657463

INFORME DIARIO Ao XXXIII
Nro: 7114
Rueda del 8 de junio de 2017
Ttulos Privados
ndice Merval
23200 ndice Merval - 1.30%
Mnimo 21903.08 Mximo 22349.67 Cierre 21928.76
22800
Mayores Alzas Mayores Bajas

22400
MIRG + 1.63% AGRO - 3.51%
22000 GGAL
TS + 1.47% - 3.36%
21600 AUSO + 0.55% PETR - 3.21%
21200
ADR Argentinos en N.Y. ndices Burstiles
YPF U$S 23.93 - 1.56% M.Ar - 1.53%
20800
P. Brasileiro U$S 8.43 + 0.12% Merval 25 - 1.31%
04-05 10-05 16-05 22-05 29-05 02-06 08-06
Tenaris U$S 30.29 + 1.92% Burcap - 1.34%
Ttulos Pblicos
ndice de Bonos IAMC-$
8,800
ndice de Bonos IAMC - 0.29% Tasa 10 aos EEUU

8,600 Cierre 8371.748 2.20% + 2 pbs
Bonos Nacionales Performing
8,400
Mayores Alzas Mayores Bajas
8,200
AM20 + 0.98% TVPA - 1.40%
PARP + 0.84% AM18 - 0.94%
8,000
L2DN7 + 0.76% PAY0 - 0.91%
04-05 10-05 16-05 22-05 29-05 02-06 08-06
Volmenes Operados Caucin Burstil en $ (TNA) 30 dias
TOTAL * 8,956,547,261
BRUTA (ltima tasa) 24.00%
MERCADO CONTADO 8,579,650,206 Neta Colocador (a) 23.82%
Renta Variable: (1+2) 405,526,460
Neta Tomador (a) 24.19%
1.Prioridad Precio-Tiempo 401,078,457 (a) Incluye 0.045% de Derechos de Mercado
Acciones 395,340,686
Cedears 5,737,771
2.Ejercicios 4,448,003
Renta Fija: (3 + 4 ) 8,174,123,746
4,270,658,790 Tipos de Cambio - Dlar Compra Venta
3.Prioridad Precio-Tiempo
4.SENEBI 3,903,464,956 Bco. Nacin $15.8000 $15.9000
MERCADO FUTURO 376,897,055 Bancos $15.9250 $15.9700
Plazo / Pase Colocador Piso 0 Casas de Cambio - Minorista $15.8000 $16.3000
Plazo / Pase Colocador Bilateral 0 Casas de Cambio - Mayorista $16.2900 $16.3400
Opciones 11,002,017 Referencia BCRA $15.9892
Cauciones 340,509,823
Prstamos 25,385,215
Coeficiente CER
CPD + Pagars (operados en MAV) 63,727,045
08/06/17 7.5629 09/06/17 7.5691
* Volmenes del dia sujetos a correcciones y arreglos.
Mercados Internacionales
ndices Burstiles (en U$S) Monedas Commodities (en U$S)
B. San Pablo - 0.35% NYSE + 0.05% /U$S 0.892 + 0.37% 45.73 - 0.15%
WTI
B. Sant. Chile - 0.01% Tokyo S.E. - 0.58% /U$S 0.773 + 0.14% Soja 344.69 + 0.73%
B. Madrid + 0.66% London S.E. - 0.52% /U$S 110.060 + 0.20% Oro 1279.25 - 0.63%
ndice del Informe Diario

Acciones Pg.2 y 3 Anlisis de Obligaciones Negociables Pg. 8
ADRs Pg. 4 ndice de Bonos IAMC y Curva de Rendimiento Pg. 9
Anlisis de Bonos Canje Deuda 2005 y 2010 Pg. 5 Opciones sobre Acciones y T.Pblicos Anexo A
Anlisis de Bonos Nacionales y Provinciales Pg. 6 y 7 Posiciones Abiertas de Opciones Anexo B
Publicacin disponible en http://www.merval.sba.com.ar - http://www.iamc.sba.com.ar - @IAMC_Oficial

IMPORTANTE: Ante cualquier consulta respecto a los datos publicados en esta edicin, por favor contctenos en iamc@iamc.sba.com.ar
ANLISIS DE ACCIONES
Prioridad Precio - Tiempo 08-Jun-17
Especie Cotizacin Fecha Volumen Var. Var.dde Var.dde Var.dde Mnimo Mximo P/E COT/VL Volatil. Betas Capitaliz. Valor de
ltima Efectivo Diaria 31-May-17 29-Dic-16 08-Jun-16 -52 semanas- (c) % ltimas c/Merval/ Burstil (f) Mercado (g)
cotizacin (a) (a) (a) (b) (d) 40 ruedas (e) M.AR. / 25 (en Mill.) (en Mill.)
Empresas Lderes
AGRO 45.350 8-Jun-17 3,750,485 -3.51% -4.53% 67.96% 477.71% 7.650 49.900 39.51 1541.97 36.20% 1.07 2,176.80 2,176.80
ALUA 11.350 8-Jun-17 2,510,873 -2.16% -2.16% 13.73% 21.32% 8.576 11.800 17.92 362.21 24.99% 0.73 31,780.00 31,780.00
APBR 67.850 8-Jun-17 19,124,718 -0.22% -2.58% -17.46% 38.19% 41.700 93.800 - 68.91 49.12% 1.65 885,069.12 885,069.12
AUSO 91.500 8-Jun-17 3,518,013 0.55% -1.61% 86.03% 238.99% 24.711 94.000 25.96 1494.64 28.36% 0.66 2,429.72 8,087.14
BMA 147.500 8-Jun-17 16,011,422 -1.04% 3.62% 45.32% 59.84% 91.594 154.258 12.50 361.22 28.66% 0.75 86,223.05 86,223.05
CECO2 14.500 8-Jun-17 2,542,735 -1.36% 7.81% 37.44% 153.50% 5.450 16.500 - 1909.62 42.68% 1.07 10,178.83 10,178.83
CELU 13.550 8-Jun-17 820,841 -1.81% -4.91% -24.09% -30.87% 13.300 25.800 - 135.89 19.88% 0.77 1,368.20 1,368.20
CEPU 23.250 8-Jun-17 2,327,575 -2.72% -5.10% 2.20% 93.25% 11.720 28.500 22.74 635.01 27.36% 0.59 35,201.02 35,201.02
COME 3.480 8-Jun-17 4,938,219 -0.85% 0.58% 17.17% 20.83% 2.700 3.980 23.98 280.94 39.86% 0.79 4,732.52 4,732.52
CRES 30.600 8-Jun-17 7,600,299 -2.86% -6.28% 24.90% 61.03% 18.059 34.450 27.12 541.07 22.57% 1.01 15,350.27 15,350.27
CTIO 38.100 8-Jun-17 2,563,502 -2.31% -4.99% -0.89% 12.04% 30.704 45.341 7.62 200.53 24.66% 0.72 15,617.45 15,617.45
EDN 24.450 8-Jun-17 9,311,667 -1.01% -5.60% 18.12% 119.28% 10.400 28.600 - 2752.50 31.74% 0.79 10,812.04 22,162.83
ERAR 11.300 8-Jun-17 3,732,052 -2.16% -2.59% 23.73% 66.22% 6.417 11.950 10.37 169.98 25.10% 0.79 51,043.16 51,043.16
FRAN 104.650 8-Jun-17 19,997,856 -3.10% -3.10% 12.53% 12.48% 85.050 113.900 13.76 327.51 29.99% 0.82 56,184.27 56,184.27
GGAL 70.500 8-Jun-17 45,769,993 -3.36% -2.02% 65.59% 70.79% 37.192 75.750 14.62 417.56 24.86% 0.83 67,693.07 91,668.65
JMIN 48.000 8-Jun-17 4,065,605 -1.44% -0.72% 41.74% 158.85% 17.079 49.100 27.43 979.48 27.96% 0.81 16,898.73 16,898.73
MIRG 361.000 8-Jun-17 13,652,903 1.63% 4.49% 28.64% -12.73% 256.752 529.095 14.08 363.13 37.27% 0.94 6,498.00 6,498.00
PAMP 40.350 8-Jun-17 30,404,827 0.50% -0.74% 83.41% 179.24% 13.900 42.100 68.73 573.46 27.04% 0.87 74,102.56 74,102.56
PESA 20.950 8-Jun-17 711,017 0.24% -1.18% 89.59% 142.76% 7.310 22.000 - 303.66 30.10% 0.62 42,303.01 42,303.01
PETR 90.450 8-Jun-17 2,307,649 -3.21% -1.04% 7.04% 145.79% 36.000 96.550 18.78 789.75 35.35% 0.75 10,799.73 10,799.73
SAMI 104.950 8-Jun-17 3,679,986 -2.78% -6.46% -10.21% 54.67% 65.875 133.730 31.13 380.17 34.89% 0.77 7,467.30 7,467.30
TECO2 81.000 8-Jun-17 16,147,190 -1.22% -3.23% 37.99% 56.06% 48.781 85.000 15.93 374.82 26.70% 0.48 78,489.00 79,734.86
TGNO4 (RR) 33.700 8-Jun-17 9,523,608 -0.59% 1.20% 145.99% 375.32% 6.700 35.000 63.80 5736.44 35.77% 0.76 14,806.90 14,806.90
TGSU2 51.500 8-Jun-17 18,604,963 -2.09% -3.38% 73.99% 192.61% 17.200 55.000 24.83 1282.17 35.61% 0.74 40,916.51 40,916.51
TRAN 28.450 8-Jun-17 6,061,831 -0.87% 3.08% 89.04% 348.03% 6.000 29.100 26.43 1237.96 29.08% 0.87 6,198.97 12,650.97
TS 242.000 8-Jun-17 12,129,433 1.47% -1.22% -11.43% 22.63% 181.742 292.891 77.35 159.25 29.73% 0.60 285,689.91 285,689.91
YPFD 383.950 8-Jun-17 27,209,860 -1.30% -3.77% 48.24% 27.69% 230.600 414.400 - 131.13 24.85% 1.04 151,012.45 151,012.45
Merval 21,928.760 - - -1.30% -1.88% 29.62% 60.95% 12,863.310 22,624.410 26.80 244.64 16.34% - 2,011,042.58 2,059,724.23
Merval 25 23,721.550 - - -1.31% -1.89% 29.87% 62.77% 13,830.290 24,520.460 26.24 243.08 16.48% - 1,994,867.48 2,043,549.13
M.AR 21,216.570 - - -1.53% -1.88% 39.09% 60.17% 12,871.620 21,899.570 23.79 347.44 15.14% - 845,610.99 902,625.31
Burcap 60,712.740 - - -1.34% -2.04% 28.92% 55.71% 37,005.580 63,014.230 - - 17.06% - - -
Bolsa-G (h) 940,751.180 - - -1.17% -2.03% 25.88% 61.42% 553,508.160 972,114.130 - - 15.45% - 5,489,560.47 -
Empresas No Lideres
AEN 11.200 8-Jun-17 4,673,074 -4.27% -10.04% 166.67% 105.50% 3.950 13.950 - 115.02 89.71% 0.52 1,102.24 1,102.24
APBRA 70.000 14-Oct-16 - - - - 75.00% 42.500 70.000 - - - 0.23 - -
BHIP 6.900 8-Jun-17 903,829 -2.82% -5.35% 11.65% -2.13% 5.500 8.500 16.23 164.05 27.14% 0.85 10,350.00 10,350.00
BOLT 9.600 8-Jun-17 12,838,013 8.83% 20.54% 218.82% 270.97% 2.444 9.650 15.54 404.07 60.62% 0.45 5,760.00 5,760.00
BPAT 43.900 8-Jun-17 426,213 -0.23% -1.24% 22.28% 40.49% 29.353 46.500 9.64 315.88 31.83% 0.83 31,570.48 31,570.48
BRIO 28.700 8-Jun-17 553,712 -1.37% -3.69% 2.14% 14.91% 24.000 34.600 10.54 270.68 25.74% 0.66 43,674.08 61,927.43
BRIO6 30.400 8-Jun-17 9,971 5.19% 4.83% 16.92% 25.36% 24.475 34.000 - - - 0.13 - -
BYMA 161.100 8-Jun-17 7,646,454 -1.47% -3.65% 7.40% 7.40% 100.000 194.900 22.58 331.67 - - 12,283.88 12,283.88
CADO 9.950 8-Jun-17 690,692 -1.49% -1.49% 2.05% 28.82% 7.382 14.494 60.89 186.65 27.18% 0.75 1,094.50 1,094.50
CADO5 12.000 22-Mar-17 - - - 142.03% 142.03% 12.000 12.000 - - - 0.13 - -
CAPU 18.400 8-Jun-17 747,107 -1.08% -5.15% 7.05% 35.10% 12.604 20.723 10.04 402.36 25.79% 0.67 1,545.22 1,545.22
CAPX 71.500 8-Jun-17 1,656,997 -4.09% -7.98% 156.27% 326.87% 15.500 81.000 30.31 380.91 45.31% 0.71 12,855.86 12,855.86
CARC 1.610 8-Jun-17 120,887 -2.42% 11.81% 13.03% 8.06% 1.122 3.888 - - 60.62% 0.63 415.63 415.63
CGPA2 31.000 8-Jun-17 292,351 -3.13% 1.64% 181.82% 369.70% 6.600 40.500 70.05 1355.34 56.25% 0.36 10,331.71 10,331.71
COLO 17.250 8-Jun-17 36,665 -3.36% -8.00% -11.54% -23.33% 17.150 31.200 - 251.83 39.46% 0.80 215.53 215.53
COMO 30.000 24-Jul-08 - - - - - - - - 88.94 - - 8.10 8.10
COUR 50.000 13-Mar-17 - - - 56.25% 56.25% 50.000 50.000 10.98 237.56 - 0.13 315.00 315.00
DGCU2 28.300 8-Jun-17 2,173,793 -1.74% -6.45% 102.14% 180.20% 9.800 34.900 50.19 983.68 46.69% 0.64 5,726.54 5,726.54
DOME 11.300 31-May-17 - - - -12.40% 3.20% 9.500 16.000 43.33 317.05 - 0.11 214.70 214.70
DYCA 38.200 8-Jun-17 204,501 0.53% 1.87% 4.09% 79.34% 20.150 46.000 20.53 397.63 22.62% 0.69 1,146.00 1,146.00
EDLH 0.666Ex 7-Oct-13 - - - - - - - 0.53 17.67 - - 49.71 49.71
EMDE 9.000 15-Feb-17 - - - 11.11% 508.11% 8.100 9.000 - 190.85 - 0.12 548.78 548.78
ESME 120.000 8-Jun-17 119,408 -7.69% -4.00% 34.08% 47.40% 75.452 140.000 18.41 497.30 - 0.38 7,072.43 7,072.43
ESTR (L) 3.365Ex 22-Jul-15 - - - - - - - 1.14 32.46 - - 143.37 143.37
EURO 3.308Ex 17-May-10 - - - - - - - 30.04 181.50 - - 173.67 173.67
FERR 9.300 8-Jun-17 419,479 -1.06% -2.62% 8.77% 61.09% 5.587 12.250 28.37 318.88 29.28% 0.84 2,892.30 2,892.30
FIPL 6.680 8-Jun-17 35,047 -1.33% -6.83% -3.75% 57.83% 4.090 8.417 33.63 341.38 34.90% 0.57 450.43 450.43
GARO 7.150 8-Jun-17 150,992 - -1.79% -9.49% -14.76% 6.510 12.100 - 197.37 27.38% 0.78 314.60 314.60
GBAN 49.000 8-Jun-17 17,142 - -4.85% 71.33% 172.22% 17.000 56.000 60.02 1483.32 43.30% 0.13 7,816.21 15,951.46
GCLA 242.500 8-Jun-17 713,355 -0.21% -0.21% 28.55% 77.58% 134.072 248.282 23.66 655.80 17.11% 0.34 51,273.78 69,699.01
GRIM 52.500 8-Jun-17 109,273 0.96% -0.38% -14.29% 82.80% 27.873 79.733 19.21 429.70 25.67% 0.58 2,326.14 2,326.14
HAVA 30.000 8-Jun-17 247,230 - - -2.94% -16.17% 27.033 36.124 17.65 441.64 23.92% - 384.35 1,409.28
Pg.2
ANLISIS DE ACCIONES
Prioridad Precio - Tiempo 08-Jun-17
Especie Cotizacin Fecha Volumen Var. Var.dde Var.dde Var.dde Mnimo Mximo P/E COT/VL Volatil. Betas Capitaliz. Valor de
ltima Efectivo Diaria 31-May-17 29-Dic-16 08-Jun-16 -52 semanas- (c) % ltimas c/Merval/ Burstil (f) Mercado (g)
cotizacin (a) (a) (a) (b) (d) 40 ruedas (e) M.AR. / 25 (en Mill.) (en Mill.)
Empresas No Lideres (Cont.)

