Beruflich Dokumente
Kultur Dokumente
Nro: 6444
Lunes, 08 de
septiembre de 2014
RESUMEN SEMANAL
Ruedas del 1 al 5 de septiembre de 2014
Ttulos Privados
ndice Merval
ndice Merval
11000
+ 6.08%
Mayores Alzas
Mayores Bajas
10000
FRAN
EDN
ALUA
9500
9000
+ 10.38%
+ 9.73%
+ 9.67%
ndices Burstiles
M.Ar
Merval 25
Burcap
8500
8000
01-08
07-08
13-08
20-08
26-08
01-09
05-09
+ 7.24%
+ 6.72%
+ 5.88%
Ttulos Pblicos
ndice de Bonos IAMC-$
4000
3800
3600
3400
3200
01-08
07-08
13-08
20-08
26-08
01-09
05-09
16,343,616,083
MERCADO CONTADO
Renta Variable: (1 + 2)
1. Mercado Concurrencia
Acciones
Cedears
2. Ejercicios
Renta Fija: (3 + 4 + 5)
3. Mercado Concurrencia
4. Continua
5. Cheques de Pago Diferido
14,800,593,003
1,454,969,532
1,453,704,923
1,293,910,075
159,794,848
1,264,609
13,345,623,471
5,225,249,794
7,955,755,213
164,618,464
MERCADO FUTURO
Plazo / Pase Colocador Piso
Plazo / Pase Colocador Continua
Opciones
Cauciones
Prstamos
Venta en Corto
1,543,023,080
0
0
87,524,581
1,378,203,987
77,294,512
677,985
Mayores Bajas
PAP0
- 5.81%
-
30 das
21.00%
20.82%
21.19%
Compra
$8.3150
$8.4050
$8.3500
$14.0000
$8.4120
Bco. Nacin
Bancos
Casas de Cambio - Minorista
Casas de Cambio - Mayorista
Referencia BCRA
Venta
$8.4150
$8.4125
$8.4500
$14.0500
Cotizaciones CEDIN
05/09/14
$1,240.00
Coeficiente CER
05/09/14
4.1690
08/09/14
Mercados Internacionales
ndices Burstiles (en U$S)
B. San Pablo
- 0.90% NYSE
B. Sant. Chile
+ 1.89% Tokyo S.E.
B. Madrid
+ 2.41% London S.E.
+ 0.23%
+ 0.63%
- 1.11%
Monedas
0.772
/U$S
0.612
/U$S
/U$S 105.090
+ 1.38%
+ 1.65%
+ 0.95%
- 4.75%
- 0.41%
- 1.50%
Pg.2 y 3
Pg. 4
Pg. 5
Pg. 6 y 7
Pg. 8
Pg. 9
Pg 10 y 11
Anexo A
Anexo B
ANLISIS DE ACCIONES
05-Sep-14
Mercado de Concurrencia
Especie
Cotizacin
Fecha
ltima
cotizacin
Volumen
Efectivo
Var.
Diaria
Var.dde
29-Ago-14
(a)
Var.dde
30-Dic-13
(a)
Var.dde
05-Sep-13
(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
ALUA
6.240
5-Sep-14
12,048,820
3.14%
9.67%
65.96%
92.24%
3.177
6.450
33.23
277.62
50.16%
0.68
APBR
127.200
5-Sep-14
14,816,783
3.84%
0.08%
113.09%
102.08%
50.278
137.000
36.95
207.26
53.69%
0.51
BMA
15,600.00
15,600.00
1,659,260.01 1,659,260.01
49.200
5-Sep-14
3,443,548
5.35%
8.37%
143.12%
186.50%
16.540
49.850
8.49
294.51
60.40%
1.23
29,248.66
COME
1.560
5-Sep-14
4,996,660
1.30%
0.65%
70.49%
178.57%
0.535
1.700
13.63
243.27
65.59%
0.90
2,121.47
2,121.47
EDN
7.440
5-Sep-14
9,182,551
1.92%
9.73%
239.73%
636.63%
0.945
8.340
1487.10
76.56%
1.64
6,744.03
6,744.03
ERAR
5.090
5-Sep-14
9,736,785
2.21%
4.30%
74.26%
102.83%
2.391
5.190
7.38
130.13
48.72%
0.78
22,992.01
22,992.01
FRAN
50.500
5-Sep-14
4,581,893
5.65%
10.38%
148.49%
233.78%
14.381
51.000
8.51
305.03
62.99%
1.32
27,112.33
27,112.33
GGAL
17.600
5-Sep-14
30,963,443
5.07%
8.31%
89.06%
175.61%
6.186
17.850
8.52
271.38
61.80%
1.32
16,899.26
22,884.66
PAMP
4.940
5-Sep-14
8,653,420
5.33%
9.05%
161.38%
257.97%
1.340
4.990
309.59
69.53%
1.36
6,492.70
6,492.70
PESA
8.820
5-Sep-14
1,870,691
2.80%
6.27%
71.01%
92.48%
4.374
8.900
12.57
145.92
47.35%
0.87
17,809.67
17,809.67
TECO2
29,248.66
51.000
5-Sep-14
2,710,977
3.24%
4.19%
66.74%
53.66%
27.035
51.700
14.13
400.41
49.76%
0.93
50,203.43
50,203.43
TS
293.000
5-Sep-14
64,386,582
3.81%
3.17%
53.09%
49.41%
176.062
294.000
27.51
328.44
33.73%
0.43
345,897.29
345,897.29
YPFD
452.000
5-Sep-14
44,673,235
2.49%
7.11%
54.27%
185.79%
155.468
463.000
22.97
275.29
49.99%
1.05
177,777.38
177,777.38
10,414.670
3.49%
6.08%
93.19%
149.40%
4,145.190
10,454.830
16.46
261.78
45.92%
Merval
2,378,158.24 2,384,143.64
BHIP
3.230
5-Sep-14
1,132,158
4.19%
17.45%
81.46%
111.78%
1.496
3.280
7.73
115.21
64.56%
1.30
4,845.00
4,845.00
CECO2 (RR)
2.800
5-Sep-14
1,618,933
1.82%
7.28%
125.81%
226.91%
0.816
3.040
67.28%
1.29
1,965.57
1,965.57
CEPU2
46.800
5-Sep-14
469,476
-0.21%
7.34%
212.00%
269.96%
12.100
48.000
12.28
290.23
42.99%
0.84
4,142.08
4,142.08
CRES
14.750
5-Sep-14
168,462
2.79%
66.67%
113.18%
6.919
15.500
316.05
59.38%
0.55
7,398.05
7,398.05
INDU
3.430
5-Sep-14
1,222,441
3.94%
11.73%
-39.82%
-23.78%
2.020
6.100
98.84
48.40%
0.73
1,420.99
1,420.99
METR
4.590
5-Sep-14
2,800,339
14.75%
25.41%
255.81%
453.01%
0.820
5.950
2967.77
64.51%
1.23
1,018.87
2,612.49
MIRG
198.000
5-Sep-14
1,290,207
3.39%
13.53%
47.21%
69.29%
98.000
209.000
5.81
173.89
49.97%
0.53
1,188.00
1,188.00
MOLI
40.700
5-Sep-14
1,150,236
6.27%
22.59%
40.34%
57.14%
25.200
41.000
32.99
642.06
49.20%
0.67
10,193.26
10,193.26
PETR
12.750
5-Sep-14
677,683
6.25%
5.81%
547.21%
547.21%
1.880
12.750
32.03
821.69
70.11%
1,522.35
1,522.35
2.980
5-Sep-14
1,146,104
6.81%
13.74%
134.65%
246.51%
0.820
3.050
134.03
53.40%
1.26
1,309.33
1,309.33
TGNO4
TGSU2
7.850
5-Sep-14
400,123
3.97%
11.51%
106.58%
132.25%
3.330
7.950
302.70
54.78%
1.02
6,236.79
6,236.79
TRAN
2.900
5-Sep-14
2,558,930
2.84%
9.43%
178.85%
286.67%
0.710
2.900
36.99
269.91
61.16%
1.19
631.88
1,289.55
Merval 25
M.AR
Burcap
Bolsa-G (h)
10,457.820
3.57%
6.72%
94.30%
150.61%
4,145.220
10,486.070
16.97
260.05
45.91%
8,495.740
3.39%
7.24%
98.69%
178.18%
3,026.510
8,537.930
15.14
265.81
52.48%
2,420,030.41 2,428,267.10
375,598.39
30,559.700
3.86%
5.88%
85.06%
99.80%
15,082.430
30,628.750
44.20%
481,140.180
3.35%
5.75%
81.34%
101.81%
235,981.360
481,273.370
38.22%
5,344,240.77
382,241.46
Empresas No Lideres
AEN
8.000
6-Ene-14
14.29%
220.00%
2.900
8.000
66.74
-0.05
657.18
657.18
AGRO
2.250
5-Sep-14
163,928
0.90%
7.14%
31.58%
59.57%
1.400
2.900
113.65
50.30%
0.63
108.00
108.00
130.000
27-Ago-14
67.46%
115.15%
60.709
130.000
0.25
65.000
3-Sep-14
7.44%
34.99%
82.19%
35.677
65.000
21.91
834.56
0.20
8,190.91
8,190.91
APBRA
APSA
AUSO
5.200
5-Sep-14
252,116
2.97%
1.96%
150.00%
142.99%
1.780
5.300
828.14
42.24%
0.51
138.08
459.60
BOLT
3.550
5-Sep-14
106,623
5.03%
52.31%
30.48%
2.188
3.630
9.15
153.23
41.36%
0.59
887.50
887.50
BPAT
10.400
5-Sep-14
207,460
4.00%
7.33%
99.09%
165.45%
3.825
10.500
3.78
138.20
54.88%
0.99
7,480.36
7,480.36
BRIO
18.600
5-Sep-14
575,559
1.92%
6.59%
39.91%
109.87%
8.469
19.000
6.88
194.33
58.90%
1.27
8,247.75
20,067.08
BRIO6
18.000
5-Sep-14
96,099
2.86%
5.88%
40.71%
128.36%
8.266
18.250
0.28
CADO
6.830
5-Sep-14
171,054
2.71%
8.41%
105.14%
157.06%
2.494
6.850
5.53
194.10
34.72%
0.41
683.00
683.00
5.966Ex
21-Ago-14
55.78%
55.78%
5.917
6.015
0.07
3.480
5-Sep-14
24,008
0.87%
2.35%
13.55%
39.76%
2.375
4.405
7.95
132.79
0.66
194.83
194.83
1,177.70
CADO5
CAPU
CAPX
6.550
4-Sep-14
2.50%
36.46%
72.37%
3.800
7.000
456.00
48.73%
0.62
1,177.70
CARC
2.520
5-Sep-14
37,779
1.20%
8.15%
10.04%
134.68%
1.074
2.700
198.01
38.84%
0.40
230.90
230.90
CELU
6.700
5-Sep-14
3,268,834
3.88%
3.08%
47.25%
61.45%
4.040
6.900
70.63
42.08%
0.61
676.53
676.53
CGPA2
3.380
5-Sep-14
43,550
0.90%
8.33%
98.82%
193.91%
1.080
3.410
159.56
0.42
1,126.49
1,126.49
COLO
13.850
5-Sep-14
24,067
-1.77%
6.54%
95.35%
207.78%
4.500
16.000
325.23
0.20
76.98
76.98
COMO (S)
30.000
24-Jul-08
32.72
8.10
8.10
COUR
32.000
31-Mar-14
3.23%
39.13%
25.000
32.000
41.70
227.59
0.02
201.60
201.60
CTIO
17.550
5-Sep-14
189,871
1.45%
3.24%
167.29%
161.40%
6.270
18.700
24.17
453.00
53.46%
0.49
7,193.86
7,193.86
DGCU2 (S)
6.200
23-Jul-14
111.37%
213.92%
2.004
6.300
37.09
258.17
0.06
1,254.58
1,254.58
DOME
5.250
5-Sep-14
30,544
0.96%
14.13%
11.49%
26.21%
2.700
5.250
15.17
250.17
0.15
99.75
99.75
DYCA
5.550
5-Sep-14
16,140
1.83%
8.82%
18.09%
70.77%
3.130
5.550
6.72
119.94
0.00
166.50
166.50
215.72
EDLH
2.890
7-Oct-13
2.890
2.890
4.35
85.14
215.72
EMDE
1.480Ex
2-Jul-12
88.85
90.24
90.24
ESME
27.000
29-Ago-14
2.14%
28.89%
21.945
29.426
10.16
246.24
-0.01
1,591.30
1,591.30
ESTR
3.200
3-Sep-14
4.92%
14.29%
3.25%
2.500
3.326
7.98
103.15
0.19
136.34
136.34
EURO
3.308Ex
17-May-10
2.20
109.40
173.67
173.67
FERR
6.500
5-Sep-14
72,816
8.33%
18.18%
123.37%
103.64%
2.700
6.800
8.29
192.95
88.42%
0.44
871.00
871.00
FIPL
2.300
5-Sep-14
685,113
2.22%
20.42%
43.88%
53.65%
1.449
2.350
15.66
132.24
0.47
145.54
145.54
GARO
4.660
5-Sep-14
217,943
5.91%
10.95%
39.10%
26.63%
2.640
4.700
4.73
127.97
47.88%
0.64
95.53
95.53
GBAN
10.300
3-Sep-14
-0.48%
194.29%
415.00%
2.130
11.550
469.45
0.23
1,643.00
3,353.06
Pg.2
ANLISIS DE ACCIONES
05-Sep-14
Mercado de Concurrencia
Especie
Cotizacin
Fecha
ltima
cotizacin
Volumen
Efectivo
Var.
Diaria
Var.dde
29-Ago-14
(a)
Var.dde
30-Dic-13
(a)
Var.dde
05-Sep-13
(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.)
