Cotizacin Subyacente: 335.000 Volatilidad Histrica del subyacente 40 ruedas: 46.37%
YPFV320.FE
8.000
-11.11%
8.000
8.000
GGAL Cotizacin Subyacente: 50.100 Volatilidad Histrica del subyacente 40 ruedas: 32.93%
GFGV11.0AB
GFGV45.0AB
0.025
1.300
25.00%
0.00%
0.025
1.000
0.030
1.300
0.030
0.00%
0.030
0.030
100
300
0.06%
GFGV11.0JU
Notas:
1 - Variacin con respecto al cierre anterior.
2 - Los indicadores se calculan utilizando el modelo de Black & Scholes.
3 - Delta=variacin cierre de la prima / variacin cotizacin del subyacente
4 - Efecto Palanca = variacin porcentual cierre de la prima / variacin porcentual cotizacin del subyacente
= Delta x (cotizacin del subyacente / cierre de la prima)
5 - No se informan volatilidades implcitas >= 200% por considerarlas poco significativas para el anlisis.
El Glosario con la explicacin detallada de cada uino de los indicadores est disponible en internet(http://www.iamc.sba.com.ar/informes/glosarioOpciones.pdf)
A-3
Anexo A
Anlisis de opciones
17/01/2017
Negociacin
Serie
ltimo precio
de la prima
Variacin
Mnimo
Mximo
Lotes
Tericos(c/vol hist.)
Volumen ($)
Prima terica
Delta
Efecto
Palanca
Implcitos
Volat.
Implcit
Delta
A-4