INDU 3.120 8-Jun-17 68,920 -1.27% -2.80% -13.33% 0.97% 3.000 5.900 - 87.77 29.17% 0.53 1,292.56 1,292.56
INTR 13.000 8-Jun-17 37,458 3.17% -0.76% 21.66% 61.93% 7.747 14.850 8.93 301.99 29.01% 0.53 784.84 784.84
INVJ 11.000 8-Jun-17 363,751 - - 2.33% 49.66% 7.110 12.950 69.87 220.42 22.55% 0.76 4,183.28 5,224.17
IRCP 185.000 31-May-17 - - - 13.75% 43.24% 126.554 199.450 8.91 108.16 - 0.06 23,312.59 23,312.59
IRSA 37.900 8-Jun-17 2,652,571 -2.19% -4.77% 28.47% 65.86% 21.000 41.300 14.07 605.02 19.73% 0.92 21,931.84 21,931.84
LEDE 16.150 8-Jun-17 263,119 -0.31% -1.22% -4.15% 12.54% 13.200 20.300 - 571.88 14.25% 0.80 7,106.00 7,106.00
LONG 7.100 8-Jun-17 664,703 2.90% 1.43% 4.41% 82.20% 3.698 9.200 - 294.10 44.13% 0.77 897.82 897.82
METR 24.000 8-Jun-17 1,391,097 -3.42% -6.43% 92.77% 235.66% 6.720 26.600 27.11 - 40.71% 0.93 5,327.44 13,660.10
MOLI 86.000 8-Jun-17 1,896,075 -1.38% -4.97% -12.24% 7.77% 76.000 113.800 33.75 795.22 16.99% 0.65 21,538.57 21,538.57
MORI 3.030 8-Jun-17 28,396 -3.50% -1.94% -19.63% 1.68% 2.800 5.250 - - 38.53% 0.78 142.11 142.11
MVIA 0.429Ex 9-Jun-16 - - - -21,350.00% 0.429 0.429 0.24 8.55 - -0.89 2.88 5.88
NORT6 946.000 19-May-17 - - - 15.38% 21.33% 633.305 946.000 23.32 542.10 - 0.20 - 64,336.09
OEST 30.500 8-Jun-17 989,673 0.33% 1.67% 72.94% 174.71% 9.864 31.500 26.08 1400.47 25.81% 0.56 4,880.00 4,880.00
PATA 23.500 8-Jun-17 396,451 - - 3.30% 40.22% 16.363 24.700 74.52 439.39 19.35% 0.30 11,750.00 11,750.00
PATY 12.100 8-Jun-17 103,847 - - 4.76% 24.68% 8.754 25.500 - 522.15 23.16% 0.31 1,764.53 1,764.53
POLL (RR) 8.200 5-Jun-17 - - -2.38% -23.36% 3.80% 7.000 14.000 - - 51.70% 0.64 52.65 52.65
PREN1 2.500 18-Nov-09 - - - - - - - - 91.28 - - 327.50 327.50
PSUR 6.200 2-Jun-17 - - 45.20% 14.81% 342.86% 1.300 14.000 - - 86.46% 1.65 622.29 622.29
REGE 1.500Ex 3-Dic-15 - - - - - - - 0.20 9.59 - - 3.00 3.00
REP 260.000 8-Jun-17 746,935 - -1.89% 22.07% 52.15% 165.653 280.000 11.35 68.64 - 0.18 389,065.26 389,065.26
RIGO 40.000 7-Jun-17 - - -9.09% -16.42% 37.30% 28.590 54.939 34.78 501.45 40.84% 0.11 2,901.39 2,901.39
RIGO5 1.150Ex 18-Feb-09 - - - - - - - - - - - - -
ROSE 6.800 8-Jun-17 6,800 -1.45% 3.82% 11.48% 65.05% 3.800 8.600 26.36 367.45 35.87% 0.81 289.61 289.61
SEMI 3.990 8-Jun-17 124,803 -0.50% -1.48% -18.07% 23.17% 3.153 5.699 68.80 356.83 17.43% 0.77 626.43 626.43
STD 108.000 8-Jun-17 1,357,509 4.85% 3.25% 40.30% 73.85% 51.609 108.000 14.18 91.44 36.73% 0.73 1,574,892.80 1,574,892.80
SUPV 57.500 8-Jun-17 214,754 -0.86% -2.87% 40.71% 69.69% 32.690 60.000 13.77 286.01 43.55% 0.55 13,985.86 20,917.21
TEF 181.000 8-Jun-17 995,253 - 0.28% 24.83% 29.78% 120.583 181.300 13.13 169.07 34.65% 0.58 911,842.70 911,842.70
TGLT 11.600 8-Jun-17 2,320 0.87% -2.52% -22.67% -32.56% 11.400 21.000 - 793.50 36.33% 0.05 816.05 816.05
URBA 13.653Ex 21-Dic-09 - - - - - - - - - - - - -
PYMES
INAG 41.000 7-Jun-17 - - - 46.43% 71.75% 21.650 45.000 10.27 284.67 - 0.20 90.20 90.20
MERA 25.000 7-Jun-17 - - 8.70% -4.94% 167.10% 8.947 26.600 24.17 402.02 - 0.42 471.50 471.50
OVOP 15.350 8-Jun-17 3,070 -0.32% -4.06% -17.03% -13.67% 13.780 32.599 13.09 296.24 18.84% 0.62 204.38 204.38
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
ACCIONES CON COTIZACIN EN MERCADOS DEL EXTERIOR
08-Jun-17
ADR, BDR y GDR
Especie Cdigo Cdigo Cotizacin Volumen Volumen Variacin Var. dde. Var. dde. Mn. Max. Volatil. Ratio
Bolsa Divisa ADR Nominal Efectivo diaria 31-May-17 30-Dic-16 52 semanas lt. 40r
(a) (b) (c) (d)
ADR Irsa Prop. Comerciales (IRCP.O) NASDAQ USD 46.5300 353 16,425 -1.00% -2.56% -0.31% 31.61 52.69 - 4.00
ADR BBVA Banco Francs (BFR.N) NYSE USD 19.5700 31,568 617,786 -2.93% -1.66% 12.28% 16.26 21.90 28.80% 3.00
ADR Banco Macro (BMA.N) NYSE USD 91.9800 47,925 4,408,142 -0.80% 3.63% 44.09% 60.70 97.08 29.49% 10.00
ADR Bco. Santander (SAN.N) NYSE USD 6.8200 3,827,746 26,105,228 4.60% 4.28% 32.84% 3.48 6.99 31.77% 1.00
ADR BUNGE (BG.N) NYSE USD 80.9800 190,786 15,449,850 -0.43% 1.26% 12.10% 56.70 83.58 53.55% 1.00
ADR Cresud (CRESY.O) NASDAQ USD 19.2511 29,294 563,942 -1.83% -4.89% 22.07% 12.61 22.28 23.22% 10.00
ADR Edenor (EDN.N) NYSE USD 30.7300 15,774 484,735 -2.48% -3.94% 10.34% 15.03 37.12 23.79% 20.00
ADR Grupo Financiero Galicia (GGAL.O) NASDAQ USD 44.0900 491,822 21,684,432 -3.52% -1.05% 64.26% 23.16 47.34 25.21% 10.00
ADR IRSA (IRS.N) NYSE USD 23.7700 5,241 124,579 -2.34% -2.98% 28.90% 15.21 26.33 21.98% 10.00
ADR Nortel Inversora (NTL.N) NYSE USD 29.7400 590 17,547 -0.54% -0.20% 14.12% 19.83 31.35 33.70% 0.50
ADR Pampa Energa (PAM.N) NYSE USD 63.0700 45,493 2,869,244 0.59% 0.88% 81.18% 24.12 65.21 28.79% 25.00
ADR Petrobras Energa (PZE.N) NYSE USD 13.1200 18,757 246,092 0.69% -0.98% 86.89% 4.69 13.46 32.00% 10.00
ADR Petroleo Brasileiro (PBR.N) NYSE USD 8.4300 4,550,381 38,359,712 0.12% -0.59% -16.62% 5.90 12.55 59.70% 2.00
ADR Transportadora de Gas del Sur (TGS.N) NYSE USD 16.1000 21,858 351,914 -0.43% -1.29% 78.49% 5.85 17.35 30.63% 5.00
ADR Telecom Argentina (TEO.N) NYSE USD 25.1700 20,175 507,805 -1.49% -2.33% 38.53% 17.04 26.04 22.20% 5.00
ADR Tenaris (TS.N) NYSE USD 30.2900 421,853 12,777,927 1.92% -0.03% -13.69% 24.59 36.57 24.42% 2.00
ADR Ternium (TX.N) NYSE USD 26.0000 61,253 1,592,578 1.40% -0.08% 12.33% 16.90 26.99 27.04% 10.00
ADR YPF (YPF.N) NYSE USD 23.9300 106,618 2,551,369 -1.56% -2.96% 45.03% 15.00 26.48 26.11% 1.00
GDR GrupoClarn (GCSAq.L) London S.E. USD 30.9500 37 1,145 3.17% 4.92% 42.85% 17.95 32.00 26.35% 2.00
ADR Telefnica(TEF.N) NYSE USD 11.3150 392,600 4,442,269 -0.13% 0.85% 22.99% 8.00 11.63 23.08% 1.00
ADR Grupo Supervielle(SUPV.N) NYSE USD 17.8900 12,805 229,081 -1.05% 4.19% 36.61% 11.75 18.35 22.45% 5.00
(a) Los precios son los disponibles a la hora de cierre de BYMA

(b) Los mnimos y mximos incluye valores intradiarios.
(c) El clculo de volatilidad se realiza siempre que la especie cotice ms del 75% de las ltimas 40 ruedas.
(d) Ratio = Cant. de Acciones - equivalentes a v/n $1 - por cada ADR / BDR GDR.
Cuadro Comparativo de precios de Acciones y ADR / BDR / GDR

Especie Cdigo BCBA Cotizacin ADR / Ratio Cotizacin BCBA Cotizacin ADR / Ratio Diferencia en $
en moneda original en $ (2) en $ (3) (3)-(2)
ADR Irsa Prop. Comerciales IRCP 11.6325 - 185.771 -

ADR BBVA Banco Francs FRAN 6.5233 104.650 104.178 - 0.47
ADR Bco. Santander STD 6.8200 108.000 108.915 0.92
ADR Banco Macro BMA 9.1980 147.500 146.892 - 0.61
ADR BUNGE - 80.9800 - 1293.251 -
ADR Cresud CRES 1.9251 30.600 30.744 0.14
ADR Edenor EDN 1.5365 24.450 24.538 0.09
ADR Grupo Financiero Galicia GGAL 4.4090 70.500 70.412 - 0.09
ADR IRSA IRSA 2.3770 37.900 37.961 0.06
ADR Nortel Inversora NORT6 59.4800 - 949.896 -
ADR Pampa Energa PAMP 2.5228 40.350 40.289 - 0.06
ADR Petrobras Energa PESA 1.3120 20.950 20.953 0.00
ADR Petroleo Brasileiro APBR 4.2150 67.850 67.314 - 0.54
ADR Transportadora de Gas del Sur TGSU2 3.2200 51.500 51.423 - 0.08
ADR Telecom Argentina TECO2 5.0340 81.000 80.393 - 0.61
ADR Tenaris TS 15.1450 242.000 241.866 - 0.13
ADR Ternium - 2.6000 - 41.522 -
ADR YPF YPFD 23.9300 383.950 382.162 - 1.79
GDR GrupoClarn GCLA 15.4750 242.500 247.136 4.64
ADR Telefnica TEF 11.3150 181.000 180.701 - 0.30
ADR Grupo Supervielle (SUPV.N) SUPV 3.5780 57.500 57.141 - 0.36
(3) Cotizacin convertida a $ de acuerdo al valor del Dlar Mayorista Bancos informada por Reuters.
Pg. 4
ANLISIS DE TTULOS PBLICOS REESTRUCTURACIN DE DEUDA (*)
08-Jun-17
Cotizacin Cupn Corriente Valor Volatilidad

Bono Cdigo Vencimiento Amortizacin Cupn de Prximo VR Fecha TIR DM PPV
c/100 v.n. Renta Intereses Yield Tcnico Paridad 40r. (b)
(S.I.B) Renta Vencimiento (en %) ltima Anual (en aos)
en Pesos Anual Corridos Anual c/100 (en%) (en %)
cotizacin
(a) (en %) c/100 v.n. (en %) v.n.
BONOS CANJE REESTRUCTURACIN DE DEUDA 2005 (**)
I. Bonos PAR
PAR $ Ley Arg. PARP 31-Dic-38 Sem. Sem. 30-Sep-17 R 100.00 359.000 08-Jun-17 Fija=1.18 1.25 1.72 523.99 68.51 15.44 4.59% 13.81 15.27
PAR U$S Ley Arg. PARA 31-Dic-38 Sem. Sem. 30-Sep-17 R 100.00 1106.000 08-Jun-17 Fija=2.5 0.51 3.64 100.51 68.91 11.90 7.14% 11.44 14.11
PAR U$S Ley N.Y. PARY 31-Dic-38 Sem. Sem. 30-Sep-17 R 100.00 1105.000 08-Jun-17 Fija=2.5 0.51 3.64 100.51 68.84 10.57 7.15% 11.44 14.11
II. Bonos Discount

DISCOUNT $ Ley Arg. DICP 31-Dic-33 Sem. Sem. 30-Jun-17 R 100.00 770.000 08-Jun-17 Fija=5.83 17.52 5.14 681.37 113.01 6.12 4.40% 8.46 9.49
DISCOUNT U$S Ley Arg. DICA 31-Dic-33 Sem. Sem. 30-Jun-17 R 100.00 2627.900 08-Jun-17 Fija=8.28 5.26 7.29 145.46 113.13 9.26 6.68% 7.43 9.01
DISCOUNT U$S Ley N.Y. DICY 31-Dic-33 Sem. Sem. 30-Jun-17 R 100.00 2642.000 08-Jun-17 Fija=8.28 5.26 7.25 145.46 113.73 9.33 6.60% 7.45 9.01
III. Bono CUASIPAR

CUASIPAR en $ CUAP 31-Dic-45 Sem. Sem. 30-Jun-17 R 100.00 585.000 08-Jun-17 Fija=3.31 10.88 4.18 736.75 79.40 13.93 4.85% 14.88 18.59
IIII. Unidades Vinculadas al Producto (U.V.P.)

U.V.P. en U$S Ley Arg. TVPA 15-Dic-35 - - - - - 141.000 08-Jun-17 - - - - - 20.81 - - -
U.V.P. en $ Ley Arg. TVPP 15-Dic-35 - - - - - 9.800 08-Jun-17 - - - - - 34.28 - - -
U.V.P. en U$S Ley N.Y. TVPY 15-Dic-35 - - - - - 148.500 07-Jun-17 - - - - - 15.31 - - -
U.V.P. en EUR. Ley ING. TVPE 15-Dic-35 - - - - - 165.000 05-Jun-17 - - - - - - - - -
BONOS CANJE REESTRUCTURACIN DE DEUDA 2010 (**)
I. Bonos Par
PAR $ Ley Arg. PAP0 31-Dic-38 Sem. Sem. 30-Sep-17 R 100.00 343.000 06-Jun-17 Fija=1.18 1.25 1.80 523.99 65.46 - 4.93% 13.70 15.27
PAR U$S Ley Arg. PAA0 31-Dic-38 Sem. Sem. 30-Sep-17 R 100.00 1095.000 08-Jun-17 Fija=2.5 0.51 3.67 100.51 68.22 18.19 7.23% 11.41 14.11
PAR U$S Ley N.Y. PAY0 31-Dic-38 Sem. Sem. 30-Sep-17 R 100.00 1090.000 08-Jun-17 Fija=2.5 0.51 3.69 100.51 67.91 15.61 7.27% 11.39 14.11
II. Bonos Discount

DISCOUNT $ Ley Arg. DIP0 31-Dic-33 Sem. Sem. 30-Jun-17 R 100.00 745.000 07-Jun-17 Fija=5.83 17.52 5.32 681.37 109.34 - 4.80% 8.36 9.49
DISCOUNT U$S Ley Arg. DIA0 31-Dic-33 Sem. Sem. 30-Jun-17 R 100.00 2602.000 08-Jun-17 Fija=8.28 5.26 7.36 145.46 112.01 12.73 6.82% 7.40 9.01
DISCOUNT en U$S Ley N.Y. DIY0 31-Dic-33 Sem. Sem. 30-Jun-17 R 100.00 2595.000 08-Jun-17 Fija=8.28 5.26 7.38 145.46 111.71 10.08 6.85% 7.40 9.01
IV. Unidades Vinculadas al Producto (U.V.P.)