52.000
5-Sep-14
13,089
0.39%
0.19%
128.35%
216.38%
14.307
52.000
25.67
310.04
46.64%
0.61
10,994.79
GOFF (S)
1.800
1-Feb-08
10.44
14,945.77
10.44
GRAF
1.030
18-Nov-13
1.030
1.030
2.14
33.10
0.00
10.30
10.30
GRIM
6.400
5-Sep-14
55,961
0.79%
12.28%
40.48%
37.49%
3.892
6.450
5.34
175.68
0.24
283.57
283.57
INTR
7.680
5-Sep-14
63,798
1.99%
9.56%
90.24%
136.37%
2.942
7.680
13.21
243.54
-0.03
294.40
294.40
INVJ
4.050
5-Sep-14
14,207
109.15%
133.05%
1.668
4.620
112.95
0.14
1,368.84
1,752.07
IRSA
18.600
5-Sep-14
134,180
-1.59%
-1.59%
78.23%
178.40%
6.357
19.000
432.35
58.33%
0.88
10,763.38
10,763.38
JMIN
4.900
5-Sep-14
284,301
4.26%
6.52%
31.37%
42.86%
3.250
5.600
15.91
134.88
45.43%
0.45
1,725.08
1,725.08
LEDE
7.970
5-Sep-14
803,565
6.41%
8.44%
47.69%
32.97%
5.004
7.970
23.26
227.98
33.85%
0.78
3,506.80
3,506.80
LONG
2.580
5-Sep-14
68,793
3.20%
12.66%
64.33%
83.46%
1.289
2.800
5.47
107.61
49.02%
0.55
176.44
176.44
MORI
2.300
4-Sep-14
15.00%
9.52%
24.32%
1.670
2.500
1218.89
0.41
34.50
34.50
MVIA (t)
0.010Ex
14-Jul-10
0.49
0.07
0.14
NORT6
540.000
28-Ago-14
49.28%
70.19%
350.140
549.500
19.03
499.38
0.13
36,724.62
OEST
3.350
5-Sep-14
38,233
4.69%
56.29%
29.79%
1.907
3.360
9.78
206.09
0.32
536.00
536.00
PATA
12.600
5-Sep-14
47,095
2.44%
1.20%
55.56%
127.40%
5.442
12.650
15.31
431.15
0.22
6,300.00
6,300.00
692.92
PATY
19.000
5-Sep-14
69,878
5.56%
8.57%
9.83%
65.22%
10.700
22.400
382.35
46.16%
0.51
692.92
PERK
0.930
3-Sep-14
10.71%
13.41%
0.720
1.050
174.88
0.13
20.21
20.21
POLL
0.530
5-Sep-14
180,030
4.95%
8.16%
165.00%
202.86%
0.160
0.560
33.47
1303.36
48.26%
0.63
66.28
66.28
PREN1
2.500
18-Nov-09
89.79
327.50
327.50
PSUR
1.240
5-Sep-14
65,179
2.48%
-4.62%
55.00%
90.77%
0.650
1.750
61.83%
0.66
124.46
124.46
REGE
9.625Ex
30-Ago-13
2.13
92.13
19.25
19.25
REP
315.000
5-Sep-14
67,113
1.61%
-1.56%
57.85%
64.17%
191.876
320.000
41.60
141.55
26.99%
0.18
425,335.80
425,335.80
1,711.82
23.600
5-Sep-14
25,405
2.16%
9.77%
11.38%
13.55%
19.938
26.546
20.68
443.27
39.14%
0.43
1,711.82
RIGO5
RIGO
2.578Ex
18-Feb-09
ROSE
3.840
5-Sep-14
158,436
18.15%
47.69%
50.59%
2.250
3.890
267.85
0.20
163.54
163.54
SAMI
19.400
5-Sep-14
254,930
2.11%
2.65%
110.41%
215.45%
6.000
19.600
6.96
142.61
43.42%
0.77
1,249.82
1,249.82
SEMI
2.190
5-Sep-14
33,983
2.34%
4.29%
22.35%
53.15%
1.360
2.310
12.23
176.21
39.52%
0.70
233.67
233.67
STD
131.000
5-Sep-14
54,903
3.97%
3.97%
68.54%
118.50%
59.485
131.000
20.97
158.49
34.43%
0.63
TEF
1,514,499.80 1,514,499.80
210.000
5-Sep-14
42,739
6.06%
2.44%
46.79%
77.04%
118.615
210.000
19.87
309.10
37.33%
0.24
955,715.16
955,715.16
TGLT
7.700
5-Sep-14
13,090
0.65%
-20.62%
-3.75%
5.500
10.600
214.49
0.03
541.69
541.69
URBA
18.200
21-Dic-09
VALO
4,860,000Ex
8-Mar-12
2.62
89.47
889.38
889.38
PYMES
INAG
6.500Ex
23-Ene-14
10.29%
20.00%
5.287
6.500
1.80
63.14
-0.03
14.30
14.30
MERA
11.000
30-May-14
2.47%
2.47%
11.000
11.000
12.33
304.65
0.00
207.46
207.46
OVOP
9.760
21-Ago-14
8.60%
12.22%
8.708
9.760
34.93
287.15
0.00
129.95
129.95
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: ALPA, AUSO, GBAN,
GGAL, GCLA, INVJ, METR, MVIA 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
(t) El precio $0,01 se debe a un ajuste por un dividendo en efectivo por un monto superior al ltimo precio de cierre registrado ($2,70). No se informar ningn indicador hasta tanto la especie
no registre una nueva cotizacin.
Pg.3
Cdigo
Bolsa
Cdigo
Divisa
Cotizacin
ADR
(a)
Volumen
Nominal
Volumen
Efectivo
Variacin
diaria
Var. dde.
29-Ago-14
Var. dde.
31-Dic-13
Mn.
Max.
52 semanas
(b)
Ratio
Volatil.
lt. 40r
(c)
(d)
NASDAQ
USD
20.4700
1,022
20,920
-0.63%
-5.21%
-2.80%
15.12
23.75
NYSE
USD
11.7400
53,115
623,570
4.45%
10.86%
68.90%
4.93
14.85
67.56%
3.00
NYSE
USD
38.2700
11,836
452,964
4.22%
9.56%
57.68%
16.47
48.30
66.05%
10.00
NYSE
USD
10.2400
1,050,820
10,760,397
1.09%
3.23%
20.30%
6.59
10.54
21.02%
1.00
NYSE
USD
85.4300
100,862
8,616,641
0.64%
0.92%
4.86%
72.57
86.53
21.46%
1.00
NASDAQ
USD
11.4100
22,783
259,954
1.24%
2.24%
12.97%
7.20
14.35
45.41%
10.00
4.00
NYSE
USD
11.5900
35,837
415,351
1.85%
12.31%
129.05%
2.21
17.50
88.61%
20.00
NASDAQ
USD
13.7100
500,282
6,858,866
3.47%
8.12%
31.58%
6.89
18.50
61.46%
10.00
NYSE
USD
14.5300
6,476
94,096
0.90%
1.75%
20.83%
6.84
17.77
44.56%
10.00
NYSE
USD
21.2550
338
7,184
-0.63%
-0.02%
9.72%
15.45
26.05
47.62%
0.50
NYSE
USD
9.6200
12,519
120,433
3.11%
8.09%
83.59%
3.74
11.58
66.01%
25.00
NYSE
USD
6.7200
14,818
99,577
-1.18%
4.19%
21.08%
4.09
7.39
50.18%
10.00
NYSE
USD
19.3800
9,507,388 184,253,179
0.26%
-0.97%
45.34%
9.90
20.94
45.22%
2.00
NYSE
USD
3.0000
40,959
122,877
3.81%
9.09%
38.25%
1.72
3.50
56.28%
5.00
NYSE
USD
19.4300
20,114
390,815
-0.15%
3.19%
14.69%
13.74
25.53
43.78%
5.00
NYSE
USD
45.2100
122,220
5,525,566
0.49%
2.05%
4.94%
40.06
48.90
20.34%
2.00
NYSE
USD
26.6100
15,204
404,578
0.26%
1.84%
-12.76%
23.11
31.86
21.32%
10.00
NYSE
USD
34.9300
213,910
7,471,876
-0.14%
5.72%
6.43%
17.35
41.74
51.83%
1.00
16.5100
20.00
8.5100
43.64%
3.46
9.30
2.00
Cdigo BCBA
Cotizacin BCBA
en $ (2)
Diferencia en $
(3)-(2)
APSA
5.1175
43.051
FRAN
3.9133
50.500
32.921
- 17.58
STD
10.2400
131.000
86.144
- 44.86
BMA
3.8270
49.200
32.195
- 17.01
ADR BUNGE
85.4300
718.680
ADR Cresud
CRES
1.1410
14.750
9.599
- 5.15
ADR Edenor
EDN
0.5795
7.440
4.875
- 2.57
GGAL
1.3710
17.600
11.533
- 6.07
ADR IRSA
IRSA
1.4530
18.600
12.223
- 6.38
NORT6
42.5100
357.615
PAMP
0.3848
4.940
3.237
- 1.70
PESA
0.6720
8.820
5.653
- 3.17
APBR
9.6900
127.200
81.517
- 45.68
TGSU2
0.6000
7.850
5.048
- 2.80
TECO2
3.8860
51.000
32.691
- 18.31
ADR Tenaris
TS
22.6050
293.000
190.165
- 102.84
ADR Ternium
2.6610
22.386
YPFD
34.9300
452.000
293.849
- 158.15
ADR YPF
BDR Bco. Patagonia
BPAT
10.400
GDR GrupoClarn
GCLA
52.000
(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
VR
(en %)
Cotizacin
c/100 v.n.
en Pesos
(a)
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.
30-Sep-14
30-Sep-14
30-Sep-14
R
R
R
100.00
100.00
100.00
90.000
660.000
675.000
05-Sep-14
05-Sep-14
05-Sep-14
Fija=1.18
Fija=2.5
Fija=2.5
1.50
1.11
1.11
3.82
3.23
3.16
288.15
101.11
101.11
31.23
77.59
79.36
30.77
41.85
39.74
9.65%
5.55%
5.38%
13.16
13.34
13.42
17.59
16.21
16.21
DICP
DICA
DICY
31-Dic-33
31-Dic-33
31-Dic-33
Sem.
Sem.
Sem.
Sem.
Sem.
Sem.
31-Dic-14
31-Dic-14
31-Dic-14
R
R
R
100.00
100.00
100.00
250.000
1450.000
1425.000
05-Sep-14
05-Sep-14
05-Sep-14
Fija=5.83
Fija=8.28
Fija=8.28
4.13
2.26
2.26
8.63
6.82
6.95
368.15
142.46
142.46
67.91
120.99
118.90
22.05
46.64
49.69
10.47%
6.12%
6.32%
8.03
8.71
8.65
11.39
10.79
10.79
CUAP
31-Dic-45
Sem.
Sem.
31-Dic-14
100.00
152.000
05-Sep-14
Fija=3.31
2.56
8.82
400.60
37.94
10.44%
10.82
20.50
15-Dic-35
15-Dic-35
15-Dic-35
15-Dic-35
100.00
100.00
100.00
100.00
87.500
7.850
94.000
119.250
05-Sep-14
05-Sep-14
05-Sep-14
05-Sep-14
50.08
45.40
46.44
56.17
CUASIPAR en $
TVPA
TVPP
TVPY
TVPE
PAP0
PAA0
PAY0
31-Dic-38
31-Dic-38
31-Dic-38
Sem.
Sem.
Sem.
Sem.
Sem.
Sem.
30-Sep-14
30-Sep-14
30-Sep-14
R
R
R
100.00
100.00
100.00
81.000
630.000
625.000
03-Sep-14
05-Sep-14
04-Sep-14
Fija=1.18
Fija=2.5
Fija=2.5
1.50
1.11
1.11
4.25
3.39
3.42
288.15
101.11
101.11
28.11
74.07
73.48
39.01
-
10.50%
5.91%
5.97%
12.75
13.16
13.13
17.59
16.21
16.21
DIP0
DIA0
DIY0
31-Dic-33
31-Dic-33
31-Dic-33
Sem.
Sem.
Sem.
Sem.
Sem.
Sem.
31-Dic-14
31-Dic-14
31-Dic-14
R
R
R
100.00
100.00
100.00
231.000
1410.000
1395.000
27-Ago-14
05-Sep-14
05-Sep-14
Fija=5.83
Fija=8.28
Fija=8.28
4.13
2.26
2.26
9.35
7.02
7.10
368.15
142.46
142.46
62.75
117.65
116.40
11.51%
6.45%
6.57%
7.74
8.61
8.58
11.39
10.79
10.79
GJ17
2-Jun-17
Al vto.
Sem.
02-Dic-14
100.00
1114.000
05-Sep-14
Fija=8.75
2.38
6.73
102.38
129.34
40.21
-1.91%
2.49
2.47
15-Dic-35
100.00
92.500
05-Sep-14
49.33
TVY0
Divisas
Dlar Bancos
$8.4050
$8.4125
Notas Aclaratorias:
(*) Todos los indicadores de cada bono se refieren al da de la fecha. Los indicadores de los bonos emitidos en dlares se calculan en esa misma divisa, para ello se convierte su cotizacin en $ por el dlar bancos vendedor.
(**) En el caso de los bonos pesificados y 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.
(***) TIR mayor a 500%.
(a) Los precios corresponde
A los efectos de hacer comparables las distintas tasas de rendimiento, se debe convertirlas a una tasa real en pesos teniendo en cuenta las siguientes equivalencias:
donde:
(A)
(B)
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
Yield
Intereses
Anual
Corridos
(en %)
c/100 v.n.
Valor
Tcnico
c/100 v.n.
Paridad
(en %)
Volatilidad
40 r. (b)
(en %)
TIR
Anual
DM
PPV
(en aos)
Bocon Prov. 4 en $
Bocon Cons. 7
Bocon Cons. 8
PRO7
PR14
PR15
1-Ene-16
4-Ene-16
4-Oct-22
120 Mens.
4 - Trim.
14 - Trim.
Mens.
Trim.
Trim.
