| 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 | 124449.00 | 8089.19 | 0.00 | 8089.19 |
| 2026-07-17 | 0.00 | 0.00 | 8089.19 | 124449.00 | 132538.18 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | MSSEO | Valor Tecnico | 125601.43 | Semana TIR | -14.20% |
| Emisor | MSU S.A.MSU S.A. | Valor Residual | 100.00% | Mes TIR | -34.49% |
| Tipo | Corporativo | Paridad | 99.12% | Semestre TIR | -21.80% |
| País | Argentina | TIR | 7.01% | 1ero Enero TIR | -28.35% |
| Mercado | BYMA | Macaulay Dur. | 1.80 | Año TIR | -23.36% |
| Moneda | ARS | Modified Dur. | 1.68 | Semana Precio | -0.85% |
| Fecha/Hora | 2024-09-06 16:41:21 | Effective Dur. | 0.12 | Mes Precio | 0.40% |
| Volumen | 703 | Convexidad | 4.44 | Semestre Precio | 27.04% |
| Precio | 124500.00 | Int. Corrido | 1152.43 | 1ero Enero Precio | 32.45% |
| Variación | 5.26% | Cupon | 8089.19 | Año Precio | 91.54% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 136950.00 | 10.00% | 1.48 | -78.83% |
| 135705.00 | 9.00% | 2.00 | -71.47% |
| 134460.00 | 8.00% | 2.52 | -64.00% |
| 133215.00 | 7.00% | 3.06 | -56.41% |
| 131970.00 | 6.00% | 3.60 | -48.71% |
| 130725.00 | 5.00% | 4.14 | -40.90% |
| 129480.00 | 4.00% | 4.70 | -32.97% |
| 128235.00 | 3.00% | 5.26 | -24.91% |
| 126990.00 | 2.00% | 5.84 | -16.74% |
| 125745.00 | 1.00% | 6.42 | -8.44% |
| 124500.00 | 0.00% | 7.01 | 0.00% |
| 123255.00 | -1.00% | 7.61 | 8.56% |
| 122010.00 | -2.00% | 8.22 | 17.26% |
| 120765.00 | -3.00% | 8.84 | 26.10% |
| 119520.00 | -4.00% | 9.47 | 35.09% |
| 118275.00 | -5.00% | 10.11 | 44.23% |
| 117030.00 | -6.00% | 10.76 | 53.52% |
| 115785.00 | -7.00% | 11.42 | 62.98% |
| 114540.00 | -8.00% | 12.10 | 72.57% |
| 113295.00 | -9.00% | 12.78 | 82.36% |
| 112050.00 | -10.00% | 13.48 | 92.30% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 7.64 | 9.00% | 123190.02 | -1.05% |
| 7.57 | 8.00% | 123334.23 | -0.94% |
| 7.50 | 7.00% | 123478.70 | -0.82% |
| 7.43 | 6.00% | 123623.45 | -0.70% |
| 7.36 | 5.00% | 123768.46 | -0.59% |
| 7.29 | 4.00% | 123913.74 | -0.47% |
| 7.22 | 3.00% | 124059.28 | -0.35% |
| 7.15 | 2.00% | 124205.10 | -0.24% |
| 7.08 | 1.00% | 124351.18 | -0.12% |
| 7.01 | 0.00% | 124500.00 | 0.00% |
| 6.94 | -1.00% | 124644.17 | 0.12% |
| 6.87 | -2.00% | 124791.07 | 0.23% |
| 6.80 | -3.00% | 124938.24 | 0.35% |
| 6.73 | -4.00% | 125085.69 | 0.47% |
| 6.66 | -5.00% | 125233.41 | 0.59% |
| 6.59 | -6.00% | 125381.41 | 0.71% |
| 6.52 | -7.00% | 125529.68 | 0.83% |
| 6.45 | -8.00% | 125678.23 | 0.95% |
| 6.38 | -9.00% | 125827.05 | 1.07% |
| Desarrollo TIR 7.01% | ||||
|---|---|---|---|---|
| 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 1244.49]/[(1+7.01)^(313/365)] | 7632.60 | 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 1244.49]/[(1+7.01)^(678/365)] | 7132.60 | i |
| 2026-07-17 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1244.49]/[(1+7.01)^(678/365)] | 109732.34 | 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 Conversion ARS/MEP x (Dias Corridos / Dias entre Cupones) | (0.065 x (365/365)) x 1.00 x 1 x 100.00 x 1244.49 x (52/365) | 1152.43 |
| 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 x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.065 x (365/365)) x 100.00% x 100.00 x 1244.49]/[(1+7.01)^(313/365)] | 7632.62 | 0.06 | 0.05 | i | |
| 2026-07-17 | (Dias para cupon / Dias Año) | (678 / 365) | 1.86 | [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 1244.49]/[(1+7.01)^(678/365)]+[(0.065 x (365/365)) x 100.00% x 100.00 x 1244.49]/[(1+7.01)^(678/365)] | 116865.58 | 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 + 7.01/100) | 1.68 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (124351.84 - 124644.82 )/( 2 x 124500 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 x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.065 x (365/365)) x 100.00% x 100.00 x 1244.49]/[(1+7.01)^(313/365)] | 7632.62 | 12157.99 | i |
| 2026-07-17 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (678 / 365) ^ 2 + (678 / 365) | 5.31 | [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 1244.49]/[(1+7.01)^(678/365)]+[(0.065 x (365/365)) x 100.00% x 100.00 x 1244.49]/[(1+7.01)^(678/365)] | 116865.58 | 620318.72 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [124500 x ((1 + 7.0096875000001) ^ 2)]] x 632476.70] | 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 |