U.V.P. en U$S Ley N.Y. TVY0 15-Dic-35 - - - - - 153.000 31-May-17 - - - - - - - - -
BONOS CANCELACION DE DEUDA EN CESACION DE PAGOS - LEY 27249 (31/3/16)
Emitidos en dlares bajo ley NY (c)

Rep. Argentina u$s 6.25% 2019 AA19 22-Abr-19 Al Vto. Sem. 22-Oct-17 R 100.00 1719.000 02-Jun-17 Fija=6.25 0.89 5.85 100.89 106.69 - 2.52% 1.75 1.78
Rep. Arg. U$S 6.875% 2021 AA21 22-Abr-21 Al Vto. Sem. 22-Oct-17 R 100.00 1772.000 08-Jun-17 Fija=6.875 0.97 6.25 100.97 109.89 - 4.09% 3.38 3.43
Rep. Arg. U$S 7.50% 2026 AA26 22-Abr-26 Al Vto. Sem. 22-Oct-17 R 100.00 1805.000 07-Jun-17 Fija=7.5 1.06 6.70 101.06 111.84 - 5.84% 6.52 7.15
Rep. Arg. U$S 7.625% 2046 AA46 22-Abr-46 Al Vto. Sem. 22-Oct-17 R 100.00 1750.000 08-Jun-17 Fija=7.625 1.08 7.03 101.08 108.41 9.55 7.05% 12.09 19.05
Divisas Dlar Bancos

$15.9250 $15.9700
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) Los precios corresponden a la ltima operacin registrada en PPT (Prioridad Precio-Tiempo) e incluyen los intereses corridos ('precio sucio') (b) El clculo de volatilidad se realiza siempre que la especie cotice ms de 75% de las ltimas 40 ruedas de PPT.
(c) Bonos con denominacin mnima de u$s 150.000 y mltiplos enteros de u$S1.000.
pg. 5
ANLISIS DE TTULOS PBLICOS NACIONALES (*)
08-Jun-17
Cotizacin cupn corriente
bono Cdigo vencimiento amortizacin Cupn de Prximo VR c/100 v.n. Fecha Renta Intereses Yield Valor Paridad Volatilidad TIR dm PPV
(S.I.B) Renta Vencimiento (en %) en Pesos ltima Anual Corridos Anual Tcnico (en %) 40 r. (b) Anual (en aos)
(a) cotizacin (en %) c/100 v.n. (en %) c/100 v.n. (en %)
BONTE, BOGAR Y BONOS DE CONSOLIDACIN
I. Ttulos emitidos en Pesos a tasa fija

BONTE Mar - 2018 TM18 5-Mar-18 Al Vto. Sem. 5-Sep-17 R 100.00 107.500 8-Jun-17 Fija=22.75 6.19 22.46 106.19 101.23 - 21.61% 0.61 0.68
BONTE Sep - 2018 TS18 19-Sep-18 Al Vto. Sem. 19-Sep-17 R 100.00 106.550 8-Jun-17 Fija=21.2 4.95 20.87 104.95 101.53 - 20.53% 1.02 1.15
BONTE Oct - 2021 TO21 4-Oct-21 Al Vto. Sem. 3-Oct-17 R 100.00 112.500 7-Jun-17 Fija=18.2 3.54 16.70 103.54 108.65 - 15.82% 2.90 3.41
BONTE Oct - 2023 TO23 17-Oct-23 Al Vto. Sem. 17-Oct-17 R 100.00 111.000 8-Jun-17 Fija=16 2.49 14.75 102.49 108.30 - 14.40% 3.93 4.82
BONTE Oct - 2026 TO26 18-Oct-26 Al Vto. Sem. 17-Oct-17 R 100.00 114.062 8-Jun-17 Fija=15.5 2.41 13.88 102.41 111.38 - 13.70% 5.00 6.67
II. Ttulos emitidos en Pesos a Tasa Variable

Bocon Cons. 8 PR15 4-Oct-22 14 - Trim. Trim. 4-Jul-17 R 100.00 167.650 8-Jun-17 Var.=19.57 6.60 21.32 182.07 92.08 4.20 24.91% 2.42 3.07
III. Ttulos en Pesos y ajustables por el CER (**)

BOGAR 2018 NF18 4-Feb-18 156 Mens. Mens. 4-Jul-17 A+R 8.00 60.600 8-Jun-17 Fija=2 0.03 2.03 61.59 98.39 8.49 6.78% 0.35 0.36
BONCER 2020 TC20 28-Abr-20 Al Vto. Sem. 30-Oct-17 R 100.00 112.000 31-May-17 Fija=2.25 0.33 2.34 116.47 96.16 - 3.70% 2.70 2.80
BOGAR 2020 NO20 4-Oct-20 156 Mens. Mens. 4-Jul-17 A+R 39.36 306.158EX 31-May-17 Fija=2 0.15 1.99 304.35 100.59 - 1.68% 1.66 1.70
BONCER 2021 TC21 22-Jul-21 Al Vto. Sem. 22-Jul-17 R 100.00 118.700 7-Jun-17 Fija=2.5 1.21 2.63 124.82 95.09 5.21 3.85% 3.81 3.91
Bocon Cons. 6 2% PR13 15-Mar-24 120 Mens. Mens. 15-Jun-17 A+R 68.46 409.450 8-Jun-17 Fija=2 0.67 2.10 429.58 95.31 4.22 3.55% 3.18 3.33
BONAR, BONAC Y BONAD
I. Ttulos emitidos en Dlares (Ley Argentina)

BONAR 2018 AN18 29-Nov-18 Al Vto. Sem. 29-Nov-17 R 100.00 1764.000 8-Jun-17 Fija=9 0.35 8.17 100.35 110.07 9.28 1.96% 1.39 1.40
BONAR 2020 AO20 8-Oct-20 Al Vto. Sem. 8-Oct-17 R 100.00 1830.060 8-Jun-17 Fija=8 1.44 7.07 101.44 112.96 10.48 3.78% 2.91 2.99
BONAR 2024 AY24 7-May-24 6 Anual Sem. 7-Nov-17 R 100.00 1897.500 8-Jun-17 Fija=8.75 0.88 7.42 100.88 117.79 7.63 4.23% 3.70 3.87
BONAR 2025 AA25 18-Abr-25 3 Anual Sem. 18-Oct-17 R 100.00 1692.500 8-Jun-17 Fija=5.75 0.88 5.47 100.88 105.06 - 4.92% 5.60 5.94
BONAR 2037 AA37 18-Abr-37 3 Anual Sem. 18-Oct-17 R 100.00 1700.990 8-Jun-17 Fija=7.625 1.16 7.24 101.16 105.29 - 7.23% 10.04 13.39
II. Ttulos emitidos en Dlares (Ley Extranjera)

Rep. Arg. U$S 5.625% 2022 A2E2 26-Ene-22 Al Vto. Sem. 26-Jul-17 R 100.00 1712.000 8-Jun-17 Fija=5.625 2.14 5.35 102.14 104.95 11.23 4.44% 3.98 4.07
Rep. Arg. U$S 6.875% 2027 A2E7 26-Ene-27 Al Vto. Sem. 26-Jul-17 R 100.00 1764.000 8-Jun-17 Fija=6.875 2.62 6.38 102.62 107.64 8.84 5.88% 6.92 7.68
III. Ttulos emitidos en Dlares y pagaderos en Pesos (Dollar-Linked)

BONAD 2017 - Vto. Septiembre AS17 21-Sep-17 Al Vto. Sem. 21-Sep-17 A+R 100.00 1585.000 8-Jun-17 Fija=0.75 0.17 0.76 100.17 99.08 8.11 4.21% 0.27 0.27
BONAD 2018 AM18 18-Mar-18 Al Vto. Sem. 18-Sep-17 R 100.00 1580.000 8-Jun-17 Fija=2.4 0.57 2.44 100.57 98.38 9.78 4.66% 0.74 0.75
IV. Ttulos emitidos en Pesos (c)

BONAR 2017 (Badlar +300pbs) AO17 9-Oct-17 Al Vto. Trim. 10-Jul-17 R 100.00 103.800 8-Jun-17 Var.=22.5 3.95 22.53 103.95 99.86 12.61 25.14% 0.29 0.31
BONAR 2018 (Badlar+275pbs) AMX8 1-Mar-18 Al Vto. Trim. 1-Sep-17 R 100.00 101.000 8-Jun-17 Var.=22.49 0.74 22.43 100.74 100.26 20.51 23.96% 0.64 0.68
BONAR 2019 (BADLAR+250pbs) AMX9 11-Mar-19 Al Vto. Trim. 11-Sep-17 R 100.00 100.000 8-Jun-17 Var.=22.25 0.06 22.26 100.06 99.94 11.50 24.23% 1.53 1.53
BONAR 2020 (Badlar +325pbs) AM20 1-Mar-20 Al Vto. Trim. 1-Sep-17 R 100.00 103.500 8-Jun-17 Var.=22.99 0.76 22.37 100.76 102.72 19.63 23.44% 1.98 2.24
BONAR 2022(Badlar+200pbs) AA22 3-Abr-22 Al Vto. Trim. 3-Jul-17 R 100.00 103.700 7-Jun-17 Var.=21.471 4.18 21.57 104.18 99.54 - 23.75% 0.02 3.57
Dlar Bancos
(!) Tasas de referencia (TNA %) Tasa LIBOR de 180 das 1.4141% Tasa LIBOR de 90 das 1.2210% Tasa LIBOR de 30 das 1.0960% TASA BADLAR 19.7500% Divisas
$15.9250 $15.9700
Notas Aclaratorias:
(**) 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
ANLISIS DE TTULOS PBLICOS PROVINCIALES Y OTROS TTULOS DE DEUDA (*)
08-Jun-17
Cupn Corriente
Bono Cdigo Vencimiento Amortizacin Cupn de Prximo VR Cotizacacin Fecha Renta Intereses Yield Valor Paridad Volatilidad TIR DM PPV
(S.I.B.) Renta Vencimiento (en %) c/100 v.n. ltima Anual Corridos Anual Tcnico (en %) 40 r. (b) Anual (en aos)
en Pesos cotizacin (en %) c/100 v.n. (en %) c/ 100 v.n. (en %)
BONOS DOMESTICOS (LEY ARGENTINA)
I. Ttulos emitidos en pesos (c)

Cons. Deuda 2015 - MENDOZA PMG18 22-Ago-18 4 - Sem. Sem. 22-Ago-17 A+R 75.00 77.100 8-Jun-17 Var.=19.64 4.48 20.28 79.48 97.01 - 26.54% - 0.67
II. Ttulos en Pesos y ajustables por el CER
TUCUMAN CONSADEP serie 1 TUCS1 4-Feb-18 156 - mens. Mens. 4-Jul-17 A+R 8.00 61.000 8-Jun-17 Fija=2 0.03 2.02 61.59 99.04 - 4.82% 0.35 0.36
IV. Ttulos denominados en dlares y pagaderos en pesos (Dollar-Linked)
CHUBUT Cl.1 Vto. 2019 (i) PUO19 21-Oct-19 16 - Trim. Trim. 21-Jul-17 A+R 62.50 1000.000 8-Jun-17 Fija=4 0.36 4.02 62.86 99.61 10.02 4.40% 1.19 1.21
CHUBUT Cl.2 Vto. 2021 (i) PUM21 30-Mar-21 Trim. Trim. 30-Jun-17 A+R 100.00 1595.000 8-Jun-17 Fija=4.5 0.91 4.55 100.91 98.97 10.32 5.18% 1.80 1.87
Ciudad de Bs. As. Clase 3 Vto. 2018 (i,j) BDC18 15-Mar-18 4 - Sem. Sem. 15-Sep-17 A+R 50.00 811.000 8-Jun-17 Fija=3.98 0.49 3.96 50.49 100.59 - 2.80% 0.50 0.50
Ciudad de Bs. As. Clase 4 Vto. 2019 (i,j) BDC19 17-May-19 6 - Sem. Sem. 17-Nov-17 A+R 66.66 1075.000 8-Jun-17 Fija=3.98 0.17 3.95 66.83 100.72 61.83 3.37% 1.15 1.17
Ciudad de Bs. As. Clase 5 Vto. 2019 (i,j) BD2C9 20-Dic-19 6 - Sem. Sem. 20-Jun-17 A+R 100.00 1590.000 8-Jun-17 Fija=1.95 0.94 1.98 100.94 98.64 10.10 3.10% 1.23 1.26
Ciudad de Bs. As. Clase 6 Vto. 2020 (i,j) BDC20 28-Ene-20 6 - Sem. Sem. 28-Jul-17 A+R 100.00 1570.000 8-Jun-17 Fija=1.95 0.72 2.00 100.72 97.61 15.05 3.82% 1.33 1.36
BONCOR 2017 (i) CO17 7-Dic-17 96 - Mens. Mens. 7-Jul-17 A+R 6.25 112.000 8-Jun-17 Fija=12 0.01 10.71 6.26 111.98 - - 25.28% 0.32 0.27
FORMOSA (i) FORM3 27-Feb-22 40 - trim. Trim. 27-Ago-17 A+R 47.50 751.469EX 16-May-17 Fija=5 0.11 0.00 47.61 98.84 - 5.63% 2.24 2.37
MENDOZA Cl. 2 Vto. 2018 (i) PMO18 30-Oct-18 17 - Trim. Trim. 30-Jul-17 A+R 35.28 564.000 8-Jun-17 Fija=2.75 0.12 2.76 35.40 99.77 - 3.09% 0.74 0.75
MENDOZA Cl. 3 Vto. 2018 (i) PMD18 18-Dic-18 17 - Trim. Trim. 18-Jun-17 A+R 41.16 650.000 8-Jun-17 Fija=2.75 0.26 2.80 41.42 98.26 - 5.21% 0.75 0.76
NEUQUEN S.2 Vto. 2018 (i,j) NDG21 11-Oct-18 14 - Trim. Trim. 28-Jul-17 A+R 40.15 660.000 7-Jun-17 Fija=3.9 0.20 3.81 40.35 102.43 16.23 0.61% 0.74 0.74
BONOS EXTERNOS (LEY EXTRANJERA)
I. Dlares
BUENOS AIRES 2018 9.375% (e,g) BP18 14-Sep-18 Al vto. Sem. 14-Sep-17 R 100.00 1760.000 30-May-17 Fija=9.38 2.32 8.69 102.32 107.71 - - 0.61% 1.24 1.23
BUENOS AIRES 2021 10.875% (e,g) BP21 26-Ene-21 3 - Anual Sem. 26-Jul-17 R 100.00 1910.000 6-Jun-17 Fija=10.88 4.14 9.42 104.14 114.85 - 4.56% 2.24 2.34
BUENOS AIRES 2021 9.95% (f,g) PBJ21 9-Jun-21 2 - Anual Sem. 9-Dic-17 R 100.00 1725.425EX 6-May-17 Fija=9.95 0.11 9.22 100.11 107.92 - 7.45% 2.94 3.11
Buenos Aires 2024 9.125% (f) PBM24 16-Mar-24 3 - Anual Sem. 16-Sep-17 R 100.00 1882.000 8-Jun-17 Fija=9.125 2.21 7.89 102.21 115.30 - 5.96% 4.47 4.81
BUENOS AIRES 2028 9.625% (e,g) BP28 18-Abr-28 Anual Sem. 18-Oct-17 R 100.00 1920.000 8-Jun-17 Fija=9.625 1.47 8.10 101.47 118.48 - 7.07% 6.55 7.53
Par Mediano Pzo. - Bs. As. (g) BPMD 1-May-20 6 - Sem. Sem. 1-Nov-17 A+R 100.00 1590.000 8-Jun-17 Fija=3 0.35 3.02 100.35 99.21 8.72 4.31% 1.55 1.61
Par Largo Pzo. - Bs. As. (g) BPLD 15-May-35 30 - Sem. Sem. 15-Nov-17 R 100.00 1259.000 8-Jun-17 Fija=4 0.31 5.09 100.31 78.59 14.17 7.13% 7.63 9.40
MENDOZA (h) BARX1 4-Sep-18 26 - sem. Sem. 4-Sep-17 A+R 15.45 246.208EX 1-Mar-17 Fija=5.5 0.23 5.59 15.68 98.33 - 8.07% 0.68 0.73
NEUQUN Regalas Gdo.II (f) NRH2 26-Abr-21 33 - Trim. Trim. 26-Jul-17 A+R 49.00 384.486EX 21-Abr-17 Fija=7.88 0.50 16.37 49.50 48.63 - 72.77% 0.73 1.94
SALTA Garantizado Regalas (f,g) SARH 16-Mar-22 34 - Trim. Trim. 16-Jun-17 A+R 58.84 670.048EX 13-Mar-17 Fija=9.5 1.35 13.77 60.19 69.71 - 33.52% 1.54 2.23
II. Euros
Par Mediano Pzo. - Bs. As. (g) BPME 1-May-20 6 - Sem. Sem. 1-Nov-17 A+R 83.33 0.010EX 11-Abr-17 Fija=3 0.29 - 858.79 83.63 0.00 - - - -
Par Largo Pzo. - Bs. As. (g) BPLE 15-May-35 30 - Sem. Sem. 15-Nov-17 R 100.00 1380.000 8-Jun-17 Fija=4 0.31 5.19 100.31 77.07 - 7.40% 7.57 9.40
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
ANLISIS DE OBLIGACIONES NEGOCIABLES (*)
08-Jun-17
Cupn Prximo VR Cotizacin Fecha Cupn Corriente Valor PPV

TIR
Emisor Cdigo Vencimiento Amortizacin de Vencimiento. (en %) c/100 v.r. en ltima Renta Intereses Yield Tcnico Paridad DM
anual
(S.I.B.) Renta Pesos (a) cotizacin Anual Corridos Anual c/100 v.n. (en %) (en aos)
(en %) c/100 v.n. (en %)
Obligaciones Negociables denominadas y pagaderas en dlares Ley Extranjera