1-Oct-14
6-Oct-14
6-Oct-14
A+R
R
R
12.64
100.00
100.00
13.000
102.350
161.100
4-Sep-14
5-Sep-14
5-Sep-14
Var.=0.2494
Var.=23.22
Var.=23.22
0.00
4.33
7.37
0.28
23.69
26.51
14.77
104.33
182.84
88.04
98.11
88.11
5.73
7.26
22.97%
25.23%
30.27%
0.60
0.79
2.93
0.64
0.86
4.65
Bocon Prov. 4 2%
Bocon Cons. 6 2%
BOGAR 2018
BOGAR 2020
PR12
PR13
NF18
NO20
3-Ene-16
15-Mar-24
4-Feb-18
4-Oct-20
120 Mens.
120 Mens.
156 Mens.
156 Mens.
Mens.
Mens.
Mens.
Mens.
3-Oct-14
15-Sep-14
4-Oct-14
4-Oct-14
A+R
A+R
A+R
A+R
12.64
95.85
40.34
62.20
55.350
242.000
153.000
191.175EX
5-Sep-14
5-Sep-14
5-Sep-14
1-Sep-14
Fija=2
Fija=2
Fija=2
Fija=2
0.02
0.46
0.06
0.09
2.06
2.75
2.23
2.76
57.04
332.77
170.27
263.70
97.04
72.72
89.86
72.50
26.40
18.31
13.42
-
6.92%
10.05%
8.76%
13.20%
0.63
3.84
1.63
2.91
0.65
4.64
1.75
3.35
RO15
AA17
AN18
AY24
3-Oct-15
17-Abr-17
29-Nov-18
7-May-24
Al vto.
Al vto.
Al Vto.
6 Anual
Sem.
Sem.
Sem.
Sem.
3-Oct-14
17-Oct-14
29-Nov-14
7-Nov-14
R
R
R
R
100.00
100.00
100.00
100.00
1249.000
1149.900
1220.000
1160.000
5-Sep-14
5-Sep-14
5-Sep-14
5-Sep-14
Fija=7
Fija=7
Fija=9
Fija=8.75
3.05
2.78
2.53
2.99
4.81
5.23
6.32
6.49
103.05
102.78
102.53
102.99
144.07
132.99
141.45
133.89
24.93
28.39
26.91
37.45
- 25.13%
- 4.96%
- 0.86%
3.47%
1.16
2.43
3.62
5.47
1.02
2.39
3.64
5.79
BODEN Y BONAR
I. Ttulos emitidos en Dlares
BODEN 2015
BONAR X
BONAR 2018 en U$S
BONAR 2024
BODEN 2014
RS14
30-Sep-14
Sem.
Sem.
30-Sep-14
A+R
12.50
34.900
5-Sep-14
Fija=2
0.31
1.97
34.66
100.69
- 10.01%
0.06
0.06
AS15
AM17
AMX9
10-Sep-15
28-Mar-17
11-Mar-19
Sem.
Al Vto.
Al Vto.
Trim.
Trim.
Trim.
10-Dic-14
29-Sep-14
11-Sep-14
R
R
R
33.36
100.00
100.00
41.900
103.000
104.000
5-Sep-14
4-Sep-14
4-Sep-14
Var.=23.54
Var.=23.8474
Var.=24.7207
0.00
4.77
6.16
18.74
24.28
25.27
41.24
104.77
106.16
101.59
98.31
97.96
7.78
-
22.88%
25.61%
25.81%
0.63
1.79
2.58
0.72
2.07
3.33
BONAR 2015
BONAR 2017
BONAR 2019
Divisas
Dlar Bancos
$8.4050
$8.4125
Notas Aclaratorias:
(*) Todos los indicadores de cada bono se refieren al da de la fecha. Los indicadores de los bonos emitidos en dlares se calculan en esa misma divisa, para ello se convierte su cotizacin en $ por el dlar bancos vendedor.
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 el mercado de concurrencia 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, dentro del mercado considerado.
(c) Se estima la tasa del prximo periodo de renta que se utilizar para los flujos de renta futuros.
A los efectos de hacer comparables las distintas tasas de rendimiento, se debe convertirlas a una tasa real en pesos teniendo en cuenta las siguientes equivalencias:
donde:
(A)
(B)
(A) Utilizarla para convertir la TIR de los bonos emitidos en pesos (moneda original $)
(B) Utilizarla para convertir la TIR de los bonos emitidos en dlares
pg. 6
Bono
Cdigo
(S.I.B.)
Fecha
ltima
cotizacin
Cupn Corriente
Renta
Intereses
Yield
Anual
Corridos
Anual
(en %)
c/100 v.n. (en %)
13.100
15.218EX
4-Sep-14
27-Ago-14
CA=0.2494
CA=0.208
0.00
0.00
0.28
0.02
14.77
19.34
88.72
78.68
21.45%
41.81%
0.61
0.63
0.64
0.72
40.34
153.000
1-Sep-14
Fija=2
0.06
2.23
170.27
89.86
8.76%
1.63
1.72
A+R
40.34
382.000
1-Sep-14
Fija=2
0.14
2.22
423.81
90.14
8.56%
1.63
1.72
1-Oct-14
A+R
5.08
35.339EX
27-Ago-14
Fija=4
0.04
4.39
38.76
91.18
47.95%
0.25
0.27
Sem.
Mens.
Trim.
Sem.
Sem.
Sem.
Sem.
Sem.
Mens.
Trim.
Trim.
Trim.
Trim.
Trim.
Trim.
Trim.
Sem.
8-Feb-15
4-Oct-14
21-Oct-14
9-Nov-14
15-Sep-14
17-Nov-14
20-Dic-14
28-Ene-15
7-Oct-14
6-Nov-14
27-Nov-14
28-Nov-14
30-Oct-14
18-Sep-14
12-Sep-14
28-Oct-14
5-Mar-15
A+R
A+R
R
R
R
R
R
R
A+R
A+R
A+R
A+R
A+R
R
A+R
R
A+R
100.00
12.78
100.00
100.00
100.00
100.00
100.00
100.00
40.63
89.00
75.00
77.78
100.00
100.00
88.89
100.00
10.00
889.000
125.000
935.000
940.000
970.000
952.000
879.950
890.000
422.000
763.000
675.000
690.000
851.000
850.000
830.000
930.000
87.733EX
5-Sep-14
2-Sep-14
5-Sep-14
5-Sep-14
5-Sep-14
5-Sep-14
5-Sep-14
5-Sep-14
5-Sep-14
5-Sep-14
3-Sep-14
3-Sep-14
5-Sep-14
4-Sep-14
4-Sep-14
5-Sep-14
2-Sep-14
Fija=4.24
Fija=4
Fija=4
Fija=4.75
Fija=3.98
Fija=3.98
Fija=1.95
Fija=1.95
Fija=12
Fija=4.8
Fija=5
Fija=3
Fija=2.75
Fija=2.75
Fija=3
Fija=3.9
L180=0.31
0.38
0.01
0.54
1.60
1.93
1.25
0.43
0.23
0.04
0.40
0.14
0.08
0.31
0.63
0.65
0.46
0.00
4.03
2.97
3.62
4.31
3.51
3.56
1.87
1.85
9.73
4.73
2.85
2.73
2.74
2.72
3.54
0.30
100.38
12.79
100.54
101.60
101.93
101.25
100.43
100.23
40.67
89.40
75.14
77.86
100.31
100.63
89.54
100.46
10.00
105.27
134.63
110.54
109.98
113.12
111.77
104.15
105.55
123.35
101.45
106.79
105.35
100.85
100.41
110.19
110.05
104.28
10.12
16.88
17.93
18.89
25.01
21.92
16.57
-
- 7.90%
- 35.69%
0.69%
- 1.26%
- 0.79%
0.48%
0.90%
0.58%
- 1.79%
3.40%
3.11%
- 2.43%
2.36%
2.59%
- 7.73%
- 0.31%
- 5.24%
0.43
0.74
3.06
1.61
2.63
3.23
3.86
3.98
1.58
1.01
3.43
0.97
2.04
2.17
0.91
2.31
0.76
0.41
0.56
3.08
1.60
2.61
3.24
3.89
4.00
1.57
1.03
3.64
0.96
2.10
2.22
0.87
2.30
0.74
Al vto.
Al vto.
3 - Anual
Anual
10 - Sem.
6 - Sem.
30 - Sem.
26 - sem.
27 - Trim.
33 - Trim.
34 - Trim.
Sem.
Sem.
Sem.
Sem.
Sem.
Sem.
Sem.
Sem.
Trim.
Trim.
Trim.
5-Oct-14
14-Sep-14
26-Ene-15
18-Oct-14
15-Oct-14
1-Nov-14
15-Nov-14
4-Mar-15
18-Oct-14
26-Oct-14
16-Sep-14
R
R
R
R
A+R
R
R
A+R
A+R
A+R
A+R
100.00
100.00
100.00
100.00
60.00
100.00
100.00
38.55
3.80
82.00
91.18
1295.000
1120.000
1158.000
1100.000
765.000
810.000
700.000
314.341EX
34.993EX
848.971EX
1170.000
5-Sep-14
5-Sep-14
5-Sep-14
5-Sep-14
5-Sep-14
5-Sep-14
5-Sep-14
1-Sep-14
15-Jul-14
23-Jul-14
2-Sep-14
Fija=11.75
Fija=9.38
Fija=10.88
Fija=9.625
Fija=9.25
Fija=3
Fija=4
Fija=5.5
Fija=8.656
Fija=7.88
Fija=9.5
5.06
4.58
1.33
3.80
2.24
1.08
1.28
0.04
0.05
0.79
1.90
7.89
7.29
7.98
7.58
6.26
3.15
4.88
5.68
8.00
6.45
6.31
105.06
104.58
101.33
103.80
62.24
101.08
101.28
38.59
3.85
82.79
93.08
146.52
127.30
135.85
125.98
146.12
95.26
82.16
96.84
108.11
121.90
149.42
27.40
34.57
-
- 23.58%
0.92%
3.44%
6.56%
- 17.76%
4.53%
6.12%
7.16%
- 48.47%
1.22%
- 2.84%
1.30
3.46
4.23
7.56
1.55
3.93
9.19
2.04
0.14
3.05
3.54
0.99
3.53
4.46
9.15
1.29
4.14
11.33
2.23
0.11
3.18
3.43
6 - Sem.
30 - Sem.
Sem.
Sem.
1-Nov-14
15-Nov-14
R
R
100.00
100.00
106.765EX
900.000
14-Abr-14
3-Sep-14
Fija=3
Fija=4
1.08
1.28
34.45
4.93
101.08
101.28
9.68
81.42
102.69%
6.22%
1.74
9.16
4.14
11.33
Al vto.
Mens.
30-Sep-14
100.00
151.022EX
5-Sep-14
Fija=5
0.23
0.00
241.70
62.48
Vencimiento
Amortizacin
Cupn de
Renta
Prximo
Vencimiento
VR
(en %)
1-Ene-16
30-Ene-16
120 Mens.
98 - mens.
Mens
Mens
1-Oct-14
30-Sep-14
A+R
A+R
12.64
17.35
4-Feb-18
156 - mens.
Mens.
4-Oct-14
A+R
4-Feb-18
156 - mens.
Mens.
4-Oct-14
1-Abr-15
Capitalizac.
Mens.
8-Feb-15
4-Nov-15
21-Oct-19
9-May-16
15-Mar-18
17-May-19
20-Dic-19
28-Ene-20
7-Dic-17
6-Ago-16
27-Feb-22
28-May-16
30-Oct-18
18-Dic-18
12-Jun-16
11-Oct-18
5-Sep-15
Al Vto.
Mens.
16 - Trim.
Al Vto.
4 - Sem.
6 - Sem.
6 - Sem.
6 - Sem.
96 - Mens.
9 - Trim.
40 - trim.
9 - Trim.
17 - Trim.
17 - Trim.
9 - Trim.
14 - Trim.
20 - Sem.
BP15
BP18
BP21
BP28
BDED
BPMD
BPLD
BARX1
NRH1
NRH2
SARH
5-Oct-15
14-Sep-18
26-Ene-21
18-Abr-28
15-Abr-17
1-May-20
15-May-35
4-Sep-18
18-Oct-14
26-Abr-21
16-Mar-22
BPME
BPLE
1-May-20
15-May-35
Cotizacacin
c/100 v.n.
en Pesos
Valor
Tcnico
c/ 100 v.n.
Paridad
(en %)
Volatilidad
40 r. (b)
(en %)
TIR
Anual
DM
PPV
(en aos)
BCOR3
PB17
TUCS1
RNG21
CHACO
CCH1
PBF15
CHSG2
PUO19
BDC16
BDC18
BDC19
BD2C9
BDC20
CO17
ERG16
FORM3
PMY16
PMO18
PMD18
NDG1
NDG21
TUCS2
TPAG5
30-Ene-17
Notas Aclaratorias: (*) Todos los indicadores de cada bono se refieren al da de la fecha.
Los indicadores de los bonos emitidos en dlares se calculan en esta divisa, convirtindose su cotizacin en $ por el dlar bancos vendedor. 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 el mercado de concurrencia 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, dentro del mercado considerado.
(c) Se estima la tasa del prximo periodo de renta que se utilizar para los flujos de renta futuros. Se utiliza la metodologa del Ministerio de Economa y se estima una tasa mensual en base al ndice de la Comunicacin "A1828" publicado diariamente por el BCRA. La TIR est expresada como TNA en pesos.
(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-15
100.00
1177.000
25-Ago-14
Fija=8.5
0.90
6.11
100.90
138.67
- 6.21%
2.27
2.22
OIRY7
20-Jul-20
Al vto.
Sem.
20-Ene-15
100.00
1019.630EX
16-Jul-14
Fija=11.5
1.60
9.61
101.60
119.30
7.45%
4.28
4.74
OHIY5
27-Abr-16
Al vto.
Sem.
27-Oct-14
100.00
865.995EX
23-Abr-14
Fija=9.75
3.60
9.81
103.60
99.36
10.45%
1.40
1.51
ONY13
28-Ene-17
3 - Anual
Al Vto.
