| Fecha | Valor Residual | Cap.Actualizado | Interes | Capital | Cupon |
|---|---|---|---|---|---|
| 2023-10-20 | 100.00 | 35003.00 | 441.13 | 0.00 | 441.13 |
| 2024-01-20 | 100.00 | 81975.00 | 1033.11 | 0.00 | 1033.11 |
| 2024-04-20 | 100.00 | 87075.00 | 1085.46 | 0.00 | 1085.46 |
| 2024-07-20 | 100.00 | 92675.00 | 1155.26 | 0.00 | 1155.26 |
| 2024-10-20 | 100.00 | 98383.00 | 1239.90 | 0.00 | 1239.90 |
| 2025-01-20 | 100.00 | 104525.00 | 1317.30 | 0.00 | 1317.30 |
| 2025-04-20 | 100.00 | 117283.00 | 1445.95 | 0.00 | 1445.95 |
| 2025-07-20 | 0.00 | 0.00 | 1393.05 | 111750.00 | 113143.05 |
| Datos | |||||
|---|---|---|---|---|---|
| Simbolo | MRCPO | Valor Tecnico | 112040.86 | Semana TIR | -40.88% |
| Emisor | Generación Mediterránea S.A.Generación Mediterránea S.A. y Central Térmica Roca S.A. | Valor Residual | 100.00% | Mes TIR | 18.23% |
| Tipo | Corporativo | Paridad | 94.61% | Semestre TIR | -13.76% |
| País | Argentina | TIR | 39.18% | 1ero Enero TIR | -0.20% |
| Mercado | BYMA | Macaulay Dur. | 0.20 | Año TIR | 52.39% |
| Moneda | ARS | Modified Dur. | 0.14 | Semana Precio | 0.00% |
| Fecha/Hora | 2025-04-30 16:41:21 | Effective Dur. | 0.06 | Mes Precio | 3.93% |
| Volumen | 0 | Convexidad | 0.12 | Semestre Precio | 32.48% |
| Precio | 106000.00 | Int. Corrido | 290.86 | 1ero Enero Precio | 18.38% |
| Variación | 0.00% | Cupon | 113143.05 | Año Precio | 47.63% |
| Sensibilidad Precio | |||
|---|---|---|---|
| Precio | Variación Precio | TIR | Variación TIR |
| 116600.00 | 10.00% | -14.15 | -136.11% |
| 115540.00 | 9.00% | -10.08 | -125.73% |
| 114480.00 | 8.00% | -5.78 | -114.75% |
| 113420.00 | 7.00% | -1.23 | -103.14% |
| 112360.00 | 6.00% | 3.58 | -90.85% |
| 111300.00 | 5.00% | 8.68 | -77.84% |
| 110240.00 | 4.00% | 14.08 | -64.05% |
| 109180.00 | 3.00% | 19.81 | -49.43% |
| 108120.00 | 2.00% | 25.89 | -33.93% |
| 107060.00 | 1.00% | 32.33 | -17.47% |
| 106000.00 | 0.00% | 39.18 | 0.00% |
| 104940.00 | -1.00% | 46.46 | 18.57% |
| 103880.00 | -2.00% | 54.19 | 38.31% |
| 102820.00 | -3.00% | 62.42 | 59.32% |
| 101760.00 | -4.00% | 71.18 | 81.67% |
| 100700.00 | -5.00% | 80.51 | 105.49% |
| 99640.00 | -6.00% | 90.46 | 130.89% |
| 98580.00 | -7.00% | 101.07 | 157.97% |
| 97520.00 | -8.00% | 112.40 | 186.88% |
| 96460.00 | -9.00% | 124.50 | 217.76% |
| 95400.00 | -10.00% | 137.43 | 250.78% |
| Sensibilidad TIR | |||
|---|---|---|---|
| TIR | Variación TIR | Precio | Variación Precio |
| 42.71 | 9.00% | 105478.13 | -0.49% |
| 42.31 | 8.00% | 105535.35 | -0.44% |
| 41.92 | 7.00% | 105592.76 | -0.38% |
| 41.53 | 6.00% | 105650.36 | -0.33% |
| 41.14 | 5.00% | 105708.15 | -0.28% |
| 40.75 | 4.00% | 105766.13 | -0.22% |
| 40.36 | 3.00% | 105824.30 | -0.17% |
| 39.96 | 2.00% | 105882.67 | -0.11% |
| 39.57 | 1.00% | 105941.24 | -0.06% |
| 39.18 | 0.00% | 106000.00 | 0.00% |
| 38.79 | -1.00% | 106058.96 | 0.06% |
| 38.40 | -2.00% | 106118.12 | 0.11% |
| 38.00 | -3.00% | 106177.48 | 0.17% |
| 37.61 | -4.00% | 106237.05 | 0.22% |
| 37.22 | -5.00% | 106296.82 | 0.28% |
| 36.83 | -6.00% | 106356.79 | 0.34% |
| 36.44 | -7.00% | 106416.96 | 0.39% |
| 36.05 | -8.00% | 106477.35 | 0.45% |