1. Actividades Inmobiliarias
IRSA Clase II Vto. 2020 (b,g) OIRY7 20-Jul-20 Al vto. Sem. 20-Jul-17 R 100.00 1538.565EX 17-Ene-17 Fija=11.5 4.57 12.53 104.57 92.13 15.44% 2.37 2.67
3. Energa Elctrica
CAPEX Serie I Vto. 2018 (b) OCEY1 10-Mar-18 Al vto. Sem. 10-Sep-17 R 100.00 1550.600EX 7-Mar-17 Fija=10 2.58 10.58 102.58 94.65 19.03% 0.65 0.72
EDENOR Clase 9 Vto. 2022 (b) ODNY9 25-Oct-22 Al vto. Sem. 25-Oct-17 R 100.00 1668.065EX 20-Abr-17 Fija=9.75 1.30 9.45 101.30 103.11 9.19% 4.08 4.49
4. Petrleo y Gas
YPF Clase XXIV Vto. 2018 (f,g) YPCPO 15-Ago-18 17 - Trim. Trim. 15-Ago-17 A+R 29.41 310.266EX 10-May-17 Var.=7.763 0.18 11.86 29.59 65.65 117.06% 0.44 0.67
PAE Clase I Vto.2021 (b) OPNY1 7-May-21 3 - Anual Sem. 7-Nov-17 R 100.00 1730.000 6-Jun-17 Fija=7.875 0.79 7.32 100.79 107.48 5.09% 2.57 2.68
YPF Clase XXVIII Vto. 2024 YPCUO 4-Abr-24 3 Anual Sem. 4-Oct-17 R 100.00 1890.000 8-Jun-17 Var.=8.75 1.68 7.50 101.68 116.39 5.47% 4.71 4.96
YPF Clase XXXIX Vto. 2025 YCA6O 28-Jul-25 Al Vto. Sem. 28-Jul-17 R 100.00 1905.000 31-May-17 Fija=8.5 3.14 7.32 103.14 115.65 6.05% 5.86 6.36
Obligaciones Negociables denominadas en dlares y pagaderas en pesos Ley Argentina

1. Agricultura y Ganadera
CREDUD Clase XIV Vto. 2018 OCR14 22-May-18 2 - Sem. Trim. 22-Ago-17 R 100.00 1520.000 19-May-17 Fija=1.5 0.09 1.58 100.09 95.09 9.23% 0.67 0.69
CRESUD Clase XVI Vto. 2018 CS8HO 19-Nov-18 2 - Anual Trim. 18-Ago-17 R 100.00 1495.000 2-Jun-17 Fija=1.5 0.10 1.60 100.10 93.52 7.49% 1.11 1.16
2. Petrleo y Gas
YPF Clase XXII Vto. 2020 YPCNO 29-Jul-20 7 - Anual Trim. 29-Jul-17 A+R 57.14 829.395EX 26-Abr-17 Fija=3.5 0.25 3.87 57.39 90.50 10.57% 1.44 1.60
Dolar Bancos
Divisas
$15.9250 $15.9700
Notas Aclaratorias:
(a) Los precios corresponden a la ltima operacin registrada en PPT(Prioridad Precio-Tiempo) e incluyen los intereses corridos ('precio sucio')
(b) El ttulo tine una denominacin mnima de u$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
Indice de Bonos (Medido en Pesos)
08-Jun-17
Indice de Bonos IAMC (Base 1/1/95=100)

Valor al Variacin Variacin Variacin Variacin Ponderacin*
Diaria al Semanal al Mensual al anual al
08-Jun-17 07-Jun-17 02-Jun-17 31-May-17 29-Dic-16
Subndice de Bonos Cortos emitidos en pesos 6,421.893 0.20% -0.69% -1.01% 7.43% 7.31%
Subndice de Bonos Cortos emitidos en dlares 3,172.507 -0.62% -1.02% -1.27% -0.28% 6.27%
Subndice de Bonos Largos emitidos en pesos 13,481.876 -0.11% -0.67% -0.26% 8.74% 12.28%
Subndice de Bonos Largos emitidos en dlares 8,112.994 -0.34% -0.24% -0.19% 6.15% 74.14%
Indice de Bonos General 8,371.748 -0.29% -0.37% -0.33% 5.89% 100.00%
(*)Composicion ndices: Subndice de Bonos Cortos emitidos en pesos (NF18, PR15, AMX9, AO17, AM20), Subndice de Bonos Cortos emitidos en dlares (AM18,
AS17, AO20), Subndice de Bonos Largos emitidos en pesos (PR13, DICP, PARP, TC21), Subndice de Bonos Largos emitidos en dlares (PARA, DICY, PARY,
DICA, AY24, AA21, AA26, AA46, A2E7, A2E2).
Indice de Bonos (Medido en Dlares)

08-Jun-17
Indice de Bonos IAMC (Base 1/1/95=100)