28-Ene-15
A+R
100.00
951.253EX
23-Jul-14
Fija=9
1.05
8.03
101.05
111.90
0.28%
1.33
1.35
OGBY1
4-May-18
Al vto.
Sem.
4-Nov-14
100.00
1255.000
19-Ago-14
Fija=8.75
3.06
5.99
103.06
144.75
- 3.06%
3.23
3.20
1.57
9.01
76.57
98.51
10.45%
1.09
1.23
11.00
100.00
90.95
13.77%
2.78
3.11
3.66
19.21
103.66
52.48
25.03%
3.89
6.31
3. Energa Elctrica
TRANSENER Clase I Vto. 2016 (b)
OTRY8
15-Dic-16
4 - Anual
Sem.
15-Dic-14
A+R
75.00
634.592EX
11-Jun-14
Fija=8.875
OCEY1
10-Mar-18
Al vto.
Sem.
10-Mar-15
100.00
765.100EX
10-Mar-14
Fija=10
ODNY9
25-Oct-22
Al vto.
Sem.
25-Oct-14
100.00
457.673EX
22-Abr-14
Fija=9.75
OTY11
14-May-17
4 - Anual
Sem.
14-Nov-14
75.00
994.000
1-Sep-14
Fija=7.875
1.90
5.08
76.90
153.64
- 16.93%
1.86
1.60
YPCPO
15-Ago-18
17 - Trim.
Trim.
15-Nov-14
A+R
94.12
1245.000
29-Ago-14
Var.=7.763
0.52
4.95
94.64
156.38
- 13.41%
2.23
1.99
OPNY1
7-May-21
3 - Anual
Sem.
7-Nov-14
100.00
1415.600
1-Sep-14
Fija=7.875
2.69
4.76
102.69
163.86
- 2.72%
4.88
4.79
YPCUO
4-Abr-24
3 Anual
Sem.
4-Oct-14
100.00
1412.070
29-Ago-14
Var.=8.75
3.79
5.33
103.79
161.72
1.01%
6.66
6.78
ORAY3
16-Feb-17
2 - Anual
Sem.
16-Feb-15
100.00
248.646EX
15-Ago-14
Fija=8.5
0.47
29.23
100.47
29.42
124.77%
0.94
1.83
OAOY2
9-Nov-17
Al vto.
Sem.
9-Nov-14
100.00
1377.900
29-Ago-14
Fija=7.25
2.44
4.49
102.44
159.90
- 8.84%
3.00
2.86
OAEY1
1-Dic-20
40 - Trim.
Trim.
1-Dic-14
A+R
85.00
1160.700
28-Ago-14
Fija=10.75
0.23
6.63
85.23
161.89
- 5.54%
3.20
3.03
4. Petrleo y Gas
5. Otros
OCR13
22-May-15
2 - Sem.
Trim.
24-Nov-14
100.00
801.034EX
19-Ago-14
Fija=1.9
0.10
2.00
100.10
95.13
11.21%
0.56
0.57
OCR14
22-May-18
2 - Sem.
Trim.
22-Nov-14
100.00
790.000
27-Ago-14
Fija=1.5
0.08
1.60
100.08
93.83
3.57%
3.32
3.36
OMRP1
10-Nov-14
Al vto.
Trim.
10-Nov-14
A+R
100.00
855.000
27-Ago-14
Fija=4.99
0.45
4.93
100.45
101.18
- 2.04%
0.17
0.17
OMRP4
15-Ene-15
Al vto.
Trim.
15-Oct-14
100.00
855.000
22-Ago-14
Fija=3.7
0.58
3.66
100.58
101.05
0.66%
0.35
0.35
OYPF9
19-Oct-14
Al Vto.
Trim.
19-Oct-14
A+R
100.00
1050.000
27-Ago-14
Fija=5
0.73
4.03
100.73
123.91
- 85.88%
0.14
0.11
OYP15
7-Dic-14
2 - Sem.
Trim.
7-Dic-14
A+R
50.00
432.000
5-Sep-14
Fija=2.5
0.01
2.43
50.01
102.68
- 8.14%
0.25
0.24
OYP18
30-Abr-15
Al Vto.
Trim.
30-Oct-14
100.00
858.000
5-Sep-14
Fija=0.1
0.01
0.10
100.01
101.98
- 2.94%
0.64
0.64
OYPF0
19-Oct-16
2 - Sem.
Trim.
19-Oct-14
100.00
1132.000
4-Sep-14
Fija=6.25
0.91
4.68
100.91
133.35
- 9.60%
1.82
1.76
OYP19
30-Abr-17
Al Vto.
Trim.
30-Oct-14
100.00
861.000
5-Sep-14
Fija=1.29
0.15
1.26
100.15
102.20
0.45%
2.59
2.60
YPCNO
29-Jul-20
7 - Anual
Trim.
29-Oct-14
85.71
793.000
3-Sep-14
Fija=3.5
0.35
3.19
86.07
109.52
0.64%
3.23
3.25
2. Alimentos y Bebidas
3. Petrleo y Gas
4. Otros
IMPSA Clase IX Vto. 2014
OMPE9
26-Dic-14
4 - Trim.
Trim.
26-Sep-14
A+R
50.00
405.000
14-Ago-14
Fija=7
0.69
7.38
50.69
94.97
46.78%
0.14
0.17
OGCO1
30-Mar-15
4 - Sem.
Sem.
29-Sep-14
A+R
50.00
411.000
14-Jul-14
Fija=7
1.59
7.41
51.59
94.70
29.50%
0.24
0.30
Divisas
Dolar Bancos
$8.4050
$8.4125
Notas Aclaratorias:
(*) Todos los indicadores de cada obligacin negociable se refieren al dia de la fecha. Los indicadores de los ttulos emitidos en dlares se calculan en esa misma divisa, para ello se convierte su cotizacin en $ por el dlar bancos vendedor (Fuente: Reuters)
(a) Los precios corresponden a la ltima operacin registrada en el mercado de concurrencia 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.
Pag. 8
Valor al
Variacin
Diaria al
Variacin
Semanal al
Variacin
Mensual al
Variacin
anual al
05-Sep-14
04-Sep-14
29-Ago-14
29-Ago-14
30-Dic-13
3,426.872
0.16%
1.33%
1.33%
31.13%
Ponderacin*
9.76%
1,962.507
2.80%
2.38%
2.38%
46.13%
33.61%
4,045.880
0.73%
1.91%
1.91%
30.35%
17.21%
4,002.757
2.13%
3.98%
3.98%
58.66%
39.42%
3,867.448
1.92%
2.83%
2.83%
50.09%
100.00%
(*)Composicion ndices: Subndice de Bonos Cortos emitidos en pesos (NF18, AS15, PR15, PR14), Subndice de Bonos Cortos emitidos en dlares (RO15, AA17,
GJ17), Subndice de Bonos Largos emitidos en pesos (PR13, DICP, PARP), Subndice de Bonos Largos emitidos en dlares (PARA, DICY, PARY, DICA, DIY0).
Valor al
Variacin
Diaria al
Variacin
Semanal al
Variacin
Mensual al
Variacin
Anual al
05-Sep-14
04-Sep-14
29-Ago-14
29-Ago-14
30-Dic-13
1,219.665
0.07%
1.27%
1.27%
1.82%
Ponderacin*
9.76%
251.262
2.71%
2.32%
2.32%
13.48%
33.61%
1,033.738
0.64%
1.84%
1.84%
1.22%
17.21%
477.357
2.04%
3.91%
3.91%
23.21%
39.42%
460.880
1.83%
2.77%
2.77%
16.55%
100.00%
(*)Composicion ndices: Subndice de Bonos Cortos emitidos en pesos (NF18, AS15, PR15, PR14), Subndice de Bonos Cortos emitidos en dlares (RO15, AA17,
GJ17), Subndice de Bonos Largos emitidos en pesos (PR13, DICP, PARP), Subndice de Bonos Largos emitidos en dlares (PARA, DICY, PARY, DICA, DIY0).
Curvas de Rendimientos
Curva en Pesos + CER y en Dlares
0.33
Pg.9
MERCADOS INTERNACIONALES
05-Sep-14
Bolsas
Divisas
Hoy*
Variacin % Respecto
Euro
Libra Irlandesa **
Florin Holands **
Lira Italiana **
Hoy* (!)
Ant.
Sem.
Mes
0.772
-0.06
1.38
1.38
0.79
2.20
1936.21
31/12/13
Indice (!)
Ayer
En U$S
Cierre
Ant.
Sem.
Mes 31/12/13
6.12
13.76
17,137.36
17,137.360
17,069.58
0.40
0.23
0.23
3.38
Franco Belga **
40.34
2,007.17
2,007.170
1,997.65
0.48
0.19
0.19
8.59
Markka Finlands **
5.95
1,170.14
1,170.140
1,167.21
0.25
-0.36
-0.36
0.56
4,582.900
4,562.29
0.45
0.06
0.06
9.73
Cheln Austraco **
Franco Francs **
6.56
Franco Luxemburgo **
40.34
NASDAQ (NASDAQ)
4,582.90
Marco Alemn **
1.96
Escudo Portugus **
200.48
CAC-40 (Euronext)
4,486.49
5,811.817
5,819.14
-0.13
1.01
1.01
-1.59
9,747.02
12,626.328
12,589.02
0.30
1.52
1.52
-4.26
Peseta Espaola**
166.39
Libra Esterlina
0.612
0.02
1.65
1.65
1.40
1,136.47
1,472.188
1,465.23
0.48
2.41
2.41
5.82
Dlar Canadiense
1.088
0.06
0.02
0.02
2.43
6,855.10
11,195.107
11,235.21
-0.36
-1.11
-1.11
0.17
0.09
0.06
0.06
28.98
15,583.69
14,317.981
14,320.85
-0.02
-0.29
-0.29
11.69
-0.01
-0.01
-5.34
Merval (BCBA)
10,414.67
1,237.999
1,197.31
3.40
6.02
6.02
49.78
60,729.59
27,156.280
27,099.31
0.21
-0.90
-0.90
24.55
4,072.52
6.934
6.88
0.78
1.89
1.89
-1.31
Real Brasileo
2.236
-0.33
Peso Chileno
587.340
-1.10
0.01
0.01
11.75
Peso Mexicano
13.042
-0.83
-0.37
-0.37
0.00
Bolivar Venezolano
6.300
0.00
0.00
0.00
0.00
46,227.30
3,544.631
3,521.93
0.64
1.69
1.69
8.19
105.090
-0.18
0.95
0.95
-0.23
2,649.22
420.511
420.51
0.00
1.01
1.01
-3.19
7.750
-0.01
0.00
0.00
-0.05
15,668.68
149.098
148.90
0.13
0.63
0.63
-3.76
Ringgit Malayo
3.185
0.19
1.01
1.01
-2.90
25,240.15
3,256.668
3,263.91
-0.22
2.01
2.01
8.35
Peso Filipino
43.590
-0.08
-0.23
-0.23
-1.85
1,868.46
586.644
587.99
-0.23
-0.88
-0.88
3.07
Bath Tailands
32.010
-0.25
0.16
0.16
-2.17
7,263.58
166.634
165.14
0.91
3.26
3.26
25.62
Rupiah Indonesa
11,760.000
-0.04
0.56
0.56
-3.45
1,584.32
49.494
49.23
0.54
1.29
1.29
25.23
Won Coreano
1,025.050
0.54
1.05
1.05
-2.95
5,217.34
0.444
0.44
0.27
1.01
1.01
26.84
Rublo Ruso
36.919
-0.19
-0.40
-0.40
12.21
2,049.41
1.999
2.02
-0.87
-1.96
-1.96
4.99
Lira Turca
2.159
-0.22
-0.25
-0.25
0.59
82,193.10
38,066.460
37,999.00
0.18
2.60
2.60
20.51
242.530
-0.13
1.04
1.04
11.88
18,591.72
76.657
76.72
-0.08
3.49
3.49
-11.23
0.931
-0.09
1.38
1.38
4.24
8,788.77
9,438.112
9,479.35
-0.44
0.11
0.11
2.19
Yen
Florint Hngaro
Franco Suizo
(F) Feriado. Las variaciones del ndice en dlares se deben a variaciones del tipo de cambio.
Commodities
Variacin % Respecto
Petrleo ("WTI")
Oro onza troy
Variacin % Respecto
Hoy* (!)
Ant.
Sem.
Mes
31/12/13
93.37
-1.21
-4.75
-4.75
-4.89
1,268.73
0.58
-1.50
-1.50
5.19
Plata
19.24
0.73
-1.48
-1.48
-1.38
CRB
288.02
-0.21
-1.61
-1.61
2.80
31/12/13
Hoy* (!)
Ant.
Sem.
Trigo (u$s/Tn.)
260.64
0.42
-3.40
-3.40
-6.08
Maz (u$s/Tn.)
140.85
0.00
0.00
0.00
-14.39
398.93
1.95
-0.41
-0.41
-17.33
Azucar (#)
369.28
0.00
-1.12
-1.12
1.33
Mes
(*) Los precios son suministrados por Thomson Reuters y son los disponibles a la hora de cierre de la BCBA. (#) Precio en u$s/Tn. del dia anterior.
Nota: Las variaciones semanales surgen de la comparacin con el ltimo da de la semana y mes anterior respectivamente.
Pg. 10
MERCADOS INTERNACIONALES
05-Sep-14
Bonos Brady
Variacin % respecto
Hoy*(!)
Ant.
Sem.
Variacin en PB respecto
Mes.
31-Dic-13
Argentina
Hoy*(!)
Ant.
Sem.
Mes.
31-Dic-13
3 meses
0.03
-4
-4
43.000
0.00
0.00
0.00
0.00
6 meses
0.05
86.563
0.00
0.00
0.00
0.00
2 aos
0.51
-3
12
5 aos
1.69
-3
-6
10 aos
2.46
11
11
-57
30 aos
3.23
14
14
-74
Fed Funds
0.10
Peru
Bono PDI de Per
Bono FLI de Per
100.625
100.500
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
Polonia
Bono PAR de Polonia
83.000
0.00
0.00
0.00
0.00
Hoy*(!)
