| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-04-18 | 100.00 | 100.00 | 4.76 | 0.00 | 4.76 |
| 2024-10-18 | 100.00 | 100.00 | 4.76 | 0.00 | 4.76 |
| 2025-04-18 | 100.00 | 100.00 | 4.74 | 0.00 | 4.74 |
| 2025-10-18 | 100.00 | 100.00 | 4.76 | 0.00 | 4.76 |
| 2026-04-18 | 0.00 | 0.00 | 4.74 | 100.00 | 104.74 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | MRCQD | Valor Tecnico | 100.88 | Semana TIR | -32.39% |
| Emisor | Generación Mediterránea S.A.Generación Mediterránea S.A. y Central Térmica Roca S.A. | Valor Residual | 100.00% | Mes TIR | 66.58% |
| Tipo | Corporativo | Paridad | 103.83% | Semestre TIR | -34.83% |
| País | Argentina | TIR | 6.68% | 1ero Enero TIR | -37.53% |
| Mercado | BYMA | Macaulay Dur. | 1.34 | Año TIR | -37.37% |
| Moneda | USD | Modified Dur. | 1.26 | Semana Precio | 4.23% |
| Fecha/Hora | 2024-11-19 15:05:01 | Effective Dur. | 0.08 | Mes Precio | -3.01% |
| Volumen | 0 | Convexidad | 2.80 | Semestre Precio | 4.75% |
| Precio | 104.75 | Int. Corrido | 0.88 | 1ero Enero Precio | 4.75% |
| Variación | 0.00% | Cupon | 4.74 | Año Precio | 5.81% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 115.22 | 10.00% | -0.64 | -109.55% |
| 114.18 | 9.00% | 0.04 | -99.41% |
| 113.13 | 8.00% | 0.73 | -89.10% |
| 112.08 | 7.00% | 1.43 | -78.61% |
| 111.03 | 6.00% | 2.14 | -67.95% |
| 109.99 | 5.00% | 2.86 | -57.12% |
| 108.94 | 4.00% | 3.60 | -46.10% |
| 107.89 | 3.00% | 4.35 | -34.89% |
| 106.84 | 2.00% | 5.11 | -23.47% |
| 105.80 | 1.00% | 5.89 | -11.87% |
| 104.75 | 0.00% | 6.68 | 0.00% |
| 103.70 | -1.00% | 7.48 | 11.96% |
| 102.66 | -2.00% | 8.30 | 24.20% |
| 101.61 | -3.00% | 9.13 | 36.67% |
| 100.56 | -4.00% | 9.98 | 49.37% |
| 99.51 | -5.00% | 10.84 | 62.29% |
| 98.47 | -6.00% | 11.72 | 75.47% |
| 97.42 | -7.00% | 12.62 | 88.90% |
| 96.37 | -8.00% | 13.53 | 102.59% |
| 95.32 | -9.00% | 14.47 | 116.55% |
| 94.28 | -10.00% | 15.42 | 130.77% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 7.28 | 9.00% | 103.96 | -0.76% |
| 7.21 | 8.00% | 104.05 | -0.67% |
| 7.15 | 7.00% | 104.13 | -0.59% |
| 7.08 | 6.00% | 104.22 | -0.51% |
| 7.01 | 5.00% | 104.31 | -0.42% |
| 6.95 | 4.00% | 104.39 | -0.34% |
| 6.88 | 3.00% | 104.48 | -0.26% |
| 6.81 | 2.00% | 104.57 | -0.17% |
| 6.75 | 1.00% | 104.66 | -0.09% |
| 6.68 | 0.00% | 104.75 | 0.00% |
| 6.61 | -1.00% | 104.83 | 0.08% |
| 6.55 | -2.00% | 104.92 | 0.16% |
| 6.48 | -3.00% | 105.01 | 0.25% |
| 6.41 | -4.00% | 105.10 | 0.33% |
| 6.35 | -5.00% | 105.19 | 0.42% |
| 6.28 | -6.00% | 105.27 | 0.50% |
| 6.21 | -7.00% | 105.36 | 0.58% |
| 6.15 | -8.00% | 105.45 | 0.67% |
| 6.08 | -9.00% | 105.54 | 0.75% |
| Desarrollo TIR 6.68% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-04-18 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.095 x (182/365)) x 100.00% x 100.00]/[(1+6.68)^(148/365)] | 4.61 | i |
| 2025-10-18 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.095 x (183/365)) x 100.00% x 100.00]/[(1+6.68)^(331/365)] | 4.49 | i |
| 2026-04-18 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.095 x (182/365)) x 100.00% x 100.00]/[(1+6.68)^(513/365)] | 4.33 | i |
| 2026-04-18 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+6.68)^(513/365)] | 91.31 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-21 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0.095 x (182/365)) x 1.00 x 1 x 100.00 x (34/182) | 0.88 |
| 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. | |
| 2025-04-18 | (Dias para cupon / Dias Año) | (148 / 365) | 0.41 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.095 x (182/365)) x 100.00% x 100.00]/[(1+6.68)^(148/365)] | 4.61 | 0.04 | 0.02 | i | |
| 2025-10-18 | (Dias para cupon / Dias Año) | (331 / 365) | 0.91 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.095 x (183/365)) x 100.00% x 100.00]/[(1+6.68)^(331/365)] | 4.49 | 0.04 | 0.04 | i | |
| 2026-04-18 | (Dias para cupon / Dias Año) | (513 / 365) | 1.41 | [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+6.68)^(513/365)]+[(0.095 x (182/365)) x 100.00% x 100.00]/[(1+6.68)^(513/365)] | 95.64 | 0.91 | 1.28 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.34 | 1.34 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.34)/(1 + 6.68/100) | 1.26 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (104.66 - 104.84 )/( 2 x 104.75 x 0.01) | 0.08 |
| 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. |
| 2025-04-18 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (148 / 365) ^ 2 + (148 / 365) | 0.57 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.095 x (182/365)) x 100.00% x 100.00]/[(1+6.68)^(148/365)] | 4.61 | 2.63 | i |
| 2025-10-18 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (331 / 365) ^ 2 + (331 / 365) | 1.73 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.095 x (183/365)) x 100.00% x 100.00]/[(1+6.68)^(331/365)] | 4.49 | 7.77 | i |
| 2026-04-18 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (513 / 365) ^ 2 + (513 / 365) | 3.38 | [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+6.68)^(513/365)]+[(0.095 x (182/365)) x 100.00% x 100.00]/[(1+6.68)^(513/365)] | 95.64 | 323.36 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [104.75 x ((1 + 6.6756875000001) ^ 2)]] x 333.75] | 2.80 |
| F. de Emision | 2023-10-18 | ||
| F. de Vencimiento | 2026-04-18 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | Las Obligaciones Negociables serán amortizadas íntegramente en un único pago en la Fecha de Vencimiento. | ||
| Interes | Tasa de Corte: 9,50%. | ||
| Frecuencia | 18 de abril de 2024, 18 de octubre de 2024, 18 de abril de 2025, 18 de octubre de 2025 y el 18 de abril de 2026. | ||
| ISIN | AR0203590796 |