| 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 | 103.14 | Semana TIR | 445.22% |
| Emisor | MSU Energy S.A.MSU Energy S.A. | Valor Residual | 100.00% | Mes TIR | 33.54% |
| Tipo | Corporativo | Paridad | 99.86% | Semestre TIR | -17.13% |
| País | Argentina | TIR | 8.56% | 1ero Enero TIR | -12.22% |
| Mercado | BYMA | Macaulay Dur. | 0.14 | Año TIR | -16.03% |
| Moneda | USD | Modified Dur. | 0.13 | Semana Precio | -0.91% |
| Fecha/Hora | 2024-11-21 12:19:38 | Effective Dur. | 0.01 | Mes Precio | 0.24% |
| Volumen | 50174 | Convexidad | 0.14 | Semestre Precio | 1.03% |
| Precio | 103.00 | Int. Corrido | 3.14 | 1ero Enero Precio | 4.46% |
| Variación | 0.29% | Cupon | 104.21 | Año Precio | 0.39% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 113.30 | 10.00% | -44.39 | -618.61% |
| 112.27 | 9.00% | -40.71 | -575.60% |
| 111.24 | 8.00% | -36.75 | -529.32% |
| 110.21 | 7.00% | -32.48 | -479.46% |
| 109.18 | 6.00% | -27.88 | -425.72% |
| 108.15 | 5.00% | -22.92 | -367.76% |
| 107.12 | 4.00% | -17.56 | -305.19% |
| 106.09 | 3.00% | -11.78 | -237.62% |
| 105.06 | 2.00% | -5.53 | -164.57% |
| 104.03 | 1.00% | 1.24 | -85.55% |
| 103.00 | 0.00% | 8.56 | 0.00% |
| 101.97 | -1.00% | 16.50 | 92.70% |
| 100.94 | -2.00% | 25.10 | 193.23% |
| 99.91 | -3.00% | 34.44 | 302.32% |
| 98.88 | -4.00% | 44.58 | 420.82% |
| 97.85 | -5.00% | 55.61 | 549.64% |
| 96.82 | -6.00% | 67.61 | 689.81% |
| 95.79 | -7.00% | 80.68 | 842.47% |
| 94.76 | -8.00% | 94.92 | 1008.86% |
| 93.73 | -9.00% | 110.46 | 1190.42% |
| 92.70 | -10.00% | 127.43 | 1388.70% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 9.33 | 9.00% | 102.90 | -0.10% |
| 9.24 | 8.00% | 102.91 | -0.09% |
| 9.16 | 7.00% | 102.92 | -0.08% |
| 9.07 | 6.00% | 102.93 | -0.07% |
| 8.99 | 5.00% | 102.94 | -0.06% |
| 8.90 | 4.00% | 102.95 | -0.04% |
| 8.82 | 3.00% | 102.97 | -0.03% |
| 8.73 | 2.00% | 102.98 | -0.02% |
| 8.65 | 1.00% | 102.99 | -0.01% |
| 8.56 | 0.00% | 103.00 | 0.00% |
| 8.47 | -1.00% | 103.01 | 0.01% |
| 8.39 | -2.00% | 103.02 | 0.02% |
| 8.30 | -3.00% | 103.03 | 0.03% |
| 8.22 | -4.00% | 103.05 | 0.05% |
| 8.13 | -5.00% | 103.06 | 0.06% |
| 8.05 | -6.00% | 103.07 | 0.07% |
| 7.96 | -7.00% | 103.08 | 0.08% |
| 7.88 | -8.00% | 103.09 | 0.09% |
| 7.79 | -9.00% | 103.10 | 0.10% |
| Desarrollo TIR 8.56% | ||||
|---|---|---|---|---|
| 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+8.56)^(52/365)] | 4.16 | i |
| 2025-01-12 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+8.56)^(52/365)] | 98.84 | 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 (Dias Corridos / Dias entre Cupones) | (0.075 x (205/365)) x 1.00 x 1 x 100.00 x (153/205) | 3.14 |
| 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]/[(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+8.56)^(52/365)]+[(0.075 x (205/365)) x 100.00% x 100.00]/[(1+8.56)^(52/365)] | 103.00 | 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 + 8.56/100) | 0.13 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (102.99 - 103.01 )/( 2 x 103 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]/[(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+8.56)^(52/365)]+[(0.075 x (205/365)) x 100.00% x 100.00]/[(1+8.56)^(52/365)] | 103.00 | 16.76 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [103 x ((1 + 8.561) ^ 2)]] x 16.76] | 0.14 |
| 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 |