Valor al Variacin Variacin Variacin Variacin Ponderacin*
Diaria al Semanal al Mensual al Anual al
08-Jun-17 07-Jun-17 02-Jun-17 31-May-17 29-Dic-16
Subndice de Bonos Cortos emitidos en pesos 1,203.998 0.51% -0.32% -0.05% 7.28% 7.31%
Subndice de Bonos Cortos emitidos en dlares 213.963 -0.31% -0.65% -0.31% -0.42% 6.27%
Subndice de Bonos Largos emitidos en pesos 1,814.546 0.21% -0.30% 0.71% 8.59% 12.28%
Subndice de Bonos Largos emitidos en dlares 509.665 -0.02% 0.14% 0.78% 6.00% 74.14%
Indice de Bonos General 525.532 0.02% 0.00% 0.64% 5.74% 100.00%
(*)Composicion ndices: Subndice de Bonos Cortos emitidos en pesos (NF18, PR15, AMX9, AO17, AM20), Subndice de Bonos Cortos emitidos en dlares (AM18,
AS17, AO20), Subndice de Bonos Largos emitidos en pesos (PR13, DICP, PARP, TC21), Subndice de Bonos Largos emitidos en dlares (PARA, DICY, PARY,
DICA, AY24, AA21, AA26, AA46, A2E7, A2E2).
Curvas de Rendimientos
Curva en Pesos + CER y en Dlares
Pg.9
Anexo A Anlisis de opciones 08/06/2017
Negociacin Tericos(c/vol hist.) Implcitos
Serie
Precio cierre Variacin Mnimo Mximo Lotes Volumen ($) lt. precio prima/ Prima terica Delta Efecto Volat. Delta
de la prima cot. subyac. Palanca Implcit
Opciones de Compra
Vencimiento Junio - 16/06/2017 - 8 das - Tasa Baibar 24.88%
AEN Cotizacin Subyacente: 11.200 Volatilidad Histrica del subyacente 40 ruedas: 89.71%
AENC7.00JU 4.300 -14.00% 4.300 5.200 120 58,950 38.39% 4.239 1.000 2.64% 0.959
AENC7.50JU 4.200 -28.81% 3.850 4.200 42 16,590 37.50% 3.742 0.999 2.99% 0.864
AENC10.0JU 1.100 -33.33% 1.100 1.650 330 48,780 9.82% 1.400 0.830 6.64% 0.00% 1.000
AENC11.0JU 0.700 -65.00% 0.700 0.700 112 7,840 6.25% 0.729 0.596 9.15% 85.15% 0.598
AENC11.5JU 0.300 -25.00% 0.300 0.300 80 2,400 2.68% 0.492 0.464 10.56% 60.57% 0.426
AENC12.0JU 0.220 -26.67% 0.150 0.220 66 1,067 1.96% 0.318 0.342 12.05% 73.36% 0.300
AENC13.0JU 0.042 -65.00% 0.040 0.095 555 2,750 0.38% 0.116 0.157 15.13% 67.57% 0.085
AENC14.0JU 0.028 -44.00% 0.020 0.045 136 314 0.25% 0.036 0.059 18.32% 85.22% 0.050
ALUA Cotizacin Subyacente: 11.350 Volatilidad Histrica del subyacente 40 ruedas: 24.99%
ALUC5.80JU 5.815 3.84% 5.600 5.815 810 470,585 51.23% 5.582 1.000 2.03% 0.933
ALUC9.40JU 1.900 -15.56% 1.900 1.900 4 760 16.74% 2.002 1.000 5.67% 0.00% 1.000
ALUC10.75J 0.750 0.00% 0.750 0.750 295 22,125 6.61% 0.669 0.948 16.09% 48.41% 0.807
ALUC11.2JU 0.400 -6.98% 0.400 0.450 232 10,280 3.52% 0.294 0.700 27.03% 42.12% 0.630
APBR Cotizacin Subyacente: 67.850 Volatilidad Histrica del subyacente 40 ruedas: 49.12%
PBRC62.4JU 7.000 12.00% 7.000 7.000 1 700 10.32% 6.050 0.895 10.04% 86.36% 0.776
PBRC66.4JU 2.800 -3.45% 2.300 3.000 367 93,290 4.13% 2.995 0.658 14.91% 43.82% 0.673
PBRC70.4JU 1.050 -15.93% 0.800 1.311 6,882 714,784 1.55% 1.114 0.348 21.18% 47.41% 0.341
PBRC74.4JU 0.211 -32.15% 0.170 0.300 8,792 200,141 0.31% 0.301 0.126 28.33% 44.49% 0.102
PBRC78.4JU 0.067 -4.29% 0.030 0.080 2,405 14,940 0.10% 0.059 0.031 36.08% 50.22% 0.034
PBRC82.4JU 0.030 0.00% 0.020 0.030 271 808 0.04% 0.008 0.006 44.22% 57.29% 0.015
PBRC86.4JU 0.030 20.00% 0.030 0.030 40 120 0.04% 0.001 0.001 52.57% 69.35% 0.013
PBRC110.JU 0.015 -25.00% 0.014 0.019 2,045 3,032 0.02% 0.000 0.000 - 117.96% 0.004
AUSO Cotizacin Subyacente: 91.500 Volatilidad Histrica del subyacente 40 ruedas: 28.36%
AUSC71923J 19.577 -11.01% 18.000 19.577 71 134,218 21.40% 19.974 1.000 4.58% 0.00% 1.000
BHIP Cotizacin Subyacente: 6.900 Volatilidad Histrica del subyacente 40 ruedas: 27.14%
BHIC6.05JU 0.980 22.50% 0.980 0.980 10 980 14.20% 0.883 1.000 7.81% 101.43% 0.837
BOLT Cotizacin Subyacente: 9.600 Volatilidad Histrica del subyacente 40 ruedas: 60.62%
BOLC9.00JU 3.900 14.71% 3.200 3.950 132 45,990 40.63% 0.755 0.794 10.10% 0.716
BOLC10.0JU 3.240 47.27% 2.200 3.240 441 123,065 33.75% 0.206 0.365 16.99% 0.660
BOLC12.0JU 1.200 140.00% 0.800 1.200 194 19,060 12.50% 0.003 0.009 34.23% 0.433
CAPX Cotizacin Subyacente: 71.500 Volatilidad Histrica del subyacente 40 ruedas: 45.31%
CAPC35.0JU 37.000 -7.50% 37.000 40.000 25 97,000 51.75% 36.693 1.000 1.95% 0.976
CECO2 Cotizacin Subyacente: 14.500 Volatilidad Histrica del subyacente 40 ruedas: 42.68%
CECC14.0JU 0.750 -28.57% 0.750 0.750 7 525 5.17% 0.720 0.749 15.07% 46.91% 0.731
CELU Cotizacin Subyacente: 13.550 Volatilidad Histrica del subyacente 40 ruedas: 19.88%
CELC14.0JU 0.090 -85.00% 0.090 0.090 400 3,600 0.66% 0.040 0.184 62.69% 28.15% 0.266
COME Cotizacin Subyacente: 3.480 Volatilidad Histrica del subyacente 40 ruedas: 39.86%
COMC2.00JU 1.470 -3.29% 1.470 1.480 105 15,440 42.24% 1.491 1.000 2.33% 0.00% 1.000
COMC2.60JU 0.880 -12.00% 0.880 0.880 32 2,816 25.29% 0.894 1.000 3.89% 0.00% 1.000
COMC3.00JU 0.480 -22.58% 0.480 0.530 454 22,378 13.79% 0.497 0.996 6.97% 0.00% 1.000
COMC3.15JU 0.350 -19.54% 0.350 0.350 250 8,750 10.06% 0.350 0.964 9.57% 38.89% 0.967
COMC3.30JU 0.200 -17.01% 0.200 0.270 2,526 56,586 5.75% 0.215 0.845 13.66% 22.43% 0.962
COMC3.45JU 0.075 -37.50% 0.070 0.120 5,814 51,892 2.16% 0.109 0.606 19.39% 22.60% 0.669
COMC3.60JU 0.024 -38.46% 0.023 0.041 10,468 30,004 0.69% 0.043 0.327 26.51% 29.32% 0.265
COMC3.75JU 0.009 -30.77% 0.009 0.013 1,231 1,286 0.26% 0.013 0.128 34.56% 36.00% 0.103
COMC3.90JU 0.002 -71.43% 0.002 0.004 1,575 355 0.06% 0.003 0.036 43.31% 37.38% 0.028
COMC4.05JU 0.002 -60.00% 0.002 0.002 329 65 0.06% 0.001 0.008 52.58% 47.94% 0.022
CRES Cotizacin Subyacente: 30.600 Volatilidad Histrica del subyacente 40 ruedas: 22.57%
CREC30.0JU 1.700 -15.00% 1.700 1.700 25 4,250 5.56% 0.898 0.779 26.55% 71.34% 0.615
CREC32.0JU 0.150 -70.00% 0.150 0.300 464 8,652 0.49% 0.063 0.125 60.67% 30.30% 0.199
CREC33.0JU 0.150 -57.14% 0.150 0.300 29 555 0.49% 0.007 0.020 82.52% 43.79% 0.149
CREC34.0JU 0.100 -44.44% 0.080 0.180 76 796 0.33% 0.000 0.002 - 49.97% 0.096
CREC35.0JU 0.050 -50.00% 0.030 0.050 222 957 0.16% 0.000 0.000 - 51.87% 0.052
CREC36.0JU 0.100 0.00% 0.050 0.100 67 385 0.33% 0.000 0.000 - 70.00% 0.073
EDN Cotizacin Subyacente: 24.450 Volatilidad Histrica del subyacente 40 ruedas: 31.74%
EDNC27.0JU 0.400 33.33% 0.400 0.400 3 120 1.64% 0.011 0.025 57.02% 82.08% 0.241
ERAR Cotizacin Subyacente: 11.300 Volatilidad Histrica del subyacente 40 ruedas: 25.10%
ERAC10034J 1.500 -11.76% 1.500 1.500 19 2,850 13.27% 1.321 1.000 8.55% 99.96% 0.818
ERAC10834J 0.600 -14.29% 0.600 0.750 416 28,087 5.31% 0.546 0.902 18.68% 38.95% 0.802
ERAC11734J 0.122 22.00% 0.115 0.122 384 4,635 1.08% 0.046 0.200 48.69% 39.11% 0.301
ERAC12734J 0.010 0.00% 0.010 0.010 10 10 0.09% 0.000 0.001 - 41.90% 0.036
A-1
Serie
FRAN Cotizacin Subyacente: 104.650 Volatilidad Histrica del subyacente 40 ruedas: 29.99%
FRAC78.0JU 28.500 -13.64% 28.500 28.500 19 54,150 27.23% 27.080 1.000 3.86% 173.61% 0.901
FRAC102.JU 4.500 -38.36% 4.500 5.010 23 10,753 4.30% 3.874 0.764 20.64% 42.15% 0.701
FRAC108.JU 2.400 -20.00% 1.000 2.400 19 2,170 2.29% 0.824 0.288 36.59% 57.31% 0.397
FRAC114.JU 1.500 -25.00% 1.500 1.500 1 150 1.43% 0.071 0.039 56.77% 71.11% 0.241
GGAL Cotizacin Subyacente: 70.500 Volatilidad Histrica del subyacente 40 ruedas: 24.86%
GFGC51815J 18.700 -6.50% 18.700 20.000 34 67,350 26.52% 18.971 1.000 3.72% 0.00% 1.000
GFGC54815J 15.800 -15.05% 15.800 18.220 71 122,588 22.41% 15.987 1.000 4.41% 0.00% 1.000
GFGC55815J 15.200 -13.14% 15.200 15.200 20 30,400 21.56% 14.993 1.000 4.70% 99.34% 0.954
GFGC57815J 15.100 -7.93% 15.100 15.100 1 1,510 21.42% 13.004 1.000 5.42% 176.57% 0.818
GFGC59815J 10.700 -21.32% 9.600 11.400 172 191,985 15.18% 11.015 1.000 6.40% 0.00% 1.000
GFGC61815J 8.800 -24.46% 8.100 9.700 218 189,680 12.48% 9.026 1.000 7.81% 0.00% 1.000
GFGC63815J 7.000 -26.39% 6.500 9.000 1,995 1,441,636 9.93% 7.038 0.998 9.99% 0.00% 1.000
GFGC65815J 5.300 -28.38% 4.000 7.300 982 546,394 7.52% 5.069 0.978 13.61% 42.35% 0.887
GFGC67815J 3.300 -40.00% 2.800 5.100 1,376 451,119 4.68% 3.203 0.888 19.54% 29.20% 0.851
GFGC69815J 2.100 -45.45% 1.490 3.000 3,070 580,860 2.98% 1.656 0.667 28.39% 36.19% 0.622
GFGC71815J 1.150 -50.00% 0.610 2.600 3,387 374,369 1.63% 0.653 0.370 40.00% 37.15% 0.418
GFGC74.0JU 0.550 -53.39% 0.270 0.800 5,964 259,220 0.78% 0.163 0.127 54.99% 38.68% 0.237
GFGC76.0JU 0.250 -50.00% 0.159 0.575 2,552 79,720 0.35% 0.032 0.031 70.34% 39.49% 0.124
GFGC78.0JU 0.100 -60.00% 0.100 0.100 45 450 0.14% 0.004 0.005 86.91% 39.86% 0.057
GFGC80.0JU 0.100 -44.44% 0.100 0.120 761 8,140 0.14% 0.000 0.001 - 47.97% 0.049
JMIN Cotizacin Subyacente: 48.000 Volatilidad Histrica del subyacente 40 ruedas: 27.96%
JMIC34.94J 13.000 -0.76% 13.000 13.000 3 3,900 27.08% 13.253 1.000 3.62% 0.00% 1.000
JMIC39.94J 8.100 -7.95% 8.100 8.100 3 2,430 16.88% 8.280 1.000 5.80% 0.00% 1.000
JMIC44.0JU 4.500 -18.18% 4.500 4.500 5 2,250 9.38% 4.251 0.988 11.15% 55.95% 0.875
JMIC46.0JU 2.400 -20.00% 2.400 2.400 8 1,920 5.00% 2.374 0.880 17.79% 29.71% 0.866
MIRG Cotizacin Subyacente: 361.000 Volatilidad Histrica del subyacente 40 ruedas: 37.27%
MIRC32839J 33.000 35.25% 27.000 36.000 30 98,275 9.14% 34.690 0.967 10.06% 0.00% 1.000
MIRC35839J 9.000 7.14% 9.000 13.500 14 17,547 2.49% 10.451 0.602 20.79% 30.24% 0.620
PAMP Cotizacin Subyacente: 40.350 Volatilidad Histrica del subyacente 40 ruedas: 27.04%
PAMC28.1JU 12.600 0.80% 12.600 12.600 10 12,600 31.23% 12.405 1.000 3.25% 157.02% 0.954
PAMC31.1JU 9.400 1.08% 9.400 9.400 15 14,100 23.30% 9.421 1.000 4.28% 0.00% 1.000
PAMC34.1JU 6.650 1.53% 6.650 6.650 20 13,300 16.48% 6.438 1.000 6.27% 88.32% 0.917
PAMC35.1JU 5.500 5.77% 5.200 5.500 93 49,800 13.63% 5.444 1.000 7.41% 56.82% 0.960
PAMC36.1JU 4.500 12.50% 4.300 4.600 218 98,950 11.15% 4.450 0.998 9.05% 46.70% 0.957
PAMC37.1JU 3.950 23.44% 3.200 3.950 121 40,840 9.79% 3.462 0.988 11.51% 73.65% 0.808
PAMC38.1JU 2.000 -14.89% 2.000 2.000 20 4,000 4.96% 2.500 0.943 15.22% 0.00% 1.000
PAMC39.1JU 1.690 16.55% 1.200 1.900 346 56,762 4.19% 1.621 0.826 20.56% 31.27% 0.793
PAMC40.1JU 0.900 0.00% 0.600 1.050 839 68,732 2.23% 0.908 0.622 27.66% 26.71% 0.624
PAMC41.1JU 0.500 0.00% 0.266 0.550 795 33,431 1.24% 0.424 0.382 36.35% 30.33% 0.396
PAMC42.1JU 0.200 -20.00% 0.111 0.300 1,021 16,559 0.50% 0.162 0.185 46.23% 29.36% 0.206
PETR Cotizacin Subyacente: 90.450 Volatilidad Histrica del subyacente 40 ruedas: 35.35%
PETC90.0JU 2.300 -28.13% 2.300 2.300 10 2,300 2.54% 2.402 0.589 22.20% 33.42% 0.593
TECO2 Cotizacin Subyacente: 81.000 Volatilidad Histrica del subyacente 40 ruedas: 26.70%
TECC60.6JU 20.000 -9.09% 20.000 20.000 5 10,000 24.69% 20.734 1.000 3.91% 0.00% 1.000
TGNO4 Cotizacin Subyacente: 33.700 Volatilidad Histrica del subyacente 40 ruedas: 35.77%
TGNC19.0JU 14.900 2.76% 14.500 14.900 11 16,150 44.21% 14.805 1.000 2.28% 0.978
TGNC23.0JU 11.300 10.78% 11.300 11.300 2 2,260 33.53% 10.827 1.000 3.11% 0.916
TRAN Cotizacin Subyacente: 28.450 Volatilidad Histrica del subyacente 40 ruedas: 29.08%
TRAC21.0JU 7.300 -2.67% 7.300 7.300 35 25,550 25.66% 7.566 1.000 3.76% 0.00% 1.000
TRAC24.0JU 4.549 -2.17% 4.549 4.650 108 49,371 15.99% 4.582 1.000 6.21% 0.00% 1.000
TRAC26.0JU 2.500 -10.71% 2.500 2.500 5 1,250 8.79% 2.599 0.987 10.80% 0.00% 1.000
YPFD Cotizacin Subyacente: 383.950 Volatilidad Histrica del subyacente 40 ruedas: 24.85%
YPFC360.JU 24.100 -22.88% 24.100 30.100 16 42,650 6.28% 26.091 0.972 14.30% 0.00% 1.000
YPFC380.JU 11.000 -17.60% 10.000 15.000 105 123,900 2.86% 9.160 0.673 28.19% 33.55% 0.634
YPFC400.JU 2.600 -48.00% 2.500 4.102 91 31,834 0.68% 1.311 0.174 51.03% 32.70% 0.241
YPFC420.JU 0.600 -60.00% 0.500 0.600 8 450 0.16% 0.058 0.012 79.54% 36.90% 0.066
Vencimiento Agosto - 18/08/2017 - 71 das - Tasa Baibar 24.88%
AEN Cotizacin Subyacente: 11.200 Volatilidad Histrica del subyacente 40 ruedas: 89.71%
AENC7.00AG 4.500 -25.00% 4.128 4.789 6 2,739 40.18% 4.689 0.933 2.23% 0.00% 1.000
AENC10.0AG 2.100 -20.75% 2.100 2.600 167 38,870 18.75% 2.607 0.728 3.13% 57.75% 0.777
AENC13.0AG 1.011 -22.23% 1.000 1.150 271 28,708 9.03% 1.330 0.479 4.04% 73.57% 0.443
AENC15.0AG 0.650 -23.53% 0.650 0.656 41 2,665 5.80% 0.827 0.341 4.61% 79.79% 0.306
AGRO Cotizacin Subyacente: 45.350 Volatilidad Histrica del subyacente 40 ruedas: 36.20%
AGRC26.0AG 21.500 -4.44% 21.500 21.500 38 81,700 47.41% 20.595 1.000 2.20% 112.76% 0.928
A-2
Serie
ALUA Cotizacin Subyacente: 11.350 Volatilidad Histrica del subyacente 40 ruedas: 24.99%
ALUC9.40AG 2.600 0.00% 2.600 2.600 10 2,600 22.91% 2.407 0.986 4.65% 53.61% 0.868
ALUC12.1AG 0.600 20.00% 0.600 0.600 94 5,640 5.29% 0.425 0.469 12.50% 33.69% 0.490
PBRC66.4AG 7.200 -4.00% 7.000 7.600 59 43,410 10.61% 8.301 0.668 5.46% 38.94% 0.690
PBRC70.4AG 5.250 -2.80% 4.800 5.600 370 195,105 7.74% 6.278 0.565 6.11% 40.46% 0.563
PBRC74.4AG 3.750 1.35% 3.400 4.000 699 258,804 5.53% 4.645 0.465 6.79% 41.63% 0.444
PBRC78.4AG 2.500 -3.85% 2.200 2.990 357 82,943 3.68% 3.370 0.371 7.48% 41.35% 0.334
PBRC82.4AG 1.500 -9.09% 1.450 1.500 32 4,785 2.21% 2.402 0.289 8.16% 39.92% 0.233
PBRC86.4AG 0.900 -10.00% 0.766 1.000 96 7,854 1.33% 1.683 0.219 8.85% 39.49% 0.156
BHIC6.05AG 1.900 -20.83% 1.900 1.900 3 570 27.54% 1.162 0.940 5.58% 112.78% 0.729
BOLC13.0AG 1.300 0.00% 1.250 1.300 160 20,670 13.54% 0.270 0.209 7.43% 127.79% 0.435
CAPX Cotizacin Subyacente: 71.500 Volatilidad Histrica del subyacente 40 ruedas: 45.31%
CAPC60.0AG 18.000 -18.18% 18.000 21.000 68 136,200 25.17% 15.227 0.888 4.17% 80.24% 0.790
CELC14.5AG 0.880 -12.00% 0.880 0.880 13 1,144 6.49% 0.364 0.433 16.12% 41.43% 0.496
COMC3.00AG 0.700 -17.65% 0.700 0.750 88 6,175 20.11% 0.661 0.886 4.67% 51.30% 0.837
COMC3.15AG 0.550 -8.33% 0.550 0.580 256 14,380 15.80% 0.545 0.823 5.26% 41.16% 0.817
COMC3.30AG 0.360 -20.00% 0.360 0.380 122 4,630 10.34% 0.440 0.747 5.91% 21.20% 0.871
COMC3.60AG 0.200 -17.36% 0.199 0.219 1,030 21,240 5.75% 0.271 0.569 7.32% 28.22% 0.573
COMC3.75AG 0.140 -22.22% 0.140 0.175 2,603 40,381 4.02% 0.206 0.478 8.07% 29.11% 0.447
COMC3.90AG 0.080 -27.27% 0.080 0.100 850 7,700 2.30% 0.154 0.390 8.84% 27.03% 0.316
COMC4.20AG 0.050 -23.08% 0.050 0.055 520 2,760 1.44% 0.081 0.243 10.40% 32.97% 0.191
CREC30.0AG 2.900 -17.14% 2.900 3.000 30 8,800 9.48% 2.469 0.770 9.54% 32.30% 0.710
CREC32.0AG 1.500 -26.83% 1.500 1.600 58 8,880 4.90% 1.288 0.537 12.76% 26.50% 0.538
DGCU2 Cotizacin Subyacente: 28.300 Volatilidad Histrica del subyacente 40 ruedas: 46.69%
DGCC32.0AG 2.500 -10.71% 2.500 2.500 17 4,250 8.83% 1.494 0.400 7.59% 67.08% 0.461
ERAC10834G 1.050 -12.50% 1.050 1.050 50 5,250 9.29% 1.125 0.809 8.13% 19.03% 0.869
FRAN Cotizacin Subyacente: 104.650 Volatilidad Histrica del subyacente 40 ruedas: 29.99%
FRAC90.0AG 25.000 0.00% 25.000 25.000 3 7,500 23.89% 19.328 0.942 5.10% 80.44% 0.770
FRAC102.AG 11.500 -28.13% 11.500 11.500 13 14,950 10.99% 9.943 0.735 7.73% 39.84% 0.695
FRAC114.AG 5.000 -28.57% 5.000 6.000 7 3,700 4.78% 3.924 0.418 11.14% 35.89% 0.441
GFGC65815G 9.000 -20.35% 9.000 11.000 50 51,700 12.77% 8.373 0.869 7.32% 33.03% 0.810
GFGC69815G 6.100 -25.61% 6.100 8.000 80 59,150 8.65% 5.447 0.722 9.34% 30.91% 0.690
GFGC71815G 5.400 -21.74% 5.200 6.000 177 97,560 7.66% 4.235 0.630 10.49% 34.62% 0.609
GFGC74.0AG 4.050 -28.95% 4.000 5.750 719 324,155 5.74% 3.126 0.524 11.82% 32.28% 0.530
GFGC76.0AG 3.500 -26.32% 3.500 4.750 156 61,950 4.96% 2.301 0.428 13.12% 34.55% 0.463
GFGC78.0AG 2.500 -37.50% 2.500 3.100 45 12,360 3.55% 1.651 0.339 14.47% 32.10% 0.385
GFGC80.0AG 2.100 -34.38% 2.000 3.200 1,271 334,800 2.98% 1.154 0.259 15.84% 33.61% 0.329
PAMP Cotizacin Subyacente: 40.350 Volatilidad Histrica del subyacente 40 ruedas: 27.04%
PAMC19.0AG 21.200 -7.83% 21.200 21.200 7 14,840 52.54% 22.260 1.000 1.81% 0.00% 1.000
PAMC30.1AG 12.100 -10.37% 12.000 12.100 9 10,870 29.99% 11.694 0.998 3.44% 59.41% 0.923
PAMC32.1AG 10.000 0.00% 10.000 10.000 2 2,000 24.78% 9.802 0.991 4.08% 42.82% 0.940
PAMC39.1AG 4.500 -15.09% 4.500 4.500 10 4,500 11.15% 3.820 0.768 8.11% 38.66% 0.710
