| 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 | 106911.00 | 5064.36 | 0.00 | 5064.36 |
| 2025-10-18 | 100.00 | 106911.00 | 5092.19 | 0.00 | 5092.19 |
| 2026-04-18 | 0.00 | 0.00 | 5064.36 | 106911.00 | 111975.36 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | MRCQO | Valor Tecnico | 108191.00 | Semana TIR | -2.84% |
| Emisor | Generación Mediterránea S.A.Generación Mediterránea S.A. y Central Térmica Roca S.A. | Valor Residual | 100.00% | Mes TIR | 20.90% |
| Tipo | Corporativo | Paridad | 96.59% | Semestre TIR | 16.03% |
| País | Argentina | TIR | 12.67% | 1ero Enero TIR | 1.76% |
| Mercado | BYMA | Macaulay Dur. | 1.30 | Año TIR | -6.51% |
| Moneda | ARS | Modified Dur. | 1.16 | Semana Precio | 0.01% |
| Fecha/Hora | 2024-12-03 11:14:17 | Effective Dur. | 0.15 | Mes Precio | -8.33% |
| Volumen | 1 | Convexidad | 2.41 | Semestre Precio | -15.73% |
| Precio | 104500.00 | Int. Corrido | 1280.00 | 1ero Enero Precio | 10.00% |
| Variación | -3.55% | Cupon | 5064.36 | Año Precio | 22.94% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 114950.00 | 10.00% | 4.74 | -62.60% |
| 113905.00 | 9.00% | 5.47 | -56.81% |
| 112860.00 | 8.00% | 6.22 | -50.92% |
| 111815.00 | 7.00% | 6.98 | -44.93% |
| 110770.00 | 6.00% | 7.75 | -38.85% |
| 109725.00 | 5.00% | 8.53 | -32.65% |
| 108680.00 | 4.00% | 9.33 | -26.35% |
| 107635.00 | 3.00% | 10.14 | -19.94% |
| 106590.00 | 2.00% | 10.97 | -13.42% |
| 105545.00 | 1.00% | 11.81 | -6.79% |
| 104500.00 | 0.00% | 12.67 | 0.00% |
| 103455.00 | -1.00% | 13.54 | 6.85% |
| 102410.00 | -2.00% | 14.43 | 13.86% |
| 101365.00 | -3.00% | 15.33 | 20.99% |
| 100320.00 | -4.00% | 16.25 | 28.26% |
| 99275.00 | -5.00% | 17.19 | 35.67% |
| 98230.00 | -6.00% | 18.15 | 43.22% |
| 97185.00 | -7.00% | 19.12 | 50.91% |
| 96140.00 | -8.00% | 20.11 | 58.76% |
| 95095.00 | -9.00% | 21.13 | 66.75% |
| 94050.00 | -10.00% | 22.16 | 74.91% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 13.81 | 9.00% | 103131.68 | -1.31% |
| 13.68 | 8.00% | 103281.57 | -1.17% |
| 13.56 | 7.00% | 103431.85 | -1.02% |
| 13.43 | 6.00% | 103582.52 | -0.88% |
| 13.30 | 5.00% | 103733.60 | -0.73% |
| 13.18 | 4.00% | 103885.06 | -0.59% |
| 13.05 | 3.00% | 104036.93 | -0.44% |
| 12.92 | 2.00% | 104189.19 | -0.30% |
| 12.80 | 1.00% | 104341.86 | -0.15% |
| 12.67 | 0.00% | 104500.00 | 0.00% |
| 12.54 | -1.00% | 104648.40 | 0.14% |
| 12.42 | -2.00% | 104802.28 | 0.29% |
| 12.29 | -3.00% | 104956.56 | 0.44% |
| 12.16 | -4.00% | 105111.26 | 0.58% |
| 12.04 | -5.00% | 105266.36 | 0.73% |
| 11.91 | -6.00% | 105421.88 | 0.88% |
| 11.78 | -7.00% | 105577.81 | 1.03% |
| 11.66 | -8.00% | 105734.15 | 1.18% |
| 11.53 | -9.00% | 105890.91 | 1.33% |
| Desarrollo TIR 12.67% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-04-18 | [(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 1069.11]/[(1+12.67)^(136/365)] | 4844.18 | i |
| 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 1069.11]/[(1+12.67)^(319/365)] | 4588.02 | 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 1069.11]/[(1+12.67)^(501/365)] | 4299.44 | i |
| 2026-04-18 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1069.11]/[(1+12.67)^(501/365)] | 90763.28 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-12-03 | (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 (182/365)) x 1.00 x 1 x 100.00 x 1069.11 x (46/182) | 1280.00 |
| 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) | (136 / 365) | 0.37 | [(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 1069.11]/[(1+12.67)^(136/365)] | 4844.24 | 0.05 | 0.02 | i | |
| 2025-10-18 | (Dias para cupon / Dias Año) | (319 / 365) | 0.87 | [(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 1069.11]/[(1+12.67)^(319/365)] | 4588.14 | 0.04 | 0.04 | i | |
| 2026-04-18 | (Dias para cupon / Dias Año) | (501 / 365) | 1.37 | [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 1069.11]/[(1+12.67)^(501/365)]+[(0.095 x (182/365)) x 100.00% x 100.00 x 1069.11]/[(1+12.67)^(501/365)] | 95066.56 | 0.91 | 1.25 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.30 | 1.30 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.30)/(1 + 12.67/100) | 1.16 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (104345.90 - 104652.38 )/( 2 x 104500 x 0.01) | 0.15 |
| 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)] | (136 / 365) ^ 2 + (136 / 365) | 0.51 | [(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 1069.11]/[(1+12.67)^(136/365)] | 4844.24 | 2477.51 | i |
| 2025-10-18 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (319 / 365) ^ 2 + (319 / 365) | 1.64 | [(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 1069.11]/[(1+12.67)^(319/365)] | 4588.14 | 7514.45 | i |
| 2026-04-18 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (501 / 365) ^ 2 + (501 / 365) | 3.26 | [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 1069.11]/[(1+12.67)^(501/365)]+[(0.095 x (182/365)) x 100.00% x 100.00 x 1069.11]/[(1+12.67)^(501/365)] | 95066.56 | 309597.66 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [104500 x ((1 + 12.6666875) ^ 2)]] x 319589.63] | 2.41 |
| 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 |