| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2023-11-30 | 100.00 | 83666.00 | 4521.40 | 0.00 | 4521.40 |
| 2024-06-21 | 100.00 | 126734.00 | 5312.41 | 0.00 | 5312.41 |
| 2025-01-12 | 0.00 | 0.00 | 4518.48 | 107268.00 | 111786.48 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | RUC7O | Valor Tecnico | 110640.33 | Semana TIR | 44.93% |
| Emisor | MSU Energy S.A.MSU Energy S.A. | Valor Residual | 100.00% | Mes TIR | -133.50% |
| Tipo | Corporativo | Paridad | 101.73% | Semestre TIR | -141.70% |
| País | Argentina | TIR | -4.67% | 1ero Enero TIR | -209.88% |
| Mercado | BYMA | Macaulay Dur. | 0.14 | Año TIR | -162.17% |
| Moneda | ARS | Modified Dur. | 0.15 | Semana Precio | -3.60% |
| Fecha/Hora | 2024-11-21 11:12:05 | Effective Dur. | -0.01 | Mes Precio | -4.62% |
| Volumen | 1 | Convexidad | 0.18 | Semestre Precio | -1.70% |
| Precio | 112550.00 | Int. Corrido | 3372.33 | 1ero Enero Precio | 10.34% |
| Variación | 0.00% | Cupon | 111786.48 | Año Precio | 17.85% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 123805.00 | 10.00% | -51.17 | 995.66% |
| 122679.50 | 9.00% | -47.93 | 926.44% |
| 121554.00 | 8.00% | -44.46 | 851.93% |
| 120428.50 | 7.00% | -40.71 | 771.67% |
| 119303.00 | 6.00% | -36.67 | 685.17% |
| 118177.50 | 5.00% | -32.31 | 591.87% |
| 117052.00 | 4.00% | -27.61 | 491.17% |
| 115926.50 | 3.00% | -22.53 | 382.40% |
| 114801.00 | 2.00% | -17.04 | 264.82% |
| 113675.50 | 1.00% | -11.10 | 137.61% |
| 112550.00 | 0.00% | -4.67 | 0.00% |
| 111424.50 | -1.00% | 2.30 | -149.31% |
| 110299.00 | -2.00% | 9.86 | -311.13% |
| 109173.50 | -3.00% | 18.06 | -486.74% |
| 108048.00 | -4.00% | 26.97 | -677.47% |
| 106922.50 | -5.00% | 36.65 | -884.82% |
| 105797.00 | -6.00% | 47.19 | -1110.46% |
| 104671.50 | -7.00% | 58.66 | -1356.18% |
| 103546.00 | -8.00% | 71.17 | -1624.02% |
| 102420.50 | -9.00% | 84.82 | -1916.28% |
| 101295.00 | -10.00% | 99.73 | -2235.44% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| -4.25 | -9.00% | 112480.22 | -0.06% |
| -4.30 | -8.00% | 112488.04 | -0.06% |
| -4.34 | -7.00% | 112495.86 | -0.05% |
| -4.39 | -6.00% | 112503.69 | -0.04% |
| -4.44 | -5.00% | 112511.52 | -0.03% |
| -4.48 | -4.00% | 112519.36 | -0.03% |
| -4.53 | -3.00% | 112527.20 | -0.02% |
| -4.58 | -2.00% | 112535.04 | -0.01% |
| -4.62 | -1.00% | 112542.89 | -0.01% |
| -4.67 | 0.00% | 112550.00 | 0.00% |
| -4.72 | 1.00% | 112558.60 | 0.01% |
| -4.76 | 2.00% | 112566.46 | 0.01% |
| -4.81 | 3.00% | 112574.33 | 0.02% |
| -4.86 | 4.00% | 112582.20 | 0.03% |
| -4.90 | 5.00% | 112590.07 | 0.04% |
| -4.95 | 6.00% | 112597.95 | 0.04% |
| -5.00 | 7.00% | 112605.83 | 0.05% |
| -5.04 | 8.00% | 112613.72 | 0.06% |
| -5.09 | 9.00% | 112621.61 | 0.06% |
| Desarrollo TIR -4.67% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-01-12 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.075 x (205/365)) x 100.00% x 100.00 x 1072.68]/[(1+-4.67)^(52/365)] | 4549.37 | i |
| 2025-01-12 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1072.68]/[(1+-4.67)^(52/365)] | 108001.37 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-21 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP x (Dias Corridos / Dias entre Cupones) | (0.075 x (205/365)) x 1.00 x 1 x 100.00 x 1072.68 x (153/205) | 3372.33 |
| 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. | |
| 2025-01-12 | (Dias para cupon / Dias Año) | (52 / 365) | 0.14 | [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 1072.68]/[(1+-4.67)^(52/365)]+[(0.075 x (205/365)) x 100.00% x 100.00 x 1072.68]/[(1+-4.67)^(52/365)] | 112549.90 | 1.00 | 0.14 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.14 | 0.14 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.14)/(1 + -4.67/100) | 0.15 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (112557.75 - 112542.06 )/( 2 x 112550 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. |
| 2025-01-12 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (52 / 365) ^ 2 + (52 / 365) | 0.16 | [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 1072.68]/[(1+-4.67)^(52/365)]+[(0.075 x (205/365)) x 100.00% x 100.00 x 1072.68]/[(1+-4.67)^(52/365)] | 112549.90 | 18318.87 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [112550 x ((1 + -4.665) ^ 2)]] x 18318.87] | 0.18 |
| F. de Emision | 2023-03-12 | ||
| F. de Vencimiento | 2025-01-12 | ||
| 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 12 de enero de 2025 | ||
| Interes | Tasa de Corte: 7,5%. | ||
| 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; 21 de junio de 2024; y en la Fecha de Vencimiento, el 12 de enero de 2025 | ||
| ISIN | ARMSUE5600A6 |