PAMC40.1AG 4.000 8.11% 4.000 4.000 20 8,000 9.91% 3.160 0.699 8.92% 40.05% 0.655
PAMC41.1AG 3.380 12.29% 2.850 3.380 282 83,868 8.38% 2.573 0.624 9.78% 38.80% 0.604
PAMC42.1AG 2.800 7.69% 2.550 2.990 360 97,339 6.94% 2.062 0.546 10.68% 37.44% 0.549
PETR Cotizacin Subyacente: 90.450 Volatilidad Histrica del subyacente 40 ruedas: 35.35%
PETC95.0AG 4.000 -11.11% 4.000 4.400 45 18,800 4.42% 5.660 0.531 8.49% 24.97% 0.522
TGNO4 Cotizacin Subyacente: 33.700 Volatilidad Histrica del subyacente 40 ruedas: 35.77%
TGNC19.0AG 15.500 0.00% 15.500 15.500 10 15,500 45.99% 15.610 1.000 2.16% 0.00% 1.000
TRAN Cotizacin Subyacente: 28.450 Volatilidad Histrica del subyacente 40 ruedas: 29.08%
TRAC28.0AG 2.700 -14.29% 2.700 2.700 12 3,240 9.49% 2.490 0.715 8.17% 33.90% 0.694
TS Cotizacin Subyacente: 242.000 Volatilidad Histrica del subyacente 40 ruedas: 29.73%
TS.C26451G 10.000 25.00% 10.000 10.000 6 6,000 4.13% 8.659 0.407 11.37% 32.94% 0.421
A-3
Serie
YPFC340.AG 66.000 -5.71% 66.000 70.000 6 40,720 17.19% 61.254 0.945 5.93% 40.40% 0.851
YPFC380.AG 32.000 -11.11% 32.000 34.000 2 6,600 8.33% 29.800 0.724 9.32% 28.64% 0.702
YPFC400.AG 20.100 -19.60% 20.100 22.100 9 19,070 5.24% 18.427 0.551 11.49% 27.34% 0.551
YPFC420.AG 20.000 -13.04% 20.000 20.000 4 8,000 5.21% 10.431 0.377 13.88% 39.28% 0.442
Vencimiento Octubre - 20/10/2017 - 134 das - Tasa Baibar 24.88%
PBRC94.4OC 1.000 0.00% 1.000 1.000 30 3,000 1.47% 2.770 0.260 6.37% 34.11% 0.150
BHIC6.85OC 1.100 0.00% 1.100 1.100 50 5,500 15.94% 0.838 0.754 6.21% 45.54% 0.691
BOLC10.0OC 4.500 28.57% 4.500 4.710 70 31,920 46.88% 1.628 0.627 3.70% 198.25% 0.741
CELC13.0OC 2.100 5.00% 2.000 2.100 13 2,710 15.50% 1.804 0.878 6.60% 33.61% 0.775
ERAC11.75O 1.750 -12.50% 1.750 1.750 50 8,750 15.49% 1.007 0.665 7.46% 53.88% 0.628
GFGC74.0OC 7.000 -6.67% 7.000 8.000 86 63,450 9.93% 5.867 0.643 7.73% 31.87% 0.627
Opciones de Venta
Vencimiento Junio - 16/06/2017 - 8 das - Tasa Baibar 24.88%
PBRV18.4JU 0.006 20.00% 0.006 0.006 100 60 0.01% 0.000 0.000 - -0.001
PBRV58.4JU 0.030 -80.00% 0.010 0.030 328 978 0.04% 0.028 -0.015 37.71% 49.71% -0.016
PBRV62.4JU 0.200 -33.33% 0.120 0.200 388 5,208 0.29% 0.256 -0.105 27.70% 45.90% -0.090
PBRV66.4JU 0.699 16.50% 0.500 0.750 1,255 76,375 1.03% 1.179 -0.342 19.67% 35.86% -0.297
PBRV70.4JU 2.900 1.75% 2.900 3.250 601 188,145 4.27% 3.276 -0.652 13.51% 38.82% -0.696
PBRV74.4JU 5.450 -0.62% 5.450 7.100 51 33,617 8.03% 6.441 -0.874 9.21% 0.00% 0.000
PBRV78.4JU 11.000 10.00% 11.000 11.000 3 3,300 16.21% 10.177 -0.969 6.46% 94.79% -0.819
COMV3.60JU 0.140 -8.50% 0.140 0.200 258 4,359 4.02% 0.143 -0.673 16.36% 38.20% -0.681
CREV30.0JU 0.350 -22.22% 0.350 0.400 29 1,045 1.14% 0.133 -0.221 50.90% 36.94% -0.313
GFGV10815J 0.005 150.00% 0.005 0.005 43 21 0.01% 0.000 0.000 - 0.000
GFGV59815J 0.040 -33.33% 0.040 0.040 10 40 0.06% 0.000 0.000 - 55.68% -0.018
GFGV61815J 0.100 100.00% 0.070 0.100 65 485 0.14% 0.000 0.000 - 54.40% -0.042
GFGV63815J 0.200 471.43% 0.100 0.280 410 9,100 0.28% 0.002 -0.002 92.38% 51.44% -0.079
GFGV65815J 0.200 33.33% 0.150 0.350 503 11,995 0.28% 0.021 -0.021 72.23% 39.64% -0.099
GFGV67815J 0.500 212.50% 0.180 0.500 125 3,452 0.71% 0.144 -0.112 54.77% 38.54% -0.212
GFGV69815J 1.100 100.00% 0.550 1.100 49 4,840 1.56% 0.586 -0.333 40.08% 37.93% -0.383
GFGV71815J 2.900 274.68% 0.700 2.900 116 21,060 4.11% 1.572 -0.630 28.24% 57.20% -0.544
GFGV74.0JU 3.500 66.67% 2.100 4.100 233 73,915 4.96% 3.255 -0.873 18.90% 34.14% -0.793
YPFV380.JU 6.000 100.00% 3.000 6.000 15 6,540 1.56% 3.115 -0.328 40.37% 38.38% -0.380
YPFV400.JU 15.000 50.00% 10.000 15.000 11 15,900 3.91% 15.155 -0.826 20.92% 23.78% -0.837
Vencimiento Agosto - 18/08/2017 - 71 das - Tasa Baibar 24.88%
PBRV58.4AG 0.800 14.29% 0.800 0.800 5 400 1.18% 1.311 -0.153 7.94% 41.40% -0.120
PBRV66.4AG 2.500 - 1.500 2.500 31 5,700 3.68% 3.671 -0.333 6.15% 38.28% -0.308
PBRV70.4AG 4.100 0.00% 4.000 4.300 339 139,522 6.04% 5.457 -0.435 5.40% 37.69% -0.438
PBRV74.4AG 6.700 11.67% 6.650 6.700 228 152,735 9.87% 7.632 -0.535 4.76% 41.32% -0.557
CREV30.0AG 0.800 -15.79% 0.800 0.800 28 2,240 2.61% 0.433 -0.231 16.31% 30.92% -0.284
GFGV10815G 0.017 112.50% 0.017 0.017 20 34 0.02% 0.000 0.000 - 158.57% -0.001
GFGV64.0AG 1.250 -6.02% 0.700 1.250 503 51,612 1.77% 0.315 -0.084 18.90% 38.83% -0.176
GFGV65815G 1.500 87.50% 1.000 1.500 70 8,500 2.13% 0.537 -0.131 17.18% 36.86% -0.211
GFGV74.0AG 5.000 66.67% 5.000 5.500 119 62,150 7.09% 3.082 -0.476 10.88% 40.26% -0.463
TS Cotizacin Subyacente: 242.000 Volatilidad Histrica del subyacente 40 ruedas: 29.73%
TS.V240.AG 5.000 -28.57% 5.000 5.000 8 4,000 2.07% 6.784 -0.308 11.00% 24.93% -0.283
YPFV360.AG 5.000 -44.44% 5.000 5.000 20 10,000 1.30% 3.158 -0.139 16.93% 29.34% -0.175
YPFV380.AG 9.000 0.00% 9.000 9.000 20 18,000 2.34% 7.654 -0.276 13.87% 27.18% -0.290
A-4
Serie
YPFV400.AG 18.000 - 18.000 18.000 20 36,000 4.69% 15.323 -0.449 11.24% 28.82% -0.449
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-5
Anexo B Posiciones Abiertas por Especie al 07/06/2017
Posiciones (nominales) - Open Interest -
Especie Serie
cubiertas opuestas cruzadas descubiertas total Variacin c/ da anterior
Opciones de Compra
AEN AENC10.0JU 482,200 15,700 10,036 53,064 561,000 -14,900
1 AENC10.5JU 26,000 3,000 0 2,000 31,000 0
2 AENC11.0JU 69,900 27,100 0 18,100 115,100 0
3 AENC11.5JU 74,700 39,200 482 37,818 152,200 4,100
4 AENC12.0JU 125,300 80,200 16,610 68,690 290,800 6,100
5 AENC13.0JU 540,600 90,100 41,121 159,679 831,500 -14,000
6 AENC14.0JU 104,600 74,700 0 56,100 235,400 7,700
7 AENC5.50JU 35,900 1,000 0 4,900 41,800 0
8 AENC7.00JU 230,500 6,589 5,900 13,411 256,400 -4,500
9 AENC7.50JU 54,200 8,956 5,044 56,100 124,300 0
10 AENC8.50JU 24,900 3,000 0 8,800 36,700 0
11
Total Call Junio 1,768,800 349,545 79,193 478,662 2,676,200 -15,500
AENC10.0AG 126,200 3,200 0 65,200 194,600 37,100
12 AENC10.5AG 4,000 0 0 0 4,000 0
13 AENC11.5AG 108,900 0 12,000 37,200 158,100 0
14 AENC12.0AG 1,100 0 0 0 1,100 0
15 AENC13.0AG 167,900 33,900 3,700 23,800 229,300 600
16 AENC14.0AG 102,200 63,000 0 34,900 200,100 800
17 AENC15.0AG 97,400 62,100 0 1,500 161,000 2,500
18 AENC5.50AG 104,600 11,011 13,189 1,800 130,600 0
19 AENC7.00AG 246,700 2,500 100 33,700 283,000 0
20 AENC8.00AG 4,200 5,700 0 44,000 53,900 3,000
21 AENC9.50AG 4,800 0 0 0 4,800 0
22
Total Call Agosto 968,000 181,411 28,989 242,100 1,420,500 44,000
AENC10.0OC 16,500 58,500 0 52,100 127,100 0
23 AENC9.50OC 66,300 0 0 2,700 69,000 2,000
24
Total Call Octubre 82,800 58,500 0 54,800 196,100 2,000
AGRO AGRC26.0JU 10,800 0 0 900 11,700 0
1 AGRC41.0JU 11,400 0 300 3,700 15,400 -100
2 AGRC46.0JU 8,200 0 0 3,100 11,300 0
3 AGRC47.0JU 7,500 1,500 0 0 9,000 0
4
Total Call Junio 37,900 1,500 300 7,700 47,400 -100
AGRC26.0AG 18,000 200 0 6,800 25,000 0
5 AGRC41.0AG 0 0 0 2,000 2,000 0
6 AGRC46.0AG 300 0 0 1,200 1,500 200
7 AGRC47.0AG 0 0 0 400 400 0
8
Total Call Agosto 18,300 200 0 10,400 28,900 200
ALUA ALUC10.75J 274,100 18,300 45,000 5,400 342,800 -18,500
1 ALUC11.2JU 129,400 69,900 3,300 43,700 246,300 -47,500
2 ALUC12.1JU 1,073,000 88,738 2,662 130,300 1,294,700 9,700
3 ALUC12.5JU 16,000 102,000 0 8,000 126,000 0
4 ALUC5.80JU 546,900 36,600 348,628 21,272 953,400 0
5 ALUC9.40JU 1,194,700 18,800 55,700 4,400 1,273,600 -12,300
6 ALUC9.85JU 25,300 0 0 0 25,300 0
7
Total Call Junio 3,259,400 334,338 455,290 213,072 4,262,100 -68,600
ALUC10.75G 197,900 0 18,218 169,782 385,900 0
8 ALUC12.1AG 75,600 0 17,193 19,107 111,900 0
9 ALUC5.80AG 113,100 5,000 165,000 0 283,100 0
10 ALUC9.40AG 68,600 0 24,500 3,000 96,100 0
11
Total Call Agosto 455,200 5,000 224,911 191,889 877,000 0
ALUC10.75O 227,800 41,600 66,400 7,100 342,900 15,000
12 ALUC12.1OC 5,400 0 8,000 100,700 114,100 0
13 ALUC8.50OC 0 0 2,000 0 2,000 0
14 ALUC9.40OC 8,400 0 20,000 0 28,400 0
15
Total Call Octubre 241,600 41,600 96,400 107,800 487,400 15,000
APBR PBRC110.JU 23,300 209,500 0 1,302,100 1,534,900 228,800
1 PBRC18.4JU 100 800 200 200 1,300 0
2 PBRC22.4JU 200 0 0 100 300 0
3 PBRC58.4JU 6,500 1,100 1,000 1,100 9,700 0
4 PBRC62.4JU 2,700 23,400 21,300 2,200 49,600 2,000
5 PBRC66.4JU 26,500 26,310 55,801 69,589 178,200 900
6 PBRC70.4JU 334,000 320,576 76,066 602,958 1,333,600 180,000
7 PBRC74.4JU 507,100 356,077 64,955 1,917,968 2,846,100 -49,000
8 PBRC78.4JU 292,800 843,940 19,758 1,085,402 2,241,900 -237,700
9 PBRC82.4JU 614,400 842,844 60,012 853,944 2,371,200 -53,400
10 PBRC86.4JU 118,200 269,664 11,000 696,836 1,095,700 -2,400
11 PBRC90.4JU 51,300 190,600 16,000 274,900 532,800 0
12 PBRC94.4JU 7,800 37,600 0 124,300 169,700 0
13 PBRC98.4JU 3,400 32,200 0 94,400 130,000 0
14
Total Call Junio 1,988,300 3,154,611 326,092 7,025,997 12,495,000 69,200
PBRC102.AG 0 2,000 0 0 2,000 0
15 PBRC110.AG 0 10,000 2,709 17,291 30,000 0
16 PBRC42.4AG 200 0 0 0 200 0
17 PBRC58.4AG 2,900 600 0 1,500 5,000 0
18 PBRC62.4AG 400 100 0 0 500 0
19
B-1
Especie Serie
PBRC66.4AG 1,100 0 0 200 1,300 1,300
20 PBRC70.4AG 9,200 61,500 49,000 13,900 133,600 44,900
21 PBRC74.4AG 128,200 147,884 85,416 16,300 377,800 57,900
22 PBRC78.4AG 162,800 104,016 3,543 163,441 433,800 34,700
23 PBRC82.4AG 54,100 40,100 3,700 16,600 114,500 12,700
24 PBRC86.4AG 16,100 29,800 0 10,100 56,000 9,900
25 PBRC90.4AG 10,700 12,300 0 400 23,400 0
26 PBRC94.4AG 10,000 1,100 0 19,100 30,200 0
27
PBRC62.4OC 100 0 0 0 100 0
28 PBRC74.4OC 0 2,200 0 0 2,200 0
29 PBRC78.4OC 0 2,000 0 0 2,000 0
30 PBRC94.4OC 0 6,000 0 0 6,000 6,000
31
Total Call Octubre 100 10,200 0 0 10,300 6,000
AUSO AUSC71923J 14,900 0 0 14,300 29,200 0
1
Total Call Junio 14,900 0 0 14,300 29,200 0
BHIP BHIC6.05JU 160,800 0 3,726 1,974 166,500 -9,700
1 BHIC6.85JU 254,100 15,000 5,000 109,200 383,300 -2,500
2 BHIC7.05JU 149,400 12,700 7,500 15,000 184,600 0
3 BHIC7.85JU 42,900 0 0 11,400 54,300 0
4
Total Call Junio 607,200 27,700 16,226 137,574 788,700 -12,200
BHIC6.05AG 110,800 0 14,000 102,500 227,300 0
5 BHIC6.85AG 55,500 0 8,100 42,500 106,100 0
6 BHIC7.05AG 14,100 0 0 6,500 20,600 0
7 BHIC7.85AG 21,000 0 0 0 21,000 0
8
Total Call Agosto 201,400 0 22,100 151,500 375,000 0
BHIC6.85OC 1,300 0 0 2,700 4,000 1,000
9
Total Call Octubre 1,300 0 0 2,700 4,000 1,000
BMA BMAC13545J 1,700 0 0 0 1,700 0
1 BMAC13945J 2,300 0 0 0 2,300 0
2 BMAC14345J 800 0 0 0 800 0
3
Total Call Junio 4,800 0 0 0 4,800 0
BOLT BOLC10.0JU 160,000 5,300 671 8,129 174,100 -1,000
1 BOLC12.0JU 78,400 0 0 10,000 88,400 0
2 BOLC9.00JU 37,700 2,900 226 8,374 49,200 0
3
Total Call Junio 276,100 8,200 897 26,503 311,700 -1,000
BOLC13.0AG 2,100 0 0 0 2,100 0
4
Total Call Agosto 2,100 0 0 0 2,100 0
BOLC10.0OC 42,300 15,900 0 23,700 81,900 1,500
5 BOLC9.50OC 15,900 0 0 3,200 19,100 200
6
Total Call Octubre 58,200 15,900 0 26,900 101,000 1,700
CAPX CAPC35.0JU 23,200 0 0 0 23,200 -1,600
1 CAPC38.0JU 4,000 0 0 0 4,000 0
2 CAPC42.0JU 4,000 0 0 500 4,500 -2,000
3 CAPC50.0JU 35,000 0 0 0 35,000 0
4 CAPC60.0JU 1,300 0 0 0 1,300 0
5
Total Call Junio 67,500 0 0 500 68,000 -3,600
CAPC38.0AG 5,400 0 0 800 6,200 0
6 CAPC42.0AG 23,800 0 0 2,000 25,800 0
7 CAPC60.0AG 0 0 0 800 800 0
8
CARC CARC1.62JU 55,000 0 0 10,000 65,000 0
1
Total Call Junio 55,000 0 0 10,000 65,000 0
CARC1.46AG 0 0 10,000 0 10,000 0
2 CARC1.62AG 20,000 0 0 0 20,000 0
3
Total Call Agosto 20,000 0 10,000 0 30,000 0
CECO2 CECC13.0JU 100 0 0 1,800 1,900 0
1 CECC14.0JU 49,300 700 0 71,100 121,100 -3,800
2 CECC15.0JU 130,400 7,200 0 17,500 155,100 -2,300
3 CECC16.0JU 75,400 5,000 5,000 13,700 99,100 0
4 CECC17.0JU 17,000 5,000 0 800 22,800 0
5
Total Call Junio 272,200 17,900 5,000 104,900 400,000 -6,100
CECC13.0AG 278,100 1,500 0 129,600 409,200 0
6 CECC14.0AG 21,500 0 0 7,200 28,700 0
7 CECC15.0AG 12,600 0 0 26,500 39,100 0
8 CECC16.0AG 12,700 0 0 11,500 24,200 0
9 CECC17.0AG 10,000 0 0 10,000 20,000 0
10
Total Call Agosto 334,900 1,500 0 184,800 521,200 0
CECC13.0OC 28,400 0 0 12,500 40,900 500
11 CECC14.0OC 7,500 0 0 41,500 49,000 0
12 CECC15.0OC 4,100 0 0 700 4,800 3,800
13
Total Call Octubre 40,000 0 0 54,700 94,700 4,300
CELU CELC13.0JU 19,600 0 0 3,300 22,900 0
1 CELC14.0JU 0 0 0 10,000 10,000 0
2 CELC14.5JU 118,300 0 0 33,100 151,400 0
3
B-2
Especie Serie
CELC16.0JU 38,800 0 0 3,500 42,300 0
4
Total Call Junio 176,700 0 0 49,900 226,600 0
CELC13.0AG 1,800 0 0 0 1,800 0
5 CELC14.5AG 23,800 0 0 16,100 39,900 0
6 CELC17.0AG 8,600 0 0 0 8,600 0
7
CELC13.0OC 4,400 0 0 200 4,600 0
8
Total Call Octubre 4,400 0 0 200 4,600 0
CEPU CEPC22.0JU 29,400 0 0 10,000 39,400 0
1 CEPC28.0JU 139,100 0 21,038 51,562 211,700 0
2
Total Call Junio 168,500 0 21,038 61,562 251,100 0
CEPC20.0AG 5,000 0 2,000 0 7,000 0
3 CEPC22.0AG 0 0 0 13,400 13,400 0
4 CEPC24.0AG 38,400 0 0 0 38,400 5,000
5
Total Call Agosto 43,400 0 2,000 13,400 58,800 5,000
CEPC22.0OC 12,000 0 0 6,600 18,600 0
6
Total Call Octubre 12,000 0 0 6,600 18,600 0
CGPA2 CGPC22.0JU 500 0 0 0 500 0
1
Total Call Junio 500 0 0 0 500 0
COME COMC2.00JU 81,600 40,500 0 400 122,500 -400
1 COMC2.60JU 634,000 111,200 46,200 10,700 802,100 0
2 COMC2.80JU 158,000 0 0 0 158,000 0
3 COMC3.00JU 487,900 425,990 116,810 62,200 1,092,900 -4,700
4 COMC3.15JU 1,935,800 613,640 92,190 532,570 3,174,200 -5,000
5 COMC3.30JU 5,620,400 366,700 178,270 1,224,230 7,389,600 -112,000
6 COMC3.45JU 3,819,400 489,700 270,350 1,149,850 5,729,300 288,400
7 COMC3.60JU 4,863,800 1,035,890 866,080 1,618,230 8,384,000 -10,000
8 COMC3.75JU 3,438,300 3,388,800 580,580 1,703,920 9,111,600 -170,000
9 COMC3.90JU 6,405,900 1,845,120 590,110 2,325,570 11,166,700 -842,400
10 COMC4.05JU 3,809,700 1,968,830 96,480 1,108,990 6,984,000 -359,300
11 COMC4.20JU 1,682,200 700,950 15,450 1,126,500 3,525,100 -46,000
12 COMC4.35JU 829,000 979,820 61,180 695,800 2,565,800 0
13 COMC4.50JU 1,476,300 758,600 32,000 193,200 2,460,100 0
14
Total Call Junio 35,242,300 12,725,740 2,945,700 11,752,160 62,665,900 -1,261,400
COMC3.00AG 434,100 21,000 0 97,300 552,400 400
15 COMC3.15AG 139,600 30,000 0 20,000 189,600 20,000
16 COMC3.30AG 206,900 1,300 0 48,300 256,500 0
17 COMC3.45AG 86,700 19,600 0 20,000 126,300 5,000
18 COMC3.60AG 618,400 28,300 23,100 78,900 748,700 100,000
19 COMC3.75AG 327,900 30,200 0 629,400 987,500 195,000
20 COMC3.90AG 27,900 0 0 79,500 107,400 72,000
21 COMC4.20AG 313,200 136,220 19,780 15,800 485,000 0
22 COMC4.50AG 10,000 0 0 0 10,000 0
23
Total Call Agosto 2,164,700 266,620 42,880 989,200 3,463,400 392,400
COMC3.15OC 6,500 0 0 0 6,500 0
24 COMC3.30OC 27,200 10,000 0 700 37,900 0
25 COMC3.45OC 0 0 0 18,000 18,000 0
26
Total Call Octubre 33,700 10,000 0 18,700 62,400 0
CRES CREC25.0JU 699,200 0 4,000 0 703,200 0
1 CREC26.0JU 8,000 100 0 2,500 10,600 0
2 CREC27.0JU 74,500 0 0 0 74,500 0
3 CREC28.0JU 40,000 0 0 0 40,000 0
4 CREC29.0JU 286,000 0 0 2,000 288,000 0
5 CREC30.0JU 94,200 3,500 12,558 22,442 132,700 0
6 CREC32.0JU 206,900 4,700 54,689 37,211 303,500 0
7 CREC33.0JU 91,200 16,600 2,771 28,129 138,700 28,400
8 CREC34.0JU 456,600 33,097 113,776 143,527 747,000 -500
9 CREC35.0JU 116,200 21,757 13,495 24,048 175,500 0
10 CREC36.0JU 193,200 59,917 48,690 119,293 421,100 4,000
11 CREC37.0JU 11,900 0 9,077 4,523 25,500 0
12
Total Call Junio 2,277,900 139,671 259,056 383,673 3,060,300 31,900
CREC28.0AG 150,000 0 0 0 150,000 0
13 CREC30.0AG 99,400 0 98,589 8,411 206,400 3,400
14 CREC32.0AG 5,000 484 1,716 0 7,200 1,200
15 CREC34.0AG 30,000 0 0 0 30,000 0
16 CREC36.0AG 0 800 0 700 1,500 0
17
Total Call Agosto 284,400 1,284 100,305 9,111 395,100 4,600
CREC34.0OC 0 0 0 3,400 3,400 1,500
18
Total Call Octubre 0 0 0 3,400 3,400 1,500
CTIO CTOC34.0JU 0 0 0 0 0 0
1 CTOC39415J 46,800 0 0 4,200 51,000 1,200
2 CTOC42.0JU 10,400 900 0 0 11,300 0
3 CTOC45415J 30,100 0 0 9,000 39,100 0
4 CTOC47415J 13,500 0 0 100 13,600 0
5
Total Call Junio 100,800 900 0 13,300 115,000 1,200
B-3
Especie Serie
CTOC36.0AG 600 0 0 300 900 0
