| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-04-18 | 100.00 | 101721.00 | 4844.99 | 0.00 | 4844.99 |
| 2024-10-18 | 100.00 | 116012.00 | 5525.67 | 0.00 | 5525.67 |
| 2025-04-18 | 100.00 | 117279.00 | 5555.49 | 0.00 | 5555.49 |
| 2025-10-18 | 100.00 | 114581.00 | 5457.51 | 0.00 | 5457.51 |
| 2026-04-18 | 0.00 | 0.00 | 5427.69 | 114581.00 | 120008.69 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | MRCQO | Valor Tecnico | 115237.09 | Semana TIR | -24.81% |
| Emisor | Generación Mediterránea S.A.Generación Mediterránea S.A. y Central Térmica Roca S.A. | Valor Residual | 100.00% | Mes TIR | -20.05% |
| Tipo | Corporativo | Paridad | 99.79% | Semestre TIR | -9.28% |
| País | Argentina | TIR | 9.97% | 1ero Enero TIR | -41.04% |
| Mercado | BYMA | Macaulay Dur. | 0.92 | Año TIR | 8.13% |
| Moneda | ARS | Modified Dur. | 0.83 | Semana Precio | 0.00% |
| Fecha/Hora | 2025-04-30 15:58:08 | Effective Dur. | 0.08 | Mes Precio | -17.27% |
| Volumen | 0 | Convexidad | 1.46 | Semestre Precio | 2.67% |
| Precio | 114990.00 | Int. Corrido | 656.09 | 1ero Enero Precio | 4.34% |
| Variación | 0.00% | Cupon | 5457.51 | Año Precio | 9.51% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 126489.00 | 10.00% | -0.88 | -108.83% |
| 125339.10 | 9.00% | 0.11 | -98.89% |
| 124189.20 | 8.00% | 1.12 | -88.75% |
| 123039.30 | 7.00% | 2.15 | -78.42% |
| 121889.40 | 6.00% | 3.20 | -67.88% |
| 120739.50 | 5.00% | 4.27 | -57.14% |
| 119589.60 | 4.00% | 5.37 | -46.17% |
| 118439.70 | 3.00% | 6.48 | -34.99% |
| 117289.80 | 2.00% | 7.62 | -23.56% |
| 116139.90 | 1.00% | 8.78 | -11.91% |
| 114990.00 | 0.00% | 9.97 | 0.00% |
| 113840.10 | -1.00% | 11.18 | 12.15% |
| 112690.20 | -2.00% | 12.42 | 24.57% |
| 111540.30 | -3.00% | 13.68 | 37.25% |
| 110390.40 | -4.00% | 14.98 | 50.22% |
| 109240.50 | -5.00% | 16.30 | 63.46% |
| 108090.60 | -6.00% | 17.65 | 77.01% |
| 106940.70 | -7.00% | 19.03 | 90.88% |
| 105790.80 | -8.00% | 20.44 | 105.04% |
| 104640.90 | -9.00% | 21.89 | 119.55% |
| 103491.00 | -10.00% | 23.37 | 134.38% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 10.87 | 9.00% | 114135.25 | -0.74% |
| 10.77 | 8.00% | 114229.44 | -0.66% |
| 10.67 | 7.00% | 114323.80 | -0.58% |
| 10.57 | 6.00% | 114418.33 | -0.50% |
| 10.47 | 5.00% | 114513.01 | -0.41% |
| 10.37 | 4.00% | 114607.87 | -0.33% |
| 10.27 | 3.00% | 114702.88 | -0.25% |
| 10.17 | 2.00% | 114798.07 | -0.17% |
| 10.07 | 1.00% | 114893.42 | -0.08% |
| 9.97 | 0.00% | 114990.00 | 0.00% |
| 9.87 | -1.00% | 115084.62 | 0.08% |
| 9.77 | -2.00% | 115180.47 | 0.17% |
| 9.67 | -3.00% | 115276.49 | 0.25% |
| 9.57 | -4.00% | 115372.68 | 0.33% |
| 9.47 | -5.00% | 115469.04 | 0.42% |
| 9.37 | -6.00% | 115565.57 | 0.50% |
| 9.27 | -7.00% | 115662.26 | 0.58% |
| 9.17 | -8.00% | 115759.13 | 0.67% |
| 9.07 | -9.00% | 115856.17 | 0.75% |
| Desarrollo TIR 9.97% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-10-18 | [(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 (183/365)) x 100.00% x 100.00 x 1145.81]/[(1+9.97)^(161/365)] | 5233.46 | i |
| 2026-04-18 | [(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 (182/365)) x 100.00% x 100.00 x 1145.81]/[(1+9.97)^(343/365)] | 4963.96 | i |
| 2026-04-18 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1145.81]/[(1+9.97)^(343/365)] | 104791.52 | 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 (183/365)) x 1.00 x 1 x 100.00 x 1145.81 x (22/183) | 656.09 |
| 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 x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.095 x (183/365)) x 100.00% x 100.00 x 1145.81]/[(1+9.97)^(161/365)] | 5233.46 | 0.05 | 0.02 | i | |
| 2026-04-18 | (Dias para cupon / Dias Año) | (343 / 365) | 0.94 | [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+9.97)^(343/365)]+[(0.095 x (182/365)) x 100.00% x 100.00 x 1145.81]/[(1+9.97)^(343/365)] | 109755.77 | 0.95 | 0.90 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.92 | 0.92 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.92)/(1 + 9.97/100) | 0.83 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (114893.72 - 115084.92 )/( 2 x 114990.00 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. |
| 2025-10-18 | [(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 x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.095 x (183/365)) x 100.00% x 100.00 x 1145.81]/[(1+9.97)^(161/365)] | 5233.46 | 3326.71 | i |
| 2026-04-18 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (343 / 365) ^ 2 + (343 / 365) | 1.82 | [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+9.97)^(343/365)]+[(0.095 x (182/365)) x 100.00% x 100.00 x 1145.81]/[(1+9.97)^(343/365)] | 109755.77 | 200064.04 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [114990.00 x ((1 + 9.9696874999999) ^ 2)]] x 203390.75] | 1.46 |
| 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 |