TVPP TVPA TVPY Cupones Vinculados al PBI

[martin]

Levemente OTM como una 16,5 puede servir para cubrir una parte interesante aunque las tasas están un poco flojitas en este momento.

[Enrique Cido]

Siempre y cuando no lances muy otm. Caso contrario, no llegas a compensar.

Corrijo.

[Enrique Cido]

Una estrategia que puedo recomendar, para que la cuación se pague sola, es lanzar una parte de la posición. Siempre la tasa conseguida vía lanzamiento tiene que ser bien superior a lo pagado por caución.

Siempre y cuando no lances otm. Caso contrario, no llegas a compensar.

[martin]

John John !!!!

[JohnJohnC]

With Argentina's 2011 growth prospects shining brighter and brighter, government bonds paying out based on gross domestic product expansion are offering one of the highest yields in emerging market debt right now, according to BofA Merrill Lynch Global Research.
Merrill Lynch upped its forecast for 2011 GDP growth by a full percentage point to 8% on Monday, bringing its estimate in line with the high end of government expectations.
The increased forecast raises the theoretical price for the GDP warrants to over $26, and with the current market price at under $17, the government bonds are trading at a 35% discount, Merrill Lynch said.
Argentina is set to notch another year of torrid economic growth thanks to a powerful mix of fiscal stimulus, a consumer spending spree, and strong demand for the country's exports.
Earlier this month, President Cristina Kirchner said GDP will grow between 7.5% and 8% this year. That comes after a 9.2% expansion in 2010.
On Monday, Barclays Capital also raised its forecast for Argentina's growth this year to 7.6% from 7%, a week after Goldman Sachs raised its outlook almost a full point to a 7.7% expansion.
The high growth has gone hand in hand with galloping inflation that most economists say is running above 20%.
But the loose fiscal policies have been a boon to the holders of GDP warrants.
"The current market price and the expected cash flows of our Monte Carlo model put the yield of the warrants at 20.4%, one of the highest yields in emerging market external debt today," Merrill Lynch said.
"The model expected payment in 2011 is $4.42, or 26% of today's price and 17% of the theoretical value. We expect that investors should receive about 75% of their investment back in dividend payments through the end of 2013," Merrill Lynch said.

Che..Como hicieron Merrill Lynch, Goldman Sachs y Barclays para calcular la yield de los warrants..si no se puede!!!!!

[DarGomJUNIN]

40 palos metio en media hora...

cuando aparece el volumen salta el precio, jeje no saben como hacer para llevar si avivar...

CoCuBa trabajando a 4 manos, ... perdón a 4 teléfonos simultáneos. No damos abasto para pasar órdenes al cierre.

Darío de Junín

[martin]

Hoy cayeron los bonos y cupones en dolares y subieron los nominados en pesos. Se estarán empezando a dar cuenta de la devaluación que no va a ser ????...

[Arucho]

Linda corridita sobre el final. Ayude comprando en 16.27