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 $114.00 · 05/06/20265.34%
Tasa interna de retorno anual
131 bps
Diferencial sobre Tesoro EEUU
114.00%
Precio / valor residual vigente
$114.00
Precio cotizado en mercado
$117.15
Precio de liquidación
$3.15
Cupón devengado desde último pago
5.13 años
Plazo promedio a amortizaciones
4.21 años
Plazo promedio ponderado
4.10 años
Sensibilidad al rendimiento
21.16
Curvatura precio-rendimiento
$0.0481
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 | 2.34% | $129.61 | +13.69% | $0.0562 |
| -200 bps | 3.34% | $124.13 | +8.89% | $0.0533 |
| -100 bps | 4.34% | $118.94 | +4.33% | $0.0506 |
| -50 bps | 4.84% | $116.44 | +2.14% | $0.0493 |
| -25 bps | 5.09% | $115.21 | +1.06% | $0.0487 |
| 0 bps (actual) | 5.34% | $114.00 | — | $0.0481 |
| +25 bps | 5.59% | $112.81 | -1.05% | $0.0475 |
| +50 bps | 5.84% | $111.63 | -2.08% | $0.0469 |
| +100 bps | 6.34% | $109.31 | -4.11% | $0.0457 |
| +200 bps | 7.34% | $104.86 | -8.02% | $0.0434 |
| +300 bps | 8.34% | $100.63 | -11.73% | $0.0413 |
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.