Ant.
Sem.
Mes.
2 aos
-0.06
-12
-4
-4
5 aos
0.20
-72
10 aos
0.94
-3
-100
20 aos
1.73
-3
12
12
-98
30 aos
1.90
-2
18
18
-85
31-Dic-13
-27
Ant.
3 meses
0.43
-1
Sem.
Mes.
1 ao
0.55
-4
17
2 aos
0.83
-4
-2
-2
26
5 aos
1.76
-3
-11
10 aos
2.47
-2
10
10
-56
20 aos
2.96
13
13
-55
30 aos
3.11
15
15
-57
0.33
-2
31-Dic-13
Ant.
Sem.
Mes.
31-Dic-13
3 meses
0.03
-4
6 meses
0.03
-1
-4
1 ao
0.06
-2
2 aos
0.08
-2
5 aos
0.17
-8
10 aos
0.55
-20
20 aos
1.35
-24
(*) Los precios son suministrados por Thomson Reuters y son los disponibles a la hora de cierre de la BCBA.
Nota: Las variaciones semanales surgen de la comparacin con el ltimo da de la semana y mes anterior respectivamente.
Pg. 11
Anexo A
Anlisis de opciones
05/09/2014
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 Septiembre - 19/09/2014 -
GGAL Cotizacin Subyacente: 17.600 Volatilidad Histrica del subyacente 40 ruedas: 61.80%
GFGC16.0SE
1.000
-28.57%
1.000
1.000
30
3,000
5.68%
1.938
0.816
7.41%
0.00%
1.000
12
16
43,150
23,100
12.29%
5.46%
38.862
17.260
0.985
0.794
7.43%
13.47%
0.00%
25.28%
1.000
0.858
120,500
625
12.61%
1.38%
56.604
25.995
0.913
0.653
7.29%
11.35%
52.67%
0.00%
0.902
1.000
5,500
8.81%
121.357
0.960
9.88%
0.00%
1.000
150
286
451
130
862
1,304
30
28,500
52,380
75,175
18,950
72,036
78,020
960
30.45%
30.45%
28.04%
24.04%
13.62%
10.42%
5.13%
1.983
1.791
1.603
1.420
0.779
0.483
0.277
0.990
0.980
0.964
0.940
0.753
0.578
0.400
3.11%
3.41%
3.75%
4.13%
6.03%
7.46%
9.01%
0.00%
91.38%
92.93%
72.47%
60.40%
70.13%
55.32%
1.000
0.891
0.861
0.873
0.726
0.579
0.416
3
20
14
37
8
89
15
26
12,300
47,000
28,700
60,500
11,800
77,395
8,650
7,900
32.23%
18.87%
17.30%
14.15%
11.79%
7.47%
4.64%
3.14%
42.651
24.459
21.271
18.307
14.331
8.189
4.283
3.006
0.990
0.881
0.836
0.783
0.693
0.494
0.313
0.239
2.95%
4.58%
5.00%
5.44%
6.15%
7.68%
9.30%
10.12%
0.00%
48.03%
60.20%
51.26%
58.05%
61.25%
63.93%
60.80%
1.000
0.903
0.814
0.791
0.685
0.505
0.353
0.273
1,321
44,097
10.84%
0.441
0.705
5.17%
39.33%
0.780
500
17.86%
0.455
0.757
4.66%
81.89%
0.732
39,180
92,795
67,577
63,359
40,813
140,965
183,325
127,515
64,013
170,247
37,063
37.18%
30.77%
24.36%
19.23%
14.81%
11.54%
9.55%
7.69%
6.41%
4.68%
4.17%
0.582
0.488
0.399
0.318
0.246
0.185
0.136
0.097
0.068
0.047
0.031
0.986
0.961
0.915
0.846
0.754
0.648
0.536
0.429
0.332
0.249
0.183
2.64%
3.07%
3.58%
4.15%
4.78%
5.46%
6.16%
6.88%
7.61%
8.33%
9.06%
0.00%
0.00%
0.00%
49.63%
56.45%
62.98%
71.80%
76.44%
81.66%
80.29%
86.55%
1.000
1.000
1.000
0.900
0.778
0.650
0.541
0.452
0.382
0.306
0.267
37,350
1,320
7,950
13,780
3,050
9,907
29.57%
16.13%
10.75%
8.06%
5.38%
3.63%
2.096
1.344
0.989
0.794
0.559
0.437
0.908
0.757
0.641
0.561
0.445
0.374
3.22%
4.19%
4.82%
5.26%
5.92%
6.36%
97.76%
57.48%
56.51%
57.23%
60.58%
58.67%
0.866
0.803
0.659
0.551
0.406
0.312
20,012
85,580
8,935
2,400
4,500
39,370
25,436
26,715
34,090
38.90%
22.00%
18.66%
15.72%
14.73%
11.79%
10.02%
6.88%
4.91%
1.936
1.082
0.952
0.829
0.714
0.607
0.511
0.374
0.265
0.998
0.930
0.897
0.854
0.804
0.746
0.682
0.568
0.454
2.62%
4.38%
4.79%
5.25%
5.73%
6.25%
6.79%
7.74%
8.74%
97.30%
61.90%
48.06%
40.81%
56.01%
47.39%
48.55%
45.26%
46.60%
0.946
0.886
0.899
0.891
0.778
0.750
0.682
0.569
0.449
171,000
56,490
251,035
303,668
1,371,792
349,376
1,816,692
1,082,941
3,377,454
3,292,046
2,068,462
802,607
719,389
32.39%
27.27%
21.88%
19.32%
15.91%
13.64%
11.93%
9.66%
7.56%
6.19%
4.94%
4.09%
3.10%
5.877
4.951
4.076
3.665
3.275
2.908
2.567
2.251
1.962
1.700
1.465
1.255
1.069
0.978
0.949
0.901
0.869
0.832
0.790
0.744
0.695
0.643
0.591
0.539
0.487
0.437
2.93%
3.37%
3.89%
4.17%
4.47%
4.78%
5.10%
5.43%
5.77%
6.12%
6.47%
6.83%
7.19%
0.00%
0.00%
0.00%
26.16%
0.00%
0.00%
34.87%
33.94%
32.81%
35.55%
36.93%
39.43%
39.28%
1.000
1.000
1.000
0.993
1.000
1.000
0.849
0.786
0.709
0.609
0.519
0.440
0.363
TS.C256.SE
TS.C280.SE
36.000
16.000
9.09%
33.33%
32.000
13.000
37.500
16.000
YPFD Cotizacin Subyacente: 452.000 Volatilidad Histrica del subyacente 40 ruedas: 49.99%
YPFC400.SE
YPFC440.SE
57.000
6.250
32.56%
0.00%
45.000
6.250
57.000
6.250
22
1
RO15 Cotizacin Subyacente: 1,249.000 Volatilidad Histrica del subyacente 40 ruedas: 24.93%
R15C1140.S
110.000
-4.35%
110.000
110.000
ALUA Cotizacin Subyacente: 6.240 Volatilidad Histrica del subyacente 40 ruedas: 50.16%
ALUC4.35OC
ALUC4.55OC
ALUC4.75OC
ALUC4.95OC
ALUC5.75OC
ALUC6.25OC
ALUC6.75OC
1.900
1.900
1.750
1.500
0.850
0.650
0.320
5.56%
15.15%
-12.50%
15.38%
30.77%
44.44%
28.00%
1.900
1.800
1.600
1.320
0.650
0.550
0.320
1.900
1.900
1.750
1.550
0.900
0.650
0.320
APBR Cotizacin Subyacente: 127.200 Volatilidad Histrica del subyacente 40 ruedas: 53.69%
PBRC86.4OC
PBRC106.4O
PBRC110.4O
PBRC114.4O
PBRC120.4O
PBRC132.4O
PBRC144.4O
PBRC150.4O
41.000
24.000
22.000
18.000
15.000
9.500
5.900
4.000
-21.15%
9.09%
22.22%
28.57%
25.00%
22.58%
31.11%
33.33%
41.000
23.000
18.000
15.000
14.000
5.000
5.500
3.000
41.000
24.000
23.000
18.000
15.000
10.000
5.900
4.000
BHIP Cotizacin Subyacente: 3.230 Volatilidad Histrica del subyacente 40 ruedas: 64.56%
BHIC3.00OC
0.350
25.00%
0.280
0.350
CECO2 Cotizacin Subyacente: 2.800 Volatilidad Histrica del subyacente 40 ruedas: 67.28%
CECC2.50OC
0.500
0.00%
0.500
0.500
10
COME Cotizacin Subyacente: 1.560 Volatilidad Histrica del subyacente 40 ruedas: 65.59%
COMC1.00OC
COMC1.10OC
COMC1.20OC
COMC1.30OC
COMC1.40OC
COMC1.50OC
COMC1.60OC
COMC1.70OC
COMC1.80OC
COMC1.90OC
COMC2.00OC
0.580
0.480
0.380
0.300
0.231
0.180
0.149
0.120
0.100
0.073
0.065
-4.92%
4.35%
0.00%
0.00%
0.43%
0.00%
-0.67%
0.00%
8.70%
-7.59%
-2.99%
0.580
0.480
0.380
0.300
0.231
0.180
0.145
0.120
0.095
0.073
0.062
0.610
0.520
0.410
0.340
0.260
0.210
0.175
0.145
0.115
0.095
0.080
660
1,860
1,690
1,985
1,682
7,196
11,494
9,759
6,119
21,332
5,369
EDN Cotizacin Subyacente: 7.440 Volatilidad Histrica del subyacente 40 ruedas: 76.56%
EDNC5.55OC
EDNC6.55OC
EDNC7.15OC
EDNC7.55OC
EDNC8.15OC
EDNC8.55OC
2.200
1.200
0.800
0.600
0.400
0.270
0.00%
-0.83%
14.29%
33.33%
14.29%
35.00%
2.050
1.200
0.790
0.470
0.350
0.250
2.200
1.200
0.800
0.600
0.400
0.270
180
11
100
237
80
379
ERAR Cotizacin Subyacente: 5.090 Volatilidad Histrica del subyacente 40 ruedas: 48.72%
ERAC3.22OC
ERAC4.12OC
ERAC4.27OC
ERAC4.42OC
ERAC4.57OC
ERAC4.72OC
ERAC4.87OC
ERAC5.12OC
ERAC5.37OC
1.980
1.120
0.950
0.800
0.750
0.600
0.510
0.350
0.250
5.88%
16.67%
18.75%
-9.09%
20.97%
0.00%
30.77%
34.62%
61.29%
1.830
0.900
0.920
0.800
0.750
0.550
0.380
0.280
0.150
1.980
1.130
0.950
0.800
0.750
0.620
0.510
0.380
0.250
103
803
95
30
60
664
516
805
1,590
GGAL Cotizacin Subyacente: 17.600 Volatilidad Histrica del subyacente 40 ruedas: 61.80%
GFGC12.0OC
GFGC13.0OC
GFGC14.0OC
GFGC14.5OC
GFGC15.0OC
GFGC15.5OC
GFGC16.0OC
GFGC16.5OC
GFGC17.0OC
GFGC17.5OC
GFGC18.0OC
GFGC18.5OC
GFGC19.0OC
5.700
4.800
3.850
3.400
2.800
2.400
2.100
1.700
1.330
1.089
0.870
0.720
0.545
14.00%
17.07%
22.22%
27.82%
19.15%
26.32%
33.33%
32.81%
35.71%
36.13%
50.00%
56.18%
47.30%
5.700
4.380
3.650
3.000
2.450
2.050
1.680
1.330
1.015
0.650
0.600
0.510
0.400
5.700
4.800
3.850
3.400
2.900
2.460
2.100
1.750
1.390
1.150
0.930
0.720
0.570
300
121
668
944
5,074
1,537
9,574
6,843
27,382
33,003
25,438
12,121
14,526
A-1
Anexo A
Anlisis de opciones
05/09/2014
Negociacin
Serie
GFGC20.0OC
GFGC20.5OC
ltimo precio
de la prima
0.370
0.250
Variacin
85.00%
56.25%
Mnimo
Mximo
0.150
0.180
0.370
0.260
Tericos(c/vol hist.)
Lotes
Volumen ($)
4,538
1,758
Prima terica
Delta
Implcitos
Efecto
Palanca
Volat.
