| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-07-17 | 100.00 | 100.00 | 6.52 | 0.00 | 6.52 |
| 2025-07-17 | 100.00 | 100.00 | 6.50 | 0.00 | 6.50 |
| 2026-07-17 | 0.00 | 0.00 | 6.50 | 100.00 | 106.50 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | MSSED | Valor Tecnico | 100.93 | Semana TIR | -17.05% |
| Emisor | MSU S.A.MSU S.A. | Valor Residual | 100.00% | Mes TIR | -24.65% |
| Tipo | Corporativo | Paridad | 99.28% | Semestre TIR | -7.99% |
| País | Argentina | TIR | 6.91% | 1ero Enero TIR | -11.27% |
| Mercado | BYMA | Macaulay Dur. | 1.80 | Año TIR | -9.87% |
| Moneda | USD | Modified Dur. | 1.68 | Semana Precio | 2.57% |
| Fecha/Hora | 2024-09-06 16:50:39 | Effective Dur. | 0.12 | Mes Precio | 4.59% |
| Volumen | 4122 | Convexidad | 4.44 | Semestre Precio | -1.76% |
| Precio | 100.20 | Int. Corrido | 0.93 | 1ero Enero Precio | 0.20% |
| Variación | 0.80% | Cupon | 6.50 | Año Precio | 2.24% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 110.22 | 10.00% | 1.39 | -79.82% |
| 109.22 | 9.00% | 1.91 | -72.36% |
| 108.22 | 8.00% | 2.43 | -64.77% |
| 107.21 | 7.00% | 2.97 | -57.09% |
| 106.21 | 6.00% | 3.50 | -49.29% |
| 105.21 | 5.00% | 4.05 | -41.37% |
| 104.21 | 4.00% | 4.61 | -33.34% |
| 103.21 | 3.00% | 5.17 | -25.18% |
| 102.20 | 2.00% | 5.74 | -16.89% |
| 101.20 | 1.00% | 6.32 | -8.48% |
| 100.20 | 0.00% | 6.91 | 0.00% |
| 99.20 | -1.00% | 7.51 | 8.75% |
| 98.20 | -2.00% | 8.12 | 17.57% |
| 97.19 | -3.00% | 8.74 | 26.54% |
| 96.19 | -4.00% | 9.37 | 35.64% |
| 95.19 | -5.00% | 10.01 | 44.90% |
| 94.19 | -6.00% | 10.66 | 54.32% |
| 93.19 | -7.00% | 11.33 | 63.90% |
| 92.18 | -8.00% | 12.00 | 73.64% |
| 91.18 | -9.00% | 12.68 | 83.55% |
| 90.18 | -10.00% | 13.38 | 93.62% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 7.53 | 9.00% | 99.17 | -1.03% |
| 7.46 | 8.00% | 99.28 | -0.91% |
| 7.39 | 7.00% | 99.40 | -0.80% |
| 7.32 | 6.00% | 99.51 | -0.69% |
| 7.26 | 5.00% | 99.63 | -0.57% |
| 7.19 | 4.00% | 99.74 | -0.46% |
| 7.12 | 3.00% | 99.86 | -0.34% |
| 7.05 | 2.00% | 99.97 | -0.22% |
| 6.98 | 1.00% | 100.09 | -0.11% |
| 6.91 | 0.00% | 100.20 | 0.00% |
| 6.84 | -1.00% | 100.32 | 0.12% |
| 6.77 | -2.00% | 100.44 | 0.24% |
| 6.70 | -3.00% | 100.56 | 0.36% |
| 6.63 | -4.00% | 100.67 | 0.47% |
| 6.56 | -5.00% | 100.79 | 0.59% |
| 6.50 | -6.00% | 100.91 | 0.71% |
| 6.43 | -7.00% | 101.03 | 0.83% |
| 6.36 | -8.00% | 101.14 | 0.94% |
| 6.29 | -9.00% | 101.26 | 1.06% |
| Desarrollo TIR 6.91% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-07-17 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.065 x (365/365)) x 100.00% x 100.00]/[(1+6.91)^(313/365)] | 6.14 | i |
| 2026-07-17 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.065 x (365/365)) x 100.00% x 100.00]/[(1+6.91)^(678/365)] | 5.74 | i |
| 2026-07-17 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+6.91)^(678/365)] | 88.33 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-09-07 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0.065 x (365/365)) x 1.00 x 1 x 100.00 x (52/365) | 0.93 |
| 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. | |
| 2025-07-17 | (Dias para cupon / Dias Año) | (313 / 365) | 0.86 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.065 x (365/365)) x 100.00% x 100.00]/[(1+6.91)^(313/365)] | 6.14 | 0.06 | 0.05 | i | |
| 2026-07-17 | (Dias para cupon / Dias Año) | (678 / 365) | 1.86 | [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+6.91)^(678/365)]+[(0.065 x (365/365)) x 100.00% x 100.00]/[(1+6.91)^(678/365)] | 94.06 | 0.94 | 1.74 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.80 | 1.80 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.80)/(1 + 6.91/100) | 1.68 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (100.08 - 100.32 )/( 2 x 100.2 x 0.01) | 0.12 |
| 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. |
| 2025-07-17 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (313 / 365) ^ 2 + (313 / 365) | 1.59 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.065 x (365/365)) x 100.00% x 100.00]/[(1+6.91)^(313/365)] | 6.14 | 9.78 | i |
| 2026-07-17 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (678 / 365) ^ 2 + (678 / 365) | 5.31 | [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+6.91)^(678/365)]+[(0.065 x (365/365)) x 100.00% x 100.00]/[(1+6.91)^(678/365)] | 94.06 | 499.27 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [100.2 x ((1 + 6.915) ^ 2)]] x 509.05] | 4.44 |
| F. de Emision | 2023-07-17 | ||
| F. de Vencimiento | 2026-07-17 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | El 100% del valor nominal de las Obligaciones Negociables será pagadero de forma íntegra y en 1 (una) única cuota en la Fecha de Vencimiento. | ||
| Interes | 6,50% nominal anual. | ||
| Frecuencia | Los intereses de las Obligaciones Negociables se pagarán anualmente, en forma vencida, en las siguientes fechas: el 17 de julio de 2024, el 17 de julio de 2025 y en la Fecha de Vencimiento, es decir el 17 de julio de 2026. | ||
| ISIN | ARMSUS5600F5 |