| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2023-07-27 | 100.00 | 50891.00 | 1337.81 | 0.00 | 1337.81 |
| 2024-01-27 | 100.00 | 118090.00 | 5655.38 | 0.00 | 5655.38 |
| 2024-07-27 | 100.00 | 132473.00 | 6275.23 | 0.00 | 6275.23 |
| 2025-01-27 | 100.00 | 124449.00 | 5959.91 | 0.00 | 5959.91 |
| 2025-07-27 | 0.00 | 0.00 | 5862.74 | 124449.00 | 130311.74 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | MRCLO | Valor Tecnico | 125809.42 | Semana TIR | -29.25% |
| Emisor | Generación Mediterránea S.A.Generación Mediterránea S.A. y Central Térmica Roca S.A. | Valor Residual | 100.00% | Mes TIR | -1.20% |
| Tipo | Corporativo | Paridad | 98.56% | Semestre TIR | 14.51% |
| País | Argentina | TIR | 11.56% | 1ero Enero TIR | 8.50% |
| Mercado | BYMA | Macaulay Dur. | 0.86 | Año TIR | 37.85% |
| Moneda | ARS | Modified Dur. | 0.77 | Semana Precio | 0.99% |
| Fecha/Hora | 2024-09-06 16:41:44 | Effective Dur. | 0.09 | Mes Precio | -5.34% |
| Volumen | 803 | Convexidad | 1.30 | Semestre Precio | 24.62% |
| Precio | 124000.00 | Int. Corrido | 1360.42 | 1ero Enero Precio | 22.92% |
| Variación | -3.13% | Cupon | 5959.91 | Año Precio | 74.52% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 136400.00 | 10.00% | -0.11 | -100.94% |
| 135160.00 | 9.00% | 0.95 | -91.75% |
| 133920.00 | 8.00% | 2.04 | -82.37% |
| 132680.00 | 7.00% | 3.14 | -72.80% |
| 131440.00 | 6.00% | 4.27 | -63.05% |
| 130200.00 | 5.00% | 5.42 | -53.08% |
| 128960.00 | 4.00% | 6.60 | -42.91% |
| 127720.00 | 3.00% | 7.80 | -32.52% |
| 126480.00 | 2.00% | 9.03 | -21.91% |
| 125240.00 | 1.00% | 10.28 | -11.07% |
| 124000.00 | 0.00% | 11.56 | 0.00% |
| 122760.00 | -1.00% | 12.87 | 11.32% |
| 121520.00 | -2.00% | 14.21 | 22.89% |
| 120280.00 | -3.00% | 15.57 | 34.72% |
| 119040.00 | -4.00% | 16.97 | 46.81% |
| 117800.00 | -5.00% | 18.40 | 59.19% |
| 116560.00 | -6.00% | 19.87 | 71.85% |
| 115320.00 | -7.00% | 21.36 | 84.80% |
| 114080.00 | -8.00% | 22.90 | 98.07% |
| 112840.00 | -9.00% | 24.47 | 111.65% |
| 111600.00 | -10.00% | 26.07 | 125.56% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 12.60 | 9.00% | 123011.59 | -0.80% |
| 12.48 | 8.00% | 123120.56 | -0.71% |
| 12.37 | 7.00% | 123229.73 | -0.62% |
| 12.25 | 6.00% | 123339.12 | -0.53% |
| 12.14 | 5.00% | 123448.71 | -0.44% |
| 12.02 | 4.00% | 123558.52 | -0.36% |
| 11.91 | 3.00% | 123668.54 | -0.27% |
| 11.79 | 2.00% | 123778.78 | -0.18% |
| 11.68 | 1.00% | 123889.23 | -0.09% |
| 11.56 | 0.00% | 124000.00 | 0.00% |
| 11.44 | -1.00% | 124110.77 | 0.09% |
| 11.33 | -2.00% | 124221.86 | 0.18% |
| 11.21 | -3.00% | 124333.17 | 0.27% |
| 11.10 | -4.00% | 124444.70 | 0.36% |
| 10.98 | -5.00% | 124556.44 | 0.45% |
| 10.87 | -6.00% | 124668.41 | 0.54% |
| 10.75 | -7.00% | 124780.59 | 0.63% |
| 10.64 | -8.00% | 124892.99 | 0.72% |
| 10.52 | -9.00% | 125005.61 | 0.81% |
| Desarrollo TIR 11.56% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-01-27 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.095 x (184/365)) x 100.00% x 100.00 x 1244.49]/[(1+11.56)^(142/365)] | 5711.59 | i |
| 2025-07-27 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.095 x (181/365)) x 100.00% x 100.00 x 1244.49]/[(1+11.56)^(323/365)] | 5321.80 | i |
| 2025-07-27 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1244.49]/[(1+11.56)^(323/365)] | 112966.49 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-09-07 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP x (Dias Corridos / Dias entre Cupones) | (0.095 x (184/365)) x 1.00 x 1 x 100.00 x 1244.49 x (42/184) | 1360.42 |
| 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. | |
| 2025-01-27 | (Dias para cupon / Dias Año) | (142 / 365) | 0.39 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.095 x (184/365)) x 100.00% x 100.00 x 1244.49]/[(1+11.56)^(142/365)] | 5711.58 | 0.05 | 0.02 | i | |
| 2025-07-27 | (Dias para cupon / Dias Año) | (323 / 365) | 0.88 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1244.49]/[(1+11.56)^(323/365)]+[(0.095 x (181/365)) x 100.00% x 100.00 x 1244.49]/[(1+11.56)^(323/365)] | 118287.65 | 0.95 | 0.84 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.86 | 0.86 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.86)/(1 + 11.56/100) | 0.77 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (123888.56 - 124110.11 )/( 2 x 124000 x 0.01) | 0.09 |
| 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. |
| 2025-01-27 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (142 / 365) ^ 2 + (142 / 365) | 0.54 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.095 x (184/365)) x 100.00% x 100.00 x 1244.49]/[(1+11.56)^(142/365)] | 5711.58 | 3086.50 | i |
| 2025-07-27 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (323 / 365) ^ 2 + (323 / 365) | 1.67 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1244.49]/[(1+11.56)^(323/365)]+[(0.095 x (181/365)) x 100.00% x 100.00 x 1244.49]/[(1+11.56)^(323/365)] | 118287.65 | 197307.97 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [124000 x ((1 + 11.5606875) ^ 2)]] x 200394.48] | 1.30 |
| 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 |