| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2023-11-30 | 100.00 | 100.00 | 5.40 | 0.00 | 5.40 |
| 2024-06-21 | 100.00 | 100.00 | 4.19 | 0.00 | 4.19 |
| 2025-01-12 | 0.00 | 0.00 | 4.21 | 100.00 | 104.21 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | RUC7D | Valor Tecnico | 102.42 | Semana TIR | 34.13% |
| Emisor | MSU Energy S.A.MSU Energy S.A. | Valor Residual | 100.00% | Mes TIR | 20.07% |
| Tipo | Corporativo | Paridad | 100.17% | Semestre TIR | -28.54% |
| País | Argentina | TIR | 6.76% | 1ero Enero TIR | -30.68% |
| Mercado | BYMA | Macaulay Dur. | 0.24 | Año TIR | 47.05% |
| Moneda | USD | Modified Dur. | 0.22 | Semana Precio | -0.29% |
| Fecha/Hora | 2024-10-17 13:53:53 | Effective Dur. | 0.02 | Mes Precio | 0.20% |
| Volumen | 8690 | Convexidad | 0.26 | Semestre Precio | 0.98% |
| Precio | 102.60 | Int. Corrido | 2.42 | 1ero Enero Precio | 4.06% |
| Variación | 0.24% | Cupon | 104.21 | Año Precio | -5.00% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 112.86 | 10.00% | -28.43 | -520.51% |
| 111.83 | 9.00% | -25.63 | -479.15% |
| 110.81 | 8.00% | -22.70 | -435.78% |
| 109.78 | 7.00% | -19.62 | -390.26% |
| 108.76 | 6.00% | -16.39 | -342.49% |
| 107.73 | 5.00% | -13.00 | -292.32% |
| 106.70 | 4.00% | -9.44 | -239.60% |
| 105.68 | 3.00% | -5.69 | -184.18% |
| 104.65 | 2.00% | -1.75 | -125.89% |
| 103.63 | 1.00% | 2.40 | -64.56% |
| 102.60 | 0.00% | 6.76 | 0.00% |
| 101.57 | -1.00% | 11.36 | 68.04% |
| 100.55 | -2.00% | 16.20 | 139.71% |
| 99.52 | -3.00% | 21.31 | 215.29% |
| 98.50 | -4.00% | 26.70 | 295.03% |
| 97.47 | -5.00% | 32.39 | 379.21% |
| 96.44 | -6.00% | 38.40 | 468.12% |
| 95.42 | -7.00% | 44.76 | 562.08% |
| 94.39 | -8.00% | 51.47 | 661.44% |
| 93.37 | -9.00% | 58.58 | 766.58% |
| 92.34 | -10.00% | 66.11 | 877.89% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 7.37 | 9.00% | 102.46 | -0.14% |
| 7.30 | 8.00% | 102.48 | -0.12% |
| 7.23 | 7.00% | 102.49 | -0.11% |
| 7.17 | 6.00% | 102.51 | -0.09% |
| 7.10 | 5.00% | 102.52 | -0.08% |
| 7.03 | 4.00% | 102.54 | -0.06% |
| 6.96 | 3.00% | 102.55 | -0.05% |
| 6.90 | 2.00% | 102.57 | -0.03% |
| 6.83 | 1.00% | 102.58 | -0.01% |
| 6.76 | 0.00% | 102.60 | 0.00% |
| 6.69 | -1.00% | 102.62 | 0.02% |
| 6.62 | -2.00% | 102.63 | 0.03% |
| 6.56 | -3.00% | 102.65 | 0.05% |
| 6.49 | -4.00% | 102.66 | 0.06% |
| 6.42 | -5.00% | 102.68 | 0.08% |
| 6.35 | -6.00% | 102.69 | 0.09% |
| 6.29 | -7.00% | 102.71 | 0.11% |
| 6.22 | -8.00% | 102.72 | 0.12% |
| 6.15 | -9.00% | 102.74 | 0.14% |
| Desarrollo TIR 6.76% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-01-12 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.075 x (205/365)) x 100.00% x 100.00]/[(1+6.76)^(87/365)] | 4.15 | i |
| 2025-01-12 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+6.76)^(87/365)] | 98.45 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-10-17 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0.075 x (205/365)) x 1.00 x 1 x 100.00 x (118/205) | 2.42 |
| 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) | (87 / 365) | 0.24 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+6.76)^(87/365)]+[(0.075 x (205/365)) x 100.00% x 100.00]/[(1+6.76)^(87/365)] | 102.60 | 1.00 | 0.24 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.24 | 0.24 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.24)/(1 + 6.76/100) | 0.22 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (102.58 - 102.62 )/( 2 x 102.6 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)] | (87 / 365) ^ 2 + (87 / 365) | 0.30 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+6.76)^(87/365)]+[(0.075 x (205/365)) x 100.00% x 100.00]/[(1+6.76)^(87/365)] | 102.60 | 30.28 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [102.6 x ((1 + 6.761) ^ 2)]] x 30.28] | 0.26 |
| 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 |