Implcit
Delta
131,189
39,514
2.10%
1.42%
0.764
0.641
0.344
0.302
7.92%
8.29%
43.01%
41.34%
0.256
0.194
13,985
3,500
17.49%
10.20%
0.541
0.276
0.846
0.603
5.37%
7.49%
67.27%
64.76%
0.785
0.596
840
91,932
10,160
26.14%
28.32%
17.43%
1.658
1.377
0.766
0.984
0.956
0.780
2.72%
3.18%
4.68%
0.00%
0.00%
71.78%
1.000
1.000
0.763
5
5
16,100
3,850
16.67%
3.89%
33.981
10.212
0.864
0.445
5.04%
8.63%
42.73%
40.53%
0.896
0.418
20
22,000
27.03%
11.371
0.978
3.50%
0.00%
1.000
240
739
4,203
3,540
1,746
3,738
21,708
48,057
215,104
122,710
42,937
61,566
18.42%
13.77%
11.03%
7.69%
6.48%
4.05%
1.081
0.862
0.732
0.616
0.514
0.426
0.854
0.774
0.713
0.648
0.581
0.515
3.90%
4.43%
4.81%
5.19%
5.58%
5.98%
0.00%
0.00%
33.55%
30.20%
40.04%
36.02%
1.000
1.000
0.835
0.743
0.587
0.463
40,000
38,080
40,805
26,220
2,500
13,266
14,140
4,620
6,210
22.68%
18.14%
16.44%
15.65%
11.34%
9.75%
9.07%
5.67%
3.06%
2.093
1.734
1.563
1.355
1.202
1.059
0.926
0.693
0.504
0.958
0.917
0.888
0.843
0.803
0.757
0.708
0.602
0.493
4.04%
4.66%
5.01%
5.49%
5.89%
6.30%
6.74%
7.65%
8.61%
0.00%
0.00%
0.00%
50.78%
0.00%
21.22%
34.65%
30.59%
27.81%
1.000
1.000
1.000
0.829
1.000
0.921
0.757
0.628
0.451
72
21,714
24.86%
3.137
0.889
3.61%
74.00%
0.879
150
1,500
18.87%
0.057
0.713
6.59%
113.40%
0.655
36,606
26,488
18.62%
12.66%
0.517
0.380
0.820
0.707
4.60%
5.40%
69.76%
57.28%
0.796
0.715
15,600
155,890
9,200
60,650
54,900
57,950
93,198
171,855
51,348
11,925
6,000
26.62%
18.60%
15.70%
14.33%
9.56%
7.85%
6.14%
4.44%
2.43%
1.54%
0.68%
81.432
58.226
50.735
43.502
30.258
24.469
19.354
14.969
9.022
5.069
2.657
0.998
0.975
0.954
0.920
0.811
0.736
0.650
0.559
0.400
0.262
0.158
3.59%
4.91%
5.51%
6.20%
7.86%
8.81%
9.84%
10.94%
13.00%
15.16%
17.41%
0.00%
0.00%
0.00%
0.00%
24.25%
29.13%
30.05%
28.75%
28.75%
31.97%
30.87%
1.000
1.000
1.000
1.000
0.883
0.762
0.663
0.562
0.376
0.249
0.134
17,900
141,700
8,400
38,580
156,800
69,400
127,760
81,900
2,200
39.60%
33.85%
18.58%
15.04%
11.39%
8.52%
6.19%
3.54%
2.65%
178.902
159.391
84.217
68.250
53.995
41.680
31.417
23.100
16.609
0.999
0.996
0.889
0.822
0.738
0.642
0.541
0.442
0.350
2.52%
2.82%
4.77%
5.44%
6.18%
6.96%
7.79%
8.65%
9.53%
58.22%
0.00%
49.24%
49.37%
44.95%
44.45%
44.42%
38.25%
41.76%
0.996
1.000
0.892
0.824
0.755
0.651
0.538
0.406
0.311
4,500
3.60%
82.766
0.714
10.78%
0.00%
1.000
86
11,864
33.12%
2.497
0.989
3.11%
81.61%
0.916
338
100
150
64,130
17,000
21,750
31.25%
27.24%
23.24%
1.809
1.650
1.499
0.909
0.881
0.850
3.13%
3.33%
3.54%
70.78%
57.11%
43.60%
0.851
0.858
0.875
34,672
3,000
19,328
1,282
49.36%
32.05%
22.44%
12.88%
0.713
0.469
0.338
0.197
0.970
0.856
0.735
0.532
2.12%
2.85%
3.39%
4.21%
117.15%
80.94%
69.79%
66.81%
0.898
0.826
0.730
0.534
2,600
39.29%
1.515
0.922
3.10%
122.66%
0.800
INDU Cotizacin Subyacente: 3.430 Volatilidad Histrica del subyacente 40 ruedas: 48.40%
INDC3.00OC
INDC3.40OC
0.600
0.350
50.00%
-
0.350
0.350
0.600
0.350
312
100
METR Cotizacin Subyacente: 4.590 Volatilidad Histrica del subyacente 40 ruedas: 64.51%
METC3.00OC
METC3.30OC
METC4.05OC
1.200
1.300
0.800
41.18%
44.44%
100.00%
1.200
0.900
0.800
1.200
1.300
0.800
7
754
127
MIRG Cotizacin Subyacente: 198.000 Volatilidad Histrica del subyacente 40 ruedas: 49.97%
MIRC170.OC
MIRC210.OC
33.000
7.700
10.00%
28.33%
31.000
7.700
33.000
7.700
MOLI Cotizacin Subyacente: 40.700 Volatilidad Histrica del subyacente 40 ruedas: 49.20%
MOLC30.0OC
11.000
4.76%
11.000
11.000
PAMP Cotizacin Subyacente: 4.940 Volatilidad Histrica del subyacente 40 ruedas: 69.53%
PAMC4.04OC
PAMC4.34OC
PAMC4.54OC
PAMC4.74OC
PAMC4.94OC
PAMC5.14OC
0.910
0.680
0.545
0.380
0.320
0.200
13.75%
15.25%
39.74%
52.00%
88.24%
66.67%
0.850
0.610
0.400
0.295
0.200
0.135
0.950
0.680
0.550
0.390
0.320
0.200
PESA Cotizacin Subyacente: 8.820 Volatilidad Histrica del subyacente 40 ruedas: 47.35%
PSAC6.893O
PSAC7.293O
PSAC7.493O
PSAC7.75OC
PSAC7.95OC
PSAC8.15OC
PSAC8.35OC
PSAC8.75OC
PSAC9.15OC
2.000
1.600
1.450
1.380
1.000
0.860
0.800
0.500
0.270
21.21%
16.79%
16.00%
6.15%
11.11%
4.88%
29.03%
25.00%
22.73%
2.000
1.560
1.240
1.380
1.000
0.780
0.780
0.420
0.270
2.000
1.600
1.450
1.380
1.000
0.860
0.800
0.500
0.270
200
240
305
190
25
161
180
96
230
PETR Cotizacin Subyacente: 12.750 Volatilidad Histrica del subyacente 40 ruedas: 70.11%
PETC10.0OC
3.170
5.67%
2.900
3.170
POLL Cotizacin Subyacente: 0.530 Volatilidad Histrica del subyacente 40 ruedas: 48.26%
POLC0.50OC
0.100
0.00%
0.100
0.100
TRAN Cotizacin Subyacente: 2.900 Volatilidad Histrica del subyacente 40 ruedas: 61.16%
TRAC2.50OC
TRAC2.70OC
0.540
0.367
14.89%
63.11%
0.489
0.355
0.540
0.367
690
730
TS.C216.OC
TS.C240.OC
TS.C248.OC
TS.C256.OC
TS.C272.OC
TS.C280.OC
TS.C288.OC
TS.C296.OC
TS.C310.OC
TS.C324.OC
TS.C338.OC
78.000
54.500
46.000
42.000
28.000
23.000
18.000
13.000
7.110
4.500
2.000
13.04%
2.83%
20.89%
13.51%
47.37%
42.86%
50.00%
44.44%
29.27%
60.71%
0.00%
78.000
52.900
46.000
38.000
27.000
20.000
14.900
9.000
6.000
3.000
2.000
78.000
56.000
46.000
42.500
28.000
23.000
18.000
13.000
7.110
4.500
2.000
2
29
2
15
20
27
57
144
76
30
30
YPFD Cotizacin Subyacente: 452.000 Volatilidad Histrica del subyacente 40 ruedas: 49.99%
YPFC27882O
YPFC29882O
YPFC380.OC
YPFC400.OC
YPFC420.OC
YPFC440.OC
YPFC460.OC
YPFC480.OC
YPFC500.OC
179.000
153.000
84.000
68.000
51.500
38.500
28.000
16.000
12.000
2.29%
53.03%
12.00%
16.24%
19.77%
24.19%
27.27%
23.08%
-
179.000
150.000
84.000
59.000
51.500
37.000
21.000
13.000
10.000
179.000
160.000
84.000
68.000
55.000
39.000
29.000
17.000
12.000
1
9
1
6
29
18
47
51
2
RO15 Cotizacin Subyacente: 1,249.000 Volatilidad Histrica del subyacente 40 ruedas: 24.93%
R15C1220.O
45.000
125.00%
45.000
45.000
TVPP Cotizacin Subyacente: 7.850 Volatilidad Histrica del subyacente 40 ruedas: 45.40%
TPPC5.50OC
2.600
15.56%
2.600
2.780
ALUC4.75DI
ALUC4.95DI
ALUC5.15DI
1.950
1.700
1.450
8.33%
0.00%
1.800
1.700
1.450
1.950
1.700
1.450
COME Cotizacin Subyacente: 1.560 Volatilidad Histrica del subyacente 40 ruedas: 65.59%
COMC0.90DI
COMC1.20DI
COMC1.40DI
COMC1.70DI
0.770
0.500
0.350
0.201
0.65%
2.04%
12.90%
0.50%
0.750
0.500
0.330
0.201
0.770
0.500
0.360
0.220
452
60
553
60
ERAR Cotizacin Subyacente: 5.090 Volatilidad Histrica del subyacente 40 ruedas: 48.72%
ERAC3.82DI
2.000
33.33%
2.000
2.000
13
A-2
Anexo A
Anlisis de opciones
05/09/2014
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
GGAL Cotizacin Subyacente: 17.600 Volatilidad Histrica del subyacente 40 ruedas: 61.80%
GFGC17.0DI
GFGC20.0DI
2.150
0.880
-2.27%
29.41%
2.000
0.850
2.150
0.880
91
150
18,995
13,080
12.22%
5.00%
3.037
1.790
0.665
0.475
3.85%
4.68%
35.70%
37.47%
0.707
0.391
7,800
22.74%
0.695
0.800
3.95%
63.83%
0.761
4,000
5.05%
20.622
0.543
5.21%
25.02%
0.506
50
3,000
12.15%
0.943
0.668
3.50%
33.14%
0.729
4
7
18
14,300
18,200
28,000
12.97%
8.87%
5.12%
31.740
27.305
15.220
0.680
0.625
0.429
6.28%
6.71%
8.27%
44.63%
31.55%
33.38%
0.658
0.629
0.428
43,300
14.60%
65.706
0.665
4.57%
50.32%
0.665
100
12,600
39.01%
1.287
0.900
2.26%
57.09%
0.918
10,000
29.15%
0.823
0.794
3.31%
73.20%
0.753
1,060
6,229
130
27,652
5,640
6,740
0.22%
0.45%
0.74%
1.42%
3.13%
4.83%
0.010
0.269
0.369
0.640
1.015
1.497
-0.008
-0.131
-0.168
-0.256
-0.357
-0.461
13.59%
8.58%
8.03%
7.05%
6.19%
5.42%
75.30%
43.75%
43.52%
40.01%
40.73%
34.74%
-0.021
-0.066
-0.099
-0.180
-0.320
-0.483
230
400
2,200
1.13%
2.27%
6.24%
0.083
0.223
0.445
-0.112
-0.243
-0.398
11.89%
9.62%
7.90%
50.21%
44.93%
56.39%
-0.124
-0.234
-0.403
5,400
1.77%
13.416
-0.262
8.84%
38.75%
-0.219
300
7,500
1.42%
0.998
-0.241
4.26%
33.60%
-0.141
1,000
1,800
4.05%
9.11%
0.419
0.505
-0.291
-0.332
3.43%
3.25%
44.88%
63.85%
-0.248
-0.329
INDU Cotizacin Subyacente: 3.430 Volatilidad Histrica del subyacente 40 ruedas: 48.40%
INDC3.00DI
0.780
0.00%
0.780
0.780
100
MIRG Cotizacin Subyacente: 198.000 Volatilidad Histrica del subyacente 40 ruedas: 49.97%
MIRC210.DI
10.000
10.000
10.000
PAMP Cotizacin Subyacente: 4.940 Volatilidad Histrica del subyacente 40 ruedas: 69.53%
PAMC4.74DI
0.600
9.09%
0.600
0.600
TS.C288.DI
TS.C296.DI
TS.C324.DI
38.000
26.000
15.000
15.15%
50.00%
35.000
26.000
15.000
38.000
26.000
16.000
YPFD Cotizacin Subyacente: 452.000 Volatilidad Histrica del subyacente 40 ruedas: 49.99%
YPFC440.DI
66.000
6.45%
58.000
66.000
BHIC2.20FE
1.260
0.00%
1.260
1.260
INDU Cotizacin Subyacente: 3.430 Volatilidad Histrica del subyacente 40 ruedas: 48.40%
INDC3.00FE
1.000
42.86%
1.000
1.000
100
Opciones de Venta
Vencimiento Octubre - 17/10/2014 -
GGAL Cotizacin Subyacente: 17.600 Volatilidad Histrica del subyacente 40 ruedas: 61.80%
GFGV11.0OC
GFGV14.5OC
GFGV15.0OC
GFGV16.0OC
GFGV17.0OC
GFGV18.0OC
0.038
0.080
0.130
0.250
0.550
0.850
-5.00%
-33.33%
8.33%
-41.86%
-31.25%
-
0.030
0.070
0.130
0.240
0.550
0.810
0.038
0.090
0.130
0.260
0.650
0.850
300
768
10
1,122
96
80
PESA Cotizacin Subyacente: 8.820 Volatilidad Histrica del subyacente 40 ruedas: 47.35%
PSAV7.493O
PSAV8.15OC
PSAV8.75OC
0.100
0.200
0.550
0.00%
-66.67%
-15.38%
0.100
0.200
0.550
0.100
0.200
0.550
23
20
40
