| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-06-12 | 100.00 | 100.00 | 16.39 | 0.00 | 16.39 |
| 2024-09-12 | 100.00 | 100.00 | 9.94 | 0.00 | 9.94 |
| 2025-01-12 | 0.00 | 0.00 | 13.88 | 100.00 | 113.88 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | RUC8O | Valor Tecnico | 103.98 | Semana TIR | -7.42% |
| Emisor | MSU Energy S.A.MSU Energy S.A. | Valor Residual | 100.00% | Mes TIR | 26.14% |
| Tipo | Corporativo | Paridad | 98.77% | Semestre TIR | -66.55% |
| País | Argentina | TIR | 54.28% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.24 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.15 | Semana Precio | 1.68% |
| Fecha/Hora | 2024-10-17 16:45:20 | Effective Dur. | 0.08 | Mes Precio | 1.68% |
| Volumen | 5072 | Convexidad | 0.12 | Semestre Precio | -3.11% |
| Precio | 102.70 | Int. Corrido | 3.98 | 1ero Enero Precio | S/D |
| Variación | 0.00% | Cupon | 113.88 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 112.97 | 10.00% | 3.43 | -93.68% |
| 111.94 | 9.00% | 7.47 | -86.23% |
| 110.92 | 8.00% | 11.71 | -78.43% |
| 109.89 | 7.00% | 16.16 | -70.24% |
| 108.86 | 6.00% | 20.82 | -61.64% |
| 107.84 | 5.00% | 25.72 | -52.61% |
| 106.81 | 4.00% | 30.87 | -43.12% |
| 105.78 | 3.00% | 36.29 | -33.14% |
| 104.75 | 2.00% | 41.98 | -22.65% |
| 103.73 | 1.00% | 47.97 | -11.62% |
| 102.70 | 0.00% | 54.28 | 0.00% |
| 101.67 | -1.00% | 60.93 | 12.25% |
| 100.65 | -2.00% | 67.93 | 25.15% |
| 99.62 | -3.00% | 75.31 | 38.75% |
| 98.59 | -4.00% | 83.10 | 53.10% |
| 97.56 | -5.00% | 91.33 | 68.25% |
| 96.54 | -6.00% | 100.01 | 84.25% |
| 95.51 | -7.00% | 109.19 | 101.16% |
| 94.48 | -8.00% | 118.90 | 119.05% |
| 93.46 | -9.00% | 129.17 | 137.97% |
| 92.43 | -10.00% | 140.04 | 158.00% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 59.17 | 9.00% | 101.94 | -0.74% |
| 58.62 | 8.00% | 102.02 | -0.66% |
| 58.08 | 7.00% | 102.11 | -0.58% |
| 57.54 | 6.00% | 102.19 | -0.50% |
| 56.99 | 5.00% | 102.27 | -0.41% |
| 56.45 | 4.00% | 102.36 | -0.33% |
| 55.91 | 3.00% | 102.44 | -0.25% |
| 55.37 | 2.00% | 102.53 | -0.17% |
| 54.82 | 1.00% | 102.61 | -0.08% |
| 54.28 | 0.00% | 102.70 | 0.00% |
| 53.74 | -1.00% | 102.79 | 0.08% |
| 53.19 | -2.00% | 102.87 | 0.17% |
| 52.65 | -3.00% | 102.96 | 0.25% |
| 52.11 | -4.00% | 103.05 | 0.34% |
| 51.57 | -5.00% | 103.14 | 0.42% |
| 51.02 | -6.00% | 103.22 | 0.51% |
| 50.48 | -7.00% | 103.31 | 0.60% |
| 49.94 | -8.00% | 103.40 | 0.68% |
| 49.39 | -9.00% | 103.49 | 0.77% |
| Desarrollo TIR 54.28% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-01-12 | [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [((38.5337 + 3.0000) x (122/365)) x 100.00% x 100.00]/[(1+54.28)^(87/365)] | 12.52 | i |
| 2025-01-12 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+54.28)^(87/365)] | 90.18 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-10-17 | ((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0.4153 x (122/365)) x 1 x 100.00 x (35/122) | 3.98 |
| 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)] + [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+54.28)^(87/365)]+[((38.5337 + 3.0000) x (122/365)) x 100.00% x 100.00]/[(1+54.28)^(87/365)] | 102.70 | 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 + 54.28/100) | 0.15 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (102.61 - 102.79 )/( 2 x 102.7 x 0.01) | 0.08 |
