TSC3
ON TGS 8.5% 2031
Transportadora de Gas del Sur S.A.
24/07/2031
8.50% (Semestral)
ISIN
USP9308RBA07
Fecha de emisión
24/07/2024
Valor nominal
$100
Estructura
Métricas al último precio
Precio USD $112.90 · 22/04/20265.62%
Tasa interna de retorno anual
209 bps
Diferencial sobre Tesoro EEUU
112.90%
Precio / valor residual vigente
$112.90
Precio cotizado en mercado
$115.01
Precio de liquidación
$2.11
Cupón devengado desde último pago
5.25 años
Plazo promedio a amortizaciones
4.33 años
Plazo promedio ponderado
4.21 años
Sensibilidad al rendimiento
22.09
Curvatura precio-rendimiento
$0.0484
Cambio de precio por 1 bp
Tabla de sensibilidad
Variación de precio ante shocks de TIR| Shock TIR | TIR resultante | Precio limpio | Variación | DV01 |
|---|---|---|---|---|
| -300 bps | 2.62% | $128.64 | +13.94% | $0.0568 |
| -200 bps | 3.62% | $123.11 | +9.05% | $0.0538 |
| -100 bps | 4.62% | $117.87 | +4.40% | $0.0510 |
| -50 bps | 5.12% | $115.35 | +2.17% | $0.0497 |
| -25 bps | 5.37% | $114.12 | +1.08% | $0.0491 |
| 0 bps (actual) | 5.62% | $112.90 | — | $0.0484 |
| +25 bps | 5.87% | $111.70 | -1.07% | $0.0478 |
| +50 bps | 6.12% | $110.51 | -2.12% | $0.0472 |
| +100 bps | 6.62% | $108.18 | -4.18% | $0.0460 |
| +200 bps | 7.62% | $103.71 | -8.14% | $0.0436 |
| +300 bps | 8.62% | $99.45 | -11.91% | $0.0414 |
Cronograma de pagos
| # | Fecha | Residual | Amortización | Cupón | Flujo Total |
|---|---|---|---|---|---|
| 1 | 24/07/2024 | 100% | - | - | $0.00 |
| 2 | 24/01/2025 | 100% | - | $4.25 | $4.25 |
| 3 | 24/07/2025 | 100% | - | $4.25 | $4.25 |
| 4 | 24/01/2026 | 100% | - | $4.25 | $4.25 |
| 5 | 24/07/2026 | 100% | - | $4.25 | $4.25 |
| 6 | 24/01/2027 | 100% | - | $4.25 | $4.25 |
| 7 | 24/07/2027 | 100% | - | $4.25 | $4.25 |
| 8 | 24/01/2028 | 100% | - | $4.25 | $4.25 |
| 9 | 24/07/2028 | 100% | - | $4.25 | $4.25 |
| 10 | 24/01/2029 | 100% | - | $4.25 | $4.25 |
| 11 | 24/07/2029 | 100% | - | $4.25 | $4.25 |
| 12 | 24/01/2030 | 100% | - | $4.25 | $4.25 |
| 13 | 24/07/2030 | 100% | - | $4.25 | $4.25 |
| 14 | 24/01/2031 | 100% | - | $4.25 | $4.25 |
| 15 | 24/07/2031 | 100% | $100.00 | $4.25 | $104.25 |
| Total | $100.00 | $46.75 | $146.75 | ||
Descripción
Obligación Negociable de Transportadora de Gas del Sur S.A. (Clase 3) en USD, ley extranjera (NY). Cupón 8.5% anual pagadero semestralmente (24 ene/jul). Bono bullet: amortización única al vencimiento el 24/07/2031. Base 30/360.