YPFD Cotizacin Subyacente: 452.000 Volatilidad Histrica del subyacente 40 ruedas: 49.99%
YPFV420.OC
8.000
-27.27%
8.000
14.000
GFGV15.5DI
0.250
0.00%
0.250
0.250
PAMP Cotizacin Subyacente: 4.940 Volatilidad Histrica del subyacente 40 ruedas: 69.53%
PAMV4.54DI
PAMV4.74DI
0.200
0.450
-47.37%
-10.00%
0.200
0.450
0.200
0.450
50
40
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 B
Especie
Serie
cubiertas
opuestas
cruzadas
descubiertas
total
Variacin c/ da anterior
Opciones de Compra
ALUA
1
2
3
4
5
6
7
8
9
10
11
12
ALUC3.15OC
ALUC3.75OC
ALUC4.15OC
ALUC4.35OC
ALUC4.55OC
ALUC4.75OC
ALUC4.95OC
ALUC5.15OC
ALUC5.75OC
ALUC6.25OC
ALUC6.50OC
ALUC6.75OC
13
14
15
16
ALUC3.75DI
ALUC4.15DI
ALUC4.75DI
ALUC5.15DI
Total Call Diciembre
1
2
3
4
5
6
7
8
9
10
11
12
13
14
PBRC102.4O
PBRC106.4O
PBRC110.4O
PBRC114.4O
PBRC120.4O
PBRC132.4O
PBRC138.4O
PBRC144.4O
PBRC150.4O
PBRC82.4OC
PBRC86.4OC
PBRC90.4OC
PBRC94.4OC
PBRC98.4OC
15
PBRC102.4D
Total Call Diciembre
1
2
3
4
5
6
7
8
9
BHIC2.20FE
35,000
35,000
1
2
3
4
5
BMAC30.0OC
BMAC34.0OC
BMAC38.0OC
BMAC40.0OC
BMAC44.0OC
1,000
0
400
10,800
0
100
1,000
0
0
1,700
12,200
2,800
BMAC34.0DI
600
0
0
600
600
CITC14797O
510
510
510
510
CADO
CADC5.316O
114,400
114,400
114,400
114,400
CAPX
CAPC6.30OC
5,000
5,000
5,000
5,000
CECO2
1
2
CECC2.50OC
CECC3.00OC
57,800
25,300
0
0
22,700
29,900
200
10,000
80,700
65,200
0
0
83,100
52,600
10,200
145,900
1
2
3
CELC4.00OC
CELC4.50OC
CELC5.50OC
9,700
0
23,000
0
0
0
0
0
0
0
5,000
0
9,700
5,000
23,000
0
0
0
32,700
2,000
0
2,000
0
0
0
0
37,700
CELC5.00DI
CELC5.25DI
CELC5.50DI
0
0
0
0
5,000
4
5
6
0
45,000
0
2,000
45,000
2,000
0
0
45,000
0
4,000
45,000
49,000
45,000
COMC1.60SE
13,500
13,500
APBR
BHIP
BMA
CELU
COME
200,000
32,000
20,000
111,800
340,700
160,100
270,600
17,400
204,200
3,000
17,300
56,400
0
0
10,000
34,853
12,600
71,300
7,300
17,000
68,100
11,200
14,000
46,100
0
0
0
25,651
227
13,824
5,500
9,000
0
5,000
13,000
16,700
0
0
10,000
16,496
14,973
78,376
66,900
0
40,400
40,000
0
8,800
200,000
32,000
40,000
188,800
368,500
323,600
350,300
43,400
312,700
59,200
44,300
128,000
0
0
0
-30,000
600
500
5,000
0
48,100
47,200
0
40,100
1,433,500
292,453
88,902
275,945
2,090,800
111,500
10,000
35,300
33,500
0
0
300
0
0
0
6,500
23,000
0
0
100
43,000
12,000
10,000
42,200
99,500
12,000
0
0
13,200
12,000
78,800
300
29,500
55,100
163,700
25,200
14,000
21,200
12,600
22,200
0
14,200
1,000
4,500
6,200
4,200
14,700
3,200
12,700
29,600
1,900
200
23,000
7,400
0
15,100
1,500
600
2,300
0
0
500
700
200
100
0
1,690
0
0
1,500
0
1,054
1,328
0
0
0
0
328
0
200
8,110
4,100
5,000
16,900
0
11,046
1,972
200
3,100
0
1,300
2,672
16,000
21,600
45,400
33,700
5,000
47,700
2,500
17,200
11,800
4,400
17,800
3,700
14,700
32,800
0
0
0
1,000
5,000
10,000
0
3,100
5,100
-100
-300
0
0
0
160,300
53,400
6,000
54,600
274,300
23,800
200
200
200
200
BHIC1.80OC
BHIC2.00OC
BHIC2.20OC
BHIC2.50OC
BHIC2.80OC
BHIC3.00OC
6,000
303,700
41,400
47,300
20,000
351,500
0
0
0
7,000
0
25,300
0
26,600
0
0
0
110,407
0
34,100
0
25,700
2,300
203,493
6,000
364,400
41,400
80,000
22,300
690,700
0
0
0
0
0
18,000
769,900
115,500
29,000
32,300
137,007
265,593
1,204,800
18,000
BHIC2.00DI
BHIC2.20DI
0
0
0
0
0
4,000
115,500
33,000
0
0
144,500
0
0
0
0
4,000
148,500
35,000
0
0
35,000
0
0
0
0
0
4,800
1,000
0
0
0
5,900
2,000
400
10,800
1,700
0
0
0
0
0
5,800
20,800
600
0
0
B-1
Anexo B
Especie
Serie
cubiertas
Total Call Septiembre
opuestas
cruzadas
descubiertas
total
13,500
Variacin c/ da anterior
0
147,600
1,084,900
2,759,900
3,840,700
5,583,700
4,200,000
4,544,200
2,774,900
2,132,000
2,680,600
1,136,100
977,000
1,313,200
0
8,700
318,100
279,960
163,400
752,560
2,201,670
2,361,800
2,305,200
5,752,600
4,553,200
1,652,700
1,473,200
2,030,900
0
0
0
137,720
49,000
426,270
103,000
181,750
36,460
0
377,470
71,000
2,020
400
1,400
1,400
122,320
184,300
171,970
337,430
701,750
594,640
855,000
1,821,330
931,500
674,180
1,058,000
13,500
157,700
1,404,400
3,299,900
4,237,400
6,934,500
6,842,100
7,789,500
5,711,200
8,739,600
9,432,600
3,791,300
3,126,400
4,402,500
0
-1,900
-5,000
-7,600
-36,500
22,200
-86,900
-322,500
317,200
196,900
92,700
-61,500
466,500
545,600
33,174,800
23,853,990
1,385,090
7,455,220
65,869,100
1,119,200
747,600
2,000
461,200
565,900
257,500
0
10,000
149,200
10,300
60,800
66,400
58,000
35,000
74,000
3,670
0
0
20,000
0
0
0
80,330
0
61,000
50,000
176,000
0
0
980,800
12,300
583,000
702,300
491,500
35,000
84,000
65,000
0
0
2,300
36,700
0
10,000
2,044,200
453,700
23,670
367,330
2,888,900
114,000
98,000
100,000
57,300
0
0
0
0
0
0
0
0
1,000
98,000
100,000
58,300
0
0
0
2
3
4
5
6
7
8
9
10
11
12
13
14
COMC0.70OC
COMC0.90OC
COMC1.00OC
COMC1.10OC
COMC1.20OC
COMC1.30OC
COMC1.40OC
COMC1.50OC
COMC1.60OC
COMC1.70OC
COMC1.80OC
COMC1.90OC
COMC2.00OC
15
16
17
18
19
20
21
COMC0.90DI
COMC1.00DI
COMC1.20DI
COMC1.30DI
COMC1.40DI
COMC1.50DI
COMC1.70DI
22
23
24
COMC1.00FE
COMC1.20FE
COMC1.30FE
Total Call Febrero
255,300
1,000
256,300
1
2
3
4
5
6
7
EDNC5.55OC
EDNC5.75OC
EDNC6.55OC
EDNC7.15OC
EDNC7.55OC
EDNC8.15OC
EDNC8.55OC
82,700
0
80,500
162,000
283,000
19,000
478,100
9,500
0
16,134
1,800
33,400
58,500
144,600
0
0
14,198
0
30,788
0
0
29,500
4,700
71,768
163,200
286,812
25,500
253,500
121,700
4,700
182,600
327,000
634,000
103,000
876,200
700
0
900
29,600
39,800
34,000
37,000
1,105,300
263,934
44,986
834,980
2,249,200
142,000
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
ERAC2.92OC
ERAC3.22OC
ERAC3.37OC
ERAC3.52OC
ERAC3.67OC
ERAC3.82OC
ERAC3.97OC
ERAC4.12OC
ERAC4.27OC
ERAC4.42OC
ERAC4.57OC
ERAC4.72OC
ERAC4.87OC
ERAC5.12OC
ERAC5.37OC
440,000
1,307,100
22,300
624,800
277,000
312,700
502,700
1,953,100
844,500
974,700
406,100
364,100
485,800
258,000
67,500
0
41,462
0
20,000
4,000
43,300
43,590
278,700
96,900
105,200
146,700
212,100
96,000
196,000
500
0
13,264
0
0
24,000
20,303
35,610
202,371
20,500
62,528
56,431
31,100
57,635
94,200
18,200
0
64,174
0
47,000
33,200
7,797
2,100
421,129
124,700
46,872
25,869
133,100
108,865
300,200
194,900
440,000
1,426,000
22,300
691,800
338,200
384,100
584,000
2,855,300
1,086,600
1,189,300
635,100
740,400
748,300
848,400
281,100
0
0
-400
0
0
0
0
-36,000
-20,700
0
0
0
-9,000
179,400
41,600
8,840,400
1,284,452
636,142
1,509,906
12,270,900
154,900
16
ERAC3.82DI
57,500
18,400
75,900
5,000
57,500
18,400
75,900
5,000
1
2
3
4
5
FRAC27946O
FRAC30.0OC
FRAC32.0OC
FRAC34.0OC
FRAC36.0OC
41,100
72,700
19,000
8,900
0
0
0
500
0
2,600
0
0
2,300
0
0
1,300
0
45,700
200
0
42,400
72,700
67,500
9,100
2,600
0
0
0
0
0
141,700
3,100
2,300
47,200
194,300
FRAC38.0DI
6,000
6,000
0
6,000
6,000
6,000
6,000
GCLA
1
2
GCLC27.0OC
GCLC35.0OC
50,000
22,000
0
0
0
0
0
0
50,000
22,000
0
0
72,000
72,000
GGAL
1
2
GFGC16.0SE
GFGC17.0SE
4,000
0
0
2,000
0
0
0
0
4,000
2,000
0
2,000
GFGC11.0OC
GFGC12.0OC
GFGC13.0OC
GFGC13.5OC
GFGC14.0OC
GFGC14.5OC
GFGC15.0OC
GFGC15.5OC
GFGC16.0OC
4,000
114,900
60,700
106,100
94,000
461,000
296,400
1,490,800
678,900
1,860,600
2,000
20,300
11,200
75,014
28,878
248,497
50,600
190,200
328,138
1,802,950
0
300
1,500
75,713
4,322
23,275
80,771
106,044
70,862
213,636
0
1,300
10,100
1,973
0
46,728
184,729
545,456
40,500
558,114
6,000
136,800
83,500
258,800
127,200
779,500
612,500
2,332,500
1,118,400
4,435,300
2,000
3
4
5
6
7
8
9
10
11
EDN
ERAR
FRAN
0
-1,500
0
0
-3,000
11,900
-131,000
-70,700
-141,500
B-2
Anexo B
Especie
Serie
cubiertas
opuestas
cruzadas
descubiertas
total
Variacin c/ da anterior
12
13
14
15
16
17
18
19
GFGC16.5OC
GFGC17.0OC
GFGC17.5OC
GFGC18.0OC
GFGC18.5OC
GFGC19.0OC
GFGC20.0OC
GFGC20.5OC
707,900
1,167,100
811,300
313,400
117,000
334,300
455,000
4,000
1,086,600
3,037,627
2,215,308
1,656,222
374,700
1,082,740
630,860
100,305
71,588
75,185
120,192
61,673
34,000
31,741
32,203
0
531,112
1,144,088
701,300
346,005
486,700
672,519
723,237
205,495
2,397,200
5,424,000
3,848,100
2,377,300
1,012,400
2,121,300
1,841,300
309,800
-215,000
454,800
230,100
191,000
233,900
209,100
271,300
67,000
9,073,400
12,940,139
1,003,005
6,199,356
29,215,900
1,106,400
20
21
22
23
24
GFGC15.5DI
GFGC16.0DI
GFGC16.5DI
GFGC17.0DI
GFGC20.0DI
1,300
2,200
0
23,900
2,500
500
0
0
20,000
33,600
0
0
0
0
0
1,700
0
10,000
7,000
48,600
3,500
2,200
10,000
50,900
84,700
900
0
10,000
0
15,700
29,900
54,100
67,300
151,300
26,600
1
2
3
4
INDC2.40OC
INDC2.80OC
INDC3.00OC
INDC3.20OC
8,300
10,000
133,700
5,000
0
0
0
0
0
0
9,452
0
0
10,000
4,548
0
8,300
20,000
147,700
5,000
0
0
4,500
0
157,000
14,548
181,000
4,500
INDC3.00DI
10,000
0
0
9,452
200
10,200
10,000
200
10,200
INDC3.00FE
10,000
10,000
20,000
0
0
10,000
10,000
20,000
1
2
LEDC4.886O
LEDC5.886O
7,000
4,000
0
0
0
0
0
0
7,000
4,000
0
0
11,000
11,000
1
2
3
METC3.00OC
METC3.30OC
METC4.05OC
41,700
2,800
0
0
0
0
0
0
19,700
0
12,200
0
41,700
15,000
19,700
0
12,200
19,700
0
0
12,200
3,400
76,400
67,500
31,900
METC3.00DI
44,500
64,100
19,700
64,100
3,400
67,500
METC3.00FE
2,000
2,000
0
0
2,000
2,000
1
2
3
4
5
MIRC101.OC
MIRC150.OC
MIRC170.OC
MIRC180.OC
MIRC210.OC
2,900
2,700
8,800
900
5,100
0
0
0
0
0
0
0
600
600
500
100
0
500
0
700
3,000
2,700
9,900
1,500
6,300
0
0
0
0
500
20,400
1,300
