| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2024-09-12 | 100.00 | 123895.00 | 5152.67 | 0.00 | 5152.67 |
| 2025-03-12 | 100.00 | 122817.00 | 5024.56 | 0.00 | 5024.56 |
| 2025-09-12 | 100.00 | 114581.00 | 4765.31 | 0.00 | 4765.31 |
| 2026-03-12 | 0.00 | 0.00 | 4687.62 | 114581.00 | 119268.62 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | RUCAO | Valor Tecnico | 116109.01 | Semana TIR | 83.62% |
| Emisor | MSU Energy S.A.MSU Energy S.A. | Valor Residual | 100.00% | Mes TIR | 81.92% |
| Tipo | Corporativo | Paridad | 93.12% | Semestre TIR | 173.23% |
| País | Argentina | TIR | 18.27% | 1ero Enero TIR | 172.91% |
| Mercado | BYMA | Macaulay Dur. | 0.82 | Año TIR | 96.97% |
| Moneda | ARS | Modified Dur. | 0.69 | Semana Precio | -8.37% |
| Fecha/Hora | 2025-05-09 16:24:34 | Effective Dur. | 0.13 | Mes Precio | -20.04% |
| Volumen | 97335 | Convexidad | 1.07 | Semestre Precio | -7.59% |
| Precio | 108120.00 | Int. Corrido | 1528.01 | 1ero Enero Precio | -11.38% |
| Variación | 4.87% | Cupon | 4765.31 | Año Precio | 4.46% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 118932.00 | 10.00% | 5.26 | -71.19% |
| 117850.80 | 9.00% | 6.44 | -64.73% |
| 116769.60 | 8.00% | 7.65 | -58.14% |
| 115688.40 | 7.00% | 8.88 | -51.40% |
| 114607.20 | 6.00% | 10.13 | -44.53% |
| 113526.00 | 5.00% | 11.42 | -37.51% |
| 112444.80 | 4.00% | 12.73 | -30.33% |
| 111363.60 | 3.00% | 14.07 | -23.00% |
| 110282.40 | 2.00% | 15.44 | -15.51% |
| 109201.20 | 1.00% | 16.84 | -7.85% |
| 108120.00 | 0.00% | 18.27 | 0.00% |
| 107038.80 | -1.00% | 19.73 | 7.98% |
| 105957.60 | -2.00% | 21.22 | 16.17% |
| 104876.40 | -3.00% | 22.75 | 24.55% |
| 103795.20 | -4.00% | 24.32 | 33.12% |
| 102714.00 | -5.00% | 25.92 | 41.90% |
| 101632.80 | -6.00% | 27.57 | 50.88% |
| 100551.60 | -7.00% | 29.25 | 60.09% |
| 99470.40 | -8.00% | 30.97 | 69.51% |
| 98389.20 | -9.00% | 32.73 | 79.17% |
| 97308.00 | -10.00% | 34.54 | 89.07% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 19.91 | 9.00% | 106902.55 | -1.13% |
| 19.73 | 8.00% | 107035.90 | -1.00% |
| 19.55 | 7.00% | 107169.63 | -0.88% |
| 19.37 | 6.00% | 107303.72 | -0.75% |
| 19.18 | 5.00% | 107438.20 | -0.63% |
| 19.00 | 4.00% | 107573.05 | -0.51% |
| 18.82 | 3.00% | 107708.28 | -0.38% |
| 18.64 | 2.00% | 107843.89 | -0.26% |
| 18.45 | 1.00% | 107979.89 | -0.13% |
| 18.27 | 0.00% | 108120.00 | 0.00% |
| 18.09 | -1.00% | 108253.03 | 0.12% |
| 17.90 | -2.00% | 108390.18 | 0.25% |
| 17.72 | -3.00% | 108527.72 | 0.38% |
| 17.54 | -4.00% | 108665.66 | 0.50% |
| 17.36 | -5.00% | 108803.98 | 0.63% |
| 17.17 | -6.00% | 108942.70 | 0.76% |
| 16.99 | -7.00% | 109081.82 | 0.89% |
| 16.81 | -8.00% | 109221.33 | 1.02% |
| 16.63 | -9.00% | 109361.25 | 1.15% |
| Desarrollo TIR 18.27% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-09-12 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0825 x (184/365)) x 100.00% x 100.00 x 1145.81]/[(1+18.27)^(125/365)] | 4499.19 | i |
| 2026-03-12 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0825 x (181/365)) x 100.00% x 100.00 x 1145.81]/[(1+18.27)^(306/365)] | 4072.47 | i |
| 2026-03-12 | [Amortizacion % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [1 x 100.00 x 1145.81]/[(1+18.27)^(306/365)] | 99544.61 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-10 | (TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP x (Dias Corridos / Dias entre Cupones) | (0.0825 x (184/365)) x 1.00 x 1 x 100.00 x 1145.81 x (59/184) | 1528.01 |
| 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. | |
| 2025-09-12 | (Dias para cupon / Dias Año) | (125 / 365) | 0.34 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0825 x (184/365)) x 100.00% x 100.00 x 1145.81]/[(1+18.27)^(125/365)] | 4499.25 | 0.04 | 0.01 | i | |
| 2026-03-12 | (Dias para cupon / Dias Año) | (306 / 365) | 0.84 | [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 1145.81]/[(1+18.27)^(306/365)]+[(0.0825 x (181/365)) x 100.00% x 100.00 x 1145.81]/[(1+18.27)^(306/365)] | 103620.24 | 0.96 | 0.80 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.82 | 0.82 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.82)/(1 + 18.27/100) | 0.69 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (107983.13 - 108256.23 )/( 2 x 108120 x 0.01) | 0.13 |
| 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. |
| 2025-09-12 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (125 / 365) ^ 2 + (125 / 365) | 0.46 | [(TNA x (Dias entre Cupones/Año)) x Valor Residual % x Valor Nominal x Conversion ARS/MEP]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.0825 x (184/365)) x 100.00% x 100.00 x 1145.81]/[(1+18.27)^(125/365)] | 4499.25 | 2068.52 | i |
| 2026-03-12 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (306 / 365) ^ 2 + (306 / 365) | 1.54 | [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 1145.81]/[(1+18.27)^(306/365)]+[(0.0825 x (181/365)) x 100.00% x 100.00 x 1145.81]/[(1+18.27)^(306/365)] | 103620.24 | 159699.23 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [108120 x ((1 + 18.2656875) ^ 2)]] x 161767.75] | 1.07 |
| F. de Emision | 2024-03-12 | ||
| F. de Vencimiento | 2026-03-12 | ||
| Ajuste | |||
| Dias previos para calculo ajuste o interes | |||
| Capital | El 100% del capital de las Obligaciones Negociables Clase X será repagado en una única cuota en la Fecha de Vencimiento de la Clase X, el 12 de marzo de 2026. | ||
| Interes | Tasa de Interés: 8,25% | ||
| Frecuencia | Los intereses se pagarán semestralmente en forma vencida, a partir de la Fecha de Emisión y Liquidación, en las fechas que se detalla a continuación:12 de septiembre de 2024, 12 de marzo de 2025, 12 de septiembre de 2025, y en la Fecha de Vencimiento de la Clase X, es decir, el 12 de marzo de 2026. | ||
| ISIN | AR0006306242 |