| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2023-07-27 | 100.00 | 100.00 | 2.63 | 0.00 | 2.63 |
| 2024-01-27 | 100.00 | 100.00 | 4.79 | 0.00 | 4.79 |
| 2024-07-27 | 100.00 | 100.00 | 4.74 | 0.00 | 4.74 |
| 2025-01-27 | 100.00 | 100.00 | 4.79 | 0.00 | 4.79 |
| 2025-07-27 | 0.00 | 0.00 | 4.71 | 100.00 | 104.71 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | MRCLD | Valor Tecnico | 102.68 | Semana TIR | 15.63% |
| Emisor | Generación Mediterránea S.A.Generación Mediterránea S.A. y Central Térmica Roca S.A. | Valor Residual | 100.00% | Mes TIR | 140.30% |
| Tipo | Corporativo | Paridad | 93.49% | Semestre TIR | 443.34% |
| País | Argentina | TIR | 50.15% | 1ero Enero TIR | 149.50% |
| Mercado | BYMA | Macaulay Dur. | 0.21 | Año TIR | 377.16% |
| Moneda | USD | Modified Dur. | 0.14 | Semana Precio | 0.00% |
| Fecha/Hora | 2025-04-30 16:36:14 | Effective Dur. | 0.07 | Mes Precio | -3.03% |
| Volumen | 0 | Convexidad | 0.12 | Semestre Precio | -6.80% |
| Precio | 96.00 | Int. Corrido | 2.68 | 1ero Enero Precio | -3.09% |
| Variación | 0.00% | Cupon | 104.71 | Año Precio | -5.74% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 105.60 | 10.00% | -3.88 | -107.73% |
| 104.64 | 9.00% | 0.32 | -99.37% |
| 103.68 | 8.00% | 4.74 | -90.55% |
| 102.72 | 7.00% | 9.40 | -81.26% |
| 101.76 | 6.00% | 14.31 | -71.46% |
| 100.80 | 5.00% | 19.50 | -61.12% |
| 99.84 | 4.00% | 24.97 | -50.21% |
| 98.88 | 3.00% | 30.75 | -38.68% |
| 97.92 | 2.00% | 36.86 | -26.50% |
| 96.96 | 1.00% | 43.32 | -13.63% |
| 96.00 | 0.00% | 50.15 | 0.00% |
| 95.04 | -1.00% | 57.38 | 14.41% |
| 94.08 | -2.00% | 65.03 | 29.68% |
| 93.12 | -3.00% | 73.15 | 45.86% |
| 92.16 | -4.00% | 81.75 | 63.01% |
| 91.20 | -5.00% | 90.88 | 81.21% |
| 90.24 | -6.00% | 100.57 | 100.54% |
| 89.28 | -7.00% | 110.86 | 121.06% |
| 88.32 | -8.00% | 121.80 | 142.88% |
| 87.36 | -9.00% | 133.44 | 166.09% |
| 86.40 | -10.00% | 145.83 | 190.79% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 54.66 | 9.00% | 95.39 | -0.63% |
| 54.16 | 8.00% | 95.46 | -0.56% |
| 53.66 | 7.00% | 95.53 | -0.49% |
| 53.16 | 6.00% | 95.59 | -0.42% |
| 52.66 | 5.00% | 95.66 | -0.35% |
| 52.16 | 4.00% | 95.73 | -0.28% |
| 51.65 | 3.00% | 95.80 | -0.21% |
| 51.15 | 2.00% | 95.86 | -0.14% |
| 50.65 | 1.00% | 95.93 | -0.07% |
| 50.15 | 0.00% | 96.00 | 0.00% |
| 49.65 | -1.00% | 96.07 | 0.07% |
| 49.15 | -2.00% | 96.14 | 0.14% |
| 48.65 | -3.00% | 96.21 | 0.21% |
| 48.14 | -4.00% | 96.28 | 0.29% |
| 47.64 | -5.00% | 96.35 | 0.36% |
| 47.14 | -6.00% | 96.42 | 0.43% |
| 46.64 | -7.00% | 96.49 | 0.51% |
| 46.14 | -8.00% | 96.56 | 0.58% |
| 45.64 | -9.00% | 96.63 | 0.65% |
| Desarrollo TIR 50.15% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-07-27 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.095 x (181/365)) x 100.00% x 100.00]/[(1+50.15)^(78/365)] | 4.32 | i |
| 2025-07-27 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+50.15)^(78/365)] | 91.68 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-10 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0.095 x (181/365)) x 1.00 x 1 x 100.00 x (103/181) | 2.68 |
| Desarrollo Duracion Macaulay | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Fecha | Per. Ponderados Formula | Per. Pond. Operacion | Periodos Ponderados | Factor Formula | Factor Operacion | Factor | Factor/Precio | Factor/Precio x Num. Periodos | Cap. o Int. | |
| 2025-07-27 | (Dias para cupon / Dias Año) | (78 / 365) | 0.21 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+50.15)^(78/365)]+[(0.095 x (181/365)) x 100.00% x 100.00]/[(1+50.15)^(78/365)] | 96.00 | 1.00 | 0.21 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.21 | 0.21 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.21)/(1 + 50.15/100) | 0.14 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (95.93 - 96.07 )/( 2 x 96.00 x 0.01) | 0.07 |
| Desarrollo Convexidad Suma Factores | ||||||||
|---|---|---|---|---|---|---|---|---|
| Fecha | Formula n2+n | Operacion n2+n | Factor n2+n | Formula VAN | Operacion VAN | Factor VAN | Formula n2+n X Factor VAN | Cap. o Int. |
| 2025-07-27 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (78 / 365) ^ 2 + (78 / 365) | 0.26 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+50.15)^(78/365)]+[(0.095 x (181/365)) x 100.00% x 100.00]/[(1+50.15)^(78/365)] | 96.00 | 24.90 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [96.00 x ((1 + 50.1466875) ^ 2)]] x 24.90] | 0.12 |
| F. de Emision | 2023-04-17 | ||
| F. de Vencimiento | 2025-07-27 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Las Obligaciones Negociables Clase XX serán amortizadas íntegramente en un único pago en la Fecha de Vencimiento de la Clase XX. | ||
| Interes | 9,50% nominal anual. | ||
| Frecuencia | Se pagarán en forma vencida. Los pagos de intereses serán realizados en las siguientes fechas: 27 de julio de 2023, 27 de enero de 2024, 27 de julio de 2024, 27 de enero de 2025 y el 27 de julio de 2025. La última Fecha de Pago de Intereses de la Clase XX coincidirá con la Fecha de Vencimiento de la Clase XX. | ||
| ISIN | ARGMCT5600J8 |