| 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 | 100.57 | Semana TIR | 3.46% |
| Emisor | Generación Mediterránea S.A.Generación Mediterránea S.A. y Central Térmica Roca S.A. | Valor Residual | 100.00% | Mes TIR | 193.92% |
| Tipo | Corporativo | Paridad | 82.55% | Semestre TIR | 311.07% |
| País | Argentina | TIR | 35.27% | 1ero Enero TIR | 256.26% |
| Mercado | BYMA | Macaulay Dur. | 0.91 | Año TIR | 294.96% |
| Moneda | USD | Modified Dur. | 0.68 | Semana Precio | 0.00% |
| Fecha/Hora | 2025-04-30 17:00:01 | Effective Dur. | 0.24 | Mes Precio | -19.00% |
| Volumen | 0 | Convexidad | 0.96 | Semestre Precio | -18.61% |
| Precio | 83.02 | Int. Corrido | 0.57 | 1ero Enero Precio | -18.37% |
| Variación | 0.00% | Cupon | 4.76 | Año Precio | -18.53% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 91.32 | 10.00% | 21.89 | -37.93% |
| 90.49 | 9.00% | 23.11 | -34.46% |
| 89.66 | 8.00% | 24.36 | -30.93% |
| 88.83 | 7.00% | 25.63 | -27.33% |
| 88.00 | 6.00% | 26.93 | -23.66% |
| 87.17 | 5.00% | 28.25 | -19.92% |
| 86.34 | 4.00% | 29.59 | -16.09% |
| 85.51 | 3.00% | 30.97 | -12.19% |
| 84.68 | 2.00% | 32.37 | -8.21% |
| 83.85 | 1.00% | 33.81 | -4.15% |
| 83.02 | 0.00% | 35.27 | 0.00% |
| 82.19 | -1.00% | 36.76 | 4.24% |
| 81.36 | -2.00% | 38.29 | 8.57% |
| 80.53 | -3.00% | 39.85 | 12.99% |
| 79.70 | -4.00% | 41.45 | 17.51% |
| 78.87 | -5.00% | 43.08 | 22.13% |
| 78.04 | -6.00% | 44.74 | 26.85% |
| 77.21 | -7.00% | 46.45 | 31.69% |
| 76.38 | -8.00% | 48.19 | 36.63% |
| 75.55 | -9.00% | 49.97 | 41.68% |
| 74.72 | -10.00% | 51.80 | 46.86% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 38.44 | 9.00% | 81.28 | -2.10% |
| 38.09 | 8.00% | 81.47 | -1.87% |
| 37.74 | 7.00% | 81.66 | -1.64% |
| 37.39 | 6.00% | 81.85 | -1.41% |
| 37.03 | 5.00% | 82.04 | -1.18% |
| 36.68 | 4.00% | 82.24 | -0.94% |
| 36.33 | 3.00% | 82.43 | -0.71% |
| 35.98 | 2.00% | 82.63 | -0.47% |
| 35.62 | 1.00% | 82.82 | -0.24% |
| 35.27 | 0.00% | 83.02 | 0.00% |
| 34.92 | -1.00% | 83.22 | 0.24% |
| 34.56 | -2.00% | 83.42 | 0.48% |
| 34.21 | -3.00% | 83.62 | 0.72% |
| 33.86 | -4.00% | 83.82 | 0.96% |
| 33.51 | -5.00% | 84.02 | 1.21% |
| 33.15 | -6.00% | 84.23 | 1.45% |
| 32.80 | -7.00% | 84.43 | 1.70% |
| 32.45 | -8.00% | 84.64 | 1.95% |
| 32.10 | -9.00% | 84.84 | 2.20% |
| Desarrollo TIR 35.27% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 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+35.27)^(161/365)] | 4.17 | 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+35.27)^(343/365)] | 3.57 | i |
| 2026-04-18 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+35.27)^(343/365)] | 75.28 | 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 (183/365)) x 1.00 x 1 x 100.00 x (22/183) | 0.57 |
| 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. | |
| 2025-10-18 | (Dias para cupon / Dias Año) | (161 / 365) | 0.44 | [(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+35.27)^(161/365)] | 4.17 | 0.05 | 0.02 | i | |
| 2026-04-18 | (Dias para cupon / Dias Año) | (343 / 365) | 0.94 | [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+35.27)^(343/365)]+[(0.095 x (182/365)) x 100.00% x 100.00]/[(1+35.27)^(343/365)] | 78.85 | 0.95 | 0.89 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.91 | 0.91 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.91)/(1 + 35.27/100) | 0.68 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (82.82 - 83.22 )/( 2 x 83.02 x 0.01) | 0.24 |
| 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. |
| 2025-10-18 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (161 / 365) ^ 2 + (161 / 365) | 0.64 | [(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+35.27)^(161/365)] | 4.17 | 2.65 | i |
| 2026-04-18 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (343 / 365) ^ 2 + (343 / 365) | 1.82 | [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+35.27)^(343/365)]+[(0.095 x (182/365)) x 100.00% x 100.00]/[(1+35.27)^(343/365)] | 78.85 | 143.73 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [83.02 x ((1 + 35.2696875) ^ 2)]] x 146.38] | 0.96 |
| 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 |