23,400
500
MIRC160.DI
MIRC170.DI
MIRC180.DI
0
0
0
0
1,700
6
7
8
0
0
0
0
0
0
1,000
2,200
300
0
0
0
3,500
3,500
MOLI
1
2
MOLC22.0OC
MOLC30.0OC
10,000
0
0
0
0
0
0
2,500
10,000
2,500
0
0
10,000
2,500
12,500
PAMP
1
2
3
4
5
6
7
8
9
PAMC3.54OC
PAMC3.74OC
PAMC3.94OC
PAMC4.04OC
PAMC4.34OC
PAMC4.54OC
PAMC4.74OC
PAMC4.94OC
PAMC5.14OC
5,000
0
0
196,000
214,900
427,600
760,300
268,000
61,900
0
0
5,000
37,500
157,100
282,600
179,220
77,296
66,404
4,200
0
0
112,700
6,258
671,099
931,029
178,804
43,300
20,000
200
14,000
56,500
253,142
372,201
421,651
49,300
82,296
29,200
200
19,000
402,700
631,400
1,753,500
2,292,200
573,400
253,900
0
0
0
-9,800
-10,500
-7,200
-3,000
34,500
95,200
INDU
LEDE
METR
MIRG
PESA
1,000
2,200
300
1,933,700
805,120
1,947,390
1,269,290
5,955,500
99,200
10
11
PAMC4.54DI
PAMC4.74DI
19,400
0
0
0
10,000
10,000
26,400
17,000
55,800
27,000
0
4,000
19,400
20,000
43,400
82,800
4,000
1
2
3
4
5
6
7
8
9
10
11
12
13
14
PSAC5.043O
PSAC5.193O
PSAC5.643O
PSAC5.943O
PSAC6.693O
PSAC6.893O
PSAC7.093O
PSAC7.293O
PSAC7.493O
PSAC7.75OC
PSAC7.95OC
PSAC8.15OC
PSAC8.35OC
PSAC8.75OC
5,000
231,000
1,000
122,300
41,500
196,000
157,700
140,100
645,300
106,400
57,200
111,400
36,500
16,400
0
0
0
22,600
45,500
28,300
0
17,800
60,300
30,300
29,800
18,600
18,000
53,100
0
0
0
0
20,000
0
0
0
26,670
0
943
0
0
0
0
0
0
100
0
34,000
4,000
25,600
28,930
1,700
6,757
5,500
26,200
11,500
5,000
231,000
1,000
145,000
107,000
258,300
161,700
183,500
761,200
138,400
94,700
135,500
80,700
81,000
0
0
0
0
0
100
-9,800
-7,100
-1,500
0
0
0
7,500
20,000
B-3
Anexo B
Especie
Serie
cubiertas
opuestas
cruzadas
descubiertas
total
Variacin c/ da anterior
15
16
PSAC8.95OC
PSAC9.15OC
1,953,300
412,800
47,613
152,587
2,566,300
106,500
17
18
19
PSAC7.15DI
PSAC8.15DI
PSAC8.75DI
8,000
1,800
0
0
0
0
0
0
0
0
0
3,000
8,000
1,800
3,000
0
0
3,000
0
0
0
0
0
0
12,800
3,000
PSAC6.55FE
PSAC7.15FE
9,800
1,000
2,000
3,000
20
21
0
0
1,000
2,000
0
0
PETR
1
2
3
PETC10.0OC
PETC12.0OC
PETC9.00OC
POLL
POLC0.50OC
Total Call Octubre
100,000
RO15
1
2
3
R15C1040.S
R15C1140.S
R15C980.SE
20,000
25,000
65,000
0
2,188
10,000
110,000
12,188
7,812
4
5
6
7
8
R15C1040.O
R15C1100.O
R15C1140.O
R15C1220.O
R15C980.OC
15,000
0
75,000
20,000
0
0
10,000
0
5,000
10,000
110,000
TECC50.6SE
TECC46.6OC
3
4
TECC42.6FE
Total Call Febrero
TRAN
1
2
3
4
5
6
7
TS
1
2
TS.C256.SE
TS.C280.SE
3
4
5
6
7
8
9
10
11
12
13
14
15
16
TS.C19758O
TS.C208.OC
TS.C216.OC
TS.C232.OC
TS.C240.OC
TS.C248.OC
TS.C256.OC
TS.C272.OC
TS.C280.OC
TS.C288.OC
TS.C296.OC
TS.C310.OC
TS.C324.OC
TS.C338.OC
17
18
19
TS.C272.DI
TS.C288.DI
TS.C324.DI
Total Call Diciembre
TECO2
TVPP
YPFD
49,000
36,500
19,000
69,500
0
0
8,300
0
76,300
106,000
32,300
65,000
3,000
3,000
32,700
3,800
500
0
3,700
0
0
0
0
1,500
0
0
34,200
7,500
500
0
0
0
37,000
3,700
1,500
42,200
100,000
5,000
105,000
5,000
105,000
0
2,812
5,000
10,000
0
10,000
30,000
30,000
90,000
0
0
0
20,000
30,000
0
13,827
0
0
150,000
0
0
1,173
0
0
45,000
10,000
90,000
25,000
10,000
0
0
0
0
15,000
0
25,000
1,173
43,827
180,000
15,000
1,500
1,500
1,500
1,500
5,100
400
5,500
0
400
5,100
12,000
0
0
0
900
400
TECC42.6DI
5,500
12,900
400
100
12,000
0
0
900
100
0
0
12,900
3,000
3,000
3,000
3,000
TRAC1.90OC
TRAC2.10OC
TRAC2.30OC
TRAC2.40OC
TRAC2.50OC
TRAC2.60OC
TRAC2.70OC
83,600
159,000
52,500
10,000
204,000
0
48,400
4,600
7,000
7,000
0
72,700
5,000
18,200
0
0
0
0
0
0
0
0
10,000
1,600
0
3,000
0
17,000
88,200
176,000
61,100
10,000
279,700
5,000
83,600
0
3,800
0
0
0
0
0
557,500
114,500
31,600
703,600
3,800
2,800
1,200
907
1,400
193
0
0
0
3,900
2,600
0
0
4,000
1,300
1,800
11,200
4,200
12,800
6,400
29,100
14,100
5,100
34,500
39,900
2,300
1,900
0
2,307
193
0
100
0
1,100
2,300
1,500
1,000
4,700
7,400
17,400
21,091
7,128
200
0
0
0
65
1,900
24
1,300
500
0
0
2,166
12,807
0
0
0
0
0
0
135
100
1,276
1,400
3,300
3,200
2,600
10,734
17,402
4,972
4,000
1,000
6,500
1,300
1,900
11,400
7,300
16,400
10,600
33,900
22,000
15,100
64,800
91,200
14,400
6,100
1,000
0
0
0
0
0
0
0
0
200
-500
100
2,600
4,400
600
0
164,600
63,919
18,762
50,119
297,400
7,400
1,000
3,700
1,900
0
300
600
0
500
424
300
700
1,976
1,300
5,200
4,900
0
300
2,000
6,600
900
924
2,976
11,400
2,300
TPPC11.8SE
1,500,000
1,500,000
1,500,000
1,500,000
2
3
4
TPPC5.00OC
TPPC5.50OC
TPPC6.50OC
500,000
945,000
0
0
0
0
0
0
1,500,000
500,000
310,000
0
1,000,000
1,255,000
1,500,000
0
0
0
0
1,445,000
1,500,000
810,000
3,755,000
1
2
3
YPFC360.SE
YPFC400.SE
YPFC440.SE
500
2,200
0
400
3,100
0
0
0
0
100
1,100
500
1,000
6,400
500
0
0
500
2,700
3,500
1,700
7,900
500
B-4
Anexo B
Especie
Serie
cubiertas
opuestas
cruzadas
descubiertas
total
Variacin c/ da anterior
4
5
6
7
8
9
10
11
12
13
14
YPFC27882O
YPFC29882O
YPFC320.OC
YPFC340.OC
YPFC360.OC
YPFC380.OC
YPFC400.OC
YPFC420.OC
YPFC440.OC
YPFC460.OC
YPFC480.OC
164,600
67,510
33,780
49,810
315,700
3,700
15
16
17
18
YPFC340.DI
YPFC360.DI
YPFC420.DI
YPFC440.DI
100
200
200
1,700
0
0
0
800
0
0
0
900
0
0
0
100
100
200
200
3,500
0
0
0
1,100
2,200
300
100
500
4,000
1,800
1,100
YPFC360.FE
800
1,000
900
19
300
1,000
500
1,800
100
64,649,510
40,749,912
7,019,501
21,272,887
133,691,810
7,300
14,100
1,400
9,500
15,900
14,200
45,200
19,600
20,700
12,700
4,000
400
1,400
2,100
1,700
11,745
2,700
3,884
15,781
15,500
8,900
3,400
21
37
71
400
996
1,865
18,440
6,281
1,400
2,069
2,200
779
1,363
1,029
1,700
4,259
4,635
13,176
7,238
4,200
5,731
5,700
8,500
16,900
4,600
13,300
32,900
23,400
80,700
48,900
41,800
29,400
15,300
300
0
0
0
-600
0
-900
-200
2,600
2,600
-100
100
Opciones de Venta
BMA
BMAV40.0OC
10,800
10,800
10,800
10,800
CADO
CADV5.316O
114,400
114,400
114,400
114,400
EDN
1
2
3
EDNV6.55OC
EDNV7.15OC
EDNV7.55OC
0
0
0
9,100
1,000
0
0
0
0
41,000
63,900
25,000
50,100
64,900
25,000
100
0
0
10,100
129,900
140,000
100
ERAR
1
2
3
ERAV3.67OC
ERAV4.72OC
ERAV5.12OC
0
0
0
69,600
235,100
49,000
0
0
0
121,000
182,400
20,000
190,600
417,500
69,000
0
12,600
50,000
353,700
323,400
677,100
62,600
GGAL
1
2
3
4
5
6
7
8
GFGV11.0OC
GFGV12.5OC
GFGV13.0OC
GFGV14.5OC
GFGV15.0OC
GFGV15.5OC
GFGV16.0OC
GFGV17.0OC
0
0
0
0
0
0
0
0
378,492
78,800
0
419,500
191,700
91,700
159,404
89,600
0
0
0
0
0
0
0
0
414,108
174,200
20,000
373,800
110,000
70,200
400,096
51,200
792,600
253,000
20,000
793,300
301,700
161,900
559,500
140,800
278,400
0
0
53,900
0
0
201,500
128,300
0
0
0
1,409,196
0
0
0
1,613,604
3,022,800
662,100
1,600
0
16,000
2,000
0
0
9
10
PAMP
GFGV15.5DI
GFGV16.0DI
14,400
2,000
16,400
1,600
18,000
1
2
3
4
5
6
7
PAMV3.64OC
PAMV3.74OC
PAMV3.84OC
PAMV4.04OC
PAMV4.14OC
PAMV4.34OC
PAMV4.54OC
0
0
0
0
0
0
0
25,000
79,300
6,000
15,000
300
30,500
92,000
0
0
0
0
0
0
0
5,000
15,500
0
18,800
19,700
39,300
95,300
30,000
94,800
6,000
33,800
20,000
69,800
187,300
0
0
0
0
0
0
0
0
0
0
193,600
441,700
PAMV4.54DI
PAMV4.74DI
0
0
0
248,100
8
9
0
2,000
31,200
7,000
0
0
0
36,200
2,000
38,200
PSAV6.55OC
PSAV6.693O
PSAV6.893O
PSAV7.093O
PSAV7.293O
PSAV7.493O
PSAV7.95OC
PSAV8.15OC
PSAV8.35OC
PSAV8.75OC
0
0
0
0
0
0
0
0
0
0
4,100
0
5,200
2,500
2,000
0
1,000
4,700
9,000
4,000
0
0
0
0
0
0
0
0
0
0
0
2,000
4,800
0
400
2,300
5,000
4,300
0
0
4,100
2,000
10,000
2,500
2,400
2,300
6,000
9,000
9,000
4,000
0
0
0
0
0
-5,000
0
0
3,000
0
31,200
5,000
PESA
1
2
3
4
5
6
7
8
9
10
32,500
18,800
51,300
-2,000
RO15
1
2
R15V1100.O
R15V1140.O
0
0
0
0
0
0
95,000
10,000
95,000
10,000
0
0
105,000
105,000
TRAN
TRAV2.10OC
4,000
4,000
4,000
4,000
TS
1
2
TS.V22158O
TS.V240.OC
0
0
500
200
0
0
600
0
1,100
200
0
0
B-5
Anexo B
Especie
Serie
cubiertas
TVPP
YPFD
opuestas
cruzadas
descubiertas
total
Variacin c/ da anterior
3
4
5
TS.V256.OC
TS.V272.OC
TS.V288.OC
0
0
0
1,500
500
0
0
0
0
100
0
100
1,600
500
100
0
0
0
TS.V272.DI
0
0
2,700
0
0
800
2,700
3,500
3,000
0
0
300
2,700
3,000
1
2
TPPV11.8OC
TPPV5.50OC
0
0
0
0
0
0
75,000
175,000
75,000
175,000
0
0
250,000
250,000
1
2
3
4
YPFV340.OC
YPFV400.OC
YPFV420.OC
YPFV460.OC
0
0
0
0
0
1,500
1,300
200
0
0
0
0
1,600
4,300
1,000
0
1,600
5,800
2,300
200
0
0
-300
200
3,000
6,900
9,900
-100
2,112,196
2,777,504
4,889,700
300
Lanzador cubierto: Es el sujeto que se obliga a cumplir con el derecho que la opcin le otorga al titular depositando como garanta el activo subyacente. Esta figura slo es aplicable a las opciones de compra.
Lanzador descubierto: Es el sujeto que se obliga a cumplir con el derecho que la opcin le otorga al titular, sin depositar el activo subyacente. Esta figura es aplicable optativamente a las opciones de compra e indefectiblemente a las opciones de venta.
Posiciones Opuestas: Las posiciones opuestas acreditan las siguientes condiciones: a) opciones del mismo tipo (compra o venta) y de naturaleza inversa (titular, lanzador) sobre un mismo activo subyacente y b)identicas cantidades de lotes lanzados y titulares en diferentes series
Posiciones Cruzadas: Combinan opciones con operaciones a plazo autorizadas que impliquen posiciones inversas, efectuadas para un comitente en la misma firma de agente o sociedad de bolsa, por la
misma cantidad y sobre el mismo activo subyacente.
(!): Informacin tomada de Reuters
B-6