| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-07-17 | 100.00 | 130003.00 | 8473.35 | 0.00 | 8473.35 |
| 2025-07-17 | 100.00 | 107907.00 | 7013.95 | 0.00 | 7013.95 |
| 2026-07-17 | 0.00 | 0.00 | 7013.95 | 107907.00 | 114920.96 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | MSSEO | Valor Tecnico | 110366.69 | Semana TIR | 6.59% |
| Emisor | MSU S.A.MSU S.A. | Valor Residual | 100.00% | Mes TIR | -10.22% |
| Tipo | Corporativo | Paridad | 100.47% | Semestre TIR | -62.57% |
| País | Argentina | TIR | 6.15% | 1ero Enero TIR | -37.14% |
| Mercado | BYMA | Macaulay Dur. | 1.59 | Año TIR | -12.30% |
| Moneda | ARS | Modified Dur. | 1.50 | Semana Precio | -1.98% |
| Fecha/Hora | 2024-11-22 13:20:38 | Effective Dur. | 0.09 | Mes Precio | -5.63% |
| Volumen | 1233 | Convexidad | 3.70 | Semestre Precio | 5.11% |
| Precio | 110890.00 | Int. Corrido | 2459.69 | 1ero Enero Precio | 17.97% |
| Variación | 2.68% | Cupon | 7013.95 | Año Precio | 11.00% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 121979.00 | 10.00% | -0.02 | -100.36% |
| 120870.10 | 9.00% | 0.55 | -91.01% |
| 119761.20 | 8.00% | 1.14 | -81.51% |
| 118652.30 | 7.00% | 1.73 | -71.87% |
| 117543.40 | 6.00% | 2.33 | -62.07% |
| 116434.50 | 5.00% | 2.94 | -52.13% |
| 115325.60 | 4.00% | 3.57 | -42.02% |
| 114216.70 | 3.00% | 4.20 | -31.75% |
| 113107.80 | 2.00% | 4.84 | -21.33% |
| 111998.90 | 1.00% | 5.49 | -10.72% |
| 110890.00 | 0.00% | 6.15 | 0.00% |
| 109781.10 | -1.00% | 6.83 | 11.01% |
| 108672.20 | -2.00% | 7.51 | 22.16% |
| 107563.30 | -3.00% | 8.21 | 33.48% |
| 106454.40 | -4.00% | 8.92 | 45.00% |
| 105345.50 | -5.00% | 9.64 | 56.74% |
| 104236.60 | -6.00% | 10.37 | 68.66% |
| 103127.70 | -7.00% | 11.12 | 80.81% |
| 102018.80 | -8.00% | 11.88 | 93.18% |
| 100909.90 | -9.00% | 12.65 | 105.76% |
| 99801.00 | -10.00% | 13.44 | 118.58% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 6.70 | 9.00% | 109982.60 | -0.82% |
| 6.64 | 8.00% | 110083.35 | -0.73% |
| 6.58 | 7.00% | 110184.25 | -0.64% |
| 6.52 | 6.00% | 110285.31 | -0.55% |
| 6.46 | 5.00% | 110386.52 | -0.45% |
| 6.40 | 4.00% | 110487.88 | -0.36% |
| 6.33 | 3.00% | 110589.40 | -0.27% |
| 6.27 | 2.00% | 110691.07 | -0.18% |
| 6.21 | 1.00% | 110792.89 | -0.09% |
| 6.15 | 0.00% | 110890.00 | 0.00% |
| 6.09 | -1.00% | 110997.01 | 0.10% |
| 6.03 | -2.00% | 111099.30 | 0.19% |
| 5.97 | -3.00% | 111201.75 | 0.28% |
| 5.90 | -4.00% | 111304.35 | 0.37% |
| 5.84 | -5.00% | 111407.11 | 0.47% |
| 5.78 | -6.00% | 111510.03 | 0.56% |
| 5.72 | -7.00% | 111613.10 | 0.65% |
| 5.66 | -8.00% | 111716.33 | 0.75% |
| 5.60 | -9.00% | 111819.72 | 0.84% |
| Desarrollo TIR 6.15% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-07-17 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.065 x (365/365)) x 100.00% x 100.00 x 1079.07]/[(1+6.15)^(237/365)] | 6747.34 | i |
| 2026-07-17 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.065 x (365/365)) x 100.00% x 100.00 x 1079.07]/[(1+6.15)^(602/365)] | 6356.42 | i |
| 2026-07-17 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1079.07]/[(1+6.15)^(602/365)] | 97791.11 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-22 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP x (Dias Corridos / Dias entre Cupones) | (0.065 x (365/365)) x 1.00 x 1 x 100.00 x 1079.07 x (128/365) | 2459.69 |
| 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) | (237 / 365) | 0.65 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.065 x (365/365)) x 100.00% x 100.00 x 1079.07]/[(1+6.15)^(237/365)] | 6747.22 | 0.06 | 0.04 | i | |
| 2026-07-17 | (Dias para cupon / Dias Año) | (602 / 365) | 1.65 | [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 1079.07]/[(1+6.15)^(602/365)]+[(0.065 x (365/365)) x 100.00% x 100.00 x 1079.07]/[(1+6.15)^(602/365)] | 104142.68 | 0.94 | 1.55 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 1.59 | 1.59 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (1.59)/(1 + 6.15/100) | 1.50 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (110787.87 - 110992.07 )/( 2 x 110890 x 0.01) | 0.09 |
| 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)] | (237 / 365) ^ 2 + (237 / 365) | 1.07 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.065 x (365/365)) x 100.00% x 100.00 x 1079.07]/[(1+6.15)^(237/365)] | 6747.22 | 7225.77 | i |
| 2026-07-17 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (602 / 365) ^ 2 + (602 / 365) | 4.37 | [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 1079.07]/[(1+6.15)^(602/365)]+[(0.065 x (365/365)) x 100.00% x 100.00 x 1079.07]/[(1+6.15)^(602/365)] | 104142.68 | 455057.18 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [110890 x ((1 + 6.153) ^ 2)]] x 462282.95] | 3.70 |
| 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 |