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 $114.95 · 22/07/20265.07%
Tasa interna de retorno anual
106 bps
Diferencial sobre Tesoro EEUU
114.95%
Precio / valor residual vigente
$114.95
Precio cotizado en mercado
$114.95
Precio de liquidación
$0.00
Cupón devengado desde último pago
5.00 años
Plazo promedio a amortizaciones
4.24 años
Plazo promedio ponderado
4.14 años
Sensibilidad al rendimiento
20.93
Curvatura precio-rendimiento
$0.0476
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 | 2.07% | $130.37 | +13.41% | $0.0554 |
| -200 bps | 3.07% | $124.96 | +8.71% | $0.0527 |
| -100 bps | 4.07% | $119.83 | +4.24% | $0.0500 |
| -50 bps | 4.57% | $117.36 | +2.10% | $0.0488 |
| -25 bps | 4.82% | $116.15 | +1.04% | $0.0482 |
| 0 bps (actual) | 5.07% | $114.95 | — | $0.0476 |
| +25 bps | 5.32% | $113.77 | -1.03% | $0.0470 |
| +50 bps | 5.57% | $112.60 | -2.04% | $0.0464 |
| +100 bps | 6.07% | $110.31 | -4.04% | $0.0452 |
| +200 bps | 7.07% | $105.90 | -7.87% | $0.0430 |
| +300 bps | 8.07% | $101.70 | -11.52% | $0.0409 |
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.