| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2023-11-30 | 100.00 | 83666.00 | 8107.58 | 0.00 | 8107.58 |
| 2024-05-16 | 100.00 | 105476.00 | 4369.31 | 0.00 | 4369.31 |
| 2024-11-02 | 0.00 | 0.00 | 5094.98 | 121547.00 | 126641.98 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | RUC6O | Valor Tecnico | 125233.37 | Semana TIR | -27.10% |
| Emisor | MSU Energy S.A.MSU Energy S.A. | Valor Residual | 100.00% | Mes TIR | -50.48% |
| Tipo | Corporativo | Paridad | 100.21% | Semestre TIR | -23.10% |
| País | Argentina | TIR | 7.29% | 1ero Enero TIR | -5.51% |
| Mercado | BYMA | Macaulay Dur. | 0.13 | Año TIR | -1.67% |
| Moneda | ARS | Modified Dur. | 0.12 | Semana Precio | -0.29% |
| Fecha/Hora | 2024-09-16 16:31:27 | Effective Dur. | 0.01 | Mes Precio | -4.20% |
| Volumen | 36830 | Convexidad | 0.13 | Semestre Precio | 19.98% |
| Precio | 125500.00 | Int. Corrido | 3686.37 | 1ero Enero Precio | 25.50% |
| Variación | -1.57% | Cupon | 126641.98 | Año Precio | 66.49% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 138050.00 | 10.00% | -48.82 | -436.23% |
| 136795.00 | 9.00% | -45.06 | -410.32% |
| 135540.00 | 8.00% | -40.98 | -382.24% |
| 134285.00 | 7.00% | -36.56 | -351.79% |
| 133030.00 | 6.00% | -31.76 | -318.74% |
| 131775.00 | 5.00% | -26.55 | -282.84% |
| 130520.00 | 4.00% | -20.88 | -243.82% |
| 129265.00 | 3.00% | -14.72 | -201.36% |
| 128010.00 | 2.00% | -8.00 | -155.13% |
| 126755.00 | 1.00% | -0.69 | -104.75% |
| 125500.00 | 0.00% | 7.29 | 0.00% |
| 124245.00 | -1.00% | 16.00 | 10.18% |
| 122990.00 | -2.00% | 25.51 | 75.71% |
| 121735.00 | -3.00% | 35.92 | 147.38% |
| 120480.00 | -4.00% | 47.31 | 225.83% |
| 119225.00 | -5.00% | 59.79 | 311.78% |
| 117970.00 | -6.00% | 73.48 | 406.04% |
| 116715.00 | -7.00% | 88.50 | 509.51% |
| 115460.00 | -8.00% | 105.01 | 623.21% |
| 114205.00 | -9.00% | 123.17 | 748.27% |
| 112950.00 | -10.00% | 143.17 | 885.99% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 15.83 | 9.00% | 124268.54 | -0.98% |
| 15.68 | 8.00% | 124288.61 | -0.97% |
| 15.54 | 7.00% | 124308.72 | -0.95% |
| 15.39 | 6.00% | 124328.85 | -0.93% |
| 15.25 | 5.00% | 124349.01 | -0.92% |
| 15.10 | 4.00% | 124369.19 | -0.90% |
| 14.96 | 3.00% | 124389.41 | -0.88% |
| 14.81 | 2.00% | 124409.66 | -0.87% |
| 14.67 | 1.00% | 124429.93 | -0.85% |
| 14.37 | -1.00% | 124470.57 | -0.82% |
| 14.23 | -2.00% | 124490.93 | -0.80% |
| 14.08 | -3.00% | 124511.32 | -0.79% |
| 13.94 | -4.00% | 124531.74 | -0.77% |
| 13.79 | -5.00% | 124552.19 | -0.76% |
| 13.65 | -6.00% | 124572.67 | -0.74% |
| 13.50 | -7.00% | 124593.18 | -0.72% |
| 13.36 | -8.00% | 124613.72 | -0.71% |
| 13.21 | -9.00% | 124634.29 | -0.69% |
| 14.52 | 0.00% | 125500.00 | 0.00% |
| Desarrollo TIR 7.29% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2024-11-02 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.09 x (170/365)) x 100.00% x 100.00 x 1215.47]/[(1+7.29)^(47/365)] | 5049.03 | i |
| 2024-11-02 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1215.47]/[(1+7.29)^(47/365)] | 120450.67 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-09-16 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP x (Dias Corridos / Dias entre Cupones) | (0.09 x (170/365)) x 1.00 x 1 x 100.00 x 1215.47 x (123/170) | 3686.37 |
| 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. | |
| 2024-11-02 | (Dias para cupon / Dias Año) | (47 / 365) | 0.13 | [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 1215.47]/[(1+7.29)^(47/365)]+[(0.09 x (170/365)) x 100.00% x 100.00 x 1215.47]/[(1+7.29)^(47/365)] | 125499.98 | 1.00 | 0.13 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.13 | 0.13 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.13)/(1 + 7.29/100) | 0.12 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (125489.01 - 125510.96 )/( 2 x 125500 x 0.01) | 0.01 |
| 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. |
| 2024-11-02 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (47 / 365) ^ 2 + (47 / 365) | 0.15 | [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 1215.47]/[(1+7.29)^(47/365)]+[(0.09 x (170/365)) x 100.00% x 100.00 x 1215.47]/[(1+7.29)^(47/365)] | 125499.98 | 18241.18 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [125500 x ((1 + 7.2881250000001) ^ 2)]] x 18241.18] | 0.13 |
| F. de Emision | 2022-11-02 | ||
| F. de Vencimiento | 2024-11-02 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | El 100% del capital de las Obligaciones Negociables será repagado en una única cuota en la Fecha de Vencimiento, el 2 de noviembre de 2024 | ||
| Interes | Tasa de Corte: 9%. | ||
| Frecuencia | Los intereses se pagarán, en forma vencida, a partir de la Fecha de Emisión y Liquidación, en las siguientes fechas: 30 de noviembre de 2023; 16 de mayo de 2024; y en la Fecha de Vencimiento, el 2 de noviembre de 2024 | ||
| ISIN | ARMSUE560091 |