| 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 | 116105.00 | 5560.32 | 0.00 | 5560.32 |
| 2025-07-27 | 0.00 | 0.00 | 5397.86 | 114581.00 | 119978.86 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | MRCLO | Valor Tecnico | 117652.71 | Semana TIR | -28.79% |
| Emisor | Generación Mediterránea S.A.Generación Mediterránea S.A. y Central Térmica Roca S.A. | Valor Residual | 100.00% | Mes TIR | 23.83% |
| Tipo | Corporativo | Paridad | 96.05% | Semestre TIR | 147.29% |
| País | Argentina | TIR | 32.37% | 1ero Enero TIR | 234.40% |
| Mercado | BYMA | Macaulay Dur. | 0.21 | Año TIR | 196.43% |
| Moneda | ARS | Modified Dur. | 0.16 | Semana Precio | 0.00% |
| Fecha/Hora | 2025-04-30 16:35:27 | Effective Dur. | 0.05 | Mes Precio | -15.10% |
| Volumen | 0 | Convexidad | 0.15 | Semestre Precio | -0.70% |
| Precio | 113000.00 | Int. Corrido | 3071.71 | 1ero Enero Precio | -7.15% |
| Variación | 0.00% | Cupon | 119978.86 | Año Precio | 7.61% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 124300.00 | 10.00% | -15.26 | -147.14% |
| 123170.00 | 9.00% | -11.56 | -135.71% |
| 122040.00 | 8.00% | -7.66 | -123.67% |
| 120910.00 | 7.00% | -3.55 | -110.98% |
| 119780.00 | 6.00% | 0.78 | -97.59% |
| 118650.00 | 5.00% | 5.35 | -83.47% |
| 117520.00 | 4.00% | 10.18 | -68.56% |
| 116390.00 | 3.00% | 15.27 | -52.82% |
| 115260.00 | 2.00% | 20.66 | -36.19% |
| 114130.00 | 1.00% | 26.35 | -18.60% |
| 113000.00 | 0.00% | 32.37 | 0.00% |
| 111870.00 | -1.00% | 38.74 | 19.69% |
| 110740.00 | -2.00% | 45.50 | 40.55% |
| 109610.00 | -3.00% | 52.65 | 62.65% |
| 108480.00 | -4.00% | 60.23 | 86.08% |
| 107350.00 | -5.00% | 68.28 | 110.94% |
| 106220.00 | -6.00% | 76.82 | 137.33% |
| 105090.00 | -7.00% | 85.90 | 165.36% |
| 103960.00 | -8.00% | 95.54 | 195.16% |
| 102830.00 | -9.00% | 105.80 | 226.86% |
| 101700.00 | -10.00% | 116.73 | 260.60% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 35.28 | 9.00% | 112475.53 | -0.46% |
| 34.96 | 8.00% | 112533.12 | -0.41% |
| 34.64 | 7.00% | 112590.89 | -0.36% |
| 34.31 | 6.00% | 112648.82 | -0.31% |
| 33.99 | 5.00% | 112706.92 | -0.26% |
| 33.66 | 4.00% | 112765.19 | -0.21% |
| 33.34 | 3.00% | 112823.64 | -0.16% |
| 33.02 | 2.00% | 112882.26 | -0.10% |
| 32.69 | 1.00% | 112941.05 | -0.05% |
| 32.37 | 0.00% | 113000.00 | 0.00% |
| 32.05 | -1.00% | 113059.15 | 0.05% |
| 31.72 | -2.00% | 113118.47 | 0.10% |
| 31.40 | -3.00% | 113177.96 | 0.16% |
| 31.08 | -4.00% | 113237.63 | 0.21% |
| 30.75 | -5.00% | 113297.48 | 0.26% |
| 30.43 | -6.00% | 113357.51 | 0.32% |
| 30.10 | -7.00% | 113417.72 | 0.37% |
| 29.78 | -8.00% | 113478.12 | 0.42% |
| 29.46 | -9.00% | 113538.69 | 0.48% |
| Desarrollo TIR 32.37% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 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 1145.81]/[(1+32.37)^(78/365)] | 5083.88 | i |
| 2025-07-27 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1145.81]/[(1+32.37)^(78/365)] | 107916.13 | 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 Conversion ARS/MEP x (Dias Corridos / Dias entre Cupones) | (0.095 x (181/365)) x 1.00 x 1 x 100.00 x 1145.81 x (103/181) | 3071.71 |
| 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 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 1145.81]/[(1+32.37)^(78/365)]+[(0.095 x (181/365)) x 100.00% x 100.00 x 1145.81]/[(1+32.37)^(78/365)] | 112999.83 | 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 + 32.37/100) | 0.16 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (112940.86 - 113058.97 )/( 2 x 113000.00 x 0.01) | 0.05 |
| 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 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 1145.81]/[(1+32.37)^(78/365)]+[(0.095 x (181/365)) x 100.00% x 100.00 x 1145.81]/[(1+32.37)^(78/365)] | 112999.83 | 29308.28 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [113000.00 x ((1 + 32.371) ^ 2)]] x 29308.28] | 0.15 |
| 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 |