6 CTOC41415G 0 100 0 500 600 0
7 CTOC44.0AG 1,000 0 0 0 1,000 0
8 CTOC45415G 0 0 0 1,900 1,900 0
9
DGCU2 DGCC28.0JU 1,200 0 0 0 1,200 0
1
Total Call Junio 1,200 0 0 0 1,200 0
DGCC28.0AG 5,000 0 0 0 5,000 0
2 DGCC32.0AG 25,700 0 7,000 5,200 37,900 3,200
3 DGCC34.0AG 5,500 0 5,000 10,000 20,500 0
4
Total Call Agosto 36,200 0 12,000 15,200 63,400 3,200
EDN EDNC27.0JU 236,600 800 16,238 95,162 348,800 -500
1
Total Call Junio 236,600 800 16,238 95,162 348,800 -500
EDNC27.0AG 0 0 0 400 400 0
2 EDNC29.0AG 2,500 3,000 200 0 5,700 0
3
Total Call Agosto 2,500 3,000 200 400 6,100 0
ERAR ERAC10034J 136,400 17,600 61,017 174,183 389,200 0
1 ERAC10434J 134,500 69,400 3,000 317,000 523,900 -1,700
2 ERAC10834J 849,300 12,200 43,989 235,111 1,140,600 -42,200
3 ERAC11734J 2,846,200 302,916 211,099 304,785 3,665,000 -115,000
4 ERAC12734J 2,318,500 221,059 184,558 234,383 2,958,500 -130,600
5 ERAC13.75J 879,500 309,440 1,760 35,800 1,226,500 0
6 ERAC4.034J 26,200 0 33,100 11,400 70,700 0
7 ERAC8.434J 357,900 0 0 13,000 370,900 0
8 ERAC8.834J 2,022,700 1,600 83,970 4,330 2,112,600 0
9 ERAC9.234J 482,000 1,000 0 28,000 511,000 0
10
Total Call Junio 10,053,200 935,215 622,493 1,357,992 12,968,900 -289,500
ERAC10034G 17,300 3,000 0 12,100 32,400 0
11 ERAC10834G 8,300 0 0 0 8,300 0
12 ERAC11.75G 150,500 500 0 36,100 187,100 17,600
13 ERAC12.75G 128,600 18,400 0 27,000 174,000 33,800
14 ERAC13.75G 0 10,000 0 0 10,000 0
15 ERAC9.25AG 43,300 0 193,703 110,497 347,500 0
16
ERAC11.75O 100 0 0 4,300 4,400 0
17
Total Call Octubre 100 0 0 4,300 4,400 0
FRAN FRAC102.JU 60,200 700 260 15,840 77,000 -900
1 FRAC108.JU 12,800 1,800 200 1,000 15,800 0
2 FRAC114.JU 8,400 2,000 0 2,700 13,100 -200
3 FRAC78.0JU 113,600 0 200 600 114,400 0
4 FRAC84.0JU 41,600 0 0 100 41,700 0
5 FRAC90.0JU 8,800 0 0 0 8,800 0
6 FRAC96.0JU 5,600 0 0 600 6,200 0
7
Total Call Junio 251,000 4,500 660 20,840 277,000 -1,100
FRAC102.AG 1,600 0 0 500 2,100 500
8 FRAC114.AG 15,400 1,000 0 5,600 22,000 700
9 FRAC80.0AG 3,500 0 0 0 3,500 0
10 FRAC90.0AG 6,700 0 200 1,000 7,900 0
11
Total Call Agosto 27,200 1,000 200 7,100 35,500 1,200
FRAC90.0OC 3,200 0 0 500 3,700 0
12
GBAN GNBC46.0JU 7,000 0 0 0 7,000 -1,000
1
Total Call Junio 7,000 0 0 0 7,000 -1,000
GNBC46.0AG 1,500 0 0 0 1,500 0
2
GCLA GCLC16833J 2,500 0 0 0 2,500 0
1 GCLC17833J 25,300 0 0 0 25,300 0
2 GCLC19833J 5,100 0 0 0 5,100 0
3
Total Call Junio 32,900 0 0 0 32,900 0
GGAL GFGC48815J 100,000 0 0 0 100,000 0
1 GFGC49815J 9,000 0 0 0 9,000 0
2 GFGC51815J 100 6,300 0 600 7,000 -500
3 GFGC54815J 13,300 203,100 0 1,300 217,700 -6,500
4 GFGC55815J 33,900 457,500 4,000 22,900 518,300 -10,100
5 GFGC56815J 0 5,000 0 0 5,000 0
6 GFGC57815J 17,000 190,300 0 0 207,300 0
7 GFGC58815J 26,200 282,300 5,000 100 313,600 0
8 GFGC59815J 446,300 38,300 15,000 25,700 525,300 -16,600
9 GFGC61815J 165,000 275,100 0 76,800 516,900 -21,200
10 GFGC63815J 396,300 153,200 73,925 172,675 796,100 -12,600
11 GFGC65815J 407,300 91,400 900 91,200 590,800 -30,400
12 GFGC67815J 186,500 448,700 237 67,763 703,200 -65,900
13 GFGC69815J 465,300 355,600 19,222 99,578 939,700 -26,100
14 GFGC71815J 406,200 672,822 7,678 196,000 1,282,700 -8,300
15 GFGC74.0JU 199,000 626,700 1,025 308,475 1,135,200 37,200
16
B-4
Especie Serie
GFGC76.0JU 109,100 411,278 0 353,822 874,200 27,500
17 GFGC78.0JU 600 30,100 0 99,500 130,200 11,000
18 GFGC80.0JU 0 5,200 0 48,800 54,000 8,000
19
Total Call Junio 2,981,100 4,252,900 126,987 1,565,213 8,926,200 -114,500
GFGC57815G 0 0 0 900 900 0
20 GFGC65815G 26,700 12,000 669 115,031 154,400 3,100
21 GFGC67815G 0 5,000 0 0 5,000 0
22 GFGC69815G 72,400 28,100 4,007 142,093 246,600 6,800
23 GFGC71815G 86,300 80,400 0 80,900 247,600 9,700
24 GFGC74.0AG 51,000 69,300 0 74,400 194,700 12,400
25 GFGC76.0AG 112,900 65,000 7,687 145,813 331,400 -200
26 GFGC78.0AG 5,000 0 0 1,000 6,000 0
27 GFGC80.0AG 75,200 55,500 1,955 88,745 221,400 32,700
28
GFGC74.0OC 500 1,500 0 3,700 5,700 2,000
29
Total Call Octubre 500 1,500 0 3,700 5,700 2,000
INDU INDC3.20JU 5,000 0 0 0 5,000 0
1 INDC3.60JU 2,600 0 0 0 2,600 0
2
Total Call Junio 7,600 0 0 0 7,600 0
INVJ INJC11.5AG 1,000 0 0 0 1,000 0
1
JMIN JMIC27.94J 1,100 0 0 0 1,100 0
1 JMIC29.94J 14,400 0 0 0 14,400 0
2 JMIC34.94J 83,400 0 0 400 83,800 0
3 JMIC37.94J 13,600 0 0 0 13,600 0
4 JMIC39.94J 12,200 1,100 0 500 13,800 0
5 JMIC41.94J 8,400 0 0 700 9,100 -200
6 JMIC44.0JU 6,400 500 0 0 6,900 0
7 JMIC46.0JU 4,100 500 0 0 4,600 0
8
Total Call Junio 143,600 2,100 0 1,600 147,300 -200
JMIC34.94G 8,300 0 0 0 8,300 0
9 JMIC37.0AG 30,000 0 0 0 30,000 0
10 JMIC37.94G 10,300 1,300 0 0 11,600 0
11 JMIC40.0AG 2,300 0 0 0 2,300 0
12 JMIC41.94G 3,000 0 0 0 3,000 0
13 JMIC46.0AG 3,200 0 0 0 3,200 0
14
Total Call Agosto 57,100 1,300 0 0 58,400 0
JMIC40.0OC 3,200 0 0 900 4,100 0
15
LEDE LEDC14.5JU 250,000 0 6,500 0 256,500 0
1 LEDC15.5JU 104,300 0 0 0 104,300 0
2 LEDC17.5JU 2,000 0 0 0 2,000 0
3
Total Call Junio 356,300 0 6,500 0 362,800 0
METR METC17.0JU 4,300 0 0 2,500 6,800 0
1 METC20.0JU 38,400 0 0 7,500 45,900 0
2 METC23.0JU 2,000 0 0 0 2,000 0
3 METC26.0JU 0 500 0 9,400 9,900 0
4
Total Call Junio 44,700 500 0 19,400 64,600 0
METC20.0AG 28,700 0 7,000 7,000 42,700 0
5 METC23.0AG 6,000 0 0 0 6,000 0
6
Total Call Agosto 34,700 0 7,000 7,000 48,700 0
METC20.0OC 9,800 0 0 0 9,800 0
7 METC23.0OC 6,000 0 0 0 6,000 1,900
8
Total Call Octubre 15,800 0 0 0 15,800 1,900
MIRG MIRC29839J 4,300 0 900 0 5,200 0
1 MIRC32839J 11,400 400 1,318 482 13,600 -1,200
2 MIRC35839J 7,000 1,600 0 500 9,100 800
3
Total Call Junio 22,700 2,000 2,218 982 27,900 -400
MOLI MOLC80.0JU 29,000 0 0 0 29,000 0
1 MOLC88.0JU 300 0 0 0 300 0
2 MOLC92.0JU 1,700 300 41 259 2,300 0
3
Total Call Junio 31,000 300 41 259 31,600 0
MOLC88.0AG 6,600 0 0 0 6,600 0
4
MOLC88.0OC 1,000 0 0 1,000 2,000 0
5
Total Call Octubre 1,000 0 0 1,000 2,000 0
PAMP PAMC26.1JU 0 6,000 0 400 6,400 0
1 PAMC27.1JU 4,000 8,400 0 0 12,400 0
2 PAMC28.1JU 87,000 0 14,806 39,094 140,900 0
3 PAMC29.1JU 10,900 300 2,400 14,900 28,500 0
4 PAMC30.1JU 31,800 7,854 4,546 22,000 66,200 0
5 PAMC31.1JU 101,300 20,300 0 57,900 179,500 -6,000
6 PAMC32.1JU 50,300 20,435 16,665 14,700 102,100 0
7 PAMC34.1JU 80,300 31,839 1,961 68,300 182,400 -100
8 PAMC35.1JU 101,900 18,400 37,100 71,000 228,400 -47,800
9
B-5
Especie Serie
PAMC36.1JU 137,400 37,000 145,017 83,483 402,900 -19,800
10 PAMC37.1JU 358,500 106,956 89,822 51,322 606,600 -68,200
11 PAMC38.1JU 137,000 222,600 0 20,600 380,200 -10,800
12 PAMC39.1JU 198,700 119,735 58,165 74,600 451,200 -16,400
13 PAMC40.1JU 127,200 229,900 71,000 101,900 530,000 22,000
14 PAMC41.1JU 118,500 139,600 30,900 135,600 424,600 -1,500
15 PAMC42.1JU 170,400 41,761 35,223 203,216 450,600 19,100
16
Total Call Junio 1,715,200 1,011,080 507,605 959,015 4,192,900 -129,500
PAMC19.0AG 11,100 0 1,000 11,000 23,100 0
17 PAMC29.1AG 6,400 0 0 0 6,400 0
18 PAMC30.1AG 48,500 27,200 8,354 30,246 114,300 0
19 PAMC32.1AG 13,500 3,600 4,600 5,100 26,800 0
20 PAMC39.1AG 43,500 13,602 2,598 4,900 64,600 0
21 PAMC40.1AG 97,000 43,600 19,594 24,406 184,600 6,900
22 PAMC41.1AG 271,900 10,200 37,500 46,600 366,200 76,000
23 PAMC42.1AG 239,200 33,098 29,718 48,684 350,700 46,400
24
PESA PSAC8.75JU 20,000 0 0 0 20,000 0
1
Total Call Junio 20,000 0 0 0 20,000 0
PETR PETC80.0JU 9,200 0 2,000 700 11,900 0
1 PETC90.0JU 30,800 2,300 4,700 4,800 42,600 0
2 PETC95.0JU 0 0 0 500 500 0
3
Total Call Junio 40,000 2,300 6,700 6,000 55,000 0
PETC80.0AG 2,000 0 0 0 2,000 0
4 PETC85.0AG 5,400 0 1,600 0 7,000 0
5 PETC90.0AG 3,000 0 0 0 3,000 0
6 PETC95.0AG 2,400 0 0 200 2,600 0
7
Total Call Agosto 12,800 0 1,600 200 14,600 0
SAMI SAMC10888J 26,000 0 5,385 1,315 32,700 0
1 SAMC11888J 6,700 100 1,700 1,100 9,600 0
2 SAMC98876J 6,200 0 0 0 6,200 0
3
Total Call Junio 38,900 100 7,085 2,415 48,500 0
SAMC110.AG 3,800 200 0 300 4,300 300
4 SAMC88876G 100 0 0 200 300 0
5 SAMC98876G 1,500 0 0 0 1,500 0
6
SAMC110.OC 0 0 0 200 200 0
7
Total Call Octubre 0 0 0 200 200 0
TECO2 TECC58.6JU 101,200 0 0 0 101,200 0
1 TECC60.6JU 23,900 0 0 5,800 29,700 0
2 TECC68.6JU 56,900 2,000 0 800 59,700 0
3 TECC70.6JU 11,500 1,000 0 0 12,500 0
4 TECC72.6JU 10,000 0 0 0 10,000 0
5 TECC74.6JU 4,900 0 0 600 5,500 -9,800
6
Total Call Junio 208,400 3,000 0 7,200 218,600 -9,800
TECC60.6AG 3,000 0 0 0 3,000 0
7 TECC68.6AG 68,700 0 0 0 68,700 0
8 TECC72.6AG 3,000 0 0 0 3,000 0
9 TECC74.6AG 55,500 0 0 0 55,500 0
10 TECC76.6AG 200 0 0 0 200 0
11 TECC78.6AG 400 200 0 0 600 200
12
TECC68.6OC 5,200 0 0 0 5,200 0
13
TGNO4 TGNC19.0JU 57,800 0 2,900 100 60,800 0
1 TGNC23.0JU 44,600 3,300 1,963 2,137 52,000 0
2 TGNC30.0JU 10,700 3,300 0 19,000 33,000 1,000
3
Total Call Junio 113,100 6,600 4,863 21,237 145,800 1,000
TGNC19.0AG 45,600 8,100 100 16,900 70,700 0
4 TGNC23.0AG 75,300 0 1,000 12,300 88,600 0
5 TGNC29.0AG 3,500 0 0 0 3,500 0
6 TGNC30.0AG 15,400 9,300 0 1,400 26,100 0
7
Total Call Agosto 139,800 17,400 1,100 30,600 188,900 0
TGNC23.0OC 44,700 0 0 3,000 47,700 0
8 TGNC29.0OC 0 0 0 1,200 1,200 0
9 TGNC30.0OC 400 1,200 0 1,200 2,800 0
10
Total Call Octubre 45,100 1,200 0 5,400 51,700 0
TGSU2 TGSC48.0JU 44,800 0 10,200 6,900 61,900 -1,500
1 TGSC50.0JU 9,100 0 0 4,000 13,100 0
2 TGSC52.0JU 4,700 0 0 300 5,000 0
3
Total Call Junio 58,600 0 10,200 11,200 80,000 -1,500
TGSC50.0AG 1,200 0 0 0 1,200 400
4 TGSC60.0AG 6,000 0 0 0 6,000 2,000
5
Total Call Agosto 7,200 0 0 0 7,200 2,400
TRAN TRAC21.0JU 34,700 0 300 0 35,000 -2,000
1
B-6
Especie Serie
TRAC22.0JU 67,200 2,238 162 0 69,600 -800
2 TRAC24.0JU 71,200 16,362 77 15,361 103,000 -400
3 TRAC26.0JU 35,500 10,400 5,787 3,713 55,400 0
4
Total Call Junio 208,600 29,000 6,326 19,074 263,000 -3,200
TRAC22.0AG 19,700 0 0 0 19,700 0
5 TRAC24.0AG 5,700 0 0 1,000 6,700 0
6 TRAC26.0AG 74,200 4,000 2,896 10,604 91,700 0
7 TRAC27.0AG 4,500 0 0 0 4,500 0
8 TRAC28.0AG 15,300 0 0 3,800 19,100 2,600
9 TRAC30.0AG 17,300 0 0 1,400 18,700 9,300
10
TS TS.C20051J 700 0 0 0 700 0
1 TS.C20851J 3,300 0 0 0 3,300 0
2 TS.C22451J 6,600 0 0 1,100 7,700 100
3 TS.C24851J 22,400 0 0 9,000 31,400 -200
4 TS.C26451J 56,900 8,400 603 11,797 77,700 0
5 TS.C27251J 11,000 100 0 1,100 12,200 0
6 TS.C28851J 14,500 300 1,045 1,455 17,300 0
7
Total Call Junio 115,400 8,800 1,648 24,452 150,300 -100
TS.C20051G 2,000 0 0 0 2,000 0
8 TS.C26451G 2,600 0 0 400 3,000 2,300
9
Total Call Agosto 4,600 0 0 400 5,000 2,300
VALE VALC62.0JU 1,000 0 0 0 1,000 0
1 VALC64.0JU 1,000 0 0 0 1,000 0
2 VALC66.0JU 0 0 0 500 500 0
3
Total Call Junio 2,000 0 0 500 2,500 0
YPFD YPFC220.JU 100 0 0 0 100 0
1 YPFC280.JU 4,400 300 300 100 5,100 0
2 YPFC320.JU 54,600 0 0 0 54,600 0
3 YPFC340.JU 100 0 0 0 100 0
4 YPFC360.JU 24,800 10,100 9,473 13,927 58,300 -900
5 YPFC380.JU 21,800 1,000 7,177 28,123 58,100 0
6 YPFC400.JU 92,400 6,215 2,549 18,236 119,400 -200
7 YPFC420.JU 49,800 18,594 3,388 20,018 91,800 -2,600
8 YPFC440.JU 31,400 7,857 3,543 13,900 56,700 0
9 YPFC460.JU 6,000 16,100 0 500 22,600 0
10
Total Call Junio 285,400 60,166 26,430 94,804 466,800 -3,700
YPFC220.AG 300 0 100 0 400 0
11 YPFC340.AG 600 100 0 0 700 300
12 YPFC380.AG 200 100 0 200 500 200
13 YPFC400.AG 8,800 2,300 263 2,837 14,200 2,000
14 YPFC420.AG 3,500 0 0 0 3,500 0
15 YPFC440.AG 2,600 0 0 3,500 6,100 100
16
Total Call Agosto 16,000 2,500 363 6,537 25,400 2,600
Total Opciones de Compra 70,923,300 24,591,981 6,463,483 27,942,836 129,921,600
Opciones de Venta
APBR PBRV18.4JU 0 169,100 0 270,100 439,200 2,000
1 PBRV58.4JU 0 88,000 0 236,400 324,400 0
2 PBRV62.4JU 0 66,500 0 147,200 213,700 -3,800
3 PBRV66.4JU 0 108,900 0 426,800 535,700 78,600
4 PBRV70.4JU 0 63,100 0 343,600 406,700 -11,300
5 PBRV74.4JU 0 1,200 0 163,600 164,800 -33,200
6 PBRV78.4JU 0 60,400 0 27,600 88,000 -9,400
7 PBRV82.4JU 0 0 0 5,100 5,100 0
8
Total Put Junio 0 557,200 0 1,620,400 2,177,600 22,900
PBRV18.4AG 0 0 0 50,000 50,000 0
9 PBRV58.4AG 0 2,600 0 17,700 20,300 20,200
10 PBRV70.4AG 0 23,000 0 98,000 121,000 11,100
11 PBRV74.4AG 0 0 0 72,100 72,100 1,600
12
Total Put Agosto 0 25,600 0 237,800 263,400 32,900
BMA BMAV14345J 0 0 0 200 200 0
1
Total Put Junio 0 0 0 200 200 0
COME COMV3.00JU 0 21,800 0 768,200 790,000 0
1 COMV3.15JU 0 60,000 0 440,000 500,000 0
2 COMV3.30JU 0 18,000 0 320,000 338,000 0
3 COMV3.60JU 0 76,000 0 433,000 509,000 -27,000
4 COMV3.75JU 0 95,000 0 97,800 192,800 -37,400
5 COMV3.90JU 0 0 0 9,500 9,500 -5,000
6
Total Put Junio 0 270,800 0 2,068,500 2,339,300 -69,400
COMV2.00AG 0 0 0 30,000 30,000 0
7 COMV3.30AG 0 5,300 0 0 5,300 0
8 COMV3.45AG 0 33,100 0 1,200 34,300 0
9 COMV3.60AG 0 0 0 40,000 40,000 0
10
Total Put Agosto 0 38,400 0 71,200 109,600 0
CRES CREV28.0JU 0 2,000 0 63,500 65,500 0
1
B-7
Especie Serie
CREV29.0JU 0 6,700 0 8,300 15,000 0
2 CREV30.0JU 0 4,600 0 4,000 8,600 0
3 CREV34.0JU 0 0 0 300 300 -5,700
4
Total Put Junio 0 13,300 0 76,100 89,400 -5,700
CREV30.0AG 0 0 0 6,700 6,700 0
5 CREV32.0AG 0 0 0 2,800 2,800 0
6
Total Put Agosto 0 0 0 9,500 9,500 0
EDN EDNV24.0JU 0 0 0 90,400 90,400 0
1 EDNV27.0JU 0 0 0 800 800 0
2
Total Put Junio 0 0 0 91,200 91,200 0
EDNV24.0AG 0 0 0 20,000 20,000 0
3
Total Put Agosto 0 0 0 20,000 20,000 0
ERAR ERAV10034J 0 0 0 16,600 16,600 -20,000
1 ERAV10434J 0 8,300 0 67,200 75,500 0
2 ERAV10834J 0 0 0 600 600 0
3 ERAV11734J 0 0 0 66,600 66,600 -2,400
4 ERAV9.234J 0 0 0 50,500 50,500 0
5
Total Put Junio 0 8,300 0 201,500 209,800 -22,400
ERAV10834G 0 800 0 9,200 10,000 0
6
Total Put Agosto 0 800 0 9,200 10,000 0
GGAL GFGV10815J 0 41,800 0 1,417,700 1,459,500 0
1 GFGV39815J 0 0 0 1,100 1,100 0
2 GFGV49815J 0 500 0 135,600 136,100 0
3 GFGV54815J 0 77,800 0 188,600 266,400 0
4 GFGV57815J 0 11,300 0 110,900 122,200 0
5 GFGV59815J 0 171,800 0 321,500 493,300 0
6 GFGV61815J 0 231,700 0 82,200 313,900 0
7 GFGV63815J 0 49,600 0 111,000 160,600 4,300
8 GFGV65815J 0 133,200 0 126,200 259,400 0
9 GFGV67815J 0 42,100 0 8,500 50,600 0
10 GFGV69815J 0 12,622 0 16,978 29,600 0
11 GFGV71815J 0 12,500 0 17,900 30,400 6,000
12 GFGV74.0JU 0 7,500 0 24,300 31,800 0
13
Total Put Junio 0 792,422 0 2,562,478 3,354,900 10,300
GFGV10815G 0 500 0 237,100 237,600 0
14 GFGV57815G 0 2,000 0 19,200 21,200 8,000
15 GFGV64.0AG 0 1,000 0 5,500 6,500 0
16 GFGV65815G 0 97,000 0 16,300 113,300 4,500
17 GFGV69815G 0 10,000 0 0 10,000 0
18 GFGV71815G 0 0 0 5,000 5,000 0
19 GFGV74.0AG 0 14,700 0 12,000 26,700 4,700
20
Total Put Agosto 0 125,200 0 295,100 420,300 17,200
PAMP PAMV26.1JU 0 0 0 17,000 17,000 0
1 PAMV29.1JU 0 0 0 39,700 39,700 0
2 PAMV31.1JU 0 15,600 0 125,700 141,300 0
3 PAMV33.1JU 0 27,000 0 45,100 72,100 0
4 PAMV35.1JU 0 6,400 0 135,800 142,200 0
5 PAMV36.1JU 0 0 0 17,700 17,700 0
6 PAMV37.1JU 0 15,000 0 12,700 27,700 0
7 PAMV38.1JU 0 9,000 0 24,300 33,300 0
8
Total Put Junio 0 73,000 0 418,000 491,000 0
PAMV32.1AG 0 2,100 0 1,400 3,500 0
9 PAMV38.1AG 0 1,000 0 29,200 30,200 0
10
Total Put Agosto 0 3,100 0 30,600 33,700 0
PAMV40.1OC 0 2,200 0 2,500 4,700 2,700
11
Total Put Octubre 0 2,200 0 2,500 4,700 2,700
TS TS.V24051J 0 0 0 6,600 6,600 -300
1 TS.V24851J 0 500 0 0 500 0
2 TS.V25651J 0 0 0 200 200 -400
3 TS.V26451J 0 0 0 500 500 0
4
Total Put Junio 0 500 0 7,300 7,800 -700
TS.V240.AG 0 0 0 1,300 1,300 900
5 TS.V256.AG 0 0 0 400 400 400
6
Total Put Agosto 0 0 0 1,700 1,700 1,300
YPFD YPFV300.JU 0 0 0 100 100 0
1 YPFV340.JU 0 1,400 0 12,800 14,200 0
2 YPFV360.JU 0 200 0 4,200 4,400 0
3 YPFV380.JU 0 10,500 0 11,100 21,600 300
4 YPFV400.JU 0 3,100 0 2,400 5,500 1,800
5 YPFV420.JU 0 200 0 0 200 -200
6
Total Put Junio 0 15,400 0 30,600 46,000 1,900
YPFV360.AG 0 100 0 200 300 0
7 YPFV380.AG 0 1,700 0 0 1,700 0
8
Total Put Agosto 0 1,800 0 200 2,000 0
Total Opciones de Venta 0 1,928,022 0 7,754,078 9,682,100
B-8
Especie Serie
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
DIRECTOR GENERAL: Ernesto Allaria

