| 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 | 5116.21 | 121458.00 | 126574.21 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | RUC7O | Valor Tecnico | 123629.27 | Semana TIR | -40.92% |
| Emisor | MSU Energy S.A.MSU Energy S.A. | Valor Residual | 100.00% | Mes TIR | -50.19% |
| Tipo | Corporativo | Paridad | 100.70% | Semestre TIR | -39.18% |
| País | Argentina | TIR | 5.27% | 1ero Enero TIR | 24.00% |
| Mercado | BYMA | Macaulay Dur. | 0.32 | Año TIR | -23.85% |
| Moneda | ARS | Modified Dur. | 0.31 | Semana Precio | 0.40% |
| Fecha/Hora | 2024-09-16 15:34:31 | Effective Dur. | 0.02 | Mes Precio | -3.87% |
| Volumen | 1394 | Convexidad | 0.39 | Semestre Precio | 20.28% |
| Precio | 124490.00 | Int. Corrido | 2171.27 | 1ero Enero Precio | 22.05% |
| Variación | -1.43% | Cupon | 126574.21 | Año Precio | 72.90% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 136939.00 | 10.00% | -21.61 | -510.03% |
| 135694.10 | 9.00% | -19.36 | -467.40% |
| 134449.20 | 8.00% | -17.03 | -423.15% |
| 133204.30 | 7.00% | -14.61 | -377.19% |
| 131959.40 | 6.00% | -12.09 | -329.45% |
| 130714.50 | 5.00% | -9.48 | -279.80% |
| 129469.60 | 4.00% | -6.76 | -228.20% |
| 128224.70 | 3.00% | -3.93 | -174.53% |
| 126979.80 | 2.00% | -0.98 | -118.68% |
| 125734.90 | 1.00% | 2.08 | -60.54% |
| 124490.00 | 0.00% | 5.27 | 0.00% |
| 123245.10 | -1.00% | 8.59 | 63.08% |
| 122000.20 | -2.00% | 12.06 | 128.82% |
| 120755.30 | -3.00% | 15.67 | 197.37% |
| 119510.40 | -4.00% | 19.44 | 268.87% |
| 118265.50 | -5.00% | 23.37 | 343.46% |
| 117020.60 | -6.00% | 27.48 | 421.37% |
| 115775.70 | -7.00% | 31.76 | 502.72% |
| 114530.80 | -8.00% | 36.24 | 587.75% |
| 113285.90 | -9.00% | 40.93 | 676.63% |
| 112041.00 | -10.00% | 45.83 | 769.63% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 5.74 | 9.00% | 124309.19 | -0.15% |
| 5.69 | 8.00% | 124329.23 | -0.13% |
| 5.64 | 7.00% | 124349.28 | -0.11% |
| 5.59 | 6.00% | 124369.34 | -0.10% |
| 5.53 | 5.00% | 124389.41 | -0.08% |
| 5.48 | 4.00% | 124409.50 | -0.06% |
| 5.43 | 3.00% | 124429.60 | -0.05% |
| 5.38 | 2.00% | 124449.72 | -0.03% |
| 5.32 | 1.00% | 124469.84 | -0.02% |
| 5.27 | 0.00% | 124490.00 | 0.00% |
| 5.22 | -1.00% | 124510.14 | 0.02% |
| 5.16 | -2.00% | 124530.31 | 0.03% |
| 5.11 | -3.00% | 124550.49 | 0.05% |
| 5.06 | -4.00% | 124570.68 | 0.06% |
| 5.01 | -5.00% | 124590.89 | 0.08% |
| 4.95 | -6.00% | 124611.11 | 0.10% |
| 4.90 | -7.00% | 124631.35 | 0.11% |
| 4.85 | -8.00% | 124651.60 | 0.13% |
| 4.80 | -9.00% | 124671.86 | 0.15% |
| Desarrollo TIR 5.27% | ||||
|---|---|---|---|---|
| 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 1214.58]/[(1+5.27)^(118/365)] | 5031.96 | i |
| 2025-01-12 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1214.58]/[(1+5.27)^(118/365)] | 119458.02 | 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) | (0.075 x (205/365)) x 1.00 x 1 x 100.00 x 1214.58 x (87/205) | 2171.27 |
| 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) | (118 / 365) | 0.32 | [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 1214.58]/[(1+5.27)^(118/365)]+[(0.075 x (205/365)) x 100.00% x 100.00 x 1214.58]/[(1+5.27)^(118/365)] | 124489.72 | 1.00 | 0.32 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.32 | 0.32 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.32)/(1 + 5.27/100) | 0.31 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (124469.58 - 124509.88 )/( 2 x 124490 x 0.01) | 0.02 |
| 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)] | (118 / 365) ^ 2 + (118 / 365) | 0.43 | [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 1214.58]/[(1+5.27)^(118/365)]+[(0.075 x (205/365)) x 100.00% x 100.00 x 1214.58]/[(1+5.27)^(118/365)] | 124489.72 | 53257.03 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [124490 x ((1 + 5.2706875000001) ^ 2)]] x 53257.03] | 0.39 |
| 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 |