| 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)] + [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+54.28)^(87/365)]+[((38.5337 + 3.0000) x (122/365)) x 100.00% x 100.00]/[(1+54.28)^(87/365)] | 102.70 | 30.31 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [102.7 x ((1 + 54.283) ^ 2)]] x 30.31] | 0.12 |
| Desarrollo Badlar | ||
|---|---|---|
| Fecha | Dia | Badlar |
| 2024-07-04 | Jueves | 34.9400 |
| 2024-07-05 | Viernes | 33.8800 |
| 2024-07-08 | Lunes | 36.0000 |
| 2024-07-10 | Miercoles | 35.8100 |
| 2024-07-11 | Jueves | 34.2500 |
| 2024-07-12 | Viernes | 35.5600 |
| 2024-07-15 | Lunes | 37.0600 |
| 2024-07-16 | Martes | 36.0600 |
| 2024-07-17 | Miercoles | 36.5000 |
| 2024-07-18 | Jueves | 37.5000 |
| 2024-07-19 | Viernes | 37.8800 |
| 2024-07-22 | Lunes | 37.8800 |
| 2024-07-23 | Martes | 38.6900 |
| 2024-07-24 | Miercoles | 40.4400 |
| 2024-07-25 | Jueves | 38.1300 |
| 2024-07-26 | Viernes | 38.1300 |
| 2024-07-29 | Lunes | 38.1900 |
| 2024-07-30 | Martes | 37.6900 |
| 2024-07-31 | Miercoles | 39.1900 |
| 2024-08-01 | Jueves | 37.5000 |
| 2024-08-02 | Viernes | 40.2500 |
| 2024-08-05 | Lunes | 37.5000 |
| 2024-08-06 | Martes | 36.7500 |
| 2024-08-07 | Miercoles | 37.9400 |
| 2024-08-08 | Jueves | 38.3800 |
| 2024-08-09 | Viernes | 37.1300 |
| 2024-08-12 | Lunes | 37.1900 |
| 2024-08-13 | Martes | 37.9400 |
| 2024-08-14 | Miercoles | 38.3800 |
| 2024-08-15 | Jueves | 38.5000 |
| 2024-08-16 | Viernes | 38.5000 |
| 2024-08-19 | Lunes | 39.4400 |
| 2024-08-20 | Martes | 38.3800 |
| 2024-08-22 | Jueves | 39.2500 |
| 2024-08-23 | Viernes | 41.2500 |
| 2024-08-26 | Lunes | 39.1300 |
| 2024-08-27 | Martes | 38.3800 |
| 2024-08-28 | Miercoles | 41.1900 |
| 2024-08-29 | Jueves | 38.8100 |
| 2024-08-30 | Viernes | 39.4400 |
| 2024-09-02 | Lunes | 40.1300 |
| 2024-09-03 | Martes | 37.3800 |
| 2024-09-04 | Miercoles | 39.4400 |
| 2024-09-05 | Jueves | 37.7500 |
| 2024-09-06 | Viernes | 38.1300 |
| 2024-09-09 | Lunes | 38.0000 |
| 2024-09-10 | Martes | 37.8800 |
| 2024-09-11 | Miercoles | 38.6300 |
| 2024-09-12 | Jueves | 39.3100 |
| 2024-09-13 | Viernes | 39.2500 |
| 2024-09-16 | Lunes | 38.6300 |
| 2024-09-17 | Martes | 39.1300 |
| 2024-09-18 | Miercoles | 39.2500 |
| 2024-09-19 | Jueves | 39.4400 |
| 2024-09-20 | Viernes | 40.1300 |
| 2024-09-23 | Lunes | 41.6900 |
| 2024-09-24 | Martes | 40.0600 |
| 2024-09-25 | Miercoles | 42.0000 |
| 2024-09-26 | Jueves | 39.6300 |
| 2024-09-27 | Viernes | 40.6300 |
| 2024-09-30 | Lunes | 40.9400 |
| 2024-10-01 | Martes | 39.7500 |
| 2024-10-02 | Miercoles | 42.0000 |
| 2024-10-03 | Jueves | 40.0600 |
| 2024-10-04 | Viernes | 40.4400 |
| Promedio Badlar | 38.5337 | |
| F. de Emision | 2024-03-12 | ||
| F. de Vencimiento | 2025-01-12 | ||
| Ajuste | Badlar | ||
| Dias previos para calculo ajuste o interes | 8 | ||
| Capital | El 100% del capital de las Obligaciones Negociables Clase VIII será repagado en una única cuota, en la Fecha de Vencimiento de la Clase VIII, el 12 de enero de 2025. | ||
| Interes | Badlar + 3,00% | ||
| Frecuencia | Los intereses se pagarán en forma vencida, a partir de la Fecha de Emisión y Liquidación, en las fechas que se detalla a continuación: 12 de junio de 2024, 12 de septiembre de 2024, y en la Fecha de Vencimiento de la Clase VIII, es decir, el 12 de enero de 2025. | ||
| ISIN | AR0688185336 |