| 35.65 | -9.00% | 106537.94 | 0.51% |
| Desarrollo TIR 39.18% | ||||
|---|---|---|---|---|
| Fecha | Formula | Operacion | Factor | Tipo |
| 2025-07-20 | [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [(0.05 x (91/365)) x 1117.5000 x 100.00% x 100.00]/[(1+39.18)^(72/365)] | 1305.10 | i |
| 2025-07-20 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1117.5000 x 1 x 100.00]/[(1+39.18)^(72/365)] | 104694.90 | k |
| Desarrollo Interes Corrido | Fecha | Formula | Operacion | Interes Corrido |
|---|---|---|---|
| 2025-05-09 | (TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal x (Dias Corridos / Dias entre Cupones) | (0.05 x (91/365)) x 1117.50 x 1 x 100.00 x (19/91) | 290.86 |
| 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. | |
| 2025-07-20 | (Dias para cupon / Dias Año) | (72 / 365) | 0.20 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1117.5000 x 1 x 100.00]/[(1+39.18)^(72/365)]+[(0.05 x (91/365)) x 1117.5000 x 100.00% x 100.00]/[(1+39.18)^(72/365)] | 105999.85 | 1.00 | 0.20 | ki | |
| Desarrollo Duracion Macaulay Valor Final | |||||||||
|---|---|---|---|---|---|---|---|---|---|
| Formula | Operacion | Duracion Macaulay | |||||||
| Suma Factores | 0.20 | 0.20 | |||||||
| Desarrollo Duracion Modificada | ||
|---|---|---|
| Formula | Operacion | Duracion Modificada |
| (Macaulay Duration)/(1 + TIR) | (0.20)/(1 + 39.18/100) | 0.14 |
| Desarrollo Duracion Efectiva | ||
|---|---|---|
| Formula | Operacion | Duracion Efectiva |
| (P+ - P-)/(2 x Po x ΔTIR) | (105941.09 - 106058.81 )/( 2 x 106000.00 x 0.01) | 0.06 |
| 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. |
| 2025-07-20 | [(Dias para cupon / Año)] ^ 2 + [(Dias para cupon / Año)] | (72 / 365) ^ 2 + (72 / 365) | 0.24 | [Dolar x Amortizacion % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] + [(TNA x (Dias entre Cupones/Año)) x Dolar x Valor Residual % x Valor Nominal]/[(1+TIR)^(Dias restantes/Dias año)] | [1117.5000 x 1 x 100.00]/[(1+39.18)^(72/365)]+[(0.05 x (91/365)) x 1117.5000 x 100.00% x 100.00]/[(1+39.18)^(72/365)] | 105999.85 | 25034.19 | ki |
| Formula Convexidad Valor Final | ||
|---|---|---|
| Formula | Operacion | Convexidad |
| [[1 / [Precio x ((1 + TIR) ^ 2)] x Suma Factores] | [1 / [106000.00 x ((1 + 39.181) ^ 2)]] x 25034.19] | 0.12 |
| F. de Emision | 2023-07-20 | ||
| F. de Vencimiento | 2025-07-20 | ||
| Ajuste | Dolar Linked | ||
| Dias previos para calculo ajuste o interes | 3 | ||
| Capital | Las Obligaciones Negociables Clase XXIV serán amortizadas íntegramente en un único pago en la Fecha de Vencimiento de la Clase XXIV. | ||
| Interes | 5,00% nominal anual. | ||
| Frecuencia | Se pagarán trimestralmente en forma vencida. Los pagos de intereses serán realizados en las siguientes fechas: 20 de octubre de 2023, 20 de enero de 2024, 20 de abril de 2024, 20 de julio de 2024, 20 de octubre de 2024, 20 de enero de 2025, 20 de abril de 2025 y 20 de julio de 2025 (cada una, una ?Fecha de Pago de Intereses de la Clase XXIV?). La última Fecha de Pago de Intereses de la Clase XXIV coincidirá con la Fecha de Vencimiento de la Clase XXIV. | ||
| ISIN | ARGMCT5600M2 |