| 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 | 14.18 | 100.00 | 114.18 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | RUC8O | Valor Tecnico | 108.14 | Semana TIR | -2.90% |
| Emisor | MSU Energy S.A.MSU Energy S.A. | Valor Residual | 100.00% | Mes TIR | 10.95% |
| Tipo | Corporativo | Paridad | 99.18% | Semestre TIR | -65.99% |
| País | Argentina | TIR | 55.21% | 1ero Enero TIR | S/D |
| Mercado | BYMA | Macaulay Dur. | 0.14 | Año TIR | S/D |
| Moneda | ARS | Modified Dur. | 0.09 | Semana Precio | 0.99% |
| Fecha/Hora | 2024-11-20 16:23:34 | Effective Dur. | 0.05 | Mes Precio | 3.17% |
| Volumen | 0 | Convexidad | 0.07 | Semestre Precio | 3.12% |
| Precio | 107.25 | Int. Corrido | 8.14 | 1ero Enero Precio | S/D |
| Variación | 0.00% | Cupon | 114.18 | Año Precio | S/D |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 117.97 | 10.00% | -20.50 | -137.13% |
| 116.90 | 9.00% | -15.23 | -127.59% |
| 115.83 | 8.00% | -9.57 | -117.33% |
| 114.76 | 7.00% | -3.47 | -106.28% |
| 113.69 | 6.00% | 3.11 | -94.37% |
| 112.61 | 5.00% | 10.20 | -81.52% |
| 111.54 | 4.00% | 17.86 | -67.65% |
| 110.47 | 3.00% | 26.13 | -52.67% |
| 109.39 | 2.00% | 35.07 | -36.48% |
| 108.32 | 1.00% | 44.74 | -18.96% |
| 107.25 | 0.00% | 55.21 | 0.00% |
| 106.18 | -1.00% | 66.56 | 20.55% |
| 105.11 | -2.00% | 78.86 | 42.83% |
| 104.03 | -3.00% | 92.21 | 67.02% |
| 102.96 | -4.00% | 106.71 | 93.28% |
| 101.89 | -5.00% | 122.48 | 121.84% |
| 100.81 | -6.00% | 139.63 | 152.91% |
| 99.74 | -7.00% | 158.31 | 186.75% |
| 98.67 | -8.00% | 178.68 | 223.64% |
| 97.60 | -9.00% | 200.90 | 263.88% |
| 96.53 | -10.00% | 225.17 | 307.84% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 60.18 | 9.00% | 106.77 | -0.45% |
| 59.63 | 8.00% | 106.82 | -0.40% |
| 59.07 | 7.00% | 106.87 | -0.35% |
| 58.52 | 6.00% | 106.93 | -0.30% |
| 57.97 | 5.00% | 106.98 | -0.25% |
| 57.42 | 4.00% | 107.03 | -0.20% |
| 56.87 | 3.00% | 107.09 | -0.15% |
| 56.31 | 2.00% | 107.14 | -0.10% |
| 55.76 | 1.00% | 107.20 | -0.05% |
| 55.21 | 0.00% | 107.25 | 0.00% |
| 54.66 | -1.00% | 107.30 | 0.05% |
| 54.11 | -2.00% | 107.36 | 0.10% |
| 53.55 | -3.00% | 107.41 | 0.15% |
| 53.00 | -4.00% | 107.47 | 0.20% |
| 52.45 | -5.00% | 107.52 | 0.26% |
| 51.90 | -6.00% | 107.58 | 0.31% |
| 51.35 | -7.00% | 107.64 | 0.36% |
| 50.79 | -8.00% | 107.69 | 0.41% |
| 50.24 | -9.00% | 107.75 | 0.46% |
| Desarrollo TIR 55.21% | ||||
|---|---|---|---|---|
| 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)] | [((39.4294 + 3.0000) x (122/365)) x 100.00% x 100.00]/[(1+55.21)^(52/365)] | 13.32 | i |
| 2025-01-12 | [Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+55.21)^(52/365)] | 93.93 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2024-11-21 | ((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0.4243 x (122/365)) x 1 x 100.00 x (70/122) | 8.14 |
| 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)] + [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+55.21)^(52/365)]+[((39.4294 + 3.0000) x (122/365)) x 100.00% x 100.00]/[(1+55.21)^(52/365)] | 107.25 | 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 + 55.21/100) | 0.09 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (107.20 - 107.30 )/( 2 x 107.25 x 0.01) | 0.05 |
| 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)] + [((Badlar + Margen) x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00]/[(1+55.21)^(52/365)]+[((39.4294 + 3.0000) x (122/365)) x 100.00% x 100.00]/[(1+55.21)^(52/365)] | 107.25 | 17.46 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [107.25 x ((1 + 55.211) ^ 2)]] x 17.46] | 0.07 |
| Desarrollo Badlar | ||
|---|---|---|
| Fecha | Dia | Badlar |
| 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 |
| 2024-10-07 | Lunes | 39.8100 |
| 2024-10-08 | Martes | 39.0600 |
| 2024-10-09 | Miercoles | 38.5000 |
| 2024-10-10 | Jueves | 38.5600 |
| 2024-10-14 | Lunes | 39.6300 |
| 2024-10-15 | Martes | 39.6900 |
| 2024-10-16 | Miercoles | 39.3800 |
| 2024-10-17 | Jueves | 40.4400 |
| 2024-10-18 | Viernes | 40.6300 |
| 2024-10-21 | Lunes | 40.2500 |
| 2024-10-22 | Martes | 41.3100 |
| 2024-10-23 | Miercoles | 42.3100 |
| 2024-10-24 | Jueves | 40.8800 |
| 2024-10-25 | Viernes | 42.3800 |
| 2024-10-28 | Lunes | 41.0600 |
| 2024-10-29 | Martes | 40.3100 |
| 2024-10-30 | Miercoles | 42.5000 |
| 2024-10-31 | Jueves | 41.4400 |
| 2024-11-01 | Viernes | 40.5600 |
| 2024-11-04 | Lunes | 37.5000 |
| 2024-11-05 | Martes | 36.6900 |
| 2024-11-06 | Miercoles | 36.6900 |
| 2024-11-07 | Jueves | 36.3100 |
| 2024-11-08 | Viernes | 35.0000 |
| Promedio Badlar | 39.4294 | |
| 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 |