DIRECTORA EJECUTIVA: Lic. Mnica Erpen
SECTOR ECONOMIA: Lic. Mario Maydana, Lic. Pablo Sanches, Carolina Sosa Haudet
SECTOR SISTEMAS: Lic. Rosa Santantonio, Analista Mara Marta Rodrguez Mguez, Fernando Berstegui
ASISTENTES: Adriana Vidoni, Lic. Alberto Pascual.
Instituto Argentino de Mercado de Capitales - BYMA

25 de Mayo 359 piso 8 (C1002ABG) Buenos Aires - Argentina
E-mail: iamc@iamc.sba.com.ar
http://www.merval.sba.com.ar - http://www.iamc.sba.com.ar
Director de Publicacin: Ernesto Allaria
Propietario: BYMA, Bolsas y Mercados Argentinos.
Impreso en talleres propios de BYMA
B-9

657463

Uploaded by

Document Information

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

657463

Uploaded by

Copyright:

Available Formats

INFORME DIARIO Ao XXXIII

Mayores Alzas Mayores Bajas

ndice de Bonos IAMC - 0.29% Tasa 10 aos EEUU

Volmenes Operados Caucin Burstil en $ (TNA) 30 dias

ndice del Informe Diario

Publicacin disponible en http://www.merval.sba.com.ar - http://www.iamc.sba.com.ar - @IAMC_Oficial

Empresas No Lideres (Cont.)

(a) Los precios son los disponibles a la hora de cierre de BYMA

Cuadro Comparativo de precios de Acciones y ADR / BDR / GDR

ADR Irsa Prop. Comerciales IRCP 11.6325 - 185.771 -

Cotizacin Cupn Corriente Valor Volatilidad

BONOS CANJE REESTRUCTURACIN DE DEUDA 2005 (**)

II. Bonos Discount

III. Bono CUASIPAR

IIII. Unidades Vinculadas al Producto (U.V.P.)

BONOS CANJE REESTRUCTURACIN DE DEUDA 2010 (**)

II. Bonos Discount

IV. Unidades Vinculadas al Producto (U.V.P.)

BONOS CANCELACION DE DEUDA EN CESACION DE PAGOS - LEY 27249 (31/3/16)

Emitidos en dlares bajo ley NY (c)

Divisas Dlar Bancos

BONTE, BOGAR Y BONOS DE CONSOLIDACIN

I. Ttulos emitidos en Pesos a tasa fija

II. Ttulos emitidos en Pesos a Tasa Variable

III. Ttulos en Pesos y ajustables por el CER (**)

BONAR, BONAC Y BONAD

I. Ttulos emitidos en Dlares (Ley Argentina)

II. Ttulos emitidos en Dlares (Ley Extranjera)

III. Ttulos emitidos en Dlares y pagaderos en Pesos (Dollar-Linked)

IV. Ttulos emitidos en Pesos (c)

BONOS DOMESTICOS (LEY ARGENTINA)

I. Ttulos emitidos en pesos (c)

BONOS EXTERNOS (LEY EXTRANJERA)

Cupn Prximo VR Cotizacin Fecha Cupn Corriente Valor PPV

Obligaciones Negociables denominadas y pagaderas en dlares Ley Extranjera

Obligaciones Negociables denominadas en dlares y pagaderas en pesos Ley Argentina

Indice de Bonos IAMC (Base 1/1/95=100)

Indice de Bonos General 8,371.748 -0.29% -0.37% -0.33% 5.89% 100.00%

Indice de Bonos (Medido en Dlares)

Indice de Bonos IAMC (Base 1/1/95=100)

Indice de Bonos General 525.532 0.02% 0.00% 0.64% 5.74% 100.00%

Curva en Pesos + CER y en Dlares

Total Opciones de Compra 70,923,300 24,591,981 6,463,483 27,942,836 129,921,600

Total Opciones de Venta 0 1,928,022 0 7,754,078 9,682,100

DIRECTOR GENERAL: Ernesto Allaria

Instituto Argentino de Mercado de Capitales - BYMA

You might also like